10-D 1 csm06005_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: 333-130884-06 CSMC Mortgage-Backed Trust 2006-5 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130884 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) 54-2196872 54-2196874 54-2196875 54-2196876 (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___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 3-A-3 _____ _____ __X___ ____________ 3-A-4 _____ _____ __X___ ____________ 3-A-5 _____ _____ __X___ ____________ 3-A-6 _____ _____ __X___ ____________ 3-A-7 _____ _____ __X___ ____________ 3-A-8 _____ _____ __X___ ____________ D-X _____ _____ __X___ ____________ D-P _____ _____ __X___ ____________ AR _____ _____ __X___ ____________ AR-L _____ _____ __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___ ____________ D-B-8 _____ _____ __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 2006-5. 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 2006-5, 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 2006-5, 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 2006-5 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 12637VAA5 6.00000% 9996,~~208~~607,~~000~~293.0063 ~~496~~483,~~040~~036.0047 1-A-2 12637VAB3 6.00000% 32,~~075~~995,~~900~~266.0025 1514,~~379~~976.5033 2-A-1 12637VAC1 6.25000% 9992,~~651~~044,~~000~~907.0062 ~~519~~479,~~015~~400.6356 2-A-2 12637VAD9 6.25000% 32,~~090~~854,~~000~~148.0062 1614,~~093~~865.7536 3-A-1 12637VAE7 6.50000% 5149,~~711~~506,~~000~~167.0099 ~~280~~268,~~101~~158.2541 3-A-2 12637VAF4 6.50000% 51,~~517~~182,~~000~~565.0040 296,~~883~~405.7556 3-A-3 12637VAG2 6.50000% 4140,~~864~~206,~~000~~900.00 ~~226~~217,~~763~~787.3337 3-A-4 12637VAH0 6.50000% 18,000,000.00 97,500.00 3-A-5 12637VAJ6 6.50000% 321,000.00 1,738.75 3-A-6 12637VAK3 6.25000% 4946,~~646~~905,~~000~~993.0094 ~~258~~244,~~572~~302.9205 3-A-7 12637VAY3 6.25000% 1,~~540~~455,~~000~~006.0006 87,~~020~~578.8316 3-A-8 12637VAZ0 6.50000% 0.00 10,~~663~~075.7521 D-X 12637VAL1 6.50000% 0.00 7368,~~265~~438.0065 D-P 12637VAM9 0.00000% 1,~~360~~311,~~279~~421.0034 0.00 AR 12637VAU1 6.00000% 500.00 0.4100 AR-L 12637VAV9 6.00000% 500.00 0.2500 D-B-1 12637VAN7 6.~~29351~~29384% 11,~~883~~801,~~000~~630.0058 6261,~~321~~897.5398 D-B-2 12637VAP2 6.~~29351~~29384% 5,~~236~~200,~~000~~146.0024 27,~~460~~274.7007 D-B-3 12637VAQ0 6.~~29351~~29384% 2,~~618~~600,~~000~~073.0012 13,~~730~~637.3504 D-B-4 12637VAR8 6.~~29351~~29384% 1999,~~006,000~~111.0037 5,~~276~~240.0621 D-B-5 12637VAS6 6.~~29351~~29384% 1999,~~006,000~~111.0037 5,~~276~~240.0621 D-B-6 12637VAT4 6.~~29351~~29384% 2,~~819~~799,~~000~~696.0076 14,~~784~~684.5104 D-B-7 12637VAW7 6.~~29351~~29384% 2,~~416~~399,~~000~~456.0032 12,~~670~~584.9483 D-B-8 12637VAX5 6.~~29351~~29384% ~~809~~803,~~483~~940.0066 4,~~245~~216.4156 Totals ~~402~~380,~~777~~993,~~762~~837.0027 2,~~178~~059,~~804~~037.6882

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 1,~~235~~931,~~946~~681.8460 0.00 9794,~~972~~675,~~053~~612.1603 12,~~731~~414,~~986~~718.8407 0.00 1-A-2 3859,~~319~~890.9893 0.00 32,~~037~~935,~~580~~375.0232 5374,~~699~~867.4826 0.00 2-A-1 1606,~~504,956~~422.4186 0.00 9891,~~146~~438,~~043~~484.5976 21,~~023~~085,~~972~~823.0442 0.00 2-A-2 4618,~~666~~804.0209 0.00 32,~~043~~835,~~333~~344.9853 6233,~~759~~669.7745 0.00 3-A-1 ~~459~~2,~~170~~862,055.4898 0.00 5146,~~251~~644,~~829~~112.5201 ~~739~~3,~~271~~130,214.7339 0.00 3-A-2 ~~589~~1,~~405~~182,565.5040 0.00 ~~4,927,594~~0.5000 ~~619~~1,~~289~~188,970.2596 0.00 3-A-3 331,420.00 0.00 4139,~~532~~875,~~580~~480.00 ~~558~~549,~~183~~207.3337 0.00 3-A-4 0.00 0.00 18,000,000.00 97,500.00 0.00 3-A-5 0.00 0.00 321,000.00 1,738.75 0.00 3-A-6 548,001.21 0.00 4946,~~097~~357,~~998~~992.7973 ~~806~~792,~~574~~303.1326 0.00 3-A-7 16,998.79 0.00 1,~~523~~438,~~001~~007.2127 2524,~~019~~576.6295 0.00 3-A-8 0.00 0.00 0.00 10,~~663~~075.7521 0.00 D-X 0.00 0.00 0.00 7368,~~265~~438.0065 0.00 D-P 211,~~608~~179.4696 0.00 1,~~338~~310,~~670~~241.7538 211,~~608~~179.4696 0.00 AR 500.00 0.00 0.00 500.4100 0.00 AR-L 500.00 0.00 0.00 500.2500 0.00 D-B-1 67,~~838~~103.0313 0.00 11,~~876~~794,~~161~~527.9745 69,~~159~~001.5611 0.00 D-B-2 3,~~013~~129.0485 0.00 5,~~232~~197,~~986~~016.9639 30,~~473~~403.7492 0.00 D-B-3 1,~~506~~564.5293 0.00 2,~~616~~598,~~493~~508.4819 15,~~236~~201.8797 0.00 D-B-4 ~~578~~601.9034 0.00 1998,~~005,421~~510.1002 5,~~854~~841.9655 0.00 D-B-5 ~~578~~601.9034 0.00 1998,~~005,421~~510.1002 5,~~854~~841.9655 0.00 D-B-6 1,~~622~~685.1807 0.00 2,~~817~~798,~~377~~011.8269 16,~~406~~369.6911 0.00 D-B-7 1,~~390~~444.2818 0.00 2,~~414~~398,~~609~~012.7214 14,~~061~~029.2201 0.00 D-B-8 ~~465~~483.8182 0.00 ~~809~~803,~~017~~456.8379 4,~~711~~700.2238 0.00 Totals 47,~~808~~575,~~587~~634.3548 0.00 ~~397~~373,~~969~~418,~~175~~202.5072 69,~~987~~634,~~392~~672.0330 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A-1 99,208,000.00 9996,~~208~~607,~~000~~293.0063 7677,~~285~~327.9166 1,~~159~~854,~~660~~353.9394 0.00 0.00 1-A-2 3,075,900.00 32,~~075~~995,~~900~~266.0025 2,~~365~~397.2151 3557,~~954~~493.7742 0.00 0.00 2-A-1 99,651,000.00 9992,~~651~~044,~~000~~907.0062 6160,~~835~~084.6094 1546,~~443,120~~337.8192 0.00 0.00 2-A-2 3,090,000.00 32,~~090~~854,~~000~~148.0062 1,~~917~~863.4113 4416,~~748~~940.6197 0.00 0.00 3-A-1 51,711,000.00 5149,~~711~~506,~~000~~167.0099 1741,~~086~~054.4727 ~~442~~2,~~084~~821,001.0170 0.00 0.00 3-A-2 5,517,000.00 51,~~517~~182,~~000~~565.0040 2317,~~044~~054.7599 ~~596~~1,~~244~~171,915.4997 (296,~~883~~405.7556) 0.00 3-A-3 41,864,000.00 4140,~~864~~206,~~000~~900.00 124,~~332~~754.6700 ~~319~~326,~~087~~666.3300 0.00 0.00 3-A-4 18,000,000.00 18,000,000.00 0.00 0.00 0.00 0.00 3-A-5 321,000.00 321,000.00 0.00 0.00 0.00 0.00 3-A-6 49,646,000.00 4946,~~646~~905,~~000~~993.0094 207,~~392~~860.0171 ~~527~~540,~~609~~140.2050 0.00 0.00 3-A-7 1,540,000.00 1,~~540~~455,~~000~~006.0006 ~~632~~243.5584 16,~~366~~754.2495 0.00 0.00 3-A-8 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 D-P 1,360,279.00 1,~~360~~311,~~279~~421.0034 1,~~109~~118.2779 ~~20,499~~61.1817 0.00 0.00 AR 50.00 500.00 