10-D 1 gpm06ar2_10d-200606.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: May 26, 2006 to June 26, 2006 Commission File Number of issuing entity: 333-132232-02 GreenPoint Mortgage Funding Trust 2006-AR2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-132232 Structured Asset Mortgage Investments II Inc. (Exact name of depositor as specified in its charter) EMC Mortgage Corporation (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196537 54-2196538 54-2196539 54-6708169 (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-2 _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 2-X _____ _____ __X___ ____________ Grantor Trust 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 3-A-3 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ 4-A-3 _____ _____ __X___ ____________ 4-X _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-IO _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ XP _____ _____ __X___ ____________ R-1 _____ _____ __X___ ____________ R-X _____ _____ __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 June 26, 2006 a distribution was made to holders of GreenPoint Mortgage Funding Trust 2006-AR2. 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 GreenPoint Mortgage Funding Trust 2006-AR2, relating to the June 26, 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. GreenPoint Mortgage Funding Trust 2006-AR2 (Issuing Entity) EMC Mortgage Corp (Servicer) /s/ Mark Novachek Mark Novachek, Senior Vice President Date: July 10, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of GreenPoint Mortgage Funding Trust 2006-AR2, relating to the June 26, 2006 distribution. EX-99.1 GreenPoint MTA Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 GreenPoint MTA Mortgage Pass-Through Certificates Series 2006-AR2 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 39538WGA0 5.~~18938~~31125% ~~178~~173,~~816~~822,~~663~~532.8977 ~~773~~820,~~289~~635.6849 1-A-2 39538WGB8 5.~~20938~~33125% ~~119~~115,~~211~~882,~~437~~008.9200 ~~517~~549,~~514~~151.7396 2-A-1 39538WGC6 5.~~16938~~29125% 7372,~~160~~641,~~042~~203.6348 ~~315~~341,~~160~~655.0579 2-A-2 39538WGD4 5.~~20938~~33125% 48,~~772~~426,~~697~~809.2620 ~~211~~229,~~729~~489.5927 2-X 39538WGE2 1.20000% 0.00 121,~~932~~068.7401 3-A-1 39538WGY8 5.~~18938~~31125% ~~345~~325,~~383~~931,~~382~~112.5201 1,~~493~~538,~~604~~756.6899 3-A-2 39538WGG7 5.~~27938~~40125% ~~172~~162,~~691~~965,~~691~~556.2601 ~~759~~782,~~754~~415.2274 3-A-3 39538WGH5 5.~~32938~~45125% 5754,~~564~~322,~~546~~464.1047 ~~255~~263,~~652~~222.7852 4-A-1 39538WGJ1 56.~~88800~~01100% 134,025,881.23 ~~657~~671,~~620~~357.3298 4-A-2 39538WGK8 5.~~27938~~40125% 67,012,940.62 ~~294~~321,~~822~~736.3257 4-A-3 39538WGL6 5.~~32938~~45125% 22,337,980.21 99108,~~206~~239.3292 4-X 39538WGM4 1.00000% 0.00 74,459.10 M-1 39538WGN2 5.~~44938~~57125% 50,835,000.00 ~~230~~251,~~849~~746.3622 M-2 39538WGP7 5.~~47938~~60125% 23,356,000.00 ~~106~~116,~~647~~286.0093 M-3 39538WGQ5 5.~~49938~~62125% 8,930,000.00 4044,~~924~~620.5523 B-1 39538WGR3 5.~~85938~~98125% 17,861,000.00 8794,~~211~~960.9998 B-2 39538WGS1 7.~~05938~~18125% 13,739,000.00 8087,~~824~~700.0262 B-3 39538WGT9 7.~~05938~~18125% 6,870,000.00 4043,~~414~~853.9550 B-IO GP6AR2BIO 0.00000% 13,052,111.37 1,~~741~~345,~~635~~771.0109 Grantor Trust 3-A-1 39538WGF9 5.~~09938~~22125% ~~345~~325,~~383~~931,~~382~~112.5201 1,~~467~~512,~~700~~682.9351 XP 39538WGU6 0.00000% 0.01 ~~170~~212,~~415~~424.5971 R-1 39538WGY4 0.00000% 0.00 0.00 R-X GP06AR2RX 0.00000% 0.00 0.00 Totals 1,~~699~~637,~~003~~942,~~757~~711.5439 9,~~541~~532,~~369~~236.9313

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 4,~~994~~698,~~131~~643.1264 0.00 ~~173~~169,~~822~~123,~~532~~889.7713 5,~~767~~519,~~420~~279.8013 0.00 1-A-2 3,~~329~~132,~~429~~437.9373 0.00 ~~115~~112,~~882~~749,~~008~~570.0027 3,~~846~~681,~~944~~589.6669 0.00 2-A-1 ~~518~~1,~~839~~169,478.1672 0.00 7271,~~641~~471,~~203~~724.4876 ~~833~~1,~~999~~511,134.2151 0.00 2-A-2 ~~345~~779,~~888~~641.0685 0.00 4847,~~426~~647,~~809~~167.2035 ~~557~~1,~~617~~009,131.6512 0.00 2-X 0.00 0.00 0.00 121,~~932~~068.7401 0.00 3-A-1 195,~~452~~101,~~270~~343.5073 0.00 ~~325~~320,~~931~~829,~~112~~768.0128 206,~~945~~640,~~875~~100.1872 0.00 3-A-2 92,~~726~~550,~~135~~671.2587 0.00 ~~162~~160,~~965~~414,~~556~~884.0114 103,~~485~~333,~~889~~087.4761 0.00 3-A-3 3850,~~242,081~~233.6454 0.00 5453,~~322~~472,~~464~~230.4792 31,~~497~~113,~~734~~456.4206 0.00 4-A-1 02,544,796.0032 0.00 ~~134~~131,~~025~~481,~~881~~084.2391 ~~657~~3,~~620~~216,154.3230 0.00 4-A-2 01,272,398.0016 0.00 6765,~~012~~740,~~940~~542.6246 ~~294~~1,~~822~~594,134.3273 0.00 4-A-3 0424,139.0005 0.00 2221,~~337~~913,~~980~~841.2116 99532,~~206~~378.3297 0.00 4-X 0.00 0.00 0.00 74,459.10 0.00 M-1 0.00 0.00 50,835,000.00 ~~230~~251,~~849~~746.3622 0.00 M-2 0.00 0.00 23,356,000.00 ~~106~~116,~~647~~286.0093 0.00 M-3 0.00 0.00 8,930,000.00 4044,~~924~~620.5523 0.00 B-1 0.00 0.00 17,861,000.00 8794,~~211~~960.9998 0.00 B-2 0.00 0.00 13,739,000.00 8087,~~824~~700.0262 0.00 B-3 0.00 0.00 6,870,000.00 4043,~~414~~853.9550 0.00 B-IO 0.00 0.00 13,052,111.37 1,~~741~~345,~~635~~771.0109 0.00 Grantor Trust 3-A-1 195,~~452~~101,~~270~~343.5073 0.00 ~~325~~320,~~931~~829,~~112~~768.0128 206,~~919~~614,~~971~~026.4324 0.00 XP 0.00 0.00 0.01 ~~170~~212,~~415~~424.5971 0.00 R-1 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 6127,~~061~~625,~~046~~128.1634 0.00 1,~~637~~610,~~942~~317,~~711~~583.3904 7037,~~602~~157,~~416~~364.0947 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 1-A-1 181,357,000.00 ~~178~~173,~~816~~822,~~663~~532.8977 0.00 4,~~994~~698,~~131~~643.1264 0.00 0.00 1-A-2 120,905,000.00 ~~119~~115,~~211~~882,~~437~~008.9200 0.00 3,~~329~~132,~~429~~437.9373 0.00 0.00 2-A-1 73,399,000.00 7372,~~160~~641,~~042~~203.6348 0.00 ~~518~~1,~~839~~169,478.1672 0.00 0.00 2-A-2 48,932,000.00 48,~~772~~426,~~697~~809.2620 0.00 ~~345~~779,~~888~~641.0685 0.00 0.00 2-X 0.00 0.00 0.00 0.00 0.00 0.00 3-A-1 354,776,000.00 ~~345~~325,~~383~~931,~~382~~112.5201 0.00 195,~~452~~101,~~270~~343.5073 0.00 0.00 3-A-2 177,388,000.00 ~~172~~162,~~691~~965,~~691~~556.2601 0.00 92,~~726~~550,~~135~~671.2587 0.00 0.00 3-A-3 59,130,000.00 5754,~~564~~322,~~546~~464.1047 0.00 3850,~~242,081~~233.6454 0.00 0.00 4-A-1 134,026,000.00 134,025,881.23 0.00 02,544,796.0032 0.00 0.00 4-A-2 67,013,000.00 67,012,940.62 0.00 01,272,398.0016 0.00 0.00 4-A-3 22,338,000.00 22,337,980.21 0.00 0424,139.0005 0.00 0.00 4-X 0.00 0.00 0.00 0.00 0.00 0.00 M-1 50,835,000.00 50,835,000.00 0.00 0.00 0.00 0.00 M-2 23,356,000.00 23,356,000.00 0.00 0.00 0.00 0.00 M-3 8,930,000.00 8,930,000.00 0.00 0.00 0.00 0.00 B-1 17,861,000.00 17,861,000.00 0.00 0.00 0.00 0.00 B-2 13,739,000.00 13,739,000.00 0.00 0.00 0.00 0.00 B-3 6,870,000.00 6,870,000.00 0.00 0.00 0.00 0.00 B-IO 13,051,459.98 13,052,111.37 0.00 0.00 0.00 0.00 Grantor Trust 3-A-1 354,776,000.00 ~~345~~325,~~383~~931,~~382~~112.5201 0.00 195,~~452~~101,~~270~~343.5073 0.00 0.00 XP 0.01 0.01 0.00 0.00 0.00 0.00 R-1 0.00 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,728,682,459.99 1,~~699~~637,~~003~~942,~~757~~711.5439 0.00 6127,~~061~~625,~~046~~128.1634 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 4,~~994~~698,~~131~~643.1264 ~~173~~169,~~822~~123,~~532~~889.7713 0.~~95845505~~93254680 4,~~994~~698,~~131~~643.1264 1-A-2 3,~~329~~132,~~429~~437.9373 ~~115~~112,~~882~~749,~~008~~570.0027 0.~~95845505~~93254680 3,~~329~~132,~~429~~437.9373 2-A-1 ~~518~~1,~~839~~169,478.16 72 71,~~641~~471,~~203~~724.4876 0.~~98967566~~97374249 ~~518~~1,~~839~~169,478.1672 2-A-2 ~~345~~779,~~888~~641.0685 4847,~~426~~647,~~809~~167.2035 0.~~98967566~~97374249 ~~345~~779,~~888~~641.0685 2-X 0.00 0.00 0.00000000 0.00 3-A-1 195,~~452~~101,~~270~~343.5073 ~~325~~320,~~931~~829,~~112~~768.0128 0.~~91869549~~90431644 195,~~452~~101,~~270~~343.5073 3-A-2 92,~~726~~550,~~135~~671.2587 ~~162~~160,~~965~~414,~~556~~884.0114 0.~~91869549~~90431644 92,~~726~~550,~~135~~671.2587 3-A-3 3850,~~242,081~~233.64 54 53,~~322~~472,~~464~~230.4792 0.~~91869549~~90431644 3850,~~242,081~~233.6454 4-A-1 02,544,796.0032 ~~134~~131,~~025~~481,~~881~~084.2391 0.~~99999911~~98101178 02,544,796.0032 4-A-2 01,272,398.0016 6765,~~012~~740,~~940~~542.6246 0.~~99999911~~98101178 01,272,398.0016 4-A-3 0424,139.0005 2221,~~337~~913,~~980~~841.2116 0.~~99999911~~98101178 0424,139.0005 4-X 0.00 0.00 0.00000000 0.00 M-1 0.00 50,835,000.00 1.00000000 0.00 M-2 0.00 23,356,000.00 1.00000000 0.00 M-3 0.00 8,930,000.00 1.00000000 0.00 B-1 0.00 17,861,000.00 1.00000000 0.00 B-2 0.00 13,739,000.00 1.00000000 0.00 B-3 0.00 6,870,000.00 1.00000000 0.00 B-IO 0.00 13,052,111.37 1.00004991 0.00 Grantor Trust 3-A-1 195,~~452~~101,~~270~~343.5073 ~~325~~320,~~931~~829,~~112~~768.0128 0.~~91869549~~90431644 195,~~452~~101,~~270~~343.5073 XP 0.00 0.01 1.00000000 0.00 R-1 0.00 0.00 0.00000000 0.00 R-X 0.00 0.00 0.00000000 0.00 Totals 6127,~~061~~625,~~046~~128.1634 1,~~637~~610,~~942~~317,~~711~~583.3904 0.~~94750930~~93152885 6127,~~061~~625,~~046~~128.1634

