10-D 1 mab06am1_10d-200609.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: August 26, 2006 to September 25, 2006 Commission File Number of issuing entity: 333-124678-20 MASTR Asset Backed Securities Trust 2006-AM1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-124678 Mortgage Asset Securitization Transactions, Inc. (Exact name of depositor as specified in its charter) Ocwen Mortgage Asset Trust I (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195471 54-2195472 54-2195473 54-2195474 54-2195475 54-2195476 54-6696495 (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)) A1 _____ _____ __X___ ____________ A2 _____ _____ __X___ ____________ A3 _____ _____ __X___ ____________ A4 _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ M9 _____ _____ __X___ ____________ M10 _____ _____ __X___ ____________ M11 _____ _____ __X___ ____________ M12 _____ _____ __X___ ____________ C _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________ RX _____ _____ __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 September 25, 2006 a distribution was made to holders of MASTR Asset Backed Securities Trust 2006-AM1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of MASTR Asset Backed Securities Trust 2006-AM1, relating to the September 25, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. MASTR Asset Backed Securities Trust 2006-AM1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: October 04, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of MASTR Asset Backed Securities Trust 2006-AM1, relating to the September 25, 2006 distribution. EX-99.1 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Distribution Date: 9/25/2006 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Series 2006-AM1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A1 57643LPZ3 5.~~16125~~40438% ~~171~~145,~~052~~106,~~114~~662.5865 ~~784~~675,~~749~~293.0928 A2 57643LQA7 5.~~21125~~45438% 48,878,000.00 ~~226~~229,~~413~~571.7652 A3 57643LQB5 5.~~27125~~51438% 62,409,000.00 ~~292~~296,~~420~~348.8476 A4 57643LQC3 5.~~37125~~61438% 20,810,000.00 99100,~~356~~608.1913 M1 57643LQD1 5.~~45125~~69438% 15,469,000.00 7475,~~955~~852.9015 M2 57643LQE9 5.~~47125~~71438% 14,621,000.00 71,~~106~~945.8079 M3 57643LQF6 5.~~49125~~73438% 9,111,000.00 44,~~471~~989.8056 M4 57643LQG4 5.~~60125~~84438% 7,628,000.00 3738,~~978~~389.9613 M5 57643LQN9 5.~~63125~~87438% 7,628,000.00 38,~~182~~586.3819 M6 57643LQP4 5.~~73125~~97438% 6,569,000.00 33,~~465~~794.4191 M7 57643LQQ2 6.~~33125~~57438% 6,145,000.00 34,~~582~~788.6951 M8 57643LQH2 6.~~53125~~77438% 5,509,000.00 3132,~~982~~136.8172 M9 57643LQJ8 7.~~53125~~77438% 4,238,000.00 28,371.0674 M10 57643LQK5 7.~~58125~~82438% 4,450,000.00 29,~~988~~982.0659 M11 57643LQL3 7.~~58125~~82438% 3,814,000.00 25,~~702~~697.1244 M12 57643LQM1 7.~~58125~~82438% 3,814,000.00 25,~~702~~697.1244 C MAB6AM1CE 0.00000% 12,078,636.60 ~~633~~587,~~023~~450.6024 P MAB6AM1P0 0.00000% 100.00 97193,~~724~~530.2120 R MAB6AM1R0 0.00000% 0.00 0.00 RX MAB6AM1RX 0.00000% 0.00 0.00 Totals ~~404~~378,~~223~~278,~~851~~399.1825 2,~~610~~563,~~177~~034.8030

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 9,~~947~~231,~~057~~419.86 0.00 ~~161~~135,~~105~~875,~~056~~242.7279 109,~~731~~906,~~806~~713.9514 0.00 A2 0.00 0.00 48,878,000.00 ~~226~~229,~~413~~571.7652 0.00 A3 0.00 0.00 62,409,000.00 ~~292~~296,~~420~~348.8476 0.00 A4 0.00 0.00 20,810,000.00 99100,~~356~~608.1913 0.00 M1 0.00 0.00 15,469,000.00 7475,~~955~~852.9015 0.00 M2 0.00 0.00 14,621,000.00 71,~~106~~945.8079 0.00 M3 0.00 0.00 9,111,000.00 44,~~471~~989.8056 0.00 M4 0.00 0.00 7,628,000.00 3738,~~978~~389.9613 0.00 M5 0.00 0.00 7,628,000.00 38,~~182~~586.3819 0.00 M6 0.00 0.00 6,569,000.00 33,~~465~~794.4191 0.00 M7 0.00 0.00 6,145,000.00 34,~~582~~788.6951 0.00 M8 0.00 0.00 5,509,000.00 3132,~~982~~136.8172 0.00 M9 0.00 0.00 4,238,000.00 28,371.0674 0.00 M10 0.00 0.00 4,450,000.00 29,~~988~~982.0659 0.00 M11 0.00 0.00 3,814,000.00 25,~~702~~697.1244 0.00 M12 0.00 0.00 3,814,000.00 25,~~702~~697.1244 0.00 C 0.00 0.00 12,078,636.60 ~~633~~587,~~023~~450.6024 0.00 P 0.00 0.00 100.00 97193,~~724~~530.2120 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 9,~~947~~231,~~057~~419.86 0.00 ~~394~~369,~~276~~046,~~793~~979.3239 1211,~~557~~794,~~235~~454.6616 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A1 190,635,000.00 ~~171~~145,~~052~~106,~~114~~662.5865 0.00 9,~~947~~231,~~057~~419.86 0.00 0.00 A2 48,878,000.00 48,878,000.00 0.00 0.00 0.00 0.00 A3 62,409,000.00 62,409,000.00 0.00 0.00 0.00 0.00 A4 20,810,000.00 20,810,000.00 0.00 0.00 0.00 0.00 M1 15,469,000.00 15,469,000.00 0.00 0.00 0.00 0.00 M2 14,621,000.00 14,621,000.00 0.00 0.00 0.00 0.00 M3 9,111,000.00 9,111,000.00 0.00 0.00 0.00 0.00 M4 7,628,000.00 7,628,000.00 0.00 0.00 0.00 0.00 M5 7,628,000.00 7,628,000.00 0.00 0.00 0.00 0.00 M6 6,569,000.00 6,569,000.00 0.00 0.00 0.00 0.00 M7 6,145,000.00 6,145,000.00 0.00 0.00 0.00 0.00 M8 5,509,000.00 5,509,000.00 0.00 0.00 0.00 0.00 M9 4,238,000.00 4,238,000.00 0.00 0.00 0.00 0.00 M10 4,450,000.00 4,450,000.00 0.00 0.00 0.00 0.00 M11 3,814,000.00 3,814,000.00 0.00 0.00 0.00 0.00 M12 3,814,000.00 3,814,000.00 0.00 0.00 0.00 0.00 C 12,083,710.41 12,078,636.60 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 0.00 Totals 423,811,810.41 ~~404~~378,~~223~~278,~~851~~399.1825 0.00 9,~~947~~231,~~057~~419.86 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 9,~~947~~231,~~057~~419.86 ~~161~~135,~~105~~875,~~056~~242.7279 0.~~84509695~~71275077 9,~~947~~231,~~057~~419.86 A2 0.00 48,878,000.00 1.00000000 0.00 A3 0.00 62,409,000.00 1.00000000 0.00 A4 0.00 20,810,000.00 1.00000000 0.00 M1 0.00 15,469,000.00 1.00000000 0.00 M2 0.00 14,621,000.00 1.00000000 0.00 M3 0.00 9,111,000.00 1.00000000 0.00 M4 0.00 7,628,000.00 1.00000000 0.00 M5 0.00 7,628,000.00 1.00000000 0.00 M6 0.00 6,569,000.00 1.00000000 0.00 M7 0.00 6,145,000.00 1.00000000 0.00 M8 0.00 5,509,000.00 1.00000000 0.00 M9 0.00 4,238,000.00 1.00000000 0.00 M10 0.00 4,450,000.00 1.00000000 0.00 M11 0.00 3,814,000.00 1.00000000 0.00 M12 0.00 3,814,000.00 1.00000000 0.00 C 0.00 12,078,636.60 0.99958011 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00000000 0.00 Totals 9,~~947~~231,~~057~~419.86 ~~394~~369,~~276~~046,~~793~~979.3239 0.~~93031101~~87078031 9,~~947~~231,~~057~~419.86

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 190,635,000.00 ~~897~~761.~~27549810~~17534897 0.00000000 5248.~~17854990~~42458027 0.00000000 A2 48,878,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A3 62,409,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 20,810,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 15,469,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 14,621,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 9,111,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 7,628,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 7,628,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 6,569,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 6,145,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 5,509,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 4,238,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M10 4,450,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M11 3,814,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M12 3,814,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 C 12,083,710.41 999.58011159 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00000000 5248.~~17854990~~42458027 ~~845~~712.~~09694820~~75076869 0.~~84509695~~71275077 5248.~~17854990~~42458027 A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M12 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 C 0.00000000 0.00000000 999.58011159 0.99958011 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: Note: All Classes per $1,000 denomination

