10-D 1 thb06002_10d-200611.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: October 26, 2006 to November 27, 2006 Commission File Number of issuing entity: 333-127872-12 Thornburg Mortgage Securities Trust 2006-2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127872 Credit Suisse First Boston Mortgage Securities Corp. (Exact name of depositor as specified in its charter) Thornburg Mortgage Home Loans, Inc. (Exact name of sponsor as specified in its charter) Delaware (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196618 54-2196619 54-2196620 (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)) A-1-A _____ _____ __X___ ____________ A-1-B _____ _____ __X___ ____________ A-1-C _____ _____ __X___ ____________ A-2-A _____ _____ __X___ ____________ A-2-B _____ _____ __X___ ____________ A-2-C _____ _____ __X___ ____________ A-X-1 _____ _____ __X___ ____________ A-X-2 _____ _____ __X___ ____________ A-R _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ B-5 _____ _____ __X___ ____________ B-6 _____ _____ __X___ ____________ I _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 27, 2006 a distribution was made to holders of Thornburg Mortgage Securities Trust 2006-2. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Thornburg Mortgage Securities Trust 2006-2, relating to the November 27, 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. Thornburg Mortgage Securities Trust 2006-2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: December 11, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Thornburg Mortgage Securities Trust 2006-2, relating to the November 27, 2006 distribution. EX-99.1 Thornburg Mortgage Home Loans, Inc. Mortgage Loan Pass-Through Certificates Distribution Date: 11/27/2006 Thornburg Mortgage Home Loans, Inc. Mortgage Loan Pass-Through Certificates Series 2006-2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A-1-A 885220KS1 5.~~19125~~43000% 4946,~~905~~708,~~477~~986.7219 ~~230~~232,~~286~~493.0598 A-1-B 885220KT9 5.~~13125~~37000% 8873,~~427~~514,~~330~~719.7424 ~~403~~361,~~326~~876.8821 A-1-C 885220KU6 5.~~20125~~44000% 144,397,000.00 ~~667~~720,~~595~~059.4671 A-2-A 885220KV4 5.~~19125~~43000% ~~454~~448,~~081~~098,~~739~~488.1684 2,~~095~~230,~~334~~410.9623 A-2-B 885220KW2 5.~~19125~~43000% ~~147~~146,~~959~~010,~~805~~199.7862 ~~682~~726,~~752~~765.3077 A-2-C 885220KX0 5.~~26125~~50000% 16,~~472~~255,~~858~~802.3822 7781,~~038~~956.0734 A-X-1 885220KY8 01.~~14920~~30166% 0.00 ~~302~~287,~~504~~037.7186 A-X-2 885220KZ5 0.~~30390~~85388% 0.00 ~~433~~434,~~797~~314.7489 A-R 885220LA9 5.~~67654~~65371% 0.00 0.00 B-1 885220LB7 5.~~78941~~78620% 13,~~264~~261,~~797~~752.7796 63,~~996~~945.1191 B-2 885220LC5 5.~~78941~~78620% 6,~~632~~630,~~398~~876.8948 31,~~998~~972.0695 B-3 885220LD3 5.~~78941~~78620% 4,~~737~~736,~~570~~483.6215 22,~~856~~838.4451 B-4 885220LE1 5.~~78941~~78620% 3,~~315~~314,~~699~~938.4940 15,~~996~~984.6207 B-5 885220LF8 5.~~78941~~78620% 2,842,~~742~~089.3583 13,~~714~~704.8307 B-6 885220LG6 5.~~78941~~78620% 2,~~367~~366,~~436~~893.6422 11,~~421~~412.7275 I 885220LH4 0.00000% 0.00 0.00 Totals ~~934~~908,~~404~~138,~~857~~230.5415 5,~~052~~234,~~619~~773.9525

