10-D 1 bsl06002_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: 333-132232-01 Bear Stearns ALT-A Trust 2006-2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-132232 Structured Asset Mortgage Investments II Inc. (Exact name of depositor as specified in its charter) EMC Mortgage Corporation (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196499 54-2196500 54-2196501 54-2196502 54-2196503 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-1A-1 _____ _____ __X___ ____________ I-1A-2 _____ _____ __X___ ____________ I-M-1 _____ _____ __X___ ____________ I-M-2 _____ _____ __X___ ____________ I-B-1 _____ _____ __X___ ____________ I-B-2 _____ _____ __X___ ____________ I-B-3 _____ _____ __X___ ____________ II-1A-1 _____ _____ __X___ ____________ II-1A-2 _____ _____ __X___ ____________ II-2A-1 _____ _____ __X___ ____________ II-2A-2 _____ _____ __X___ ____________ II-2X-1 _____ _____ __X___ ____________ II-3A-1 _____ _____ __X___ ____________ II-3A-2 _____ _____ __X___ ____________ II-3X-1 _____ _____ __X___ ____________ II-B-1 _____ _____ __X___ ____________ II-B-2 _____ _____ __X___ ____________ II-X-B1 _____ _____ __X___ ____________ II-X-B2 _____ _____ __X___ ____________ II-B-3 _____ _____ __X___ ____________ II-B-4 _____ _____ __X___ ____________ II-B-5 _____ _____ __X___ ____________ II-B-6 _____ _____ __X___ ____________ II-4A-1 _____ _____ __X___ ____________ II-4A-2 _____ _____ __X___ ____________ II-4X-1 _____ _____ __X___ ____________ B-IO _____ _____ __X___ ____________ I-XP _____ _____ __X___ ____________ II-XP _____ _____ __X___ ____________ R _____ _____ __X___ ____________ R-X _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 27, 2006 a distribution was made to holders of Bear Stearns ALT-A Trust 2006-2. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Bear Stearns ALT-A Trust 2006-2, relating to the November 27, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Bear Stearns ALT-A Trust 2006-2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: December 12, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Bear Stearns ALT-A Trust 2006-2, relating to the November 27, 2006 distribution. EX-99.1 Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance I-1A-1 07386HH46 5.~~30125~~54000% ~~505~~408,~~395~~621,~~436~~799.9109 2,~~381~~075,~~535~~117.6170 I-1A-2 07386HH53 5.~~38125~~62000% 6351,~~651~~463,~~629~~550.7525 ~~304~~265,~~466~~123.9606 I-M-1 07386HH61 5.~~50125~~74000% 25,533,000.00 ~~124~~134,~~856~~346.3714 I-M-2 07386HH79 5.~~71125~~95000% 16,462,000.00 8389,~~572~~786.0949 I-B-1 07386HH87 6.~~63125~~87000% 11,423,000.00 6771,~~332~~936.2434 I-B-2 07386HH95 7.~~23125~~47000% 3,360,000.00 2123,~~597~~007.3360 I-B-3 07386HJ44 7.~~23125~~47000% 5,039,000.00 3234,~~389~~504.5755 II-1A-1 07386HE98 5.~~90413~~87710% 7970,~~893~~307,~~317~~091.6279 ~~393~~344,~~083~~334.5772 II-1A-2 07386HF22 5.~~90413~~87710% 65,~~774~~961,~~762~~873.37 33 29,~~332~~198.5576 II-2A-1 07386HF30 5.~~99675~~98939% ~~420~~388,~~877~~384,~~955~~084.2760 21,~~103~~938,~~250~~485.4828 II-2A-2 07386HF48 5.~~99675~~98939% 3532,~~688~~932,~~096~~797.4496 ~~178~~164,~~343~~372.8871 II-2X-1 07386HF63 0.25400% 0.00 9689,~~639~~178.8174 II-3A-1 07386HF71 5.~~99102~~97625% ~~208~~183,~~921~~406,~~738~~425.1201 1913,~~043,045~~402.8185 II-3A-2 07386HF89 5.~~99102~~97625% 1715,~~715~~551,~~185~~654.0684 8877,~~443~~450.4054 II-3X-1 07386HG21 0.22400% 0.00 4237,~~305~~138.5684 II-B-1 07386HG62 5.~~48125~~72000% 27,~~387~~365,~~362~~363.5864 ~~133~~140,~~437~~874.3243 II-B-2 07386HG70 5.~~68125~~92000% 15,~~161~~149,~~432~~254.7632 7677,~~565~~987.2400 II-X-B1 07386HJ28 0.~~34453~~00000% 0.00 ~~7,863~~0.2300 II-X-B2 07386HJ36 0.~~13120~~00000% 0.00 ~~1,657~~0.6600 II-B-3 07386HG88 6.~~19120~~17749% 9,~~781~~773,~~343~~486.7588 50,~~465~~313.2203 II-B-4 07386HG96 6.~~19120~~17749% 7,~~825~~819,~~674~~388.9092 40,~~375~~253.2751 II-B-5 07386HH20 6.~~19120~~17749% 6,~~357~~352,~~923~~816.4342 32,~~802~~703.6573 II-B-6 07386HH38 6.~~19120~~17749% 4,~~403~~400,~~688~~151.3407 22,~~720~~651.1058 II-4A-1 07386HG39 5.~~98165~~95417% 9589,~~872~~392,~~227~~476.4605 ~~477~~443,~~894~~547.9299 II-4A-2 07386HG47 5.~~98165~~95417% 87,~~129~~580,~~811~~338.2269 4037,~~524~~612.7216 II-4X-1 07386HG54 0.14200% 0.00 1211,~~306~~475.9112 B-IO 07386HJ69 0.00000% 9,407,052.29 ~~915~~441,~~366~~793.0906 I-XP 07386HJ51 0.00000% 0.00 8854,~~896~~987.5438 II-XP 07386HJ93 0.00000% 0.00 1947,~~572~~669.9329 R 07386HJ77 0.00000% 0.00 0.00 R-X 07386HJ85 0.00000% 0.00 0.00 Totals 1,~~585~~395,~~061~~686,~~638~~605.2715 87,~~914~~689,~~644~~252.0360

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-1A-1 2215,~~463~~726,~~876~~426.9021 0.00 ~~482~~392,~~931~~895,~~560~~372.0287 2417,~~845~~801,~~412~~543.5191 0.00 I-1A-2 21,~~829~~980,~~195~~652.2635 0.00 6049,~~822~~482,~~434~~897.4990 32,~~133~~245,~~662~~775.2241 0.00 I-M-1 0.00 0.00 25,533,000.00 ~~124~~134,~~856~~346.3714 0.00 I-M-2 0.00 0.00 16,462,000.00 8389,~~572~~786.0949 0.00 I-B-1 0.00 0.00 11,423,000.00 6771,~~332~~936.2434 0.00 I-B-2 0.00 0.00 3,360,000.00 2123,~~597~~007.3360 0.00 I-B-3 0.00 0.00 5,039,000.00 3234,~~389~~504.5755 0.00 II-1A-1 32,~~877~~357,~~545~~992.9550 0.00 7667,~~015~~949,~~771~~099.6729 42,~~270~~702,~~629~~327.5222 0.00 II-1A-2 ~~328~~199,~~806~~952.6313 0.00 65,~~445~~761,~~955~~921.7420 ~~362~~229,~~139~~150.1889 0.00 II-2A-1 56,~~205~~589,~~222~~484.4078 0.00 ~~415~~381,~~672~~794,~~732~~599.8782 78,~~308~~527,~~472~~970.8806 0.00 II-2A-2 ~~441~~558,~~373~~751.7445 0.00 3532,~~246~~374,~~722~~046.7051 ~~619~~723,~~717~~124.6216 0.00 II-2X-1 0.00 0.00 0.00 9689,~~639~~178.8174 0.00 II-3A-1 45,~~299~~715,~~644~~026.6358 0.00 ~~204~~177,~~622~~691,~~093~~398.4943 56,~~342~~628,~~690~~429.4443 0.00 II-3A-2 ~~364~~484,~~581~~596.5055 0.00 1715,~~350~~067,~~603~~058.5629 ~~453~~562,~~024~~047.9009 0.00 II-3X-1 0.00 0.00 0.00 4237,~~305~~138.5684 0.00 II-B-1 2,~~349~~441.3861 0.00 27,~~385~~362,~~013~~922.2003 ~~135~~143,~~786~~316.7004 0.00 II-B-2 1,~~300~~351.6066 0.00 15,~~160~~147,~~132~~902.1666 7779,~~865~~338.8466 0.00 II-X-B1 0.00 0.00 0.00 ~~7,863~~0.2300 0.00 II-X-B2 0.00 0.00 0.00 ~~1,657~~0.6600 0.00 II-B-3 ~~839~~872.0702 0.00 9,~~780~~772,~~504~~614.6886 51,~~304~~185.2905 0.00 II-B-4 ~~671~~697.3167 0.00 7,~~825~~818,~~003~~691.5925 4140,~~046~~951.5818 0.00 II-B-5 ~~545~~566.4082 0.00 6,~~357~~352,~~378~~249.0361 33,~~348~~270.0555 0.00 II-B-6 ~~377~~392.7659 0.00 4,~~403~~399,~~310~~758.5747 23,~~097~~044.8617 0.00 II-4A-1 13,~~133~~579,~~960~~718.1092 0.00 9485,~~738~~812,~~267~~757.3613 14,~~611~~023,~~855~~266.0291 0.00 II-4A-2 96303,~~158~~554.0043 0.00 87,~~033~~276,~~653~~784.2326 ~~136~~341,~~682~~166.7259 0.00 II-4X-1 0.00 0.00 0.00 1211,~~306~~475.9112 0.00 B-IO 0.00 0.00 9,407,052.29 ~~915~~441,~~366~~793.0906 0.00 I-XP 0.00 0.00 0.00 8854,~~896~~987.5438 0.00 II-XP 0.00 0.00 0.00 1947,~~572~~669.9329 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 4137,~~046~~502,~~448~~478.6327 0.00 1,~~544~~358,~~015~~184,~~189~~126.6587 4945,~~961~~191,~~092~~730.6687 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 I-1A-1 533,514,000.00 ~~505~~408,~~395~~621,~~436~~799.9109 0.00 2215,~~463~~726,~~876~~426.9021 0.00 0.00 I-1A-2 67,193,000.00 6351,~~651~~463,~~629~~550.7525 0.00 21,~~829~~980,~~195~~652.2635 0.00 0.00 I-M-1 25,533,000.00 25,533,000.00 0.00 0.00 0.00 0.00 I-M-2 16,462,000.00 16,462,000.00 0.00 0.00 0.00 0.00 I-B-1 11,423,000.00 11,423,000.00 0.00 0.00 0.00 0.00 I-B-2 3,360,000.00 3,360,000.00 0.00 0.00 0.00 0.00 I-B-3 5,039,000.00 5,039,000.00 0.00 0.00 0.00 0.00 II-1A-1 84,342,000.00 7970,~~893~~307,~~317~~091.6279 1513,~~725~~849.2023 32,~~861~~344,~~820~~143.7527 0.00 0.00 II-1A-2 7,152,000.00 65,~~774~~961,~~762~~873.3733 1,~~333~~174.4638 ~~327~~198,~~473~~777.1775 0.00 0.00 II-2A-1 431,361,000.00 ~~420~~388,~~877~~384,~~955~~084.2760 2927,~~006~~067.3610 56,~~176~~562,~~216~~417.0468 0.00 0.00 II-2A-2 36,577,000.00 3532,~~688~~932,~~096~~797.4496 2,~~459~~295.5814 ~~438~~556,~~914~~456.1731 0.00 0.00 II-2X-1 0.00 0.00 0.00 0.00 0.00 0.00 II-3A-1 220,937,000.00 ~~208~~183,~~921~~406,~~738~~425.1201 15,~~513~~197.4116 45,~~284~~699,~~131~~829.2242 0.00 0.00 II-3A-2 18,734,000.00 1715,~~715~~551,~~185~~654.0684 1,~~315~~288.4362 ~~363~~483,~~266~~307.0693 0.00 0.00 II-3X-1 0.00 0.00 0.00 0.00 0.00 0.00 II-B-1 27,392,000.00 27,~~387~~365,~~362~~363.5864 2,~~349~~441.3861 0.00 0.00 0.00 II-B-2 15,164,000.00 15,~~161~~149,~~432~~254.7632 1,~~300~~351.6066 0.00 0.00 0.00 II-X-B1 0.00 0.00 0.00 0.00 0.00 0.00 II-X-B2 0.00 0.00 0.00 0.00 0.00 0.00 II-B-3 9,783,000.00 9,~~781~~773,~~343~~486.7588 ~~839~~872.0702 0.00 0.00 0.00 II-B-4 7,827,000.00 7,~~825~~819,~~674~~388.9092 ~~671~~697.3167 0.00 0.00 0.00 II-B-5 6,359,000.00 6,~~357~~352,~~923~~816.4342 ~~545~~566.4082 0.00 0.00 0.00 II-B-6 4,404,434.00 4,~~403~~400,~~688~~151.3407 ~~377~~392.7659 0.00 0.00 0.00 II-4A-1 99,825,000.00 9589,~~872~~392,~~227~~476.4605 8,~~663~~641.8755 13,~~125~~571,~~296~~077.2337 0.00 0.00 II-4A-2 8,465,000.00 87,~~129~~580,~~811~~338.2269 ~~734~~732.6879 95302,~~423~~821.3264 0.00 0.00 II-4X-1 0.00 0.00 0.00 0.00 0.00 0.00 B-IO 9,407,052.29 9,407,052.29 0.00 0.00 0.00 0.00 I-XP 0.00 0.00 0.00 0.00 0.00 0.00 II-XP 0.00 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,650,253,486.29 1,~~585~~395,~~061~~686,~~638~~605.2715 8076,~~835~~568.5134 4037,~~965~~425,~~613~~909.1293 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-1A-1 2215,~~463~~726,~~876~~426.9021 ~~482~~392,~~931~~895,~~560~~372.0287 0.~~90519004~~73642936 2215,~~463~~726,~~876~~426.9021 I-1A-2 21,~~829~~980,~~195~~652.2635 6049,~~822~~482,~~434~~897.4990 0.~~90519004~~73642936 21,~~829~~980,~~195~~652.2635 I-M-1 0.00 25,533,000.00 1.00000000 0.00 I-M-2 0.00 16,462,000.00 1.00000000 0.00 I-B-1 0.00 11,423,000.00 1.00000000 0.00 I-B-2 0.00 3,360,000.00 1.00000000 0.00 I-B-3 0.00 5,039,000.00 1.00000000 0.00 II-1A-1 32,~~877~~357,~~545~~992.9550 7667,~~015~~949,~~771~~099.6729 0.~~90128016~~80563775 32,~~877~~357,~~545~~992.9550 II-1A-2 ~~328~~199,~~806~~952.6313 65,~~445~~761,~~955~~921.7420 0.~~90128016~~80563775 ~~328~~199,~~806~~952.6313 II-2A-1 56,~~205~~589,~~222~~484.4078 ~~415~~381,~~672~~794,~~732~~599.8782 0.~~96363077~~88509300 56,~~205~~589,~~222~~484.4078 II-2A-2 ~~441~~558,~~373~~751.7445 3532,~~246~~374,~~722~~046.7051 0.~~96363077~~88509300 ~~441~~558,~~373~~751.7445 II-2X-1 0.00 0.00 0.00000000 0.00 II-3A-1 45,~~299~~715,~~644~~026.6358 ~~204~~177,~~622~~691,~~093~~398.4943 0.~~92615584~~80426275 45,~~299~~715,~~644~~026.6358 II-3A-2 ~~364~~484,~~581~~596.5055 1715,~~350~~067,~~603~~058.5629 0.~~92615584~~80426275 ~~364~~484,~~581~~596.5055 II-3X-1 0.00 0.00 0.00000000 0.00 II-B-1 2,~~349~~441.3861 27,~~385~~362,~~013~~922.2003 0.~~99974493~~99893845 2,~~349~~441.3861 II-B-2 1,~~300~~351.6066 15,~~160~~147,~~132~~902.1666 0.~~99974493~~99893845 1,~~300~~351.6066 II-X-B1 0.00 0.00 0.00000000 0.00 II-X-B2 0.00 0.00 0.00000000 0.00 II-B-3 ~~839~~872.0702 9,~~780~~772,~~504~~614.6886 0.~~99974493~~99893845 ~~839~~872.0702 II-B-4 ~~671~~697.3167 7,~~825~~818,~~003~~691.5925 0.~~99974493~~99893845 ~~671~~697.3167 II-B-5 ~~545~~566.4082 6,~~357~~352,~~378~~249.0361 0.~~99974493~~99893845 ~~545~~566.4082 II-B-6 ~~377~~392.7659 4,~~403~~399,~~310~~758.5747 0.~~99974493~~99893845 ~~377~~392.7659 II-4A-1 13,~~133~~579,~~960~~718.1092 9485,~~738~~812,~~267~~757.3613 0.~~94904350~~85963193 13,~~133~~579,~~960~~718.1092 II-4A-2 96303,~~158~~554.0043 87,~~033~~276,~~653~~784.2326 0.~~94904350~~85963193 96303,~~158~~554.0043 II-4X-1 0.00 0.00 0.00000000 0.00 B-IO 0.00 9,407,052.29 1.00000000 0.00 I-XP 0.00 0.00 0.00000000 0.00 II-XP 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 R-X 0.00 0.00 0.00000000 0.00 Totals 4137,~~046~~502,~~448~~478.6327 1,~~544~~358,~~015~~184,~~189~~126.6587 0.~~93562304~~82301546 4137,~~046~~502,~~448~~478.6327