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A1 0508/25/06 - 0609/2524/06 3231 5.~~16125~~40438% ~~171~~145,~~052~~106,~~114~~662.5865 ~~784~~675,~~749~~293.0928 0.00 A2 0508/25/06 - 0609/2524/06 3231 5.~~21125~~45438% 48,878,000.00 ~~226~~229,~~413~~571.7652 0.00 A3 0508/25/06 - 0609/2524/06 3231 5.~~27125~~51438% 62,409,000.00 ~~292~~296,~~420~~348.8476 0.00 A4 0508/25/06 - 0609/2524/06 3231 5.~~37125~~61438% 20,810,000.00 99100,~~356~~608.1913 0.00 M1 0508/25/06 - 0609/2524/06 3231 5.~~45125~~69438% 15,469,000.00 7475,~~955~~852.9015 0.00 M2 0508/25/06 - 0609/2524/06 3231 5.~~47125~~71438% 14,621,000.00 71,~~106~~945.8079 0.00 M3 0508/25/06 - 0609/2524/06 3231 5.~~49125~~73438% 9,111,000.00 44,~~471~~989.8056 0.00 M4 0508/25/06 - 0609/2524/06 3231 5.~~60125~~84438% 7,628,000.00 3738,~~978~~389.9613 0.00 M5 0508/25/06 - 0609/2524/06 3231 5.~~63125~~87438% 7,628,000.00 38,~~182~~586.3819 0.00 M6 0508/25/06 - 0609/2524/06 3231 5.~~73125~~97438% 6,569,000.00 33,~~465~~794.4191 0.00 M7 0508/25/06 - 0609/2524/06 3231 6.~~33125~~57438% 6,145,000.00 34,~~582~~788.6951 0.00 M8 0508/25/06 - 0609/2524/06 3231 6.~~53125~~77438% 5,509,000.00 3132,~~982~~136.8172 0.00 M9 0508/25/06 - 0609/2524/06 3231 7.~~53125~~77438% 4,238,000.00 28,371.0674 21,~~029~~825.7626 M10 0508/25/06 - 0609/2524/06 3231 7.~~58125~~82438% 4,450,000.00 29,~~988~~982.0659 2,~~329~~108.0816 M11 0508/25/06 - 0609/2524/06 3231 7.~~58125~~82438% 3,814,000.00 25,~~702~~697.1244 1,~~996~~806.2086 M12 0508/25/06 - 0609/2524/06 3231 7.~~58125~~82438% 3,814,000.00 25,~~702~~697.1244 1,~~996~~806.2086 C N/A N/A 0.00000% ~~404~~378,~~223~~278,~~851~~399.1825 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 Totals 1,~~879~~782,~~429~~053.9986 87,~~351~~547.2414

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00 0.00 ~~784~~675,~~749~~293.0928 0.00 ~~161~~135,~~105~~875,~~056~~242.7279 A2 0.00 0.00 ~~226~~229,~~413~~571.7652 0.00 48,878,000.00 A3 0.00 0.00 ~~292~~296,~~420~~348.8476 0.00 62,409,000.00 A4 0.00 0.00 99100,~~356~~608.1913 0.00 20,810,000.00 M1 0.00 0.00 7475,~~955~~852.9015 0.00 15,469,000.00 M2 0.00 0.00 71,~~106~~945.8079 0.00 14,621,000.00 M3 0.00 0.00 44,~~471~~989.8056 0.00 9,111,000.00 M4 0.00 0.00 3738,~~978~~389.9613 0.00 7,628,000.00 M5 0.00 0.00 38,~~182~~586.3819 0.00 7,628,000.00 M6 0.00 0.00 33,~~465~~794.4191 0.00 6,569,000.00 M7 0.00 0.00 34,~~582~~788.6951 0.00 6,145,000.00 M8 0.00 0.00 3132,~~982~~136.8172 0.00 5,509,000.00 M9 21,~~029~~825.7626 0.00 28,371.0674 0.00 4,238,000.00 M10 2,~~329~~108.0816 0.00 29,~~988~~982.0659 0.00 4,450,000.00 M11 1,~~996~~806.2086 0.00 25,~~702~~697.1244 0.00 3,814,000.00 M12 1,~~996~~806.2086 0.00 25,~~702~~697.1244 0.00 3,814,000.00 C 0.00 0.00 ~~633~~587,~~023~~450.6024 0.00 ~~394~~369,~~276~~046,~~793~~979.3239 P 0.00 0.00 97193,~~724~~530.2120 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 87,~~351~~547.2414 0.00 2,~~610~~563,~~177~~034.8030 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A1 190,635,000.00 5.~~16125~~40438% ~~897~~761.~~27549810~~17534897 43.~~11650059~~54233630 0.00000000 A2 48,878,000.00 5.~~21125~~45438% 1000.00000000 4.~~63222227~~69682720 0.00000000 A3 62,409,000.00 5.~~27125~~51438% 1000.00000000 4.~~68555561~~74849397 0.00000000 A4 20,810,000.00 5.~~37125~~61438% 1000.00000000 4.~~77444450~~83460500 0.00000000 M1 15,469,000.00 5.~~45125~~69438% 1000.00000000 4.~~84555563~~90349408 0.00000000 M2 14,621,000.00 5.~~47125~~71438% 1000.00000000 4.~~86333356~~92071609 0.00000000 M3 9,111,000.00 5.~~49125~~73438% 1000.00000000 4.~~88111075~~93793876 0.00000000 M4 7,628,000.00 5.~~60125~~84438% 1000.00000000 45.~~97888831~~03265994 0.00000000 M5 7,628,000.00 5.~~63125~~87438% 1000.00000000 5.~~00555585~~05849371 0.00000000 M6 6,569,000.00 5.~~73125~~97438% 1000.00000000 5.~~09444512~~14460496 0.00000000 M7 6,145,000.00 6.~~33125~~57438% 1000.00000000 5.~~62777705~~66127095 0.00000000 M8 5,509,000.00 6.~~53125~~77438% 1000.00000000 5.~~80555636~~83349428 0.00000000 M9 4,238,000.00 7.~~53125~~77438% 1000.00000000 6.~~69444549~~69460595 0.~~47894290~~43068900 M10 4,450,000.00 7.~~58125~~82438% 1000.00000000 6.~~73888989~~73766067 0.~~52338876~~47374382 M11 3,814,000.00 7.~~58125~~82438% 1000.00000000 6.~~73888831~~73766125 0.~~52338752~~47374410 M12 3,814,000.00 7.~~58125~~82438% 1000.00000000 6.~~73888831~~73766125 0.~~52338752~~47374410 C 12,083,710.41 0.00000% ~~33451~~31304.~~96445998~~82164956 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 43.~~11650059~~54233630 0.00000000 ~~845~~712.~~09694820~~75076869 A2 0.00000000 0.00000000 4.~~63222227~~69682720 0.00000000 1000.00000000 A3 0.00000000 0.00000000 4.~~68555561~~74849397 0.00000000 1000.00000000 A4 0.00000000 0.00000000 4.~~77444450~~83460500 0.00000000 1000.00000000 M1 0.00000000 0.00000000 4.~~84555563~~90349408 0.00000000 1000.00000000 M2 0.00000000 0.00000000 4.~~86333356~~92071609 0.00000000 1000.00000000 M3 0.00000000 0.00000000 4.~~88111075~~93793876 0.00000000 1000.00000000 M4 0.00000000 0.00000000 45.~~97888831~~03265994 0.00000000 1000.00000000 M5 0.00000000 0.00000000 5.~~00555585~~05849371 0.00000000 1000.00000000 M6 0.00000000 0.00000000 5.~~09444512~~14460496 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.~~62777705~~66127095 0.00000000 1000.00000000 M8 0.00000000 0.00000000 5.~~80555636~~83349428 0.00000000 1000.00000000 M9 0.~~47894290~~43068900 0.00000000 6.~~69444549~~69460595 0.00000000 1000.00000000 M10 0.~~52338876~~47374382 0.00000000 6.~~73888989~~73766067 0.00000000 1000.00000000 M11 0.~~52338752~~47374410 0.00000000 6.~~73888831~~73766125 0.00000000 1000.00000000 M12 0.~~52338752~~47374410 0.00000000 6.~~73888831~~73766125 0.00000000 1000.00000000 C 0.00000000 0.00000000 5248.~~38652521~~61505449 0.00000000 ~~32628~~30540.~~78535998~~86591521 P 0.00000000 0.00000000 ~~977242~~1935302.~~10000000~~00000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: Note: All Classes per $1,000 denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1211,~~398~~428,~~841~~759.0267 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~310~~499,~~377~~676.4857 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 97193,~~724~~530.2120 Swap/Cap Payments ~~216~~227,~~201~~872.0695 Total Deposits 1312,~~023~~349,~~143~~839.7739 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~290~~391,~~912~~622.8521 Total Administration Fees ~~174~~163,~~995~~763.2602 Payment of Interest and Principal 1211,~~557~~794,~~235~~454.6616 Total Withdrawals (Pool Distribution Amount) 1312,~~023~~349,~~143~~839.7739 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~168~~157,~~426~~616.6100 Administration Fee payable to Wells Fargo Bank, N.A. 32,~~200~~994.1170 Credit Risk Fee payable to Risk Management Group 3,~~368~~152.5432 Custodian Fee payable to Deutsche Bank Trust 0.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~174~~163,~~995~~763.2602 *Servicer Payees include: OCWEN FEDERAL BANK FSB

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Swap Account 0.00 0.00 0.00 0.00 Net WAC Carryover Reserve Fund 0.00 87,~~351~~547.2515 87,~~351~~547.2515 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) SWAP Account-Bear Stearns Financial 1,~~762~~678,~~119~~662.9172 1,~~545~~450,~~918~~789.8577 ~~216~~227,~~201~~872.0695