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1-A ~~591~~1,~~404~~125,230.0535 0.00 4945,~~314~~583,~~073~~755.6784 ~~821~~1,~~690~~357,724.1033 0.00 A-1-B 25,~~759~~249,~~080~~544.9306 0.00 8568,~~668~~265,~~249~~175.8118 35,~~162~~611,~~407~~420.8127 0.00 A-1-C 0.00 0.00 144,397,000.00 ~~667~~720,~~595~~059.4671 0.00 A-2-A 14,~~695~~064,~~118~~833.5985 0.00 ~~452~~444,~~386~~033,~~620~~654.5798 36,~~790~~295,~~453~~244.5508 0.00 A-2-B ~~552~~1,~~344~~324,501.2168 0.00 ~~147~~144,~~407~~685,~~461~~697.5894 12,~~235~~051,~~096~~267.5145 0.00 A-2-C 61147,~~494~~461.3219 0.00 16,~~411~~108,~~364~~341.0604 ~~138~~229,~~532~~417.3953 0.00 A-X-1 0.00 0.00 0.00 ~~302~~287,~~504~~037.7186 0.00 A-X-2 0.00 0.00 0.00 ~~433~~434,~~797~~314.7489 0.00 A-R 0.00 0.00 0.00 0.00 0.00 B-1 ~~606~~612.4728 0.00 13,~~264~~261,~~191~~140.3068 64,~~602~~558.5819 0.00 B-2 ~~303~~306.2314 0.00 6,~~632~~630,~~095~~570.6534 32,~~301~~279.2909 0.00 B-3 ~~216~~218.6068 0.00 4,~~737~~736,~~354~~264.0248 23,~~073~~057.0419 0.00 B-4 ~~151~~153.5905 0.00 3,~~315~~314,~~547~~785.8935 16,~~148~~137.2112 0.00 B-5 ~~129~~131.9722 0.00 2,~~842~~841,~~612~~958.3861 13,~~844~~835.8029 0.00 B-6 ~~108~~109.2425 0.00 2,~~367~~366,~~328~~783.4094 11,~~529~~522.9600 0.00 I 0.00 0.00 0.00 0.00 0.00 Totals 511,~~660~~913,~~958~~101.2075 0.00 ~~928~~896,~~743~~225,~~899~~128.3338 1017,~~713~~147,~~578~~875.1500 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 A-1-A 50,715,000.00 4946,~~905~~708,~~477~~986.7219 2,~~266~~063.5007 ~~589~~1,~~137~~123,167.5529 0.00 0.00 A-1-B 92,204,000.00 8873,~~427~~514,~~330~~719.7424 109,~~573~~624.9084 25,~~748~~239,~~507~~919.0322 0.00 0.00 A-1-C 144,397,000.00 144,397,000.00 0.00 0.00 0.00 0.00 A-2-A 460,343,000.00 ~~454~~448,~~081~~098,~~739~~488.1684 2021,~~824~~098.0671 14,~~674~~043,~~294~~735.5314 0.00 0.00 A-2-B 150,000,000.00 ~~147~~146,~~959~~010,~~805~~199.7862 6,~~785~~874.3989 ~~545~~1,~~558~~317,626.8179 0.00 0.00 A-2-C 16,700,000.00 16,~~472~~255,~~858~~802.3822 ~~755~~765.4440 60146,~~738~~695.8878 0.00 0.00 A-X-1 0.00 0.00 0.00 0.00 0.00 0.00 A-X-2 0.00 0.00 0.00 0.00 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 B-1 13,266,000.00 13,~~264~~261,~~797~~752.7796 ~~606~~612.4728 0.00 0.00 0.00 B-2 6,633,000.00 6,~~632~~630,~~398~~876.8948 ~~303~~306.2314 0.00 0.00 0.00 B-3 4,738,000.00 4,~~737~~736,~~570~~483.6215 ~~216~~218.6068 0.00 0.00 0.00 B-4 3,316,000.00 3,~~315~~314,~~699~~938.4940 ~~151~~153.5905 0.00 0.00 0.00 B-5 2,843,000.00 2,842,~~742~~089.3583 ~~129~~131.9722 0.00 0.00 0.00 B-6 2,367,651.21 2,~~367~~366,~~436~~893.6422 ~~108~~109.2425 0.00 0.00 0.00 I 0.00 0.00 0.00 0.00 0.00 0.00 Totals 947,522,751.21 ~~934~~908,~~404~~138,~~857~~230.5415 4241,~~721~~957.3953 511,~~618~~871,~~236~~144.8022 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1-A ~~591~~1,~~404~~125,230.0535 4945,~~314~~583,~~073~~755.6784 0.~~97237649~~89882196 ~~591~~1,~~404~~125,230.0535 A-1-B 25,~~759~~249,~~080~~544.9306 8568,~~668~~265,~~249~~175.8118 0.~~92911641~~74037108 25,~~759~~249,~~080~~544.9306 A-1-C 0.00 144,397,000.00 1.00000000 0.00 A-2-A 14,~~695~~064,~~118~~833.5985 ~~452~~444,~~386~~033,~~620~~654.5798 0.~~98271641~~96457132 14,~~695~~064,~~118~~833.5985 A-2-B ~~552~~1,~~344~~324,501.2168 ~~147~~144,~~407~~685,~~461~~697.5894 0.~~98271641~~96457132 ~~552~~1,~~344~~324,501.2168 A-2-C 61147,~~494~~461.3219 16,~~411~~108,~~364~~341.0604 0.~~98271641~~96457132 61147,~~494~~461.3219 A-X-1 0.00 0.00 0.00000000 0.00 A-X-2 0.00 0.00 0.00000000 0.00 A-R 0.00 0.00 0.00000000 0.00 B-1 ~~606~~612.4728 13,~~264~~261,~~191~~140.3068 0.~~99986366~~99963370 ~~606~~612.4728 B-2 ~~303~~306.2314 6,~~632~~630,~~095~~570.6534 0.~~99986366~~99963370 ~~303~~306.2314 B-3 ~~216~~218.6068 4,~~737~~736,~~354~~264.0248 0.~~99986366~~99963370 ~~216~~218.6068 B-4 ~~151~~153.5905 3,~~315~~314,~~547~~785.8935 0.~~99986366~~99963370 ~~151~~153.5905 B-5 ~~129~~131.9722 2,~~842~~841,~~612~~958.3861 0.~~99986366~~99963370 ~~129~~131.9722 B-6 ~~108~~109.2425 2,~~367~~366,~~328~~783.4094 0.~~99986366~~99963370 ~~108~~109.2425 I 0.00 0.00 0.00000000 0.00 Totals 511,~~660~~913,~~958~~101.2075 ~~928~~896,~~743~~225,~~899~~128.3338 0.~~98018111~~94586133 511,~~660~~913,~~958~~101.2075