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-1A-1 533,514,000.00 ~~947~~765.~~29554784~~90642249 0.00000000 4229.~~10550595~~47706379 0.00000000 I-1A-2 67,193,000.00 ~~947~~765.~~29554790~~90642254 0.00000000 4229.~~10550593~~47706383 0.00000000 I-M-1 25,533,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-2 16,462,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-B-1 11,423,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-B-2 3,360,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-B-3 5,039,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-1A-1 84,342,000.00 ~~947~~833.~~25424605~~59526440 0.~~18644566~~16420324 4527.~~78763546~~79330903 0.00000000 II-1A-2 7,152,000.00 ~~947~~833.~~25424636~~59526426 0.~~18644575~~16420302 4527.~~78763563~~79330956 0.00000000 II-2A-1 431,361,000.00 ~~975~~900.~~69774567~~36902873 0.~~06724382~~06274814 1115.~~99973118~~21328465 0.00000000 II-2A-2 36,577,000.00 ~~975~~900.~~69774558~~36902862 0.~~06724390~~06274818 1115.~~99973125~~21328458 0.00000000 II-2X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-3A-1 220,937,000.00 ~~945~~830.~~61679628~~12996922 0.~~07021644~~06878504 1925.~~39073682~~79843765 0.00000000 II-3A-2 18,734,000.00 ~~945~~830.~~61679620~~12996904 0.~~07021618~~06878510 1925.~~39073663~~79843760 0.00000000 II-3X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-B-1 27,392,000.00 999.~~83070166~~02758616 0.~~08576884~~08913588 0.00000000 0.00000000 II-B-2 15,164,000.00 999.~~83070166~~02758639 0.~~08576893~~08913611 0.00000000 0.00000000 II-X-B1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-X-B2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-B-3 9,783,000.00 999.~~83070122~~02758663 0.~~08576817~~08913626 0.00000000 0.00000000 II-B-4 7,827,000.00 999.~~83070142~~02758656 0.~~08576849~~08913632 0.00000000 0.00000000 II-B-5 6,359,000.00 999.~~83070137~~02758610 0.~~08576820~~08913666 0.00000000 0.00000000 II-B-6 4,404,434.00 999.~~83070242~~02758675 0.~~08576811~~08913518 0.00000000 0.00000000 II-4A-1 99,825,000.00 ~~960~~895.~~40297981~~49187127 0.~~08679058~~08656699 1135.~~27268951~~77337711 0.00000000 II-4A-2 8,465,000.00 ~~960~~895.~~40297933~~49187123 0.~~08679031~~08656704 1135.~~27268990~~77337744 0.00000000 II-4X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-IO 9,407,052.29 1000.00000000 0.00000000 0.00000000 0.00000000 I-XP 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-XP 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-1A-1 0.00000000 4229.~~10550595~~47706379 ~~905~~736.~~19004191~~42935869 0.~~90519004~~73642936 4229.~~10550595~~47706379 I-1A-2 0.00000000 4229.~~10550593~~47706383 ~~905~~736.~~19004197~~42935871 0.~~90519004~~73642936 4229.~~10550593~~47706383 I-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-1A-1 0.00000000 4527.~~97408112~~95751227 ~~901~~805.~~28016492~~63775213 0.~~90128016~~80563775 4527.~~97408112~~95751227 II-1A-2 0.00000000 4527.~~97408138~~95751258 ~~901~~805.~~28016499~~63775168 0.~~90128016~~80563775 4527.~~97408138~~95751258 II-2A-1 0.00000000 1215.~~06697499~~27603279 ~~963~~885.~~63077068~~09299594 0.~~96363077~~88509300 1215.~~06697499~~27603279 II-2A-2 0.00000000 1215.~~06697487~~27603275 ~~963~~885.~~63077070~~09299587 0.~~96363077~~88509300 1215.~~06697487~~27603275 II-2X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-3A-1 0.00000000 1925.~~46095326~~86722269 ~~926~~804.~~15584302~~26274653 0.~~92615584~~80426275 1925.~~46095326~~86722269 II-3A-2 0.00000000 1925.~~46095335~~86722270 ~~926~~804.~~15584285~~26274634 0.~~92615584~~80426275 1925.~~46095335~~86722270 II-3X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-B-1 0.00000000 0.~~08576884~~08913588 ~~999~~998.~~74493283~~93845028 0.~~99974493~~99893845 0.~~08576884~~08913588 II-B-2 0.00000000 0.~~08576893~~08913611 ~~999~~998.~~74493274~~93845028 0.~~99974493~~99893845 0.~~08576893~~08913611 II-X-B1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-X-B2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-B-3 0.00000000 0.~~08576817~~08913626 ~~999~~998.~~74493305~~93845037 0.~~99974493~~99893845 0.~~08576817~~08913626 II-B-4 0.00000000 0.~~08576849~~08913632 ~~999~~998.~~74493292~~93845024 0.~~99974493~~99893845 0.~~08576849~~08913632 II-B-5 0.00000000 0.~~08576820~~08913666 ~~999~~998.~~74493317~~93845101 0.~~99974493~~99893845 0.~~08576820~~08913666 II-B-6 0.00000000 0.~~08576811~~08913518 ~~999~~998.~~74493204~~93844930 0.~~99974493~~99893845 0.~~08576811~~08913518 II-4A-1 0.00000000 1135.~~35948009~~85994410 ~~949~~859.~~04349972~~63192717 0.~~94904350~~85963193 1135.~~35948009~~85994410 II-4A-2 0.00000000 1135.~~35948021~~85994448 ~~949~~859.~~04350030~~63192676 0.~~94904350~~85963193 1135.~~35948021~~85994448 II-4X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-IO 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All Classes are Per 1,000 Denomination

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-1A-1 0510/25/06 - 0611/2526/06 3233 5.~~30125~~54000% ~~505~~408,~~395~~621,~~436~~799.9109 2,~~381~~075,~~535~~117.6170 0.00 I-1A-2 0510/25/06 - 0611/2526/06 3233 5.~~38125~~62000% 6351,~~651~~463,~~629~~550.7525 ~~304~~265,~~466~~123.9606 0.00 I-M-1 0510/25/06 - 0611/2526/06 3233 5.~~50125~~74000% 25,533,000.00 ~~124~~134,~~856~~346.3714 0.00 I-M-2 0510/25/06 - 0611/2526/06 3233 5.~~71125~~95000% 16,462,000.00 8389,~~572~~786.0949 0.00 I-B-1 0510/25/06 - 0611/2526/06 3233 6.~~63125~~87000% 11,423,000.00 6771,~~332~~936.2434 01,810.0075 I-B-2 0510/25/06 - 0611/2526/06 3233 7.~~23125~~47000% 3,360,000.00 2123,~~597~~007.3360 ~~967~~2,380.7162 I-B-3 0510/25/06 - 0611/2526/06 3233 7.~~23125~~47000% 5,039,000.00 3234,~~389~~504.5755 13,~~451~~570.2822 II-1A-1 0510/01/06 - 0510/30/06 30 5.~~90413~~87710% 7970,~~893~~307,~~317~~091.6279 ~~393~~344,~~083~~334.5772 0.00 II-1A-2 0510/01/06 - 0510/30/06 30 5.~~90413~~87710% 65,~~774~~961,~~762~~873.37 33 29,~~332~~198.5576 0.00 II-2A-1 0510/01/06 - 0510/30/06 30 5.~~99675~~98939% ~~420~~388,~~877~~384,~~955~~084.2760 21,~~103~~938,~~250~~485.4828 0.00 II-2A-2 0510/01/06 - 0510/30/06 30 5.~~99675~~98939% 3532,~~688~~932,~~096~~797.4496 ~~178~~164,~~343~~372.8871 0.00 II-2X-1 0510/01/06 - 0510/30/06 30 0.25400% ~~456~~421,~~566~~316,~~051~~882.7256 9689,~~639~~178.8174 0.00 II-3A-1 0510/01/06 - 0510/30/06 30 5.~~99102~~97625% ~~208~~183,~~921~~406,~~738~~425.1201 1913,~~043,045~~402.8185 0.00 II-3A-2 0510/01/06 - 0510/30/06 30 5.~~99102~~97625% 1715,~~715~~551,~~185~~654.0684 8877,~~443~~450.4054 0.00 II-3X-1 0510/01/06 - 0510/30/06 30 0.22400% ~~226~~198,~~636~~958,~~923~~079.1885 4237,~~305~~138.5684 0.00 II-B-1 0510/25/06 - 0611/2526/06 3233 5.~~48125~~72000% 27,~~387~~365,~~362~~363.5864 ~~133~~143,~~437~~485.3272 0.00 II-B-2 0510/25/06 - 0611/2526/06 3233 5.~~68125~~92000% 15,~~161~~149,~~432~~254.7632 7682,~~565~~209.2495 0.00 II-X-B1 05N/~~01/06~~A ~~- 05~~N/~~30/06~~A 30 0.~~34453~~00000% 27,~~387~~365,~~362~~363.5864 ~~7,863~~0.2300 0.00 II-X-B2 05N/~~01/06~~A ~~- 05~~N/~~30/06~~A 30 0.~~13120~~00000% 15,~~161~~149,~~432~~254.7632 ~~1,657~~0.6600 0.00 II-B-3 0510/01/06 - 0510/30/06 30 6.~~19120~~17749% 9,~~781~~773,~~343~~486.7588 50,~~465~~313.2203 0.00 II-B-4 0510/01/06 - 0510/30/06 30 6.~~19120~~17749% 7,~~825~~819,~~674~~388.9092 40,~~375~~253.2751 0.00 II-B-5 0510/01/06 - 0510/30/06 30 6.~~19120~~17749% 6,~~357~~352,~~923~~816.4342 32,~~802~~703.6573 0.00 II-B-6 0510/01/06 - 0510/30/06 30 6.~~19120~~17749% 4,~~403~~400,~~688~~151.3407 22,~~720~~651.1058 0.00 II-4A-1 0510/01/06 - 0510/30/06 30 5.~~98165~~95417% 9589,~~872~~392,~~227~~476.4605 ~~477~~443,~~894~~547.9299 0.00 II-4A-2 0510/01/06 - 0510/30/06 30 5.~~98165~~95417% 87,~~129~~580,~~811~~338.2269 4037,~~524~~612.7216 0.00 II-4X-1 0510/01/06 - 0510/30/06 30 0.14200% ~~104~~96,~~002~~972,~~038~~814.6974 1211,~~306~~475.9112 0.00 B-IO N/A N/A 0.00000% ~~640~~531,~~271~~309,~~118~~401.9562 0.00 0.00 I-XP N/A N/A 0.00000% 0.00 0.00 0.00 II-XP N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 R-X N/A N/A 0.00000% 0.00 0.00 0.00 Totals 7,~~890~~151,~~808~~637.4711 27,~~418~~761.9959