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 181,357,000.00 ~~985~~958.~~99262168~~45505147 0.00000000 2725.~~53757021~~90825631 0.00000000 1-A-2 120,905,000.00 ~~985~~958.~~99262165~~45505149 0.00000000 2725.~~53757024~~90825632 0.00000000 2-A-1 73,399,000.00 ~~996~~989.~~74440565~~67565607 0.00000000 715.~~06874971~~93316966 0.00000000 2-A-2 48,932,000.00 ~~996~~989.~~74440571~~67565601 0.00000000 715.~~06874969~~93316950 0.00000000 2-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 354,776,000.00 ~~973~~918.~~52521738~~69549240 0.00000000 5414.~~82972495~~37905532 0.00000000 3-A-2 177,388,000.00 ~~973~~918.~~52521738~~69549242 0.00000000 5414.~~82972495~~37905535 0.00000000 3-A-3 59,130,000.00 ~~973~~918.~~52521732~~69549247 0.00000000 5414.~~82972501~~37905530 0.00000000 4-A-1 134,026,000.00 999.99911383 0.00000000 018.~~00000000~~98733320 0.00000000 4-A-2 67,013,000.00 999.99911390 0.00000000 018.~~00000000~~98733320 0.00000000 4-A-3 22,338,000.00 999.99911407 0.00000000 018.~~00000000~~98733324 0.00000000 4-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M-1 50,835,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 23,356,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 8,930,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 17,861,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 13,739,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 6,870,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-IO 13,051,459.98 1000.04990936 0.00000000 0.00000000 0.00000000 Grantor Trust 3-A-1 354,776,000.00 ~~973~~918.~~52521738~~69549240 0.00000000 5414.~~82972495~~37905532 0.00000000 XP 0.01 0.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-X 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 1-A-1 0.00000000 2725.~~53757021~~90825631 ~~958~~932.~~45505147~~54679516 0.~~95845505~~93254680 2725.~~53757021~~90825631 1-A-2 0.00000000 2725.~~53757024~~90825632 ~~958~~932.~~45505149~~54679517 0.~~95845505~~93254680 2725.~~53757024~~90825632 2-A-1 0.00000000 715.~~06874971~~93316966 ~~989~~973.~~67565607~~74248641 0.~~98967566~~97374249 715.~~06874971~~93316966 2-A-2 0.00000000 715.~~06874969~~93316950 ~~989~~973.~~67565601~~74248651 0.~~98967566~~97374249 715.~~06874969~~93316950 2-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 5414.~~82972495~~37905532 ~~918~~904.~~69549240~~31643708 0.~~91869549~~90431644 5414.~~82972495~~37905532 3-A-2 0.00000000 5414.~~82972495~~37905535 ~~918~~904.~~69549242~~31643708 0.~~91869549~~90431644 5414.~~82972495~~37905535 3-A-3 0.00000000 5414.~~82972501~~37905530 ~~918~~904.~~69549247~~31643700 0.~~91869549~~90431644 5414.~~82972501~~37905530 4-A-1 0.00000000 018.~~00000000~~98733320 ~~999~~981.~~99911383~~01178062 0.~~99999911~~98101178 018.~~00000000~~98733320 4-A-2 0.00000000 018.~~00000000~~98733320 ~~999~~981.~~99911390~~01178070 0.~~99999911~~98101178 018.~~00000000~~98733320 4-A-3 0.00000000 018.~~00000000~~98733324 ~~999~~981.~~99911407~~01178082 0.~~99999911~~98101178 018.~~00000000~~98733324 4-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-IO 0.00000000 0.00000000 1000.04990936 1.00004991 0.00000000 Grantor Trust 3-A-1 0.00000000 5414.~~82972495~~37905532 ~~918~~904.~~69549240~~31643708 0.~~91869549~~90431644 5414.~~82972495~~37905532 XP 0.00000000 0.00000000 0.00000000 1.00000000 0.00000000 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes are per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A-1 0405/25/06 - 0506/2425/06 3032 5.~~18938~~31125% ~~178~~173,~~816~~822,~~663~~532.8977 ~~773~~820,~~289~~635.6849 0.00 1-A-2 0405/25/06 - 0506/2425/06 3032 5.~~20938~~33125% ~~119~~115,~~211~~882,~~437~~008.9200 ~~517~~549,~~514~~151.7396 0.00 2-A-1 0405/25/06 - 0506/2425/06 3032 5.~~16938~~29125% 7372,~~160~~641,~~042~~203.6348 ~~315~~341,~~160~~655.0579 0.00 2-A-2 0405/25/06 - 0506/2425/06 3032 5.~~20938~~33125% 48,~~772~~426,~~697~~809.2620 ~~211~~229,~~729~~489.5927 0.00 2-X 0405/01/06 - 0405/30/06 30 1.20000% 121,~~932~~068,~~739~~012.8968 121,~~932~~068.7401 0.00 3-A-1 0405/25/06 - 0506/2425/06 3032 5.~~18938~~31125% ~~345~~325,~~383~~931,~~382~~112.5201 1,~~493~~538,~~604~~756.6899 0.00 3-A-2 0405/25/06 - 0506/2425/06 3032 5.~~27938~~40125% ~~172~~162,~~691~~965,~~691~~556.2601 ~~759~~782,~~754~~415.2274 0.00 3-A-3 0405/25/06 - 0506/2425/06 3032 5.~~32938~~45125% 5754,~~564~~322,~~546~~464.1047 ~~255~~263,~~652~~222.7852 0.00 4-A-1 0405/01/06 - 0405/30/06 30 56.~~88800~~01100% 134,025,881.23 ~~657~~671,~~620~~357.3298 0.00 4-A-2 0405/25/06 - 0506/2425/06 3032 5.~~27938~~40125% 67,012,940.62 ~~294~~321,~~822~~736.3257 0.00 4-A-3 0405/25/06 - 0506/2425/06 3032 5.~~32938~~45125% 22,337,980.21 99108,~~206~~239.3292 0.00 4-X 0405/01/06 - 0405/30/06 30 1.00000% 89,350,920.82 74,459.10 0.00 M-1 0405/25/06 - 0506/2425/06 3032 5.~~44938~~57125% 50,835,000.00 ~~230~~251,~~849~~746.3622 0.00 M-2 0405/25/06 - 0506/2425/06 3032 5.~~47938~~60125% 23,356,000.00 ~~106~~116,~~647~~286.0093 0.00 M-3 0405/25/06 - 0506/2425/06 3032 5.~~49938~~62125% 8,930,000.00 4044,~~924~~620.5523 0.00 B-1 0405/25/06 - 0506/2425/06 3032 5.~~85938~~98125% 17,861,000.00 8794,~~211~~960.9998 0.00 B-2 0405/25/06 - 0506/2425/06 3032 7.~~05938~~18125% 13,739,000.00 8087,~~824~~700.0262 ~~479~~6,021.5640 B-3 0405/25/06 - 0506/2425/06 3032 7.~~05938~~18125% 6,870,000.00 4043,~~414~~853.9550 ~~239~~3,010.8092 B-IO N/A N/A 0.00000% 13,052,111.37 0.00 0.00 Grantor Trust 3-A- 1 0405/25/06 - 0506/2425/06 3032 5.~~09938~~22125% ~~345~~325,~~383~~931,~~382~~112.5201 1,~~467~~512,~~700~~682.9351 0.00 XP N/A N/A 0.00000% 0.01 0.00 0.00 R-1 N/A N/A 0.00000% 0.00 0.00 0.00 R-X N/A N/A 0.00000% 0.00 0.00 0.00 Totals 7,~~629~~974,~~319~~040.33 ~~719~~9,032.3632

