10-D 1 csm06002_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: 333-127872-09 CSMC Mortgage-Backed Trust Series 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) DLJ Mortgage Capital, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195427 54-2195428 54-2195429 54-2195430 54-2195431 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Rd. Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) 1-A-1 _____ _____ __X___ ____________ 1-A-2 _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 2-A-3 _____ _____ __X___ ____________ 2-A-4 _____ _____ __X___ ____________ 2-A-5 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ 4-A-3 _____ _____ __X___ ____________ 4-A-4 _____ _____ __X___ ____________ 4-A-5 _____ _____ __X___ ____________ 4-A-6 _____ _____ __X___ ____________ 4-A-7 _____ _____ __X___ ____________ 4-A-8 _____ _____ __X___ ____________ 4-A-9 _____ _____ __X___ ____________ 4-A-10 _____ _____ __X___ ____________ 4-A-11 _____ _____ __X___ ____________ 5-A-1 _____ _____ __X___ ____________ 5-A-2 _____ _____ __X___ ____________ 5-A-3 _____ _____ __X___ ____________ 5-A-4 _____ _____ __X___ ____________ 5-A-5 _____ _____ __X___ ____________ 5-A-6 _____ _____ __X___ ____________ 5-A-7 _____ _____ __X___ ____________ 6-A-1 _____ _____ __X___ ____________ 6-A-2 _____ _____ __X___ ____________ 6-A-3 _____ _____ __X___ ____________ 6-A-4 _____ _____ __X___ ____________ 6-A-5 _____ _____ __X___ ____________ 6-A-6 _____ _____ __X___ ____________ 6-A-7 _____ _____ __X___ ____________ 6-A-8 _____ _____ __X___ ____________ 6-A-9 _____ _____ __X___ ____________ A-X _____ _____ __X___ ____________ D-X _____ _____ __X___ ____________ A-P _____ _____ __X___ ____________ D-B-1 _____ _____ __X___ ____________ D-B-2 _____ _____ __X___ ____________ D-B-3 _____ _____ __X___ ____________ D-B-4 _____ _____ __X___ ____________ D-B-5 _____ _____ __X___ ____________ D-B-6 _____ _____ __X___ ____________ D-B-7 _____ _____ __X___ ____________ C-B-1 _____ _____ __X___ ____________ C-B-2 _____ _____ __X___ ____________ C-B-3 _____ _____ __X___ ____________ C-B-4 _____ _____ __X___ ____________ C-B-5 _____ _____ __X___ ____________ C-B-6 _____ _____ __X___ ____________ AR _____ _____ __X___ ____________ AR-L _____ _____ __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 CSMC Mortgage-Backed Trust Series 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 CSMC Mortgage-Backed Trust Series 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. Credit Suisse First Boston Mortgage Securities Corp. (Depositor) /s/ Kevin Steele Kevin Steele, Vice President Date: December 07, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of CSMC Mortgage-Backed Trust Series 2006-2, relating to the November 27, 2006 distribution. EX-99.1 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Distribution Date: 11/27/2006 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T 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 1-A-1 225470YD9 5.50000% ~~117~~113,~~891~~320,~~934~~845.9143 ~~540~~519,~~338~~387.0321 1-A-2 225470YE7 5.50000% 4,~~893~~703,~~276~~546.3866 2221,~~427~~557.5292 2-A-1 225470YF4 6.00000% 6864,~~654~~538,~~421~~992.9984 ~~343~~322,~~272~~694.1196 2-A-2 225470YG2 6.00000% 9,532,500.00 47,662.50 2-A-3 225470YH0 6.00000% 19,000,000.00 95,000.00 2-A-4 225470D91 6.00000% 1,000,000.00 5,000.00 2-A-5 225470E41 6.00000% 467,500.00 2,337.50 3-A-1 225470YJ6 6.50000% 5855,~~853~~457,~~497~~433.2706 ~~318~~300,~~789~~394.7843 3-A-2 225470YK3 6.50000% ~~980~~923,~~009~~459.6144 5,~~308~~002.3907 4-A-1 225470YL1 5.75000% 7068,~~756~~283,~~622~~259.8858 ~~339~~327,~~042~~190.1562 4-A-2 225470YM9 5.75000% 3835,~~562~~442,~~834~~102.0755 ~~184~~169,~~780~~826.2574 4-A-3 225470YN7 6.00000% 1,500,000.00 7,500.00 4-A-4 225470YP2 5.75000% 30,000,000.00 143,750.00 4-A-5 225470YQ0 5.50000% 1,500,000.00 6,875.00 4-A-6 225470YR8 5.75000% 2,000,000.00 9,583.33 4-A-7 225470YS6 5.75000% 2,500,000.00 11,979.17 4-A-8 225470YT4 5.50000% 1,250,000.00 5,729.17 4-A-9 225470YU1 6.00000% 1,250,000.00 6,250.00 4-A-10 225470YV9 5.75000% 1,755,000.00 8,409.38 4-A-11 225470YW7 5.75000% 4,~~396~~243,~~699~~008.6190 2120,~~067~~331.5208 5-A-1 225470YX5 56.~~78125~~02000% 7764,~~309~~617,~~724~~236.9857 ~~372~~324,~~455~~111.7110 5-A-2 225470YY3 0.~~21875~~00000% 0.00 ~~14,092~~0.9200 5-A-3 225470YZ0 6.25000% 10,000,000.00 52,083.33 5-A-4 225470ZA4 6.00000% 27,064,000.00 135,320.00 5-A-5 225470ZB2 0.00000% 416,667.00 0.00 5-A-6 225470ZC0 6.00000% 90,020,000.00 450,100.00 5-A-7 225470E25 6.00000% 3,736,000.00 18,680.00 6-A-1 225470ZD8 5.75000% 9189,~~814~~915,~~825~~098.6301 ~~439~~430,~~946~~843.0418 6-A-2 225470ZE6 5.50000% 2,771,500.00 12,702.71 6-A-3 225470ZF3 6.00000% 2,771,500.00 13,857.50 6-A-4 225470ZG1 5.75000% 3,680,000.00 17,633.33 6-A-5 225470ZH9 5.50000% 1,282,750.00 5,879.27 6-A-6 225470ZJ5 6.00000% 1,282,750.00 6,413.75 6-A-7 225470ZK2 5.75000% 2,565,500.00 12,293.02 6-A-8 225470ZL0 5.75000% 26,112,000.00 125,120.00 6-A-9 225470E33 5.75000% 1,000,000.00 4,791.67 A-X 225470ZM8 5.75000% 0.00 4038,~~556~~459.3904 D-X 225470ZN6 6.00000% 0.00 ~~115~~109,~~740~~086.2700 A-P 225470ZP1 0.00000% 21,~~061~~975,~~312~~357.3455 0.00 D-B-1 225470ZT3 5.~~87113~~87094% 15,~~102~~062,~~646~~589.6549 73,~~891~~692.2893 D-B-2 225470ZU0 5.~~87113~~87094% 6,~~513~~496,~~927~~650.4639 31,~~870~~784.0752 D-B-3 225470ZV8 5.~~87113~~87094% 3,~~552~~543,~~506~~084.7332 17,~~381~~334.0135 D-B-4 225470ZW6 5.~~87113~~87094% 2,~~368~~362,~~337~~056.8221 11,~~587~~556.3424 D-B-5 225470A45 5.~~87113~~87094% 2,~~368~~362,~~337~~056.8221 11,~~587~~556.3424 D-B-6 225470A52 5.~~87113~~87094% 3,~~552~~543,~~506~~084.7332 17,~~381~~334.0135 D-B-7 225470A60 5.~~87113~~87094% 1,~~188~~185,~~233~~086.3080 5,~~813~~797.5698 C-B-1 225470ZQ9 5.~~85687~~85688% 7,~~795~~763,~~006~~168.1824 3837,~~045~~889.2595 C-B-2 225470ZR7 5.~~85687~~85688% 1,~~607~~601,~~782~~215.2542 7,~~847~~815.1410 C-B-3 225470ZS5 5.~~85687~~85688% 1,~~113~~108,~~003~~457.4448 5,~~432~~410.2608 C-B-4 225470ZZ9 5.~~85687~~85688% ~~618~~615,~~224~~699.6355 3,~~017~~005.3806 C-B-5 225470A29 5.~~85687~~85688% ~~494~~492,~~778~~757.8193 2,~~414~~405.8802 C-B-6 225470A37 5.~~85687~~85688% ~~497~~495,~~428~~396.5989 2,~~427~~417.8190 AR 225470ZX4 5.50000% 0.00 0.0007 AR-L 225470ZY2 5.50000% 0.00 0.00 Totals ~~827~~794,~~405~~509,~~547~~310.0884 4,~~191~~021,~~464~~834.0477

