10-D 1 jpl060s1_10d-200605.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: April 26, 2006 to May 25, 2006 Commission File Number of issuing entity: 333-127020-14 J.P. Morgan Alternative Loan Trust 2006-S1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127020 J.P. Morgan Acceptance Corporation I (Exact name of depositor as specified in its charter) J.P. Morgan Mortgage Acquisition Corp. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195462 54-2195463 54-2195464 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) 1-A-1 _____ _____ __X___ ____________ 1-A-10 _____ _____ __X___ ____________ 1-A-11 _____ _____ __X___ ____________ 1-A-12 _____ _____ __X___ ____________ 1-A-13 _____ _____ __X___ ____________ 1-A-14 _____ _____ __X___ ____________ 1-A-15 _____ _____ __X___ ____________ 1-A-16 _____ _____ __X___ ____________ 1-A-17 _____ _____ __X___ ____________ 1-A-18 _____ _____ __X___ ____________ 1-A-19 _____ _____ __X___ ____________ 1-A-2 _____ _____ __X___ ____________ 1-A-3 _____ _____ __X___ ____________ 1-A-4 _____ _____ __X___ ____________ 1-A-5 _____ _____ __X___ ____________ 1-A-6 _____ _____ __X___ ____________ 1-A-7 _____ _____ __X___ ____________ 1-A-8 _____ _____ __X___ ____________ 1-A-9 _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 2-A-3 _____ _____ __X___ ____________ 2-A-4 _____ _____ __X___ ____________ 2-A-5 _____ _____ __X___ ____________ 2-A-6 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-1A _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 3-A-2A _____ _____ __X___ ____________ 3-A-3 _____ _____ __X___ ____________ 3-A-4 _____ _____ __X___ ____________ 3-A-5 _____ _____ __X___ ____________ 3-B-1 _____ _____ __X___ ____________ 3-B-2 _____ _____ __X___ ____________ 3-M-1 _____ _____ __X___ ____________ 3-M-2 _____ _____ __X___ ____________ AP _____ _____ __X___ ____________ AX _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ B-5 _____ _____ __X___ ____________ B-6 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ P-1 _____ _____ __X___ ____________ A-R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On May 25, 2006 a distribution was made to holders of J.P. Morgan Alternative Loan Trust 2006-S1. 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 J.P. Morgan Alternative Loan Trust 2006-S1, relating to the May 25, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K 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. J.P. Morgan Alternative Loan Trust 2006-S1 (Issuing Entity) Wells Fargo Bank, N.A. Master Servicer /s/ John Sadowski John Sadowski, Vice President Date: June 2, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of J.P. Morgan Alternative Loan Trust 2006-S1, relating to the May 25, 2006 distribution. EX-99.1 J.P. Morgan Alternative Loan Trust Mortgage Pass-Through Certificates Distribution Date: 5/25/2006 J.P. Morgan Alternative Loan Trust Mortgage Pass-Through Certificates Series 2006-S1 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 1-A-1 46627MDX2 5.50000% 10,000,000.00 45,833.33 1-A-2 46627MDY0 5.50000% 2120,~~049~~726,~~933~~885.4613 9694,~~478~~998.8622 1-A-3 46627MDZ7 5.50000% ~~866~~870,~~412~~384.9400 3,~~971~~989.0626 1-A-4 46627MEA1 5.75000% 8,500,000.00 40,729.17 1-A-5 46627MEB9 5.75000% 18,741,600.00 89,803.50 1-A-6 46627MEC7 5.75000% 16,579,100.00 79,441.52 1-A-7 46627MED5 5.75000% 9,370,800.00 44,901.75 1-A-8 46627MEE3 5.75000% 2423,~~380~~394,~~518~~352.6832 ~~116~~112,~~823~~097.3294 1-A-9 46627MEF0 5.75000% 2,~~742~~755,~~176~~316.9454 13,~~139~~202.6056 1-A-10 46627MEG8 5.75000% ~~100~~101,~~535~~017.4417 ~~481~~484.7304 1-A-11 46627MEH6 6.00000% 21,000,000.00 105,000.00 1-A-12 46627MEJ2 6.00000% 7574,~~716~~704,~~460~~707.2818 ~~378~~373,~~582~~523.3054 1-A-13 46627MEK9 6.00000% 1,~~021~~026,~~428~~535.7388 5,~~107~~132.1468 1-A-14 46627MEL7 6.00000% 33,~~549~~255,~~082~~213.5049 ~~167~~166,~~745~~276.4107 1-A-15 46627MEM5 6.00000% 2,~~556~~568,~~217~~998.5059 12,~~781~~844.0999 1-A-16 46627MEN3 6.00000% 5352,~~744~~979,196.28 ~~268~~264,~~720~~895.98 1-A-17 46627MEP8 6.00000% 7,~~888~~927,~~392~~834.7470 39,~~441~~639.9617 1-A-18 46627MEQ6 6.00000% 9,~~748~~647,~~136~~735.1778 48,~~740~~238.68 1-A-19 46627MER4 6.50000% 7271,~~475~~956,~~631~~112.9719 ~~392~~389,~~576~~762.3427 2-A-1 46627MES2 5.00000% 9,~~418~~371,~~765~~669.1965 39,~~244~~048.8562 2-A-2 46627MET0 5.00000% 2,266,543.00 9,443.93 2-A-3 46627MEU7 5.00000% 100,604.00 419.18 2-A-4 46627MEV5 5.50000% 4443,~~119~~885,~~460~~735.0398 ~~202~~201,~~214~~142.1996 2-A-5 46627MEW3 5.50000% 6,501,896.00 29,800.36 2-A-6 46627MEX1 6.00000% 41,~~968~~809,~~607~~663.4277 209,~~843~~048.0432 3-A-1 46627MEY9 45.~~92813~~06938% 7571,~~451~~502,~~184~~258.9647 ~~320~~302,~~189~~060.7410 3-A-1A 46627MEZ6 5.35000% ~~137~~130,~~861~~646,~~984~~632.4768 ~~614~~582,~~634~~466.6824 3-A-2 46627MFA0 5.~~08813~~22938% 77,526,000.00 ~~339~~337,~~675~~844.9309 3-A-2A 46627MFB8 5.60000% 9,000,000.00 42,000.00 3-A-3 46627MFU6 6.03000% 54,115,000.00 271,927.88 3-A-4 46627MFV4 6.18000% 25,226,000.00 129,913.90 3-A-5 46627MFW2 5.73000% 42,462,000.00 202,756.05 3-M-1 46627MFC6 5.83000% 11,228,000.00 54,549.37 3-M-2 46627MFD4 6.38000% 8,937,000.00 47,515.05 3-B-1 46627MFE2 6.45000% 5,499,000.00 29,557.13 3-B-2 46627MFF9 6.45000% 2,292,000.00 12,319.50 AP 46627MFH5 0.00000% 368,~~908~~531.5683 0.00 AX 46627MFG7 6.00000% 0.00 4,~~654~~634.3460 B-1 46627MFJ1 5.~~92454~~92475% 12,~~261~~245,~~898~~281.4157 60,~~538~~458.4555 B-2 46627MFK8 5.~~92454~~92475% 4,~~174~~168,~~182~~525.5586 20,~~608~~581.4323 B-3 46627MFL6 5.~~92454~~92475% 3,~~130~~126,~~686~~444.8426 15,~~456~~436.5717 B-4 46627MFN2 5.~~92454~~92475% 2,~~087~~084,~~091~~262.2793 10,~~304~~290.2262 B-5 46627MFP7 5.~~92454~~92475% 1,~~826~~823,~~242~~767.3146 9,~~016~~004.3847 B-6 46627MFQ5 5.~~92454~~92475% 1,~~304~~302,~~644~~876.26 6,~~441~~432.1868 AR 46627MFM4 5.00000% 0.00 0.00 P-1 46627MFR3 0.00000% 100.00 0.00 CE 46627MFT9 0.00000% 5,728,724.97 ~~474~~462,~~045~~467.9280 Totals ~~974~~959,~~887~~324,~~147~~307.8794 5,~~107~~021,~~370~~913.0147