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1-A 50,715,000.00 ~~984~~921.~~03781366~~00929094 0.~~04469092~~04067968 1122.~~61663315~~14664872 0.00000000 A-1-B 92,204,000.00 ~~959~~797.~~04007136~~30509783 0.~~11467941~~10438636 2956.~~80897824~~82963017 0.00000000 A-1-C 144,397,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2-A 460,343,000.00 ~~986~~973.~~39870523~~40133083 0.~~04523597~~04583259 38.~~63705874~~78417862 0.00000000 A-2-B 150,000,000.00 ~~986~~973.~~39870520~~40133080 0.~~04523593~~04583260 38.~~63705873~~78417860 0.00000000 A-2-C 16,700,000.00 ~~986~~973.~~39870539~~40133054 0.~~04523593~~04583234 38.~~63705868~~78417844 0.00000000 A-X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-X-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 13,266,000.00 999.~~90937509~~67985527 0.~~04571612~~04615408 0.00000000 0.00000000 B-2 6,633,000.00 999.~~90937585~~67985527 0.~~04571536~~04615408 0.00000000 0.00000000 B-3 4,738,000.00 999.~~90937526~~67985437 0.~~04571549~~04615450 0.00000000 0.00000000 B-4 3,316,000.00 999.~~90937575~~67985525 0.~~04571472~~04615501 0.00000000 0.00000000 B-5 2,843,000.00 999.~~90937390~~67985579 0.~~04571579~~04615547 0.00000000 0.00000000 B-6 2,367,651.21 999.~~90937432~~67985572 0.~~04571619~~04614278 0.00000000 0.00000000 I 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 A-1-A 0.00000000 1122.~~66132407~~18732821 ~~972~~898.~~37648960~~82196273 0.~~97237649~~89882196 1122.~~66132407~~18732821 A-1-B 0.00000000 2956.~~92365765~~93401653 ~~929~~740.~~11641371~~37108130 0.~~92911641~~74037108 2956.~~92365765~~93401653 A-1-C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2-A 0.00000000 38.~~68229470~~83001121 ~~982~~964.~~71641052~~57131960 0.~~98271641~~96457132 38.~~68229470~~83001121 A-2-B 0.00000000 38.~~68229473~~83001120 ~~982~~964.~~71641053~~57131960 0.~~98271641~~96457132 38.~~68229473~~83001120 A-2-C 0.00000000 38.~~68229461~~83001138 ~~982~~964.~~71641078~~57131976 0.~~98271641~~96457132 38.~~68229461~~83001138 A-X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-X-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.~~04571612~~04615408 999.~~86365898~~63370119 0.~~99986366~~99963370 0.~~04571612~~04615408 B-2 0.00000000 0.~~04571536~~04615408 999.~~86365898~~63370119 0.~~99986366~~99963370 0.~~04571536~~04615408 B-3 0.00000000 0.~~04571549~~04615450 999.~~86365977~~63370198 0.~~99986366~~99963370 0.~~04571549~~04615450 B-4 0.00000000 0.~~04571472~~04615501 999.~~86365802~~63370024 0.~~99986366~~99963370 0.~~04571472~~04615501 B-5 0.00000000 0.~~04571579~~04615547 999.~~86365811~~63370032 0.~~99986366~~99963370 0.~~04571579~~04615547 B-6 0.00000000 0.~~04571619~~04614278 999.~~86365813~~63370027 0.~~99986366~~99963370 0.~~04571619~~04614278 I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1-A 0510/25/06 - 0611/2526/06 3233 5.~~19125~~43000% 4946,~~905~~708,~~477~~986.7219 ~~230~~232,~~286~~493.0598 012,001.0075 A-1-B 0510/25/06 - 0611/2526/06 3233 5.~~13125~~37000% 8873,~~427~~514,~~330~~719.7424 ~~403~~361,~~326~~876.8821 014,846.0009 A-1-C 0510/25/06 - 0611/2526/06 3233 5.~~20125~~44000% 144,397,000.00 ~~667~~720,~~595~~059.4671 038,426.0005 A-2-A 0510/25/06 - 0611/2526/06 3233 5.~~19125~~43000% ~~454~~448,~~081~~098,~~739~~488.1684 2,~~095~~230,~~334~~410.9623 048,962.0031 A-2-B 0510/25/06 - 0611/2526/06 3233 5.~~19125~~43000% ~~147~~146,~~959~~010,~~805~~199.7862 ~~682~~726,~~752~~765.3077 015,954.0007 A-2-C 0510/25/06 - 0611/2526/06 3233 5.~~26125~~50000% 16,~~472~~255,~~858~~802.3822 7781,~~038~~956.0734 02,819.0030 A-X-1 0510/01/06 - 0510/30/06 30 01.~~14920~~30166% ~~282~~264,~~729~~620,~~808~~705.4643 ~~35,152~~0.4802 0.00 A-X-2 0510/01/06 - 0510/30/06 30 0.~~30390~~85388% ~~618~~610,~~514~~364,~~403~~490.3268 ~~156,638~~0.3101 0.00 A-R N/A N/A 5.~~67654~~65371% 0.00 0.00 0.00 B-1 0510/01/06 - 0510/30/06 30 5.~~78941~~78620% 13,~~264~~261,~~797~~752.7796 63,~~996~~945.1191 0.00 B-2 0510/01/06 - 0510/30/06 30 5.~~78941~~78620% 6,~~632~~630,~~398~~876.8948 31,~~998~~972.0695 0.00 B-3 0510/01/06 - 0510/30/06 30 5.~~78941~~78620% 4,~~737~~736,~~570~~483.6215 22,~~856~~838.4451 0.00 B-4 0510/01/06 - 0510/30/06 30 5.~~78941~~78620% 3,~~315~~314,~~699~~938.4940 15,~~996~~984.6207 0.00 B-5 0510/01/06 - 0510/30/06 30 5.~~78941~~78620% 2,842,~~742~~089.3583 13,~~714~~704.8307 0.00 B-6 0510/01/06 - 0510/30/06 30 5.~~78941~~78620% 2,~~367~~366,~~436~~893.6422 11,~~421~~412.7275 0.00 I N/A N/A 0.00000% ~~934~~908,~~404~~138,~~857~~230.5515 0.00 0.00 Totals 4,~~508~~513,~~108~~420.2953 0133,009.0057