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 ~~702~~332,~~502~~310.7455 0.00 ~~117~~112,~~189~~988,~~432~~534.1789 1851,~~242,840~~697.7776 0.00 1-A-2 2913,~~158~~793.4003 0.00 4,~~864~~689,~~117~~753.9862 5135,~~585~~350.9295 0.00 2-A-1 185,~~843,610~~103.6159 0.00 6664,~~810~~453,~~811~~889.3826 2407,~~186,882~~798.7255 0.00 2-A-2 0.00 0.00 9,532,500.00 47,662.50 0.00 2-A-3 0.00 0.00 19,000,000.00 95,000.00 0.00 2-A-4 0.00 0.00 1,000,000.00 5,000.00 0.00 2-A-5 0.00 0.00 467,500.00 2,337.50 0.00 3-A-1 ~~722~~1,~~807~~004,431.2291 0.00 5854,~~130~~453,~~690~~001.0515 1,~~041~~304,~~597~~826.0034 0.00 3-A-2 1216,~~035~~725.9548 0.00 ~~967~~906,~~973~~733.6696 1721,~~344~~727.3455 0.00 4-A-1 ~~590~~508,~~990~~602.8113 0.00 7067,~~165~~774,~~632~~657.0746 ~~930~~835,~~032~~792.9675 0.00 4-A-2 ~~684,831.~~54.03 0.00 3735,~~878~~442,~~002~~048.5352 ~~869~~169,~~611~~880.7977 0.00 4-A-3 0.00 0.00 1,500,000.00 7,500.00 0.00 4-A-4 0.00 0.00 30,000,000.00 143,750.00 0.00 4-A-5 0.00 0.00 1,500,000.00 6,875.00 0.00 4-A-6 0.00 0.00 2,000,000.00 9,583.33 0.00 4-A-7 0.00 0.00 2,500,000.00 11,979.17 0.00 4-A-8 0.00 0.00 1,250,000.00 5,729.17 0.00 4-A-9 0.00 0.00 1,250,000.00 6,250.00 0.00 4-A-10 0.00 0.00 1,755,000.00 8,409.38 0.00 4-A-11 3631,~~723~~603.1970 0.00 4,~~359~~211,~~976~~405.4220 5751,~~790~~934.7178 0.00 5-A-1 25,~~498~~753,~~039~~048.6647 0.00 7458,~~811~~864,~~685~~188.3110 26,~~870~~077,~~495~~159.3757 0.00 5-A-2 0.00 0.00 0.00 ~~14,092~~0.9200 0.00 5-A-3 0.00 0.00 10,000,000.00 52,083.33 0.00 5-A-4 0.00 0.00 27,064,000.00 135,320.00 0.00 5-A-5 0.00 0.00 416,667.00 0.00 0.00 5-A-6 0.00 0.00 90,020,000.00 450,100.00 0.00 5-A-7 0.00 0.00 3,736,000.00 18,680.00 0.00 6-A-1 ~~171~~1,~~964~~706,554.0171 0.00 9188,~~642~~208,~~861~~543.6230 ~~611~~2,~~910~~137,397.0589 0.00 6-A-2 0.00 0.00 2,771,500.00 12,702.71 0.00 6-A-3 0.00 0.00 2,771,500.00 13,857.50 0.00 6-A-4 0.00 0.00 3,680,000.00 17,633.33 0.00 6-A-5 0.00 0.00 1,282,750.00 5,879.27 0.00 6-A-6 0.00 0.00 1,282,750.00 6,413.75 0.00 6-A-7 0.00 0.00 2,565,500.00 12,293.02 0.00 6-A-8 0.00 0.00 26,112,000.00 125,120.00 0.00 6-A-9 0.00 0.00 1,000,000.00 4,791.67 0.00 A-X 0.00 0.00 0.00 4038,~~556~~459.3904 0.00 D-X 0.00 0.00 0.00 ~~115~~109,~~740~~086.2700 0.00 A-P 117,~~194~~250.6185 0.00 21,~~050~~968,~~117~~106.7369 117,~~194~~250.6185 0.00 D-B-1 712,~~892~~681.8203 0.00 15,~~094~~049,~~753~~908.8346 8186,~~784~~373.1096 0.00 D-B-2 35,~~404~~469.2546 0.00 6,~~510~~491,~~523~~180.2093 3537,~~274~~253.3298 0.00 D-B-3 12,~~856~~982.5888 0.00 3,~~550~~540,~~650~~101.1543 1920,~~237~~317.5923 0.00 D-B-4 1,~~237~~988.7259 0.00 2,~~367~~360,~~100~~067.1062 1213,~~825~~544.0683 0.00 D-B-5 1,~~237~~988.7259 0.00 2,~~367~~360,~~100~~067.1062 1213,~~825~~544.0683 0.00 D-B-6 12,~~856~~982.5888 0.00 3,~~550~~540,~~650~~101.1543 1920,~~237~~317.5923 0.00 D-B-7 ~~620~~1,002.9980 0.00 1,~~187~~184,~~612~~084.3200 6,~~434~~800.5578 0.00 C-B-1 6,~~125~~344.3575 0.00 7,~~788~~756,~~880~~823.8349 44,~~170~~234.6070 0.00 C-B-2 1,~~263~~308.4065 0.00 1,~~606~~599,~~518~~906.8476 9,~~110~~123.5475 0.00 C-B-3 ~~874~~905.6093 0.00 1,~~112~~107,~~128~~551.8355 6,~~306~~316.8601 0.00 C-B-4 ~~485~~503.8020 0.00 ~~617~~615,~~738~~196.8235 3,~~503~~508.1826 0.00 C-B-5 ~~388~~402.8073 0.00 ~~494~~492,~~390~~355.0121 2,~~803~~807.6875 0.00 C-B-6 ~~390~~404.88 0.00 ~~497~~494,~~037~~992.7101 2,~~818~~822.6978 0.00 AR 0.00 0.00 0.00 0.0007 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 Totals 79,~~331~~498,~~494~~444.2382 0.00 ~~820~~785,~~074~~010,~~052~~866.8101 1113,~~522~~520,~~958~~279.2759 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A-1 119,738,000.00 ~~117~~113,~~891~~320,~~934~~845.9143 0.00 ~~702~~332,~~502~~310.7455 0.00 0.00 1-A-2 4,969,900.00 4,~~893~~703,~~276~~546.3866 0.00 2913,~~158~~793.4003 0.00 0.00 2-A-1 70,814,000.00 6864,~~654~~538,~~421~~992.9984 7677,~~452~~000.8918 18,~~767,157~~103.7241 0.00 0.00 2-A-2 9,532,500.00 9,532,500.00 0.00 0.00 0.00 0.00 2-A-3 19,000,000.00 19,000,000.00 0.00 0.00 0.00 0.00 2-A-4 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 2-A-5 467,500.00 467,500.00 0.00 0.00 0.00 0.00 3-A-1 60,054,000.00 5855,~~853~~457,~~497~~433.2706 25,~~843~~971.1308 ~~696~~978,~~964~~460.0982 0.00 0.00 3-A-2 1,000,000.00 ~~980~~923,~~009~~459.6144 ~~430~~432.3346 1116,~~605~~293.6202 0.00 0.00 4-A-1 72,065,000.00 7068,~~756~~283,~~622~~259.8858 53111,~~850~~337.25 ~~537~~397,~~140~~264.5688 0.00 0.00 4-A-2 40,000,000.00 3835,~~562~~442,~~834~~102.0755 ~~62,400~~11.8883 ~~622,430~~42.6620 0.00 0.00 4-A-3 1,500,000.00 1,500,000.00 0.00 0.00 0.00 0.00 4-A-4 30,000,000.00 30,000,000.00 0.00 0.00 0.00 0.00 4-A-5 1,500,000.00 1,500,000.00 0.00 0.00 0.00 0.00 4-A-6 2,000,000.00 2,000,000.00 0.00 0.00 0.00 0.00 4-A-7 2,500,000.00 2,500,000.00 0.00 0.00 0.00 0.00 4-A-8 1,250,000.00 1,250,000.00 0.00 0.00 0.00 0.00 4-A-9 1,250,000.00 1,250,000.00 0.00 0.00 0.00 0.00 4-A-10 1,755,000.00 1,755,000.00 0.00 0.00 0.00 0.00 4-A-11 4,478,000.00 4,~~396~~243,~~699~~008.6190 36,~~346~~918.1731 3324,~~377~~685.0338 0.00 0.00 5-A-1 81,048,333.00 7764,~~309~~617,~~724~~236.9857 ~~139~~291,~~449~~040.9716 25,~~358~~462,~~589~~008.6931 0.00 0.00 5-A-2 0.00 0.00 0.00 0.00 0.00 0.00 5-A-3 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 5-A-4 27,064,000.00 27,064,000.00 0.00 0.00 0.00 0.00 5-A-5 416,667.00 416,667.00 0.00 0.00 0.00 0.00 5-A-6 90,020,000.00 90,020,000.00 0.00 0.00 0.00 0.00 5-A-7 3,736,000.00 3,736,000.00 0.00 0.00 0.00 0.00 6-A-1 94,096,000.00 9189,~~814~~915,~~825~~098.6301 ~~105~~107,~~812~~651.2273 661,~~151~~598,902.7998 0.00 0.00 6-A-2 2,771,500.00 2,771,500.00 0.00 0.00 0.00 0.00 6-A-3 2,771,500.00 2,771,500.00 0.00 0.00 0.00 0.00 6-A-4 3,680,000.00 3,680,000.00 0.00 0.00 0.00 0.00 6-A-5 1,282,750.00 1,282,750.00 0.00 0.00 0.00 0.00 6-A-6 1,282,750.00 1,282,750.00 0.00 0.00 0.00 0.00 6-A-7 2,565,500.00 2,565,500.00 0.00 0.00 0.00 0.00 6-A-8 26,112,000.00 26,112,000.00 0.00 0.00 0.00 0.00 6-A-9 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 A-X 0.00 0.00 0.00 0.00 0.00 0.00 D-X 0.00 0.00 0.00 0.00 0.00 0.00 A-P 2,080,534.28 21,~~061~~975,~~312~~357.3455 1,~~677~~652.4524 95,~~517~~598.1661 0.00 0.00 D-B-1 15,126,000.00 15,~~102~~062,~~646~~589.6549 712,~~892~~681.8203 0.00 0.00 0.00 D-B-2 6,524,000.00 6,~~513~~496,~~927~~650.4639 35,~~404~~469.2546 0.00 0.00 0.00 D-B-3 3,558,000.00 3,~~552~~543,~~506~~084.7332 12,~~856~~982.5888 0.00 0.00 0.00 D-B-4 2,372,000.00 2,~~368~~362,~~337~~056.8221 1,~~237~~988.7259 0.00 0.00 0.00 D-B-5 2,372,000.00 2,~~368~~362,~~337~~056.8221 1,~~237~~988.7259 0.00 0.00 0.00 D-B-6 3,558,000.00 3,~~552~~543,~~506~~084.7332 12,~~856~~982.5888 0.00 0.00 0.00 D-B-7 1,190,070.68 1,~~188~~185,~~233~~086.3080 ~~620~~995.9989 06.0091 0.00 0.00 C-B-1 7,830,000.00 7,~~795~~763,~~006~~168.1824 6,~~125~~344.3575 0.00 0.00 0.00 C-B-2 1,615,000.00 1,~~607~~601,~~782~~215.2542 1,~~263~~308.4065 0.00 0.00 0.00 C-B-3 1,118,000.00 1,~~113~~108,~~003~~457.4448 ~~874~~905.6093 0.00 0.00 0.00 C-B-4 621,000.00 ~~618~~615,~~224~~699.6355 ~~485~~503.8020 0.00 0.00 0.00 C-B-5 497,000.00 ~~494~~492,~~778~~757.8193 ~~388~~402.8073 0.00 0.00 0.00 C-B-6 499,661.68 ~~497~~495,~~428~~396.5989 ~~390~~404.88 0.00 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 AR-L 50.00 0.00 0.00 0.00 0.00 0.00 Totals 841,682,266.64 ~~827~~794,~~405~~509,~~547~~310.0884 ~~496~~660,~~898~~974.7870 68,~~834~~837,~~595~~470.4610 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 ~~702~~332,~~502~~310.7455 ~~117~~112,~~189~~988,~~432~~534.1789 0.~~97871546~~94363139 ~~702~~332,~~502~~310.7455 1-A-2 2913,~~158~~793.4003 4,~~864~~689,~~117~~753.9862 0.~~97871546~~94363138 2913,~~158~~793.4003 2-A-1 185,~~843,610~~103.6159 6664,~~810~~453,~~811~~889.3826 0.~~94346897~~91018569 185,~~843,610~~103.6159 2-A-2 0.00 9,532,500.00 1.00000000 0.00 2-A-3 0.00 19,000,000.00 1.00000000 0.00 2-A-4 0.00 1,000,000.00 1.00000000 0.00 2-A-5 0.00 467,500.00 1.00000000 0.00 3-A-1 ~~722~~1,~~807~~004,431.2291 5854,~~130~~453,~~690~~001.0515 0.~~96797366~~90673396 ~~722~~1,~~807~~004,431.2291 3-A-2 1216,~~035~~725.9548 ~~967~~906,~~973~~733.6696 0.~~96797366~~90673396 1216,~~035~~725.9548 4-A-1 ~~590~~508,~~990~~602.8113 7067,~~165~~774,~~632~~657.0746 0.~~97364368~~94046566 ~~590~~508,~~990~~602.8113 4-A-2 ~~684,831.~~54.03 3735,~~878~~442,~~002~~048.5352 0.~~94695006~~88605121 ~~684,831.~~54.03 4-A-3 0.00 1,500,000.00 1.00000000 0.00 4-A-4 0.00 30,000,000.00 1.00000000 0.00 4-A-5 0.00 1,500,000.00 1.00000000 0.00 4-A-6 0.00 2,000,000.00 1.00000000 0.00 4-A-7 0.00 2,500,000.00 1.00000000 0.00 4-A-8 0.00 1,250,000.00 1.00000000 0.00 4-A-9 0.00 1,250,000.00 1.00000000 0.00 4-A-10 0.00 1,755,000.00 1.00000000 0.00 4-A-11 3631,~~723~~603.1970 4,~~359~~211,~~976~~405.4220 0.~~97364368~~94046565 3631,~~723~~603.1970 5-A-1 25,~~498~~753,~~039~~048.6647 7458,~~811~~864,~~685~~188.3110 0.~~92305027~~72628499 25,~~498~~753,~~039~~048.6647 5-A-2 0.00 0.00 0.00000000 0.00 5-A-3 0.00 10,000,000.00 1.00000000 0.00 5-A-4 0.00 27,064,000.00 1.00000000 0.00 5-A-5 0.00 416,667.00 1.00000000 0.00 5-A-6 0.00 90,020,000.00 1.00000000 0.00 5-A-7 0.00 3,736,000.00 1.00000000 0.00 6-A-1 ~~171~~1,~~964~~706,554.0171 9188,~~642~~208,~~861~~543.6230 0.~~97392941~~93743138 ~~171~~1,~~964~~706,554.0171 6-A-2 0.00 2,771,500.00 1.00000000 0.00 6-A-3 0.00 2,771,500.00 1.00000000 0.00 6-A-4 0.00 3,680,000.00 1.00000000 0.00 6-A-5 0.00 1,282,750.00 1.00000000 0.00 6-A-6 0.00 1,282,750.00 1.00000000 0.00 6-A-7 0.00 2,565,500.00 1.00000000 0.00 6-A-8 0.00 26,112,000.00 1.00000000 0.00 6-A-9 0.00 1,000,000.00 1.00000000 0.00 A-X 0.00 0.00 0.00000000 0.00 D-X 0.00 0.00 0.00000000 0.00 A-P 117,~~194~~250.6185 21,~~050~~968,~~117~~106.7369 0.~~98538041~~94596215 117,~~194~~250.6185 D-B-1 712,~~892~~681.8203 15,~~094~~049,~~753~~908.8346 0.~~99793427~~99496949 712,~~892~~681.8203 D-B-2 35,~~404~~469.2546 6,~~510~~491,~~523~~180.2093 0.~~99793427~~99496949 35,~~404~~469.2546 D-B-3 12,~~856~~982.5888 3,~~550~~540,~~650~~101.1543 0.~~99793427~~99496949 12,~~856~~982.5888 D-B-4 1,~~237~~988.7259 2,~~367~~360,~~100~~067.1062 0.~~99793427~~99496949 1,~~237~~988.7259 D-B-5 1,~~237~~988.7259 2,~~367~~360,~~100~~067.1062 0.~~99793427~~99496949 1,~~237~~988.7259 D-B-6 12,~~856~~982.5888 3,~~550~~540,~~650~~101.1543 0.~~99793427~~99496949 12,~~856~~982.5888 D-B-7 ~~620~~1,002.9980 1,~~187~~184,~~612~~084.3200 0.~~99793427~~99496948 ~~620~~1,002.9980 C-B-1 6,~~125~~344.3575 7,~~788~~756,~~880~~823.8349 0.~~99474851~~99065434 6,~~125~~344.3575 C-B-2 1,~~263~~308.4065 1,~~606~~599,~~518~~906.8476 0.~~99474851~~99065434 1,~~263~~308.4065 C-B-3 ~~874~~905.6093 1,~~112~~107,~~128~~551.8355 0.~~99474851~~99065434 ~~874~~905.6093 C-B-4 ~~485~~503.8020 ~~617~~615,~~738~~196.8235 0.~~99474850~~99065435 ~~485~~503.8020 C-B-5 ~~388~~402.8073 ~~494~~492,~~390~~355.0121 0.~~99474851~~99065435 ~~388~~402.8073 C-B-6 ~~390~~404.88 ~~497~~494,~~037~~992.7101 0.~~99474851~~99065434 ~~390~~404.88 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 Totals 79,~~331~~498,~~494~~444.2382 ~~820~~785,~~074~~010,~~052~~866.8101 0.~~97432735~~93266889 79,~~331~~498,~~494~~444.2382