30.0900 460.9100 0.00 0.00 AR-L 50.00 500.00 30.0900 460.9100 0.00 0.00 D-B-1 11,883,000.00 11,~~883~~801,~~000~~630.0058 67,~~838~~103.0313 0.00 0.00 0.00 D-B-2 5,236,000.00 5,~~236~~200,~~000~~146.0024 3,~~013~~129.0485 0.00 0.00 0.00 D-B-3 2,618,000.00 2,~~618~~600,~~000~~073.0012 1,~~506~~564.5293 0.00 0.00 0.00 D-B-4 1,006,000.00 1999,~~006,000~~111.0037 ~~578~~601.9034 0.00 0.00 0.00 D-B-5 1,006,000.00 1999,~~006,000~~111.0037 ~~578~~601.9034 0.00 0.00 0.00 D-B-6 2,819,000.00 2,~~819~~799,~~000~~696.0076 1,~~622~~685.1807 0.00 0.00 0.00 D-B-7 2,416,000.00 2,~~416~~399,~~000~~456.0032 1,~~390~~444.2818 0.00 0.00 0.00 D-B-8 809,483.00 ~~809~~803,~~483~~940.0066 ~~465~~483.8182 0.00 0.00 0.00 Totals 402,777,762.00 ~~402~~380,~~777~~993,~~762~~837.0027 ~~233~~230,~~001~~373.6950 47,~~605~~351,~~469~~666.3954 (296,~~883~~405.7556) 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 1,~~235~~931,~~946~~681.8460 9794,~~972~~675,~~053~~612.1603 0.~~98754186~~95431429 1,~~235~~931,~~946~~681.8460 1-A-2 3859,~~319~~890.9893 32,~~037~~935,~~580~~375.0232 0.~~98754186~~95431429 3859,~~319~~890.9893 2-A-1 1606,~~504,956~~422.4186 9891,~~146~~438,~~043~~484.5976 0.~~98489773~~91758723 1606,~~504,956~~422.4186 2-A-2 4618,~~666~~804.0209 32,~~043~~835,~~333~~344.9853 0.~~98489773~~91758723 4618,~~666~~804.0209 3-A-1 ~~459~~2,~~170~~862,055.4898 5146,~~251~~644,~~829~~112.5201 0.~~99112045~~90201528 ~~459~~2,~~170~~862,055.4898 3-A-2 ~~589~~1,~~405~~182,565.5040 ~~4,927,594~~0.5000 0.~~89316558~~00000000 ~~589~~1,~~405~~182,565.5040 3-A-3 331,420.00 4139,~~532~~875,~~580~~480.00 0.~~99208341~~95250048 331,420.00 3-A-4 0.00 18,000,000.00 1.00000000 0.00 3-A-5 0.00 321,000.00 1.00000000 0.00 3-A-6 548,001.21 4946,~~097~~357,~~998~~992.7973 0.~~98896183~~93377095 548,001.21 3-A-7 16,998.79 1,~~523~~438,~~001~~007.2127 0.~~98896182~~93377095 16,998.79 3-A-8 0.00 0.00 0.00000000 0.00 D-X 0.00 0.00 0.00000000 0.00 D-P 211,~~608~~179.4696 1,~~338~~310,~~670~~241.7538 0.~~98411484~~96321518 211,~~608~~179.4696 AR 500.00 0.00 0.00000000 500.00 AR-L 500.00 0.00 0.00000000 500.00 D-B-1 67,~~838~~103.0313 11,~~876~~794,~~161~~527.9745 0.~~99942455~~99255470 67,~~838~~103.0313 D-B-2 3,~~013~~129.0485 5,~~232~~197,~~986~~016.9639 0.~~99942455~~99255470 3,~~013~~129.0485 D-B-3 1,~~506~~564.5293 2,~~616~~598,~~493~~508.4819 0.~~99942455~~99255469 1,~~506~~564.5293 D-B-4 ~~578~~601.9034 1998,~~005,421~~510.1002 0.~~99942455~~99255469 ~~578~~601.9034 D-B-5 ~~578~~601.9034 1998,~~005,421~~510.1002 0.~~99942455~~99255469 ~~578~~601.9034 D-B-6 1,~~622~~685.1807 2,~~817~~798,~~377~~011.8269 0.~~99942455~~99255470 1,~~622~~685.1807 D-B-7 1,~~390~~444.2818 2,~~414~~398,~~609~~012.7214 0.~~99942455~~99255469 1,~~390~~444.2818 D-B-8 ~~465~~483.8182 ~~809~~803,~~017~~456.8379 0.~~99942535~~99255548 ~~465~~483.8182 Totals 47,~~808~~575,~~587~~634.3548 ~~397~~373,~~969~~418,~~175~~202.5072 0.~~98806144~~92710730 47,~~808~~575,~~587~~634.3548

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 99,208,000.00 ~~1000~~973.~~00000000~~78531600 0.~~76894918~~77944984 1118.~~68918767~~69157669 0.00000000 1-A-2 3,075,900.00 ~~1000~~973.~~00000000~~78531487 0.~~76894893~~77944992 1118.~~68918690~~69157645 0.00000000 2-A-1 99,651,000.00 ~~1000~~923.~~00000000~~67269390 0.~~62052162~~60295371 145.~~48174941~~48251317 0.00000000 2-A-2 3,090,000.00 ~~1000~~923.~~00000000~~67269256 0.~~62052104~~60295469 145.~~48175081~~48251456 0.00000000 3-A-1 51,711,000.00 ~~1000~~957.~~00000000~~36241786 0.~~33042235~~79391754 854.~~54912901~~55322272 0.00000000 3-A-2 5,517,000.00 ~~1000~~214.~~00000000~~34935653 43.~~17704368~~09135218 ~~108~~212.~~07404205~~41906290 (51.~~41666667~~16105855) 3-A-3 41,864,000.00 ~~1000~~960.~~00000000~~41706478 0.~~29458891~~11355819 7.~~62199814~~80302886 0.00000000 3-A-4 18,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-5 321,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-6 49,646,000.00 ~~1000~~944.~~00000000~~80912742 0.~~41074830~~15833521 10.~~62742618~~87983926 0.00000000 3-A-7 1,540,000.00 ~~1000~~944.~~00000000~~80912987 0.~~41074675~~15833766 10.~~62742857~~87983766 0.00000000 3-A-8 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-P 1,360,279.00 ~~1000~~964.~~00000000~~08261835 0.~~81547241~~82247098 150.~~06983494~~04496872 0.00000000 AR 50.00 ~~1000~~0.00000000 610.~~80000000~~00000000 ~~938~~0.~~20000000~~00000000 0.00000000 AR-L 50.00 ~~1000~~0.00000000 610.~~80000000~~00000000 ~~938~~0.~~20000000~~00000000 0.00000000 D-B-1 11,883,000.00 ~~1000~~993.~~00000000~~15245140 0.~~57544644~~59775562 0.00000000 0.00000000 D-B-2 5,236,000.00 ~~1000~~993.~~00000000~~15245225 0.~~57544691~~59775592 0.00000000 0.00000000 D-B-3 2,618,000.00 ~~1000~~993.~~00000000~~15245225 0.~~57544691~~59775783 0.00000000 0.00000000 D-B-4 1,006,000.00 ~~1000~~993.~~00000000~~15245527 0.~~57544732~~59775348 0.00000000 0.00000000 D-B-5 1,006,000.00 ~~1000~~993.~~00000000~~15245527 0.~~57544732~~59775348 0.00000000 0.00000000 D-B-6 2,819,000.00 ~~1000~~993.~~00000000~~15245122 0.~~57544519~~59775452 0.00000000 0.00000000 D-B-7 2,416,000.00 ~~1000~~993.~~00000000~~15245033 0.~~57544702~~59775662 0.00000000 0.00000000 D-B-8 809,483.00 ~~1000~~993.~~00000000~~15323484 0.~~57544136~~59769013 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 1219.~~45813684~~47102653 ~~987~~954.~~54186316~~31428947 0.~~98754186~~95431429 1219.~~45813684~~47102653 1-A-2 0.00000000 1219.~~45813583~~47102637 ~~987~~954.~~54186417~~31428850 0.~~98754186~~95431429 1219.~~45813583~~47102637 2-A-1 0.00000000 156.~~10227103~~08546688 ~~984~~917.~~89772897~~58722702 0.~~98489773~~91758723 156.~~10227103~~08546688 2-A-2 0.00000000 156.~~10227184~~08546602 ~~984~~917.~~89772816~~58722654 0.~~98489773~~91758723 156.~~10227184~~08546602 3-A-1 0.00000000 855.~~87955135~~34714045 ~~991~~902.~~12044865~~01527741 0.~~99112045~~90201528 855.~~87955135~~34714045 3-A-2 0.00000000 ~~106~~214.~~83442088~~34935653 ~~893~~0.~~16557912~~00000000 0.~~89316558~~00000000 ~~106~~214.~~83442088~~34935653 3-A-3 0.00000000 7.91658704 ~~992~~952.~~08341296~~50047774 0.