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 A-1-A 012,001.0075 0.00 ~~230~~232,~~286~~493.0598 0.00 4945,~~314~~583,~~073~~755.6784 A-1-B 014,846.0009 0.00 ~~403~~361,~~326~~876.8821 0.00 8568,~~668~~265,~~249~~175.8118 A-1-C 038,426.0005 0.00 ~~667~~720,~~595~~059.4671 0.00 144,397,000.00 A-2-A 048,962.0031 0.00 2,~~095~~230,~~334~~410.9623 0.00 ~~452~~444,~~386~~033,~~620~~654.5798 A-2-B 015,954.0007 0.00 ~~682~~726,~~752~~765.3077 0.00 ~~147~~144,~~407~~685,~~461~~697.5894 A-2-C 02,819.0030 0.00 7781,~~038~~956.0734 0.00 16,~~411~~108,~~364~~341.0604 A-X-1 0.00 0.00 ~~302~~287,~~504~~037.7186 0.00 ~~279~~258,~~379~~245,~~323~~931.4802 A-X-2 0.00 0.00 ~~433~~434,~~797~~314.7489 0.00 ~~616~~604,~~205~~827,~~446~~693.2196 A-R 0.00 0.00 0.00 0.00 0.00 B-1 0.00 0.00 63,~~996~~945.1191 0.00 13,~~264~~261,~~191~~140.3068 B-2 0.00 0.00 31,~~998~~972.0695 0.00 6,~~632~~630,~~095~~570.6534 B-3 0.00 0.00 22,~~856~~838.4451 0.00 4,~~737~~736,~~354~~264.0248 B-4 0.00 0.00 15,~~996~~984.6207 0.00 3,~~315~~314,~~547~~785.8935 B-5 0.00 0.00 13,~~714~~704.8307 0.00 2,~~842~~841,~~612~~958.3861 B-6 0.00 0.00 11,~~421~~412.7275 0.00 2,~~367~~366,~~328~~783.4094 I 0.00 0.00 0.00 0.00 ~~928~~896,~~743~~225,~~899~~128.3439 Totals 0133,009.0057 0.00 5,~~052~~234,~~619~~773.9525 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 A-1-A 50,715,000.00 5.~~19125~~43000% ~~984~~921.~~03781366~~00929094 4.~~54078774~~58432377 0.~~00000000~~23665089 A-1-B 92,204,000.00 5.~~13125~~37000% ~~959~~797.~~04007136~~30509783 43.~~37428832~~92473439 0.~~00000000~~16101351 A-1-C 144,397,000.00 5.~~20125~~44000% 1000.00000000 4.~~62333331~~98666669 0.~~00000000~~26611391 A-2-A 460,343,000.00 5.~~19125~~43000% ~~986~~973.~~39870523~~40133083 4.~~55168203~~84510513 0.~~00000000~~10636050 A-2-B 150,000,000.00 5.~~19125~~43000% ~~986~~973.~~39870520~~40133080 4.~~55168200~~84510513 0.~~00000000~~10636047 A-2-C 16,700,000.00 5.~~26125~~50000% ~~986~~973.~~39870539~~40133054 4.~~61305808~~90756527 0.~~00000000~~16882036 A-X-1 0.00 01.~~14920~~30166% ~~984~~921.~~03781363~~00929092 0.~~12234780~~00000007 0.00000000 A-X-2 0.00 0.~~30390~~85388% ~~986~~973.~~39870522~~40133082 0.~~24980473~~00000002 0.00000000 A-R 100.00 5.~~67654~~65371% 0.00000000 0.00000000 0.00000000 B-1 13,266,000.00 5.~~78941~~78620% 999.~~90937509~~67985527 4.~~82406980~~82028569 0.00000000 B-2 6,633,000.00 5.~~78941~~78620% 999.~~90937585~~67985527 4.~~82407056~~82028494 0.00000000 B-3 4,738,000.00 5.~~78941~~78620% 999.~~90937526~~67985437 4.~~82406923~~82028493 0.00000000 B-4 3,316,000.00 5.~~78941~~78620% 999.~~90937575~~67985525 4.~~82407117~~82028649 0.00000000 B-5 2,843,000.00 5.~~78941~~78620% 999.~~90937390~~67985579 4.~~82406964~~82028491 0.00000000 B-6 2,367,651.21 5.~~78941~~78620% 999.~~90937432~~67985572 4.~~82407204~~82028347 0.00000000 I 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 A-1-A 0.~~00000000~~23665089 0.00000000 4.~~54078774~~58432377 0.00000000 ~~972~~898.~~37648960~~82196273 A-1-B 0.~~00000000~~16101351 0.00000000 43.~~37428832~~92473439 0.00000000 ~~929~~740.~~11641371~~37108130 A-1-C 0.~~00000000~~26611391 0.00000000 4.~~62333331~~98666669 0.00000000 1000.00000000 A-2-A 0.~~00000000~~10636050 0.00000000 4.~~55168203~~84510513 0.00000000 ~~982~~964.~~71641052~~57131960 A-2-B 0.~~00000000~~10636047 0.00000000 4.~~55168200~~84510513 0.00000000 ~~982~~964.~~71641053~~57131960 A-2-C 0.~~00000000~~16882036 0.00000000 4.~~61305808~~90756527 0.00000000 ~~982~~964.~~71641078~~57131976 A-X-1 0.00000000 0.00000000 10.~~05286413~~99903194 0.00000000 ~~972~~898.~~37648958~~82196265 A-X-2 0.00000000 0.00000000 0.~~69181498~~69263972 0.00000000 ~~982~~964.~~71641053~~57131961 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.00000000 4.~~82406980~~82028569 0.00000000 999.~~86365898~~63370119 B-2 0.00000000 0.00000000 4.~~82407056~~82028494 0.00000000 999.~~86365898~~63370119 B-3 0.00000000 0.00000000 4.~~82406923~~82028493 0.00000000 999.~~86365977~~63370198 B-4 0.00000000 0.00000000 4.~~82407117~~82028649 0.00000000 999.~~86365802~~63370024 B-5 0.00000000 0.00000000 4.~~82406964~~82028491 0.00000000 999.~~86365811~~63370032 B-6 0.00000000 0.00000000 4.~~82407204~~82028347 0.00000000 999.~~86365813~~63370027 I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1016,~~403~~482,~~098~~984.6661 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 616,~~688~~931.1813 Gains & Subsequent Recoveries (Realized Losses) 0.00 Swap/Cap Payments ~~544~~854,~~511~~363.7128 Total Deposits 1017,~~954~~354,~~298~~279.5502 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 356,~~529~~974.6564 Total Administration Fees ~~205~~199,~~190~~429.7538 Payment of Interest and Principal 1017,~~713~~147,~~578~~875.1500 Total Withdrawals (Pool Distribution Amount) 1017,~~954~~354,~~298~~279.5502 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~195~~189,~~457~~969.3761 Master Service Fee - Wells Fargo Bank, N.A. 9,~~733~~459.3877 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~205~~199,~~190~~429.7538 *Servicer Payees include: CENLAR FSB; COLONIAL SAVINGS, F.A.; COUNTRYWIDE HOME LOANS ~~INC.~~SERVICING LP; FIRST REPUBLIC BANK; Thornburg Home Loans, Inc.

Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Group 1 Yield Maintenance Sub-Acct ~~267,~~352,312.2504 0.00 ~~267,~~352,312.2504 Group 2 Yield Maintenance Sub-Acct ~~277~~502,~~159~~051.4624 0.00 ~~277~~502,~~159~~051.4624

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 6.~~053006~~051730% Weighted Average Net Rate 5.~~801992~~800707% Weighted Average Pass Through Rate 5.~~789492~~788207% Weighted Average Remaining Term ~~355~~350 Record Date 0510/31/2006 Principal and Interest Constant 4,~~753~~620,~~968~~661.3765 Beginning Loan Count 1,~~312~~274 Loans Paid in Full 717 Ending Loan Count 1,~~305~~257 Beginning Scheduled Balance ~~934~~908,~~404~~138,~~857~~230.5515 Ending Scheduled Balance ~~928~~896,~~743~~225,~~899~~128.3439 Ending Actual Balance at 31-~~May~~Oct-2006 ~~928~~896,~~774~~258,~~477~~050.7260 Scheduled Principal 40,~~669~~821.9388 Unscheduled Principal 511,~~620~~872,~~288~~279.2888 Scheduled Interest 4,~~713~~579,~~298~~839.4477 Servicing Fee ~~195~~189,~~457~~969.3761 Master Servicing Fee 9,~~733~~459.3877 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 4,~~508~~380,~~107~~410.6939 Realized ~~Losss~~Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Special Servicing Fee 0.00

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 5.~~937094~~929961 6.~~105995~~104631 Weighted Average Net Rate 5.~~684462~~677163 5.~~855720~~854379 Pass-Through Rate 5.~~671962~~664663 5.~~843220~~841879 Weighted Average Remaining Term ~~352~~347 ~~356~~351 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 1,~~461~~370,~~669~~270.4380 3,~~292~~250,~~298~~390.9485 Beginning Loan Count ~~491~~466 ~~821~~808 Loans Paid in Full 59 28 Ending Loan Count ~~486~~457 ~~819~~800 Beginning Scheduled Balance ~~293~~275,~~149~~038,~~498~~044.5067 ~~641~~633,~~255~~100,~~359~~185.0548 Ending Scheduled Balance ~~289~~268,~~798~~662,~~540~~810.3014 ~~638~~627,~~945~~562,~~359~~318.0425 Scheduled Principal 11,~~289~~133.4445 29,~~380~~688.4943 Unscheduled Principal 36,~~339~~364,~~668~~101.7608 25,~~280~~508,~~619~~178.5280 Scheduled Interest 1,~~450~~359,~~379~~137.9935 3,~~262~~220,~~918~~702.4542 Servicing Fees 6157,~~715~~940.5994 ~~133~~132,~~741~~028.7867 Master Servicing Fees 32,~~053~~864.6498 6,~~679~~594.7479 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~385~~298,~~610~~331.7643 3,~~122~~082,~~496~~078.9396 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 6.~~053006~~051730 Weighted Average Net Rate 5.~~801992~~800707 Pass-Through Rate 5.~~789492~~788207 Weighted Average Remaining Term ~~355~~350 Record Date 0510/31/2006 Principal And Interest Constant 4,~~753~~620,~~968~~661.3765 Beginning Loan Count 1,~~312~~274 Loans Paid in Full 717 Ending Loan Count 1,~~305~~257 Beginning Scheduled Balance ~~934~~908,~~404~~138,~~857~~230.5515 Ending Scheduled Balance ~~928~~896,~~743~~225,~~899~~128.3439 Scheduled Principal 40,~~669~~821.9388 Unscheduled Principal 511,~~620~~872,~~288~~279.2888 Scheduled Interest 4,~~713~~579,~~298~~839.4477 Servicing Fees ~~195~~189,~~457~~969.3761 Master Servicing Fees 9,~~733~~459.3877 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 4,~~508~~380,~~107~~410.6939 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Special Servicing Fee 0.00

Additional Reporting - Deal Level Structural Reporting Senior Percentage 96.~~451148~~349341% Subordinate Percentage 3.~~548852~~650659% Trigger Event Reporting Step Down Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.00 Step Down Cumulative Loss Test Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.00 Shifting Interest Group Delinquency/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.00 Two Times Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.00 Two Times Cumulative Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.00 Sub Two Times Delinquency/Loss Trigger Trigger Result Pass Threshold Value 0.00 Two Times Test Calculated Value 0.00

Additional Reporting - Group Level Structural Reporting Group 1 Senior Percentage Group 1 96.~~445605~~212401% Group 2 Senior Percentage Group 2 96.~~453682~~408831%