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 0.00 0.00 10,000,000.00 45,833.33 0.00 1-A-2 ~~323~~324,~~048~~069.3304 0.00 20,~~726~~402,~~885~~816.1309 419,~~527~~067.1926 0.00 1-A-3 (3,~~971~~989.0626) 0.00 ~~870~~874,~~384~~373.0026 0.00 0.00 1-A-4 0.00 0.00 8,500,000.00 40,729.17 0.00 1-A-5 0.00 0.00 18,741,600.00 89,803.50 0.00 1-A-6 0.00 0.00 16,579,100.00 79,441.52 0.00 1-A-7 0.00 0.00 9,370,800.00 44,901.75 0.00 1-A-8 ~~986~~268,~~166~~819.3699 0.00 23,~~394~~125,~~352~~532.3233 1380,~~102,989~~917.6893 0.00 1-A-9 (13,~~139~~202.6056) 0.00 2,~~755~~768,~~316~~519.5409 0.00 0.00 1-A-10 (~~481~~484.7304) 0.00 101,~~017~~501.1721 0.00 0.00 1-A-11 0.00 0.00 21,000,000.00 105,000.00 0.00 1-A-12 1897,~~011,753~~398.1020 0.00 7473,~~704~~807,~~707~~308.1898 1,~~390~~270,~~335~~921.4074 0.00 1-A-13 (5,~~107~~132.1468) 0.00 1,~~026~~031,~~535~~668.8856 0.00 0.00 1-A-14 ~~293~~179,~~869~~749.0169 0.00 33,~~255~~075,~~213~~463.4980 ~~461~~346,~~614~~025.4276 0.00 1-A-15 (12,~~781~~844.0999) 0.00 2,~~568~~581,~~998~~843.5958 0.00 0.00 1-A-16 765,000.00 0.00 52,~~979~~214,196.28 1,~~033~~029,~~720~~895.98 0.00 1-A-17 (39,~~441~~639.9617) 0.00 7,~~927~~967,~~834~~473.7087 0.00 0.00 1-A-18 ~~100~~88,~~400~~992.3936 0.00 9,~~647~~558,~~735~~743.7841 ~~149~~137,~~141~~231.0704 0.00 1-A-19 ~~519~~889,~~519~~489.7820 0.00 71,~~956~~066,~~112~~622.1999 ~~912~~1,~~096~~279,251.1247 0.00 2-A-1 4746,~~095~~587.5564 0.00 9,~~371~~325,~~669~~082.6500 8685,~~340~~636.4026 0.00 2-A-2 0.00 0.00 2,266,543.00 9,443.93 0.00 2-A-3 0.00 0.00 100,604.00 419.18 0.00 2-A-4 ~~233~~196,~~724~~658.0547 0.00 43,~~885~~689,~~735~~077.9851 ~~435~~397,~~938~~801.2443 0.00 2-A-5 0.00 0.00 6,501,896.00 29,800.36 0.00 2-A-6 ~~158~~160,~~943~~141.6493 0.00 41,~~809~~649,~~663~~521.7784 ~~368~~369,~~786~~190.6825 0.00 3-A-1 31,~~948~~974,~~926~~556.4954 0.00 7169,~~502~~527,~~258~~701.4793 42,~~269~~276,~~116~~616.2364 0.00 3-A-1A 73,~~215~~607,~~351~~846.7936 0.00 ~~130~~127,~~646~~038,~~632~~786.6832 74,~~829~~190,~~986~~312.4760 0.00 3-A-2 0.00 0.00 77,526,000.00 ~~339~~337,~~675~~844.9309 0.00 3-A-2A 0.00 0.00 9,000,000.00 42,000.00 0.00 3-A-3 0.00 0.00 54,115,000.00 271,927.88 0.00 3-A-4 0.00 0.00 25,226,000.00 129,913.90 0.00 3-A-5 0.00 0.00 42,462,000.00 202,756.05 0.00 3-M-1 0.00 0.00 11,228,000.00 54,549.37 0.00 3-M-2 0.00 0.00 8,937,000.00 47,515.05 0.00 3-B-1 0.00 0.00 5,499,000.00 29,557.13 0.00 3-B-2 0.00 0.00 2,292,000.00 12,319.50 0.00 AP ~~376~~0.7300 0.00 368,531.8384 ~~376~~0.7300 0.00 AX 0.00 0.00 0.00 4,~~654~~634.3460 0.00 B-1 16,~~616~~719.8451 0.00 12,~~245~~228,~~281~~562.5706 77,~~155~~178.2906 0.00 B-2 5,~~656~~691.6964 0.00 4,~~168~~162,~~525~~834.8622 26,~~265~~272.1287 0.00 B-3 4,~~242~~268.5880 0.00 3,~~126~~122,~~444~~175.2646 19,~~699~~704.1597 0.00 B-4 2,~~828~~845.3482 0.00 2,~~084~~081,~~262~~417.9311 13,~~132~~136.5644 0.00 B-5 2,~~474~~490.8514 0.00 1,~~823~~821,~~767~~277.4632 11,~~491~~494.2361 0.00 B-6 1,~~768~~778.0093 0.00 1,~~302~~301,~~876~~097.2634 8,~~209~~211.1861 0.00 AR 0.00 0.00 0.00 0.00 0.00 P-1 0.00 0.00 100.00 0.00 0.00 CE 0.00 0.00 5,728,724.97 ~~474~~462,~~045~~467.9280 0.00 Totals 159,~~562~~357,~~839~~811.9456 0.00 ~~959~~949,~~324~~966,~~307~~496.9437 2014,~~670~~379,~~209~~725.9503 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A-1 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 1-A-2 21,223,000.00 2120,~~049~~726,~~933~~885.4613 32,~~514~~911.0801 ~~290~~291,~~534~~158.2504 0.00 0.00 1-A-3 862,460.00 ~~866~~870,~~412~~384.9400 0.00 0.00 (3,~~971~~989.0626) 0.00 1-A-4 8,500,000.00 8,500,000.00 0.00 0.00 0.00 0.00 1-A-5 18,741,600.00 18,741,600.00 0.00 0.00 0.00 0.00 1-A-6 16,579,100.00 16,579,100.00 0.00 0.00 0.00 0.00 1-A-7 9,370,800.00 9,370,800.00 0.00 0.00 0.00 0.00 1-A-8 24,562,400.00 2423,~~380~~394,~~518~~352.6832 6770,~~921~~237.3987 ~~918~~198,~~244~~582.9711 0.00 0.00 1-A-9 2,729,100.00 2,~~742~~755,~~176~~316.9454 0.00 0.00 (13,~~139~~202.6056) 0.00 1-A-10 100,056.00 ~~100~~101,~~535~~017.4417 0.00 0.00 (~~481~~484.7304) 0.00 1-A-11 21,000,000.00 21,000,000.00 0.00 0.00 0.00 0.00 1-A-12 76,098,600.00 7574,~~716~~704,~~460~~707.2818 68,~~402~~267.3868 ~~943~~829,~~350~~130.7352 0.00 0.00 1-A-13 1,016,347.00 1,~~021~~026,~~428~~535.7388 0.00 0.00 (5,~~107~~132.1468) 0.00 1-A-14 33,562,800.00 33,~~549~~255,~~082~~213.5049 1913,~~867~~674.8308 ~~274~~166,~~001~~075.1861 0.00 0.00 1-A-15 2,543,500.00 2,~~556~~568,~~217~~998.5059 0.00 0.00 (12,~~781~~844.0999) 0.00 1-A-16 54,159,500.00 5352,~~744~~979,196.28 5158,~~719~~195.9577 ~~713~~706,~~280~~804.0523 0.00 0.00 1-A-17 7,849,147.00 7,~~888~~927,~~392~~834.7470 0.00 0.00 (39,~~441~~639.9617) 0.00 1-A-18 9,785,743.00 9,~~748~~647,~~136~~735.1778 6,~~787~~769.8591 9382,~~612~~222.5446 0.00 0.00 1-A-19 72,775,058.00 7271,~~475~~956,~~631~~112.9719 48,~~351~~390.6358 ~~471~~841,~~168~~098.1562 0.00 0.00 2-A-1 9,468,489.00 9,~~418~~371,~~765~~669.1965 4445,~~832~~042.9846 21,~~262~~545.5719 0.00 0.00 2-A-2 2,266,543.00 2,266,543.00 0.00 0.00 0.00 0.00 2-A-3 100,604.00 100,604.00 0.00 0.00 0.00 0.00 2-A-4 45,059,100.00 4443,~~119~~885,~~460~~735.0398 ~~185~~186,~~169~~271.1587 4810,~~554~~386.9060 0.00 0.00 2-A-5 6,501,896.00 