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 I-1A-1 0.00 0.00 2,~~381~~075,~~535~~117.6170 0.00 ~~482~~392,~~931~~895,~~560~~372.0287 I-1A-2 0.00 0.00 ~~304~~265,~~466~~123.9606 0.00 6049,~~822~~482,~~434~~897.4990 I-M-1 0.00 0.00 ~~124~~134,~~856~~346.3714 0.00 25,533,000.00 I-M-2 0.00 0.00 8389,~~572~~786.0949 0.00 16,462,000.00 I-B-1 01,810.0075 0.00 6771,~~332~~936.2434 0.00 11,423,000.00 I-B-2 ~~967~~2,380.7162 0.00 2123,~~597~~007.3360 0.00 3,360,000.00 I-B-3 13,~~451~~570.2822 0.00 3234,~~389~~504.5755 0.00 5,039,000.00 II-1A-1 0.00 0.00 ~~393~~344,~~083~~334.5772 0.00 7667,~~015~~949,~~771~~099.6729 II-1A-2 0.00 0.00 3329,~~332~~198.5576 0.00 65,~~445~~761,~~955~~921.7420 II-2A-1 0.00 0.00 21,~~103~~938,~~250~~485.4828 0.00 ~~415~~381,~~672~~794,~~732~~599.8782 II-2A-2 0.00 0.00 ~~178~~164,~~343~~372.8871 0.00 3532,~~246~~374,~~722~~046.7051 II-2X-1 0.00 0.00 9689,~~639~~178.8174 0.00 ~~450~~414,~~919~~168,~~455~~646.5733 II-3A-1 0.00 0.00 1913,~~043,045~~402.8185 0.00 ~~204~~177,~~622~~691,~~093~~398.4943 II-3A-2 0.00 0.00 8877,~~443~~450.4054 0.00 1715,~~350~~067,~~603~~058.5629 II-3X-1 0.00 0.00 4237,~~305~~138.5684 0.00 ~~221~~192,~~972~~758,~~697~~456.0672 II-B-1 02,611.0029 0.00 ~~133~~140,~~437~~874.3243 02,611.0029 27,~~385~~362,~~013~~922.2003 II-B-2 04,222.0095 0.00 7677,~~565~~987.2400 04,228.0048 15,~~160~~147,~~132~~902.1666 II-X-B1 0.00 0.00 ~~7,863~~0.2300 0.00 27,~~385~~362,~~013~~922.2003 II-X-B2 0.00 0.00 ~~1,657~~0.6600 0.00 15,~~160~~147,~~132~~902.1666 II-B-3 0.00 0.00 50,~~465~~313.2203 0.00 9,~~780~~772,~~504~~614.6886 II-B-4 0.00 0.00 40,~~375~~253.2751 0.00 7,~~825~~818,~~003~~691.5925 II-B-5 0.00 0.00 32,~~802~~703.6573 0.00 6,~~357~~352,~~378~~249.0361 II-B-6 0.00 0.00 22,~~720~~651.1058 0.00 4,~~403~~399,~~310~~758.5747 II-4A-1 0.00 0.00 ~~477~~443,~~894~~547.9299 0.00 9485,~~738~~812,~~267~~757.3613 II-4A-2 0.00 0.00 4037,~~524~~612.7216 0.00 87,~~033~~276,~~653~~784.2326 II-4X-1 0.00 0.00 1211,~~306~~475.9112 0.00 ~~102~~93,~~771~~089,~~920~~541.5940 B-IO 0.00 0.00 ~~915~~441,~~366~~793.0906 0.00 ~~614~~513,~~978~~602,~~046~~323.7906 I-XP 0.00 0.00 8854,~~896~~987.5438 0.00 0.00 II-XP 0.00 0.00 1947,~~572~~669.9329 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 214,~~418~~595.9983 0.00 87,~~914~~689,~~644~~252.0360 06,839.0077 (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 I-1A-1 533,514,000.00 5.~~30125~~54000% ~~947~~765.~~29554784~~90642249 43.~~46386713~~88952811 0.00000000 I-1A-2 67,193,000.00 5.~~38125~~62000% ~~947~~765.~~29554790~~90642254 43.~~53123034~~94569464 0.00000000 I-M-1 25,533,000.00 5.~~50125~~74000% 1000.00000000 45.~~89000000~~26166686 0.00000000 I-M-2 16,462,000.00 5.~~71125~~95000% 1000.00000000 5.~~07666687~~45416657 0.00000000 I-B-1 11,423,000.00 6.~~63125~~87000% 1000.00000000 56.~~89444454~~29749978 0.~~00000000~~15851790 I-B-2 3,360,000.00 7.~~23125~~47000% 1000.00000000 6.~~42777679~~84750000 0.~~28800893~~70851786 I-B-3 5,039,000.00 7.~~23125~~47000% 1000.00000000 6.~~42777734~~84749950 0.~~28800953~~70851756 II-1A-1 84,342,000.00 5.~~90413~~87710% ~~947~~833.~~25424605~~59526440 4.~~66059105~~08260084 0.00000000 II-1A-2 7,152,000.00 5.~~90413~~87710% ~~947~~833.~~25424636~~59526426 4.~~66059144~~08260067 0.00000000 II-2A-1 431,361,000.00 5.~~99675~~98939% ~~975~~900.~~69774567~~36902873 4.~~87584756~~49388164 0.00000000 II-2A-2 36,577,000.00 5.~~99675~~98939% ~~975~~900.~~69774558~~36902862 4.~~87584766~~49388167 0.00000000 II-2X-1 0.00 0.25400% ~~975~~900.~~69774568~~36902872 0.~~20652268~~19057811 0.00000000 II-3A-1 220,937,000.00 5.~~99102~~97625% ~~945~~830.~~61679628~~12996922 4.~~72101011~~13422310 0.00000000 II-3A-2 18,734,000.00 5.~~99102~~97625% ~~945~~830.~~61679620~~12996904 4.~~72100993~~13422334 0.00000000 II-3X-1 0.00 0.22400% ~~945~~830.~~61679627~~12996921 0.~~17651514~~15495759 0.00000000 II-B-1 27,392,000.00 5.~~48125~~72000% 999.~~83070166~~02758616 45.~~87139749~~23823452 0.00000000 II-B-2 15,164,000.00 5.~~68125~~92000% 999.~~83070166~~02758639 5.~~04914534~~42138948 0.00000000 II-X-B1 0.00 0.~~34453~~00000% 999.~~83070166~~02758616 0.~~28706301~~00000000 0.00000000 II-X-B2 0.00 0.~~13120~~00000% 999.~~83070166~~02758639 0.~~10931548~~00000000 0.00000000 II-B-3 9,783,000.00 6.~~19120~~17749% 999.~~83070122~~02758663 5.~~15846059~~14290402 0.00000000 II-B-4 7,827,000.00 6.~~19120~~17749% 999.~~83070142~~02758656 5.~~15846046~~14290405 0.00000000 II-B-5 6,359,000.00 6.~~19120~~17749% 999.~~83070137~~02758610 5.~~15846045~~14290454 0.00000000 II-B-6 4,404,434.00 6.~~19120~~17749% 999.~~83070242~~02758675 5.~~15846077~~14290372 0.00000000 II-4A-1 99,825,000.00 5.~~98165~~95417% ~~960~~895.~~40297981~~49187127 4.~~78732702~~44325560 0.00000000 II-4A-2 8,465,000.00 5.~~98165~~95417% ~~960~~895.~~40297933~~49187123 4.~~78732664~~44325576 0.00000000 II-4X-1 0.00 0.14200% ~~960~~895.~~40297987~~49187127 0.~~11364771~~10596657 0.00000000 B-IO 9,407,052.29 0.00000% ~~68062~~56479.~~88507938~~90308131 0.00000000 0.00000000 I-XP 0.00 0.00000% 0.00000000 0.00000000 0.00000000 II-XP 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-1A-1 0.00000000 0.00000000 43.~~46386713~~88952811 0.00000000 ~~905~~736.~~19004191~~42935869 I-1A-2 0.00000000 0.00000000 43.~~53123034~~94569464 0.00000000 ~~905~~736.~~19004197~~42935871 I-M-1 0.00000000 0.00000000 45.~~89000000~~26166686 0.00000000 1000.00000000 I-M-2 0.00000000 0.00000000 5.~~07666687~~45416657 0.00000000 1000.00000000 I-B-1 0.~~00000000~~15851790 0.00000000 56.~~89444454~~29749978 0.00000000 1000.00000000 I-B-2 0.~~28800893~~70851786 0.00000000 6.~~42777679~~84750000 0.00000000 1000.00000000 I-B-3 0.~~28800953~~70851756 0.00000000 6.~~42777734~~84749950 0.00000000 1000.00000000 II-1A-1 0.00000000 0.00000000 4.~~66059105~~08260084 0.00000000 ~~901~~805.~~28016492~~63775213 II-1A-2 0.00000000 0.00000000 4.~~66059144~~08260067 0.00000000 ~~901~~805.~~28016499~~63775168 II-2A-1 0.00000000 0.00000000 4.~~87584756~~49388164 0.00000000 ~~963~~885.~~63077068~~09299594 II-2A-2 0.00000000 0.00000000 4.~~87584766~~49388167 0.00000000 ~~963~~885.~~63077070~~09299587 II-2X-1 0.00000000 0.00000000 0.~~20652268~~19057811 0.00000000 ~~963~~885.~~63077068~~09299593 II-3A-1 0.00000000 0.00000000 4.~~72101011~~13422310 0.00000000 ~~926~~804.~~15584302~~26274653 II-3A-2 0.00000000 0.00000000 4.~~72100993~~13422334 0.00000000 ~~926~~804.~~15584285~~26274634 II-3X-1 0.00000000 0.00000000 0.~~17651514~~15495759 0.00000000 ~~926~~804.~~15584305~~26274652 II-B-1 0.~~00000000~~09533039 0.00000000 45.~~87139749~~14290413 0.~~00000000~~09533039 ~~999~~998.~~74493283~~93845028 II-B-2 0.~~00000000~~27848523 0.00000000 5.~~04914534~~14290425 0.~~00000000~~27884991 ~~999~~998.~~74493274~~93845028 II-X-B1 0.00000000 0.00000000 0.~~28706301~~00000000 0.00000000 ~~999~~998.~~74493283~~93845028 II-X-B2 0.00000000 0.00000000 0.~~10931548~~00000000 0.00000000 ~~999~~998.~~74493274~~93845028 II-B-3 0.00000000 0.00000000 5.~~15846059~~14290402 0.00000000 ~~999~~998.~~74493305~~93845037 II-B-4 0.00000000 0.00000000 5.~~15846046~~14290405 0.00000000 ~~999~~998.~~74493292~~93845024 II-B-5 0.00000000 0.00000000 5.~~15846045~~14290454 0.00000000 ~~999~~998.~~74493317~~93845101 II-B-6 0.00000000 0.00000000 5.~~15846077~~14290372 0.00000000 ~~999~~998.~~74493204~~93844930 II-4A-1 0.00000000 0.00000000 4.~~78732702~~44325560 0.00000000 ~~949~~859.~~04349972~~63192717 II-4A-2 0.00000000 0.00000000 4.~~78732664~~44325576 0.00000000 ~~949~~859.~~04350030~~63192676 II-4X-1 0.00000000 0.00000000 0.~~11364771~~10596657 0.00000000 ~~949~~859.~~04349977~~63192723 B-IO 0.00000000 0.00000000 9746.~~30636780~~96402724 0.00000000 ~~65374~~54597.~~14992832~~58351784 I-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All Classes are Per 1,000 Denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 5045,~~389~~540,~~016~~000.9546 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~408~~748,~~678~~311.0733 Gains & Subsequent Recoveries (Realized Losses) 0(128,720.0009) Prepayment Penalties ~~108~~102,~~469~~656.4767 Swap/Cap Payments 0769.0091 Total Deposits 5046,~~906~~263,~~164~~018.4928 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~470~~653,~~037~~766.2744 Total Administration Fees ~~475~~417,~~034~~520.5697 Payment of Interest and Principal 4945,~~961~~191,~~092~~730.6687 Total Withdrawals (Pool Distribution Amount) 5046,~~906~~263,~~164~~018.4928 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~474~~417,~~767~~386.7932 Additional Servicing Fee - EMC Mortgage Corp. ~~135~~134.3565 Lender Paid Mortgage Insurance ~~131~~0.4200 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~475~~417,~~034~~520.5697 *Servicer Payees include: COUNTRYWIDE HOME LOANS ~~INC.~~SERVICING LP; EMC ~~MTG~~MORTGAGE ~~CORP~~CORPORATION; EVERHOME MORTGAGE COMPANY; HARBOURSIDE MORTGAGE; HOMEBANC MORTGAGE CORPORATION; ~~HSBC~~Homeq ~~BANK~~Servicing ~~USA, NA~~Corporation; ~~PHH~~HSBC USMORTGAGE ~~MTG~~CORPORATION ~~CORP~~(USA); ~~WACHOVIA~~PHH MORTGAGE CORPORATION; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Cap Reserve Account 01,865.0099 02,635.0090 0769.0091 0.00 Basis Risk Group 1 0.00 05,125.0069 05,125.0069 0.00 Basis Risk Group 2 0.00 0.00 0.00 0.00 Class XP Reserve Account 100.00 0.00 0.00 100.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Payment I-B-1 - BSFP 0.00 0.00 0.00 Cap Payment I-B-2 - BSFP 0308.00 0.00 0308.00 Cap Payment I-B-3 - BSFP 0461.0091 0.00 0461.0091 Cap Payment II-B-1 - BSFP 0.00 0.00 0.00 Cap Payment II-B-2 - BSFP 0.00 0.00 0.00 Cap Payment I-M-1 - BSFP 0.00 0.00 0.00 Cap Payment I-M-2 - BSFP 0.00 0.00 0.00 NOTE: * BSFP: Bear Stearns Financial Products, Inc.