~~99208341~~95250048 7.91658704 3-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-6 0.00000000 11.03817448 ~~988~~933.~~96182552~~77095295 0.~~98896183~~93377095 11.03817448 3-A-7 0.00000000 11.03817532 ~~988~~933.~~96182468~~77095455 0.~~98896182~~93377095 11.03817532 3-A-8 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-P 0.00000000 150.~~88531470~~86743969 ~~984~~963.~~11483968~~21517865 0.~~98411484~~96321518 150.~~88531470~~86743969 AR 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 AR-L 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 D-B-1 0.00000000 0.~~57544644~~59775562 ~~999~~992.~~42455356~~55469578 0.~~99942455~~99255470 0.~~57544644~~59775562 D-B-2 0.00000000 0.~~57544691~~59775592 ~~999~~992.~~42455309~~55469633 0.~~99942455~~99255470 0.~~57544691~~59775592 D-B-3 0.00000000 0.~~57544691~~59775783 ~~999~~992.~~42455309~~55469442 0.~~99942455~~99255469 0.~~57544691~~59775783 D-B-4 0.00000000 0.~~57544732~~59775348 ~~999~~992.~~42455268~~55469185 0.~~99942455~~99255469 0.~~57544732~~59775348 D-B-5 0.00000000 0.~~57544732~~59775348 ~~999~~992.~~42455268~~55469185 0.~~99942455~~99255469 0.~~57544732~~59775348 D-B-6 0.00000000 0.~~57544519~~59775452 ~~999~~992.~~42455481~~55469670 0.~~99942455~~99255470 0.~~57544519~~59775452 D-B-7 0.00000000 0.~~57544702~~59775662 ~~999~~992.~~42455298~~55469371 0.~~99942455~~99255469 0.~~57544702~~59775662 D-B-8 0.00000000 0.~~57544136~~59769013 ~~999~~992.~~42534927~~55548294 0.~~99942535~~99255548 0.~~57544136~~59769013 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 6.00000% 9996,~~208~~607,~~000~~293.0063 ~~496~~483,~~040~~036.0047 0.00 1-A-2 0510/01/06 - 0510/30/06 30 6.00000% 32,~~075~~995,~~900~~266.0025 1514,~~379~~976.5033 0.00 2-A-1 0510/01/06 - 0510/30/06 30 6.25000% 9992,~~651~~044,~~000~~907.0062 ~~519~~479,~~015~~400.6356 0.00 2-A-2 0510/01/06 - 0510/30/06 30 6.25000% 32,~~090~~854,~~000~~148.0062 1614,~~093~~865.7536 0.00 3-A-1 0510/01/06 - 0510/30/06 30 6.50000% 5149,~~711~~506,~~000~~167.0099 ~~280~~268,~~101~~158.2541 0.00 3-A-2 0510/01/06 - 0510/30/06 30 6.50000% 51,~~517~~182,~~000~~565.0040 296,~~883~~405.7556 0.00 3-A-3 0510/01/06 - 0510/30/06 30 6.50000% 4140,~~864~~206,~~000~~900.00 ~~226~~217,~~763~~787.3337 0.00 3-A-4 0510/01/06 - 0510/30/06 30 6.50000% 18,000,000.00 97,500.00 0.00 3-A-5 0510/01/06 - 0510/30/06 30 6.50000% 321,000.00 1,738.75 0.00 3-A-6 0510/01/06 - 0510/30/06 30 6.25000% 4946,~~646~~905,~~000~~993.0094 ~~258~~244,~~572~~302.9205 0.00 3-A-7 0510/01/06 - 0510/30/06 30 6.25000% 1,~~540~~455,~~000~~006.0006 87,~~020~~578.8316 0.00 3-A-8 0510/01/06 - 0510/30/06 30 6.50000% 1,~~968~~860,~~692~~038.3146 10,~~663~~075.7521 0.00 D-X 0510/01/06 - 0510/30/06 30 6.50000% 1312,~~525~~634,~~846~~826.9188 7368,~~265~~438.0065 0.00 D-P N/A N/A 0.00000% 1,~~360~~311,~~279~~421.0034 0.00 0.00 AR 05N/~~01/06~~A ~~- 05~~N/~~30/06~~A 30 6.00000% 500.00 0.2500 0.00 AR-L 05N/~~01/06~~A ~~- 05~~N/~~30/06~~A 30 6.00000% 500.00 0.2500 0.00 D-B-1 0510/01/06 - 0510/30/06 30 6.~~29351~~29384% 11,~~883~~801,~~000~~630.0058 6261,~~321~~897.5398 0.00 D-B-2 0510/01/06 - 0510/30/06 30 6.~~29351~~29384% 5,~~236~~200,~~000~~146.0024 27,~~460~~274.7007 0.00 D-B-3 0510/01/06 - 0510/30/06 30 6.~~29351~~29384% 2,~~618~~600,~~000~~073.0012 13,~~730~~637.3504 0.00 D-B-4 0510/01/06 - 0510/30/06 30 6.~~29351~~29384% 1999,~~006,000~~111.0037 5,~~276~~240.0621 0.00 D-B-5 0510/01/06 - 0510/30/06 30 6.~~29351~~29384% 1999,~~006,000~~111.0037 5,~~276~~240.0621 0.00 D-B-6 0510/01/06 - 0510/30/06 30 6.~~29351~~29384% 2,~~819~~799,~~000~~696.0076 14,~~784~~684.5104 0.00 D-B-7 0510/01/06 - 0510/30/06 30 6.~~29351~~29384% 2,~~416~~399,~~000~~456.0032 12,~~670~~584.9483 0.00 D-B-8 0510/01/06 - 0510/30/06 30 6.~~29351~~29384% ~~809~~803,~~483~~940.0066 4,~~245~~216.4156 0.00 Totals 2,~~178~~059,~~804~~037.5282 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00 0.00 ~~496~~483,~~040~~036.0047 0.00 9794,~~972~~675,~~053~~612.1603 1-A-2 0.00 0.00 1514,~~379~~976.5033 0.00 32,~~037~~935,~~580~~375.0232 2-A-1 0.00 0.00 ~~519~~479,~~015~~400.6356 0.00 9891,~~146~~438,~~043~~484.5976 2-A-2 0.00 0.00 1614,~~093~~865.7536 0.00 32,~~043~~835,~~333~~344.9853 3-A-1 0.00 0.00 ~~280~~268,~~101~~158.2541 0.00 5146,~~251~~644,~~829~~112.5201 3-A-2 0.00 0.00 296,~~883~~405.7556 0.00 ~~4,927,594~~0.5000 3-A-3 0.00 0.00 ~~226~~217,~~763~~787.3337 0.00 4139,~~532~~875,~~580~~480.00 3-A-4 0.00 0.00 97,500.00 0.00 18,000,000.00 3-A-5 0.00 0.00 1,738.75 0.00 321,000.00 3-A-6 0.00 0.00 ~~258~~244,~~572~~302.9205 0.00 4946,~~097~~357,~~998~~992.7973 3-A-7 0.00 0.00 87,~~020~~578.8316 0.00 1,~~523~~438,~~001~~007.2127 3-A-8 0.00 0.00 10,~~663~~075.7521 0.00 1,~~946~~838,~~961~~307.5469 D-X 0.00 0.00 7368,~~265~~438.0065 0.00 1312,~~324~~267,~~005~~505.9566 D-P 0.00 0.00 0.00 0.00 1,~~338~~310,~~670~~241.7538 AR 0.00 0.00 0.4100 0.00 0.00 AR-L 0.00 0.00 0.2500 0.00 0.00 D-B-1 0.00 0.00 6261,~~321~~897.5398 0.00 11,~~876~~794,~~161~~527.9745 D-B-2 0.00 0.00 27,~~460~~274.7007 0.00 5,~~232~~197,~~986~~016.9639 D-B-3 0.00 0.00 13,~~730~~637.3504 0.00 2,~~616~~598,~~493~~508.4819 D-B-4 0.00 0.00 5,~~276~~240.0621 0.00 1998,~~005,421~~510.1002 D-B-5 0.00 0.00 5,~~276~~240.0621 0.00 1998,~~005,421~~510.1002 D-B-6 0.00 0.00 14,~~784~~684.5104 0.00 2,~~817~~798,~~377~~011.8269 D-B-7 0.00 0.00 12,~~670~~584.9483 0.00 2,~~414~~398,~~609~~012.7214 D-B-8 0.00 0.00 4,~~245~~216.4156 0.00 ~~809~~803,~~017~~456.8379 Totals 0.00 0.00 2,~~178~~059,~~804~~037.6882 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance 1-A-1 99,208,000.00 6.00000% ~~1000~~973.~~00000000~~78531600 54.~~00000000~~86892660 0.00000000 1-A-2 3,075,900.00 6.00000% ~~1000~~973.~~00000000~~78531487 54.~~00000000~~86892617 0.00000000 2-A-1 99,651,000.00 6.25000% ~~1000~~923.~~00000000~~67269390 54.~~20833338~~81079528 0.00000000 2-A-2 3,090,000.00 6.25000% ~~1000~~923.~~00000000~~67269256 54.~~20833333~~81079612 0.00000000 3-A-1 51,711,000.00 6.50000% ~~1000~~957.~~00000000~~36241786 5.~~41666667~~18571310 0.00000000 3-A-2 5,517,000.00 6.50000% ~~1000~~214.~~00000000~~34935653 51.~~41666667~~16105855 0.00000000 3-A-3 41,864,000.00 6.50000% ~~1000~~960.