6,501,896.00 0.00 0.00 0.00 0.00 2-A-6 42,441,410.00 41,~~968~~809,~~607~~663.4277 ~~147~~148,~~765~~586.4999 11,~~178~~554.1594 0.00 0.00 3-A-1 76,502,000.00 7571,~~451~~502,~~184~~258.9647 0.00 31,~~948~~974,~~926~~556.4954 0.00 0.00 3-A-1A 139,782,000.00 ~~137~~130,~~861~~646,~~984~~632.4768 0.00 73,~~215~~607,~~351~~846.7936 0.00 0.00 3-A-2 77,526,000.00 77,526,000.00 0.00 0.00 0.00 0.00 3-A-2A 9,000,000.00 9,000,000.00 0.00 0.00 0.00 0.00 3-A-3 54,115,000.00 54,115,000.00 0.00 0.00 0.00 0.00 3-A-4 25,226,000.00 25,226,000.00 0.00 0.00 0.00 0.00 3-A-5 42,462,000.00 42,462,000.00 0.00 0.00 0.00 0.00 3-M-1 11,228,000.00 11,228,000.00 0.00 0.00 0.00 0.00 3-M-2 8,937,000.00 8,937,000.00 0.00 0.00 0.00 0.00 3-B-1 5,499,000.00 5,499,000.00 0.00 0.00 0.00 0.00 3-B-2 2,292,000.00 2,292,000.00 0.00 0.00 0.00 0.00 AP 370,792.00 368,~~908~~531.5683 ~~374~~0.2500 20.4800 0.00 0.00 AX 0.00 0.00 0.00 0.00 0.00 0.00 B-1 12,278,400.00 12,~~261~~245,~~898~~281.4157 16,~~616~~719.8451 0.00 0.00 0.00 B-2 4,179,800.00 4,~~174~~168,~~182~~525.5586 5,~~656~~691.6964 0.00 0.00 0.00 B-3 3,134,900.00 3,~~130~~126,~~686~~444.8426 4,~~242~~268.5880 0.00 0.00 0.00 B-4 2,089,900.00 2,~~087~~084,~~091~~262.2793 2,~~828~~845.3482 0.00 0.00 0.00 B-5 1,828,700.00 1,~~826~~823,~~242~~767.3146 2,~~474~~490.8514 0.00 0.00 0.00 B-6 1,306,400.00 1,~~304~~302,~~644~~876.26 1,~~768~~778.0093 0.00 0.00 0.00 AR 100.00 0.00 0.00 0.00 0.00 0.00 P-1 100.00 100.00 0.00 0.00 0.00 0.00 CE 5,728,997.82 5,728,724.97 0.00 0.00 0.00 0.00 Totals 980,784,342.82 ~~974~~959,~~887~~324,~~147~~307.8794 ~~707~~712,~~294~~143.2806 148,~~930~~720,~~468~~961.2522 (7475,~~922~~292.5870) 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 0.00 10,000,000.00 1.00000000 0.00 1-A-2 ~~323~~324,~~048~~069.3304 20,~~726~~402,~~885~~816.1309 0.~~97662372~~96135401 ~~323~~324,~~048~~069.3304 1-A-3 (3,~~971~~989.0626) ~~870~~874,~~384~~373.0026 1.~~00918767~~01381312 (3,~~971~~989.0626) 1-A-4 0.00 8,500,000.00 1.00000000 0.00 1-A-5 0.00 18,741,600.00 1.00000000 0.00 1-A-6 0.00 16,579,100.00 1.00000000 0.00 1-A-7 0.00 9,370,800.00 1.00000000 0.00 1-A-8 ~~986~~268,~~166~~819.3699 23,~~394~~125,~~352~~532.3233 0.~~95244570~~94150133 ~~986~~268,~~166~~819.3699 1-A-9 (13,~~139~~202.6056) 2,~~755~~768,~~316~~519.5409 1.~~00960630~~01444399 (13,~~139~~202.6056) 1-A-10 (~~481~~484.7304) 101,~~017~~501.1721 1.~~00960632~~01444401 (~~481~~484.7304) 1-A-11 0.00 21,000,000.00 1.00000000 0.00 1-A-12 1897,~~011,753~~398.1020 7473,~~704~~807,~~707~~308.1898 0.~~98168307~~96989050 1897,~~011,753~~398.1020 1-A-13 (5,~~107~~132.1468) 1,~~026~~031,~~535~~668.8856 1.~~01002500~~01507513 (5,~~107~~132.1468) 1-A-14 ~~293~~179,~~869~~749.0169 33,~~255~~075,~~213~~463.4980 0.~~99083549~~98547987 ~~293~~179,~~869~~749.0169 1-A-15 (12,~~781~~844.0999) 2,~~568~~581,~~998~~843.5958 1.~~01002500~~01507512 (12,~~781~~844.0999) 1-A-16 765,000.00 52,~~979~~214,196.28 0.~~97820689~~96408195 765,000.00 1-A-17 (39,~~441~~639.9617) 7,~~927~~967,~~834~~473.7087 1.~~01002500~~01507512 (39,~~441~~639.9617) 1-A-18 ~~100~~88,~~400~~992.3936 9,~~647~~558,~~735~~743.7841 0.~~98589711~~97680303 ~~100~~88,~~400~~992.3936 1-A-19 ~~519~~889,~~519~~489.7820 71,~~956~~066,~~112~~622.1999 0.~~98874689~~97652444 ~~519~~889,~~519~~489.7820 2-A-1 4746,~~095~~587.5564 9,~~371~~325,~~669~~082.6500 0.~~98977457~~98485429 4746,~~095~~587.5564 2-A-2 0.00 2,266,543.00 1.00000000 0.00 2-A-3 0.00 100,604.00 1.00000000 0.00 2-A-4 ~~233~~196,~~724~~658.0547 43,~~885~~689,~~735~~077.9851 0.~~97395944~~96959499 ~~233~~196,~~724~~658.0547 2-A-5 0.00 6,501,896.00 1.00000000 0.00 2-A-6 ~~158~~160,~~943~~141.6493 41,~~809~~649,~~663~~521.7784 0.~~98511486~~98134162 ~~158~~160,~~943~~141.6493 3-A-1 31,~~948~~974,~~926~~556.4954 7169,~~502~~527,~~258~~701.4793 0.~~93464561~~90883509 31,~~948~~974,~~926~~556.4954 3-A-1A 73,~~215~~607,~~351~~846.7936 ~~130~~127,~~646~~038,~~632~~786.6832 0.~~93464561~~90883509 73,~~215~~607,~~351~~846.7936 3-A-2 0.00 77,526,000.00 1.00000000 0.00 3-A-2A 0.00 9,000,000.00 1.00000000 0.00 3-A-3 0.00 54,115,000.00 1.00000000 0.00 3-A-4 0.00 25,226,000.00 1.00000000 0.00 3-A-5 0.00 42,462,000.00 1.00000000 0.00 3-M-1 0.00 11,228,000.00 1.00000000 0.00 3-M-2 0.00 8,937,000.00 1.00000000 0.00 3-B-1 0.00 5,499,000.00 1.00000000 0.00 3-B-2 0.00 2,292,000.00 1.00000000 0.00 AP ~~376~~0.7300 368,531.8384 0.~~99390448~~99390451 ~~376~~0.7300 AX 0.00 0.00 0.00000000 0.00 B-1 16,~~616~~719.8451 12,~~245~~228,~~281~~562.5706 0.~~99730271~~99594101 16,~~616~~719.8451 B-2 5,~~656~~691.6964 4,~~168~~162,~~525~~834.8622 0.~~99730271~~99594101 5,~~656~~691.6964 B-3 4,~~242~~268.5880 3,~~126~~122,~~444~~175.2646 0.~~99730271~~99594101 4,~~242~~268.5880 B-4 2,~~828~~845.3482 2,~~084~~081,~~262~~417.9311 0.~~99730271~~99594101 2,~~828~~845.3482 B-5 2,~~474~~490.8514 1,~~823~~821,~~767~~277.4632 0.~~99730271~~99594101 2,~~474~~490.8514 B-6 1,~~768~~778.0093 1,~~302~~301,~~876~~097.2634 0.~~99730271~~99594101 1,~~768~~778.0093 AR 0.00 0.00 0.00000000 0.00 P-1 0.00 100.00 1.00000000 0.00 CE 0.00 5,728,724.97 0.99995237 0.00 Totals 159,~~562~~357,~~839~~811.9456 ~~959~~949,~~324~~966,~~307~~496.9437 0.~~97811952~~96857837 159,~~562~~357,~~839~~811.9456