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Coupon Rate 76.~~026507~~990280% Weighted Average Net Rate 6.~~667077~~631414% Weighted Average Pass Through Rate 6.~~666875~~631299% Weighted Average ~~Maturity~~Remaining ~~355~~Term 350 Record Date 0510/31/2006 Principal and Interest Constant 98,~~409~~246,~~327~~225.4479 Beginning Loan Count 5,~~812~~239 Loans Paid in Full ~~116~~113 Ending Loan Count 5,~~696~~126 Beginning Scheduled Balance 1,~~585~~395,~~061~~686,~~638~~605.3622 Ending Scheduled Balance 1,~~544~~358,~~015~~184,~~189~~126.7296 Ending Actual Balance at 31-~~May~~Oct-2006 1,~~544~~358,~~116~~130,~~846~~385.6746 Scheduled Principal ~~128~~116,~~122~~025.2382 Unscheduled Principal 4037,~~918~~386,~~326~~452.4144 Scheduled Interest 98,~~281~~130,~~205~~199.2197 Servicing Fee ~~474~~417,~~767~~386.7932 Master Servicing Fee 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee ~~266~~134.7765 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 87,~~806~~712,~~173~~679.1200 Realized Loss Amount 0128,720.0009 Cumulative Realized Loss 0128,720.0009 Percentage of Cumulative Losses 0.~~0000~~0078 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~108~~102,~~469~~656.4767 Prepayment Penalty Paid Count 1917 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0128,720.0009 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 9,407,052.29 Overcollateralized Amount 9,407,052.29 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00

Group Level Collateral Statement Group Group I Group II-1 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~740842~~740008 6.~~235681~~206787 Weighted Average Net Rate 7.~~367721~~366778 5.~~905807~~877097 Pass-Through Rate 7.~~367721~~366778 5.~~904126~~877097 Weighted Average Remaining Term ~~356~~351 ~~355~~350 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 43,~~177~~466,~~484~~406.5284 ~~505~~447,~~979~~862.9301 Beginning Loan Count 2,~~626~~284 ~~262~~239 Loans Paid in Full 7664 47 Ending Loan Count 2,~~550~~220 ~~258~~232 Beginning Scheduled Balance ~~640~~531,~~271~~309,~~118~~401.9562 9383,~~817~~411,~~630~~556.5405 Ending Scheduled Balance ~~614~~513,~~978~~602,~~046~~323.7906 8980,~~609~~852,~~870~~204.7346 Scheduled Principal 4739,~~286~~457.7149 1816,~~465~~430.8957 Unscheduled Principal 2517,~~245~~667,~~785~~621.4507 42,~~189~~542,~~293~~921.9202 Scheduled Interest 43,~~130~~426,~~197~~949.8135 ~~487~~431,~~514~~431.0444 Servicing Fees ~~199~~165,~~082~~250.1556 2522,~~790~~916.0059 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 ~~131~~0.4200 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 3,~~931~~261,~~115~~698.6679 ~~461~~408,~~592~~514.6285 Realized Loss Amount 0128,720.0009 0.00 Cumulative Realized Loss 0128,720.0009 0.00 Percentage of Cumulative Losses 0.~~0000~~0192 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~108~~54,~~469~~987.4738 04,118.0040 Prepayment Penalty Paid Count 1913 01 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group II-2 Group II-3 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~618221~~611256 6.~~558441~~542135 Weighted Average Net Rate 6.~~250750~~243385 6.~~215023~~200254 Pass-Through Rate 6.~~250750~~243385 6.~~215023~~200253 Weighted Average Remaining Term ~~355~~350 ~~355~~350 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 2,~~753~~554,~~737~~382.8102 1,~~359~~204,~~249~~794.2618 Beginning Loan Count 2,~~266~~118 ~~393~~352 Loans Paid in Full 2524 812 Ending Loan Count 2,~~241~~094 ~~385~~340 Beginning Scheduled Balance ~~493~~457,~~138~~850,~~768~~762.7065 ~~245~~217,~~368~~682,~~588~~508.3977 Ending Scheduled Balance ~~487~~450,~~489~~699,~~652~~980.0132 ~~240~~211,~~702~~481,~~971~~334.3512 Scheduled Principal 3331,~~986~~908.4834 18,~~219~~037.7630 Unscheduled Principal 57,~~615~~118,~~130~~873.2199 46,~~647~~183,~~397~~137.2835 Scheduled Interest 2,~~719~~522,~~751~~473.3368 1,~~341~~186,~~029~~756.5088 Servicing Fees ~~151~~140,~~011~~358.9726 7062,~~220~~017.0393 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~568~~382,~~739~~115.3642 1,~~270~~124,~~809~~738.4795 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 014,079.00 029,471.0089 Prepayment Penalty Paid Count 01 02 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group II-4 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~430904~~403217 76.~~026507~~990280 Weighted Average Net Rate 6.~~125091~~097698 6.~~667077~~631414 Pass-Through Rate 6.~~123647~~096165 6.~~666875~~631299 Weighted Average Remaining Term ~~354~~349 ~~355~~350 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~612~~572,~~875~~780.9274 98,~~409~~246,~~327~~225.4479 Beginning Loan Count ~~265~~246 5,~~812~~239 Loans Paid in Full 36 ~~116~~113 Ending Loan Count ~~262~~240 5,~~696~~126 Beginning Scheduled Balance ~~112~~105,~~465~~432,~~531~~376.7813 1,~~585~~395,~~061~~686,~~638~~605.3622 Ending Scheduled Balance ~~111~~101,~~234~~548,~~648~~285.8400 1,~~544~~358,~~015~~184,~~189~~126.7296 Scheduled Principal 10,~~163~~192.3912 ~~128~~116,~~122~~025.2382 Unscheduled Principal 13,~~220~~873,~~719~~899.5501 4037,~~918~~386,~~326~~452.4144 Scheduled Interest ~~602~~562,~~712~~588.5362 98,~~281~~130,~~205~~199.2197 Servicing Fees 2826,~~661~~842.1798 ~~474~~417,~~765~~386.32 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 ~~135~~134.3565 ~~266~~134.7765 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 ~~573~~535,~~916~~610.0199 87,~~806~~712,~~173~~679.1200 Realized Loss Amount 0.00 0128,720.0009 Cumulative Realized Loss 0.00 0128,720.0009 Percentage of Cumulative Losses 0.0000 0.~~0000~~0078 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 ~~108~~102,~~469~~656.4767 Prepayment Penalty Paid Count 0 1917 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Trigger Event Reporting Delinquency Percentage Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 110.~~221588~~217069% Cumulative Loss Test Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Interest Test Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Two Times Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 110.~~221588~~217069% Two Times Cumulative Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Sub Two Times Test Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Step up Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.950000% Calculated Value 0.~~000000~~019157% Step up Delinguency Trigger Trigger Result ~~Pass~~Fail Threshold Value 34.~~821915~~576291% Calculated Value 18.~~324355~~227325% Step up Trigger Trigger Result Pass

Additional Reporting - Group Level Miscellaneous Reporting Group I Senior Percent 9291.~~493847~~802137% Subordinate Percentage 78.~~506153~~197863% Group II-1 Senior Prepayment Percentage 100.000000% Senior Percent 9291.~~379310~~436929% Subordinate Prepayment Percentage 0.000000% Subordinate Percentage 78.~~620690~~563071% Group II-2 Senior Prepayment Percentage 100.000000% Senior Percent 92.~~583687~~020570% Subordinate Prepayment Percentage 0.000000% Subordinate Percentage 7.~~416313~~979430% Group II-3 Senior Prepayment Percentage 100.000000% Senior Percent 9291.~~365907~~398285% Subordinate Prepayment Percentage 0.000000% Subordinate Percentage 78.~~634093~~601715% Group II-4 Senior Prepayment Percentage 100.000000% Senior Percent 9291.~~474589~~976315% Subordinate Prepayment Percentage 0.000000% Subordinate Percentage 78.~~525411~~023685% Structural Reporting Group I Excess Cash Group 1 ~~917~~575,~~785~~638.0883 Extra Principal Distribution 0128,720.0009 OC Amount 9,~~407~~278,~~052~~332.2920 OC Defeciency 0128,720.0009 OC Release Amount 0.00 OC Stepdown NO Specified OC Amount 9,407,052.29

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 3 0 0 3 ~~355~~449,~~057~~598.8244 0.00 0.00 ~~355~~449,~~057~~598.8244 30 Days 5275 03 0 0 5278 1822,~~326~~058,~~267~~755.2652 0728,282.0061 0.00 0.00 1822,~~326~~787,~~267~~038.2613 60 Days 2448 0 01 0 2449 913,~~370~~540,~~306~~128.1829 0.00 0180,236.0093 0.00 913,~~370~~720,~~306~~365.1822 90 Days 420 01 012 0 433 16,~~378~~274,~~500~~009.0485 0144,800.00 04,713,543.0038 0.00 111,~~378~~132,~~500~~353.0423 120 Days 06 01 029 0 036 02,039,908.0011 0515,828.00 010,746,126.0082 0.00 013,301,862.0093 150 Days 01 0 018 03 022 0129,688.00 0.00 04,137,665.0001 0975,838.0067 05,243,191.0068 180+ Days 01 02 022 08 033 0251,200.00 0574,608.0045 08,835,719.0084 02,848,940.0080 012,510,469.0009 Totals 80151 310 082 011 83254 2944,~~075~~293,~~073~~689.4877 ~~355~~2,~~057~~413,117.8250 028,613,291.0098 03,824,779.0047 2979,~~430~~144,~~131~~878.3072 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.~~052669~~058525% 0.000000% 0.000000% 0.~~052669~~058525% 0.~~022994~~033104% 0.000000% 0.000000% 0.~~022994~~033104% 30 Days 01.~~912921~~463129% 0.~~000000~~058525% 0.000000% 0.000000% 01.~~912921~~521654% 1.~~186845~~624200% 0.~~000000~~053624% 0.000000% 0.000000% 1.~~186845~~677824% 60 Days 0.~~421348~~936403% 0.000000% 0.~~000000~~019508% 0.000000% 0.~~421348~~955911% 0.~~606839~~996968% 0.000000% 0.~~000000~~013271% 0.000000% 01.~~606839~~010239% 90 Days 0.~~070225~~390168% 0.~~000000~~019508% 0.~~000000~~234101% 0.000000% 0.~~070225~~643777% 0.~~089274~~461959% 0.~~000000~~010662% 0.~~000000~~347061% 0.000000% 0.~~089274~~819682% 120 Days 0.~~000000~~117050% 0.~~000000~~019508% 0.~~000000~~565743% 0.000000% 0.~~000000~~702302% 0.~~000000~~150200% 0.~~000000~~037981% 0.~~000000~~791244% 0.000000% 0.~~000000~~979425% 150 Days 0.~~000000~~019508% 0.000000% 0.~~000000~~351151% 0.~~000000~~058525% 0.~~000000~~429185% 0.~~000000~~009549% 0.000000% 0.~~000000~~304659% 0.~~000000~~071852% 0.~~000000~~386060% 180+ Days 0.~~000000~~019508% 0.~~000000~~039017% 0.~~000000~~429185% 0.~~000000~~156067% 0.~~000000~~643777% 0.~~000000~~018496% 0.~~000000~~042309% 0.~~000000~~650580% 0.~~000000~~209769% 0.~~000000~~921154% Totals 12.~~404494~~945767% 0.~~052669~~195084% 01.~~000000~~599688% 0.~~000000~~214592% 14.~~457163~~955131% 13.~~882958~~261372% 0.~~022994~~177679% 02.~~000000~~106815% 0.~~000000~~281621% 15.~~905952~~827488%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~408~~748,~~678~~311.0733