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~342576~~323579% Weighted Average Net Coupon 6.~~842576~~823579% Weighted Average Pass-Through Rate 6.~~823076~~804079% Weighted Average Remaining Term ~~344~~341 Beginning Scheduled Collateral Loan Count 2,~~579~~432 Number Of Loans Paid In Full 5852 Ending Scheduled Collateral Loan Count 2,~~521~~380 Beginning Scheduled Collateral Balance ~~404~~378,~~223~~278,~~851~~399.1825 Ending Scheduled Collateral Balance ~~394~~369,~~276~~046,~~793~~979.3239 Ending Actual Collateral Balance at 31-~~May~~Aug-2006 ~~394~~369,~~519~~325,~~913~~440.6104 Monthly P&I Constant 2,~~712~~535,~~567~~414.2306 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 97193,~~724~~530.2120 Prepayment Penalty Paid Count 1140 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~239~~226,~~196~~787.9070 Unscheduled Principal 9,~~707~~004,~~860~~632.9616

~~Custodian~~Significance ~~Fee~~Percentage ~~payable~~0.974980% toOther ~~Deutsche~~Income ~~Bank Trust 1~~(3,~~738~~232.~~20 Significance Percentage 4.17856%~~38)

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.~~244817~~221360 7.~~888965~~884134 Weighted Average Net Rate 6.~~744817~~721360 7.~~388965~~384134 Pass-Through Rate 6.~~725317~~701860 7.~~369465~~364634 Weighted Average Remaining Term ~~353~~350 ~~292~~289 Record Date 0508/31/2006 0508/31/2006 Principal And Interest Constant 2,~~258~~102,~~046~~406.8261 ~~454~~433,~~520~~007.4145 Beginning Loan Count 1,~~773~~660 ~~806~~772 Loans Paid in Full 4136 1716 Ending Loan Count 1,~~732~~624 ~~789~~756 Beginning Scheduled Balance ~~342~~319,~~876~~936,~~622~~910.8263 6158,~~347~~341,~~228~~488.3662 Ending Scheduled Balance ~~334~~311,~~478~~834,~~416~~425.6423 5957,~~798~~212,~~376~~554.6816 Scheduled Principal ~~187~~177,~~981~~090.5933 5149,~~215~~697.3137 Unscheduled Principal 87,~~210~~925,~~224~~395.5907 1,~~497~~079,~~636~~237.3709 Scheduled Interest 21,~~070~~925,~~065~~316.2328 ~~403~~383,~~305~~310.1008 Servicing Fees ~~142~~133,~~865~~307.2605 2524,~~561~~308.3595 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 5,~~571~~198.7597 ~~996~~948.9005 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~921~~786,~~628~~810.2226 ~~376~~358,~~746~~053.8508 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 59159,~~155~~266.2441 3834,~~568~~263.9779 Prepayment Penalty Paid Count 825 315 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~342576~~323579 Weighted Average Net Rate 6.~~842576~~823579 Pass-Through Rate 6.~~823076~~804079 Weighted Average Remaining Term ~~344~~341 Record Date 0508/31/2006 Principal And Interest Constant 2,~~712~~535,~~567~~414.2306 Beginning Loan Count 2,~~579~~432 Loans Paid in Full 5852 Ending Loan Count 2,~~521~~380 Beginning Scheduled Balance ~~404~~378,~~223~~278,~~851~~399.1825 Ending Scheduled Balance ~~394~~369,~~276~~046,~~793~~979.3239 Scheduled Principal ~~239~~226,~~196~~787.9070 Unscheduled Principal 9,~~707~~004,~~860~~632.9616 Scheduled Interest 2,~~473~~308,~~370~~626.3336 Servicing Fees ~~168~~157,~~426~~616.6100 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 6,~~568~~147.6502 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~298~~144,~~375~~863.0734 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 97193,~~724~~530.2120 Prepayment Penalty Paid Count 1140 Special Servicing Fee 0.00

Additional Reporting - Deal Level Miscellaneous Reporting Net Monthly Excess Cashflow ~~641~~594,~~374~~997.8019 Extra Principal Distribution Amount 0.00 Overcollateralization Amount 12,078,636.60 Overcollateralization Deficiency Amount 0.00 Overcollateralization Target Amount 12,078,636.60 Trigger Event Reporting Enhancement Delinquency Trigger Trigger Result Pass Threshold Value 0.~~083866~~089618% Calculated Value 0.~~012322~~053254% Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.015500% Calculated Value 0.000000% Trigger Event Trigger Result Pass Threshold Value 0.000000% 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 Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 01 0 0 01 0109,781.0096 0.00 0.00 0109,781.0096 30 Days 5781 2 1 0 084 ~~58 10~~13,~~715~~788,~~291~~763.0104 ~~325~~447,~~609~~086.9850 0197,814.0034 0.00 1114,~~040~~433,~~900~~663.9988 60 Days 1747 03 02 0 1752 37,~~506~~903,~~306~~870.0319 0225,697.0002 0308,508.0081 0.00 38,~~506~~438,~~306~~076.0302 90 Days 17 1 016 5 0 634 ~~143~~2,~~278~~419,035.3113 0110,892.0078 ~~964~~3,~~964~~862,415.2234 0.00 16,~~108~~392,~~242~~343.5325 120 Days 13 0 18 0 211 48319,~~604~~319.1645 0.00 ~~194~~1,~~933~~992,427.7225 0.00 ~~243~~2,~~537~~311,746.8870 150 Days 02 0 05 0 07 0460,453.0033 0.00 0868,214.0033 0.00 01,328,667.0066 180+ Days 01 0 05 0 06 048,604.0016 0.00 0935,834.0051 0.00 0984,438.0067 Totals 76151 17 637 0 83195 1424,~~413~~940,~~479~~045.5130 ~~325~~893,~~609~~458.9826 18,~~159~~165,~~897~~214.9458 0.00 1533,~~898~~998,~~987~~718.4314 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0.~~000000~~042017% 0.000000% 0.000000% 0.~~000000~~042017% 0.~~000000~~029747% 0.000000% 0.000000% 0.~~000000~~029747% 30 Days 23.~~261008~~403361% 0.~~039667~~084034% 0.~~000000~~042017% 0.000000% 23.~~300674~~529412% 23.~~717708~~736316% 0.~~082584~~121146% 0.~~000000~~053601% 0.000000% 23.~~800292~~911064% 60 Days 01.~~674336~~974790% 0.~~000000~~126050% 0.~~000000~~084034% 0.000000% 02.~~674336~~184874% 02.~~889301~~141698% 0.~~000000~~061157% 0.~~000000~~083596% 0.000000% 02.~~889301~~286450% 90 Days 0.~~039667~~714286% 0.~~000000~~042017% 0.~~198334~~672269% 0.000000% 01.~~238001~~428571% 0.~~036340~~655482% 0.~~000000~~030048% 01.~~244743~~046592% 0.000000% 01.~~281082~~732122% 120 Days 0.~~039667~~126050% 0.000000% 0.~~039667~~336134% 0.000000% 0.~~079334~~462185% 0.~~012327~~086525% 0.000000% 0.~~049441~~539884% 0.000000% 0.~~061768~~626410% 150 Days 0.~~000000~~084034% 0.000000% 0.~~000000~~210084% 0.000000% 0.~~000000~~294118% 0.~~000000~~124768% 0.000000% 0.~~000000~~235258% 0.000000% 0.~~000000~~360027% 180+ Days 0.~~000000~~042017% 0.000000% 0.~~000000~~210084% 0.000000% 0.~~000000~~252101% 0.~~000000~~013170% 0.000000% 0.~~000000~~253581% 0.000000% 0.~~000000~~266752% Totals 36.~~014677~~344538% 0.~~039667~~294118% 01.~~238001~~554622% 0.000000% 38.~~292344~~193277% 36.~~655675~~757959% 0.~~082584~~242099% 02.~~294184~~212514% 0.000000% 49.~~032443~~212572% NOTE: The data used to stratify the delinquencies for this report and the detail that follows is based on the Borrower's Due Date as determined at the end of the prepayment period, and the loan status type of BK, FC or REO as determined at the prior month end.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~310~~499,~~377~~676.4857