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 ~~773~~820,~~289~~635.6849 0.00 ~~173~~169,~~822~~123,~~532~~889.7713 1-A-2 0.00 0.00 ~~517~~549,~~514~~151.7396 0.00 ~~115~~112,~~882~~749,~~008~~570.0027 2-A-1 0.00 0.00 ~~315~~341,~~160~~655.0579 0.00 7271,~~641~~471,~~203~~724.4876 2-A-2 0.00 0.00 ~~211~~229,~~729~~489.5927 0.00 4847,~~426~~647,~~809~~167.2035 2-X 0.00 0.00 121,~~932~~068.7401 0.00 ~~121~~119,~~068~~118,~~012~~892.6811 3-A-1 0.00 0.00 1,~~493~~538,~~604~~756.6899 0.00 ~~325~~320,~~931~~829,~~112~~768.0128 3-A-2 0.00 0.00 ~~759~~782,~~754~~415.2274 0.00 ~~162~~160,~~965~~414,~~556~~884.0114 3-A-3 0.00 0.00 ~~255~~263,~~652~~222.7852 0.00 5453,~~322~~472,~~464~~230.4792 4-A-1 0.00 0.00 ~~657~~671,~~620~~357.3298 0.00 ~~134~~131,~~025~~481,~~881~~084.2391 4-A-2 0.00 0.00 ~~294~~321,~~822~~736.3257 0.00 6765,~~012~~740,~~940~~542.6246 4-A-3 0.00 0.00 99108,~~206~~239.3292 0.00 2221,~~337~~913,~~980~~841.2116 4-X 0.00 0.00 74,459.10 0.00 8987,~~350~~654,~~920~~383.8261 M-1 0.00 0.00 ~~230~~251,~~849~~746.3622 0.00 50,835,000.00 M-2 0.00 0.00 ~~106~~116,~~647~~286.0093 0.00 23,356,000.00 M-3 0.00 0.00 4044,~~924~~620.5523 0.00 8,930,000.00 B-1 0.00 0.00 8794,~~211~~960.9998 0.00 17,861,000.00 B-2 ~~479~~6,021.5640 0.00 8087,~~824~~700.0262 0.00 13,739,000.00 B-3 ~~239~~3,010.8092 0.00 4043,~~414~~853.9550 0.00 6,870,000.00 B-IO 0.00 0.00 1,~~741~~345,~~635~~771.0109 0.00 13,052,111.37 Grantor Trust 3-A-1 0.00 0.00 1,~~467~~512,~~700~~682.9351 0.00 ~~325~~320,~~931~~829,~~112~~768.0128 XP 0.00 0.00 ~~170~~212,~~415~~424.5971 0.00 0.01 R-1 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals ~~719~~9,032.3632 0.00 9,~~541~~532,~~369~~236.9313 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-1 181,357,000.00 5.~~18938~~31125% ~~985~~958.~~99262168~~45505147 4.~~26390864~~52497279 0.00000000 1-A-2 120,905,000.00 5.~~20938~~33125% ~~985~~958.~~99262165~~45505149 4.~~28034184~~54201199 0.00000000 2-A-1 73,399,000.00 5.~~16938~~29125% ~~996~~989.~~74440565~~67565607 4.~~29379215~~65477445 0.00000000 2-A-2 48,932,000.00 5.~~20938~~33125% ~~996~~989.~~74440571~~67565601 4.~~32701688~~68996301 0.00000000 2-X 0.00 1.20000% ~~996~~989.~~74440567~~67565605 0.~~99674441~~98967563 0.00000000 3-A-1 354,776,000.00 5.~~18938~~31125% ~~973~~918.~~52521738~~69549240 4.~~20999357~~33726348 0.00000000 3-A-2 177,388,000.00 5.~~27938~~40125% ~~973~~918.~~52521738~~69549242 4.~~28300798~~41075913 0.00000000 3-A-3 59,130,000.00 5.~~32938~~45125% ~~973~~918.~~52521732~~69549247 4.~~32357145~~45159006 0.00000000 4-A-1 134,026,000.00 56.~~88800~~01100% 999.99911383 45.~~90666229~~00916225 0.00000000 4-A-2 67,013,000.00 5.~~27938~~40125% 999.99911390 4.~~39947950~~80110680 0.00000000 4-A-3 22,338,000.00 5.~~32938~~45125% 999.99911407 4.~~44114603~~84555108 0.00000000 4-X 0.00 1.00000% 999.99911383 0.83333259 0.00000000 M-1 50,835,000.00 5.~~44938~~57125% 1000.00000000 4.~~54115000~~95222229 0.00000000 M-2 23,356,000.00 5.~~47938~~60125% 1000.00000000 4.~~56615003~~97888894 0.00000000 M-3 8,930,000.00 5.~~49938~~62125% 1000.00000000 4.~~58281635~~99666629 0.00000000 B-1 17,861,000.00 5.~~85938~~98125% 1000.00000000 45.~~88281675~~31666648 0.00000000 B-2 13,739,000.00 7.~~05938~~18125% 1000.00000000 56.~~88281680~~38333358 0.~~03490501~~43827062 B-3 6,870,000.00 7.~~05938~~18125% 1000.00000000 56.~~88281659~~38333333 0.~~03490539~~43827074 B-IO 13,051,459.98 0.00000% 1000.04990936 0.00000000 0.00000000 Grantor Trust 3-A-1 354,776,000.00 5.~~09938~~22125% ~~973~~918.~~52521738~~69549240 4.~~13697919~~26376787 0.00000000 XP 0.01 0.00000% 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R-X 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 1-A-1 0.00000000 0.00000000 4.~~26390864~~52497279 0.00000000 ~~958~~932.~~45505147~~54679516 1-A-2 0.00000000 0.00000000 4.~~28034184~~54201199 0.00000000 ~~958~~932.~~45505149~~54679517 2-A-1 0.00000000 0.00000000 4.~~29379215~~65477445 0.00000000 ~~989~~973.~~67565607~~74248641 2-A-2 0.00000000 0.00000000 4.~~32701688~~68996301 0.00000000 ~~989~~973.~~67565601~~74248651 2-X 0.00000000 0.00000000 0.~~99674441~~98967563 0.00000000 ~~989~~973.~~67565605~~74248645 3-A-1 0.00000000 0.00000000 4.~~20999357~~33726348 0.00000000 ~~918~~904.~~69549240~~31643708 3-A-2 0.00000000 0.00000000 4.~~28300798~~41075913 0.00000000 ~~918~~904.~~69549242~~31643708 3-A-3 0.00000000 0.00000000 4.~~32357145~~45159006 0.00000000 ~~918~~904.~~69549247~~31643700 4-A-1 0.00000000 0.00000000 45.~~90666229~~00916225 0.00000000 ~~999~~981.~~99911383~~01178062 4-A-2 0.00000000 0.00000000 4.~~39947950~~80110680 0.00000000 ~~999~~981.~~99911390~~01178070 4-A-3 0.00000000 0.00000000 4.~~44114603~~84555108 0.00000000 ~~999~~981.~~99911407~~01178082 4-X 0.00000000 0.00000000 0.83333259 0.00000000 ~~999~~981.~~99911383~~01178062 M-1 0.00000000 0.00000000 4.~~54115000~~95222229 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~56615003~~97888894 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~58281635~~99666629 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 45.~~88281675~~31666648 0.00000000 1000.00000000 B-2 0.~~03490501~~43827062 0.00000000 56.~~88281680~~38333358 0.00000000 1000.00000000 B-3 0.~~03490539~~43827074 0.00000000 56.~~88281659~~38333333 0.00000000 1000.00000000 B-IO 0.00000000 0.00000000 ~~133~~103.~~44369233~~11268564 0.00000000 1000.04990936 Grantor Trust 3-A-1 0.00000000 0.00000000 4.~~13697919~~26376787 0.00000000 ~~918~~904.~~69549240~~31643708 XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes are per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 7037,~~772~~343,~~246~~263.8637 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~121~~59,~~262~~062.5781 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~170~~212,~~415~~424.5971 Swap/Cap Payments 0.00 Total Deposits 7137,~~063~~614,~~925~~750.0289 Withdrawals Swap Payments 2524,~~903~~444.7583 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~435~~432,~~605~~941.1859 Payment of Interest and Principal 7037,~~602~~157,~~416~~364.0947 Total Withdrawals (Pool Distribution Amount) 7137,~~063~~614,~~925~~750.0289 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~423~~410,~~006~~003.3762 1-A-2 Ambac Assurance Corp Fee 816,~~940~~247.8671 2-A-2 Ambac Assurance Corp Fee 36,~~657~~690.9526 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~435~~432,~~605~~941.1859 *Servicer Payees include: EMC MTG CORP