~~00000000~~41706478 5.~~41666659~~20225898 0.00000000 3-A-4 18,000,000.00 6.50000% 1000.00000000 5.41666667 0.00000000 3-A-5 321,000.00 6.50000% 1000.00000000 5.41666667 0.00000000 3-A-6 49,646,000.00 6.25000% ~~1000~~944.~~00000000~~80912742 54.~~20833340~~92088084 0.00000000 3-A-7 1,540,000.00 6.25000% ~~1000~~944.~~00000000~~80912987 54.~~20833117~~92088312 0.00000000 3-A-8 0.00 6.50000% ~~1000~~944.~~00000000~~80912561 5.~~41666666~~11771695 0.00000000 D-X 0.00 6.50000% ~~999~~934.~~99999926~~12463964 5.~~41666636~~05984212 0.00000000 D-P 1,360,279.00 0.00000% ~~1000~~964.~~00000000~~08261835 0.00000000 0.00000000 AR 50.00 6.00000% ~~1000~~0.00000000 50.00000000 0.00000000 AR-L 50.00 6.00000% ~~1000~~0.00000000 50.00000000 0.00000000 D-B-1 11,883,000.00 6.~~29351~~29384% ~~1000~~993.~~00000000~~15245140 5.~~24459564~~20895228 0.00000000 D-B-2 5,236,000.00 6.~~29351~~29384% ~~1000~~993.~~00000000~~15245225 5.~~24459511~~20895149 0.00000000 D-B-3 2,618,000.00 6.~~29351~~29384% ~~1000~~993.~~00000000~~15245225 5.~~24459511~~20895340 0.00000000 D-B-4 1,006,000.00 6.~~29351~~29384% ~~1000~~993.~~00000000~~15245527 5.~~24459245~~20895626 0.00000000 D-B-5 1,006,000.00 6.~~29351~~29384% ~~1000~~993.~~00000000~~15245527 5.~~24459245~~20895626 0.00000000 D-B-6 2,819,000.00 6.~~29351~~29384% ~~1000~~993.~~00000000~~15245122 5.~~24459383~~20895353 0.00000000 D-B-7 2,416,000.00 6.~~29351~~29384% ~~1000~~993.~~00000000~~15245033 5.~~24459437~~20895281 0.00000000 D-B-8 809,483.00 6.~~29351~~29384% ~~1000~~993.~~00000000~~15323484 5.~~24459439~~20895436 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 54.~~00000000~~86892660 0.00000000 ~~987~~954.~~54186316~~31428947 1-A-2 0.00000000 0.00000000 54.~~00000000~~86892617 0.00000000 ~~987~~954.~~54186417~~31428850 2-A-1 0.00000000 0.00000000 54.~~20833338~~81079528 0.00000000 ~~984~~917.~~89772897~~58722702 2-A-2 0.00000000 0.00000000 54.~~20833333~~81079612 0.00000000 ~~984~~917.~~89772816~~58722654 3-A-1 0.00000000 0.00000000 5.~~41666667~~18571310 0.00000000 ~~991~~902.~~12044865~~01527741 3-A-2 0.00000000 0.00000000 51.~~41666667~~16105855 0.00000000 ~~893~~0.~~16557912~~00000000 3-A-3 0.00000000 0.00000000 5.~~41666659~~20225898 0.00000000 ~~992~~952.~~08341296~~50047774 3-A-4 0.00000000 0.00000000 5.41666667 0.00000000 1000.00000000 3-A-5 0.00000000 0.00000000 5.41666667 0.00000000 1000.00000000 3-A-6 0.00000000 0.00000000 54.~~20833340~~92088084 0.00000000 ~~988~~933.~~96182552~~77095295 3-A-7 0.00000000 0.00000000 54.~~20833117~~92088312 0.00000000 ~~988~~933.~~96182468~~77095455 3-A-8 0.00000000 0.00000000 5.~~41666666~~11771695 0.00000000 ~~988~~933.~~96182512~~77095073 D-X 0.00000000 0.00000000 5.~~41666636~~05984212 0.00000000 ~~985~~906.~~07738767~~96765478 D-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~984~~963.~~11483968~~21517865 AR 0.00000000 0.00000000 80.~~20000000~~00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 50.00000000 0.00000000 0.00000000 D-B-1 0.00000000 0.00000000 5.~~24459564~~20895228 0.00000000 ~~999~~992.~~42455356~~55469578 D-B-2 0.00000000 0.00000000 5.~~24459511~~20895149 0.00000000 ~~999~~992.~~42455309~~55469633 D-B-3 0.00000000 0.00000000 5.~~24459511~~20895340 0.00000000 ~~999~~992.~~42455309~~55469442 D-B-4 0.00000000 0.00000000 5.~~24459245~~20895626 0.00000000 ~~999~~992.~~42455268~~55469185 D-B-5 0.00000000 0.00000000 5.~~24459245~~20895626 0.00000000 ~~999~~992.~~42455268~~55469185 D-B-6 0.00000000 0.00000000 5.~~24459383~~20895353 0.00000000 ~~999~~992.~~42455481~~55469670 D-B-7 0.00000000 0.00000000 5.~~24459437~~20895281 0.00000000 ~~999~~992.~~42455298~~55469371 D-B-8 0.00000000 0.00000000 5.~~24459439~~20895436 0.00000000 ~~999~~992.~~42534927~~55548294 (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 79,~~071~~711,~~635~~063.2970 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 0102,314.0095 Gains & Subsequent Recoveries (Realized Losses) 0.00 Total Deposits 79,~~071~~813,~~635~~378.2965 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 98,991.86 Total Administration Fees 8479,~~243~~714.2649 Payment of Interest and Principal 69,~~987~~634,~~392~~672.0330 Total Withdrawals (Pool Distribution Amount) 79,~~071~~813,~~635~~378.2965 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* 8075,~~126~~802.7708 LPMI and Excess Servicing Fees 43,~~116~~912.4941 Trust Administrator Fee - Wells Fargo Bank, NA 0.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 8479,~~243~~714.2649 *Servicer Payees include: BANK OF AMERICA, ~~(NY)~~N.A.; COUNTRYWIDE HOME LOANS ~~INC.; SELECT PORTFOLIO~~ SERVICING~~,INC~~ LP; ~~SUN~~SUNTRUST ~~TRUST~~MORTGAGE ~~MTG~~ INC; WASHINGTON MUTUAL BANK, F.A.; WELLS FARGO BANK, N.A.

COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.~~742322~~736337% Weighted Average Net Coupon 6.~~503600~~497586% Weighted Average Pass-Through Rate 6.~~491335~~485263% Weighted Average Remaining Term ~~357~~352 Beginning Scheduled Collateral Loan Count 1,~~180~~115 Number Of Loans Paid In Full 1321 Ending Scheduled Collateral Loan Count 1,~~167~~094 Beginning Scheduled Collateral Balance ~~402~~380,~~777~~993,~~762~~837.8527 Ending Scheduled Collateral Balance ~~397~~373,~~969~~418,~~175~~202.5173 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 ~~398~~373,~~153~~617,~~872~~295.3292 Monthly P&I Constant 2,~~494~~369,~~937~~034.5801 Special Servicing Fee 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~231~~230,~~889~~281.6867 Unscheduled Principal 47,~~576~~345,~~697~~352.6687