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 01 0 0 01 0109,781.0096 0.00 0.00 0109,781.0096 30 Days 4766 2 1 0 069 ~~48 9~~12,~~808~~473,~~682~~017.6781 ~~325~~447,~~609~~086.9850 0197,814.0034 0.00 1013,~~134~~117,~~292~~918.65 60 Days 1537 01 02 0 1540 37,~~207~~276,~~984~~390.7056 0119,484.0039 0308,508.0081 0.00 37,~~207~~704,~~984~~383.7076 90 Days 9 1 016 5 0 626 ~~143~~1,~~278~~883,795.3160 0110,892.0078 ~~964~~3,~~964~~862,415.2234 0.00 15,~~108~~857,~~242~~103.5372 120 Days 01 0 18 0 19 0210,779.0090 0.00 ~~194~~1,~~933~~992,427.7225 0.00 ~~194~~2,~~933~~203,207.7215 150 Days 02 0 03 0 05 0460,453.0033 0.00 0570,175.0001 0.00 01,030,628.0034 180+ Days 0 0 05 0 05 0.00 0.00 0935,834.0051 0.00 0935,834.0051 Totals 63115 15 635 0 70155 1322,~~159~~304,~~945~~437.6820 ~~325~~787,~~609~~245.9863 17,~~159~~867,~~897~~175.9426 0.00 1430,~~645~~958,~~453~~858.6009 0-29 Days 0.~~000000~~061576% 0.000000% 0.000000% 0.~~000000~~061576% 0.~~000000~~035205% 0.000000% 0.000000% 0.~~000000~~035205% 30 Days 24.~~713626~~064039% 0.~~057737~~123153% 0.~~000000~~061576% 0.000000% 24.~~771363~~248768% 23.~~932531~~999885% 0.~~097349~~143373% 0.~~000000~~063436% 0.000000% 34.~~029879~~206694% 60 Days 02.~~866051~~278325% 0.~~000000~~061576% 0.~~000000~~123153% 0.000000% 02.~~866051~~463054% 02.~~959101~~333415% 0.~~000000~~038317% 0.~~000000~~098934% 0.000000% 02.~~959101~~470665% 90 Days 0.~~057737~~554187% 0.~~000000~~061576% 0.~~288684~~985222% 0.000000% 01.~~346420~~600985% 0.~~042836~~604101% 0.~~000000~~035561% 01.~~288498~~238611% 0.000000% 01.~~331335~~878274% 120 Days 0.~~000000~~061576% 0.000000% 0.~~057737~~492611% 0.000000% 0.~~057737~~554187% 0.~~000000~~067594% 0.000000% 0.~~058280~~638938% 0.000000% 0.~~058280~~706531% 150 Days 0.~~000000~~123153% 0.000000% 0.~~000000~~184729% 0.000000% 0.~~000000~~307882% 0.~~000000~~147660% 0.000000% 0.~~000000~~182845% 0.000000% 0.~~000000~~330505% 180+ Days 0.000000% 0.000000% 0.~~000000~~307882% 0.000000% 0.~~000000~~307882% 0.000000% 0.000000% 0.~~000000~~300106% 0.000000% 0.~~000000~~300106% Totals 37.~~637413~~081281% 0.~~057737~~307882% 02.~~346420~~155172% 0.000000% 49.~~041570~~544335% 37.~~934468~~152654% 0.~~097349~~252456% 02.~~346778~~522869% 0.000000% 49.~~378595~~927980% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1015 0 0 0 1015 ~~906~~1,~~608~~315,745.3423 0.00 0.00 0.00 ~~906~~1,~~608~~315,745.3423 60 Days 10 2 0 0 012 ~~2 298~~627,~~321~~479.3363 0106,212.0063 0.00 0.00 ~~298~~733,~~321~~692.3326 90 Days 08 0 0 0 08 0535,239.0053 0.00 0.00 0.00 0535,239.0053 120 Days 12 0 0 0 12 48108,~~604~~539.1655 0.00 0.00 0.00 48108,~~604~~539.1655 150 Days 0 0 02 0 02 0.00 0.00 0298,039.0032 0.00 0298,039.0032 180+ Days 01 0 0 0 01 048,604.0016 0.00 0.00 0.00 048,604.0016 Totals 1336 02 02 0 1340 12,~~253~~635,~~533~~608.8310 0106,212.0063 0298,039.0032 0.00 13,~~253~~039,~~533~~860.8305 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~267427~~984127% 0.000000% 0.000000% 0.000000% 1.~~267427~~984127% 12.~~516109~~299749% 0.000000% 0.000000% 0.000000% 12.~~516109~~299749% 60 Days 01.~~253485~~322751% 0.~~000000~~264550% 0.000000% 0.000000% 01.~~253485~~587302% 01.~~498879~~096752% 0.~~000000~~185646% 0.000000% 0.000000% 01.~~498879~~282397% 90 Days 01.~~000000~~058201% 0.000000% 0.000000% 0.000000% 01.~~000000~~058201% 0.~~000000~~935528% 0.000000% 0.000000% 0.000000% 0.~~000000~~935528% 120 Days 0.~~126743~~264550% 0.000000% 0.000000% 0.000000% 0.~~126743~~264550% 0.~~081280~~189713% 0.000000% 0.000000% 0.000000% 0.~~081280~~189713% 150 Days 0.000000% 0.000000% 0.~~000000~~264550% 0.000000% 0.~~000000~~264550% 0.000000% 0.000000% 0.~~000000~~520933% 0.000000% 0.~~000000~~520933% 180+ Days 0.~~000000~~132275% 0.000000% 0.000000% 0.000000% 0.~~000000~~132275% 0.~~000000~~084954% 0.000000% 0.000000% 0.000000% 0.~~000000~~084954% Totals 14.~~647655~~761905% 0.~~000000~~264550% 0.~~000000~~264550% 0.000000% 15.~~647655~~291005% 24.~~096267~~606695% 0.~~000000~~185646% 0.~~000000~~520933% 0.000000% 25.~~096267~~313274%

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class R 101,079,810.41 23.85016366% 101,074,736.60 2527.~~63547698~~38804061% 0.000000% 0.000000% Class M-1 85,610,810.41 20.20019459% 85,605,736.60 2123.~~71209111~~19643335% 34.~~923386~~191607% 0.000000% Class M-2 70,989,810.41 16.75031433% 70,984,736.60 1819.~~00378257~~23460713% 3.~~708309~~961826% 0.000000% Class M-3 61,878,810.41 14.60053941% 61,873,736.60 1516.~~69296942~~76581575% 2.~~310813~~468791% 0.000000% Class M-4 54,250,810.41 12.80068395% 54,245,736.60 1314.~~75828796~~69887023% 12.~~934681~~066946% 0.000000% Class CE 100.00 0.00002360% 100.00 0.~~00002536~~00002710% 3.~~063492~~272927% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.~~000025~~000027% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*Group ~~New~~1 ~~REO~~Days ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inNumber ~~REO~~of 0Outstanding ~~Jul-05~~Percentage ~~0.000%~~of ~~Original~~Delinquent ~~Principal~~Loans ~~Balance 0.00 Aug-05 0.000% Current~~ Scheduled Balance ~~0.00 Sep-05 0.000~~(%) ~~Oct-05 0.000% Current REO Total Nov-05 0.000%~~ Loans ~~in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current~~ Scheduled Balance ~~0.00 Feb-06 0.000~~(%) Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance($) ~~0.00 Aug-05 0.000% Current Scheduled~~ Balance($) ~~0.00~~180 ~~Sep~~-05 ~~0.000%~~209 ~~Oct-05~~5 0935,834.~~000%~~51 ~~Current REO Total Nov-05~~ 0.~~000%~~254 ~~Loans~~5 ~~in REO 0 Dec-05 0~~935,834.~~000%~~51 ~~Original Principal Balance~~ 0.00300 ~~Jan-06~~210 ~~0.000% Current Scheduled Balance 0.00 Feb~~-06 ~~0.000%~~239 ~~Mar-06~~1 048,604.~~000%~~16 ~~Apr-06~~ 0.~~000%~~013 ~~May-06~~ 0~~.000%~~ ~~Jun-06~~ 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 ~~Aug-05~~ 0.000% ~~Current Scheduled Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO~~ Total ~~Nov-05~~6 0984,438.~~000%~~67 ~~Loans in REO~~ 0 ~~Dec-05 0~~.~~000%~~267 ~~Original~~5 ~~Principal Balance 0~~935,834.0051 ~~Jan-06~~ 0.000% Current Scheduled Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.300