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance 1-A-2 Cert. Insurance Pmt - Ambac Assurance Corp. 0.00 0.00 0.00 0.00 2-A-2 Cert. Insurance Pmt - Ambac Assurance Corp. 0.00 0.00 0.00 0.00 Final Maturity Reserve Account 0.00 0.00 0.00 0.00 Class XP Reserve Account 0.00 ~~170~~212,~~415~~424.5971 ~~170~~212,~~415~~424.5971 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) 3-A-1 Swap Amount 0.00 2524,~~903~~444.7583 (2524,~~903~~444.7583) NOTE: Class 3-A-1 Swap Payment Funds Out: Bear Stearns Capital Markets Inc.

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 7.~~392494~~525312% Weighted Average Net Coupon 7.~~017494~~150312% Weighted Average Pass-Through Rate 7.~~017494~~150312% Weighted Average Remaining Term 402 Beginning Scheduled Collateral Loan Count 32,~~064~~987 Number Of Loans Paid In Full 7758 Ending Scheduled Collateral Loan Count 2,~~987~~929 Beginning Scheduled Collateral Balance 1,~~353~~312,~~620~~011,~~375~~599.0135 Ending Scheduled Collateral Balance 1,~~312~~289,~~011~~487,~~599~~814.3574 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 1,~~312~~289,~~011~~487,~~599~~814.3574 Monthly P&I Constant 4,~~727~~145,~~140~~011.6566 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~170~~212,~~415~~424.5971 Prepayment Penalty Paid Count 1720 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal (34,~~611~~082,~~717~~735.9290) Unscheduled Principal 4526,~~220~~606,~~493~~520.5851 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 13,052,111.37 Overcollateralized Amount 13,052,111.37 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount 1,~~925~~567,~~368~~228.7713

Group Level Collateral Statement Group Group I Group II Collateral Description 1 Month LIBOR ARM 1 Month LIBOR ARM Weighted Average Coupon Rate 7.~~849230~~971032 8.~~039843~~166625 Weighted Average Net Rate 7.~~474230~~596032 7.~~664843~~791625 Pass-Through Rate 7.~~474230~~596032 7.~~664843~~791625 Weighted Average Remaining Term ~~393~~392 ~~399~~398 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~228~~077,~~124~~835.1833 ~~487~~442,~~134~~491.9875 Beginning Loan Count 1,~~122~~094 ~~484~~479 Loans Paid in Full 2830 58 Ending Loan Count 1,~~094~~064 ~~479~~471 Beginning Scheduled Balance ~~330~~322,~~837~~492,~~852~~402.5475 ~~135~~134,~~220~~353,~~739~~738.7250 Ending Scheduled Balance ~~322~~314,~~492~~661,~~402~~321.7538 ~~134~~132,~~353~~404,~~738~~617.5093 Scheduled Principal (~~935~~1,~~894~~064,329.4707) (~~418~~471,~~826~~855.2343) Unscheduled Principal 98,~~281~~895,~~344~~410.2644 12,~~285~~420,~~827~~976.4500 Scheduled Interest 2,~~164~~142,~~018~~164.6540 ~~905~~914,~~961~~347.2118 Servicing Fees ~~103~~100,~~386~~778.8388 4241,~~256~~985.4854 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,~~060~~041,~~631~~385.8252 ~~863~~872,~~704~~361.7364 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 4743,~~905~~968.1900 3169,~~445~~950.7156 Prepayment Penalty Paid Count 7 48 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group III Group IV Collateral Description One-Year MTA One-Year MTA Weighted Average Coupon Rate 7.~~066702~~199760 7.~~270581~~395389 Weighted Average Net Rate 6.~~691702~~824760 67.~~895581~~020389 Pass-Through Rate 6.~~691702~~824760 67.~~895581~~020389 Weighted Average Remaining Term ~~405~~406 ~~407~~406 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 21,~~186~~878,~~013~~736.3321 ~~825~~745,~~868~~948.1637 Beginning Loan Count ~~1,042~~999 ~~416~~415 Loans Paid in Full 4315 15 Ending Loan Count ~~999~~984 ~~415~~410 Beginning Scheduled Balance ~~639~~607,~~767~~262,~~772~~027.4482 247,~~794~~903,~~010~~430.3128 Ending Scheduled Balance ~~607~~598,~~262~~759,~~027~~778.8268 ~~247~~243,~~903~~662,~~430~~096.2875 Scheduled Principal (1,~~581~~764,~~526~~714.7142) (~~675~~781,~~470~~836.5198) Unscheduled Principal 3410,~~087~~266,~~271~~963.3356 ~~566~~5,~~050~~023,170.5451 Scheduled Interest 3,~~767~~643,~~540~~450.0463 1,~~501~~527,~~338~~785.6735 Servicing Fees ~~199~~189,~~927~~769.4338 77,~~435~~469.6382 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 3,~~567~~453,~~612~~681.6125 1,~~423~~450,~~903~~315.0453 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 7614,~~771~~093.7789 1484,~~292~~412.9226 Prepayment Penalty Paid Count 5 1 4 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 7.~~392494~~525312 Weighted Average Net Rate 7.~~017494~~150312 Pass-Through Rate 7.~~017494~~150312 Weighted Average Remaining Term 402 Record Date 0405/3031/2006 Principal And Interest Constant 4,~~727~~145,~~140~~011.6566 Beginning Loan Count 32,~~064~~987 Loans Paid in Full 7758 Ending Loan Count 2,~~987~~929 Beginning Scheduled Balance 1,~~353~~312,~~620~~011,~~375~~599.0135 Ending Scheduled Balance 1,~~312~~289,~~011~~487,~~599~~814.3574 Scheduled Principal (34,~~611~~082,~~717~~735.9290) Unscheduled Principal 4526,~~220~~606,~~493~~520.5851 Scheduled Interest 8,~~338~~227,~~858~~747.5756 Servicing Fees ~~423~~410,~~006~~003.3762 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 7,~~915~~817,~~852~~743.2094 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 ~~170~~212,~~415~~424.5971 Prepayment Penalty Paid Count 1720 Special Servicing Fee 0.00

Additional Reporting - Deal Level Miscellaneous Reporting Extra Principal Distribution Amount 0.00 Credit Enhancement Percentage 10.~~262342~~441596% Trigger Event Reporting Trigger Event Trigger Result N/A Delinquency Test Violation Trigger Result Pass Threshold Value 2.~~786226~~834893% Calculated Value 0.~~000000~~032564% Cumulative Loss Test Violation Trigger Result Pass Threshold Value 0.250000% Calculated Value 0.000000%