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 46 0 0 0 46 13,~~389~~412,~~899~~430.1315 0.00 0.00 0.00 13,~~389~~412,~~899~~430.1315 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 46 0 0 0 46 13,~~389~~412,~~899~~430.1315 0.00 0.00 0.00 13,~~389~~412,~~899~~430.1315 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~306513~~477327% 0.000000% 0.000000% 0.000000% 0.~~306513~~477327% 0.~~149649~~380742% 0.000000% 0.000000% 0.000000% 0.~~149649~~380742% 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.~~306513~~477327% 0.000000% 0.000000% 0.000000% 0.~~306513~~477327% 0.~~149649~~380742% 0.000000% 0.000000% 0.000000% 0.~~149649~~380742%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 616,~~688~~931.1813

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 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 2 0 0 0 2 ~~376~~556,~~299~~234.1388 0.00 0.00 0.00 ~~376~~556,~~299~~234.1388 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 2 0 0 0 2 ~~376~~556,~~299~~234.1388 0.00 0.00 0.00 ~~376~~556,~~299~~234.1388 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~411523~~437637% 0.000000% 0.000000% 0.000000% 0.~~411523~~437637% 0.~~129844~~207032% 0.000000% 0.000000% 0.000000% 0.~~129844~~207032% 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.~~411523~~437637% 0.000000% 0.000000% 0.000000% 0.~~411523~~437637% 0.~~129844~~207032% 0.000000% 0.000000% 0.000000% 0.~~129844~~207032% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 24 0 0 0 24 12,~~013~~856,~~600~~195.0027 0.00 0.00 0.00 12,~~013~~856,~~600~~195.0027 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 24 0 0 0 24 12,~~013~~856,~~600~~195.0027 0.00 0.00 0.00 12,~~013~~856,~~600~~195.0027 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~244200~~500000% 0.000000% 0.000000% 0.000000% 0.~~244200~~500000% 0.~~158631~~455108% 0.000000% 0.000000% 0.000000% 0.~~158631~~455108% 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.~~244200~~500000% 0.000000% 0.000000% 0.000000% 0.~~244200~~500000% 0.~~158631~~455108% 0.000000% 0.000000% 0.000000% 0.~~158631~~455108%

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 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current REO Total ~~Nov~~Apr-0506 0.000% Loans in REO 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current REO Total ~~Nov~~Apr-0506 0.000% Loans in REO 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current REO Total ~~Nov~~Apr-0506 0.000% Loans in REO 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

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

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1 39 14,~~893~~536,~~050~~275.00 14,~~892~~205,~~134~~181.0166 20 ~~1,005,300~~0.00 ~~1,005,300~~0.00 Group 2 28 14,~~640~~895,~~000~~550.00 14,~~640~~891,~~000~~314.0066 0 0.00 0.00 Total 517 39,~~533~~431,~~050~~825.00 39,~~532~~096,~~134~~496.0132 20 ~~1,005,300~~0.00 ~~1,005,300~~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 ~~442~~2,~~420~~159,580.8853 Group 2 0 0.00 0.00 0 0.00 0.00 ~~640~~617,~~619~~362.5207 Total 0 0.00 0.00 0 0.00 0.00 12,~~083~~776,~~040~~942.4060

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0018677005~~0018645713 FLAZ 79.9698 01-~~Jan~~Dec-~~2006~~2005 ~~195~~271,~~700~~500.00 ~~194~~271,~~597~~496.8875 Group 1 ~~0018681288~~0018647685 NCCA 7065.00 01-~~Jan~~Dec-~~2006~~2005 ~~523~~409,~~600~~500.00 ~~523~~297,~~600~~284.50 Group 1 0018647693 CA 65.00 01-Dec-2005 398,450.00 398,450.00 Group 1 ~~0018716142~~0018647727 CA 7465.9900 01-Dec-2005 356,200.00 272,665.50 Group 1 0018669879 CA 65.00 01-Dec-2005 256,750.00 256,750.00 Group 1 0018671065 NY 75.00 01-Feb-2006 1,~~173~~734,~~750~~375.00 1,~~173~~734,~~750~~375.00 Group 1 ~~0018811174~~0018740365 FLCO 7580.00 01-Feb-2006 ~~442~~136,000.00 0.00 Group 1 0018793315 CA 74.40 01-Feb-2006 512,000.00 511,998.80 Group 1 0018816405 CO 76.91 01-Dec-2005 461,500.00 ~~442~~461,500.00 Group 12 ~~200047361~~0014911598 FLWA 79.20 01-Feb-2006 792,000.00 791,987.37 Group 2 0018638452 SC 79.58 01-Nov-2005 306,400.00 306,400.00 Group 2 0018638957 SC 80.00 01-Nov-~~2004~~2005 ~~562~~500,~~800~~000.00 ~~562~~500,~~800~~000.00 Group 2 ~~0018701425~~0018679191 CTCA 4871.3742 01-~~Apr~~Feb-2006 1,000,000.00 1,000,000.00 Group 2 ~~0018787531~~0018696393 MA 26.21 01-Mar-2006 1,400,000.00 1,400,000.00 Group 2 0018721357 CO 8079.03 01-Jan-2006 434,700.00 434,700.00 Group 2 0018737254 NJ 79.74 01-~~Feb~~Mar-2006 ~~640~~157,~~000~~450.00 ~~640~~156,044.27 Group 2 0018809178 CA 32.10 01-Feb-2006 305,000.00 301,685.09