Group Level Collateral Statement Group 30yr Jumbo Alt-A 30yr Jumbo Alt-A Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~285815~~283664 6.~~615394~~613601 Weighted Average Net Rate 6.~~053804~~051550 6.~~388410~~386500 Pass-Through Rate 6.~~032501~~030360 6.~~365128~~363103 Weighted Average Remaining Term ~~356~~351 ~~356~~351 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~667~~653,~~143~~816.50 ~~678~~632,~~151~~353.0819 Beginning Loan Count ~~177~~173 ~~177~~164 Loans Paid in Full 2 21 Ending Loan Count ~~175~~171 ~~175~~163 Beginning Scheduled Balance ~~111~~108,~~051~~297,~~260~~762.7795 ~~110~~102,~~559~~578,~~965~~449.2509 Ending Scheduled Balance ~~109~~106,~~749~~299,~~658~~161.0158 ~~109~~101,~~003~~948,~~425~~126.9998 Scheduled Principal 8586,~~437~~727.1055 6867,~~652~~009.9308 Unscheduled Principal 1,~~216~~911,~~165~~873.6682 1563,~~487,886~~313.3303 Scheduled Interest ~~581~~567,~~706~~088.4095 ~~609~~565,~~498~~344.1511 Servicing Fees 2120,~~470~~947.9383 2019,~~912~~413.8108 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 1,~~971~~912.4038 2,~~145~~000.0903 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 ~~558~~544,~~264~~228.0774 ~~586~~543,~~440~~931.2500 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group 30yr Conform Alt-A Total Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 7.~~099611~~098519 6.~~742322~~736337 Weighted Average Net Rate 6.~~849611~~848519 6.~~503600~~497586 Pass-Through Rate 6.~~849611~~848519 6.~~491335~~485263 Weighted Average Remaining Term ~~358~~353 ~~357~~352 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 1,~~149~~082,~~643~~864.0032 2,~~494~~369,~~937~~034.5801 Beginning Loan Count ~~826~~778 1,~~180~~115 Loans Paid in Full 918 1321 Ending Loan Count ~~817~~760 1,~~167~~094 Beginning Scheduled Balance ~~181~~170,~~166~~117,~~536~~625.8323 ~~402~~380,~~777~~993,~~762~~837.8527 Ending Scheduled Balance ~~179~~165,~~216~~170,~~091~~914.5117 ~~397~~373,~~969~~418,~~175~~202.5173 Scheduled Principal 7776,~~799~~545.6504 ~~231~~230,~~889~~281.6867 Unscheduled Principal 14,~~872~~870,~~645~~166.6702 47,~~576~~345,~~697~~352.6687 Scheduled Interest 1,~~071~~006,~~843~~319.3528 2,~~263~~138,~~047~~752.9034 Servicing Fees 3735,~~743~~441.0317 8075,~~126~~802.7708 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 43,~~116~~912.4941 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 1970,~~034,100~~878.3211 2,~~178~~059,~~804~~037.6485 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Additional Reporting - Group Level Cash Reporting 30yr Jumbo Alt-A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 30yr Jumbo Alt-A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 30yr Conform Alt-A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Trigger Event Reporting 30yr Jumbo Alt-A Senior Prepayment % Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Senior Prepayment % Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Senior Prepayment % Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% 30yr Jumbo Alt-A Senior Prepayment % Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Senior Prepayment % Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Senior Prepayment % Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% 30yr Conform Alt-A Senior Prepayment % Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Senior Prepayment % Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 014.~~000000~~544739% Senior Prepayment % Loss Trigger Trigger Result Pass Threshold Value 30.000000% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 08 0 0 0 08 02,415,953.0030 0.00 0.00 0.00 02,415,953.0030 60 Days 01 0 01 0 02 097,367.0018 0.00 0266,400.00 0.00 0363,767.0018 90 Days 0 0 07 0 07 0.00 0.00 02,060,194.0075 0.00 02,060,194.0075 120 Days 0 0 02 0 02 0.00 0.00 0451,949.0071 0.00 0451,949.0071 150 Days 0 0 03 01 04 0.00 0.00 0703,365.0026 0325,914.0001 01,029,279.0027 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 09 0 013 01 023 02,513,320.0048 0.00 03,481,909.0072 0325,914.0001 06,321,144.0021 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~731261% 0.000000% 0.000000% 0.000000% 0.~~000000~~731261% 0.~~000000~~646639% 0.000000% 0.000000% 0.000000% 0.~~000000~~646639% 60 Days 0.~~000000~~091408% 0.000000% 0.~~000000~~091408% 0.000000% 0.~~000000~~182815% 0.~~000000~~026061% 0.000000% 0.~~000000~~071303% 0.000000% 0.~~000000~~097364% 90 Days 0.000000% 0.000000% 0.~~000000~~639854% 0.000000% 0.~~000000~~639854% 0.000000% 0.000000% 0.~~000000~~551418% 0.000000% 0.~~000000~~551418% 120 Days 0.000000% 0.000000% 0.~~000000~~182815% 0.000000% 0.~~000000~~182815% 0.000000% 0.000000% 0.~~000000~~120966% 0.000000% 0.~~000000~~120966% 150 Days 0.000000% 0.000000% 0.~~000000~~274223% 0.~~000000~~091408% 0.~~000000~~365631% 0.000000% 0.000000% 0.~~000000~~188258% 0.~~000000~~087232% 0.~~000000~~275490% 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~~822669% 0.000000% 01.~~000000~~188300% 0.~~000000~~091408% 02.~~000000~~102377% 0.~~000000~~672699% 0.000000% 0.~~000000~~931946% 0.~~000000~~087232% 01.~~000000~~691877%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 76102,~~363~~314.8795

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 30yr Jumbo 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 01 0 0 0 01 0822,134.0072 0.00 0.00 0.00 0822,134.0072 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 0822,134.0072 0.00 0.00 0.00 0822,134.0072 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~584795% 0.000000% 0.000000% 0.000000% 0.~~000000~~584795% 0.~~000000~~772824% 0.000000% 0.000000% 0.000000% 0.~~000000~~772824% 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~~584795% 0.000000% 0.000000% 0.000000% 0.~~000000~~584795% 0.~~000000~~772824% 0.000000% 0.000000% 0.000000% 0.~~000000~~772824% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 30yr Jumbo 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 30yr Conform 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 07 0 0 0 07 01,593,818.0058 0.00 0.00 0.00 01,593,818.0058 60 Days 01 0 01 0 02 097,367.0018 0.00 0266,400.00 0.00 0363,767.0018 90 Days 0 0 07 0 07 0.00 0.00 02,060,194.0075 0.00 02,060,194.0075 120 Days 0 0 02 0 02 0.00 0.00 0451,949.0071 0.00 0451,949.0071 150 Days 0 0 03 01 04 0.00 0.00 0703,365.0026 0325,914.0001 01,029,279.0027 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 08 0 013 01 022 01,691,185.0076 0.00 03,481,909.0072 0325,914.0001 05,499,009.0049 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~921053% 0.000000% 0.000000% 0.000000% 0.~~000000~~921053% 0.~~000000~~964579% 0.000000% 0.000000% 0.000000% 0.~~000000~~964579% 60 Days 0.~~000000~~131579% 0.000000% 0.~~000000~~131579% 0.000000% 0.~~000000~~263158% 0.