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 35 0 0 35 ~~908~~1,~~440~~817,157.4618 0.00 0.00 ~~908~~1,~~440~~817,157.4618 30 Days 31 0 0 0 3 1 466,~~470,478~~849.7859 0.00 0.00 0.00 1466,~~470,478~~849.7859 60 Days 01 0 0 0 01 0419,909.0022 0.00 0.00 0.00 0419,909.0022 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 32 35 0 0 67 1886,~~470,478~~758.7881 ~~908~~1,~~440~~817,157.4618 0.00 0.00 2,~~378~~703,~~919~~915.2499 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.~~100435~~170707% 0.000000% 0.000000% 0.~~100435~~170707% 0.~~069240~~140921% 0.000000% 0.000000% 0.~~069240~~140921% 30 Days 0.~~100435~~034141% 0.000000% 0.000000% 0.000000% 0.~~100435~~034141% 0.~~112078~~036204% 0.000000% 0.000000% 0.000000% 0.~~112078~~036204% 60 Days 0.~~000000~~034141% 0.000000% 0.000000% 0.000000% 0.~~000000~~034141% 0.~~000000~~032564% 0.000000% 0.000000% 0.000000% 0.~~000000~~032564% 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 0.~~100435~~068283% 0.~~100435~~170707% 0.000000% 0.000000% 0.~~200870~~238989% 0.~~112078~~068768% 0.~~069240~~140921% 0.000000% 0.000000% 0.~~181318~~209689%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~121~~59,~~262~~062.5781

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 23 0 0 23 ~~341~~717,~~791~~084.2143 0.00 0.00 ~~341~~717,~~791~~084.2143 30 Days 01 0 0 0 01 0466,849.0059 0.00 0.00 0.00 0466,849.0059 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 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 01 23 0 0 24 0466,849.0059 ~~341~~717,~~791~~084.2143 0.00 0.00 ~~341~~1,~~791~~183,934.2102 0-29 Days 0.~~182815~~281955% 0.000000% 0.000000% 0.~~182815~~281955% 0.~~105984~~227891% 0.000000% 0.000000% 0.~~105984~~227891% 30 Days 0.~~000000~~093985% 0.000000% 0.000000% 0.000000% 0.~~000000~~093985% 0.~~000000~~148366% 0.000000% 0.000000% 0.000000% 0.~~000000~~148366% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 0.~~000000~~093985% 0.~~182815~~281955% 0.000000% 0.000000% 0.~~182815~~375940% 0.~~000000~~148366% 0.~~105984~~227891% 0.000000% 0.000000% 0.~~105984~~376257% 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group III No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 0532,025.0062 0.00 0.00 0532,025.0062 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 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 0 01 0 0 01 0.00 0532,025.0062 0.00 0.00 0532,025.0062 0-29 Days 0.~~000000~~101626% 0.000000% 0.000000% 0.~~000000~~101626% 0.~~000000~~088855% 0.000000% 0.000000% 0.~~000000~~088855% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 0.000000% 0.~~000000~~101626% 0.000000% 0.000000% 0.~~000000~~101626% 0.000000% 0.~~000000~~088855% 0.000000% 0.000000% 0.~~000000~~088855% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group IV 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 1 0 0 1 ~~566~~568,~~649~~047.2513 0.00 0.00 ~~566~~568,~~649~~047.2513 30 Days 30 0 0 0 30 ~~1,470,478~~0.7800 0.00 0.00 0.00 ~~1,470,478~~0.7800 60 Days 01 0 0 0 01 0419,909.0022 0.00 0.00 0.00 0419,909.0022 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 31 1 0 0 42 1419,~~470,478~~909.7822 ~~566~~568,~~649~~047.2513 0.00 0.00 2987,~~037,128~~956.0335 0-29 Days 0.~~240964~~243902% 0.000000% 0.000000% 0.~~240964~~243902% 0.~~228577~~233129% 0.000000% 0.000000% 0.~~228577~~233129% 30 Days 0.~~722892~~000000% 0.000000% 0.000000% 0.000000% 0.~~722892~~000000% 0.~~593166~~000000% 0.000000% 0.000000% 0.000000% 0.~~593166~~000000% 60 Days 0.~~000000~~243902% 0.000000% 0.000000% 0.000000% 0.~~000000~~243902% 0.~~000000~~172333% 0.000000% 0.000000% 0.000000% 0.~~000000~~172333% 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 0.~~722892~~243902% 0.~~240964~~243902% 0.000000% 0.000000% 0.~~963855~~487805% 0.~~593166~~172333% 0.~~228577~~233129% 0.000000% 0.000000% 0.~~821743~~405462%

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

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

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~342~~899,~~500~~400.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~341~~905,~~791~~952.2184 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 35 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~906~~1,~~500~~805,900.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~908~~1,~~440~~817,157.4618 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~042% ~~Apr~~May-06 0.~~042~~069% ~~May~~Jun-06 0.~~069~~141% *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 21 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~342~~374,~~500~~400.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~341~~373,~~791~~927.2122 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 23 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~342~~716,~~500~~900.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~341~~717,~~791~~084.2143 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~106% ~~May~~Jun-06 0.~~106~~228% *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 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group III 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 0525,000.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0532,025.0062 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 01 ~~Nov~~Dec-05 0.000% Original Principal Balance 0525,000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0532,025.0062 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.~~000~~089% *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 IV 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-05 0.000% Original Principal Balance 564,000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~566~~568,~~649~~047.2513 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~228% ~~Apr~~May-06 0.~~228~~229% ~~May~~Jun-06 0.~~229~~233% *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 Group I 0088283890 May-2006 01-Dec-2005 NC 70.30 112,500.00 Group I 0088327911 May-2006 01-Jan-2006 NJ 79.30 230,000.00 Group I 0088443148 Jun-2006 01-Jan-2006 OR 80.00 374,400.00 Group III 0088402821 Jun-2006 01-Jan-2006 CA 56.45 525,000.00 Group IV 0202653556 Apr-2006 01-Jan-2006 CA 80.00 564,000.00

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 Group I 0088283890 113,~~420~~749.8433 01-~~Apr~~May-2006 0 78.~~875~~000% 1,~~400~~427.4072 Group I 0088327911 ~~228~~229,~~370~~407.3788 01-~~Mar~~May-2006 0 8.000% 2,878.41 Group I 0088443148 373,927.22 01-May-2006 0 7.625% 4,465.85 Group III 0088402821 532,025.62 01-Jun-2006 (1) 6.875% 2,~~835~~872.1254 Group IV 0202653556 ~~566~~568,~~649~~047.2513 01-~~Apr~~May-2006 0 7.~~375~~500% 6,~~536~~662.4917

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

Prepayment 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 2830 98,~~080~~713,~~150~~100.00 98,~~118~~768,~~801~~656.0332 0 0.00 0.00 Group II 58 12,~~224~~354,~~900~~050.00 12,~~222~~355,~~523~~782.2440 0 0.00 0.00 Group III 4315 339,~~789~~880,~~150~~100.00 339,~~647~~853,~~825~~007.4698 0 0.00 0.00 Group IV 15 ~~500~~4,910,000.00 ~~501~~4,~~471~~938,711.1963 0 0.00 0.00 Total 7758 4425,~~594~~857,~~200~~250.00 4425,~~490~~916,~~620~~158.9233 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 ~~162~~126,~~543~~754.2312 Group II 0 0.00 0.00 0 0.00 0.00 6365,~~304~~193.2160 Group III 0 0.00 0.00 0 0.00 0.00 ~~439~~413,~~445~~955.8758 Group IV 0 0.00 0.00 0 0.00 0.00 6484,~~579~~458.3588 Total 0 0.00 0.00 0 0.00 0.00 ~~729~~690,~~872~~362.6618