REO Detail - All Mortgage Loans in REO during Current Period

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 516 ~~Jul~~Oct-05 0.000% Original Principal Balance ~~968~~3,~~850~~824,550.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance ~~964~~3,~~964~~806,161.2290 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Foreclosure Total ~~Nov~~Feb-0506 0.000% Loans in Foreclosure 637 ~~Dec~~Mar-0506 0.000% Original Principal Balance 18,~~164~~209,~~850~~020.00 ~~Jan~~Apr-06 0.000% Current Scheduled Balance 18,~~159~~165,~~897~~214.9458 ~~Feb~~May-06 0.~~000~~048% ~~Mar~~Jun-06 0.~~000~~294% ~~Apr~~Jul-06 0.~~000~~741% ~~May~~Aug-06 01.~~048~~265% ~~Jun~~Sep-06 02.~~294~~213% *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 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 515 ~~Jul~~Oct-05 0.000% Original Principal Balance ~~968~~3,~~850~~746,300.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance ~~964~~3,~~964~~728,123.2274 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Foreclosure Total ~~Nov~~Feb-0506 0.000% Loans in Foreclosure 635 ~~Dec~~Mar-0506 0.000% Original Principal Balance 17,~~164~~909,~~850~~770.00 ~~Jan~~Apr-06 0.000% Current Scheduled Balance 17,~~159~~867,~~897~~175.9426 ~~Feb~~May-06 0.~~000~~057% ~~Mar~~Jun-06 0.~~000~~347% ~~Apr~~Jul-06 0.~~000~~807% ~~May~~Aug-06 01.~~057~~427% ~~Jun~~Sep-06 02.~~347~~523% *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 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Jul~~Oct-05 0.000% Original Principal Balance 078,250.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance 078,038.0016 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Foreclosure Total ~~Nov~~Feb-0506 0.000% Loans in Foreclosure 02 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0299,250.00 ~~Jan~~Apr-06 0.000% Current Scheduled Balance 0298,039.0032 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.~~000~~371% ~~May~~Aug-06 0.~~000~~377% ~~Jun~~Sep-06 0.~~000~~521% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group 1 0004783569 Sep-2006 01-Nov-2005 WI 80.00 213,600.00 Group 1 0004898888 Aug-2006 01-Dec-2005 AZ 75.00 234,750.00 Group 1 0004913356 Sep-2006 01-Nov-2005 FL 80.00 170,400.00 Group 1 0004943205 Jul-2006 01-Oct-2005 NJ 69.97 245,000.00 Group 1 0005018338 Aug-2006 01-Nov-2005 FL 69.47 182,000.00 Group 1 0005028790 Sep-2006 01-Nov-2005 CA 75.00 457,500.00 Group 1 0005047857 Sep-2006 01-Nov-2005 FL 72.29 253,000.00 Group 1 0005070347 Aug-2006 01-Nov-2005 NY 90.00 387,900.00 Group 1 0005073770 Sep-2006 01-Nov-2005 CA 84.86 396,500.00 Group 1 0005091301 Jul-2006 01-Dec-2005 CT 80.00 204,000.00 Group 1 0005096631 Sep-2006 01-Nov-2005 RI 79.94 233,600.00 Group 1 0005105960 Aug-2006 01-Nov-2005 OH 79.93 78,400.00 Group 1 0005150735 Aug-2006 01-Nov-2005 FL 85.00 199,750.00 Group 1 0005154687 Aug-2006 01-Dec-2005 FL 75.00 135,000.00 Group 1 0005158092 Jul-2006 01-Nov-2005 NJ 80.00 232,800.00 Group 1 0005177555 Aug-2006 01-Nov-2005 CA 80.00 266,000.00 Group 1 0005200241 Jun-2006 01-Nov-2005 WI 75.00 86,250.00 Group 1 ~~0005227434~~0005258231 ~~Jun~~Sep-2006 01-Nov-2005 RICA 80.00 ~~172~~400,000.00 Group 1 ~~0005311386~~0005260799 ~~May~~Sep-2006 01-Nov-2005 CA 80.00 280,000.00 Group 1 0005305404 Aug-2006 01-Dec-2005 CO 80.00 128,000.00 Group 1 0005315171 Sep-2006 01-Nov-2005 CA 90.00 477,000.00 Group 1 0005315932 Sep-2006 01-Dec-2005 CA 80.00 248,000.00 Group 1 0005318993 Aug-2006 01-Dec-2005 NJ 80.00 292,000.00 Group 1 0005329222 Aug-2006 01-Dec-2005 NV 78.00 309,660.00 Group 1 0005343165 Sep-2006 01-Dec-2005 FL 85.00 202,300.00 Group 1 0005343199 Jul-2006 01-Dec-2005 NY 80.00 ~~196~~212,000.00 Group 1 0005346176 Jul-2006 01-Dec-2005 MI 80.00 115,360.00 Group 1 0005362991 Jun-2006 01-Dec-2005 WI 83.00 182,600.00 Group 1 0005389226 Sep-2006 01-Dec-2005 TX 80.00 77,600.00 Group 1 0005438817 Aug-2006 01-Dec-2005 GA 90.00 144,000.00 Group 1 0005439815 Jun-2006 01-Dec-2005 CT 80.00 148,800.00 Group 1 0005441050 Jun-2006 01-Dec-2005 CA 80.00 379,200.00 Group 1 0005452420 Sep-2006 01-Dec-2005 VA 80.00 112,000.00 Group 1 0005543004 Sep-2006 01-Dec-2005 OH 80.00 123,200.00 Group 1 0005556428 Sep-2006 01-Jan-2006 TX 80.00 101,600.00 Group 2 0005057740 Jul-2006 01-Nov-2005 NJ 78.93 221,000.00 Group 2 0005345947 Sep-2006 01-Dec-2005 AZ 25.00 78,250.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Scheduled To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 1 ~~0005200241~~0004783569 85211,~~698~~912.0518 01-~~Jan~~Apr-2006 3 7.~~230~~825% 6,482.12 Group 1 0004898888 233,~~926~~893.4248 01-Mar-2006 4 7.250% 7,904.20 Group 1 ~~0005227434~~0004913356 170,~~892~~399.8199 01-~~Jan~~Apr-2006 3 6.210% 4,054.10 Group 1 0004943205 243,506.16 01-Feb-2006 5 9.555% 12,889.23 Group 1 0005018338 180,377.61 01-Mar-2006 4 7.~~200~~210% 6,069.34 Group 1 0005028790 457,500.00 01-Apr-2006 3 6.990% 12,~~824~~371.4655 Group 1 ~~0005311386~~0005047857 ~~194~~250,~~933~~691.57 01-Apr-2006 3 7.090% 6,901.26 Group 1 0005070347 384,587.35 01-Mar-2006 4 7.430% 13,363.24 Group 1 0005073770 394,267.69 01-Apr-2006 3 9.500% 14,808.53 Group 1 0005091301 202,131.68 01-Mar-2006 4 6.560% 6,144.70 Group 1 0005096631 231,689.35 01-Apr-2006 3 7.650% 6,918.30 Group 1 0005105960 77,575.72 01-~~Dec~~May-~~2005~~2006 2 6.350% 1,516.45 Group 1 0005150735 197,814.34 01-Jun-2006 1 6.780% 3,111.34 Group 1 0005154687 134,291.60 01-Apr-2006 3 9.360% 4,965.62 Group 1 0005158092 230,933.09 01-May-2006 2 7.750% 5,591.15 Group 1 0005177555 265,983.86 01-Mar-2006 4 7.200% 8,910.~~050~~42 Group 1 0005200241 85,484.12 01-Jan-2006 6 7.230% 3,367.08 Group 1 0005258231 399,999.99 01-Apr-2006 3 6.790% 10,483.30 Group 1 0005260799 277,537.75 01-Apr-2006 3 7.280% 7,859.83 Group 1 0005305404 128,000.00 01-Mar-2006 4 8.200% 4,~~906~~928.04 Group 1 0005315171 475,331.34 01-Apr-2006 3 7.750% 14,373.04 Group 1 0005315932 246,042.66 01-Apr-2006 3 7.330% 7,019.00 Group 1 0005318993 289,805.73 01-Mar-2006 4 7.580% 10,286.80 Group 1 0005329222 307,647.54 01-Mar-2006 4 8.310% 12,041.69 Group 1 0005343165 200,687.63 01-Apr-2006 3 7.280% 5,683.35 Group 1 0005343199 211,999.99 01-Feb-2006 5 5.660% 6,381.20 Group 1 0005346176 114,668.86 01-Feb-2006 5 8.750% 5,531.90 Group 1 0005362991 ~~182~~181,~~047~~800.7178 01-Jan-2006 36 10.230% 510,~~910~~337.9225 Group 1 0005389226 77,084.98 01-Apr-2006 3 8.210% 2,481.42 Group 1 0005438817 142,960.93 01-Jan-2006 6 7.810% 6,114.02 Group 1 0005439815 148,~~380~~195.1300 01-Jan-2006 36 6.860% 35,~~148~~507.8714 Group 1 0005441050 377,~~945~~393.5268 01-Jan-2006 36 6.280% 712,~~290~~749.4915 Group 1 0005452420 111,745.08 01-Apr-2006 3 8.900% 3,913.84 Group 1 0005543004 122,093.03 01-Apr-2006 3 6.660% 3,142.39 Group 1 0005556428 101,140.50 01-Apr-2006 3 9.550% 3,819.74 Group 2 0005057740 220,001.16 01-Feb-2006 5 10.550% 12,919.42 Group 2 0005345947 78,038.16 01-Feb-2006 5 10.750% 4,668.65

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 05 ~~Jul~~Oct-05 0.000% Original Principal Balance 0667,100.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance 0661,276.0030 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Bankruptcy Total ~~Nov~~Feb-0506 0.000% Loans in Bankruptcy 17 ~~Dec~~Mar-0506 0.000% Original Principal Balance ~~328~~900,~~000~~200.00 ~~Jan~~Apr-06 0.~~000~~079% Current Scheduled Balance ~~325~~893,~~609~~458.9826 ~~Feb~~May-06 0.~~000~~081% ~~Mar~~Jun-06 0.~~000~~083% ~~Apr~~Jul-06 0.~~079~~084% ~~May~~Aug-06 0.~~081~~147% ~~Jun~~Sep-06 0.~~083~~242% *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 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 03 ~~Jul~~Oct-05 0.000% Original Principal Balance 0559,920.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance 0555,063.0067 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Bankruptcy Total ~~Nov~~Feb-0506 0.000% Loans in Bankruptcy 15 ~~Dec~~Mar-0506 0.000% Original Principal Balance ~~328~~793,~~000~~020.00 ~~Jan~~Apr-06 0.~~000~~093% Current Scheduled Balance ~~325~~787,~~609~~245.9863 ~~Feb~~May-06 0.~~000~~095% ~~Mar~~Jun-06 0.~~000~~097% ~~Apr~~Jul-06 0.~~093~~099% ~~May~~Aug-06 0.~~095~~174% ~~Jun~~Sep-06 0.~~097~~252% *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 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 02 ~~Jul~~Oct-05 0.000% Original Principal Balance 0107,180.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance 0106,212.0063 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Bankruptcy Total ~~Nov~~Feb-0506 0.000% Loans in Bankruptcy 02 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0107,180.00 ~~Jan~~Apr-06 0.000% Current Scheduled Balance 0106,212.0063 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.000% ~~May~~Aug-06 0.000% ~~Jun~~Sep-06 0.~~000~~186% *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 1 0004943965 Aug-2006 01-Nov-2005 FL 80.00 122,400.00 Group 1 0005070693 Aug-2006 01-Nov-2005 VA 89.93 110,700.00 Group 1 0005136130 Sep-2006 01-Nov-2005 VA 79.94 111,920.00 Group 1 0005291646 ~~Apr~~Sep-2006 01-Nov-2005 NY 80.00 328,000.00 Group 1 0005403829 Sep-2006 01-Dec-2005 NJ 80.00 120,000.00 Group 2 0005136353 Sep-2006 01-Nov-2005 VA 20.00 27,980.00 Group 2 0005182431 Sep-2006 01-Nov-2005 TX 80.00 79,200.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Scheduled Date Delinquent Loan Rate Delinquent Balance Interest Group 1 0004943965 122,400.00 01-Jun-2006 1 7.200% 2,050.20 Group 1 0005070693 109,781.96 01-Jul-2006 0 7.580% 1,296.95 Group 1 0005136130 110,892.78 01-Apr-2006 3 7.060% 3,038.89 Group 1 0005291646 ~~325~~324,~~609~~686.9850 01-~~Mar~~Jun-2006 1 6.560% 4,~~942~~928.1934 Group 1 0005403829 119,484.39 01-May-2006 2 10.335% 3,921.45 Group 2 0005136353 27,583.16 01-May-2006 2 10.500% 922.55 Group 2 0005182431 78,629.47 01-May-2006 2 8.290% 2,045.21