~~000000~~058927% 0.000000% 0.~~000000~~161225% 0.000000% 0.~~000000~~220152% 90 Days 0.000000% 0.000000% 0.~~000000~~921053% 0.000000% 0.~~000000~~921053% 0.000000% 0.000000% 01.~~000000~~246830% 0.000000% 01.~~000000~~246830% 120 Days 0.000000% 0.000000% 0.~~000000~~263158% 0.000000% 0.~~000000~~263158% 0.000000% 0.000000% 0.~~000000~~273520% 0.000000% 0.~~000000~~273520% 150 Days 0.000000% 0.000000% 0.~~000000~~394737% 0.~~000000~~131579% 0.~~000000~~526316% 0.000000% 0.000000% 0.~~000000~~425677% 0.~~000000~~197243% 0.~~000000~~622920% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~000000~~052632% 0.000000% 01.~~000000~~710526% 0.~~000000~~131579% 02.~~000000~~894737% 01.~~000000~~023506% 0.000000% 02.~~000000~~107252% 0.~~000000~~197243% 03.~~000000~~328000%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 150,000.00 0.03724138% 150,000.00 0.~~03769136~~04016944% Fraud 12,083,333.00 3.00000003% 12,083,333.00 3.~~03624847~~23587145% Special Hazard 5,978,649.00 1.48435429% 5,978,649.00 1.~~50228947~~60105987% 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 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 0326,400.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0325,914.0001 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current REO Total ~~Nov~~Apr-0506 0.000% Loans in REO 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0326,400.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0325,914.0001 ~~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~~087% *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. 30yr Jumbo 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. 30yr Jumbo 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. 30yr Conform Alt-A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 0326,400.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0325,914.0001 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current REO Total ~~Nov~~Apr-0506 0.000% Loans in REO 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0326,400.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0325,914.0001 ~~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~~197% *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.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance No30yr ~~REO~~Conform ~~Loans~~Alt-A ~~this~~0407179559 ~~Period~~Nov-2006 01-Mar-2006 GA 80.00 326,400.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No30yr ~~REO~~Conform ~~Loans~~Alt-A ~~this~~0407179559 ~~Period~~325,914.01 01-Apr-2006 5 7.500% 11,782.93

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 06 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,639,800.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 01,638,426.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 013 ~~Dec~~May-0506 0.000% Original Principal Balance 03,483,768.0075 ~~Jan~~Jun-06 0.000% Current Actual Balance 03,481,909.0072 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~285% ~~May~~Oct-06 0.~~000~~569% ~~Jun~~Nov-06 0.~~000~~932% *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. 30yr Jumbo 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% ~~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. 30yr Jumbo 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% ~~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. 30yr Conform Alt-A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 06 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,639,800.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 01,638,426.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 013 ~~Dec~~May-0506 0.000% Original Principal Balance 03,483,768.0075 ~~Jan~~Jun-06 0.000% Current Actual Balance 03,481,909.0072 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~632% ~~May~~Oct-06 01.~~000~~275% ~~Jun~~Nov-06 02.~~000~~107% *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 No30yr ~~Foreclosure~~Conform ~~Loans~~Alt-A ~~this~~0406969616 ~~Period~~Nov-2006 01-Mar-2006 LA 100.00 149,000.00 30yr Conform Alt-A 0407152061 Sep-2006 01-Apr-2006 MA 75.00 276,168.75 30yr Conform Alt-A 0407179447 Sep-2006 01-Oct-2005 WI 80.00 306,400.00 30yr Conform Alt-A 0407278261 Sep-2006 01-Apr-2006 MN 100.00 195,000.00 30yr Conform Alt-A 0500617200 Nov-2006 01-Feb-2006 NJ 80.00 266,400.00 30yr Conform Alt-A 0500655479 Oct-2006 01-Mar-2006 NJ 80.00 202,400.00 30yr Conform Alt-A 0500710949 Nov-2006 01-May-2006 NV 80.00 260,000.00 30yr Conform Alt-A 0500724596 Nov-2006 01-Apr-2006 NY 80.00 352,000.00 30yr Conform Alt-A 0700228023 Oct-2006 01-Feb-2006 IL 80.00 320,000.00 30yr Conform Alt-A 0700241702 Oct-2006 01-May-2006 PA 80.00 132,000.00 30yr Conform Alt-A 0700243708 Nov-2006 01-Apr-2006 NJ 79.08 257,000.00 30yr Conform Alt-A 0700300967 Oct-2006 01-Jun-2006 NJ 80.00 412,000.00 30yr Conform Alt-A 0700305009 Nov-2006 01-Jun-2006 NY 78.98 355,400.00

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 No30yr ~~Foreclosure~~Conform ~~Loans~~Alt-A ~~this~~0406969616 ~~Period~~148,519.13 01-Jun-2006 3 7.125% 4,247.43 30yr Conform Alt-A 0407152061 276,168.75 01-Jun-2006 3 6.875% 7,623.40 30yr Conform Alt-A 0407179447 306,396.61 01-Apr-2006 5 7.250% 10,723.92 30yr Conform Alt-A 0407278261 194,855.28 01-Apr-2006 5 7.500% 7,044.86 30yr Conform Alt-A 0500617200 266,400.00 01-Jul-2006 2 7.125% 6,105.00 30yr Conform Alt-A 0500655479 202,113.37 01-Apr-2006 5 7.750% 7,560.04 30yr Conform Alt-A 0500710949 259,999.13 01-Jun-2006 3 6.875% 7,177.05 30yr Conform Alt-A 0500724596 351,107.74 01-Jun-2006 3 6.875% 9,675.33 30yr Conform Alt-A 0700228023 320,000.00 01-May-2006 4 7.250% 11,199.96 30yr Conform Alt-A 0700241702 131,949.71 01-May-2006 4 7.000% 4,448.99 30yr Conform Alt-A 0700243708 257,000.00 01-Jun-2006 3 7.250% 7,495.85 30yr Conform Alt-A 0700300967 412,000.00 01-Jun-2006 3 6.750% 11,158.35 30yr Conform Alt-A 0700305009 355,400.00 01-Jun-2006 3 7.625% 10,921.15

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 30yr Jumbo 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. 30yr Jumbo 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. 30yr Conform 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.