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 21 0 0 21 ~~218~~73,~~257~~857.82 0.00 0.00 ~~218~~73,~~257~~857.82 30 Days 4357 03 0 0 4360 1415,~~074~~725,~~077~~680.9165 0728,282.0061 0.00 0.00 1416,~~074~~453,~~077~~963.9126 60 Days 1735 0 0 0 1735 79,~~087~~082,~~716~~650.1601 0.00 0.00 0.00 79,~~087~~082,~~716~~650.1601 90 Days 312 0 010 0 322 14,~~060~~041,~~500~~074.0060 0.00 03,889,623.0038 0.00 17,~~060~~930,~~500~~697.0098 120 Days 05 01 026 0 032 01,058,670.0011 0515,828.00 08,814,603.0083 0.00 010,389,101.0094 150 Days 0 0 015 03 018 0.00 0.00 03,592,365.0001 0975,838.0067 04,568,203.0068 180+ Days 0 02 022 06 030 0.00 0574,608.0045 08,835,719.0084 01,866,620.0080 011,276,949.0009 Totals 63109 27 073 09 65198 2229,~~222~~908,~~294~~075.0737 ~~218~~1,~~257~~892,576.8288 025,132,312.0006 02,842,459.0047 2259,~~440~~775,~~551~~423.8978 0-29 Days 0.~~078431~~045045% 0.000000% 0.000000% 0.~~078431~~045045% 0.~~035488~~014298% 0.000000% 0.000000% 0.~~035488~~014298% 30 Days 12.~~686275~~567568% 0.~~000000~~135135% 0.000000% 0.000000% 12.~~686275~~702703% 23.~~288397~~044317% 0.~~000000~~140987% 0.000000% 0.000000% 23.~~288397~~185305% 60 Days 01.~~666667~~576577% 0.000000% 0.000000% 0.000000% 01.~~666667~~576577% 1.~~152439~~758300% 0.000000% 0.000000% 0.000000% 1.~~152439~~758300% 90 Days 0.~~117647~~540541% 0.000000% 0.~~000000~~450450% 0.000000% 0.~~117647~~990991% 0.~~172434~~782307% 0.000000% 0.~~000000~~752988% 0.000000% 01.~~172434~~535295% 120 Days 0.~~000000~~225225% 0.~~000000~~045045% 01.~~000000~~171171% 0.000000% 01.~~000000~~441441% 0.~~000000~~204947% 0.~~000000~~099859% 01.~~000000~~706410% 0.000000% 02.~~000000~~011215% 150 Days 0.000000% 0.000000% 0.~~000000~~675676% 0.~~000000~~135135% 0.~~000000~~810811% 0.000000% 0.000000% 0.~~000000~~695442% 0.~~000000~~188912% 0.~~000000~~884354% 180+ Days 0.000000% 0.~~000000~~090090% 0.~~000000~~990991% 0.~~000000~~270270% 01.~~000000~~351351% 0.000000% 0.~~000000~~111238% 01.~~000000~~710497% 0.~~000000~~361357% 02.~~000000~~183092% Totals 24.~~470588~~909910% 0.~~078431~~315315% 03.~~000000~~288288% 0.~~000000~~405405% 28.~~549020~~918919% 35.~~613269~~789872% 0.~~035488~~366382% 04.~~000000~~865337% 0.~~000000~~550269% 311.~~648757~~571859% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 10 0 0 10 ~~136,800~~0.00 0.00 0.00 ~~136,800~~0.00 30 Days 27 0 0 0 27 ~~741~~3,~~134~~194,500.9678 0.00 0.00 0.00 ~~741~~3,~~134~~194,500.9678 60 Days 24 0 0 0 24 ~~799~~2,~~667~~466,258.4618 0.00 0.00 0.00 ~~799~~2,~~667~~466,258.4618 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 01 0 0 0 01 0129,688.00 0.00 0.00 0.00 0129,688.00 180+ Days 0 0 0 01 01 0.00 0.00 0.00 0316,800.00 0316,800.00 Totals 412 1 0 0 5 1 13 5,~~540~~790,~~802~~446.4296 ~~136,800~~0.00 0.00 0316,800.00 16,~~677~~107,~~602~~246.4296 0-29 Days 0.~~387597~~000000% 0.000000% 0.000000% 0.~~387597~~000000% 0.~~152635~~000000% 0.000000% 0.000000% 0.~~152635~~000000% 30 Days 03.~~775194~~017241% 0.000000% 0.000000% 0.000000% 03.~~775194~~017241% 03.~~826926~~940575% 0.000000% 0.000000% 0.000000% 03.~~826926~~940575% 60 Days 01.~~775194~~724138% 0.000000% 0.000000% 0.000000% 01.~~775194~~724138% 03.~~892234~~042252% 0.000000% 0.000000% 0.000000% 03.~~892234~~042252% 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~~431034% 0.000000% 0.000000% 0.000000% 0.~~000000~~431034% 0.~~000000~~159977% 0.000000% 0.000000% 0.000000% 0.~~000000~~159977% 180+ Days 0.000000% 0.000000% 0.000000% 0.~~000000~~431034% 0.~~000000~~431034% 0.000000% 0.000000% 0.000000% 0.~~000000~~390788% 0.~~000000~~390788% Totals 15.~~550388~~172414% 0.~~387597~~000000% 0.000000% 0.~~000000~~431034% 15.~~937984~~603448% 17.~~719160~~142803% 0.~~152635~~000000% 0.000000% 0.~~000000~~390788% 17.~~871796~~533591% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 02 0 0 02 0375,740.0062 0.00 0.00 0375,740.0062 30 Days 49 0 0 0 49 12,~~036~~089,~~234~~649.3909 0.00 0.00 0.00 12,~~036~~089,~~234~~649.3909 60 Days 49 0 01 0 410 ~~852~~1,~~922~~991,220.5610 0.00 0180,236.0093 0.00 ~~852~~2,~~922~~171,457.5603 90 Days 8 1 01 0 010 ~~1 318~~2,~~000~~232,935.0425 0144,800.00 0203,920.00 0.00 ~~318~~2,~~000~~581,655.0425 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 03 0 03 0.00 0.00 0545,300.00 0.00 0545,300.00 180+ Days 01 0 0 0 01 0251,200.00 0.00 0.00 0.00 0251,200.00 Totals 927 03 05 0 935 26,~~207~~565,~~156~~004.9944 0520,540.0062 0929,456.0093 0.00 28,~~207~~015,~~156~~001.99 0-29 Days 0.~~000000~~095511% 0.000000% 0.000000% 0.~~000000~~095511% 0.~~000000~~083463% 0.000000% 0.000000% 0.~~000000~~083463% 30 Days 0.~~178492~~429799% 0.000000% 0.000000% 0.000000% 0.~~178492~~429799% 0.~~212555~~464173% 0.000000% 0.000000% 0.000000% 0.~~212555~~464173% 60 Days 0.~~178492~~429799% 0.000000% 0.~~000000~~047755% 0.000000% 0.~~178492~~477555% 0.~~174954~~442309% 0.000000% 0.~~000000~~040036% 0.000000% 0.~~174954~~482345% 90 Days 0.~~044623~~382044% 0.~~000000~~047755% 0.~~000000~~047755% 0.000000% 0.~~044623~~477555% 0.~~065229~~496001% 0.~~000000~~032164% 0.~~000000~~045297% 0.000000% 0.~~065229~~573462% 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~~143266% 0.000000% 0.~~000000~~143266% 0.000000% 0.000000% 0.~~000000~~121127% 0.000000% 0.~~000000~~121127% 180+ Days 0.~~000000~~047755% 0.000000% 0.000000% 0.000000% 0.~~000000~~047755% 0.~~000000~~055799% 0.000000% 0.000000% 0.000000% 0.~~000000~~055799% Totals 01.~~401606~~289398% 0.~~000000~~143266% 0.~~000000~~238777% 0.000000% 01.~~401606~~671442% 01.~~452737~~458282% 0.~~000000~~115627% 0.~~000000~~206460% 0.000000% 01.~~452737~~780369% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-3 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 32 0 0 0 3 2 1,~~474~~048,~~820~~925.00 0.00 0.00 0.00 21,~~474~~048,~~820~~925.00 60 Days 10 0 0 0 10 ~~630,000~~0.00 0.00 0.00 0.00 ~~630,000~~0.00 90 Days 0 0 01 0 01 0.00 0.00 0620,000.00 0.00 0620,000.00 120 Days 01 0 02 0 03 0981,238.00 0.00 0932,522.0099 0.00 01,913,760.0099 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 01 01 0.00 0.00 0.00 0665,520.00 0665,520.00 Totals 43 0 03 01 47 32,~~104~~030,~~820~~163.00 0.00 01,552,522.0099 0665,520.00 34,~~104~~248,~~820~~205.0099 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~779221~~588235% 0.000000% 0.000000% 0.000000% 0.~~779221~~588235% 10.~~028107~~502425% 0.000000% 0.000000% 0.000000% 10.~~028107~~502425% 60 Days 0.~~259740~~000000% 0.000000% 0.000000% 0.000000% 0.~~259740~~000000% 0.~~261719~~000000% 0.000000% 0.000000% 0.000000% 0.~~261719~~000000% 90 Days 0.000000% 0.000000% 0.~~000000~~294118% 0.000000% 0.~~000000~~294118% 0.000000% 0.000000% 0.~~000000~~296974% 0.000000% 0.~~000000~~296974% 120 Days 0.~~000000~~294118% 0.000000% 0.~~000000~~588235% 0.000000% 0.~~000000~~882353% 0.~~000000~~470003% 0.000000% 0.~~000000~~446669% 0.000000% 0.~~000000~~916672% 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~~294118% 0.~~000000~~294118% 0.000000% 0.000000% 0.000000% 0.~~000000~~318777% 0.~~000000~~318777% Totals 10.~~038961~~882353% 0.000000% 0.~~000000~~882353% 0.~~000000~~294118% 12.~~038961~~058824% 10.~~289827~~972428% 0.000000% 0.~~000000~~743643% 0.~~000000~~318777% 12.~~289827~~034848% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-4 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 01 0 01 0.00 0.00 0999,000.00 0.00 0999,000.00 150 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 01 0 01 0.00 0.00 0999,000.00 0.00 0999,000.00 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~~416667% 0.000000% 0.~~000000~~416667% 0.000000% 0.000000% 0.~~000000~~983803% 0.000000% 0.~~000000~~983803% 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~~416667% 0.000000% 0.~~000000~~416667% 0.000000% 0.000000% 0.~~000000~~983803% 0.000000% 0.~~000000~~983803%

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12Days ~~Month~~Number ~~REO~~of History*Outstanding ~~New~~Percentage ~~REO~~of ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inDelinquent ~~REO~~Loans ~~0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current~~ Actual Balance ~~0.00 Sep-05 0.000~~(%) ~~Oct-05 0.000% Current REO Total Nov-05 0.000%~~ Loans ~~in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current~~ Actual Balance ~~0.00 Feb-06 0.000~~(%) Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance($) ~~0.00 Aug-05 0.000% Current Actual~~ Balance($) ~~0.00~~180 ~~Sep~~-05 ~~0.000%~~209 ~~Oct-05~~26 09,467,726.~~000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.~~00 ~~Jan-06~~ 0.~~000%~~697 ~~Current~~24 ~~Actual Balance 0~~8,551,006.00 ~~Feb-06 0~~1.~~000%~~655 ~~Mar-06~~210 ~~0.000% Apr~~-06 ~~0.000%~~239 ~~May-06~~6 02,794,743.~~000%~~09 ~~Jun-06~~ 0.~~000%~~206 *The5 ~~text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-~~2 ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~,477,943.~~000%~~09 ~~Original Principal Balance~~ 0.00480 ~~Aug-05~~240 ~~0.000% Current Actual Balance 0.00 Sep~~-05 ~~0.000%~~269 ~~Oct-05~~1 0.248,000~~% Current REO Total Nov-05 0~~.~~000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.~~00 ~~Jan-06~~ 0.~~000%~~018 ~~Current~~1 ~~Actual Balance 0.00 Feb-06 0.~~248,000~~% Mar-06 0~~.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 ~~Aug-05~~ 0.~~000%~~048 ~~Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO~~ Total ~~Nov-05~~33 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-4 12 ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~,510,469.~~000%~~09 ~~Original Principal Balance~~ 0.00921 ~~Aug-05~~30 011,276,949.~~000%~~09 ~~Current Actual Balance 0~~2.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.183

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary (continued) Group II-1 ~~All~~Group ~~Mortgage~~II-2 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Actual ~~Period~~Balance(%) ~~Month~~Balance($) ~~Loan~~Balance($) ~~First~~180 ~~Original~~- ~~Loan~~209 ~~Entered~~0 ~~Payment~~0.00 ~~LTV~~0.000 at1 ~~Principal~~251,200.00 ~~Group~~0.056 ~~Number~~210 ~~REO~~- ~~Date~~239 ~~State~~1 ~~Origination~~316,800.00 ~~Balance~~0.391 No0 ~~REO~~0.00 ~~Loans~~0.000 ~~this~~240 ~~Period~~- 269 0 0.00 0.000 0 0.00 0.000 Total 1 316,800.00 0.391 1 251,200.00 0.056

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary (continued) Group II-3 ~~All~~Group ~~Mortgage~~II-4 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Actual ~~Period~~Balance(%) Balance(~~continued~~$) ~~Current~~Balance($) ~~Paid~~180 ~~Current~~- ~~Approximate~~209 ~~Loan~~1 ~~Actual~~665,520.00 To0.319 ~~Months~~0 ~~Loan~~0.00 ~~Delinquent~~0.000 ~~Group~~210 ~~Number~~- ~~Balance~~239 ~~Date~~0 ~~Delinquent~~0.00 ~~Rate~~0.000 ~~Interest~~0 No0.00 ~~REO~~0.000 ~~Loans~~240 ~~this~~- ~~Period~~269 0 0.00 0.000 0 0.00 0.000 Total 1 665,520.00 0.319 0 0.00 0.000 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 06 ~~Jul~~Dec-05 0.000% Original Principal Balance 02,889,756.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 02,888,994.0067 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 011 ~~Dec~~May-0506 0.000% Original Principal Balance 03,825,956.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 03,824,779.0047 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~052% ~~May~~Oct-06 0.~~000~~105% ~~Jun~~Nov-06 0.~~000~~282% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 04 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,907,436.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 01,906,674.0067 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 09 ~~Dec~~May-0506 0.000% Original Principal Balance 02,843,636.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 02,842,459.0047 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~134% ~~May~~Oct-06 0.~~000~~275% ~~Jun~~Nov-06 0.~~000~~550% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-1 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 0316,800.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0316,800.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0316,800.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0316,800.00 ~~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~~391% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-2 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~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 ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-3 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 0665,520.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0665,520.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0665,520.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0665,520.00 ~~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~~319% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-4 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~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 ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~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~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FCREO Date State Origination Balance NoGroup ~~Foreclosure~~I ~~Loans~~0002445560 ~~this~~Sep-2006 ~~Period~~01-Feb-2006 MI 70.00 149,800.00 Group I 0011786498 Oct-2006 01-Feb-2006 VA 80.00 329,600.00 Group I 0013082946 Oct-2006 01-Jan-2006 MD 80.00 272,000.00 Group I 0013136866 Nov-2006 01-Oct-2005 NC 95.00 175,750.00 Group I 0013161930 Sep-2006 01-Dec-2005 MO 80.00 60,800.00 Group I 0013224522 Oct-2006 01-Feb-2006 TX 80.00 124,000.00 Group I 0013267000 Nov-2006 01-Feb-2006 VA 80.00 528,850.00 Group I 0013308978 Nov-2006 01-Dec-2005 NH 66.62 999,500.00 Group I 0013368642 Nov-2006 01-Feb-2006 MN 80.00 203,336.00 Group II-1 0013350954 Nov-2006 01-Feb-2006 VA 80.00 316,800.00 Group II-3 0002417267 Nov-2006 01-Feb-2006 CO 80.00 665,520.00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoGroup ~~Foreclosure~~I ~~Loans~~0002445560 ~~this~~149,603.36 ~~Period~~01-Mar-2006 6 8.125% 7,704.70 Group I 0011786498 329,503.14 01-Mar-2006 6 7.375% 15,377.08 Group I 0013082946 272,000.00 01-Apr-2006 5 7.875% 11,900.00 Group I 0013136866 174,988.67 01-Apr-2006 5 8.500% 8,277.63 Group I 0013161930 60,678.30 01-Mar-2006 6 8.000% 3,084.48 Group I 0013224522 124,000.00 01-Feb-2006 7 8.125% 6,406.64 Group I 0013267000 528,850.00 01-Apr-2006 5 7.250% 21,209.09 Group I 0013308978 999,500.00 01-Mar-2006 6 8.250% 52,473.76 Group I 0013368642 203,336.00 01-Mar-2006 6 8.125% 10,505.68 Group II-1 0013350954 316,800.00 01-Feb-2006 7 6.750% 13,464.00 Group II-3 0002417267 665,520.00 01-Mar-2006 6 6.875% 28,839.20