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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 1 4136 87,~~246~~961,~~701~~621.00 87,~~210~~919,~~580~~142.6614 0 0.00 0.00 Group 2 1716 1,~~500~~081,~~050~~942.00 1,~~491~~073,~~538~~334.1385 0 0.00 0.00 Total 5852 9,~~746~~043,~~751~~563.00 98,~~702~~992,~~118~~476.7999 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 1 0 0.00 0.00 0 0.00 0.00 410,~~977~~672.8032 Group 2 0 0.00 0.00 0 0.00 0.00 76,~~190~~790.7722 Total 0 0.00 0.00 0 0.00 0.00 1217,~~168~~462.5754

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0004005302~~0004900288 MDFL 7080.00 01-Nov-2005 ~~222~~136,~~600~~000.00 ~~221~~135,~~536~~053.1727 Group 1 ~~0004756565~~0004940268 AZFL 79.93 01-~~Nov~~Oct-2005 ~~100~~136,000.00 99134,~~266~~572.3959 Group 1 ~~0004897963~~0004942447 NJFL 79.5592 01-~~Oct~~Nov-2005 ~~243~~93,~~000~~600.00 ~~241~~92,~~335~~560.6729 Group 1 ~~0004921375~~0004969093 MDFL 7976.9680 01-Nov-2005 ~~212~~192,000.00 ~~211~~190,~~039~~963.4779 Group 1 ~~0004921961~~0005021274 ORFL 8680.~~54 01-Oct-2005 270,000.~~00 ~~269,791.38 Group 1 0004925020 WA 79.92~~ 01-~~Oct~~Nov-2005 ~~172~~99,~~000~~200.00 ~~170~~98,~~412~~342.8961 Group 1 ~~0004953014~~0005062682 MDNY 6284.77 01-Nov-2005 ~~118~~263,000.00 ~~116~~260,~~790~~548.2372 Group 1 ~~0004985743~~0005114343 FL 7480.~~97 01-Nov-2005 142,500.~~00 ~~142,015.64 Group 1 0005006671 FL 70.00~~ 01-Dec-2005 ~~112~~232,000.00 ~~111~~230,~~636~~620.7751 Group 1 ~~0005009527~~0005133095 ORFL 7980.9600 01-Nov-2005 ~~152~~192,000.00 ~~151~~189,~~302~~932.4822 Group 1 ~~0005041181~~0005133665 FL 7976.9636 01-Nov-2005 ~~200~~168,000.00 ~~199~~166,~~121~~815.0041 Group 1 ~~0005046982~~0005166194 NVCA 7376.4631 01-Nov-2005 95393,~~500~~000.00 94389,~~751~~142.3907 Group 1 ~~0005098439~~0005181391 GAOR 79.9497 01-Nov-2005 ~~125~~254,~~600~~400.00 ~~124~~253,~~813~~151.3400 Group 1 ~~0005104054~~0005184445 MDNY 7771.8467 01-~~Nov~~Dec-2005 ~~144~~215,000.00 ~~142~~213,~~949~~318.6870 Group 1 ~~0005141288~~0005188297 FLTN 8575.00 01-~~Nov~~Dec-2005 ~~425~~75,000.00 ~~422~~74,~~832~~549.1450 Group 1 ~~0005143490~~0005188321 MDFL 6369.7597 01-Nov-2005 ~~204~~112,000.00 ~~203~~111,~~150~~483.2763 Group 1 ~~0005143938~~0005200209 AZVA 6979.6794 01-Nov-2005 ~~127~~101,~~500~~760.00 ~~127~~100,~~500~~870.0038 Group 1 ~~0005162813~~0005200472 WIFL 8071.0030 01-~~Dec~~Nov-2005 92152,000.00 91150,~~672~~513.5455 Group 1 ~~0005165816~~0005208772 AZ 5974.0296 01-Nov-2005 ~~121~~206,~~000~~250.00 ~~120~~205,~~428~~157.6359 Group 1 ~~0005167614~~0005223235 MDCA 9085.00 01-Dec-2005 ~~182~~365,~~700~~500.00 ~~182~~363,~~228~~430.6752 Group 1 ~~0005167796~~0005223425 NJMN 4480.~~40 01-Nov-2005 200,000.~~00 ~~198,403.29 Group 1 0005182217 CA 74.38~~ 01-Nov-2005 ~~357~~160,000.00 ~~354~~158,~~674~~765.8976 Group 1 ~~0005186614~~0005226873 NJ 7954.7279 01-~~Nov~~Dec-2005 ~~224~~80,000.00 ~~222~~79,~~358~~337.3909 Group 1 ~~0005204961~~0005236906 CA 85.00 01-~~Nov~~Dec-2005 ~~297~~272,~~500~~000.00 ~~296~~270,~~591~~011.0163 Group 1 ~~0005229331~~0005244868 FL 5780.7500 01-Dec-2005 ~~410~~204,000.00 ~~407~~203,~~539~~945.8694 Group 1 ~~0005231410~~0005250154 CA 7980.0900 01-~~Nov~~Dec-2005 ~~278~~120,~~400~~000.00 ~~276~~119,~~139~~392.3511 Group 1 ~~0005247911~~0005260864 FLNJ 7268.1923 01-~~Dec~~Nov-2005 ~~115~~280,~~500~~000.00 ~~114~~276,~~828~~960.9745 Group 1 ~~0005248166~~0005265152 FLWA 75.00 01-Dec-2005 ~~142~~303,~~500~~750.00 ~~141~~301,~~562~~431.1621 Group 1 ~~0005251731~~0005266804 NJNC 7480.9400 01-~~Nov~~Dec-2005 ~~120~~288,~~750~~000.00 ~~119~~286,~~911~~304.4691 Group 1 ~~0005251996~~0005269204 CA 7980.9600 01-Nov-2005 ~~284~~368,000.00 ~~282~~368,~~986~~000.00 Group 1 ~~0005256409~~0005275789 WIFL 6589.2299 01-Dec-2005 75170,~~001~~981.00 74170,~~802~~568.3753 Group 1 ~~0005265244~~0005282587 ORCA 7980.9400 01-~~Nov~~Dec-2005 ~~155~~330,~~200~~480.00 ~~154~~330,~~249~~480.6800 Group 1 ~~0005287255~~0005282660 GACA 8085.00 01-Nov-2005 ~~101~~280,~~200~~500.00 ~~100~~280,~~543~~500.~~43 Group 1 0005292339 FL 90.~~00 ~~01-Dec-2005 189,000.00 188,059.22~~ Group 1 ~~0005304043~~0005322862 FLMD 8052.0050 01-Dec-2005 ~~224~~105,000.00 ~~223~~103,~~486~~976.3812 Group 1 ~~0005318407~~0005418967 NJ 7579.0020 01-Dec-2005 ~~285~~348,~~000~~500.00 ~~283~~345,~~696~~693.0248 Group 1 ~~0005332911~~0005471420 FLCA 7574.00 01-Dec-2005 ~~116~~277,~~250~~500.00 ~~115~~276,~~791~~281.2460 Group 1 ~~0005343603~~0005501341 CANJ 7967.9669 01-~~Nov~~Dec-2005 ~~300~~155,000.00 ~~298~~154,~~651~~257.3575 Group 1 ~~0005344411~~0005563465 TXCA 80.00 01-Dec-2005 ~~168~~383,~~000~~200.00 ~~167~~381,~~001~~701.6212 Group 1 ~~0005357520~~0005568845 NJGA 8580.00 01-Dec-2005 ~~314~~448,~~500~~000.00 ~~313~~446,~~255~~088.6070 Group ~~1 0005494596 MD 95.00 01-Dec-2005 427,500.00 426,139.75 Group~~ 2 ~~0004888426~~0004889879 OHCA 7564.5339 01-Oct-2005 ~~170~~100,000.00 ~~169~~98,~~396~~794.6467 Group 2 ~~0004890554~~0004923991 MDOR 8920.9500 01-Oct-2005 ~~189~~28,~~000~~800.00 ~~187~~28,~~865~~655.0780 Group 2 ~~0004944815~~0004942454 FL 7920.0600 01-Nov-2005 ~~125~~23,~~000~~400.00 ~~124~~23,~~361~~292.08 Group 2 ~~0004945424~~0005004882 WAFL 20.00 01-Oct-2005 4334,000.00 4133,~~850~~812.2985 Group 2 ~~0005024872~~0005088026 FL 5284.7494 01-Nov-2005 95242,~~000~~250.00 94240,~~394~~221.4232 Group 2 ~~0005033998~~0005099775 CAOK 8079.0093 01-Nov-2005 ~~228~~101,~~000~~760.00 ~~225~~100,~~661~~731.9895 Group 2 ~~0005124623~~0005099783 PAOK 20.00 01-Nov-2005 3725,~~800~~440.00 3725,~~629~~272.5397 Group 2 ~~0005135835~~0005154133 WAFL 7020.0800 01-Nov-2005 ~~161~~24,~~250~~000.00 ~~160~~23,~~673~~901.8540 Group 2 ~~0005217583~~0005178538 WAFL 2120.~~28 01-Nov-2005 45,750.~~00 ~~45,476.16 Group 2 0005231618 CA 19.77~~ 01-Nov-2005 6948,~~600~~000.00 6947,~~309~~667.4625 Group 2 ~~0005252168~~0005188578 CAFL 2017.0050 01-Nov-2005 7128,000.00 7027,~~681~~500.4115 Group 2 ~~0005281639~~0005200308 WAVA 20.00 01-Nov-2005 2825,~~200~~440.00 2825,~~073~~090.4211 Group 2 ~~0005284518~~0005200324 CATN 6580.00 01-Dec-2005 8798,~~750~~400.00 8797,~~558~~683.7955 Group 2 ~~0005286752~~0005200951 MDFL 1976.4678 01-Nov-2005 36162,000.00 35160,~~620~~454.4171 Group 2 ~~0005287792~~0005288873 GACA 20.00 01-Nov-2005 2568,~~300~~252.00 2567,~~034~~855.1161 Group 2 ~~0005290689~~0005420500 GAOR 20.00 01-~~Nov~~Dec-2005 3147,~~400~~600.00 3147,~~037~~331.2105 Group 2 ~~0005304050~~0005457635 FLTN 20.00 01-Dec-2005 5624,~~000~~600.00 5524,~~821~~181.7740