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-2 21,223,000.00 ~~991~~976.~~84533101~~62371625 1.~~53202092~~55072374 13.~~68959384~~71898601 0.00000000 1-A-3 862,460.00 ~~1004~~1009.~~58333140~~18767247 0.00000000 0.00000000 (4.~~60434107~~62544350) 1-A-4 8,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-5 18,741,600.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-6 16,579,100.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-7 9,370,800.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-8 24,562,400.00 ~~992~~952.~~59513240~~44570237 2.~~76525869~~85956869 378.~~38417134~~08480075 0.00000000 1-A-9 2,729,100.00 ~~1004~~1009.~~79166758~~60629512 0.00000000 0.00000000 (4.~~81462753~~83769741) 1-A-10 100,056.00 ~~1004~~1009.~~79171664~~60632046 0.00000000 0.00000000 (4.~~81460382~~83769089) 1-A-11 21,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-12 76,098,600.00 ~~994~~981.~~97836071~~68306881 0.~~89886516~~89709508 1210.~~39642687~~89547666 0.00000000 1-A-13 1,016,347.00 ~~1004~~1010.~~99999508~~02500130 0.00000000 0.00000000 (5.~~02499638~~05012560) 1-A-14 33,562,800.00 ~~999~~990.~~59128857~~83549317 0.~~59195985~~40741774 84.~~16383556~~94820486 0.00000000 1-A-15 2,543,500.00 ~~1005~~1010.~~00000000~~02500098 0.00000000 0.00000000 (5.~~02500098~~05012385) 1-A-16 54,159,500.00 ~~992~~978.~~33183984~~20689408 01.~~95495619~~07452561 13.~~16998957~~05042015 0.00000000 1-A-17 7,849,147.00 ~~1005~~1010.~~00000064~~02500017 0.00000000 0.00000000 (5.~~02499953~~05012455) 1-A-18 9,785,743.00 ~~996~~985.~~15697755~~89711379 0.~~69364687~~69181359 98.~~56621689~~40227053 0.00000000 1-A-19 72,775,058.00 ~~995~~988.~~88559545~~74688894 0.~~66439837~~66493358 611.~~47430813~~55751219 0.00000000 2-A-1 9,468,489.00 ~~994~~989.~~74849577~~77457227 4.~~73496669~~75709060 0.~~23895787~~16319288 0.00000000 2-A-2 2,266,543.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-3 100,604.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-4 45,059,100.00 ~~979~~973.~~14649938~~95944393 4.~~10947289~~13394564 10.~~07758255~~23051060 0.00000000 2-A-5 6,501,896.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-6 42,441,410.00 ~~988~~985.~~85987577~~11486235 3.~~48163480~~50099090 0.~~26337838~~27225627 0.00000000 3-A-1 76,502,000.00 ~~986~~934.~~26421479~~64561018 0.00000000 5125.~~61860461~~81052182 0.00000000 3-A-1A 139,782,000.00 ~~986~~934.~~26421478~~64561016 0.00000000 5125.~~61860461~~81052181 0.00000000 3-A-2 77,526,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-2A 9,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-3 54,115,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-4 25,226,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-5 42,462,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-M-1 11,228,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-M-2 8,937,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-B-1 5,499,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-B-2 2,292,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 AP 370,792.00 ~~994~~993.~~92049451~~90448014 10.~~00932598~~00000000 0.~~00668839~~00000000 0.00000000 AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 12,278,400.00 ~~998~~997.~~65604720~~30270801 1.~~35333920~~36170104 0.00000000 0.00000000 B-2 4,179,800.00 ~~998~~997.~~65604814~~30270826 1.~~35333987~~36170152 0.00000000 0.00000000 B-3 3,134,900.00 ~~998~~997.~~65604644~~30270822 1.~~35333822~~36170213 0.00000000 0.00000000 B-4 2,089,900.00 ~~998~~997.~~65604574~~30270826 1.~~35333748~~36170152 0.00000000 0.00000000 B-5 1,828,700.00 ~~998~~997.~~65604528~~30270684 1.~~35333844~~36169957 0.00000000 0.00000000 B-6 1,306,400.00 ~~998~~997.~~65604715~~30270974 1.~~35333742~~36170392 0.00000000 0.00000000 AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 P-1 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 5,728,997.82 999.95237387 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 1-A-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-2 0.00000000 15.~~22161476~~26970928 ~~976~~961.~~62371625~~35400697 0.~~97662372~~96135401 15.~~22161476~~26970928 1-A-3 0.00000000 (4.~~60434107~~62544350) ~~1009~~1013.~~18767247~~81311597 1.~~00918767~~01381312 (4.~~60434107~~62544350) 1-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-8 0.00000000 4010.~~14943002~~94436985 ~~952~~941.~~44570237~~50133252 0.~~95244570~~94150133 4010.~~14943002~~94436985 1-A-9 0.00000000 (4.~~81462753~~83769741) ~~1009~~1014.~~60629512~~44398886 1.~~00960630~~01444399 (4.~~81462753~~83769741) 1-A-10 0.00000000 (4.~~81460382~~83769089) ~~1009~~1014.~~60632046~~44401135 1.~~00960632~~01444401 (4.~~81460382~~83769089) 1-A-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-12 0.00000000 1311.~~29529190~~79257174 ~~981~~969.~~68306881~~89049707 0.~~98168307~~96989050 1311.~~29529190~~79257174 1-A-13 0.00000000 (5.~~02499638~~05012560) ~~1010~~1015.~~02500130~~07512690 1.~~01002500~~01507513 (5.~~02499638~~05012560) 1-A-14 0.00000000 85.~~75579540~~35562259 ~~990~~985.~~83549317~~47987057 0.~~99083549~~98547987 85.~~75579540~~35562259 1-A-15 0.00000000 (5.~~02500098~~05012385) ~~1010~~1015.~~02500098~~07512483 1.~~01002500~~01507512 (5.~~02500098~~05012385) 1-A-16 0.00000000 14.12494576 ~~978~~964.~~20689408~~08194832 0.~~97820689~~96408195 14.12494576 1-A-17 0.00000000 (5.~~02499953~~05012455) ~~1010~~1015.~~02500017~~07512472 1.~~01002500~~01507512 (5.~~02499953~~05012455) 1-A-18 0.00000000 109.~~25986376~~09408310 ~~985~~976.~~89711379~~80302967 0.~~98589711~~97680303 109.~~25986376~~09408310 1-A-19 0.00000000 712.~~13870651~~22244577 ~~988~~976.~~74688894~~52444317 0.~~98874689~~97652444 712.~~13870651~~22244577 2-A-1 0.00000000 4.~~97392456~~92028242 ~~989~~984.~~77457227~~85428879 0.~~98977457~~98485429 4.~~97392456~~92028242 2-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-4 0.00000000 54.~~18705544~~36445624 ~~973~~969.~~95944393~~59498769 0.~~97395944~~96959499 54.~~18705544~~36445624 2-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-6 0.00000000 3.~~74501318~~77324717 ~~985~~981.~~11486235~~34161518 0.~~98511486~~98134162 3.~~74501318~~77324717 3-A-1 0.00000000 5125.~~61860461~~81052182 ~~934~~908.~~64561018~~83508836 0.~~93464561~~90883509 5125.~~61860461~~81052182 3-A-1A 0.00000000 5125.~~61860461~~81052181 ~~934~~908.~~64561016~~83508835 0.~~93464561~~90883509 5125.~~61860461~~81052181 3-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-2A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 AP 0.00000000 10.~~01601437~~00000000 993.~~90448014~~90450711 0.~~99390448~~99390451 10.~~01601437~~00000000 AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 1.~~35333920~~36170104 ~~997~~995.~~30270801~~94100697 0.~~99730271~~99594101 1.~~35333920~~36170104 B-2 0.00000000 1.~~35333987~~36170152 ~~997~~995.~~30270826~~94100675 0.~~99730271~~99594101 1.~~35333987~~36170152 B-3 0.00000000 1.~~35333822~~36170213 ~~997~~995.~~30270822~~94100609 0.~~99730271~~99594101 1.~~35333822~~36170213 B-4 0.00000000 1.~~35333748~~36170152 ~~997~~995.~~30270826~~94100675 0.~~99730271~~99594101 1.~~35333748~~36170152 B-5 0.00000000 1.~~35333844~~36169957 ~~997~~995.~~30270684~~94100727 0.~~99730271~~99594101 1.~~35333844~~36169957 B-6 0.00000000 1.~~35333742~~36170392 ~~997~~995.~~30270974~~94101347 0.~~99730271~~99594101 1.~~35333742~~36170392 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 999.95237387 0.99995237 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 1-A-1 0304/01/06 - 0304/30/06 30 5.50000% 10,000,000.00 45,833.33 0.00 1-A-2 0304/01/06 - 0304/30/06 30 5.50000% 2120,~~049~~726,~~933~~885.4613 9694,~~478~~998.8622 0.00 1-A-3 0304/01/06 - 0304/30/06 30 5.50000% ~~866~~870,~~412~~384.9400 3,~~971~~989.0626 0.00 1-A-4 0304/01/06 - 0304/30/06 30 5.75000% 8,500,000.00 40,729.17 0.00 1-A-5 0304/01/06 - 0304/30/06 30 5.75000% 18,741,600.00 89,803.50 0.00 1-A-6 0304/01/06 - 0304/30/06 30 5.75000% 16,579,100.00 79,441.52 0.00 1-A-7 0304/01/06 - 0304/30/06 30 5.75000% 9,370,800.00 44,901.75 0.00 1-A-8 0304/01/06 - 0304/30/06 30 5.75000% 2423,~~380~~394,~~518~~352.6832 ~~116~~112,~~823~~097.3294 0.00 1-A-9 0304/01/06 - 0304/30/06 30 5.75000% 2,~~742~~755,~~176~~316.9454 13,~~139~~202.6056 0.00 1-A-10 0304/01/06 - 0304/30/06 30 5.75000% ~~100~~101,~~535~~017.4417 ~~481~~484.7304 0.00 1-A-11 0304/01/06 - 0304/30/06 30 6.00000% 21,000,000.00 105,000.00 0.00 1-A-12 0304/01/06 - 0304/30/06 30 6.00000% 7574,~~716~~704,~~460~~707.2818 ~~378~~373,~~582~~523.3054 0.00 1-A-13 0304/01/06 - 0304/30/06 30 6.00000% 1,~~021~~026,~~428~~535.7388 5,~~107~~132.1468 0.00 1-A-14 0304/01/06 - 0304/30/06 30 6.00000% 33,~~549~~255,~~082~~213.5049 ~~167~~166,~~745~~276.4107 0.00 1-A-15 0304/01/06 - 0304/30/06 30 6.00000% 2,~~556~~568,~~217~~998.5059 12,~~781~~844.0999 0.00 1-A-16 0304/01/06 - 0304/30/06 30 6.00000% 5352,~~744~~979,196.28 ~~268~~264,~~720~~895.98 0.00 1-A-17 0304/01/06 - 0304/30/06 30 6.00000% 7,~~888~~927,~~392~~834.7470 39,~~441~~639.9617 0.00 1-A-18 0304/01/06 - 0304/30/06 30 6.00000% 9,~~748~~647,~~136~~735.1778 48,~~740~~238.68 0.00 1-A-19 0304/01/06 - 0304/30/06 30 6.50000% 7271,~~475~~956,~~631~~112.9719 ~~392~~389,~~576~~762.3427 0.00 2-A-1 0304/01/06 - 0304/30/06 30 5.00000% 9,~~418~~371,~~765~~669.1965 39,~~244~~048.8562 0.00 2-A-2 0304/01/06 - 0304/30/06 30 5.00000% 2,266,543.00 9,443.93 0.00 2-A-3 0304/01/06 - 0304/30/06 30 5.00000% 100,604.00 419.18 0.00 2-A-4 0304/01/06 - 0304/30/06 30 5.50000% 4443,~~119~~885,~~460~~735.0398 ~~202~~201,~~214~~142.1996 0.00 2-A-5 0304/01/06 - 0304/30/06 30 5.50000% 6,501,896.00 29,800.36 0.00 2-A-6 0304/01/06 - 0304/30/06 30 6.00000% 41,~~968~~809,~~607~~663.4277 209,~~843~~048.0432 0.00 3-A-1 0304/25/06 - 0405/24/06 3130 45.~~92813~~06938% 7571,~~451~~502,~~184~~258.9647 ~~320~~302,~~189~~060.7410 0.00 3-A-1A 0304/25/06 - 0405/24/06 30 5.35000% ~~137~~130,~~861~~646,~~984~~632.4768 ~~614~~582,~~634~~466.6824 0.00 3-A-2 0304/25/06 - 0405/24/06 3130 5.~~08813~~22938% 77,526,000.00 ~~339~~337,~~675~~844.9309 0.00 3-A-2A 0304/01/06 - 0304/30/06 30 5.60000% 9,000,000.00 42,000.00 0.00 3-A-3 0304/01/06 - 0304/30/06 30 6.03000% 54,115,000.00 271,927.88 0.00 3-A-4 0304/01/06 - 0304/30/06 30 6.18000% 25,226,000.00 129,913.90 0.00 3-A-5 0304/01/06 - 0304/30/06 30 5.73000% 42,462,000.00 202,756.05 0.00 3-M-1 0304/01/06 - 0304/30/06 30 5.83000% 11,228,000.00 54,549.37 0.00 3-M-2 0304/01/06 - 0304/30/06 30 6.38000% 8,937,000.00 47,515.05 0.00 3-B-1 0304/01/06 - 0304/30/06 30 6.45000% 5,499,000.00 29,557.13 0.00 3-B-2 0304/01/06 - 0304/30/06 30 6.45000% 2,292,000.00 12,319.50 0.00 AP N/A N/A 0.00000% 368,~~908~~531.5683 0.00 0.00 AX 0304/25/06 - 0405/24/06 30 6.00000% ~~930~~926,~~867~~919.5012 4,~~654~~634.3460 0.00 B-1 0304/01/06 - 0304/30/06 30 5.~~92454~~92475% 12,~~261~~245,~~898~~281.4157 60,~~538~~458.4555 0.00 B-2 0304/01/06 - 0304/30/06 30 5.~~92454~~92475% 4,~~174~~168,~~182~~525.5586 20,~~608~~581.4323 0.00 B-3 0304/01/06 - 0304/30/06 30 5.~~92454~~92475% 3,~~130~~126,~~686~~444.8426 15,~~456~~436.5717 0.00 B-4 0304/01/06 - 0304/30/06 30 5.~~92454~~92475% 2,~~087~~084,~~091~~262.2793 10,~~304~~290.2262 0.00 B-5 0304/01/06 - 0304/30/06 30 5.~~92454~~92475% 1,~~826~~823,~~242~~767.3146 9,~~016~~004.3847 0.00 B-6 0304/01/06 - 0304/30/06 30 5.~~92454~~92475% 1,~~304~~302,~~644~~876.26 6,~~441~~432.1868 0.00 AR N/A N/A 5.00000% 0.00 0.00 0.00 P-1 N/A N/A 0.00000% 100.00 0.00 0.00 CE N/A N/A 0.00000% ~~455~~444,~~326~~162,~~894~~616.4012 0.00 0.00 Totals 4,~~633~~559,~~324~~445.0967 0.00