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0087333415~~0087528154 NJNY 80.00 01-~~Oct~~Nov-2005 ~~276~~376,000.00 ~~276~~377,~~214~~741.1380 Group I ~~0087535126~~0087541652 CAAZ 7980.8300 01-~~Oct~~Nov-2005 ~~475~~260,000.00 ~~478~~263,~~910~~953.4035 Group I ~~0087547782~~0087555777 MAIL 7980.5500 01-Oct-2005 ~~266~~346,~~500~~400.00 ~~270~~347,~~638~~354.8423 Group I ~~0087564993~~0087619011 VANJ 80.00 01-~~Sep~~Oct-2005 ~~430~~320,~~400~~000.00 ~~433~~321,~~967~~327.5016 Group I ~~0087570297~~0087635165 CAFL 80.00 01-~~Sep~~Oct-2005 ~~137~~304,~~600~~000.00 ~~138~~307,~~888~~668.7832 Group I ~~0087574869~~0087637732 MDMN ~~65.~~80.00 01-~~Sep~~Oct-2005 ~~329~~92,000.00 ~~330~~91,~~610~~413.6018 Group I ~~0087577011~~0087643995 VAIL 7557.0013 01-Oct-2005 ~~285~~800,000.00 ~~287~~810,~~947~~163.0219 Group I ~~0087578472~~0087733374 CAFL 8090.00 01-~~Sep~~Oct-2005 ~~480~~216,000.00 ~~481~~217,~~930~~687.8816 Group I ~~0087598082~~0087752317 CA 7780.6500 01-Nov-2005 ~~330~~304,000.00 ~~328~~305,~~590~~303.9664 Group I ~~0087602702~~0087814240 ILCA 80.00 01-Oct-2005 ~~152~~589,000.00 ~~152~~598,~~434~~998.6057 Group I ~~0087617353~~0087855060 NJVA 7075.0075 01-Nov-2005 ~~500~~606,~~500~~000.00 ~~505~~610,~~039~~759.9341 Group I ~~0087635470~~0087904736 WAIL 7980.3700 01-~~Oct~~Dec-2005 ~~500~~182,000.00 ~~507~~183,~~503~~427.5992 Group I ~~0087762498~~0087960944 IDAZ 6980.~~98 01-Oct-2005 45,050.~~00 ~~45,387.08 Group I 0087802146 CA 66.66~~ 01-Nov-2005 ~~300~~420,000.00 ~~304~~420,~~207~~232.4246 Group I ~~0087845657~~0087978631 NJDC 4680.8100 01-Nov-2005 ~~550~~328,000.00 ~~552~~331,~~968~~309.9360 Group I ~~0087854246~~0087997367 NJCO 7580.00 01-~~Dec~~Nov-2005 ~~172~~127,~~500~~200.00 ~~172~~127,~~378~~469.4884 Group I ~~0087919494~~0088009238 CANY 5880.6600 01-Nov-2005 ~~440~~360,000.00 ~~439~~363,~~732~~804.4778 Group I ~~0087997375~~0088029988 ILCO 6980.~~98 01-Feb-2006 165,100.~~00 ~~165,201.61 Group I 0088144845 NJ 90.00~~ 01-~~Jan~~Nov-~~2006~~2005 ~~225~~298,000.00 ~~225~~298,~~408~~632.3722 Group I ~~0088179809~~0088081369 UTSC 8980.~~98 01-Jan-2006 156,500.~~00 ~~156,882.97 Group I 0088231774 CA 79.66~~ 01-Dec-2005 ~~576~~136,000.00 ~~573~~135,~~540~~998.6409 Group I ~~0202442315~~0088087713 CANJ 7480.0600 01-Jan-2006 ~~337~~370,~~000~~800.00 ~~334~~372,~~944~~894.7383 Group I ~~0202489068~~0088094123 CAOR 80.00 01-~~Sep~~Nov-2005 ~~400~~112,000.00 ~~407~~112,~~413~~237.0860 Group I ~~0202496527~~0088171590 COMD 8876.5173 01-~~Sep~~Dec-2005 ~~239~~320,000.00 ~~243~~319,~~552~~955.0296 Group I ~~0202511424~~0088221551 CANJ 8089.0098 01-~~Oct~~Dec-2005 ~~220~~116,~~000~~900.00 ~~222~~109,~~522~~207.2985 Group I ~~0202547956~~0088264171 GAUT 7786.9104 01-~~Oct~~Jan-~~2005~~2006 ~~240~~228,000.00 ~~241~~229,~~943~~214.4735 Group I ~~0202689915~~0088452917 WAAZ 80.00 01-Jan-2006 ~~124~~177,~~000~~600.00 ~~115~~179,~~223~~302.8882 Group I ~~0700152382~~0202490165 CANJ 8075.0047 01-~~Dec~~Oct-2005 ~~728~~200,000.00 ~~724~~204,~~816~~289.36 Group III ~~0087843405~~0202506804 IDAZ 80.00 01-~~Nov~~Oct-2005 ~~647~~112,~~200~~000.00 ~~653~~113,~~622~~827.1210 Group III ~~0088153333~~0202547410 ILFL 80.00 01-~~Jan~~Oct-~~2006 164,800.00 164,535.27 Group II 0088158514 UT 80.00 01-Dec-~~2005 ~~212~~262,~~000~~400.00 ~~204~~263,~~196~~156.2476 Group III ~~0202623351~~0202557658 ORAZ 80.00 01-~~Dec~~Nov-2005 ~~143~~156,~~200.00 143,590.91 Group II 0700154321 MI 56.56 01-Dec-2005 57,700.00 56,578.70 Group III 0087979225 MD 78.73 01-Jan-2006 1,200,~~000.00 1157,~~205,770~~597.9841 Group ~~III~~I ~~0088066220~~0202604971 CA 7368.7648 01-Dec-2005 ~~450~~400,000.00 ~~447~~399,~~595~~787.4429 Group ~~III~~I ~~0088076583~~0202642682 CAFL 6980.2900 01-Jan-2006 ~~970~~192,~~000~~800.00 ~~963~~193,~~059~~940.4907 Group ~~III~~II ~~0088091251~~0087716734 NJMA 7558.0095 01-~~Dec~~Nov-2005 ~~637~~395,~~400.00 635,301.65 Group III 0088115407 CA 41.61 01-Dec-2005 749,~~000.00 ~~743~~388,~~640~~940.7795 Group ~~III~~II ~~0088127386~~0087952784 CAFL 2980.~~79 01-Dec-2005 700,000.~~00 ~~688,683.52 Group III 0088141783 CA 63.31~~ 01-Dec-2005 ~~535~~312,~~000~~800.00 ~~532~~315,~~273~~669.04 Group ~~III~~II ~~0088159439~~0087990453 CAMA 6480.00 01-Dec-2005 ~~800~~336,000.00 ~~799~~337,~~848~~646.4488 Group ~~III~~II ~~0088174115~~0088153929 CANV 8075.00 01-Dec-2005 ~~472~~143,~~000~~250.00 ~~475~~144,~~291~~624.2294 Group ~~III~~II ~~0088214333~~0088382874 CANV 7480.9800 01-Jan-2006 ~~998~~400,000.00 ~~986~~402,~~277~~759.5990 Group ~~III~~II ~~0088215181~~0088453196 CAFL 6280.1600 01-Jan-2006 1178,~~430,~~000.00 1178,~~419,768~~016.1340 Group ~~III~~II ~~0088224605~~0202505624 CAWA 7479.3025 01-~~Dec~~Sep-2005 ~~483~~317,000.00 ~~480~~314,~~538~~247.1254 Group ~~III~~II ~~0088257910~~0700157324 CA 3880.1800 01-Jan-2006 ~~992~~272,~~700~~000.00 ~~985~~273,~~597~~876.0875 Group III ~~0088271861~~0088049879 CANJ 3990.9500 01-Dec-2005 ~~999~~445,~~000~~500.00 ~~990~~447,~~916~~437.0256 Group III ~~0088276837~~0088118880 CAIL 80.00 01-Dec-2005 ~~920~~548,000.00 ~~923~~553,~~780~~809.1691 Group III ~~0088279963~~0088201710 CA 7161.9866 01-~~Jan~~Dec-~~2006~~2005 ~~619~~555,000.00 ~~615~~551,~~908~~028.9389 Group III ~~0088280326~~0088250519 CA 73.9154 01-Jan-2006 ~~850~~581,000.00 ~~843~~578,~~212~~218.4586 Group III ~~0088285119~~0088304522 CA 80.00 01-~~Dec-2005 544,000.00 546,235.23 Group III 0088307855 VA 80.00 01-~~Jan-2006 ~~460~~820,~~800~~200.00 ~~461~~810,~~014~~274.3788 Group III ~~0088316039~~0088314893 CA 6850.1600 01-Jan-2006 1450,~~295,~~000.00 1447,~~285,734~~799.0640 Group III ~~0088332135~~0088331475 CA 80.00 01-Jan-2006 ~~859~~1,~~100.00 852~~000,~~953.00 Group III 0088334883 WA 80.00 01-Jan-2006 428,~~000.00 ~~429~~995,~~790~~523.0946 Group III ~~0088341359~~0088351440 CA 6874.7312 01-Jan-2006 1882,000~~,000~~.00 ~~989~~875,~~628~~613.4411 Group III ~~0088346630~~0088361068 CAWA 8075.00 01-~~Dec-2005 420,000.00 421,857.66 Group III 0088358817 CA 60.97 01-~~Jan-2006 ~~750~~712,~~000~~500.00 ~~744~~713,~~633~~161.6303 Group III ~~0088376918~~0088389499 CAMD 6480.9700 01-Jan-2006 ~~562~~608,000.00 ~~559~~610,~~251~~361.6829 Group III ~~0088377668~~0088468566 CAMD ~~63.~~68 ~~01-Jan-2006 535,000~~.0027 ~~529,170.30 Group III 0088395066 CA 74.12~~ 01-Jan-2006 ~~650~~990,000.00 ~~652~~992,~~848~~070.8470 Group III ~~0088396692~~0088502679 CA 6080.00 01-Feb-2006 ~~744~~710,~~000~~400.00 ~~738~~705,~~676~~316.5698 Group III ~~0088412788~~0088557335 CA 7880.~~76 01-Jan-2006 472,550.~~00 ~~468,928.36 Group III 0088442785 MO 79.37~~ 01-Jan-2006 ~~500~~496,000.00 ~~502~~498,~~404~~401.5677 Group III ~~0088464896~~0088558507 CA 8180.7600 01-Jan-2006 ~~462~~444,000.00 ~~462~~441,~~356~~051.2055 Group III ~~0088473210~~0202659439 CA 7875.00 01-Jan-2006 ~~487~~637,500.00 ~~488~~632,~~639~~938.59 Group ~~III~~IV ~~0088474077~~0088208178 CA 6957.0168 01-~~Feb~~Dec-~~2006~~2005 1,~~898~~500,000.00 1,~~898~~515,~~023~~654.0440 Group ~~III~~IV ~~0088480454~~0088458492 ILOH 80.00 01-Jan-2006 1840,000~~,000~~.00 ~~992~~839,~~844~~979.8417 Group ~~III~~IV ~~0088487764~~0088462460 CA 4537.4568 01-Jan-2006 ~~999~~1,~~900.00 992~~470,~~745.55 Group III 0088493481 CA 80.00 01-Feb-2006 512,~~000.00 ~~509~~1,~~558.72 Group III 0088507884 CA 66.18 01-Jan-2006 503~~478,~~000~~042.0034 ~~495,840.71~~ Group ~~III~~IV ~~0088513783~~0202608238 CA 8072.0022 01-~~Jan-2006 628,000.00 623,506.56 Group III 0202646956 CA 80.00 01-~~Dec-2005 ~~504~~650,000.00 ~~509~~652,~~261~~780.3447 Group ~~III~~IV ~~0202654067~~0700160575 CA 8079.0065 01-~~Jan-2006 500,000.00 502,191.41 Group III 0202658910 CA 80.00 01-Jan-2006 563,200.00 559,170.20 Group III 0202712584 CA 55.22 01-~~Feb-2006 2450,~~706,~~000.00 2452,~~693,097~~255.~~49 Group IV 0202644480 CA 80.00 01-Jan-2006 500,000.00 501,471.19~~25