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0004005302~~0004900288 Loan Paid in Full 0 98.~~192~~530% 360 710 Group 1 ~~0004756565~~0004940268 Loan Paid in Full 0 6.~~525~~830% 360 711 Group 1 ~~0004897963~~0004942447 Loan Paid in Full 0 76.~~500~~060% 360 810 Group 1 ~~0004921375~~0004969093 Loan Paid in Full 0 86.~~960~~180% 360 710 Group 1 ~~0004921961~~0005021274 Loan Paid in Full 0 7.~~900~~380% 360 810 Group 1 ~~0004925020~~0005062682 Loan Paid in Full 0 56.~~950~~980% 360 810 Group 1 ~~0004953014~~0005114343 Loan Paid in Full 0 8.~~060~~750% 360 79 Group 1 ~~0004985743~~0005133095 Loan Paid in Full 0 106.~~340~~350% 360 710 Group 1 ~~0005006671~~0005133665 Loan Paid in Full 0 ~~9.900% 360~~ 6 ~~Group 1 0005009527 Loan Paid in Full 0 8~~.~~890~~380% 360 710 Group 1 ~~0005041181~~0005166194 Loan Paid in Full 0 96.~~100~~740% 360 710 Group 1 ~~0005046982~~0005181391 Loan Paid in Full 0 6.~~180~~530% 360 710 Group 1 ~~0005098439~~0005184445 Loan Paid in Full 0 7.~~340~~410% 360 79 Group 1 ~~0005104054~~0005188297 Loan Paid in Full 0 68.~~555~~700% 360 79 Group 1 ~~0005141288~~0005188321 Loan Paid in Full 0(1) 86.~~370~~760% 360 710 Group 1 ~~0005143490~~0005200209 Loan Paid in Full 03 97.~~360~~310% 360 710 Group 1 ~~0005143938~~0005200472 Loan Paid in Full 0 76.~~060~~730% 360 710 Group 1 ~~0005162813~~0005208772 Loan Paid in Full 0 96.~~750~~250% 360 610 Group 1 ~~0005165816~~0005223235 Loan Paid in Full 0 8.~~750~~990% 360 79 Group 1 ~~0005167614~~0005223425 Loan Paid in Full 0 108.~~975~~210% 360 610 Group 1 ~~0005167796~~0005226873 Loan Paid in Full 0 67.080% 360 79 Group 1 ~~0005182217~~0005236906 Loan Paid in Full 0 7.~~140~~990% 360 79 Group 1 ~~0005186614~~0005244868 Loan Paid in Full 0 6.~~530~~360% 360 79 Group 1 ~~0005204961~~0005250154 Loan Paid in Full 0 106.~~830~~275% 360 79 Group 1 ~~0005229331~~0005260864 Loan Paid in Full 0 6.~~860~~180% 360 610 Group 1 ~~0005231410~~0005265152 Loan Paid in Full 02 57.~~990~~500% 360 79 Group 1 ~~0005247911~~0005266804 Loan Paid in Full 0 78.~~030~~800% 360 69 Group 1 ~~0005248166~~0005269204 Loan Paid in Full 0 6.~~380~~540% 360 610 Group 1 ~~0005251731~~0005275789 Loan Paid in Full (1) 68.~~810~~700% 360 79 Group 1 ~~0005251996~~0005282587 Loan Paid in Full 0 ~~6.500% 360~~ 7 ~~Group 1 0005256409 Loan Paid in Full 0 10~~.~~900~~928% 360 69 Group 1 ~~0005265244~~0005282660 Loan Paid in Full 0 7.~~455~~600% 360 710 Group 1 ~~0005287255~~0005322862 Loan Paid in Full 0 76.~~160~~405% 360 79 Group 1 ~~0005292339~~0005418967 Loan Paid in Full (1) 79.~~810~~642% 360 69 Group 1 ~~0005304043~~0005471420 Loan Paid in Full 0 ~~7.600% 360~~ 6 ~~Group 1 0005318407 Loan Paid in Full 0 8~~.~~230~~580% 360 69 Group 1 ~~0005332911~~0005501341 Loan Paid in Full 0 9.~~010~~801% 360 69 Group 1 ~~0005343603~~0005563465 Loan Paid in Full 0 87.~~990~~000% 360 79 Group 1 ~~0005344411~~0005568845 Loan Paid in Full 0 6.~~910~~685% 360 ~~6 Group 1 0005357520 Loan Paid in Full 0~~ 9~~.730%~~ ~~360 6~~ Group ~~1 0005494596 Loan Paid in Full 0 9.990% 360 6 Group~~ 2 ~~0004888426~~0004889879 Loan Paid in Full 0 6.~~960~~100% 360 811 Group 2 ~~0004890554~~0004923991 Loan Paid in Full 0 810.500% ~~360~~180 811 Group 2 ~~0004944815~~0004942454 Loan Paid in Full ~~(1)~~0 810.~~360~~500% ~~360~~180 710 Group 2 ~~0004945424~~0005004882 Loan Paid in Full 0 710.~~990~~050% 180 811 Group 2 ~~0005024872~~0005088026 Loan Paid in Full 0 7.~~250~~530% 360 710 Group 2 ~~0005033998~~0005099775 Loan Paid in Full 0 6.~~800~~560% 360 710 Group 2 ~~0005124623~~0005099783 Loan Paid in Full 0 98.~~000~~750% 180 710 Group 2 ~~0005135835~~0005154133 Loan Paid in Full 0 611.~~500% 360 7 Group 2 0005217583 Loan Paid in Full 0 8.~~000% 180 710 Group 2 ~~0005231618~~0005178538 Loan Paid in Full 0 9.~~350~~250% 180 710 Group 2 ~~0005252168~~0005188578 Loan Paid in Full 0(1) 98.~~000~~650% ~~180~~240 710 Group 2 ~~0005281639~~0005200308 Loan Paid in Full 01 910.~~000~~750% ~~180~~240 710 Group 2 ~~0005284518~~0005200324 Loan Paid in Full 0 7.~~780~~740% 360 69 Group 2 ~~0005286752~~0005200951 Loan Paid in Full 0 106.~~225~~860% ~~240~~360 710 Group 2 ~~0005287792~~0005288873 Loan Paid in Full 0 109.~~250~~350% ~~240~~180 710 Group 2 ~~0005290689~~0005420500 Loan Paid in Full 0 9.~~500~~000% ~~240~~180 79 Group 2 ~~0005304050~~0005457635 Loan Paid in Full 0 98.~~990~~230% ~~180~~240 69