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 023 ~~Jul~~Dec-05 0.000% Original Principal Balance 011,136,713.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 011,136,181.0022 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 382 ~~Dec~~May-0506 0.000% Original Principal Balance ~~355~~28,~~190~~619,157.00 ~~Jan~~Jun-06 0.000% Current Actual Balance ~~355~~28,~~057~~613,291.8298 ~~Feb~~Jul-06 0.~~000~~414% ~~Mar~~Aug-06 0.~~000~~932% ~~Apr~~Sep-06 01.~~000~~596% ~~May~~Oct-06 01.~~022~~778% ~~Jun~~Nov-06 02.~~023~~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. Group I 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 019 ~~Jul~~Dec-05 0.000% Original Principal Balance 08,854,350.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 08,853,818.0023 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 273 ~~Dec~~May-0506 0.000% Original Principal Balance ~~218~~25,~~390~~138,164.00 ~~Jan~~Jun-06 0.000% Current Actual Balance ~~218~~25,~~257~~132,312.8206 ~~Feb~~Jul-06 0.~~000~~763% ~~Mar~~Aug-06 01.~~000~~931% ~~Apr~~Sep-06 03.~~000~~698% ~~May~~Oct-06 04.~~034~~027% ~~Jun~~Nov-06 04.~~035~~865% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-1 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~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 ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 10 ~~Dec~~May-0506 0.000% Original Principal Balance ~~136,800~~0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance ~~136,800~~0.00 ~~Feb~~Jul-06 0.~~000~~367% ~~Mar~~Aug-06 0.~~000~~371% ~~Apr~~Sep-06 0.~~000~~374% ~~May~~Oct-06 0.~~146~~380% ~~Jun~~Nov-06 0.~~153~~000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-2 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 0203,920.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0203,920.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 05 ~~Dec~~May-0506 0.000% Original Principal Balance 0929,470.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0929,456.0093 ~~Feb~~Jul-06 0.~~000~~156% ~~Mar~~Aug-06 0.~~000~~111% ~~Apr~~Sep-06 0.~~000~~172% ~~May~~Oct-06 0.~~000~~214% ~~Jun~~Nov-06 0.~~000~~206% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-3 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 02 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,079,443.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 01,079,442.0099 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 03 ~~Dec~~May-0506 0.000% Original Principal Balance 01,552,523.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 01,552,522.0099 ~~Feb~~Jul-06 0.~~000~~268% ~~Mar~~Aug-06 0.~~000~~778% ~~Apr~~Sep-06 0.~~000~~591% ~~May~~Oct-06 0.~~000~~974% ~~Jun~~Nov-06 0.~~000~~744% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-4 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 0999,000.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0999,000.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0999,000.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0999,000.00 ~~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~~984% *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~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~Month Loan ~~Month~~First Original Loan ~~First~~Entered ~~State~~Payment LTV at ~~Original~~Principal Group Number ~~Entered~~FC ~~Payment~~Date State Origination ~~Principal~~Balance ~~Bankruptcy~~Group ~~Date~~I ~~Balance~~0002439726 Oct-2006 01-Jan-2006 IL 70.00 87,500.00 Group I ~~0013193743~~0002441617 ~~May~~Sep-2006 01-Feb-2006 GA 80.00 128,000.00 Group I 0002441726 Oct-2006 01-Jan-2006 MOCA 80.00 ~~144~~284,000.00 Group I 0002442950 Sep-2006 01-Feb-2006 FL 80.00 224,788.00 Group I 0002443167 Jul-2006 01-Feb-2006 OH 70.00 76,300.00 Group I 0002443412 Oct-2006 01-Feb-2006 GA 80.00 77,600.00 Group I 0002444420 Nov-2006 01-Feb-2006 NV 80.00 316,000.00 Group I 0002444514 Oct-2006 01-Feb-2006 GA 80.00 98,800.00 Group I 0002444816 Oct-2006 01-Feb-2006 CA 80.00 320,660.00 Group I 0002445766 Sep-2006 01-Feb-2006 WA 80.00 217,600.00 Group I 0002446020 Jul-2006 01-Feb-2006 CA 80.00 516,000.00 Group I 0011788023 Nov-2006 01-Feb-2006 TX 75.00 1,083,750.00 Group I 0012846002 Oct-2006 01-Nov-2005 MD 80.00 559,644.00 Group I 0012894283 Oct-2006 01-Jan-2006 FL 70.00 453,600.00 Group I 0012900833 Sep-2006 01-Jan-2006 IL 75.00 423,750.00 Group I 0012949889 Oct-2006 01-Dec-2005 MN 80.00 202,400.00 Group I ~~0013274261~~0012992384 ~~May~~Aug-2006 01-Jan-2006 CA 80.00 272,000.00 Group I 0013004015 Sep-2006 01-Jan-2006 CO 80.00 320,000.00 Group I 0013025333 Nov-2006 01-Jan-2006 SC 80.00 398,880.00 Group I 0013054291 Oct-2006 01-Jan-2006 FL 80.00 199,920.00 Group I 0013070578 Nov-2006 01-Jan-2006 MO 80.00 133,200.00 Group I 0013073945 Aug-2006 01-Feb-2006 NJ 80.00 348,000.00 Group I 0013092572 Nov-2006 01-Jan-2006 CO 70.00 261,800.00 Group I 0013152715 Oct-2006 01-Feb-2006 CA 80.00 300,000.00 Group I 0013155320 Oct-2006 01-Feb-2006 FL 75.00 211,500.00 Group I 0013158290 Oct-2006 01-Feb-2006 GA 80.00 105,600.00 Group I 0013159330 Aug-2006 01-Jan-2006 TX 80.00 114,336.00 Group I 0013160023 Aug-2006 01-Jan-2006 OH 80.00 87,200.00 Group I 0013160189 Nov-2006 01-Jan-2006 CA 80.00 931,200.00 Group I 0013164496 Oct-2006 01-Jan-2006 FL 75.00 187,500.00 Group I 0013172317 Sep-2006 01-Feb-2006 AZ 70.00 73490,~~990~~000.00 Group III 0013184619 Sep-2006 01-Feb-2006 CA 74.79 1,000,000.00 ~~0014332084~~Group ~~May~~I 0013186028 Nov-2006 01-Feb-2006 VA 80.00 592,800.00 Group I 0013190699 Oct-2006 01-Jan-2006 GA 80.00 98,636.00 Group I 0013191937 Nov-2006 01-Feb-2006 AZ 80.00 212,000.00 Group I 0013192687 Oct-2006 01-Feb-2006 GA 80.00 74,340.00 Group I 0013193867 Sep-2006 01-Jan-2006 GA 80.00 185,600.00 Group I 0013198114 Oct-2006 01-Feb-2006 AZ 79.98 382,800.00 Group I 0013199559 Jul-2006 01-Feb-2006 IL 80.00 248,000.00 Group I 0013207386 Sep-2006 01-Feb-2006 IL 74.20 70,500.00 Group I 0013213723 Nov-2006 01-Feb-2006 TX 80.00 692,800.00 Group I 0013218771 Oct-2006 01-Feb-2006 AZ 70.00 208,040.00 Group I 0013220017 Sep-2006 01-Feb-2006 VA 80.00 640,000.00 Group I 0013223698 Oct-2006 01-Feb-2006 MD 80.00 396,000.00 Group I 0013232624 Aug-2006 01-Feb-2006 CA 75.00 277,500.00 Group I 0013234562 Nov-2006 01-Feb-2006 CA 79.98 544,450.00 Group I 0013235023 Aug-2006 01-Feb-2006 OH 67.01 61,650.00 Group I 0013235155 Aug-2006 01-Feb-2006 OH 69.00 69,000.00 Group I 0013239496 Sep-2006 01-Feb-2006 MN 80.00 324,000.00 Group I 0013243191 Aug-2006 01-Feb-2006 NV 80.00 280,000.00 Group I 0013246806 Nov-2006 01-Feb-2006 AZ 80.00 437,600.00 Group I 0013249149 Oct-2006 01-Feb-2006 GA 80.00 169,600.00 Group I 0013260450 Nov-2006 01-Mar-2006 CO 65.00 236,966.00 Group I 0013260526 Aug-2006 01-Feb-2006 MA 80.00 400,000.00 Group I 0013261805 Aug-2006 01-Feb-2006 OH 62.38 998,000.00 Group I 0013263322 Sep-2006 01-Feb-2006 CA 80.00 532,000.00 Group I 0013271432 Sep-2006 01-Feb-2006 FL 75.00 262,500.00 Group I 0013276340 Sep-2006 01-Feb-2006 OH 75.00 96,000.00 Group I 0013278130 Aug-2006 01-Feb-2006 IL 80.00 94,000.00 Group I 0013284518 Jul-2006 01-Jan-2006 IL 80.00 863,200.00 Group I 0013292164 Aug-2006 01-Mar-2006 NV 75.00 288,750.00 Group I 0013293220 Sep-2006 01-Feb-2006 NV 75.00 281,250.00 Group I 0013303060 Nov-2006 01-Feb-2006 CT 80.00 152,000.00 Group I 0013303466 Nov-2006 01-Feb-2006 MD 80.00 211,604.00 Group I 0013306691 Aug-2006 01-Mar-2006 NY 80.00 544,000.00 Group I 0013309687 Nov-2006 01-Feb-2006 CA 70.00 430,500.00 Group I 0013312806 Nov-2006 01-Feb-2006 CO 80.00 169,600.00 Group I 0013315304 Nov-2006 01-Feb-2006 MD 78.69 650,000.00 Group I 0013316575 Sep-2006 01-Feb-2006 OH 80.00 108,000.00 Group I 0013321609 Nov-2006 01-Feb-2006 VA 80.00 663,200.00 Group I 0013322003 Sep-2006 01-Mar-2006 CA 75.00 900,000.00 Group I 0013323381 Sep-2006 01-Mar-2006 MN 75.00 123,750.00 Group I 0013323639 Nov-2006 01-Mar-2006 KY 80.00 736,000.00 Group II-2 0012916599 Sep-2006 01-Dec-2005 WAMN 80.00 ~~136~~164,800.00 Group II-2 0012952933 Nov-2006 01-Nov-2005 WI 80.00 203,920.00 Group II-2 0013158860 Sep-2006 01-Feb-2006 MN 70.00 108,500.00 Group II-2 0013242557 Jul-2006 01-Feb-2006 CA 80.00 272,000.00 Group II-2 0013251145 Oct-2006 01-Feb-2006 VA 70.00 180,250.00 Group II-3 0013016647 Oct-2006 01-Feb-2006 CA 80.00 473,080.00 Group II-3 0013089610 Nov-2006 01-Jan-2006 CA 79.98 459,443.00 Group II-3 0013280821 Nov-2006 01-Jan-2006 CA 80.00 620,000.00 Group II-4 0126283199 Nov-2006 01-Mar-2006 FL 76.84 999,000.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period (continued) ~~Group~~Current ~~Loan~~Paid Current ~~Paid~~Approximate Loan Actual To Months ~~Current~~Loan ~~Approximate~~Delinquent Group Number ~~Actual~~Balance Date Delinquent ~~Loan~~ Rate ~~Delinquent~~Interest ~~Balance~~Group ~~Interest~~I 0002439726 87,202.52 01-May-2006 4 8.000% 3,318.79 Group I ~~0013193743~~0002441617 ~~144~~128,~~400~~000.00 01-Apr-2006 5 8.125% 5,786.69 Group I 0002441726 284,000.00 01-Apr-2006 5 7.500% 11,803.75 Group I 0002442950 224,788.00 01-Apr-2006 5 8.125% 10,162.25 Group I 0002443167 76,250.08 01-Feb-2006 7 8.125% 3,927.72 Group I 0002443412 77,600.00 01-May-2006 04 7.875% 2,910.00 Group I 0002444420 316,000.00 01-May-2006 4 8.125% 12,244.98 Group I 0002444514 98,800.00 01-May-2006 4 7.250% 3,396.24 Group I 0002444816 320,660.00 01-May-2006 4 7.875% 12,024.72 Group I 0002445766 217,600.00 01-Mar-2006 6 7.625% 10,517.36 Group I 0002446020 516,000.00 01-Feb-2006 7 8.125% 26,660.00 Group I 0011788023 1,~~865~~083,749.99 01-May-2006 4 8.000% 41,317.98 Group I 0012846002 559,609.05 01-May-2006 4 7.250% 19,236.74 Group I 0012894283 453,306.09 01-May-2006 4 7.750% 16,715.64 Group I ~~0013274261~~0012900833 73423,~~857~~749.8299 01-Apr-2006 5 7.625% 17,921.12 Group I 0012949889 202,399.99 01-May-2006 04 8.500% 8,222.52 Group I 0012992384 271,820.75 01-Mar-2006 6 7.875% 13,592.16 Group I 0013004015 320,000.00 01-Apr-2006 5 7.875% 14,000.00 Group I 0013025333 398,880.00 01-Jun-2006 3 7.875% 12,465.00 Group I 0013054291 199,920.00 01-May-2006 4 7.375% ~~863~~6,997.2220 Group III 0013070578 132,668.24 01-1Jun-2006 ~~0014332084~~3 ~~136~~8.125% 4,278.18 Group I 0013073945 348,000.00 01-Mar-2006 6 7.875% 17,400.00 Group I 0013092572 261,800.00 01-Jun-2006 3 7.750% 8,044.90 Group I 0013152715 300,000.00 01-May-2006 04 8.125% 11,625.00 Group I 0013155320 211,500.00 01-May-2006 4 8.000% 8,063.46 Group I 0013158290 105,313.71 01-May-2006 4 8.000% 4,008.09 Group I 0013159330 114,110.10 01-Mar-2006 6 8.125% 5,881.69 Group I 0013160023 87,200.00 01-Mar-2006 6 8.125% 4,505.36 Group I 0013160189 931,200.00 01-May-2006 4 8.125% 36,084.00 Group I 0013164496 187,500.00 01-May-2006 4 7.500% 6,679.74 Group I 0013172317 490,000.00 01-Mar-2006 6 8.125% 25,316.64 Group I 0013184619 1,000,000.00 01-Mar-2006 6 7.375% 46,666.64 Group I 0013186028 592,800.00 01-May-2006 4 7.875% 22,230.00 Group I 0013190699 98,636.00 01-Apr-2006 5 7.500% 4,099.62 Group I 0013191937 212,000.00 01-Jun-2006 3 7.750% 6,514.60 Group I 0013192687 74,138.48 01-May-2006 4 8.000% 2,821.62 Group I 0013193867 184,859.14 01-Jun-2006 3 8.125% 5,961.18 Group I 0013198114 382,800.00 01-May-2006 4 7.375% 13,398.00 Group I 0013199559 248,000.00 01-Jan-2006 8 8.250% 12,973.47 Group I 0013207386 70,500.00 01-Apr-2006 5 8.000% 3,135.79 Group I 0013213723 692,800.00 01-Mar-2006 6 7.500% 32,908.00 Group I 0013218771 208,040.00 01-Apr-2006 5 8.250% 9,556.89 Group I 0013220017 640,000.00 01-Apr-2006 5 8.250% 29,400.00 Group I 0013223698 396,000.00 01-May-2006 4 7.500% 14,107.50 Group I 0013232624 277,500.00 01-Mar-2006 6 8.125% 14,337.52 Group I 0013234562 544,450.00 01-Jun-2006 3 7.250% 15,596.25 Group I 0013235023 61,650.00 01-Mar-2006 6 7.625% 2,979.68 Group I 0013235155 68,978.08 01-Mar-2006 6 7.625% 3,333.92 Group I 0013239496 324,000.00 01-Apr-2006 5 8.250% 14,883.75 Group I 0013243191 280,000.00 01-Mar-2006 6 8.250% 14,700.00 Group I 0013246806 437,600.00 01-May-2006 4 8.250% 17,230.50 Group I 0013249149 169,600.00 01-May-2006 4 7.500% 6,042.00 Group I 0013260450 236,966.00 01-Jun-2006 3 7.625% 7,158.35 Group I 0013260526 399,488.11 01-Mar-2006 6 8.250% 20,924.95 Group I 0013261805 998,000.00 01-Mar-2006 6 8.125% 51,563.28 Group I 0013263322 532,000.00 01-Jun-2006 3 7.625% 16,070.85 Group I 0013271432 261,926.40 01-Apr-2006 5 7.625% 11,052.47 Group I 0013276340 95,938.01 01-Apr-2006 5 7.750% 4,127.34 Group I 0013278130 93,879.71 01-Mar-2006 6 8.250% 4,917.36 Group I 0013284518 861,693.01 01-Feb-2006 7 7.875% 42,946.67 Group I 0013292164 288,750.00 01-Mar-2006 6 8.250% 15,159.44 Group I 0013293220 281,250.00 01-Apr-2006 5 8.250% 12,919.90 Group I 0013303060 152,000.00 01-May-2006 4 8.125% 5,890.02 Group I 0013303466 211,604.00 01-May-2006 4 7.750% 7,802.88 Group I 0013306691 544,000.00 01-Mar-2006 6 8.000% 27,653.36 Group I 0013309687 430,500.00 01-May-2006 4 8.125% 16,681.86 Group I 0013312806 169,600.00 01-May-2006 4 7.625% 6,148.02 Group I 0013315304 650,000.00 01-Jun-2006 3 7.375% 18,958.30 Group I 0013316575 107,786.61 01-Apr-2006 5 8.125% 4,862.97 Group I 0013321609 663,200.00 01-May-2006 4 7.500% 23,626.50 Group I 0013322003 900,000.00 01-Feb-2006 7 7.250% 41,250.00 Group I 0013323381 123,750.00 01-Apr-2006 5 7.750% 5,323.85 Group I 0013323639 736,000.00 01-Jun-2006 3 7.750% 22,616.65 Group II-2 0012916599 164,800.00 01-Apr-2006 5 6.625% 6,008.31 Group II-2 0012952933 203,920.00 01-Jun-2006 3 6.875% 5,522.80 Group II-2 0013158860 108,500.00 01-Apr-2006 5 7.000% 4,193.07 Group II-2 0013242557 272,000.00 01-Apr-2006 5 7.000% 10,511.69 Group II-2 0013251145 180,236.93 01-Jul-2006 2 6.875% 3,905.16 Group II-3 0013016647 473,080.00 01-May-2006 4 6.750% 15,079.44 Group II-3 0013089610 459,442.99 01-May-2006 4 6.875% 14,931.90 Group II-3 0013280821 620,000.00 01-Jun-2006 3 7.125% 17,437.50 Group II-4 0126283199 999,000.00 01-May-2006 4 7.375% 35,589.36