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 1-A-1 0.00 0.00 45,833.33 0.00 10,000,000.00 1-A-2 0.00 0.00 9694,~~478~~998.8622 0.00 20,~~726~~402,~~885~~816.1309 1-A-3 0.00 0.00 3,~~971~~989.0626 0.00 ~~870~~874,~~384~~373.0026 1-A-4 0.00 0.00 40,729.17 0.00 8,500,000.00 1-A-5 0.00 0.00 89,803.50 0.00 18,741,600.00 1-A-6 0.00 0.00 79,441.52 0.00 16,579,100.00 1-A-7 0.00 0.00 44,901.75 0.00 9,370,800.00 1-A-8 0.00 0.00 ~~116~~112,~~823~~097.3294 0.00 23,~~394~~125,~~352~~532.3233 1-A-9 0.00 0.00 13,~~139~~202.6056 0.00 2,~~755~~768,~~316~~519.5409 1-A-10 0.00 0.00 ~~481~~484.7304 0.00 101,~~017~~501.1721 1-A-11 0.00 0.00 105,000.00 0.00 21,000,000.00 1-A-12 0.00 0.00 ~~378~~373,~~582~~523.3054 0.00 7473,~~704~~807,~~707~~308.1898 1-A-13 0.00 0.00 5,~~107~~132.1468 0.00 1,~~026~~031,~~535~~668.8856 1-A-14 0.00 0.00 ~~167~~166,~~745~~276.4107 0.00 33,~~255~~075,~~213~~463.4980 1-A-15 0.00 0.00 12,~~781~~844.0999 0.00 2,~~568~~581,~~998~~843.5958 1-A-16 0.00 0.00 ~~268~~264,~~720~~895.98 0.00 52,~~979~~214,196.28 1-A-17 0.00 0.00 39,~~441~~639.9617 0.00 7,~~927~~967,~~834~~473.7087 1-A-18 0.00 0.00 48,~~740~~238.68 0.00 9,~~647~~558,~~735~~743.7841 1-A-19 0.00 0.00 ~~392~~389,~~576~~762.3427 0.00 71,~~956~~066,~~112~~622.1999 2-A-1 0.00 0.00 39,~~244~~048.8562 0.00 9,~~371~~325,~~669~~082.6500 2-A-2 0.00 0.00 9,443.93 0.00 2,266,543.00 2-A-3 0.00 0.00 419.18 0.00 100,604.00 2-A-4 0.00 0.00 ~~202~~201,~~214~~142.1996 0.00 43,~~885~~689,~~735~~077.9851 2-A-5 0.00 0.00 29,800.36 0.00 6,501,896.00 2-A-6 0.00 0.00 209,~~843~~048.0432 0.00 41,~~809~~649,~~663~~521.7784 3-A-1 0.00 0.00 ~~320~~302,~~189~~060.7410 0.00 7169,~~502~~527,~~258~~701.4793 3-A-1A 0.00 0.00 ~~614~~582,~~634~~466.6824 0.00 ~~130~~127,~~646~~038,~~632~~786.6832 3-A-2 0.00 0.00 ~~339~~337,~~675~~844.9309 0.00 77,526,000.00 3-A-2A 0.00 0.00 42,000.00 0.00 9,000,000.00 3-A-3 0.00 0.00 271,927.88 0.00 54,115,000.00 3-A-4 0.00 0.00 129,913.90 0.00 25,226,000.00 3-A-5 0.00 0.00 202,756.05 0.00 42,462,000.00 3-M-1 0.00 0.00 54,549.37 0.00 11,228,000.00 3-M-2 0.00 0.00 47,515.05 0.00 8,937,000.00 3-B-1 0.00 0.00 29,557.13 0.00 5,499,000.00 3-B-2 0.00 0.00 12,319.50 0.00 2,292,000.00 AP 0.00 0.00 0.00 0.00 368,531.8384 AX 0.00 0.00 4,~~654~~634.3460 0.00 ~~926~~923,~~919~~054.1229 B-1 0.00 0.00 60,~~538~~458.4555 0.00 12,~~245~~228,~~281~~562.5706 B-2 0.00 0.00 20,~~608~~581.4323 0.00 4,~~168~~162,~~525~~834.8622 B-3 0.00 0.00 15,~~456~~436.5717 0.00 3,~~126~~122,~~444~~175.2646 B-4 0.00 0.00 10,~~304~~290.2262 0.00 2,~~084~~081,~~262~~417.9311 B-5 0.00 0.00 9,~~016~~004.3847 0.00 1,~~823~~821,~~767~~277.4632 B-6 0.00 0.00 6,~~441~~432.1868 0.00 1,~~302~~301,~~876~~097.2634 AR 0.00 0.00 0.00 0.00 0.00 P-1 0.00 0.00 0.00 0.00 100.00 CE 0.00 0.00 ~~474~~462,~~045~~467.9280 0.00 ~~444~~438,~~162~~580,~~616~~213.1222 Totals 0.00 0.00 5,~~107~~021,~~370~~913.0147 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance 1-A-1 10,000,000.00 5.50000% 1000.00000000 4.58333300 0.00000000 1-A-2 21,223,000.00 5.50000% ~~991~~976.~~84533101~~62371625 4.~~54595769~~47619187 0.00000000 1-A-3 862,460.00 5.50000% ~~1004~~1009.~~58333140~~18767247 4.~~60434107~~62544350 0.00000000 1-A-4 8,500,000.00 5.75000% 1000.00000000 4.79166706 0.00000000 1-A-5 18,741,600.00 5.75000% 1000.00000000 4.79166667 0.00000000 1-A-6 16,579,100.00 5.75000% 1000.00000000 4.79166662 0.00000000 1-A-7 9,370,800.00 5.75000% 1000.00000000 4.79166667 0.00000000 1-A-8 24,562,400.00 5.75000% ~~992~~952.~~59513240~~44570237 4.~~75618506~~56380240 0.00000000 1-A-9 2,729,100.00 5.75000% ~~1004~~1009.~~79166758~~60629512 4.~~81462753~~83769741 0.00000000 1-A-10 100,056.00 5.75000% ~~1004~~1009.~~79171664~~60632046 4.~~81460382~~83769089 0.00000000 1-A-11 21,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 1-A-12 76,098,600.00 6.00000% ~~994~~981.~~97836071~~68306881 4.~~97489179~~90841540 0.00000000 1-A-13 1,016,347.00 6.00000% ~~1004~~1010.~~99999508~~02500130 5.~~02499638~~05012560 0.00000000 1-A-14 33,562,800.00 6.00000% ~~999~~990.~~59128857~~83549317 4.~~99795637~~95417754 0.00000000 1-A-15 2,543,500.00 6.00000% ~~1005~~1010.~~00000000~~02500098 5.~~02500098~~05012385 0.00000000 1-A-16 54,159,500.00 6.00000% ~~992~~978.~~33183984~~20689408 4.~~96165917~~89103444 0.00000000 1-A-17 7,849,147.00 6.00000% ~~1005~~1010.~~00000064~~02500017 5.~~02499953~~05012455 0.00000000 1-A-18 9,785,743.00 6.00000% ~~996~~985.~~15697755~~89711379 4.~~98078480~~92948568 0.00000000 1-A-19 72,775,058.00 6.50000% ~~995~~988.~~88559545~~74688894 5.~~39438031~~35571226 0.00000000 2-A-1 9,468,489.00 5.00000% ~~994~~989.~~74849577~~77457227 4.~~14478488~~12406034 0.00000000 2-A-2 2,266,543.00 5.00000% 1000.00000000 4.16666703 0.00000000 2-A-3 100,604.00 5.00000% 1000.00000000 4.16663353 0.00000000 2-A-4 45,059,100.00 5.50000% ~~979~~973.~~14649938~~95944393 4.~~48775475~~46398086 0.00000000 2-A-5 6,501,896.00 5.50000% 1000.00000000 4.58333385 0.00000000 2-A-6 42,441,410.00 6.00000% ~~988~~985.~~85987577~~11486235 4.~~94429945~~92557434 0.00000000 3-A-1 76,502,000.00 45.~~92813~~06938% ~~986~~934.~~26421479~~64561018 43.~~18537738~~94839481 0.00000000 3-A-1A 139,782,000.00 5.35000% ~~986~~934.~~26421478~~64561016 4.~~39709462~~16696170 0.00000000 3-A-2 77,526,000.00 5.~~08813~~22938% 1000.00000000 4.~~38144532~~35781660 0.00000000 3-A-2A 9,000,000.00 5.60000% 1000.00000000 4.66666667 0.00000000 3-A-3 54,115,000.00 6.03000% 1000.00000000 5.02500009 0.00000000 3-A-4 25,226,000.00 6.18000% 1000.00000000 5.15000000 0.00000000 3-A-5 42,462,000.00 5.73000% 1000.00000000 4.77500000 0.00000000 3-M-1 11,228,000.00 5.83000% 1000.00000000 4.85833363 0.00000000 3-M-2 8,937,000.00 6.38000% 1000.00000000 5.31666667 0.00000000 3-B-1 5,499,000.00 6.45000% 1000.00000000 5.37500091 0.00000000 3-B-2 2,292,000.00 6.45000% 1000.00000000 5.37500000 0.00000000 AP 370,792.00 0.00000% ~~994~~993.~~92049451~~90448014 0.00000000 0.00000000 AX 0.00 6.00000% ~~995~~991.~~73995828~~51641440 4.~~97870247~~95758678 0.00000000 B-1 12,278,400.00 5.~~92454~~92475% ~~998~~997.~~65604720~~30270801 4.~~93048361~~92397625 0.00000000 B-2 4,179,800.00 5.~~92454~~92475% ~~998~~997.~~65604814~~30270826 4.~~93048232~~92397483 0.00000000 B-3 3,134,900.00 5.~~92454~~92475% ~~998~~997.~~65604644~~30270822 4.~~93048263~~92397525 0.00000000 B-4 2,089,900.00 5.~~92454~~92475% ~~998~~997.~~65604574~~30270826 4.~~93048471~~92397722 0.00000000 B-5 1,828,700.00 5.~~92454~~92475% ~~998~~997.~~65604528~~30270684 4.~~93048614~~92397331 0.00000000 B-6 1,306,400.00 5.~~92454~~92475% ~~998~~997.~~65604715~~30270974 4.~~93048071~~92397428 0.00000000 AR 100.00 5.00000% 0.00000000 0.00000000 0.00000000 P-1 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 CE 5,728,997.82 0.00000% ~~79477~~77528.~~58206688~~85060794 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 1-A-1 0.00000000 0.00000000 4.58333300 0.00000000 1000.00000000 1-A-2 0.00000000 0.00000000 4.~~54595769~~47619187 0.00000000 ~~976~~961.~~62371625~~35400697 1-A-3 0.00000000 0.00000000 4.~~60434107~~62544350 0.00000000 ~~1009~~1013.~~18767247~~81311597 1-A-4 0.00000000 0.00000000 4.79166706 0.00000000 1000.00000000 1-A-5 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 1-A-6 0.00000000 0.00000000 4.79166662 0.00000000 1000.00000000 1-A-7 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 1-A-8 0.00000000 0.00000000 4.~~75618506~~56380240 0.00000000 ~~952~~941.~~44570237~~50133252 1-A-9 0.00000000 0.00000000 4.~~81462753~~83769741 0.00000000 ~~1009~~1014.~~60629512~~44398886 1-A-10 0.00000000 0.00000000 4.~~81460382~~83769089 0.00000000 ~~1009~~1014.~~60632046~~44401135 1-A-11 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 1-A-12 0.00000000 0.00000000 4.~~97489179~~90841540 0.00000000 ~~981~~969.~~68306881~~89049707 1-A-13 0.00000000 0.00000000 5.~~02499638~~05012560 0.00000000 ~~1010~~1015.~~02500130~~07512690 1-A-14 0.00000000 0.00000000 4.~~99795637~~95417754 0.00000000 ~~990~~985.~~83549317~~47987057 1-A-15 0.00000000 0.00000000 5.~~02500098~~05012385 0.00000000 ~~1010~~1015.~~02500098~~07512483 1-A-16 0.00000000 0.00000000 4.~~96165917~~89103444 0.00000000 ~~978~~964.~~20689408~~08194832 1-A-17 0.00000000 0.00000000 5.~~02499953~~05012455 0.00000000 ~~1010~~1015.~~02500017~~07512472 1-A-18 0.00000000 0.00000000 4.~~98078480~~92948568 0.00000000 ~~985~~976.~~89711379~~80302967 1-A-19 0.00000000 0.00000000 5.~~39438031~~35571226 0.00000000 ~~988~~976.~~74688894~~52444317 2-A-1 0.00000000 0.00000000 4.~~14478488~~12406034 0.00000000 ~~989~~984.~~77457227~~85428879 2-A-2 0.00000000 0.00000000 4.16666703 0.00000000 1000.00000000 2-A-3 0.00000000 0.00000000 4.16663353 0.00000000 1000.00000000 2-A-4 0.00000000 0.00000000 4.~~48775475~~46398086 0.00000000 ~~973~~969.~~95944393~~59498769 2-A-5 0.00000000 0.00000000 4.58333385 0.00000000 1000.00000000 2-A-6 0.00000000 0.00000000 4.~~94429945~~92557434 0.00000000 ~~985~~981.~~11486235~~34161518 3-A-1 0.00000000 0.00000000 43.~~18537738~~94839481 0.00000000 ~~934~~908.~~64561018~~83508836 3-A-1A 0.00000000 0.00000000 4.~~39709462~~16696170 0.00000000 ~~934~~908.~~64561016~~83508835 3-A-2 0.00000000 0.00000000 4.~~38144532~~35781660 0.00000000 1000.00000000 3-A-2A 0.00000000 0.00000000 4.66666667 0.00000000 1000.00000000 3-A-3 0.00000000 0.00000000 5.02500009 0.00000000 1000.00000000 3-A-4 0.00000000 0.00000000 5.15000000 0.00000000 1000.00000000 3-A-5 0.00000000 0.00000000 4.77500000 0.00000000 1000.00000000 3-M-1 0.00000000 0.00000000 4.85833363 0.00000000 1000.00000000 3-M-2 0.00000000 0.00000000 5.31666667 0.00000000 1000.00000000 3-B-1 0.00000000 0.00000000 5.37500091 0.00000000 1000.00000000 3-B-2 0.00000000 0.00000000 5.37500000 0.00000000 1000.00000000 AP 0.00000000 0.00000000 0.00000000 0.00000000 993.~~90448014~~90450711 AX 0.00000000 0.00000000 4.~~97870247~~95758678 0.00000000 ~~991~~987.~~51641440~~38224314 B-1 0.00000000 0.00000000 4.~~93048361~~92397625 0.00000000 ~~997~~995.~~30270801~~94100697 B-2 0.00000000 0.00000000 4.~~93048232~~92397483 0.00000000 ~~997~~995.~~30270826~~94100675 B-3 0.00000000 0.00000000 4.~~93048263~~92397525 0.00000000 ~~997~~995.~~30270822~~94100609 B-4 0.00000000 0.00000000 4.~~93048471~~92397722 0.00000000 ~~997~~995.~~30270826~~94100675 B-5 0.00000000 0.00000000 4.~~93048614~~92397331 0.00000000 ~~997~~995.~~30270684~~94100727 B-6 0.00000000 0.00000000 4.~~93048071~~92397428 0.00000000 ~~997~~995.~~30270974~~94101347 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P-1 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 CE 0.00000000 0.00000000 8280.~~74499919~~72403142 0.00000000 ~~77528~~76554.~~85060794~~43883901 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination

Certificateholder Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage AP-1 0.00000% 0.00 0.00 275,895.10 275,895.10 99.46646237% AP-2 0.00000% 0.00 0.00 9392,~~013~~636.4674 92,636.74 99.16475588%

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2014,~~761~~431,~~143~~308.4795 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~108~~144,~~757~~877.3453 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Total Deposits 2014,~~869~~576,~~900~~186.8148 Withdrawals Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~199~~196,~~690~~461.8645 Payment of Interest and Principal 2014,~~670~~379,~~209~~725.9503 Total Withdrawals (Pool Distribution Amount) 2014,~~869~~576,~~900~~186.8148 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~199~~196,~~690~~461.8645 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~199~~196,~~690~~461.8645 *Servicer Payees include: CHASE HOME FINANCE LLC; COUNTRYWIDE HOME LOANS INC.; PHH US MTG CORP; SUN TRUST MTG INC

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Class P-1 Reserve Fund 100.00 0.00 0.00 100.00 Pool 3 Excess Reserve Fund 0.00 0.00 0.00 0.00 Reserve Fund - Yield Maintence 0.00 0.00 0.00 0.00 ~~Maintence~~

COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.~~532525~~527559% Weighted Average Net Coupon 6.~~286723~~281809% Weighted Average Pass-Through Rate 6.~~286723~~281809% Weighted Average Remaining Term ~~335~~334 Beginning Scheduled Collateral Loan Count 4,~~566~~505 Number Of Loans Paid In Full 6140 Ending Scheduled Collateral Loan Count 4,~~505~~465 Beginning Scheduled Collateral Balance ~~974~~959,~~887~~324,~~048~~207.7994 Ending Scheduled Collateral Balance ~~959~~949,~~324~~966,~~207~~396.9437 Ending Actual Collateral Balance at 3130-~~Mar~~Apr-2006 ~~960~~950,~~003~~730,~~426~~101.6514 Monthly P&I Constant 6,~~232~~146,~~260~~200.6510 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 0.00 Prepayment Penalty Paid Count 0 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~925~~927,~~199~~829.3212 Unscheduled Principal 148,~~637~~429,~~641~~982.5345 Required ~~Overcollateralization~~Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized ~~reduction~~Reduction Amount 0.00 Specified O/C Amount 5,728,724.97 Overcollateralized Amount 0.00 Overcollateralized Deficiency Amount 5,728,724.97 Base ~~Overcollateralized~~Overcollateralization Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount ~~474~~462,~~045~~467.9280

Group Level Collateral Statement Group Group I Group II Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~173952~~173892 6.~~941681~~937759 Weighted Average Net Rate 5.~~931829~~931807 6.~~691681~~687759 Pass-Through Rate 5.~~931829~~931807 6.~~691681~~687759 Weighted Average Remaining Term ~~317~~316 ~~356~~355 Record Date 0304/3130/2006 0304/3130/2006 Principal And Interest Constant 3,~~375~~354,~~528~~246.8356 2,~~856~~791,~~731~~953.8254 Beginning Loan Count 2,~~300~~282 2,~~266~~223 Loans Paid in Full 1814 4326 Ending Loan Count 2,~~282~~268 2,~~223~~197 Beginning Scheduled Balance ~~519~~515,~~560~~161,~~154~~591.3982 ~~455~~444,~~326~~162,~~894~~616.4012 Ending Scheduled Balance ~~515~~511,~~161~~386,~~591~~183.8215 ~~444~~438,~~162~~580,~~616~~213.1222 Scheduled Principal ~~702~~703,~~412~~786.6354 ~~222~~224,~~786~~042.6958 Unscheduled Principal 3,~~696~~071,~~149~~622.9413 105,~~941~~358,~~491~~360.5932 Scheduled Interest 2,~~673~~650,~~116~~460.2002 2,~~633~~567,~~945~~910.1396 Servicing Fees ~~104~~103,~~831~~927.0957 9492,~~859~~533.7788 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~568~~546,~~285~~532.1145 2,~~539~~475,~~085~~377.3608 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed Weighted Average Coupon Rate 6.~~532525~~527559 Weighted Average Net Rate 6.~~286723~~281809 Pass-Through Rate 6.~~286723~~281809 Weighted Average Remaining Term ~~335~~334 Record Date 0304/3130/2006 Principal And Interest Constant 6,~~232~~146,~~260~~200.6510 Beginning Loan Count 4,~~566~~505 Loans Paid in Full 6140 Ending Loan Count 4,~~505~~465 Beginning Scheduled Balance ~~974~~959,~~887~~324,~~048~~207.7994 Ending Scheduled Balance ~~959~~949,~~324~~966,~~207~~396.9437 Scheduled Principal ~~925~~927,~~199~~829.3212 Unscheduled Principal 148,~~637~~429,~~641~~982.5345 Scheduled Interest 5,~~307~~218,~~061~~370.3398 Servicing Fees ~~199~~196,~~690~~461.8645 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5,~~107~~021,~~370~~909.4753 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 0.00 Prepayment Penalty Paid Count 0 Special Servicing Fee 0.00

Additional Reporting - Deal Level Trigger Event Reporting Cumulative Loss Test - Aggregate Pool Trigger Result Pass Threshold Value N/A Calculated Value 0.000000% Delinquency Test - Aggregate Pool Trigger Result Pass Threshold Value 50.000000% Calculated Value 01.~~000000~~293795% Step-Down Test - Aggregate Pool Trigger Result Pass

Additional Reporting - Group Level Informational Reporting Beginning Bal - Collateral Group 1-1 33,~~804~~483,~~537~~836.0452 Ending Bal - Collateral Group 1-1 33,~~483~~162,~~836~~514.5221 Beginning Bal - Collateral Group 1-2 8483,~~429~~454,~~983~~094.8623 Ending Bal - Collateral Group 1-2 83,~~454~~195,~~094~~594.2336 Beginning Bal - Collateral Group 1-3 ~~215~~213,~~490~~369,~~556~~715.3515 Ending Bal - Collateral Group 1-3 ~~213~~211,~~369~~488,~~715~~992.1556 Beginning Bal - Collateral Group 1-4 7675,~~102~~580,~~429~~490.5618 Ending Bal - Collateral Group 1-4 7574,~~580~~688,~~490~~563.1858 Beginning Bal - Collateral Group 2-1 12,~~471~~421,~~575~~849.9627 Ending Bal - Collateral Group 2-1 12,~~421~~372,~~849~~618.2704 Beginning Bal - Collateral Group 2-2 5352,~~183~~940,~~325~~230.5500 Ending Bal - Collateral Group 2-2 52,~~940~~734,~~230~~135.0014 Beginning Bal - Collateral Group 2-3 4443,~~077~~911,~~746~~376.0745 Ending Bal - Collateral Group 2-3 43,~~911~~743,~~376~~765.4526 Miscellaneous Reporting Interest Transfer Amount 1-1 0.00 Interest Transfer Amount 1-2 0.00 Interest Transfer Amount 1-3 0.00 Interest Transfer Amount 1-4 0.00 Principal Transfer Amount Group 1-1 0.00 Principal Transfer Amount Group 1-2 0.00 Principal Transfer Amount Group 1-3 0.00 Principal Transfer Amount Group 1-4 0.00 Interest Transfer Amount 2-1 0.00 Interest Transfer Amount 2-2 0.00 Interest Transfer Amount 2-3 0.00 Principal Transfer Amount Group 2-1 0.00 Principal Transfer Amount Group 2-2 0.00 Principal Transfer Amount Group 2-3 0.00 Structural Reporting Junior % - Group 1-1 4.~~808710~~847965% Junior % - Group 1-2 4.~~755719~~807323% Junior % - Group 1-3 4.~~764312~~808317% Junior % - Group 1-4 4.~~765679~~795388% Junior Prepayment % - Group 1-1 0.000000% Junior Prepayment % - Group 1-2 0.000000% Junior Prepayment % - Group 1-3 0.000000% Junior Prepayment % - Group 1-4 0.000000% Senior Prepayment % - Group 1-1 100.000000% Senior Prepayment % - Group 1-2 100.000000% Senior Prepayment % - Group 1-3 100.000000% Senior Prepayment % - Group 1-4 100.000000% Senior % - Group 1-1 95.~~191290~~152035% Senior % - Group 1-2 95.~~244281~~192677% Senior % - Group 1-3 95.~~235688~~191683% Senior % - Group 1-4 95.~~234321~~204612% Junior % - Group 2-1 4.~~787715~~788594% Junior % - Group 2-2 4.~~817242~~821660% Junior % - Group 2-3 4.~~785042~~786260% Junior Prepayment % - Group 2-1 0.000000% Junior Prepayment % - Group 2-2 0.000000% Junior Prepayment % - Group 2-3 0.000000% Senior Prepayment % - Group 2-1 100.000000% Senior Prepayment % - Group 2-2 100.000000% Senior Prepayment % - Group 2-3 100.000000% Senior % - Group 2-1 95.~~212285~~211406% Senior % - Group 2-2 95.~~182758~~178340% Senior % - Group 2-3 95.~~214958~~213740% Trigger Event Reporting Pool 3 Senior Enhancement Percentage 7.~~397921~~583872% Cumulative Loss Test - Pool 3 Trigger Result Pass Threshold Value N/A Calculated Value 0.000000% Delinquency Test - Pool 3 Trigger Result Pass Threshold Value 3.~~522890~~611440% Calculated Value 0.~~238351~~505500% Trigger Event - Pool 3 Trigger Result Pass

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 6486 0 0 0 6486 1518,~~879~~505,~~276~~967.9256 0.00 0.00 0.00 1518,~~879~~505,~~276~~967.9256 60 Days 715 0 0 0 715 24,~~120~~511,~~102~~467.4528 0.00 0.00 0.00 24,~~120~~511,~~102~~467.4528 90 Days 03 0 0 0 03 0988,802.0042 0.00 0.00 0.00 0988,802.0042 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 71104 0 0 0 71104 1724,~~999~~006,~~379~~237.3726 0.00 0.00 0.00 1724,~~999~~006,~~379~~237.3726 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~420644~~926092% 0.000000% 0.000000% 0.000000% 1.~~420644~~926092% 1.~~654085~~946501% 0.000000% 0.000000% 0.000000% 1.~~654085~~946501% 60 Days 0.~~155383~~335946% 0.000000% 0.000000% 0.000000% 0.~~155383~~335946% 0.~~220843~~474527% 0.000000% 0.000000% 0.000000% 0.~~220843~~474527% 90 Days 0.~~000000~~067189% 0.000000% 0.000000% 0.000000% 0.~~000000~~067189% 0.~~000000~~104005% 0.000000% 0.000000% 0.000000% 0.~~000000~~104005% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~576027~~329227% 0.000000% 0.000000% 0.000000% 12.~~576027~~329227% 12.~~874929~~525032% 0.000000% 0.000000% 0.000000% 12.~~874929~~525032%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~108~~144,~~757~~877.3453

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2533 0 0 0 2533 5,~~865~~919,~~179~~175.3962 0.00 0.00 0.00 5,~~865~~919,~~179~~175.3962 60 Days 04 0 0 0 04 0961,525.0040 0.00 0.00 0.00 0961,525.0040 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2537 0 0 0 2537 56,~~865~~880,~~179~~701.3902 0.00 0.00 0.00 56,~~865~~880,~~179~~701.3902 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~095530~~455026% 0.000000% 0.000000% 0.000000% 1.~~095530~~455026% 1.~~137418~~156214% 0.000000% 0.000000% 0.000000% 1.~~137418~~156214% 60 Days 0.~~000000~~176367% 0.000000% 0.000000% 0.000000% 0.~~000000~~176367% 0.~~000000~~187818% 0.000000% 0.000000% 0.000000% 0.~~000000~~187818% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.~~095530~~631393% 0.000000% 0.000000% 0.000000% 1.~~095530~~631393% 1.~~137418~~344033% 0.000000% 0.000000% 0.000000% 1.~~137418~~344033% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3953 0 0 0 3953 1012,~~014~~586,~~097~~791.5394 0.00 0.00 0.00 1012,~~014~~586,~~097~~791.5394 60 Days 711 0 0 0 711 23,~~120~~549,~~102~~941.4588 0.00 0.00 0.00 23,~~120~~549,~~102~~941.4588 90 Days 03 0 0 0 03 0988,802.0042 0.00 0.00 0.00 0988,802.0042 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4667 0 0 0 4667 1217,~~134~~125,~~199~~536.9824 0.00 0.00 0.00 1217,~~134~~125,~~199~~536.9824 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~754386~~412381% 0.000000% 0.000000% 0.000000% 12.~~754386~~412381% 2.~~253670~~868552% 0.000000% 0.000000% 0.000000% 2.~~253670~~868552% 60 Days 0.~~314890~~500683% 0.000000% 0.000000% 0.000000% 0.~~314890~~500683% 0.~~477128~~809038% 0.000000% 0.000000% 0.000000% 0.~~477128~~809038% 90 Days 0.~~000000~~136550% 0.000000% 0.000000% 0.000000% 0.~~000000~~136550% 0.~~000000~~225350% 0.000000% 0.000000% 0.000000% 0.~~000000~~225350% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 23.~~069276~~049613% 0.000000% 0.000000% 0.000000% 23.~~069276~~049613% 23.~~730798~~902939% 0.000000% 0.000000% 0.000000% 23.~~730798~~902939%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 165,394.49 0.01686349% 165,394.49 0.~~01724073~~01741056% Fraud 5,244,862.46 0.53476205% 5,244,862.46 0.~~54672471~~55211031% Special Hazard 9,714,747.38 0.99050800% 9,~~641~~604,~~085~~241.4028 1.~~00498719~~01100853% Limit of Subordinate's Exposure to Certain Types of Losses