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~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. 30yr Jumbo 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 N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~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. 30yr Jumbo 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 N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~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. 30yr Conform 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 N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~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 30yr Jumbo Alt-A 2 1,~~208~~951,~~342~~000.00 1,~~208~~908,342.0006 0 0.00 0.00 30yr Jumbo Alt-A 2 1 556,~~306,800~~000.00 1553,~~302,236~~025.8203 0 0.00 0.00 30yr Conform Alt-A 918 14,~~842~~888,~~580~~190.00 14,~~840~~860,~~660~~647.6991 0 0.00 0.00 Total 1321 47,~~357~~395,~~722~~190.00 47,~~351~~322,~~239~~015.5100 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount 30yr Jumbo Alt-A 0 0.00 0.00 0 0.00 0.00 73,~~823~~994.6609 30yr Jumbo Alt-A 0 0.00 0.00 0 0.00 0.00 ~~186~~10,~~814~~783.5044 30yr Conform Alt-A 0 0.00 0.00 0 0.00 0.00 3212,~~823~~587.5565 Total 0 0.00 0.00 0 0.00 0.00 ~~227~~27,~~461~~365.7118

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 30yr Jumbo Alt-A ~~0403816585~~0407151764 NVSC 7470.4700 01-~~Sep~~Apr-~~2005~~2006 ~~700~~1,470,000.00 ~~700~~1,430,510.69 30yr Jumbo Alt-A 0407477948 CA 70.74 01-Apr-2006 481,000.00 477,369.04 30yr Jumbo Alt-A ~~0406604470~~0700263060 VANJ 7580.00 01-~~Feb~~May-2006 ~~508~~556,~~342~~000.00 ~~508~~552,~~342~~529.59 30yr Conform Alt-A 0407103611 NY 80.00 01-Jun-2005 388,000.00 380,831.02 30yr ~~Jumbo~~Conform Alt-A ~~0407477882~~0407152003 COFL 3070.2300 01-Apr-2006 210,000.00 208,172.56 30yr Conform Alt-A 0407152335 TX 70.00 01-Mar-2006 ~~650~~245,000.00 ~~647~~244,~~630~~999.4098 30yr ~~Jumbo~~Conform Alt-A ~~0500610752~~0407286365 FLCA 5475.7300 01-~~Jan~~Apr-2006 ~~656~~315,~~800~~000.00 ~~653~~315,~~441~~000.4300 30yr Conform Alt-A ~~0405531705~~0407354398 ILWA 80.00 01-~~Nov~~Apr-2006 182,400.00 181,058.19 30yr Conform Alt-A 0407386597 NJ 80.00 01-Jul-2005 ~~208~~352,000.00 ~~207~~346,~~874~~734.3657 30yr Conform Alt-A ~~0406969600~~0500622163 WINJ 80.00 01-~~Mar~~May-2006 ~~134~~412,~~400~~000.00 ~~133~~412,~~976~~000.8300 30yr Conform Alt-A ~~0407093447~~0500693998 FL 74.9798 01-Apr-2006 ~~131~~179,~~200~~950.00 ~~130~~178,~~906~~884.0662 30yr Conform Alt-A ~~0407151907~~0500706119 MENJ 7080.00 01-~~Apr~~May-2006 66353,~~850~~600.00 66351,~~684~~535.6724 30yr Conform Alt-A ~~0407152375~~0500719040 MINJ 7080.00 01-~~Mar~~May-2006 32248,~~130~~000.00 32246,~~023~~516.7327 30yr Conform Alt-A ~~0407186995~~0500722082 CANJ 7280.9900 01-~~Apr~~May-2006 ~~354~~372,000.00 ~~353~~369,~~080~~773.06 30yr Conform Alt-A 0500723357 NY 78.05 01-May-2006 320,000.00 318,085.48 30yr Conform Alt-A ~~0500709151~~0500724282 CANY 80.00 01-~~Apr~~May-2006 ~~300~~298,~~000~~400.00 ~~299~~297,~~275~~670.9991 30yr Conform Alt-A ~~0500718352~~0500728525 CANJ 80.00 01-May-2006 ~~388~~208,000.00 ~~388~~206,~~000~~814.74 30yr Conform Alt-A 0700243101 MO 80.00 01-Apr-2006 162,800.00 161,787.38 30yr Conform Alt-A ~~0500725762~~0700282698 WAMA 80.00 01-~~May~~Jun-2006 ~~228~~205,040.00 204,016.75 30yr Conform Alt-A 0700286590 NJ 80.00 01-Jun-2006 260,000.00 ~~228~~258,637.80 30yr Conform Alt-A 0700304130 MA 80.00 01-Jun-2006 176,000.00 175,059.80

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 30yr Jumbo Alt-A ~~0403816585~~0407151764 Loan Paid in Full 0 6.~~125~~875% 360 97 30yr Jumbo Alt-A ~~0406604470~~0407477948 Loan Paid in Full 0 76.~~125~~375% 360 47 30yr Jumbo Alt-A ~~0407477882~~0700263060 Loan Paid in Full 0 6.~~500~~750% 360 36 30yr ~~Jumbo~~Conform Alt-A ~~0500610752~~0407103611 Loan Paid in Full 0 6.875% 360 517 30yr Conform Alt-A ~~0405531705~~0407152003 Loan Paid in Full 0 6.875% 360 7 30yr Conform Alt-A 0407152335 Loan Paid in Full 0 6.~~250~~750% 360 8 30yr Conform Alt-A 0407286365 Loan Paid in Full 0 6.750% 360 7 30yr Conform Alt-A ~~0406969600~~0407354398 Loan Paid in Full 0 6.750% 360 7 30yr Conform Alt-A 0407386597 Loan Paid in Full 0 6.~~250~~875% 360 316 30yr Conform Alt-A ~~0407093447~~0500622163 Loan Paid in Full 0 7.~~500~~750% 360 26 30yr Conform Alt-A ~~0407151907~~0500693998 Loan Paid in Full 0(1) 7.~~000~~625% 360 27 30yr Conform Alt-A ~~0407152375~~0500706119 Loan Paid in Full 0 7.000% 360 36 30yr Conform Alt-A ~~0407186995~~0500719040 Loan Paid in Full 0 6.~~750~~875% 360 26 30yr Conform Alt-A ~~0500709151~~0500722082 Loan Paid in Full 0 6.875% 360 6 30yr Conform Alt-A 0500723357 Loan Paid in Full 0 6.875% 360 6 30yr Conform Alt-A 0500724282 Loan Paid in Full (1) 7.~~125~~375% 360 26 30yr Conform Alt-A ~~0500718352~~0500728525 Loan Paid in Full 0 7.125% 360 6 30yr Conform Alt-A 0700243101 Loan Paid in Full 0 7.375% 360 7 30yr Conform Alt-A 0700282698 Loan Paid in Full 0 7.000% 360 5 30yr Conform Alt-A 0700286590 Loan Paid in Full (1) 6.750% 360 5 30yr Conform Alt-A ~~0500725762~~0700304130 Loan Paid in Full 0 6.875% 360 15