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 2.~~403~~382% Current Month 25.~~315~~120% Current Month 1,~~915~~307.~~417~~413% 3 Month Average 12.~~876~~121% 3 Month Average 2022.~~197~~639% 3 Month Average 1,~~774~~312.~~017~~176% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~14.465% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~2,004.511% N/A ~~Jan~~Apr-2006 ~~N/A~~13.612% N/A ~~Jan~~Apr-2006 ~~N/A~~1,476.659% N/A ~~Feb~~May-2006 ~~N/A~~21.665% N/A ~~Feb~~May-2006 ~~N/A~~1,929.975% N/A ~~Mar~~Jun-2006 1425.~~465~~315% N/A ~~Mar~~Jun-2006 21,~~004~~915.~~511~~417% N/A ~~Apr~~Jul-2006 1318.~~612~~681% N/A ~~Apr~~Jul-2006 1,~~476~~227.~~659~~839% N/A ~~May~~Aug-2006 2124.~~665~~116% N/A ~~May~~Aug-2006 1,~~929~~401.~~975~~277% N/A ~~Jun~~Sep-2006 25.~~315~~120% N/A ~~Jun~~Sep-2006 1,~~915~~307.~~417~~413% 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 1 SMM CPR PSA Current Month 2.~~396~~479% Current Month 2526.~~248~~005% Current Month 1,~~925~~360.~~144~~585% 3 Month Average 12.~~937~~255% 3 Month Average 2023.~~771~~908% 3 Month Average 1,~~841~~396.~~063~~696% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~15.553% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~2,185.864% N/A ~~Jan~~Apr-2006 ~~N/A~~13.438% N/A ~~Jan~~Apr-2006 ~~N/A~~1,474.091% N/A ~~Feb~~May-2006 ~~N/A~~23.626% N/A ~~Feb~~May-2006 ~~N/A~~2,123.955% N/A ~~Mar~~Jun-2006 1525.~~553~~248% N/A ~~Mar~~Jun-2006 21,~~185~~925.~~864~~144% N/A ~~Apr~~Jul-2006 1320.~~438~~359% N/A ~~Apr~~Jul-2006 1,~~474~~347.~~091~~207% N/A ~~May~~Aug-2006 2325.~~626~~360% N/A ~~May~~Aug-2006 21,~~123~~482.~~955~~297% N/A ~~Jun~~Sep-2006 2526.~~248~~005% N/A ~~Jun~~Sep-2006 1,~~925~~360.~~144~~585% 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 2 SMM CPR PSA Current Month 21.~~443~~851% Current Month 2520.~~683~~089% Current Month 1,~~863~~016.~~556~~654% 3 Month Average 1.~~530~~378% 3 Month Average 1615.~~641~~215% 3 Month Average ~~1,390~~838.~~404~~913% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~8.011% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~1,028.981% N/A ~~Jan~~Apr-2006 ~~N/A~~14.590% N/A ~~Jan~~Apr-2006 ~~N/A~~1,489.479% N/A ~~Feb~~May-2006 ~~N/A~~9.651% N/A ~~Feb~~May-2006 ~~N/A~~818.177% N/A ~~Mar~~Jun-2006 825.~~011~~683% N/A ~~Mar~~Jun-2006 1,~~028~~863.~~981~~556% N/A ~~Apr~~Jul-2006 148.~~590~~678% N/A ~~Apr~~Jul-2006 ~~1,489~~549.~~479~~927% N/A ~~May~~Aug-2006 916.~~651~~878% N/A ~~May~~Aug-2006 ~~818~~950.~~177~~159% N/A ~~Jun~~Sep-2006 2520.~~683~~089% N/A ~~Jun~~Sep-2006 1,~~863~~016.~~556~~654% 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~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current 1 Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 12 2,979,897.86 0.756 12 2,979,897.86 0.891 5.500 5.999 89 19,228,187.47 4.877 76 16,719,693.23 4.999 6.000 6.499 354 73,963,326.00 18.759 296 63,241,216.48 18.907 6.500 6.999 485 96,146,186.58 24.385 412 84,653,091.14 25.309 7.000 7.499 330 58,834,317.52 14.922 284 52,303,180.47 15.637 7.500 7.999 301 52,563,915.46 13.332 264 48,722,912.38 14.567 8.000 8.499 193 31,088,742.35 7.885 159 28,587,910.99 8.547 8.500 8.999 214 21,904,652.71 5.556 95 16,051,087.05 4.799 9.000 9.499 164 14,079,871.79 3.571 56 9,728,010.69 2.908 9.500 9.999 220 13,674,559.11 3.468 43 6,933,616.37 2.073 10.000 10.499 36 3,048,142.76 0.773 17 2,153,594.43 0.644 10.500 10.999 100 5,264,790.18 1.335 14 1,681,400.60 0.503 11.000 11.499 10 716,122.45 0.182 2 398,557.77 0.119 11.500 11.999 4 237,578.49 0.060 1 90,960.38 0.027 12.000 12.499 9 546,502.59 0.139 1 233,286.80 0.070 >= 12.500 0 0.00 0.000 0 0.00 0.000 Total 2,521 394,276,793.32 100.000 1,732 334,478,416.64 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group 21 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 011 2,739,674.95 0.00742 11 2,739,674.95 0.~~000~~879 5.500 5.999 1384 217,~~508~~966,~~494~~721.2487 4.~~195~~868 71 15,465,893.70 4.960 6.000 6.499 58333 1069,~~722~~833,~~109~~965.5244 1718.~~930~~923 276 59,243,807.19 18.998 6.500 6.999 73461 1191,~~493~~089,~~095~~798.4443 1924.~~220~~682 393 80,362,531.13 25.771 7.000 7.499 46308 654,~~531~~576,~~137~~020.0531 1014.~~922~~788 263 48,167,569.46 15.447 7.500 7.999 37281 348,~~841~~077,~~003~~629.0851 613.~~423~~028 246 44,584,363.67 14.297 8.000 8.499 34184 229,~~500~~520,~~831~~890.3620 47.~~182~~999 152 27,273,161.90 8.746 8.500 8.999 ~~119~~198 19,948,045.26 5.405 86 14,~~853~~378,~~565~~634.6646 94.~~789~~611 9.000 9.499 ~~108~~153 413,~~351~~014,~~861~~842.1068 73.~~278~~527 52 9,067,155.92 2.908 9.500 9.999 ~~177~~216 12,971,827.60 3.515 40 6,~~740~~278,~~942~~580.7489 112.~~273~~013 10.000 10.499 1935 ~~894~~3,~~548~~009,674.3338 10.~~496~~816 17 2,150,522.97 0.690 10.500 10.999 8695 35,~~583~~101,~~389~~883.5843 51.~~992~~382 14 1,679,329.25 0.539 11.000 11.499 8 ~~317~~412,~~564~~876.6886 0.~~531~~112 1 119,256.02 0.038 11.500 11.999 34 ~~146~~237,~~618~~307.1177 0.~~245~~064 1 90,865.69 0.029 12.000 12.499 89 ~~313~~545,~~215~~820.7970 0.~~524~~148 1 233,078.03 0.075 >= 12.500 0 0.00 0.000 0 0.00 0.000 Total ~~789~~2,380 59369,~~798~~046,~~376~~979.6839 100.000 1,624 311,834,425.23 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Accrual~~Stratification ~~Period~~(continued) ~~With~~Group ~~respect~~2 toCurrent ~~the~~Number ~~Class~~of AOutstanding ~~Certificates~~Percentage ~~and~~of ~~the~~Interest ~~Mezzanine~~Rate ~~Certificates~~Loans ~~and~~Scheduled ~~each~~Balance(%) ~~Distribution~~Range(%) ~~Date, the period commencing on the preceding Distribution Date~~ Balance(or$) in< ~~the~~5.500 ~~case~~0 of0.00 ~~the~~0.000 ~~first~~5.500 ~~such~~5.999 ~~Accrual~~13 ~~Period~~2,500,828.17 ~~commencing~~4.371 on6.000 ~~the Closing Date) and ending on the day preceding the current Distribution Date~~6.499 ~~With~~57 ~~respect to the Class CE Certificates and the REMIC Regular Interests and each Distribution Date~~10,590,158.25 ~~the~~18.510 ~~calendar~~6.500 ~~month prior to the month of such Distribution Date~~6.999 ~~Adjustment~~68 ~~Date With respect to each Adjustable-Rate Mortgage Loan~~10,727,267.30 ~~the~~18.750 ~~first day of the month in which the Mortgage Rate of such Mortgage Loan changes pursuant to the related Mortgage Note~~7.000 ~~The first Adjustment Date following the Cut-off Date as to each Adjustable-Rate Mortgage Loan is set forth in the Mortgage Loan Schedule~~7.499 ~~Determination~~45 ~~Date With respect to any Distribution Date~~6,408,450.85 ~~the~~11.201 ~~15th~~7.500 ~~day~~7.999 of35 ~~the calendar month in which such Distribution Date occurs or~~3,493,265.84 if6.106 ~~such~~8.000 ~~15th~~8.499 ~~day~~32 ~~is not a Business Day~~2,247,728.30 ~~the~~3.929 ~~Business~~8.500 ~~Day immediately preceding such 15th day~~8.999 ~~Distribution~~112 ~~Date The 25th day of any month~~5,569,410.80 or9.735 if9.000 ~~such~~9.499 ~~25th~~101 ~~day is not a Business Day~~3,947,686.76 ~~the~~6.900 ~~Business~~9.500 ~~Day~~9.999 ~~immediately~~176 ~~following such 25th day~~6,693,246.71 ~~commencing~~11.699 ~~in March 2006~~10.000 ~~London Business Day Any day on which banks in the City of London and New York are open and conducting transactions in United States dollars~~10.499 ~~Record~~18 ~~Date With respect to each Distribution Date and any Book-Entry Certificate~~859,151.41 ~~the~~1.502 ~~Business~~10.500 ~~Day immediately preceding such Distribution Date~~10.999 ~~With~~81 ~~respect to each Distribution Date and any other Certificates~~3, ~~including any Definitive Certificates~~422,554.18 ~~the~~5.982 ~~last~~11.000 ~~Business~~11.499 ~~Day~~7 of293,620.84 ~~the~~0.513 ~~month~~11.500 ~~immediately preceding the month in which such Distribution Date occurs~~11.999 ~~Closing~~3 ~~Date February 27~~146,442.08 ~~2006~~0.256 ~~Remittance~~12.000 ~~Date~~12.499 ~~Any~~8 ~~Distribution Date will be the 18th day of the calendar month in which such Distribution Date occurs or~~312,742.67 if0.547 ~~such~~>= ~~18th~~12.500 ~~day~~0 is0.00 ~~not~~0.000 aTotal ~~Business~~756 ~~Day~~57,212,554.16 ~~the business day immediately preceding such 18th day~~100.000

Filing Compare · MASTR Asset Backed Securities Trust 2006-AM1