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 119,738,000.00 ~~984~~946.~~58246263~~40669988 0.00000000 52.~~86699911~~77531402 0.00000000 1-A-2 4,969,900.00 ~~984~~946.~~58246242~~40670034 0.00000000 52.~~86699934~~77531339 0.00000000 2-A-1 70,814,000.00 ~~969~~911.~~50351611~~38747762 1.~~07962959~~08735815 240.~~95492021~~11443232 0.00000000 2-A-2 9,532,500.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-3 19,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-4 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-5 467,500.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-1 60,054,000.00 ~~980~~923.~~00961252~~45943751 0.~~43033153~~43246212 1116.~~60562311~~29301662 0.00000000 3-A-2 1,000,000.00 ~~980~~923.~~00961000~~45944000 0.~~43033000~~43246000 1116.~~60562000~~29302000 0.00000000 4-A-1 72,065,000.00 ~~981~~947.~~84448595~~52320239 01.~~74724554~~54495594 75.~~45355665~~51259113 0.00000000 4-A-2 40,000,000.00 ~~964~~886.~~07085175~~05256375 10.~~56002200~~00029575 150.~~56076650~~00105500 0.00000000 4-A-3 1,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-4 30,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-5 1,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-6 2,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-7 2,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-8 1,250,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-9 1,250,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-10 1,755,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-11 4,478,000.00 ~~981~~947.~~84448638~~52320232 01.~~74724654~~54495534 75.~~45355739~~51259044 0.00000000 5-A-1 81,048,333.00 ~~953~~797.~~87187026~~26792863 13.~~72057789~~59094566 2967.~~10102654~~39198831 0.00000000 5-A-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A-3 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-4 27,064,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-5 416,667.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-6 90,020,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-7 3,736,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-A-1 94,096,000.00 ~~975~~955.~~75694642~~56769693 1.~~12451348~~14406277 016.~~70302446~~99225238 0.00000000 6-A-2 2,771,500.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-A-3 2,771,500.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-A-4 3,680,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-A-5 1,282,750.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-A-6 1,282,750.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-A-7 2,565,500.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-A-8 26,112,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-A-9 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-P 2,080,534.28 ~~990~~949.~~76105586~~44724967 0.~~80625925~~79414217 42.~~57438269~~69094821 0.00000000 D-B-1 15,126,000.00 ~~998~~995.~~45607894~~80784675 0.~~52180484~~83835978 0.00000000 0.00000000 D-B-2 6,524,000.00 ~~998~~995.~~45607909~~80784641 0.~~52180411~~83835990 0.00000000 0.00000000 D-B-3 3,558,000.00 ~~998~~995.~~45607926~~80784711 0.~~52180438~~83835863 0.00000000 0.00000000 D-B-4 2,372,000.00 ~~998~~995.~~45607926~~80784570 0.~~52180438~~83836003 0.00000000 0.00000000 D-B-5 2,372,000.00 ~~998~~995.~~45607926~~80784570 0.~~52180438~~83836003 0.00000000 0.00000000 D-B-6 3,558,000.00 ~~998~~995.~~45607926~~80784711 0.~~52180438~~83835863 0.00000000 0.00000000 D-B-7 1,190,070.68 ~~998~~995.~~45607489~~81211429 0.~~52180934~~83683265 0.~~00000000~~00580638 0.00000000 C-B-1 7,830,000.00 ~~995~~991.~~53080204~~46465390 0.~~78229246~~81031290 0.00000000 0.00000000 C-B-2 1,615,000.00 ~~995~~991.~~53080495~~46465635 0.~~78229102~~81030960 0.00000000 0.00000000 C-B-3 1,118,000.00 ~~995~~991.~~53080501~~46465116 0.~~78228980~~81031306 0.00000000 0.00000000 C-B-4 621,000.00 ~~995~~991.~~53080515~~46465378 0.~~78228663~~81030596 0.00000000 0.00000000 C-B-5 497,000.00 ~~995~~991.~~53080483~~46464789 0.~~78229376~~81032193 0.00000000 0.00000000 C-B-6 499,661.68 ~~995~~991.~~53079596~~46464464 0.~~78228933~~81030829 0.00000000 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 0.00000000 52.~~86699911~~77531402 ~~978~~943.~~71546351~~63138594 0.~~97871546~~94363139 52.~~86699911~~77531402 1-A-2 0.00000000 52.~~86699934~~77531339 ~~978~~943.~~71546309~~63138494 0.~~97871546~~94363138 52.~~86699934~~77531339 2-A-1 0.00000000 261.~~03454981~~20179047 ~~943~~910.~~46896631~~18568729 0.~~94346897~~91018569 261.~~03454981~~20179047 2-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-1 0.00000000 1216.~~03595464~~72547890 ~~967~~906.~~97365787~~73395860 0.~~96797366~~90673396 1216.~~03595464~~72547890 3-A-2 0.00000000 1216.~~03595000~~72548000 ~~967~~906.~~97366000~~73396000 0.~~96797366~~90673396 1216.~~03595000~~72548000 4-A-1 0.00000000 87.~~20080219~~05754708 ~~973~~940.~~64368376~~46565545 0.~~97364368~~94046566 87.~~20080219~~05754708 4-A-2 0.00000000 170.~~12078850~~00135075 ~~946~~886.~~95006325~~05121300 0.~~94695006~~88605121 170.~~12078850~~00135075 4-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-11 0.00000000 87.~~20080170~~05754801 ~~973~~940.~~64368468~~46565431 0.~~97364368~~94046565 87.~~20080170~~05754801 5-A-1 0.00000000 3070.~~82160444~~98293397 ~~923~~726.~~05026570~~28499466 0.~~92305027~~72628499 3070.~~82160444~~98293397 5-A-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-A-1 0.00000000 118.~~82753794~~13631515 ~~973~~937.~~92940848~~43138178 0.~~97392941~~93743138 118.~~82753794~~13631515 6-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-A-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-A-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-P 0.00000000 53.~~38064194~~48509038 ~~985~~945.~~38041392~~96215449 0.~~98538041~~94596215 53.~~38064194~~48509038 D-B-1 0.00000000 0.~~52180484~~83835978 ~~997~~994.~~93427410~~96948698 0.~~99793427~~99496949 0.~~52180484~~83835978 D-B-2 0.00000000 0.~~52180411~~83835990 ~~997~~994.~~93427345~~96948651 0.~~99793427~~99496949 0.~~52180411~~83835990 D-B-3 0.00000000 0.~~52180438~~83835863 ~~997~~994.~~93427487~~96948567 0.~~99793427~~99496949 0.~~52180438~~83835863 D-B-4 0.00000000 0.~~52180438~~83836003 ~~997~~994.~~93427487~~96948567 0.~~99793427~~99496949 0.~~52180438~~83836003 D-B-5 0.00000000 0.~~52180438~~83836003 ~~997~~994.~~93427487~~96948567 0.~~99793427~~99496949 0.~~52180438~~83836003 D-B-6 0.00000000 0.~~52180438~~83835863 ~~997~~994.~~93427487~~96948567 0.~~99793427~~99496949 0.~~52180438~~83835863 D-B-7 0.00000000 0.~~52180934~~84263903 ~~997~~994.~~93427395~~96947526 0.~~99793427~~99496948 0.~~52180934~~84263903 C-B-1 0.00000000 0.~~78229246~~81031290 ~~994~~990.~~74850958~~65434100 0.~~99474851~~99065434 0.~~78229246~~81031290 C-B-2 0.00000000 0.~~78229102~~81030960 ~~994~~990.~~74850774~~65434056 0.~~99474851~~99065434 0.~~78229102~~81030960 C-B-3 0.00000000 0.~~78228980~~81031306 ~~994~~990.~~74850626~~65433810 0.~~99474851~~99065434 0.~~78228980~~81031306 C-B-4 0.00000000 0.~~78228663~~81030596 ~~994~~990.~~74850242~~65434783 0.~~99474850~~99065435 0.~~78228663~~81030596 C-B-5 0.00000000 0.~~78229376~~81032193 ~~994~~990.~~74851107~~65434608 0.~~99474851~~99065435 0.~~78229376~~81032193 C-B-6 0.00000000 0.~~78228933~~81030829 ~~994~~990.~~74850663~~65433635 0.~~99474851~~99065434 0.~~78228933~~81030829 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 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 1-A-1 0510/01/06 - 0510/30/06 30 5.50000% ~~117~~113,~~891~~320,~~934~~845.9143 ~~540~~519,~~338~~387.0321 0.00 1-A-2 0510/01/06 - 0510/30/06 30 5.50000% 4,~~893~~703,~~276~~546.3866 2221,~~427~~557.5292 0.00 2-A-1 0510/01/06 - 0510/30/06 30 6.00000% 6864,~~654~~538,~~421~~992.9984 ~~343~~322,~~272~~694.1196 0.00 2-A-2 0510/01/06 - 0510/30/06 30 6.00000% 9,532,500.00 47,662.50 0.00 2-A-3 0510/01/06 - 0510/30/06 30 6.00000% 19,000,000.00 95,000.00 0.00 2-A-4 0510/01/06 - 0510/30/06 30 6.00000% 1,000,000.00 5,000.00 0.00 2-A-5 0510/01/06 - 0510/30/06 30 6.00000% 467,500.00 2,337.50 0.00 3-A-1 0510/01/06 - 0510/30/06 30 6.50000% 5855,~~853~~457,~~497~~433.2706 ~~318~~300,~~789~~394.7843 0.00 3-A-2 0510/01/06 - 0510/30/06 30 6.50000% ~~980~~923,~~009~~459.6144 5,~~308~~002.3907 0.00 4-A-1 0510/01/06 - 0510/30/06 30 5.75000% 7068,~~756~~283,~~622~~259.8858 ~~339~~327,~~042~~190.1562 0.00 4-A-2 0510/01/06 - 0510/30/06 30 5.75000% 3835,~~562~~442,~~834~~102.0755 ~~184~~169,~~780~~826.2574 0.00 4-A-3 0510/01/06 - 0510/30/06 30 6.00000% 1,500,000.00 7,500.00 0.00 4-A-4 0510/01/06 - 0510/30/06 30 5.75000% 30,000,000.00 143,750.00 0.00 4-A-5 0510/01/06 - 0510/30/06 30 5.50000% 1,500,000.00 6,875.00 0.00 4-A-6 0510/01/06 - 0510/30/06 30 5.75000% 2,000,000.00 9,583.33 0.00 4-A-7 0510/01/06 - 0510/30/06 30 5.75000% 2,500,000.00 11,979.17 0.00 4-A-8 0510/01/06 - 0510/30/06 30 5.50000% 1,250,000.00 5,729.17 0.00 4-A-9 0510/01/06 - 0510/30/06 30 6.00000% 1,250,000.00 6,250.00 0.00 4-A-10 0510/01/06 - 0510/30/06 30 5.75000% 1,755,000.00 8,409.38 0.00 4-A-11 0510/01/06 - 0510/30/06 30 5.75000% 4,~~396~~243,~~699~~008.6190 2120,~~067~~331.5208 0.00 5-A-1 0510/25/06 - 0611/24/06 30 56.~~78125~~02000% 7764,~~309~~617,~~724~~236.9857 ~~372~~324,~~455~~163.7114 01,024.0092 5-A-2 05N/~~25/06~~A ~~- 06~~N/~~24/06~~A 30 0.~~21875~~00000% 7764,~~309~~617,~~724~~236.9857 ~~14,092~~0.9200 0.00 5-A-3 0510/01/06 - 0510/30/06 30 6.25000% 10,000,000.00 52,083.33 0.00 5-A-4 0510/01/06 - 0510/30/06 30 6.00000% 27,064,000.00 135,320.00 0.00 5-A-5 N/A N/A 0.00000% 416,667.00 0.00 0.00 5-A-6 0510/01/06 - 0510/30/06 30 6.00000% 90,020,000.00 450,100.00 0.00 5-A-7 0510/01/06 - 0510/30/06 30 6.00000% 3,736,000.00 18,680.00 0.00 6-A-1 0510/01/06 - 0510/30/06 30 5.75000% 9189,~~814~~915,~~825~~098.6301 ~~439~~430,~~946~~843.0418 0.00 6-A-2 0510/01/06 - 0510/30/06 30 5.50000% 2,771,500.00 12,702.71 0.00 6-A-3 0510/01/06 - 0510/30/06 30 6.00000% 2,771,500.00 13,857.50 0.00 6-A-4 0510/01/06 - 0510/30/06 30 5.75000% 3,680,000.00 17,633.33 0.00 6-A-5 0510/01/06 - 0510/30/06 30 5.50000% 1,282,750.00 5,879.27 0.00 6-A-6 0510/01/06 - 0510/30/06 30 6.00000% 1,282,750.00 6,413.75 0.00 6-A-7 0510/01/06 - 0510/30/06 30 5.75000% 2,565,500.00 12,293.02 0.00 6-A-8 0510/01/06 - 0510/30/06 30 5.75000% 26,112,000.00 125,120.00 0.00 6-A-9 0510/01/06 - 0510/30/06 30 5.75000% 1,000,000.00 4,791.67 0.00 A-X 0510/01/06 - 0510/30/06 30 5.75000% 8,~~463~~026,~~942~~233.4696 4038,~~556~~459.3904 0.00 D-X 0510/01/06 - 0510/30/06 30 6.00000% 2321,~~148~~817,~~053~~200.0939 ~~115~~109,~~740~~086.2700 0.00 A-P N/A N/A 0.00000% 21,~~061~~975,~~312~~357.3455 0.00 0.00 D-B-1 0510/01/06 - 0510/30/06 30 5.~~87113~~87094% 15,~~102~~062,~~646~~589.6549 73,~~891~~692.2893 0.00 D-B-2 0510/01/06 - 0510/30/06 30 5.~~87113~~87094% 6,~~513~~496,~~927~~650.4639 31,~~870~~784.0752 0.00 D-B-3 0510/01/06 - 0510/30/06 30 5.~~87113~~87094% 3,~~552~~543,~~506~~084.7332 17,~~381~~334.0135 0.00 D-B-4 0510/01/06 - 0510/30/06 30 5.~~87113~~87094% 2,~~368~~362,~~337~~056.8221 11,~~587~~556.3424 0.00 D-B-5 0510/01/06 - 0510/30/06 30 5.~~87113~~87094% 2,~~368~~362,~~337~~056.8221 11,~~587~~556.3424 0.00 D-B-6 0510/01/06 - 0510/30/06 30 5.~~87113~~87094% 3,~~552~~543,~~506~~084.7332 17,~~381~~334.0135 0.00 D-B-7 0510/01/06 - 0510/30/06 30 5.~~87113~~87094% 1,~~188~~185,~~233~~086.3080 5,~~813~~797.5698 0.00 C-B-1 0510/01/06 - 0510/30/06 30 5.~~85687~~85688% 7,~~795~~763,~~006~~168.1824 3837,~~045~~889.2595 0.00 C-B-2 0510/01/06 - 0510/30/06 30 5.~~85687~~85688% 1,~~607~~601,~~782~~215.2542 7,~~847~~815.1410 0.00 C-B-3 0510/01/06 - 0510/30/06 30 5.~~85687~~85688% 1,~~113~~108,~~003~~457.4448 5,~~432~~410.2608 0.00 C-B-4 0510/01/06 - 0510/30/06 30 5.~~85687~~85688% ~~618~~615,~~224~~699.6355 3,~~017~~005.3806 0.00 C-B-5 0510/01/06 - 0510/30/06 30 5.~~85687~~85688% ~~494~~492,~~778~~757.8193 2,~~414~~405.8802 0.00 C-B-6 0510/01/06 - 0510/30/06 30 5.~~85687~~85688% ~~497~~495,~~428~~396.5989 2,~~427~~417.8190 0.00 AR N/A N/A 5.50000% 0.00 0.00 0.00 AR-L N/A N/A 5.50000% 0.00 0.00 0.00 Totals 4,~~191~~021,~~464~~886.0474 01,024.0092