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current REO Total ~~Sep~~Oct-05 0.000% Loans in REO 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current REO Total ~~Sep~~Oct-05 0.000% Loans in REO 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current REO Total ~~Sep~~Oct-05 0.000% Loans in REO 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Foreclosure Total ~~Sep~~Oct-05 0.000% Loans in Foreclosure 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Foreclosure Total ~~Sep~~Oct-05 0.000% Loans in Foreclosure 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Foreclosure Total ~~Sep~~Oct-05 0.000% Loans in Foreclosure 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Bankruptcy Total ~~Sep~~Oct-05 0.000% Loans in Bankruptcy 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Bankruptcy Total ~~Sep~~Oct-05 0.000% Loans in Bankruptcy 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Bankruptcy Total ~~Sep~~Oct-05 0.000% Loans in Bankruptcy 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

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

Prepayment 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 Group I 1814 32,~~575~~815,~~550~~670.00 32,~~562~~803,~~660~~952.4751 0 0.00 0.00 Group II 4326 105,~~494~~272,~~956~~346.00 105,~~455~~258,~~517~~576.6367 0 0.00 0.00 Total 6140 148,~~070~~088,~~506~~016.00 148,~~018~~062,~~178~~529.1018 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 Group I 0 0.00 0.00 0 0.00 0.00 ~~136~~269,~~044~~888.0057 Group II 0 0.00 0.00 0 0.00 0.00 ~~488~~102,~~810~~269.6103 Total 0 0.00 0.00 0 0.00 0.00 ~~624~~372,~~854~~157.6160

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0031239833~~0031428105 NYGA 8079.0099 01-~~Jan~~Nov-~~2006~~2005 ~~128~~173,~~000~~500.00 ~~127~~172,~~516~~213.9260 Group I ~~0033873233~~0032706061 NC 8674.1065 01-~~Nov~~Jan-~~2005~~2006 ~~121~~160,~~400~~500.00 ~~121~~159,~~400~~724.0065 Group I ~~0143964435~~0032864126 CANY 8068.0082 01-~~Nov~~Feb-~~2005~~2006 ~~256~~320,000.00 ~~256~~318,~~000~~833.0042 Group I ~~0202461695~~0087652632 ALCA 80.00 01-~~Nov~~Oct-2005 ~~161~~400,~~600~~000.00 ~~161~~396,~~559~~907.6078 Group I ~~0202472155~~0088483847 WAOR 7580.00 01-~~Dec~~Jan-~~2005~~2006 ~~277~~172,~~500~~000.00 ~~277,500.00 Group I 0202572715 MD 78.90 01-Dec-2005~~ 172,000.00 ~~171,999.99~~ Group I ~~1063027285~~0143811073 CA 7564.0018 01-~~Dec~~Nov-2005 ~~348~~215,~~750~~000.00 ~~346~~215,~~996~~000.~~60 Group I 1064006010 WI 90.~~00 ~~01-Nov-2005 256,500.00 255,089.79~~ Group I ~~1193300862~~0143819514 CA 6773.7436 01-Dec-2005 ~~210~~380,000.00 ~~209~~377,~~013~~809.9104 Group I ~~1319130247~~0202604815 FLID 7180.5700 01-~~Oct~~Dec-2005 ~~350~~132,000.00 ~~347~~132,~~581~~000.~~96 Group I 1380048312 NY 70.~~00 ~~01-Dec-2005 290,500.00 288,671.48~~ Group I ~~1419132460~~1079013020 OROH 8025.0065 01-Nov-2005 ~~232~~75,~~000~~900.00 ~~230~~75,~~661~~399.9298 Group I ~~1526340345~~1164049489 TXNJ 6770.0800 01-~~Nov~~Dec-2005 8163,~~500~~070.00 8162,~~029~~714.9385 Group I ~~1539672031~~1369095705 LANY 9078.0095 01-Dec-2005 ~~234~~300,000.00 ~~232~~298,~~119~~350.6560 Group I ~~1574153123~~1574303860 VANC 2475.2976 01-Nov-2005 ~~170~~125,000.00 ~~169~~124,~~019~~136.4937 Group I ~~1760366550~~1742105419 NJFL 7948.1035 01-Nov-2005 96131,500.00 95130,~~968~~654.6021 Group I ~~1845372049~~1782180114 NCVA ~~51.~~80 ~~01-Oct-2005 131,000~~.00 ~~130,028.72 Group I 1846309682 ID 20.82~~ 01-Nov-2005 58167,~~300~~200.00 57165,~~947~~989.3806 Group II ~~0029788866~~0031368541 FL 8070.0026 01-Nov-2005 ~~145~~945,~~240~~000.00 ~~145~~945,~~240~~000.00 Group II ~~0032273971~~0032832685 VAOR 0.00 01-Feb-2006 ~~135,~~200,000.00 ~~134~~199,~~857~~354.2852 Group II ~~0032374480~~0034013326 NYPA 0.00 01-Mar-2006 ~~100~~250,~~800~~000.00 ~~100~~249,~~645~~425.1722 Group II ~~0033793456~~0034485854 SCFL ~~94.97 01-Oct-2005 79,325.00 78,905.11 Group II 0033966722 OH~~ 0.00 01-Feb-2006 54280,~~400~~800.00 54279,~~281~~692.1333 Group II ~~0034465393~~0034739201 SCGA ~~0.00 01-Feb-2006 209,000.00 208,561.70 Group II 0035367309 AL~~ 80.00 01-Dec-2005 52,800.00 52,~~540~~578.6935 Group II ~~0035752807~~0034810283 GAFL 8090.00 01-~~Dec~~Oct-2005 ~~135,~~200~~.00 135~~,~~199~~400.~~50 Group II 0035940667 GA 79.99 01-Dec-2005 285,500.~~00 ~~285~~200,~~500~~399.0045 Group II ~~0087859278~~0088081781 MDWA 80.00 01-~~Nov~~Jan-~~2005~~2006 ~~412~~232,000.00 ~~412~~232,000.00 Group II ~~0088121017~~0088322441 ~~IL 80.00 01-Dec-2005 296,000.00 296,000.00 Group II 0143637304~~ CA 6575.00 01-~~Oct~~Jan-~~2005~~2006 ~~484~~270,~~250.00 484,250.00 Group II 0143800175 GA 80.00 01-Nov-2005 82,~~000.00 81270,~~980.00 Group II 0143815041 CA 69.84 01-Dec-2005 852,~~000.00 ~~852,000.00~~ Group II ~~0143849461~~0088352273 FL 79.99 01-Nov-2005 139,100.00 139,100.00 Group II 0143857555 FL 90.00 01-Nov-2005 84,600.00 84,600.00 Group II 0143859122 FL 79.97 01-Nov-2005 248,500.00 248,500.00 Group II 0143860245 FL 79.99 01-Nov-2005 268,700.00 268,700.00 Group II 0143882579 AZ 90.00 01-Nov-2005 108,000.00 108,000.00 Group II 0143934057 WA 8069.0062 01-~~Dec~~Jan-~~2005~~2006 ~~322~~137,~~400~~150.00 ~~322~~136,~~400~~538.0024 Group II ~~0143937407~~0088417407 WACA 8066.0096 01-~~Dec~~Jan-~~2005~~2006 ~~256~~385,000.00 ~~256~~385,000.00 Group II ~~0143965077~~0143830461 CAWI 80.00 01-Nov-2005 ~~620~~113,~~000~~276.00 ~~593~~113,~~487~~276.~~50 Group II 0144007309 FL 79.98 01-Nov-2005 218,350.~~00 ~~218,350.00~~ Group II ~~0144008844~~0144029303 FLOR 80.00 01-~~Nov-2005 288,420.00 288,420.00 Group II 0144009123 FL 80.00 01-~~Dec-2005 ~~460~~132,~~000~~400.00 ~~459~~132,~~548~~360.5469 Group II ~~0144012853~~0202459566 FLSC 7065.00 01-Nov-2005 ~~347~~63,~~774~~700.00 ~~347~~63,~~774~~697.0094 Group II ~~0202471488~~0202483640 UTME 80.00 01-Nov-2005 ~~193~~63,~~840~~600.00 ~~192~~63,~~799~~246.5931 Group II ~~0202478442~~0202501847 CAVA 80.00 01-~~Nov-2005 456,000.00 455,993.69 Group II 0202545067 ME 80.00 01-~~Dec-2005 ~~271~~52,~~920~~720.00 ~~271~~52,~~920~~450.0039 Group II ~~0202576526~~0202614947 ~~WI 71.43 01-Dec-2005 125,000.00 124,564.18 Group II 0202582730~~ FL 7994.98 01-Dec-2005 ~~159~~206,~~000~~600.00 ~~158~~205,~~387~~615.6142 Group II ~~0202658506~~1064003023 GAAZ 800.00 01-~~Dec~~Nov-2005 ~~348~~134,000.00 ~~348~~133,~~000~~198.0025 Group II ~~1063026952~~1064010754 CAIL 0.00 01-Dec-2005 ~~310~~170,000.00 ~~308~~169,~~650~~192.3519 Group II ~~1064001775~~1079004450 MOOK 0.00 01-Nov-2005 82201,~~000~~500.00 81200,~~580~~264.6586 Group II ~~1064007760~~1190309033 ILWA 0.00 01-Nov-2005 ~~209~~214,~~850~~000.00 ~~208~~212,~~750~~656.6123 Group II ~~1064008661~~1221304666 ILAZ 0.00 01-Nov-2005 ~~295,000.00 293,527.77 Group II 1079019480 OH 0.00 01-Dec-2005 70,250.00~~ 69,~~951~~400.~~47 Group II 1539651086 CO 0.~~00 ~~01-Nov-2005 195~~68,~~000~~952.0091 ~~193,953.38~~ Group II ~~1574162000~~1381266432 AZFL 0.00 01-Nov-2005 ~~228~~173,~~000~~300.00 ~~226~~172,~~752~~211.2182 Group II ~~1605264047~~1609162107 IL 0.00 01-~~Nov~~Dec-2005 76104,~~410~~300.00 76103,~~009~~757.7185 Group II ~~1760355815~~1650057433 PAOH 0.00 01-Nov-2005 ~~278~~31,~~000~~500.00 ~~276~~31,~~543~~306.4991 Group II ~~1820128220~~1766342408 CAIL 0.00 01-~~Nov~~Jul-2005 ~~320~~520,000.00 ~~318~~515,~~282~~511.4519 Group II ~~1887002873~~1882001080 AZNC 0.00 01-~~Nov~~Oct-2005 ~~191~~68,~~127~~900.00 ~~190~~68,~~173~~404.2022