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0087333415~~0087528154 Loan Paid in Full 0(1) 7.~~875~~375% 360 7 Group I ~~0087535126~~0087541652 Loan Paid in Full 0 8.~~250~~125% 480 7 Group I ~~0087547782~~0087555777 Loan Paid in Full 0 8.250% ~~480 7 Group I 0087564993 Loan Paid in Full (1) 8.000%~~ 360 8 Group I ~~0087570297~~0087619011 Loan Paid in Full 0 8.~~250~~375% 360 8 Group I ~~0087574869~~0087635165 Loan Paid in Full 0 87.~~250~~875% 360 8 Group I ~~0087577011~~0087637732 Loan Paid in Full 0 78.~~500~~375% 360 78 Group I ~~0087578472~~0087643995 Loan Paid in Full 0 8.~~125~~000% 360 8 Group I ~~0087598082~~0087733374 Loan Paid in Full 0(1) 78.~~750~~375% ~~360~~480 68 Group I ~~0087602702~~0087752317 Loan Paid in Full 0 8.~~250~~375% 360 7 Group I ~~0087617353~~0087814240 Loan Paid in Full 0 87.~~250~~375% ~~360~~480 ~~6 Group I 0087635470 Loan Paid in Full 0~~ 8~~.125%~~ ~~480 7~~ Group I ~~0087762498~~0087855060 Loan Paid in Full 0 8.000% 360 7 Group I ~~0087802146~~0087904736 Loan Paid in Full ~~(1)~~0 7.~~750~~875% ~~480~~360 6 Group I ~~0087845657~~0087960944 Loan Paid in Full 0 7.~~875~~500% ~~480~~360 67 Group I ~~0087854246~~0087978631 Loan Paid in Full ~~(1)~~0 87.~~250~~875% 360 57 Group I ~~0087919494~~0087997367 Loan Paid in Full 0 8.~~250~~125% ~~480~~360 67 Group I ~~0087997375~~0088009238 Loan Paid in Full 0 7.~~875~~500% 360 37 Group I ~~0088144845~~0088029988 Loan Paid in Full 0 8.~~000~~125% 360 47 Group I ~~0088179809~~0088081369 Loan Paid in Full 0(1) 7.~~875~~625% 360 46 Group I ~~0088231774~~0088087713 Loan Paid in Full 0 78.~~625~~375% 360 5 Group I ~~0202442315~~0088094123 Loan Paid in Full 0 78.~~250~~125% 360 47 Group I ~~0202489068~~0088171590 Loan Paid in Full 0 8.~~250~~375% ~~480~~360 86 Group I ~~0202496527~~0088221551 Loan Paid in Full (1) 8.~~000% 480 8 Group I 0202511424 Loan Paid in Full 0 8.~~250% 360 76 Group I ~~0202547956~~0088264171 Loan Paid in Full 0 87.~~000~~750% 360 75 Group I ~~0202689915~~0088452917 Loan Paid in Full (1) 7.750% ~~480 4 Group I 0700152382 Loan Paid in Full 0 7.500%~~ 360 5 Group III ~~0087843405~~0202490165 Loan Paid in Full 0 78.~~500~~250% 480 68 Group III ~~0088153333~~0202506804 Loan Paid in Full 0 8.~~250~~375% ~~360~~480 ~~4 Group II 0088158514 Loan Paid in Full 0~~ 8~~.250%~~ ~~360 5~~ Group III ~~0202623351~~0202547410 Loan Paid in Full 0 87.~~250~~750% 360 ~~5 Group II 0700154321 Loan Paid in Full 0~~ 8~~.250%~~ ~~360 5~~ Group ~~III~~I ~~0087979225~~0202557658 Loan Paid in Full 0(1) 7.~~250% 480 4 Group III 0088066220 Loan Paid in Full 0 6.~~625% 360 57 Group ~~III~~I ~~0088076583~~0202604971 Loan Paid in Full 0(1) 67.625% ~~360~~480 46 Group ~~III~~I ~~0088091251~~0202642682 Loan Paid in Full (1) 7.125% 360 5 Group ~~III~~II ~~0088115407~~0087716734 Loan Paid in Full 0 68.~~750~~125% 360 57 Group ~~III~~II ~~0088127386~~0087952784 Loan Paid in Full 0 68.~~625~~375% 360 56 Group ~~III~~II ~~0088141783~~0087990453 Loan Paid in Full 0 68.~~625~~250% 360 ~~5 Group III 0088159439 Loan Paid in Full 0~~ 6~~.875%~~ ~~360 5~~ Group ~~III~~II ~~0088174115~~0088153929 Loan Paid in Full 0 78.375% ~~480 5 Group III 0088214333 Loan Paid in Full 0 7.000%~~ 360 46 Group ~~III~~II ~~0088215181~~0088382874 Loan Paid in Full 0 68.~~875~~375% 360 45 Group ~~III~~II ~~0088224605~~0088453196 Loan Paid in Full 0(1) 68.~~625~~375% 360 5 Group ~~III~~II ~~0088257910~~0202505624 Loan Paid in Full 0 68.~~625~~375% 360 49 Group ~~III~~II ~~0088271861~~0700157324 Loan Paid in Full 0 68.~~625~~375% 360 5 Group III ~~0088276837~~0088049879 Loan Paid in Full 0 67.~~875~~500% ~~360~~480 56 Group III ~~0088279963~~0088118880 Loan Paid in Full (1) 67.~~625~~375% 360 46 Group III ~~0088280326~~0088201710 Loan Paid in Full ~~(1)~~0 76.~~125~~750% 360 46 Group III ~~0088285119~~0088250519 Loan Paid in Full 0 67.~~875~~000% 360 5 Group III ~~0088307855~~0088304522 Loan Paid in Full (1) 7.000% 360 45 Group III ~~0088316039~~0088314893 Loan Paid in Full 0 6.~~625% 360 4 Group III 0088332135 Loan Paid in Full 0 6.~~875% 360 45 Group III ~~0088334883~~0088331475 Loan Paid in Full 0 ~~6.875% 480 4 Group III 0088341359 Loan Paid in Full 0 6.625% 360 4 Group III 0088346630 Loan Paid in Full 0~~ 7.~~000~~375% 360 5 Group III ~~0088358817~~0088351440 Loan Paid in Full 0 6.875% 360 45 Group III ~~0088376918~~0088361068 Loan Paid in Full (12) 67.~~750~~250% 360 45 Group III ~~0088377668~~0088389499 Loan Paid in Full 0 ~~6.625% 360 4 Group III 0088395066 Loan Paid in Full (1)~~ 7.250% 360 45 Group III ~~0088396692~~0088468566 Loan Paid in Full ~~(1) 6.875% 360 3 Group III 0088412788 Loan Paid in Full~~ 0 67.~~875~~000% 360 45 Group III ~~0088442785~~0088502679 Loan Paid in Full 0 7.250% ~~480 4 Group III 0088464896 Loan Paid in Full 0 7.375%~~ 360 4 Group III ~~0088473210~~0088557335 Loan Paid in Full 0 7.~~375~~125% 360 45 Group III ~~0088474077~~0088558507 Loan Paid in Full 0 7.000% 360 35 Group III ~~0088480454~~0202659439 Loan Paid in Full 0 7.250% 360 45 Group ~~III~~IV ~~0088487764~~0088208178 Loan Paid in Full ~~0 7.000% 360 4 Group III 0088493481 Loan Paid in Full 0 7.125% 360 3 Group III 0088507884 Loan Paid in Full~~ (1) 67.~~875~~375% 360 46 Group ~~III~~IV ~~0088513783~~0088458492 Loan Paid in Full 0 ~~6.625% 360 4 Group III 0202646956 Loan Paid in Full (1)~~ 7.000% ~~480~~360 5 Group ~~III~~IV ~~0202654067~~0088462460 Loan Paid in Full ~~(1) 7.250% 360 4 Group III 0202658910 Loan Paid in Full~~ 0 7.~~000~~375% 360 45 Group ~~III~~IV ~~0202712584~~0202608238 Loan Paid in Full 0 7.~~125~~500% 360 36 Group IV ~~0202644480~~0700160575 Loan Paid in Full 0(1) 7.~~375~~500% 360 4