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00 0.00 ~~540~~519,~~338~~387.0321 0.00 ~~117~~112,~~189~~988,~~432~~534.1789 1-A-2 0.00 0.00 2221,~~427~~557.5292 0.00 4,~~864~~689,~~117~~753.9862 2-A-1 0.00 0.00 ~~343~~322,~~272~~694.1196 0.00 6664,~~810~~453,~~811~~889.3826 2-A-2 0.00 0.00 47,662.50 0.00 9,532,500.00 2-A-3 0.00 0.00 95,000.00 0.00 19,000,000.00 2-A-4 0.00 0.00 5,000.00 0.00 1,000,000.00 2-A-5 0.00 0.00 2,337.50 0.00 467,500.00 3-A-1 0.00 0.00 ~~318~~300,~~789~~394.7843 0.00 5854,~~130~~453,~~690~~001.0515 3-A-2 0.00 0.00 5,~~308~~002.3907 0.00 ~~967~~906,~~973~~733.6696 4-A-1 0.00 0.00 ~~339~~327,~~042~~190.1562 0.00 7067,~~165~~774,~~632~~657.0746 4-A-2 0.00 0.00 ~~184~~169,~~780~~826.2574 0.00 3735,~~878~~442,~~002~~048.5352 4-A-3 0.00 0.00 7,500.00 0.00 1,500,000.00 4-A-4 0.00 0.00 143,750.00 0.00 30,000,000.00 4-A-5 0.00 0.00 6,875.00 0.00 1,500,000.00 4-A-6 0.00 0.00 9,583.33 0.00 2,000,000.00 4-A-7 0.00 0.00 11,979.17 0.00 2,500,000.00 4-A-8 0.00 0.00 5,729.17 0.00 1,250,000.00 4-A-9 0.00 0.00 6,250.00 0.00 1,250,000.00 4-A-10 0.00 0.00 8,409.38 0.00 1,755,000.00 4-A-11 0.00 0.00 2120,~~067~~331.5208 0.00 4,~~359~~211,~~976~~405.4220 5-A-1 01,076.0095 0.00 ~~372~~324,~~455~~111.7110 0872.0003 7458,~~811~~864,~~685~~188.3110 5-A-2 0.00 0.00 ~~14,092~~0.9200 0.00 7458,~~811~~864,~~685~~188.3110 5-A-3 0.00 0.00 52,083.33 0.00 10,000,000.00 5-A-4 0.00 0.00 135,320.00 0.00 27,064,000.00 5-A-5 0.00 0.00 0.00 0.00 416,667.00 5-A-6 0.00 0.00 450,100.00 0.00 90,020,000.00 5-A-7 0.00 0.00 18,680.00 0.00 3,736,000.00 6-A-1 0.00 0.00 ~~439~~430,~~946~~843.0418 0.00 9188,~~642~~208,~~861~~543.6230 6-A-2 0.00 0.00 12,702.71 0.00 2,771,500.00 6-A-3 0.00 0.00 13,857.50 0.00 2,771,500.00 6-A-4 0.00 0.00 17,633.33 0.00 3,680,000.00 6-A-5 0.00 0.00 5,879.27 0.00 1,282,750.00 6-A-6 0.00 0.00 6,413.75 0.00 1,282,750.00 6-A-7 0.00 0.00 12,293.02 0.00 2,565,500.00 6-A-8 0.00 0.00 125,120.00 0.00 26,112,000.00 6-A-9 0.00 0.00 4,791.67 0.00 1,000,000.00 A-X 0.00 0.00 4038,~~556~~459.3904 0.00 8,~~318~~005,~~997~~505.8243 D-X 0.00 0.00 ~~115~~109,~~740~~086.2700 0.00 2221,~~956~~336,~~831~~817.1833 A-P 0.00 0.00 0.00 0.00 21,~~050~~968,~~117~~106.7369 D-B-1 0.00 0.00 73,~~891~~692.2893 0.00 15,~~094~~049,~~753~~908.8346 D-B-2 0.00 0.00 31,~~870~~784.0752 0.00 6,~~510~~491,~~523~~180.2093 D-B-3 0.00 0.00 17,~~381~~334.0135 0.00 3,~~550~~540,~~650~~101.1543 D-B-4 0.00 0.00 11,~~587~~556.3424 0.00 2,~~367~~360,~~100~~067.1062 D-B-5 0.00 0.00 11,~~587~~556.3424 0.00 2,~~367~~360,~~100~~067.1062 D-B-6 0.00 0.00 17,~~381~~334.0135 0.00 3,~~550~~540,~~650~~101.1543 D-B-7 0.00 0.00 5,~~813~~797.5698 0.00 1,~~187~~184,~~612~~084.3200 C-B-1 0.00 0.00 3837,~~045~~889.2595 0.00 7,~~788~~756,~~880~~823.8349 C-B-2 0.00 0.00 7,~~847~~815.1410 0.00 1,~~606~~599,~~518~~906.8476 C-B-3 0.00 0.00 5,~~432~~410.2608 0.00 1,~~112~~107,~~128~~551.8355 C-B-4 0.00 0.00 3,~~017~~005.3806 0.00 ~~617~~615,~~738~~196.8235 C-B-5 0.00 0.00 2,~~414~~405.8802 0.00 ~~494~~492,~~390~~355.0121 C-B-6 0.00 0.00 2,~~427~~417.8190 0.00 ~~497~~494,~~037~~992.7101 AR 0.00 0.00 0.0007 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 Totals 01,076.0095 0.00 4,~~191~~021,~~464~~834.0477 0872.0003 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance 1-A-1 119,738,000.00 5.50000% ~~984~~946.~~58246263~~40669988 4.~~51266958~~33769739 0.00000000 1-A-2 4,969,900.00 5.50000% ~~984~~946.~~58246242~~40670034 4.~~51267028~~33769694 0.00000000 2-A-1 70,814,000.00 6.00000% ~~969~~911.~~50351611~~38747762 4.~~84751758~~55693733 0.00000000 2-A-2 9,532,500.00 6.00000% 1000.00000000 5.00000000 0.00000000 2-A-3 19,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 2-A-4 1,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 2-A-5 467,500.00 6.00000% 1000.00000000 5.00000000 0.00000000 3-A-1 60,054,000.00 6.50000% ~~980~~923.~~00961252~~45943751 5.~~30838545~~00207197 0.00000000 3-A-2 1,000,000.00 6.50000% ~~980~~923.~~00961000~~45944000 5.~~30839000~~00207000 0.00000000 4-A-1 72,065,000.00 5.75000% ~~981~~947.~~84448595~~52320239 4.~~70467148~~54021536 0.00000000 4-A-2 40,000,000.00 5.75000% ~~964~~886.~~07085175~~05256375 4.~~61950625~~24566850 0.00000000 4-A-3 1,500,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 4-A-4 30,000,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 4-A-5 1,500,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 4-A-6 2,000,000.00 5.75000% 1000.00000000 4.79166500 0.00000000 4-A-7 2,500,000.00 5.75000% 1000.00000000 4.79166800 0.00000000 4-A-8 1,250,000.00 5.50000% 1000.00000000 4.58333600 0.00000000 4-A-9 1,250,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 4-A-10 1,755,000.00 5.75000% 1000.00000000 4.79166952 0.00000000 4-A-11 4,478,000.00 5.75000% ~~981~~947.~~84448638~~52320232 4.~~70467173~~54021438 0.00000000 5-A-1 81,048,333.00 56.~~78125~~02000% ~~953~~797.~~87187026~~26792863 43.~~59547650~~99962748 0.~~00000000~~01264579 5-A-2 0.00 0.~~21875~~00000% ~~953~~797.~~87187026~~26792863 0.~~17388291~~00000000 0.00000000 5-A-3 10,000,000.00 6.25000% 1000.00000000 5.20833300 0.00000000 5-A-4 27,064,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 5-A-5 416,667.00 0.00000% 1000.00000000 0.00000000 0.00000000 5-A-6 90,020,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 5-A-7 3,736,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 6-A-1 94,096,000.00 5.75000% ~~975~~955.~~75694642~~56769693 4.~~67550204~~57876190 0.00000000 6-A-2 2,771,500.00 5.50000% 1000.00000000 4.58333393 0.00000000 6-A-3 2,771,500.00 6.00000% 1000.00000000 5.00000000 0.00000000 6-A-4 3,680,000.00 5.75000% 1000.00000000 4.79166576 0.00000000 6-A-5 1,282,750.00 5.50000% 1000.00000000 4.58333268 0.00000000 6-A-6 1,282,750.00 6.00000% 1000.00000000 5.00000000 0.00000000 6-A-7 2,565,500.00 5.75000% 1000.00000000 4.79166634 0.00000000 6-A-8 26,112,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 6-A-9 1,000,000.00 5.75000% 1000.00000000 4.79167000 0.00000000 A-X 0.00 5.75000% ~~974~~924.~~50033632~~10454471 4.~~66948067~~42800121 0.00000000 D-X 0.00 6.00000% ~~984~~927.~~41470374~~81767757 4.~~92207371~~63908830 0.00000000 A-P 2,080,534.28 0.00000% ~~990~~949.~~76105586~~44724967 0.00000000 0.00000000 D-B-1 15,126,000.00 5.~~87113~~87094% ~~998~~995.~~45607894~~80784675 4.~~88505091~~87193772 0.00000000 D-B-2 6,524,000.00 5.~~87113~~87094% ~~998~~995.~~45607909~~80784641 4.~~88505058~~87193746 0.00000000 D-B-3 3,558,000.00 5.~~87113~~87094% ~~998~~995.~~45607926~~80784711 4.~~88505059~~87193648 0.00000000 D-B-4 2,372,000.00 5.~~87113~~87094% ~~998~~995.~~45607926~~80784570 4.~~88505059~~87193929 0.00000000 D-B-5 2,372,000.00 5.~~87113~~87094% ~~998~~995.~~45607926~~80784570 4.~~88505059~~87193929 0.00000000 D-B-6 3,558,000.00 5.~~87113~~87094% ~~998~~995.~~45607926~~80784711 4.~~88505059~~87193648 0.00000000 D-B-7 1,190,070.68 5.~~87113~~87094% ~~998~~995.~~45607489~~81211429 4.~~88505439~~87196273 0.00000000 C-B-1 7,830,000.00 5.~~85687~~85688% ~~995~~991.~~53080204~~46465390 4.~~85890805~~83907407 0.00000000 C-B-2 1,615,000.00 5.~~85687~~85688% ~~995~~991.~~53080495~~46465635 4.~~85891022~~83907121 0.00000000 C-B-3 1,118,000.00 5.~~85687~~85688% ~~995~~991.~~53080501~~46465116 4.~~85890877~~83906977 0.00000000 C-B-4 621,000.00 5.~~85687~~85688% ~~995~~991.~~53080515~~46465378 4.~~85890499~~83906602 0.00000000 C-B-5 497,000.00 5.~~85687~~85688% ~~995~~991.~~53080483~~46464789 4.~~85891348~~83907445 0.00000000 C-B-6 499,661.68 5.~~85687~~85688% ~~995~~991.~~53079596~~46464464 4.~~85890773~~83907431 0.00000000 AR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 AR-L 50.00 5.50000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00000000 0.00000000 4.~~51266958~~33769739 0.00000000 ~~978~~943.~~71546351~~63138594 1-A-2 0.00000000 0.00000000 4.~~51267028~~33769694 0.00000000 ~~978~~943.~~71546309~~63138494 2-A-1 0.00000000 0.00000000 4.~~84751758~~55693733 0.00000000 ~~943~~910.~~46896631~~18568729 2-A-2 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 2-A-3 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 2-A-4 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 2-A-5 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 3-A-1 0.00000000 0.00000000 5.~~30838545~~00207197 0.00000000 ~~967~~906.~~97365787~~73395860 3-A-2 0.00000000 0.00000000 5.~~30839000~~00207000 0.00000000 ~~967~~906.~~97366000~~73396000 4-A-1 0.00000000 0.00000000 4.~~70467148~~54021536 0.00000000 ~~973~~940.~~64368376~~46565545 4-A-2 0.00000000 0.00000000 4.~~61950625~~24566850 0.00000000 ~~946~~886.~~95006325~~05121300 4-A-3 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 4-A-4 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 4-A-5 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 4-A-6 0.00000000 0.00000000 4.79166500 0.00000000 1000.00000000 4-A-7 0.00000000 0.00000000 4.79166800 0.00000000 1000.00000000 4-A-8 0.00000000 0.00000000 4.58333600 0.00000000 1000.00000000 4-A-9 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 4-A-10 0.00000000 0.00000000 4.79166952 0.00000000 1000.00000000 4-A-11 0.00000000 0.00000000 4.~~70467173~~54021438 0.00000000 ~~973~~940.~~64368468~~46565431 5-A-1 0.~~00000000~~01328775 0.00000000 43.~~59547650~~99898540 0.~~00000000~~01075938 ~~923~~726.~~05026570~~28499466 5-A-2 0.00000000 0.00000000 0.~~17388291~~00000000 0.00000000 ~~923~~726.~~05026570~~28499466 5-A-3 0.00000000 0.00000000 5.20833300 0.00000000 1000.00000000 5-A-4 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5-A-5 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 5-A-6 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5-A-7 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 6-A-1 0.00000000 0.00000000 4.~~67550204~~57876190 0.00000000 ~~973~~937.~~92940848~~43138178 6-A-2 0.00000000 0.00000000 4.58333393 0.00000000 1000.00000000 6-A-3 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 6-A-4 0.00000000 0.00000000 4.79166576 0.00000000 1000.00000000 6-A-5 0.00000000 0.00000000 4.58333268 0.00000000 1000.00000000 6-A-6 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 6-A-7 0.00000000 0.00000000 4.79166634 0.00000000 1000.00000000 6-A-8 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 6-A-9 0.00000000 0.00000000 4.79167000 0.00000000 1000.00000000 A-X 0.00000000 0.00000000 4.~~66948067~~42800121 0.00000000 ~~957~~921.~~81206120~~71795482 D-X 0.00000000 0.00000000 4.~~92207371~~63908830 0.00000000 ~~976~~907.~~28263063~~38848010 A-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~985~~945.~~38041392~~96215449 D-B-1 0.00000000 0.00000000 4.~~88505091~~87193772 0.00000000 ~~997~~994.~~93427410~~96948698 D-B-2 0.00000000 0.00000000 4.~~88505058~~87193746 0.00000000 ~~997~~994.~~93427345~~96948651 D-B-3 0.00000000 0.00000000 4.~~88505059~~87193648 0.00000000 ~~997~~994.~~93427487~~96948567 D-B-4 0.00000000 0.00000000 4.~~88505059~~87193929 0.00000000 ~~997~~994.~~93427487~~96948567 D-B-5 0.00000000 0.00000000 4.~~88505059~~87193929 0.00000000 ~~997~~994.~~93427487~~96948567 D-B-6 0.00000000 0.00000000 4.~~88505059~~87193648 0.00000000 ~~997~~994.~~93427487~~96948567 D-B-7 0.00000000 0.00000000 4.~~88505439~~87196273 0.00000000 ~~997~~994.~~93427395~~96947526 C-B-1 0.00000000 0.00000000 4.~~85890805~~83907407 0.00000000 ~~994~~990.~~74850958~~65434100 C-B-2 0.00000000 0.00000000 4.~~85891022~~83907121 0.00000000 ~~994~~990.~~74850774~~65434056 C-B-3 0.00000000 0.00000000 4.~~85890877~~83906977 0.00000000 ~~994~~990.~~74850626~~65433810 C-B-4 0.00000000 0.00000000 4.~~85890499~~83906602 0.00000000 ~~994~~990.~~74850242~~65434783 C-B-5 0.00000000 0.00000000 4.~~85891348~~83907445 0.00000000 ~~994~~990.~~74851107~~65434608 C-B-6 0.00000000 0.00000000 4.~~85890773~~83907431 0.00000000 ~~994~~990.~~74850663~~65433635 AR 0.00000000 0.00000000 01.~~00000000~~40000000 0.00000000 0.00000000 AR-L 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 1113,~~710~~530,~~795~~736.8378 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0165,781.0081 Servicer Advances 092,654.0026 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Swap/Cap Payments 01,024.0092 Total Deposits 1113,~~710~~790,~~795~~197.8377 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 89,743.66 Total Administration Fees ~~187~~180,~~837~~174.5652 Payment of Interest and Principal 1113,~~522~~520,~~958~~279.2759 Total Withdrawals (Pool Distribution Amount) 1113,~~710~~790,~~795~~197.8377 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~170~~163,~~569~~760.5232 LPMI and Excess Fees 16,~~826~~026.4451 Wells Fargo Master Servicing Fee ~~441~~387.6069 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~187~~180,~~837~~174.5652 *Servicer Payees include: BANK OF AMERICA, ~~(NY)~~N.A.; COUNTRYWIDE HOME LOANS ~~INC.~~SERVICING LP; FIFTH THIRD MTG COMPANY; HEMISPHERE NATIONAL BANK; ~~WACHOVIA~~Homeq ~~MORTGAGE~~Servicing ~~CORPORATION~~Corporation; WASHINGTON MUTUAL MTG SEC CORP; WELLS FARGO BANK, N.A.

Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Class 5A1 Cap Account 01,024.0092 0.00 01,024.0092

COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.~~351371~~345022% Weighted Average Net Coupon 6.~~103991~~097684% Weighted Average Pass-Through Rate 6.~~078947~~072892% Weighted Average Remaining Term ~~353~~348 Beginning Scheduled Collateral Loan Count 2,~~673~~563 Number Of Loans Paid In Full 2536 Ending Scheduled Collateral Loan Count 2,~~648~~527 Beginning Scheduled Collateral Balance ~~827~~794,~~405~~509,~~547~~305.0776 Ending Scheduled Collateral Balance ~~820~~785,~~074~~010,~~052~~866.8103 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 ~~820~~785,~~441~~403,~~675~~894.6904 Monthly P&I Constant 4,~~876~~697,~~198~~001.3684 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 0.00 Prepayment Penalty Paid Count 0 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 496,~~898~~019.8151 Unscheduled Principal 69,~~834~~002,~~595~~420.4522

Group Level Collateral Statement Group G1 30YR CONF ALT-A G2 30 YR JUMBO A Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~123445~~124388 6.~~438997~~435909 Weighted Average Net Rate 5.~~873603~~874552 6.~~195906~~192394 Pass-Through Rate 5.~~832248~~833119 6.~~174857~~171649 Weighted Average Remaining Term ~~354~~349 ~~353~~348 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~666~~642,~~965~~692.0659 ~~637~~615,~~646~~932.5969 Beginning Loan Count ~~519~~499 ~~173~~167 Loans Paid in Full 31 30 Ending Loan Count ~~516~~498 ~~170~~167 Beginning Scheduled Balance ~~130~~125,~~703~~927,~~888~~865.2855 ~~103~~99,~~837~~701,~~922~~969.0321 Ending Scheduled Balance ~~129~~125,~~965~~581,~~156~~710.9051 ~~101~~99,~~990~~612,~~294~~660.4348 Scheduled Principal 0.00 8081,~~469~~205.8832 Unscheduled Principal ~~738~~346,~~731~~155.3804 18,~~767,157~~103.7241 Scheduled Interest ~~666~~642,~~965~~692.0659 ~~557~~534,~~176~~727.7137 Servicing Fees 2726,~~212~~217.78 2120,~~035~~232.0749 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 4,~~504~~347.4292 1,~~821~~723.4057 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 ~~635~~612,~~247~~126.8689 ~~534~~512,~~320~~771.2431 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group G3 30YR CONF ALT-A G4 30YR JUMBO ALTA Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~965433~~966547 6.~~075259~~071789 Weighted Average Net Rate 6.~~715044~~716547 5.~~832377~~829126 Pass-Through Rate 6.~~714424~~716167 5.~~816843~~813764 Weighted Average Remaining Term ~~354~~350 ~~353~~348 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~397~~377,~~239~~441.4010 ~~974~~943,~~658~~382.4484 Beginning Loan Count ~~355~~337 ~~277~~268 Loans Paid in Full 46 21 Ending Loan Count ~~351~~331 ~~275~~267 Beginning Scheduled Balance 6360,~~623~~161,~~077~~840.3666 ~~167~~161,~~095~~243,~~682~~639.0105 Ending Scheduled Balance 6259,~~886~~138,~~570~~912.1563 ~~165~~160,~~773~~688,~~939~~581.8852 Scheduled Principal 2728,~~937~~174.5019 ~~128~~127,~~700~~518.4935 Unscheduled Principal ~~708~~994,~~569~~753.7184 1427,~~193,041~~539.6418 Scheduled Interest ~~369~~349,~~301~~266.9091 ~~845~~815,~~957~~864.9549 Servicing Fees 1312,~~275~~533.4272 3332,~~820~~606.4362 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 3219.8805 2,~~163~~064.0419 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 ~~355~~336,~~993~~714.6014 ~~809~~781,~~974~~193.4868 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group G5 30YR CONF ALT-A G6 30YR JUMBO A Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~649753~~643815 6.~~077117~~076652 Weighted Average Net Rate 6.~~399841~~393909 5.~~828868~~828425 Pass-Through Rate 6.~~359385~~353756 5.~~818046~~817490 Weighted Average Remaining Term ~~353~~348 ~~353~~348 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 1,~~378~~303,~~235~~928.6702 ~~821~~813,~~453~~624.2060 Beginning Loan Count 1,~~116~~059 233 Loans Paid in Full 1325 03 Ending Loan Count 1,~~103~~034 ~~233~~230 Beginning Scheduled Balance ~~221~~209,~~921~~179,~~427~~174.9014 ~~140~~138,~~223~~294,~~549~~817.4915 Ending Scheduled Balance ~~219~~203,~~412~~406,~~017~~403.8345 ~~140~~136,~~046~~582,~~073~~597.6244 Scheduled Principal ~~148~~145,~~466~~804.8692 ~~111~~113,~~324~~316.0873 Unscheduled Principal 25,~~360~~626,~~943~~965.2177 661,~~151~~598,902.7998 Scheduled Interest 1,~~229~~158,~~768~~123.8110 ~~710~~700,~~129~~307.1287 Servicing Fees 4643,~~217~~562.2265 2928,~~008~~607.6006 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 76,~~481~~999.7122 1,~~264~~260.5925 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,~~176~~107,~~069~~561.8823 ~~679~~670,~~855~~440.9356 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed Weighted Average Coupon Rate 6.~~351371~~345022 Weighted Average Net Rate 6.~~103991~~097684 Pass-Through Rate 6.~~078947~~072892 Weighted Average Remaining Term ~~353~~348 Record Date 0510/31/2006 Principal And Interest Constant 4,~~876~~697,~~198~~001.3684 Beginning Loan Count 2,~~673~~563 Loans Paid in Full 2536 Ending Loan Count 2,~~648~~527 Beginning Scheduled Balance ~~827~~794,~~405~~509,~~547~~305.0776 Ending Scheduled Balance ~~820~~785,~~074~~010,~~052~~866.8103 Scheduled Principal 496,~~898~~019.8151 Unscheduled Principal 69,~~834~~002,~~595~~420.4522 Scheduled Interest 4,~~379~~200,~~299~~982.5533 Servicing Fees ~~170~~163,~~569~~760.5232 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 1716,~~268~~414.0420 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,~~191~~020,~~461~~807.9981 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 0.00 Prepayment Penalty Paid Count 0 Special Servicing Fee 0.00

Additional Reporting - Group Level Cash Reporting G5 30YR CONF ALT-A Cap Amount 01,024.0092 Trigger Event Reporting G1 30YR CONF ALT-A Cumulative Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 03.~~000000~~740749% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% G2 30 YR JUMBO A Cumulative Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 03.~~000000~~175187% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% G3 30YR CONF ALT-A Cumulative Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.~~000000~~955669% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% G4 30YR JUMBO ALTA Cumulative Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% G5 30YR CONF ALT-A Cumulative Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 04.~~000000~~749592% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% G6 30YR JUMBO A Cumulative Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Shifting Interest Trigger 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 Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 03 0 0 03 0712,338.0038 0.00 0.00 0712,338.0038 30 Days 4 0 0 0 4 ~~693~~514,~~513~~820.3430 0.00 0.00 0.00 ~~693~~514,~~513~~820.3430 60 Days 05 0 0 0 05 0841,166.0028 0.00 0.00 0.00 0841,166.0028 90 Days 01 0 03 0 04 0490,000.00 0.00 0828,319.0009 0.00 01,318,319.0009 120 Days 0 0 01 0 01 0.00 0.00 0229,576.0051 0.00 0229,576.0051 150 Days 0 0 01 0 01 0.00 0.00 0423,200.00 0.00 0423,200.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 410 03 05 0 418 ~~693~~1,~~513~~845,986.3458 0712,338.0038 01,481,095.0060 0.00 ~~693~~4,~~513~~039,420.3456 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~~118718% 0.000000% 0.000000% 0.~~000000~~118718% 0.~~000000~~090697% 0.000000% 0.000000% 0.~~000000~~090697% 30 Days 0.~~151057~~158290% 0.000000% 0.000000% 0.000000% 0.~~151057~~158290% 0.~~084529~~065548% 0.000000% 0.000000% 0.000000% 0.~~084529~~065548% 60 Days 0.~~000000~~197863% 0.000000% 0.000000% 0.000000% 0.~~000000~~197863% 0.~~000000~~107100% 0.000000% 0.000000% 0.000000% 0.~~000000~~107100% 90 Days 0.~~000000~~039573% 0.000000% 0.~~000000~~118718% 0.000000% 0.~~000000~~158290% 0.~~000000~~062388% 0.000000% 0.~~000000~~105464% 0.000000% 0.~~000000~~167852% 120 Days 0.000000% 0.000000% 0.~~000000~~039573% 0.000000% 0.~~000000~~039573% 0.000000% 0.000000% 0.~~000000~~029230% 0.000000% 0.~~000000~~029230% 150 Days 0.000000% 0.000000% 0.~~000000~~039573% 0.000000% 0.~~000000~~039573% 0.000000% 0.000000% 0.~~000000~~053883% 0.000000% 0.~~000000~~053883% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~151057~~395726% 0.~~000000~~118718% 0.~~000000~~197863% 0.000000% 0.~~151057~~712307% 0.~~084529~~235037% 0.~~000000~~090697% 0.~~000000~~188578% 0.000000% 0.~~084529~~514311%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 8592,~~709~~654.2826