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0018677005~~0018645713 Loan Paid in Full 0(1) 65.~~375~~750% 360 11 Group 1 0018647685 Loan Paid in Full 0 5.875% 360 11 Group 1 ~~0018681288~~0018647693 Loan Paid in Full (0 5.875% 360 11 Group 1) 0018647727 Loan Paid in Full 0 5.875% 360 11 Group 1 0018669879 Loan Paid in Full 0 5.875% 360 11 Group 1 ~~0018716142~~0018671065 Loan Paid in Full 0 6.375% 360 9 Group 1 50018740365 Loan Paid in Full (1) 6.~~625~~250% 360 4360 Group 1 ~~0018811174~~0018793315 ~~Repurchase~~Loan Paid in Full 0 76.~~125~~250% 360 49 Group 1 ~~200047361~~0018816405 ~~Repurchase~~Loan Paid in Full 0 45.~~625~~750% 360 1811 Group 2 ~~0018701425~~0014911598 Loan Paid in Full 0 6.~~625~~125% 360 9 Group 2 0018638452 Loan Paid in Full 0 5.500% 360 12 Group 2 ~~0018787531~~0018638957 Loan Paid in Full (1) 5.500% 360 12 Group 2 0018679191 Loan Paid in Full 0 6.~~250~~500% 360 49 Group 2 0018696393 Loan Paid in Full (1) 6.375% 360 8 Group 2 0018721357 Loan Paid in Full 0 6.375% 360 10 Group 2 0018737254 Loan Paid in Full 0 6.125% 360 8 Group 2 0018809178 Loan Paid in Full 0 5.650% 360 9

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 01.~~602~~307% Current Month 614.~~984~~608% Current Month ~~596~~674.~~655~~233% 3 Month Average 0.~~660~~847% 3 Month Average 79.~~611~~631% 3 Month Average ~~785~~483.~~829~~071% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~4.879% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~630.823% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~10.970% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,130.008% N/A ~~Jan~~Jun-2006 ~~N/A~~6.984% N/A ~~Jan~~Jun-2006 ~~N/A~~596.655% N/A ~~Feb~~Jul-2006 ~~N/A~~6.920% N/A ~~Feb~~Jul-2006 ~~N/A~~505.942% N/A ~~Mar~~Aug-2006 ~~N/A~~4.590% N/A ~~Mar~~Aug-2006 ~~N/A~~293.302% N/A ~~Apr~~Sep-2006 48.~~879~~297% N/A ~~Apr~~Sep-2006 ~~630~~470.~~823~~370% N/A ~~May~~Oct-2006 105.~~970~~987% N/A ~~May~~Oct-2006 ~~1,130~~304.~~008~~610% N/A ~~Jun~~Nov-2006 614.~~984~~608% N/A ~~Jun~~Nov-2006 ~~596~~674.~~655~~233% 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 12.~~139~~314% Current Month 1224.~~846~~493% Current Month ~~749~~896.~~402~~890% 3 Month Average 01.~~891~~783% 3 Month Average 1019.~~034~~294% 3 Month Average ~~637~~764.~~432~~883% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~2.327% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~176.182% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~14.930% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~986.713% N/A ~~Jan~~Jun-2006 ~~N/A~~12.846% N/A ~~Jan~~Jun-2006 ~~N/A~~749.402% N/A ~~Feb~~Jul-2006 ~~N/A~~13.384% N/A ~~Feb~~Jul-2006 ~~N/A~~700.638% N/A ~~Mar~~Aug-2006 ~~N/A~~10.809% N/A ~~Mar~~Aug-2006 ~~N/A~~513.380% N/A ~~Apr~~Sep-2006 220.~~327~~246% N/A ~~Apr~~Sep-2006 ~~176~~876.~~182~~334% N/A ~~May~~Oct-2006 1413.~~930~~142% N/A ~~May~~Oct-2006 ~~986~~521.~~713~~425% N/A ~~Jun~~Nov-2006 1224.~~846~~493% N/A ~~Jun~~Nov-2006 ~~749~~896.~~402~~890% 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 0.~~356~~870% Current Month 49.~~185~~955% Current Month ~~453~~517.~~005~~141% 3 Month Average 0.~~555~~434% 3 Month Average 65.~~435~~031% 3 Month Average ~~955~~277.~~433~~938% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~6.027% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~1,155.316% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~9.094% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,257.976% N/A ~~Jan~~Jun-2006 ~~N/A~~4.185% N/A ~~Jan~~Jun-2006 ~~N/A~~453.005% N/A ~~Feb~~Jul-2006 ~~N/A~~3.844% N/A ~~Feb~~Jul-2006 ~~N/A~~342.106% N/A ~~Mar~~Aug-2006 ~~N/A~~1.666% N/A ~~Mar~~Aug-2006 ~~N/A~~125.873% N/A ~~Apr~~Sep-2006 62.~~027~~456% N/A ~~Apr~~Sep-2006 ~~1,155~~161.~~316~~122% N/A ~~May~~Oct-2006 92.~~094~~683% N/A ~~May~~Oct-2006 ~~1,257~~155.~~976~~550% N/A ~~Jun~~Nov-2006 49.~~185~~955% N/A ~~Jun~~Nov-2006 ~~453~~517.~~005~~141% 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))

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment ~~0018811174~~No ~~442,500.00~~Repurchases ~~7.125%~~this ~~2,627.34 200047361 562,800.00 4.625% 2,169.13~~Period

~~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($) Balance($) < 3.500 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 0 0.00 0.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 0 0.00 0.000 0 0.00 0.000 4.750 4.999 2 977,778.95 0.105 2 977,778.95 0.337 5.000 5.249 4 2,946,886.57 0.317 4 2,946,886.57 1.017 5.250 5.499 26 23,091,850.78 2.486 16 12,340,950.78 4.258 5.500 5.749 111 118,886,638.60 12.801 53 44,311,737.08 15.291 5.750 5.999 342 229,689,960.24 24.731 168 99,434,536.79 34.312 6.000 6.249 357 246,628,800.14 26.555 105 64,246,313.55 22.169 6.250 6.499 306 192,300,000.81 20.705 85 45,059,451.67 15.549 6.500 6.749 118 68,153,866.18 7.338 41 13,912,374.50 4.801 6.750 6.999 35 25,793,913.87 2.777 11 5,294,307.21 1.827 7.000 7.249 2 11,000,000.00 1.184 0 0.00 0.000 7.250 7.499 2 9,274,203.20 0.999 1 1,274,203.20 0.440 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 >= 8.000 0 0.00 0.000 0 0.00 0.000 Total 1,305 928,743,899.34 100.000 486 289,798,540.30 100.000Period