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0031239833~~0031428105 Loan Paid in Full 0 65.~~500~~750% 360 36 Group I ~~0033873233~~0032706061 Loan Paid in Full 0 6.~~500~~210% 360 54 Group I ~~0143964435~~0032864126 Loan Paid in Full 0 6.~~375~~500% 360 53 Group I ~~0202461695~~0087652632 Loan Paid in Full 0 6.~~000~~250% 360 57 Group I ~~0202472155~~0088483847 Loan Paid in Full 0 6.~~250~~500% 360 4 Group I ~~0202572715~~0143811073 Loan Paid in Full 0 6.375% 360 46 Group I ~~1063027285~~0143819514 Loan Paid in Full 0(1) 6.~~000~~500% 360 45 Group I ~~1064006010~~0202604815 Loan Paid in Full 0(1) 6.500% 360 5 Group I ~~1193300862~~1079013020 Loan Paid in Full (1) 6.375% 360 46 Group I ~~1319130247~~1164049489 Loan Paid in Full 0 6.~~125~~375% 360 65 Group I ~~1380048312~~1369095705 Loan Paid in Full (1) ~~5.875% 360 4 Group I 1419132460 Loan Paid in Full 0~~ 6.~~250~~500% 360 5 Group I ~~1526340345~~1574303860 Loan Paid in Full 0 6.~~250~~125% 360 56 Group I ~~1539672031~~1742105419 Loan Paid in Full (1) 6.~~250~~500% 360 ~~4 Group I 1574153123 Loan Paid in Full 0~~ 6~~.250%~~ ~~360 5~~ Group I ~~1760366550~~1782180114 Loan Paid in Full (1) ~~6.500% 360~~ 5 ~~Group I 1845372049 Loan Paid in Full 0 5~~.~~750~~875% 360 6 Group III ~~1846309682~~0031368541 Loan Paid in Full 0 6.~~000~~750% 360 56 Group II ~~0029788866~~0032832685 Loan Paid in Full 0 67.~~875~~125% 360 53 Group II ~~0032273971~~0034013326 Loan Paid in Full 0 67.~~875~~370% 360 2 Group II ~~0032374480~~0034485854 Loan Paid in Full 0 76.~~344~~590% 360 13 Group II ~~0033793456~~0034739201 Loan Paid in Full 0 7.~~500~~875% 360 65 Group II ~~0033966722~~0034810283 Loan Paid in Full 0 7.~~625~~125% 360 ~~2 Group II 0034465393 Loan Paid in Full 0~~ 7~~.830%~~ ~~360 2~~ Group II ~~0035367309~~0088081781 Loan Paid in Full 0 7.~~250~~000% 360 4 Group II ~~0035752807~~0088322441 Loan Paid in Full 0 6.~~750~~875% 360 4 Group II ~~0035940667~~0088352273 Loan Paid in Full 0 ~~7.375% 360 4 Group II 0087859278 Loan Paid in Full (1)~~ 6.625% 360 54 Group II ~~0088121017~~0088417407 Loan Paid in Full 0 6.875% 360 4 Group II ~~0143637304~~0143830461 Loan Paid in Full 0 6.~~625~~875% 360 6 Group II ~~0143800175~~0144029303 Loan Paid in Full 0(1) 7.~~500~~125% 360 5 Group II ~~0143815041~~0202459566 Loan Paid in Full 0 ~~6.625% 360 4 Group II 0143849461 Loan Paid in Full 0~~ 7.~~000% 360 5 Group II 0143857555 Loan Paid in Full 0 7.~~375% 360 56 Group II ~~0143859122~~0202483640 Loan Paid in Full ~~0 7.500% 360 5 Group II 0143860245 Loan Paid in Full~~ (1) 7.~~500~~250% 360 56 Group II ~~0143882579~~0202501847 Loan Paid in Full 10 6.~~625~~875% 360 5 Group II ~~0143934057~~0202614947 Loan Paid in Full 0 7.~~000~~250% 360 45 Group II ~~0143937407~~1064003023 Loan Paid in Full 0 6.~~750~~875% 360 ~~4 Group II 0143965077 Loan Paid in Full 0~~ 6~~.750%~~ ~~360 5~~ Group II ~~0144007309~~1064010754 Loan Paid in Full 0 7.~~375~~250% 360 5 Group II ~~0144008844~~1079004450 Loan Paid in Full 0 76.~~625~~750% 360 56 Group II ~~0144009123~~1190309033 Loan Paid in Full 0 86.~~375~~625% 360 46 Group II ~~0144012853~~1221304666 Loan Paid in Full (1) ~~8.000% 360 5 Group II 0202471488 Loan Paid in Full 0~~ 6.625% 360 56 Group II ~~0202478442~~1381266432 Loan Paid in Full 0 6.~~500~~625% 360 5 Group II 0202545067 Loan Paid in Full 0 7.875% 360 4 Group II 0202576526 Loan Paid in Full (1) 7.875% 360 4 Group II 0202582730 Loan Paid in Full 0 7.375% 360 4 Group II 0202658506 Loan Paid in Full 0 7.375% 360 4 Group II 1063026952 Loan Paid in Full 0 6~~.750%~~ ~~360 4~~ Group II ~~1064001775~~1609162107 Loan Paid in Full 0 6.875% 360 5 Group II ~~1064007760~~1650057433 Loan Paid in Full 0 6.750% 360 56 Group II ~~1064008661~~1766342408 Loan Paid in Full 0 7.~~000~~375% 360 510 Group II ~~1079019480~~1882001080 Loan Paid in Full (1) 6.~~875% 360 4 Group II 1539651086 Loan Paid in Full 0 6.~~625% 360 ~~5 Group II 1574162000 Loan Paid in Full 0~~ 7.250% 360 5 Group II 1605264047 Loan Paid in Full 0 6.750% 360 5 Group II 1760355815 Loan Paid in Full 0 6.750% 360 5 Group II 1820128220 Loan Paid in Full 0 6.625% 360 5 Group II 1887002873 Loan Paid in Full 0 7.000% 360 5

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 10.~~503~~880% Current Month 1610.~~616~~059% Current Month ~~1,927~~947.~~233~~170% 3 Month Average 0.~~000~~957% 3 Month Average 010.~~000~~789% 3 Month Average 01,244.~~000~~446% 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. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 5.693% N/A Mar-2006 858.935% N/A Apr-2006 16.616% N/A Apr-2006 1,927.233% N/A May-2006 10.059% N/A May-2006 947.170% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 0.~~712~~597% Current Month 86.~~221~~934% Current Month ~~889~~616.~~568~~594% 3 Month Average 0.~~000~~579% 3 Month Average 06.~~000~~717% 3 Month Average 0732.~~000~~026% 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. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 4.996% N/A Mar-2006 689.915% N/A Apr-2006 8.221% N/A Apr-2006 889.568% N/A May-2006 6.934% N/A May-2006 616.594% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 21.~~404~~207% Current Month 2513.~~325~~560% Current Month 31,~~204~~370.~~626~~982% 3 Month Average 01.~~000~~389% 3 Month Average 015.~~000~~122% 3 Month Average 01,889.~~000~~684% 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. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 6.481% N/A Mar-2006 1,093.445% N/A Apr-2006 25.325% N/A Apr-2006 3,204.626% N/A May-2006 13.560% N/A May-2006 1,370.982% 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 Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.250 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 1 ~~467~~465,~~343~~424.7128 0.049 1 ~~467~~465,~~343~~424.7128 0.091 4.750 4.999 2 ~~277~~276,~~585~~874.7698 0.029 2 ~~277~~276,~~585~~874.7698 0.054 5.000 5.249 2 ~~822~~819,~~588~~287.3158 0.086 2 ~~822~~819,~~588~~287.3158 0.160 5.250 5.499 21 7,~~524~~495,~~218~~763.2675 0.~~784~~789 21 7,~~524~~495,~~218~~763.2675 1.~~461~~466 5.500 5.749 72 22,~~635~~564,~~842~~356.9893 2.~~360~~375 72 22,~~635~~564,~~842~~356.9893 4.~~394~~412 5.750 5.999 ~~307~~305 8584,~~352~~768,~~574~~052.3723 8.~~897~~923 ~~307~~305 8584,~~352~~768,~~574~~052.3723 16.~~568~~576 6.000 6.249 ~~475~~473 ~~110~~109,~~189~~738,~~393~~573.5694 11.~~486~~552 ~~475~~473 ~~110~~109,~~189~~738,~~393~~573.5694 21.~~389~~459 6.250 6.499 ~~840~~836 ~~170~~169,~~907~~828,~~811~~304.2281 17.~~815~~877 ~~840~~836 ~~170~~169,~~907~~828,~~811~~304.2281 33.~~176~~209 6.500 6.749 1,~~040~~028 ~~225~~222,~~471~~920,~~101~~872.2649 23.~~503~~466 ~~556~~550 ~~113~~111,~~326~~789,~~330~~320.7699 21.~~998~~860 6.750 6.999 ~~927~~918 ~~182~~179,~~077~~717,~~719~~039.5862 18.~~980~~918 4 3,~~120~~104,~~729~~807.6645 0.~~606~~607 7.000 7.249 ~~330~~326 62,~~883~~083,~~176~~245.0937 6.~~555~~535 2 ~~537~~535,~~173~~416.2321 0.~~104~~105 7.250 7.499 ~~245~~239 4543,~~129~~773,~~881~~613.1425 4.~~704~~608 0 0.00 0.000 7.500 7.749 137 26,~~918~~909,~~405~~031.9194 2.~~806~~833 0 0.00 0.000 7.750 7.999 5857 1211,~~003~~944,~~132~~499.4873 1.~~251~~257 0 0.00 0.000 8.000 8.249 39 5,~~147~~145,~~408~~661.3518 0.~~537~~542 0 0.00 0.000 8.250 8.499 8 1,411,~~572~~400.9344 0.~~147~~149 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 1 104,~~452~~393.0385 0.011 0 0.00 0.000 >= 9.250 0 0.00 0.000 0 0.00 0.000 Total 4,~~505~~465 ~~959~~949,~~324~~966,~~207~~396.9437 100.000 2,~~282~~268 ~~515~~511,~~161~~386,~~591~~183.8215 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.250 0 0.00 0.000 4.250 4.499 0 0.00 0.000 4.500 4.749 0 0.00 0.000 4.750 4.999 0 0.00 0.000 5.000 5.249 0 0.00 0.000 5.250 5.499 0 0.00 0.000 5.500 5.749 0 0.00 0.000 5.750 5.999 0 0.00 0.000 6.000 6.249 0 0.00 0.000 6.250 6.499 0 0.00 0.000 6.500 6.749 ~~484~~478 ~~112~~111,~~144~~131,~~770~~551.50 25.~~249~~339 6.750 6.999 ~~923~~914 ~~178~~176,~~956~~612,~~989~~232.9217 40.~~291~~269 7.000 7.249 ~~328~~324 6261,~~346~~547,~~002~~829.8616 14.~~037~~033 7.250 7.499 ~~245~~239 4543,~~129~~773,~~881~~613.1425 109.~~161~~981 7.500 7.749 137 26,~~918~~909,~~405~~031.9194 6.~~060~~135 7.750 7.999 5857 1211,~~003~~944,~~132~~499.4873 2.~~702~~723 8.000 8.249 39 5,~~147~~145,~~408~~661.3518 1.~~159~~173 8.250 8.499 8 1,411,~~572~~400.9344 0.~~318~~322 8.500 8.749 0 0.00 0.000 8.750 8.999 0 0.00 0.000 9.000 9.249 1 104,~~452~~393.0385 0.024 >= 9.250 0 0.00 0.000 Total 2,~~223~~197 ~~444~~438,~~162~~580,~~616~~213.1222 100.000

Filing Compare · J.P. Morgan Alternative Loan Trust 2006-S1