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30YR CONF ALT-A No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 0184,689.0018 0.00 0.00 0184,689.0018 30 Days 10 0 0 0 10 ~~135,772~~0.7300 0.00 0.00 0.00 ~~135,772~~0.7300 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 01 0 01 0 02 0490,000.00 0.00 0135,772.0073 0.00 0625,772.0073 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 1 01 01 0 13 ~~135~~490,~~772~~000.7300 0184,689.0018 0135,772.0073 0.00 ~~135~~810,~~772~~461.7391 0-29 Days 0.~~000000~~200803% 0.000000% 0.000000% 0.~~000000~~200803% 0.~~000000~~147066% 0.000000% 0.000000% 0.~~000000~~147066% 30 Days 0.~~193798~~000000% 0.000000% 0.000000% 0.000000% 0.~~193798~~000000% 0.~~104470~~000000% 0.000000% 0.000000% 0.000000% 0.~~104470~~000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.~~000000~~200803% 0.000000% 0.~~000000~~200803% 0.000000% 0.~~000000~~401606% 0.~~000000~~390183% 0.000000% 0.~~000000~~108115% 0.000000% 0.~~000000~~498297% 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.~~193798~~200803% 0.~~000000~~200803% 0.~~000000~~200803% 0.000000% 0.~~193798~~602410% 0.~~104470~~390183% 0.~~000000~~147066% 0.~~000000~~108115% 0.000000% 0.~~104470~~645363% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2 30 YR JUMBO A No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 0419,681.0026 0.00 0.00 0419,681.0026 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 01 0 01 0.00 0.00 0493,926.0060 0.00 0493,926.0060 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 01 01 0 02 0.00 0419,681.0026 0493,926.0060 0.00 0913,607.0086 0-29 Days 0.~~000000~~598802% 0.000000% 0.000000% 0.~~000000~~598802% 0.~~000000~~421030% 0.000000% 0.000000% 0.~~000000~~421030% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.~~000000~~598802% 0.000000% 0.~~000000~~598802% 0.000000% 0.000000% 0.~~000000~~495514% 0.000000% 0.~~000000~~495514% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.~~000000~~598802% 0.~~000000~~598802% 0.000000% 01.~~000000~~197605% 0.000000% 0.~~000000~~421030% 0.~~000000~~495514% 0.000000% 0.~~000000~~916544% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3 30YR CONF ALT-A No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 30YR JUMBO ALTA No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 30YR CONF ALT-A No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 0107,967.0094 0.00 0.00 0107,967.0094 30 Days 34 0 0 0 34 ~~557~~514,~~740~~820.6130 0.00 0.00 0.00 ~~557~~514,~~740~~820.6130 60 Days 05 0 0 0 05 0841,166.0028 0.00 0.00 0.00 0841,166.0028 90 Days 0 0 01 0 01 0.00 0.00 0198,619.0076 0.00 0198,619.0076 120 Days 0 0 01 0 01 0.00 0.00 0229,576.0051 0.00 0229,576.0051 150 Days 0 0 01 0 01 0.00 0.00 0423,200.00 0.00 0423,200.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 39 01 03 0 313 ~~557~~1,~~740~~355,986.6158 0107,967.0094 0851,396.0027 0.00 ~~557~~2,~~740~~315,350.6179 0-29 Days 0.~~000000~~096712% 0.000000% 0.000000% 0.~~000000~~096712% 0.~~000000~~053051% 0.000000% 0.000000% 0.~~000000~~053051% 30 Days 0.~~271985~~386847% 0.000000% 0.000000% 0.000000% 0.~~271985~~386847% 0.~~254076~~252962% 0.000000% 0.000000% 0.000000% 0.~~254076~~252962% 60 Days 0.~~000000~~483559% 0.000000% 0.000000% 0.000000% 0.~~000000~~483559% 0.~~000000~~413315% 0.000000% 0.000000% 0.000000% 0.~~000000~~413315% 90 Days 0.000000% 0.000000% 0.~~000000~~096712% 0.000000% 0.~~000000~~096712% 0.000000% 0.000000% 0.~~000000~~097594% 0.000000% 0.~~000000~~097594% 120 Days 0.000000% 0.000000% 0.~~000000~~096712% 0.000000% 0.~~000000~~096712% 0.000000% 0.000000% 0.~~000000~~112804% 0.000000% 0.~~000000~~112804% 150 Days 0.000000% 0.000000% 0.~~000000~~096712% 0.000000% 0.~~000000~~096712% 0.000000% 0.000000% 0.~~000000~~207943% 0.000000% 0.~~000000~~207943% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~271985~~870406% 0.~~000000~~096712% 0.~~000000~~290135% 0.000000% 01.~~271985~~257253% 0.~~254076~~666276% 0.~~000000~~053051% 0.~~000000~~418341% 0.000000% 01.~~254076~~137668% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6 30YR JUMBO A No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 266,439.00 0.03165553% 266,439.00 0.~~03248963~~03394080% Fraud 25,250,468.00 3.00000000% 25,250,468.00 3.~~07904730~~21657560% Special Hazard 9,931,256.00 1.17992934% 9,931,256.00 1.~~21101942~~26511064% Limit of Subordinate's Exposure to Certain Types of Losses

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~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. G1 30YR CONF ALT-A 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. G2 30 YR JUMBO A 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. G3 30YR CONF ALT-A 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. G4 30YR JUMBO ALTA 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. G5 30YR CONF ALT-A 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. G6 30YR JUMBO A 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 03 ~~Jul~~Dec-05 0.000% Original Principal Balance 0833,050.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0828,319.0009 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 05 ~~Dec~~May-0506 0.000% Original Principal Balance 01,486,950.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 01,481,095.0060 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~003% ~~May~~Oct-06 0.~~000~~109% ~~Jun~~Nov-06 0.~~000~~189% *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. G1 30YR CONF ALT-A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 0135,800.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0135,772.0073 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0135,800.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0135,772.0073 ~~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~~108% *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. G2 30 YR JUMBO A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 0497,250.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0493,926.0060 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0497,250.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0493,926.0060 ~~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~~496% *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. G3 30YR CONF ALT-A 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~~360% ~~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. G4 30YR JUMBO ALTA 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. G5 30YR CONF ALT-A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 0200,000.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0198,619.0076 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 03 ~~Dec~~May-0506 0.000% Original Principal Balance 0853,900.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0851,396.0027 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~013% ~~May~~Oct-06 0.~~000~~312% ~~Jun~~Nov-06 0.~~000~~418% *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. G6 30YR JUMBO A 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.

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 NoG1 ~~Foreclosure~~30YR ~~Loans~~CONF ~~this~~ALT-A ~~Period~~0500589778 Nov-2006 01-Nov-2005 GA 64.67 135,800.00 G2 30 YR JUMBO A 0500599647 Nov-2006 01-Dec-2005 NY 82.88 497,250.00 G5 30YR CONF ALT-A 0500575741 Nov-2006 01-Dec-2005 NJ 75.47 200,000.00 G5 30YR CONF ALT-A 0500609871 Oct-2006 01-Dec-2005 NY 79.99 230,700.00 G5 30YR CONF ALT-A 0500629317 Oct-2006 01-Feb-2006 NY 80.00 423,200.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoG1 ~~Foreclosure~~30YR ~~Loans~~CONF ~~this~~ALT-A ~~Period~~0500589778 135,772.73 01-Jun-2006 3 6.125% 3,295.35 G2 30 YR JUMBO A 0500599647 493,926.60 01-Jun-2006 3 6.500% 12,735.49 G5 30YR CONF ALT-A 0500575741 198,619.76 01-Jun-2006 3 6.375% 5,018.07 G5 30YR CONF ALT-A 0500609871 229,576.51 01-May-2006 4 7.125% 7,817.87 G5 30YR CONF ALT-A 0500629317 423,200.00 01-Apr-2006 5 6.625% 15,614.34

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 02 ~~Jul~~Dec-05 0.000% Original Principal Balance 0607,920.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0604,370.0044 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 03 ~~Dec~~May-0506 0.000% Original Principal Balance 0715,920.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0712,338.0038 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~013% ~~May~~Oct-06 0.~~000~~014% ~~Jun~~Nov-06 0.~~000~~091% *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. G1 30YR CONF ALT-A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 0184,720.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0184,689.0018 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0184,720.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0184,689.0018 ~~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~~147% *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. G2 30 YR JUMBO A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 0423,200.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0419,681.0026 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0423,200.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0419,681.0026 ~~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~~421% *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. G3 30YR CONF ALT-A 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. G4 30YR JUMBO ALTA 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. G5 30YR CONF ALT-A 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 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0108,000.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0107,967.0094 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~051% ~~May~~Oct-06 0.~~000~~052% ~~Jun~~Nov-06 0.~~000~~053% *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. G6 30YR JUMBO A 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.

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 NoG1 ~~Bankruptcy~~30YR ~~Loans~~CONF ~~this~~ALT-A ~~Period~~0500587326 Nov-2006 01-Nov-2005 NY 80.00 184,720.00 G2 30 YR JUMBO A 0406397093 Nov-2006 01-Feb-2006 OK 80.00 423,200.00 G5 30YR CONF ALT-A 0500582330 Sep-2006 01-Dec-2005 FL 31.76 108,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest NoG1 ~~Bankruptcy~~30YR ~~Loans~~CONF ~~this~~ALT-A ~~Period~~0500587326 184,689.18 01-Oct-2006 0 6.125% 1,793.02 G2 30 YR JUMBO A 0406397093 419,681.26 01-Oct-2006 0 6.500% 4,338.77 G5 30YR CONF ALT-A 0500582330 107,967.94 01-Sep-2006 0 7.125% 1,228.14

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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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. G1 30YR CONF ALT-A 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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. G2 30 YR JUMBO A 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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. G3 30YR CONF ALT-A 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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. G4 30YR JUMBO ALTA 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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. G5 30YR CONF ALT-A 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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. G6 30YR JUMBO A 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% 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 0.000% N/A ~~Mar~~Aug-2006 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 G1 30YR CONF ALT-A 31 ~~722~~331,~~925~~200.00 ~~722~~331,~~339~~200.5400 0 0.00 0.00 G2 30 YR JUMBO A 30 ~~1,767,920~~0.00 ~~1,761,784~~0.6500 0 0.00 0.00 G3 30YR CONF ALT-A 46 ~~597~~986,~~320~~650.00 ~~593~~982,~~980~~255.0396 0 0.00 0.00 G4 30YR JUMBO ALTA 2 1 423,~~179,600~~500.00 1418,~~173,058~~632.3249 0 0.00 0.00 G5 30YR CONF ALT-A 1324 25,~~353~~491,~~862~~936.00 25,~~344~~451,~~698~~972.1953 01 0165,000.00 0164,957.0003 G6 30YR JUMBO A 03 01,599,600.00 01,583,396.0016 0 0.00 0.00 Total 2535 68,~~621~~832,~~627~~886.00 68,~~595~~767,~~860~~457.7314 01 0165,000.00 0164,957.0003

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 G1 30YR CONF ALT-A 0 0.00 0.00 0 0.00 0.00 1614,~~391~~955.8404 G2 30 YR JUMBO A 0 0.00 0.00 0 0.00 0.00 68,~~413~~103.9541 G3 30YR CONF ALT-A 0 0.00 0.00 0 0.00 0.00 ~~114~~12,~~996~~894.2757 G4 30YR JUMBO ALTA 0 0.00 0.00 0 0.00 0.00 209,~~542~~362.3930 G5 30YR CONF ALT-A 0 0.00 0.00 0 0.00 0.00 1712,~~741~~777.1029 G6 30YR JUMBO A 0 0.00 0.00 0 0.00 0.00 6616,~~151~~667.7912 Total 0 0.00 0.00 0 0.00 0.00 ~~242~~74,~~237~~759.3473