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 32.~~332~~022% Current Month 3321.~~411~~736% Current Month 31,~~567~~913.~~044~~604% 3 Month Average 02.~~000~~364% 3 Month Average 024.~~000~~704% 3 Month Average 02,685.~~000~~982% 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. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 18.965% N/A Apr-2006 2,577.297% N/A May-2006 33.411% N/A May-2006 3,567.044% N/A Jun-2006 21.736% N/A Jun-2006 1,913.604% 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 2.~~797~~749% Current Month 28.~~857~~433% Current Month 2,~~481~~087.~~339~~797% 3 Month Average 02.~~000~~369% 3 Month Average 024.~~000~~828% 3 Month Average 02,116.~~000~~494% 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. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 17.194% N/A Apr-2006 1,780.346% N/A May-2006 28.857% N/A May-2006 2,481.339% N/A Jun-2006 28.433% N/A Jun-2006 2,087.797% 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 01.~~948~~796% Current Month 1019.~~801~~542% Current Month 1,~~028~~563.~~750~~283% 3 Month Average 01.~~000~~118% 3 Month Average 012.~~000~~472% 3 Month Average 01,141.~~000~~351% 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. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 7.074% N/A Apr-2006 832.019% N/A May-2006 10.801% N/A May-2006 1,028.750% N/A Jun-2006 19.542% N/A Jun-2006 1,563.283% 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 III SMM CPR PSA Current Month 51.~~315~~686% Current Month 4818.~~075~~455% Current Month 51,~~765~~784.~~187~~570% 3 Month Average 03.~~000~~211% 3 Month Average 031.~~000~~311% 3 Month Average 03,960.000% 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. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 27.402% N/A Apr-2006 4,330.242% N/A May-2006 48.075% N/A May-2006 5,765.187% N/A Jun-2006 18.455% N/A Jun-2006 1,784.570% 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 IV SMM CPR PSA Current Month 02.~~228~~020% Current Month 221.~~700~~719% Current Month ~~324~~2,104.~~250~~846% 3 Month Average 0.~~000~~824% 3 Month Average 09.~~000~~024% 3 Month Average 0949.~~000~~443% 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. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 2.652% N/A Apr-2006 419.234% N/A May-2006 2.700% N/A May-2006 324.250% N/A Jun-2006 21.719% N/A Jun-2006 2,104.846% 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($) Balance($) < 5.750 0 0.00 0.000 0 0.00 0.000 5.750 5.999 0 0.00 0.000 0 0.00 0.000 6.000 6.249 0 0.00 0.000 0 0.00 0.000 6.250 6.499 93 51,~~386~~801,~~392~~529.6398 0.~~411~~140 10 ~~502,315~~0.5400 0.~~156~~000 6.500 6.749 7021 4212,~~755~~795,~~302~~641.3130 30.~~259~~992 32 ~~915~~779,~~994~~099.0778 0.~~284~~248 6.750 6.999 ~~259~~140 ~~165~~89,~~203~~435,~~921~~388.1792 126.~~592~~936 24 1,~~159~~801,~~217~~862.5826 0.~~359~~573 7.000 7.249 ~~396~~357 ~~234~~221,~~992~~238,~~269~~831.4346 17.~~911~~157 12 4 2,~~791~~110,~~749~~629.8110 10.~~486~~671 7.250 7.499 ~~785~~357 ~~444~~206,~~684~~216,~~423~~645.4321 3315.~~893~~992 6924 258,~~028~~707,~~443~~234.0012 72.~~761~~767 7.500 7.749 ~~246~~729 81383,~~207~~873,~~242~~838.7088 629.~~190~~769 ~~217~~146 7249,~~338~~273,~~933~~384.6763 2215.~~431~~659 7.750 7.999 ~~315~~284 9892,~~237~~307,~~268~~676.0919 7.~~488~~158 ~~250~~241 7879,~~156~~125,~~533~~177.2969 2425.~~235~~146 8.000 8.249 ~~406~~370 ~~108~~103,~~575~~815,~~308~~007.2499 8.~~275~~051 ~~285~~274 7273,~~663~~945,~~817~~326.1908 2223.~~532~~500 8.250 8.499 ~~501~~668 ~~130~~178,~~969~~003,~~471~~254.3581 913.~~982~~804 ~~255~~369 6698,~~935~~918,~~398~~607.6072 2031.~~756~~437 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 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 10.000 10.249 0 0.00 0.000 0 0.00 0.000 10.250 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.749 0 0.00 0.000 0 0.00 0.000 10.750 10.999 0 0.00 0.000 0 0.00 0.000 >= 11.000 0 0.00 0.000 0 0.00 0.000 Total 2,~~987~~929 1,~~312~~289,~~011~~487,~~599~~814.3574 100.000 1,~~094~~064 ~~322~~314,~~492~~661,~~402~~321.7538 100.000

Interest Rate Stratification (continued) Group II Group III Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.750 0 0.00 0.000 0 0.00 0.000 5.750 5.999 0 0.00 0.000 0 0.00 0.000 6.000 6.249 0 0.00 0.000 0 0.00 0.000 6.250 6.499 0 0.00 0.000 62 31,~~678~~153,~~675~~118.2007 0.~~606~~193 6.500 6.749 0 0.00 0.000 5616 3410,~~667~~193,~~405~~080.7679 51.~~709~~702 6.750 6.999 21 ~~289~~180,~~215~~356.6851 0.~~215~~136 ~~231~~116 ~~144~~72,~~878~~146,~~770~~629.6865 2312.~~858~~049 7.000 7.249 3 1 109,~~164,609~~482.7128 0.~~867~~083 ~~354~~324 ~~211~~200,~~060~~080,~~606~~635.8404 3433.~~756~~416 7.250 7.499 168 62,~~093~~876,~~600~~846.0501 42.~~535~~173 ~~349~~280 ~~210~~167,~~888~~965,~~274~~136.7793 3428.~~728~~052 7.500 7.749 2825 78,~~860~~185,~~492~~418.0947 56.~~851~~182 1244 1146,~~007~~136,~~816~~865.9436 024.~~166~~407 7.750 7.999 6543 2013,~~080~~182,~~734~~498.8050 149.~~946~~956 0 0.00 0.000 8.000 8.249 ~~119~~95 3429,~~831~~291,~~013~~471.4222 2522.~~925~~123 2 1 578,~~080,477~~210.6369 0.~~178~~097 8.250 8.499 ~~246~~298 6478,~~034~~578,~~072~~544.7594 4759.~~661~~347 01 0506,102.0015 0.~~000~~085 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 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 10.000 10.249 0 0.00 0.000 0 0.00 0.000 10.250 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.749 0 0.00 0.000 0 0.00 0.000 10.750 10.999 0 0.00 0.000 0 0.00 0.000 >= 11.000 0 0.00 0.000 0 0.00 0.000 Total ~~479~~471 ~~134~~132,~~353~~404,~~738~~617.5093 100.000 ~~999~~984 ~~607~~598,~~262~~759,~~027~~778.8268 100.000

Interest Rate Stratification (continued) Group IV Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.750 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 2 1 648,~~205,401~~411.8991 0.~~486~~266 6.500 6.749 113 71,~~171~~823,~~902~~460.4873 20.~~893~~748 6.750 6.999 2419 1815,~~876~~306,~~717~~540.2350 76.~~615~~282 7.000 7.249 2728 1718,~~975~~938,~~303~~085.0704 7.~~251~~772 7.250 7.499 ~~351~~45 ~~202~~26,~~674~~667,~~105~~428.6115 8110.~~755~~944 7.500 7.749 0314 0180,278,170.0042 073.~~000~~987 7.750 7.999 0 0.00 0.000 8.000 8.249 0 0.00 0.000 8.250 8.499 0 0.00 0.000 8.500 8.749 0 0.00 0.000 8.750 8.999 0 0.00 0.000 9.000 9.249 0 0.00 0.000 9.250 9.499 0 0.00 0.000 9.500 9.749 0 0.00 0.000 9.750 9.999 0 0.00 0.000 10.000 10.249 0 0.00 0.000 10.250 10.499 0 0.00 0.000 10.500 10.749 0 0.00 0.000 10.750 10.999 0 0.00 0.000 >= 11.000 0 0.00 0.000 Total ~~415~~410 ~~247~~243,~~903~~662,~~430~~096.2875 100.000

Filing Compare · GreenPoint MFT 2006-AR2