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Realized~~Summary ~~Loss~~12 ~~Detail~~Month ~~Report~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 4 Dec-05 0.000% Original Principal Balance 624,600.00 Jan-06 0.000% Current Actual Balance 621,319.07 Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans ~~with~~in ~~Losses~~Bankruptcy ~~during~~10 May-06 0.022% Original Principal Balance 2,326,848.00 Jun-06 0.023% Current ~~Period~~Actual ~~Summary~~Balance #2,413,117.50 Jul-06 0.024% Aug-06 0.042% Sep-06 0.053% Oct-06 0.200% Nov-06 0.178% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans ~~Prior~~Month ~~Realized~~Bankruptcy Percentage Loans in Bankruptcy 3 Dec-05 0.000% Original Principal Balance 400,600.00 Jan-06 0.000% Current ~~with~~Actual Balance 400,550.45 Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 7 May-06 0.034% Original Principal Balance 1,893,248.00 Jun-06 0.035% Current Actual ~~Loss/(Gain)~~Balance ~~Loss~~1,892,576.88 Jul-06 0.037% Aug-06 0.084% Sep-06 0.087% Oct-06 0.461% Nov-06 0.366% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~Losses~~II-1 ~~Balance~~12 ~~Amount~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage ~~Group~~Loans Iin Bankruptcy 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% ~~Group~~Mar-06 II0.000% Current Bankruptcy Total Apr-106 0.000% Loans in Bankruptcy 0 May-06 0.146% Original Principal Balance 0.00 Jun-06 0.153% Current Actual Balance 0.00 Jul-06 0.159% Aug-06 0.160% Sep-06 0.162% Oct-06 0.164% Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-2 012 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Dec-05 0.000% Original Principal Balance 224,000.00 Jan-06 0.000% Current Actual Balance 220,768.62 Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 3 May-06 0.000% Original Principal Balance 433,600.00 Jun-06 0.000% Current Actual Balance 520,540.62 Jul-06 0.000% Aug-06 0.000% Sep-06 0.031% Oct-06 0.046% Nov-06 0.116% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 0 May-06 0.000% Original Principal Balance 0.00 Jun-06 0.000% Current Actual Balance 0.00 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-4 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 0 May-06 0.000% Original Principal Balance 0.00 Jun-06 0.000% Current Actual Balance 0.00 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% 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~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period ~~Original~~Group ~~Current~~Loan Month Loan ~~Principal~~First ~~Note~~State LTV at Original ~~Group~~ Number Entered Payment Origination Principal Bankruptcy Date Balance ~~Rate~~Group ~~State~~I ~~Origination~~0002438581 ~~Term~~Oct-2006 No01-Dec-2005 ~~Losses~~VA ~~this~~80.00 ~~Period~~516,000.00 Group I 0002442958 Nov-2006 01-Mar-2006 NE 80.00 72,000.00 Group I 0013075080 Oct-2006 01-Jan-2006 CO 80.00 400,000.00 Group I 0013144803 Oct-2006 01-Jan-2006 CA 80.00 502,658.00 Group I 0013229802 Nov-2006 01-Jan-2006 TX 79.98 235,150.00 Group I 0013274261 May-2006 01-Jan-2006 GA 70.00 73,990.00 Group I 0013297551 Nov-2006 01-Feb-2006 TX 70.00 93,450.00 Group II-2 0002416152 Sep-2006 01-Feb-2006 CO 80.00 144,800.00 Group II-2 0002446249 Oct-2006 01-Mar-2006 IN 80.00 64,800.00 Group II-2 0014332027 Nov-2006 01-Sep-2005 WA 80.00 224,000.00

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period (continued) ~~Prior~~Group ~~Cumulative~~ Loan ~~Actual~~Current ~~Realized~~Paid ~~Realized~~To ~~Group~~Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance ~~Loss/(Gain)~~Interest ~~Loss/(Gain)~~Group NoI ~~Losses~~0002438581 ~~this~~515,828.00 ~~Period~~01-May-2006 4 8.000% 19,667.00 Group I 0002442958 71,950.45 01-Mar-2006 6 7.875% 3,588.69 Group I 0013075080 399,682.61 01-Aug-2006 1 7.625% 7,244.25 Group I 0013144803 502,658.00 01-Mar-2006 6 8.125% 25,970.64 Group I 0013229802 235,150.00 01-Aug-2006 1 7.250% 4,041.66 Group I 0013274261 73,857.82 01-Oct-2006 0 7.375% 861.68 Group I 0013297551 93,450.00 01-Aug-2006 1 7.875% 1,752.21 Group II-2 0002416152 144,800.00 01-Jun-2006 3 6.875% 3,921.65 Group II-2 0002446249 154,972.00 01-Oct-2006 0 7.125% 724.55 Group II-2 0014332027 220,768.62 01-Oct-2006 0 5.990% 2,067.14

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-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-3 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-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-4 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-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)

~~Prepayment~~Realized ~~Detail~~Loss -Loan ~~Prepayments~~Detail ~~during~~Report ~~Current~~- ~~Period Summary~~ Loans ~~Paid~~With InLosses ~~Full~~during ~~Repurchased~~Current ~~Loans~~Period Original Current ~~Original~~Loan ~~Current~~ Principal ~~Scheduled~~Note ~~Principal~~LTV ~~Scheduled~~at Original Group ~~Count~~Number Balance ~~Balance~~Rate ~~Count~~State ~~Balance~~Origination ~~Balance~~Term Group I 760012871901 25639,~~113,594~~920.00 ~~25,108,329~~7.47875% 0FL 080.00 ~~0.00~~360 Group ~~II-1~~I 40013327598 4666,~~190,800~~500.00 ~~4,185,421.04 0 0.00 0.00 Group II-2 25 5,546,664.00 5,540,734.16 0 0.00 0.00 Group II-3~~ 8 ~~4,669,507~~.00125% ~~4,305,329.15~~VA ~~0 0~~79.0098 ~~0.00 Group II-4 3 1,261,000.00 1,210,500.00 0 0.00 0.00 Total 116 40,781,565.00 40,350,313.82 0 0.00 0.00~~360

~~Prepayment~~Realized Loss Loan Detail Report - ~~Prepayments~~Loans With Losses during Current Period (continued) ~~Summary~~Prior ~~Substitution~~Cumulative ~~Loans~~Loan ~~Liquidated~~Actual ~~Loans~~Realized ~~Curtailments~~Realized ~~Original Current Original Current Principal Scheduled Principal Scheduled Curtailment~~ Group ~~Count~~Number Balance ~~Balance~~Loss/(Gain) ~~Count~~Loss/(Gain) ~~Balance Balance Amount~~ Group I 00012871901 0.00 ~~0.00 0 0.00 0.00 138~~94,~~225~~445.0077 ~~Group II-1 0 0.00 0.00 0 0.00 0.00 5~~94,~~475~~445.7877 Group ~~II-2~~I 00013327598 0.00 ~~0.00 0 0.00 0.00 75~~34,~~348~~274.5732 ~~Group II-3 0 0.00 0.00 0 0.00 0.00 342~~34,~~068~~274.~~13 Group II-4 0 0.00 0.00 0 0.00 0.00 10,219.55 Total 0 0.00 0.00 0 0.00 0.00 571,337.03~~32

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I 0002443132 CA 80.00 01-Feb-2006 368,000.00 368,000.00 Group I 0002443954 FL 70.00 01-Feb-2006 150,493.00 150,493.00 Group I 0002446466 MN 80.00 01-Feb-2006 102,800.00 102,800.00 Group I 0011846680 CA 67.66 01-Dec-2005 910,000.00 910,000.00 Group I 0012908927 CO 80.00 01-Dec-2005 132,000.00 132,000.00 Group I 0012994331 CA 80.00 01-Dec-2005 204,316.00 204,316.00 Group I 0013006796 NM 80.00 01-Jan-2006 200,312.00 200,312.00 Group I 0013014139 CA 80.00 01-Jan-2006 408,000.00 408,000.00 Group I 0013039250 PA 79.98 01-Feb-2006 430,750.00 430,750.00 Group I 0013042825 CA 80.00 01-Jan-2006 239,120.00 238,038.44 Group I 0013076351 FL 75.00 01-Jan-2006 206,250.00 206,250.00 Group I 0013081047 CA 80.00 01-Feb-2006 575,157.00 575,157.00 Group I 0013093083 CA 80.00 01-Jan-2006 498,472.00 498,472.00 Group I 0013111869 NH 80.00 01-Feb-2006 212,000.00 212,000.00 Group I 0013136783 VA 80.00 01-Jan-2006 320,000.00 320,000.00 Group I 0013144738 NJ 80.00 01-Feb-2006 228,650.00 228,650.00 Group I 0013147442 AZ 80.00 01-Feb-2006 432,000.00 432,000.00 Group I 0013152012 FL 80.00 01-Jan-2006 144,888.00 144,888.00 Group I 0013154315 AZ 80.00 01-Feb-2006 362,731.00 362,731.00 Group I 0013157607 AZ 80.00 01-Feb-2006 560,336.00 560,336.00 Group I 0013158928 MN 78.26 01-Jan-2006 144,720.00 144,714.96 Group I 0013160585 MD 80.00 01-Feb-2006 48,800.00 48,800.00 Group I 0013172200 AZ 80.00 01-Feb-2006 257,294.00 257,293.99 Group I 0013172622 CA 70.00 01-Jan-2006 1,540,000.00 1,539,877.02 Group I 0013176433 FL 80.00 01-Feb-2006 108,800.00 108,800.00 Group I 0013178496 CO 74.98 01-Feb-2006 110,300.00 110,300.00 Group I 0013181003 CA 80.00 01-Feb-2006 609,600.00 609,600.00 Group I 0013183983 CA 80.00 01-Feb-2006 498,697.00 498,691.71 Group I 0013184015 CA 80.00 01-Feb-2006 560,009.00 560,000.00 Group I 0013185780 NV 80.00 01-Feb-2006 540,000.00 540,000.00 Group I 0013186838 CA 80.00 01-Feb-2006 408,686.00 408,686.00 Group I 0013192018 AZ 70.00 01-Feb-2006 178,500.00 178,500.00 Group I 0013205885 CO 80.00 01-Feb-2006 260,000.00 260,000.00 Group I 0013216783 CA 70.00 01-Feb-2006 227,500.00 227,500.00 Group I 0013218052 AZ 80.00 01-Feb-2006 148,000.00 147,496.82 Group I 0013221692 FL 80.00 01-Feb-2006 433,600.00 433,600.00 Group I 0013221981 FL 80.00 01-Feb-2006 423,200.00 423,200.00 Group I 0013236179 MD 80.00 01-Feb-2006 404,000.00 404,000.00 Group I 0013242128 CA 80.00 01-Feb-2006 359,502.00 359,502.00 Group I 0013245378 GA 80.00 01-Feb-2006 173,600.00 173,008.57 Group I 0013250923 NC 79.00 01-Feb-2006 228,120.00 226,428.97 Group I 0013257662 AZ 79.56 01-Jan-2006 400,000.00 400,000.00 Group I 0013265426 CO 80.00 01-Feb-2006 201,028.00 201,028.00 Group I 0013270616 WA 75.00 01-Feb-2006 257,085.00 257,085.00 Group I 0013274881 MD 80.00 01-Feb-2006 493,200.00 493,200.00 Group I 0013275979 MO 80.00 01-Feb-2006 88,344.00 88,344.00 Group I 0013279146 FL 90.00 01-Feb-2006 201,778.00 201,778.00 Group I 0013279161 FL 90.00 01-Jan-2006 214,548.00 214,548.00 Group I 0013279369 AL 80.00 01-Jan-2006 112,000.00 112,000.00 Group I 0013281308 CA 80.00 01-Feb-2006 288,000.00 287,969.82 Group I 0013283114 GA 80.00 01-Feb-2006 120,000.00 119,990.87 Group I 0013286802 MA 75.00 01-Mar-2006 330,000.00 330,000.00 Group I 0013288964 MD 90.00 01-Dec-2005 103,500.00 102,938.43 Group I 0013298674 CO 80.00 01-Feb-2006 353,600.00 353,600.00 Group I 0013299672 CA 80.00 01-Feb-2006 317,600.00 317,600.00 Group I 0013301338 CO 80.00 01-Feb-2006 96,000.00 96,000.00 Group I 0013302435 GA 59.38 01-Feb-2006 142,500.00 142,500.00 Group I 0013306543 CA 70.00 01-Feb-2006 178,500.00 178,500.00 Group I 0013309125 AZ 80.00 05-Dec-2005 228,000.00 228,000.00 Group I 0013311089 MA 70.00 01-Feb-2006 387,100.00 387,100.00 Group I 0013318472 WI 80.00 01-Feb-2006 244,000.00 244,000.00 Group I 0013320791 GA 80.00 01-Mar-2006 112,000.00 111,711.36 Group I 0013322847 MN 80.00 01-Feb-2006 280,000.00 280,000.00 Group I 0013323233 AZ 80.00 01-Mar-2006 193,810.00 193,506.66 Group I 0013323571 CA 80.00 01-Feb-2006 222,300.00 222,300.00 Group I 0013327218 MD 79.79 01-Feb-2006 650,000.00 650,000.00 Group I 0013327424 PA 80.00 01-Feb-2006 289,400.00 289,400.00 Group I 0013332226 VA 70.00 01-Feb-2006 291,798.00 291,798.00 Group I 0013340211 TN 64.00 01-Mar-2006 880,000.00 880,000.00 Group I 0013347497 CA 75.00 01-Feb-2006 675,000.00 675,000.00 Group I 0013361621 FL 80.00 01-Mar-2006 284,000.00 283,169.94 Group I 0013382395 AZ 79.41 01-Mar-2006 289,900.00 289,898.89 Group I 0014395933 AZ 80.00 01-Feb-2006 206,400.00 206,400.00 Group I 0014398085 VA 80.00 01-Feb-2006 834,080.00 834,080.00 Group I 0014399273 CA 80.00 01-Feb-2006 311,988.00 311,988.00 Group I 0014400691 VA 80.00 01-Feb-2006 486,932.00 486,932.00 Group II-1 0012928461 CA 57.13 01-Dec-2005 2,000,000.00 1,999,444.75 Group II-1 0013344890 CO 77.33 01-Feb-2006 92,800.00 92,451.32 Group II-1 0014600365 MD 80.00 01-Jan-2006 348,000.00 348,000.00 Group II-1 0123742009 CA 58.43 01-Mar-2006 1,750,000.00 1,743,922.07 Group II-2 0002415163 OR 80.00 01-Feb-2006 182,000.00 182,000.00 Group II-2 0011683620 FL 40.29 01-Sep-2005 66,500.00 65,806.91 Group II-2 0011923703 FL 80.00 01-Nov-2005 221,200.00 219,645.53 Group II-2 0012641148 FL 78.33 01-Dec-2005 188,000.00 188,000.00 Group II-2 0012888343 FL 66.66 01-Dec-2005 150,000.00 150,000.00 Group II-2 0013064472 DE 80.00 01-Feb-2006 191,720.00 191,720.00 Group II-2 0013078118 CA 75.00 01-Jan-2006 341,250.00 341,250.00 Group II-2 0013128111 WA 80.00 01-Jan-2006 357,200.00 357,200.00 Group II-2 0013229638 CA 80.00 01-Jan-2006 354,000.00 354,000.00 Group II-2 0013241815 FL 80.00 01-Feb-2006 199,200.00 199,200.00 Group II-2 0013256193 MN 80.00 01-Feb-2006 176,000.00 176,000.00 Group II-2 0013264999 CA 79.98 01-Feb-2006 354,650.00 354,650.00 Group II-2 0013295464 AZ 70.00 01-Mar-2006 171,858.00 171,858.00 Group II-2 0013296298 FL 80.00 01-Feb-2006 308,000.00 307,975.00 Group II-2 0013299508 FL 79.98 01-Jan-2006 191,900.00 191,900.00 Group II-2 0013310982 CA 74.55 01-Feb-2006 410,000.00 408,251.27 Group II-2 0013312418 AZ 79.98 01-Feb-2006 245,500.00 245,500.00 Group II-2 0013322953 FL 62.34 01-Feb-2006 140,000.00 140,000.00 Group II-2 0013323167 TN 80.00 01-Feb-2006 176,400.00 175,632.01 Group II-2 0013339155 SC 80.00 01-Feb-2006 212,004.00 211,081.03 Group II-2 0013351226 AZ 80.00 01-Mar-2006 199,192.00 199,191.99 Group II-2 0013382205 AZ 78.16 01-Mar-2006 167,920.00 167,492.22 Group II-2 0013409842 UT 69.83 01-Mar-2006 201,850.00 201,850.00 Group II-2 0014405864 AZ 77.97 01-Mar-2006 230,000.00 229,257.68 Group II-2 0014408744 AZ 80.00 01-Mar-2006 110,320.00 110,320.00 Group II-3 0011782257 CA 80.00 01-Feb-2006 455,730.00 455,730.00 Group II-3 0011921749 FL 80.00 01-Nov-2005 583,200.00 223,049.01 Group II-3 0012897583 MD 60.61 01-Nov-2005 1,000,000.00 1,000,000.00 Group II-3 0013256201 CA 80.00 01-Feb-2006 460,727.00 460,726.99 Group II-3 0013257902 CO 80.00 01-Feb-2006 567,000.00 567,000.00 Group II-3 0013265210 CA 80.00 01-Jan-2006 500,000.00 499,999.99 Group II-3 0014068225 CA 80.00 01-Nov-2005 642,850.00 642,850.00 Group II-3 0014480990 WY 80.00 01-Nov-2005 460,000.00 455,973.16 Group II-4 0024088528 FL 83.61 01-Oct-2005 153,000.00 102,500.00 Group II-4 0124037508 CA 80.00 01-Mar-2006 468,000.00 468,000.00 Group II-4 0124503656 CA 80.00 01-Mar-2006 640,000.00 640,000.00