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount G1 30YR CONF ALT-A ~~0405531245~~0500570130 NJCA 6970.2047 01-Nov-2005 ~~310~~331,~~000~~200.00 ~~309~~331,~~989~~200.9900 G1G3 30YR CONF ALT-A ~~0500609561~~0405991515 CAPA 5190.2100 01-Jun-2005 76,500.00 74,923.93 G3 30YR CONF ALT-A 0406634339 NC 80.00 01-Feb-2006 ~~240~~235,~~700~~200.00 ~~240~~233,~~124~~247.5596 G1G3 30YR CONF ALT-A ~~0500653085~~0500599471 FLAZ 6580.00 01-~~Mar~~Feb-2006 ~~172~~216,~~225~~800.00 ~~172~~216,~~225~~800.00 G2G3 3030YR YRCONF ~~JUMBO~~ ALT-A ~~0405526240~~0500646947 MOUT 8070.00 01-~~Jul~~Feb-~~2005~~2006 ~~639~~53,~~920~~900.00 ~~639~~53,~~920~~900.00 G2G3 3030YR YRCONF ~~JUMBO~~ ALT-A ~~0406611548~~0700205123 CAMA 8070.00 01-~~Jan~~Mar-2006 ~~568~~157,~~000~~500.00 ~~564~~156,~~951~~237.3738 G2G3 3030YR YRCONF ALT-A 0700228197 HI 75.00 01-Mar-2006 246,750.00 246,750.00 G4 30YR JUMBO AALTA ~~0500571339~~0405764839 CA 8070.00 01-Dec-2005 423,500.00 418,176.88 G5 30YR CONF ALT-A 0405531600 VA 76.74 01-Nov-2005 ~~560~~165,000.00 ~~555~~164,~~872~~957.4003 G3G5 30YR CONF ALT-A ~~0405992295~~0405855575 CADE 80.00 01-~~May~~Dec-2005 ~~113~~198,~~600~~636.00 ~~112~~196,~~212~~666.8431 G3G5 30YR CONF ALT-A ~~0406334482~~0405992722 CANC 4679.3076 01-~~Feb~~Nov-~~2006~~2005 ~~250~~134,000.00 ~~248~~131,~~893~~183.6970 G3G5 30YR CONF ALT-A ~~0406634331~~0406133009 SCPA 7585.0800 01-~~Feb~~Nov-~~2006~~2005 75140,~~000~~250.00 74137,~~696~~954.5448 G3G5 30YR CONF ALT-A ~~0500596344~~0406133106 FLAZ 8079.0099 01-Dec-2005 ~~158~~262,~~720~~050.00 ~~157~~259,~~770~~049.3786 G4G5 30YR ~~JUMBO~~CONF ~~ALTA~~ALT-A ~~0405532393~~0406133201 AZOR 79.7599 01-~~Nov~~Dec-2005 ~~650~~204,~~000~~850.00 ~~649~~202,~~827~~560.3436 G4G5 30YR ~~JUMBO~~CONF ~~ALTA~~ALT-A ~~0405558925~~0406133210 CAOR 80.00 01-~~Nov~~Dec-2005 ~~529~~204,~~600~~000.00 ~~522~~201,~~671~~599.9160 G5 30YR CONF ALT-A ~~0403582276~~0406284814 TXCA 7479.7598 01-~~Oct~~Dec-~~2004~~2005 ~~112~~321,~~500~~800.00 ~~110~~321,~~082~~800.7600 G5 30YR CONF ALT-A ~~0405980449~~0406334463 NCCA 9563.66 01-Feb-2006 296,000.00 296,000.00 G5 30YR CONF ALT-A 0406634325 FL 84.82 01-~~Nov~~Feb-~~2005~~2006 ~~142~~161,~~500~~150.00 ~~141~~159,~~522~~616.8753 G5 30YR CONF ALT-A ~~0405992260~~0406634351 PAFL 6590.00 01-~~May~~Jan-~~2005~~2006 25233,~~350~~595.00 25231,~~009~~319.3542 G5 30YR CONF ALT-A ~~0406090922~~0500184331 CA 5929.8863 01-~~Nov~~Mar-~~2005~~2004 ~~194~~400,000.00 ~~194~~386,~~000~~859.0040 G5 30YR CONF ALT-A ~~0406132966~~0500600580 CANJ 9049.0041 01-Dec-2005 ~~245~~210,~~700~~000.00 ~~244~~207,~~119~~652.80 G5 30YR CONF ALT-A 0500610627 FL 70.00 01-Feb-2006 296,100.00 296,100.00 G5 30YR CONF ALT-A ~~0406133027~~0500630280 MOCA 76.52 01-Feb-2006 176,000.00 176,000.00 G5 30YR CONF ALT-A 0500634946 NJ 80.00 01-~~Dec~~Feb-~~2005~~2006 ~~133~~210,~~212~~120.00 ~~132~~208,~~434~~073.1613 G5 30YR CONF ALT-A ~~0406133112~~0500639976 WINJ 75.00 01-~~Dec~~Feb-~~2005~~2006 75243,750.00 243,748.38 G5 30YR CONF ALT-A 0500647088 MN 67.31 01-Feb-2006 175,000.00 74173,~~537~~486.7410 G5 30YR CONF ALT-A ~~0406413776~~0500647279 AZCA 7951.4717 01-~~Mar~~Feb-2006 ~~120~~307,000.00 ~~119~~306,~~438~~574.3735 G5 30YR CONF ALT-A ~~0500635698~~0700216438 NYNJ 80.00 01-Feb-2006 ~~402~~300,~~800~~640.00 ~~400~~300,~~959~~640.4800 G5 30YR CONF ALT-A ~~0500642123~~0700224029 NYVA 6380.8900 01-Feb-2006 ~~315~~364,000.00 ~~313~~364,~~661~~000.5400 G5 30YR CONF ALT-A ~~0500643080~~0700231313 CACO 80.00 01-Feb-2006 ~~228~~255,~~000~~960.00 ~~228~~254,~~000~~364.43 G5 30YR CONF ALT-A 0700233594 PA 65.00 01-Mar-2006 123,435.00 122,421.17 G5 30YR CONF ALT-A ~~0500643631~~0700235361 LADC 7032.9735 01-~~Feb~~Mar-2006 ~~220~~120,000.00 ~~219~~119,~~874~~093.6583 G5 30YR CONF ALT-A ~~0700220165~~0700237512 FLDE 80.00 01-Mar-2006 ~~139~~153,~~800~~600.00 ~~139~~152,467.60 G6 30YR JUMBO A 0406611498 TX 55.02 01-Feb-2006 527,600.00 521,812.99 G6 30YR JUMBO A 0406917712 CA 76.59 01-Jan-2006 572,000.00 561,123.4913 G6 30YR JUMBO A 0500562265 MN 66.84 01-Oct-2005 500,000.00 499,299.74

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning G1 30YR CONF ALT-A ~~0405531245~~0500570130 Loan Paid in Full 0 56.~~625~~125% 360 712 G1G3 30YR CONF ALT-A ~~0500609561~~0405991515 Loan Paid in Full 0(2) 56.~~750~~875% 360 417 G1G3 30YR CONF ALT-A ~~0500653085~~0406634339 Loan Paid in Full 0 7.250% 360 9 G3 30YR CONF ALT-A 0500599471 Loan Paid in Full 2 6.~~500~~750% 360 39 G2G3 3030YR YRCONF ~~JUMBO~~ALT-A 0500646947 Loan Paid in Full 0 7.250% 360 9 G3 30YR CONF ALT-A ~~0405526240~~0700205123 Loan Paid in Full (1) 7.250% 360 8 G3 30YR CONF ALT-A 0700228197 Loan Paid in Full 0 6.~~625~~875% 360 8 G4 30YR JUMBO ALTA 0405764839 Loan Paid in Full 0 5.875% 360 11 G2G5 3030YR YRCONF ~~JUMBO~~ALT-A 0405531600 Repurchase 0 6.250% 360 12 G5 30YR CONF ALT-A ~~0406611548~~0405855575 Loan Paid in Full 0 67.~~625~~125% 360 511 G2G5 3030YR YRCONF ~~JUMBO~~ALT-A 0405992722 Loan Paid in Full 0 6.750% 360 12 G5 30YR CONF ALT-A ~~0500571339~~0406133009 Loan Paid in Full 0 6.~~500~~250% 360 712 G3G5 30YR CONF ALT-A ~~0405992295~~0406133106 Loan Paid in Full (1) 6.~~875~~375% 360 1311 G3G5 30YR CONF ALT-A ~~0406334482~~0406133201 Loan Paid in Full 0 6.~~875~~500% 360 411 G3G5 30YR CONF ALT-A ~~0406634331~~0406133210 Loan Paid in Full 0 76.~~125~~375% 360 411 G3G5 30YR CONF ALT-A ~~0500596344~~0406284814 Loan Paid in Full 0 6.875% 360 611 G4G5 30YR ~~JUMBO~~CONF ~~ALTA~~ALT-A ~~0405532393~~0406334463 Loan Paid in Full 0 6.~~375~~875% 360 79 G4G5 30YR ~~JUMBO~~CONF ~~ALTA~~ALT-A ~~0405558925~~0406634325 Loan Paid in Full 0 6.~~000~~875% 360 79 G5 30YR CONF ALT-A ~~0403582276~~0406634351 Loan Paid in Full 01 6.~~125~~750% 360 2010 G5 30YR CONF ALT-A ~~0405980449~~0500184331 Loan Paid in Full 0 6.~~875~~500% 360 732 G5 30YR CONF ALT-A ~~0405992260~~0500600580 Loan Paid in Full 0 6.500% 360 1311 G5 30YR CONF ALT-A ~~0406090922~~0500610627 Loan Paid in Full 0 6.~~625~~875% 360 79 G5 30YR CONF ALT-A ~~0406132966~~0500630280 Loan Paid in Full 0 6.~~500~~750% 360 9 G5 30YR CONF ALT-A 0500634946 Loan Paid in Full 0 6.750% 360 9 G5 30YR CONF ALT-A ~~0406133027~~0500639976 Loan Paid in Full (1) 6.625% 360 9 G5 30YR CONF ALT-A 0500647088 Loan Paid in Full 0 7.~~000~~125% 360 69 G5 30YR CONF ALT-A ~~0406133112~~0500647279 Loan Paid in Full 0 6.750% 360 69 G5 30YR CONF ALT-A ~~0406413776~~0700216438 Loan Paid in Full 0 6.~~375~~750% 360 39 G5 30YR CONF ALT-A ~~0500635698~~0700224029 Loan Paid in Full 10 6.~~500~~750% 360 49 G5 30YR CONF ALT-A ~~0500642123~~0700231313 Loan Paid in Full 0 6.875% 360 49 G5 30YR CONF ALT-A ~~0500643080~~0700233594 Loan Paid in Full 0(1) 67.~~750~~125% 360 48 G5 30YR CONF ALT-A ~~0500643631~~0700235361 Loan Paid in Full 0 67.~~750~~000% 360 48 G5 30YR CONF ALT-A ~~0700220165~~0700237512 Loan Paid in Full 0 7.125% 360 8 G6 30YR JUMBO A 0406611498 Loan Paid in Full 0 6.~~625~~125% 360 39 G6 30YR JUMBO A 0406917712 Loan Paid in Full 0 6.000% 360 10 G6 30YR JUMBO A 0500562265 Loan Paid in Full 0 6.125% 360 13