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($) Balance($) < 3.500 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 0 0.00 0.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 0 0.00 0.000 0 0.00 0.000 4.750 4.999 02 977,778.95 0.00109 2 977,778.95 0.~~000~~364 5.000 5.249 04 02,946,235.0084 0.~~000~~329 4 2,946,235.84 1.097 5.250 5.499 1026 1023,~~750~~086,~~900~~187.0038 12.~~683~~576 16 12,335,287.38 4.591 5.500 5.749 58107 74115,~~574~~545,~~901~~650.66 12.892 52 1142,449,005.~~672~~79 15.800 5.750 5.999 ~~174~~329 ~~130~~220,~~255~~474,~~423~~160.4574 2024.~~386~~600 157 91,901,275.52 34.207 6.000 6.249 ~~252~~349 ~~182~~242,~~382~~008,~~486~~856.5960 2827.~~544~~003 102 62,301,036.88 23.189 6.250 6.499 ~~221~~292 ~~147~~182,~~240~~092,~~549~~066.1405 2320.~~044~~318 75 37,917,510.21 14.113 6.500 6.749 77110 5463,~~241~~233,~~491~~828.6832 87.~~489~~056 37 11,267,179.71 4.194 6.750 6.999 2434 2025,~~499~~586,~~606~~456.6640 32.~~208~~855 11 5,293,592.41 1.970 7.000 7.249 2 11,000,000.00 1.~~722~~227 0 0.00 0.000 7.250 7.499 1 8,000,000.00 10.~~252~~893 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 01 1,273,907.45 0.00142 1 1,273,907.45 0.~~000~~474 >= 8.000 0 0.00 0.000 0 0.00 0.000 Total ~~819~~1,257 ~~638~~896,~~945~~225,~~359~~128.0439 100.000 457 268,662,810.14 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Closing~~Stratification ~~Date~~(continued) ~~March~~Group ~~30,~~2 ~~2006~~Current ~~Distribution~~Number ~~Date~~of ~~The~~Outstanding ~~25th~~Percentage ~~day~~ of ~~the~~Interest ~~month,~~Rate ~~or,~~Loans ifScheduled ~~such~~Balance(%) ~~day~~Range(%) isBalance($) ~~not~~< a3.500 ~~Business~~0 ~~Day,~~0.00 ~~the~~0.000 ~~next~~3.500 ~~Business~~3.749 ~~Day~~0 ~~commencing~~0.00 in0.000 ~~April~~3.750 ~~2006~~3.999 ~~Determination~~0 ~~Date~~0.00 ~~For~~0.000 ~~any~~4.000 ~~Distribution~~4.249 ~~Date~~0 ~~and~~0.00 ~~each~~0.000 ~~Mortgage~~4.250 ~~Loan,~~4.499 ~~the~~0 ~~date~~0.00 ~~each~~0.000 ~~month,~~4.500 as4.749 ~~set~~0 ~~forth~~0.00 in0.000 ~~the~~4.750 ~~related~~4.999 ~~Servicing~~0 ~~Agreement,~~0.00 on0.000 ~~which~~5.000 ~~the~~5.249 ~~related~~0 ~~Servicer~~0.00 ~~determines~~0.000 ~~the~~5.250 ~~amount~~5.499 of10 ~~all~~10,750,900.00 ~~funds~~1.713 ~~required~~5.500 to5.749 be55 ~~remitted~~73,096,644.87 to11.648 ~~the~~5.750 ~~Master~~5.999 ~~Servicer~~172 on128,572,885.22 ~~the~~20.488 ~~Servicer~~6.000 ~~Remittance Date with respect to the Mortgage Loans it is servicing~~6.249 ~~Record~~247 ~~Date With respect to each Distribution Date and the Senior Certificates (other than the Class A-X-1~~179,707,819.72 ~~Class~~28.636 ~~A-X-2~~6.250 ~~and~~6.499 ~~Class~~217 ~~A-R Certificates)~~144,174,555.84 ~~the~~22.974 ~~Business~~6.500 ~~Day preceding the applicable Distribution Date so long as such Certificates remain Book-Entry Certificates and otherwise the Record Date shall be same as the other Classes of Certificates~~6.749 ~~For~~73 ~~each other Class of Certificates~~51,966,648.61 ~~the~~8.281 ~~last~~6.750 ~~Business Day of the calendar month preceding the month in which such Distribution Date occurs~~6.999 ~~Servicer~~23 ~~Remittance Date With respect to each Mortgage Loan~~20,292,863.99 ~~the~~3.234 ~~18th~~7.000 ~~day~~7.249 of2 ~~each month~~11,000,000.00 or1.753 ~~the~~7.250 ~~next~~7.499 ~~Business~~1 ~~Day if such 18th day is not a Business Day or if provided in the related Servicing Agreement~~8,000,000.00 ~~the~~1.275 ~~preceding~~7.500 ~~Business~~7.749 ~~Day~~0 if0.00 ~~such~~0.000 ~~18th~~7.750 ~~day~~7.999 is0 ~~not~~0.00 a0.000 ~~Business~~>= ~~Day~~8.000 ~~Libor~~0 ~~Determination~~0.00 ~~Date~~0.000 ~~The~~Total ~~second~~800 ~~LIBOR Business Day immediately preceding the commencement of each Accrual Period for the Class A-1-A~~627, ~~Class A-1-B~~562,318.25 ~~Class A-1-C, Class A-2-A, Class A-2-B and Class A-2-C Certificates~~100.000

Filing Compare · Thornburg 2006-2