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 1.~~137~~929% Current Month 1220.~~822~~844% Current Month 21,~~189~~314.~~552~~518% 3 Month Average 01.~~000~~317% 3 Month Average 014.~~000~~496% 3 Month Average 01,007.~~000~~355% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~12.822% N/A ~~Jan~~Jun-2006 ~~N/A~~2,189.552% N/A ~~Feb~~Jul-2006 ~~N/A~~13.238% N/A ~~Feb~~Jul-2006 ~~N/A~~1,687.398% N/A ~~Mar~~Aug-2006 ~~N/A~~10.294% N/A ~~Mar~~Aug-2006 ~~N/A~~1,047.466% N/A ~~Apr~~Sep-2006 ~~N/A~~5.826% N/A ~~Apr~~Sep-2006 ~~N/A~~492.371% N/A ~~May~~Oct-2006 ~~N/A~~16.816% N/A ~~May~~Oct-2006 ~~N/A~~1,215.177% N/A ~~Jun~~Nov-2006 1220.~~822~~844% N/A ~~Jun~~Nov-2006 21,~~189~~314.~~552~~518% 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. 30yr Jumbo Alt-A SMM CPR PSA Current Month 1.~~096~~767% Current Month 1219.~~387~~258% Current Month 1,~~469~~040.~~652~~249% 3 Month Average 0.~~000~~770% 3 Month Average 08.~~000~~541% 3 Month Average 0477.~~000~~316% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~12.387% N/A ~~Jan~~Jun-2006 ~~N/A~~1,469.652% N/A ~~Feb~~Jul-2006 ~~N/A~~0.043% N/A ~~Feb~~Jul-2006 ~~N/A~~4.162% N/A ~~Mar~~Aug-2006 ~~N/A~~5.446% N/A ~~Mar~~Aug-2006 ~~N/A~~438.121% N/A ~~Apr~~Sep-2006 ~~N/A~~0.512% N/A ~~Apr~~Sep-2006 ~~N/A~~35.453% N/A ~~May~~Oct-2006 ~~N/A~~5.854% N/A ~~May~~Oct-2006 ~~N/A~~356.245% N/A ~~Jun~~Nov-2006 1219.~~387~~258% N/A ~~Jun~~Nov-2006 1,~~469~~040.~~652~~249% 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. 30yr Jumbo Alt-A SMM CPR PSA Current Month 10.~~347~~550% Current Month 156.~~015~~398% Current Month ~~2,195~~382.~~478~~124% 3 Month Average 0.~~000~~693% 3 Month Average 07.~~000~~995% 3 Month Average 0551.~~000~~812% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~15.015% N/A ~~Jan~~Jun-2006 ~~N/A~~2,195.478% N/A ~~Feb~~Jul-2006 ~~N/A~~32.843% N/A ~~Feb~~Jul-2006 ~~N/A~~3,719.533% N/A ~~Mar~~Aug-2006 ~~N/A~~10.944% N/A ~~Mar~~Aug-2006 ~~N/A~~1,020.632% N/A ~~Apr~~Sep-2006 ~~N/A~~7.428% N/A ~~Apr~~Sep-2006 ~~N/A~~583.063% N/A ~~May~~Oct-2006 ~~N/A~~10.160% N/A ~~May~~Oct-2006 ~~N/A~~690.247% N/A ~~Jun~~Nov-2006 156.~~015~~398% N/A ~~Jun~~Nov-2006 ~~2,195~~382.~~478~~124% 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. 30yr Conform Alt-A SMM CPR PSA Current Month 12.~~034~~864% Current Month 1129.~~727~~440% Current Month 32,~~184~~164.~~747~~693% 3 Month Average 02.~~000~~032% 3 Month Average 021.~~000~~338% 3 Month Average 01,757.~~000~~568% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~11.727% N/A ~~Jan~~Jun-2006 ~~N/A~~3,184.747% N/A ~~Feb~~Jul-2006 ~~N/A~~7.249% N/A ~~Feb~~Jul-2006 ~~N/A~~1,278.244% N/A ~~Mar~~Aug-2006 ~~N/A~~12.789% N/A ~~Mar~~Aug-2006 ~~N/A~~1,664.600% N/A ~~Apr~~Sep-2006 ~~N/A~~8.056% N/A ~~Apr~~Sep-2006 ~~N/A~~832.741% N/A ~~May~~Oct-2006 ~~N/A~~26.519% N/A ~~May~~Oct-2006 ~~N/A~~2,275.269% N/A ~~Jun~~Nov-2006 1129.~~727~~440% N/A ~~Jun~~Nov-2006 32,~~184~~164.~~747~~693% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~30yr~~Current ~~Jumbo 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($) Balance($) < 6.000 0 0.00 0.000 0 0.00 0.000 6.000 6.249 53 32,897,526.03 8.266 52 32,253,603.51 29.388 6.250 6.499 112 69,223,470.16 17.394 112 69,223,470.16 63.074 6.500 6.749 138 82,070,340.93 20.622 4 3,077,719.02 2.804 6.750 6.999 382 110,686,430.40 27.813 6 4,507,528.09 4.107 7.000 7.249 144 31,706,510.26 7.967 1 687,337.23 0.626 7.250 7.499 164 35,480,230.98 8.915 0 0.00 0.000 7.500 7.749 130 27,765,898.20 6.977 0 0.00 0.000 >= 7.750 44 8,138,768.55 2.045 0 0.00 0.000 Total 1,167 397,969,175.51 100.000 175 109,749,658.01 100.000Period

Interest Rate Stratification ~~(continued)~~Summary 30yr Jumbo Alt-A ~~30yr Conform Alt-A~~ Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 6.000 0 0.00 0.000 0 0.00 0.000 6.000 6.249 152 ~~643~~32,~~922~~241,651.5211 08.~~591~~634 051 031,604,629.0002 029.~~000~~732 6.250 6.499 0110 067,922,285.0076 018.~~000~~189 0110 067,922,285.0076 063.~~000~~897 6.500 6.749 ~~117~~132 7578,~~546~~602,~~367~~725.0479 6921.~~306~~050 174 3,~~446~~063,~~254~~510.8713 12.~~923~~882 6.750 6.999 55349 3198,~~603~~893,~~066~~707.2325 2826.~~993~~483 ~~321~~5 743,~~575~~024,~~836~~237.0822 412.~~612~~845 7.000 7.249 1137 ~~417~~29,~~312~~800,248.7463 07.~~383~~980 ~~142~~1 30684,~~601,860~~499.2945 170.~~075~~644 7.250 7.499 1151 ~~792~~32,~~757~~498,779.4630 08.~~727~~703 ~~163~~0 ~~34,687,473~~0.5200 190.~~355~~000 7.500 7.749 122 26,047,743.66 6.975 0 0.00 0.000 ~~130 27,765,898.20 15.493~~ >= 7.750 41 7,411,061.23 1.985 0 0.00 0.000 44Total 81,~~138,768.55~~094 ~~4.541 Total 175 109~~373,~~003~~418,~~425~~202.9973 100.000 ~~817~~171 ~~179~~106,~~216~~299,~~091~~161.5158 100.000

Filing Compare · CSMC Mortgage-Backed Trust Series 2006-5