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 01.~~827~~134% Current Month 912.~~480~~788% Current Month ~~733~~559.~~765~~944% 3 Month Average 0.~~529~~896% 3 Month Average 610.~~143~~213% 3 Month Average ~~544~~489.~~293~~099% 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~~8.829% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~1,273.514% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~3.898% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~436.699% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~5.050% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~462.416% N/A ~~Jan~~Jun-2006 ~~N/A~~9.480% N/A ~~Jan~~Jun-2006 ~~N/A~~733.765% N/A ~~Feb~~Jul-2006 ~~N/A~~8.314% N/A ~~Feb~~Jul-2006 ~~N/A~~556.315% N/A ~~Mar~~Aug-2006 87.~~829~~350% N/A ~~Mar~~Aug-2006 ~~1,273~~435.~~514~~352% N/A ~~Apr~~Sep-2006 310.~~898~~034% N/A ~~Apr~~Sep-2006 ~~436~~532.~~699~~043% N/A ~~May~~Oct-2006 57.~~050~~818% N/A ~~May~~Oct-2006 ~~462~~375.~~416~~309% N/A ~~Jun~~Nov-2006 912.~~480~~788% N/A ~~Jun~~Nov-2006 ~~733~~559.~~765~~944% 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. G1 30YR CONF ALT-A SMM CPR PSA Current Month 0.~~565~~275% Current Month 63.~~575~~249% Current Month ~~527~~144.~~022~~861% 3 Month Average 0.~~450~~779% 3 Month Average 58.~~264~~874% 3 Month Average ~~493~~447.~~225~~844% 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~~7.753% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~1,191.091% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~3.227% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~380.358% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~5.988% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~572.294% N/A ~~Jan~~Jun-2006 ~~N/A~~6.575% N/A ~~Jan~~Jun-2006 ~~N/A~~527.022% N/A ~~Feb~~Jul-2006 ~~N/A~~3.812% N/A ~~Feb~~Jul-2006 ~~N/A~~263.362% N/A ~~Mar~~Aug-2006 78.~~753~~702% N/A ~~Mar~~Aug-2006 ~~1,191~~527.~~091~~904% N/A ~~Apr~~Sep-2006 310.~~227~~301% N/A ~~Apr~~Sep-2006 ~~380~~559.~~358~~018% N/A ~~May~~Oct-2006 513.~~988~~071% N/A ~~May~~Oct-2006 ~~572~~639.~~294~~653% N/A ~~Jun~~Nov-2006 63.~~575~~249% N/A ~~Jun~~Nov-2006 ~~527~~144.~~022~~861% 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. G2 30 YR JUMBO A SMM CPR PSA Current Month 10.~~703~~008% Current Month 180.~~628~~098% Current Month ~~1,252~~3.~~202~~912% 3 Month Average 0.~~806~~355% 3 Month Average 84.~~963~~138% 3 Month Average ~~631~~188.~~313~~895% 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~~12.610% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~1,416.457% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.058% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~5.290% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~8.204% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~636.448% N/A ~~Jan~~Jun-2006 ~~N/A~~18.628% N/A ~~Jan~~Jun-2006 ~~N/A~~1,252.202% N/A ~~Feb~~Jul-2006 ~~N/A~~1.663% N/A ~~Feb~~Jul-2006 ~~N/A~~98.495% N/A ~~Mar~~Aug-2006 128.~~610~~617% N/A ~~Mar~~Aug-2006 ~~1,416~~456.~~457~~104% N/A ~~Apr~~Sep-2006 06.~~058~~117% N/A ~~Apr~~Sep-2006 5292.~~290~~542% N/A ~~May~~Oct-2006 86.~~204~~200% N/A ~~May~~Oct-2006 ~~636~~270.~~448~~232% N/A ~~Jun~~Nov-2006 180.~~628~~098% N/A ~~Jun~~Nov-2006 ~~1,252~~3.~~202~~912% 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. G3 30YR CONF ALT-A SMM CPR PSA Current Month 1.~~114~~654% Current Month 1218.~~581~~141% Current Month ~~1,130~~878.~~847~~341% 3 Month Average 01.~~914~~203% 3 Month Average 1013.~~403~~457% 3 Month Average ~~1,128~~709.~~189~~412% 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~~1.707% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~329.698% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~7.065% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~989.569% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~11.563% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,264.150% N/A ~~Jan~~Jun-2006 ~~N/A~~12.581% N/A ~~Jan~~Jun-2006 ~~N/A~~1,130.847% N/A ~~Feb~~Jul-2006 ~~N/A~~6.005% N/A ~~Feb~~Jul-2006 ~~N/A~~456.979% N/A ~~Mar~~Aug-2006 119.~~707~~085% N/A ~~Mar~~Aug-2006 ~~329~~1,260.~~698~~518% N/A ~~Apr~~Sep-2006 712.~~065~~110% N/A ~~Apr~~Sep-2006 ~~989~~706.~~569~~316% N/A ~~May~~Oct-2006 1110.~~563~~120% N/A ~~May~~Oct-2006 ~~1,264~~543.~~150~~578% N/A ~~Jun~~Nov-2006 1218.~~581~~141% N/A ~~Jun~~Nov-2006 ~~1,130~~878.~~847~~341% 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. G4 30YR JUMBO ALTA SMM CPR PSA Current Month 0.~~715~~265% Current Month 83.~~245~~138% Current Month ~~561~~127.~~968~~632% 3 Month Average 0.~~343~~378% 3 Month Average 34.~~985~~437% 3 Month Average ~~285~~197.~~817~~933% 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~~12.976% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~1,496.319% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.183% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~17.130% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~3.526% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~278.353% N/A ~~Jan~~Jun-2006 ~~N/A~~8.245% N/A ~~Jan~~Jun-2006 ~~N/A~~561.968% N/A ~~Feb~~Jul-2006 ~~N/A~~17.281% N/A ~~Feb~~Jul-2006 ~~N/A~~1,031.922% N/A ~~Mar~~Aug-2006 120.~~976~~060% N/A ~~Mar~~Aug-2006 ~~1,496~~3.~~319~~204% N/A ~~Apr~~Sep-2006 03.~~183~~622% N/A ~~Apr~~Sep-2006 17176.~~130~~095% N/A ~~May~~Oct-2006 36.~~526~~550% N/A ~~May~~Oct-2006 ~~278~~290.~~353~~071% N/A ~~Jun~~Nov-2006 83.~~245~~138% N/A ~~Jun~~Nov-2006 ~~561~~127.~~968~~632% 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. G5 30YR CONF ALT-A SMM CPR PSA Current Month 12.~~065~~692% Current Month 1227.~~053~~924% Current Month ~~933~~1,227.~~834~~195% 3 Month Average 01.~~649~~856% 3 Month Average 719.~~458~~841% 3 Month Average ~~662~~953.~~134~~095% 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~~6.977% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~1,012.464% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~5.085% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~572.024% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~5.236% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~480.545% N/A ~~Jan~~Jun-2006 ~~N/A~~12.053% N/A ~~Jan~~Jun-2006 ~~N/A~~933.834% N/A ~~Feb~~Jul-2006 ~~N/A~~6.420% N/A ~~Feb~~Jul-2006 ~~N/A~~430.208% N/A ~~Mar~~Aug-2006 611.~~977~~833% N/A ~~Mar~~Aug-2006 ~~1,012~~709.~~464~~730% N/A ~~Apr~~Sep-2006 521.~~085~~188% N/A ~~Apr~~Sep-2006 ~~572~~1,130.~~024~~422% N/A ~~May~~Oct-2006 510.~~236~~412% N/A ~~May~~Oct-2006 ~~480~~501.~~545~~668% N/A ~~Jun~~Nov-2006 1227.~~053~~924% N/A ~~Jun~~Nov-2006 ~~933~~1,227.~~834~~195% 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. G6 30YR JUMBO A SMM CPR PSA Current Month 01.~~047~~157% Current Month 013.~~565~~035% Current Month 53629.~~040~~919% 3 Month Average 0.~~255~~392% 3 Month Average 24.~~949~~420% 3 Month Average ~~431~~214.~~618~~105% 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~~7.941% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~1,698.577% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~8.190% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~1,231.111% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.093% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~10.705% N/A ~~Jan~~Jun-2006 ~~N/A~~0.565% N/A ~~Jan~~Jun-2006 ~~N/A~~53.040% N/A ~~Feb~~Jul-2006 ~~N/A~~9.926% N/A ~~Feb~~Jul-2006 ~~N/A~~781.895% N/A ~~Mar~~Aug-2006 70.~~941~~349% N/A ~~Mar~~Aug-2006 ~~1,698~~23.~~577~~751% N/A ~~Apr~~Sep-2006 80.~~190~~049% N/A ~~Apr~~Sep-2006 ~~1,231~~2.~~111~~936% N/A ~~May~~Oct-2006 0.~~093~~177% N/A ~~May~~Oct-2006 109.~~705~~460% N/A ~~Jun~~Nov-2006 013.~~565~~035% N/A ~~Jun~~Nov-2006 53629.~~040~~919% 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 No0405531600 ~~Repurchases~~164,957.03 ~~this~~6.250% ~~Period~~859.15

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled G1Current ~~30YR CONF ALT-A~~ 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($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 1 200,000.00 0.024 1 200,000.00 0.154 5.250 5.499 1 282,000.00 0.034 1 282,000.00 0.217 5.500 5.749 19 7,082,334.25 0.864 14 3,443,882.67 2.650 5.750 5.999 204 88,181,851.39 10.753 110 30,275,945.65 23.295 6.000 6.249 534 240,356,708.32 29.309 171 42,420,677.54 32.640 6.250 6.499 492 159,504,415.28 19.450 128 33,168,765.39 25.521 6.500 6.749 485 137,253,978.96 16.737 91 20,173,885.65 15.523 6.750 6.999 620 130,692,300.39 15.937 0 0.00 0.000 >= 7.000 292 56,520,464.22 6.892 0 0.00 0.000 Total 2,648 820,074,052.81 100.000 516 129,965,156.90 100.000Period

Interest Rate Stratification ~~(continued)~~Summary G2G1 ~~30 YR JUMBO A G3~~ 30YR CONF ALT-A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 01 0199,100.00 0.~~000~~025 01 0199,100.00 0.~~000~~159 5.250 5.499 01 0281,400.00 0.~~000~~036 01 0281,400.00 0.~~000~~224 5.500 5.749 017 06,787,195.0004 0.~~000~~865 012 03,168,899.0029 02.~~000~~523 5.750 5.999 0198 084,861,967.0094 010.~~000~~810 0108 029,465,159.0097 023.~~000~~463 6.000 6.249 0523 0235,073,503.0092 029.~~000~~945 0164 040,895,350.0065 032.~~000~~565 6.250 6.499 88474 51154,~~073~~459,~~278~~754.6993 5019.~~077~~676 0125 032,353,667.0056 025.~~000~~763 6.500 6.749 71468 44131,~~137~~930,~~485~~913.6476 4316.~~276~~806 087 019,218,133.0004 015.~~000~~303 6.750 6.999 11579 6120,~~779~~104,~~530~~143.1082 615.~~647~~300 ~~175~~0 ~~31,200,863~~0.5100 490.~~615~~000 >= 7.000 266 51,312,886.62 6.537 0 0.00 0.000 ~~176~~Total 312,~~685,706.64~~527 ~~50.385 Total 170 101~~785,~~990~~010,~~294~~866.4303 100.000 ~~351~~498 62125,~~886~~581,~~570~~710.1551 100.000

Interest Rate Stratification (continued) G4G2 ~~30YR~~30 YR JUMBO ~~ALTA~~A G5G3 30YR CONF ALT-A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.749 50 ~~3,638,451~~0.5800 20.~~195~~000 0 0.00 0.000 5.750 5.999 940 ~~57,905,905~~0.7400 340.~~931~~000 0 0.00 0.000 6.000 6.249 ~~101~~0 ~~59,780,781~~0.0400 360.~~062~~000 500 ~~8,930,495~~0.5400 40.~~070~~000 6.250 6.499 3687 2250,~~696~~245,~~728~~280.3302 1350.~~691~~441 ~~219~~0 ~~41,744,323~~0.4500 190.~~026~~000 6.500 6.749 2769 1542,~~305~~623,~~484~~575.2547 942.~~233~~789 ~~296~~0 ~~57,637,123~~0.4200 260.~~269~~000 6.750 6.999 1211 6,~~446~~743,~~588~~804.9499 36.~~889~~770 ~~422~~166 8629,~~265~~388,~~317~~412.8437 3949.~~317~~694 >= 7.000 0 0.00 0.000 ~~116~~165 2429,~~834~~750,~~757~~500.5826 1150.~~319~~306 Total ~~275~~167 ~~165~~99,~~773~~612,~~939~~660.8848 100.000 ~~1,103~~331 ~~219~~59,~~412~~138,~~017~~912.8363 100.000

Interest Rate Stratification (continued) G6G4 30YR JUMBO ALTA G5 30YR CONF ALT-A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.749 5 3,618,295.75 2.252 0 0.00 0.000 5.750 5.999 90 55,396,807.97 34.475 0 0.00 0.000 6.000 6.249 ~~212~~101 ~~129~~59,~~224~~536,~~754~~151.2087 9237.~~273~~051 49 8,803,352.12 4.328 6.250 6.499 34 21,640,833.89 1013.468 207 39,~~821~~476,~~319~~025.4230 719.~~727~~407 6.500 6.749 026 014,678,055.0049 09.~~000~~134 286 55,411,149.76 27.242 6.750 6.999 011 05,818,436.0055 03.~~000~~621 391 78,153,489.91 38.422 >= 7.000 0 0.00 0.000 101 21,562,386.36 10.601 Total ~~233~~267 ~~140~~160,~~046~~688,~~073~~581.6252 100.000 1,034 203,406,403.45 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Closing~~Stratification ~~Date February 27, 2006 Determination Date With respect to each Distribution Date and~~ (Acontinued) ~~the~~G6 ~~Master~~30YR ~~Servicer~~JUMBO orA ~~any~~Current ~~Servicer~~Number ~~(other~~of ~~than~~Outstanding ~~Wells~~Percentage ~~Fargo), the 10th day~~ of ~~the~~Interest ~~calendar~~Rate ~~month~~Loans inScheduled ~~which such Distribution Date occurs or, if such 10th day is not a Business Day, the Business Day immediately succeeding such Business Day and~~ Balance(B%) ~~Wells Fargo, the Business Day immediately preceding the Cash Remittance Date related to such Distribution Date. Business Day Any day other than~~ Range(i%) ~~a Saturday or a Sunday or~~ Balance(ii$) a< ~~day~~5.000 on0 ~~which~~0.00 ~~banking~~0.000 ~~institutions~~5.000 in5.249 ~~New~~0 ~~York~~0.00 or0.000 ~~the~~5.250 ~~state~~5.499 in0 ~~which~~0.00 ~~the~~0.000 ~~office~~5.500 of5.749 ~~the~~0 ~~Master~~0.00 ~~Servicer~~0.000 or5.750 ~~any~~5.999 ~~Servicer~~0 or0.00 ~~the~~0.000 ~~Corporate~~6.000 ~~Trust Office of the Trustee or Trust Administrator are located are authorized or obligated by law or executive order to be closed~~6.249 ~~Distribution~~209 ~~Date The 25th day of any month~~125, ~~or if such 25th day is not a Business Day~~838,649.28 ~~the~~92.134 ~~Business~~6.250 ~~Day immediately following such 25th day, commencing in March 2006~~6.499 ~~Record~~21 ~~Date With respect to any Distribution Date and the LIBOR Certificates~~10, ~~the Business Day immediately preceding that Distribution Date so long as the Certificates remain Book-Entry Certificates~~743,948.16 or7.866 ~~otherwise~~6.500 on6.749 ~~the~~0 ~~close~~0.00 of0.000 ~~business~~6.750 on the last Business Day of the month preceding the month in which the applicable Distribution Date occurs, and with respect to any other Class of Certificates, the close of business on the last Business Day of the month preceding the month in which the applicable Distribution Date occurs6.999 ~~Cash~~0 Remittance Date With respect to any Distribution Date and (A) the Master Servicer, Bank of America or SPS, the 7th calendar day preceding such Distribution Date, or if such 7th calendar day is not a Business Day, the Business Day immediately preceding such 7th calendar day, (B) Wells Fargo, the 18th calendar day of the month in which that Distribution Date occurs, or if such day is not a Business Day, the immediately following Business Day or (C) WMMSC, by 12:0.00 ~~noon~~0.000 ~~New~~>= ~~York~~7.000 ~~City~~0 ~~time on the Business Day immediately preceding such Distribution Date~~0.00 ~~Interest Determination Date With respect to the LIBOR Certificates and for each Accrual Period, the second LIBOR Business Day preceding the commencement of such Accrual Period~~0.000 ~~LIBOR~~Total ~~Business~~230 ~~Day Any day other than (i) a Saturday or a Sunday or (ii) a day on which banking institutions in the State of New York or in the City of London~~136, ~~England are required or authorized by law to be closed~~582,597.44 ~~Servicing Transfer 04/01/2006 -Full servicing transfer of 1104 loans from Select Portfolio Servicing to Wells Fargo Bank N~~100.A.000

Filing Compare · CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-2