Prepayment ~~Loan~~ Detail - Prepayments during Current Period ~~(continued)~~Summary ~~Current~~Loans ~~Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I 0002443132 Loan~~ Paid inIn Full 0Repurchased ~~7.375%~~Loans ~~360~~Original 4Current ~~Group~~Original ICurrent ~~0002443954~~Principal ~~Loan~~Scheduled ~~Paid~~Principal inScheduled ~~Full 0 8.125% 360 4~~ Group ICount ~~0002446466~~Balance ~~Loan~~Balance ~~Paid~~Count inBalance ~~Full~~Balance ~~0 8.125% 360 4~~ Group I ~~0011846680~~63 ~~Loan Paid in Full 0 7~~17,130,434.~~250%~~00 ~~360 6 Group I 0012908927 Loan Paid in Full 0 9~~17,117,544.~~000%~~03 ~~360 6 Group I 0012994331 Loan Paid in Full~~ 0 ~~7.500% 360 6 Group I 0013006796 Loan Paid in Full~~ 0 7.~~750%~~00 ~~360 5 Group I 0013014139 Loan Paid in Full (1) 8.000% 360 5 Group I 0013039250 Loan Paid in Full (1) 8.125% 360 4 Group I 0013042825 Loan Paid in Full~~ 0 7.~~500%~~00 ~~360 5~~ Group I 0013076351 Loan Paid in Full (1) 8.250% 360 5 Group I 0013081047 Loan Paid in Full 0 8.000% 360 4 Group I 0013093083 Loan Paid in Full 0 7.500% 360 5 Group I 0013111869 Loan Paid in Full 1 7.500% 360 4 Group I 0013136783 Loan Paid in Full (1) 7.250% 360 5 Group I 0013144738 Loan Paid in Full 0 7.875% 360 4 Group I 0013147442 Loan Paid in Full 0 8.125% 360 4 Group I 0013152012 Loan Paid in Full 0 8.000% 360 5 Group I 0013154315 Loan Paid in Full 0 7.750% 360 4 Group I 0013157607 Loan Paid in Full 0 7.250% 360 4 Group I 0013158928 Loan Paid in Full (1) 8.125% 360 5 Group I 0013160585 Loan Paid in Full 0 8.125% 360 4 Group I 0013172200 Loan Paid in Full 0 7.250% 360 4 Group I 0013172622 Loan Paid in Full (1) 8.000% 360 5 Group I 0013176433 Loan Paid in Full 0 7.625% 360 4 Group I 0013178496 Loan Paid in Full 0 7.625% 360 4 Group I 0013181003 Loan Paid in Full 0 7.625% 360 4 Group I 0013183983 Loan Paid in Full 0 7.875% 360 4 Group I 0013184015 Loan Paid in Full 0 7.250% 360 4 Group I 0013185780 Loan Paid in Full 0 7.875% 360 4 Group I 0013186838 Loan Paid in Full 0 7.250% 360 4 Group I 0013192018 Loan Paid in Full (1) 7.875% 360 4 Group I 0013205885 Loan Paid in Full 0 7.750% 360 4 Group I 0013216783 Loan Paid in Full 0 7.875% 360 4 Group I 0013218052 Loan Paid in Full 0 8.000% 360 4 Group I 0013221692 Loan Paid in Full 0 8.250% 360 4 Group I 0013221981 Loan Paid in Full 0 8.125% 360 4 Group I 0013236179 Loan Paid in Full 0 8.000% 360 4 Group I 0013242128 Loan Paid in Full 0 7.500% 360 4 Group I 0013245378 Loan Paid in Full 0 7.990% 360 4 Group I 0013250923 Loan Paid in Full 0 7.625% 360 4 Group I 0013257662 Loan Paid in Full 0 7.750% 360 5 Group I 0013265426 Loan Paid in Full 0 8.250% 360 4 Group I 0013270616 Loan Paid in Full 0 7.875% 360 4 Group I 0013274881 Loan Paid in Full 0 8.250% 360 4 Group I 0013275979 Loan Paid in Full 0 8.000% 360 4 Group I 0013279146 Loan Paid in Full (1) 7.750% 360 4 Group I 0013279161 Loan Paid in Full 0 7.625% 360 5 Group I 0013279369 Loan Paid in Full 0 7.375% 360 5 Group I 0013281308 Loan Paid in Full 0 7.375% 360 4 Group I 0013283114 Loan Paid in Full 0 8.250% 360 4 Group I 0013286802 Loan Paid in Full 0 8.375% 360 3 Group I 0013288964 Loan Paid in Full 0 7.375% 360 6 Group I 0013298674 Loan Paid in Full 0 8.125% 360 4 Group I 0013299672 Loan Paid in Full (1) 7.250% 360 4 Group I 0013301338 Loan Paid in Full 0 7.750% 360 4 Group I 0013302435 Loan Paid in Full 0 7.750% 360 4 Group I 0013306543 Loan Paid in Full 0 7.375% 360 4 Group I 0013309125 Loan Paid in Full 0 7.500% 360 6 Group I 0013311089 Loan Paid in Full 0 7.375% 360 4 Group I 0013318472 Loan Paid in Full 0 7.875% 360 4 Group I 0013320791 Loan Paid in Full 0 8.250% 360 3 Group I 0013322847 Loan Paid in Full 0 8.250% 360 4 Group I 0013323233 Loan Paid in Full 0 7.375% 360 3 Group I 0013323571 Loan Paid in Full 0 8.000% 360 4 Group I 0013327218 Loan Paid in Full (1) 7.750% 360 4 Group I 0013327424 Loan Paid in Full 0 7.375% 360 4 Group I 0013332226 Loan Paid in Full 0 7.500% 360 4 Group I 0013340211 Loan Paid in Full 0 7.625% 360 3 Group I 0013347497 Loan Paid in Full 0 7.750% 360 4 Group I 0013361621 Loan Paid in Full 0 7.625% 360 3 Group I 0013382395 Loan Paid in Full 0 7.375% 360 3 Group I 0014395933 Loan Paid in Full 0 8.250% 360 4 Group I 0014398085 Loan Paid in Full 0 7.875% 360 4 Group I 0014399273 Loan Paid in Full 0 8.250% 360 4 Group I 0014400691 Loan Paid in Full 0 7.375% 360 4 Group II-1 ~~0012928461 Loan Paid in Full 0 5.500% 360 6 Group II-1 0013344890 Loan Paid in Full (1)~~ 7~~.500%~~ ~~360 4 Group II-1 0014600365 Loan Paid in Full 0 7.250% 360 5 Group II-1 0123742009 Loan Paid in Full (1) 6.750% 360 3 Group II-~~2 ~~0002415163 Loan Paid in Full (1) 6~~,551,200.~~625%~~00 ~~360 4 Group II-~~2 ~~0011683620 Loan Paid in Full 0 5~~,539,966.~~875%~~23 ~~360 9 Group II-2 0011923703 Loan Paid in Full (1) 6.250% 360 7 Group II-2 0012641148 Loan Paid in Full~~ 0 ~~6.250% 360 6 Group II-2 0012888343 Loan Paid in Full~~ 0 7.~~125%~~00 ~~360 6 Group II-2 0013064472 Loan Paid in Full~~ 0 6.~~750%~~00 ~~360 4~~ Group II-2 ~~0013078118~~24 ~~Loan Paid in Full 0 6.750% 360 5 Group II-2 0013128111 Loan Paid in Full (1) 6.875% 360 5 Group II-2 0013229638 Loan Paid in Full 0 6.750% 360 5 Group II-2 0013241815 Loan Paid in Full 0~~ 7,079,307.~~125%~~00 ~~360 4 Group II-2 0013256193 Loan Paid in Full 0~~ 7,077,211.~~000%~~61 ~~360 4 Group II-2 0013264999 Loan Paid in Full~~ 0 ~~6.625% 360 4 Group II-2 0013295464 Loan Paid in Full~~ 0 7.~~125%~~00 ~~360 3 Group II-2 0013296298 Loan Paid in Full~~ 0 7.~~000%~~00 ~~360 4~~ Group II-23 ~~0013299508~~12 ~~Loan Paid in Full 0~~ 6,680,847.~~250%~~00 ~~360 5 Group II-2 0013310982 Loan Paid in Full (1)~~ 6,177,421.~~875%~~12 ~~360 4 Group II-2 0013312418 Loan Paid in Full~~ 0 ~~6.750% 360 4 Group II-2 0013322953 Loan Paid in Full~~ 0 6.~~500%~~00 ~~360 4 Group II-2 0013323167 Loan Paid in Full~~ 0 6.~~750%~~00 ~~360 4~~ Group II-~~2 0013339155 Loan Paid in Full 0 6.750% 360~~ 4 ~~Group II-2 0013351226 Loan Paid in Full (1) 7.000% 360 3 Group II-2 0013382205 Loan Paid in Full 0 7.125% 360 3 Group II-2 0013409842 Loan Paid in Full 0~~ 6~~.750%~~ ~~360~~ 3 ~~Group II-2 0014405864 Loan Paid in Full 0 7~~,868,800.~~125%~~00 ~~360~~ 3 ~~Group II-2 0014408744 Loan Paid in Full 0 7~~,655,203.~~000%~~01 ~~360 3 Group II-3 0011782257 Loan Paid in Full~~ 0 ~~7.000% 360 4 Group II-3 0011921749 Loan Paid in Full (1) 6.500% 360 7 Group II-3 0012897583 Loan Paid in Full~~ 0 6.~~250%~~00 ~~360 7 Group II-3 0013256201 Loan Paid in Full~~ 0 6.~~875%~~00 ~~360~~Total 4112 ~~Group II-3 0013257902 Loan Paid in Full 0 6~~37,310,588.~~875%~~00 ~~360 4 Group II-3 0013265210 Loan Paid in Full 0 6~~36,567,346.~~875%~~00 ~~360 5 Group II-3 0014068225 Loan Paid in Full~~ 0 ~~5.000% 360 7 Group II-3 0014480990 Loan Paid in Full (1) 6.375% 360 7 Group II-4 0024088528 Loan Paid in Full (1) 6.125% 360 8 Group II-4 0124037508 Loan Paid in Full~~ 0 7.~~250%~~00 ~~360 3 Group II-4 0124503656 Loan Paid in Full~~ 0 6.~~500% 360 3~~00

~~Summary~~Prepayment ~~SMM~~Detail ~~CPR~~- ~~PSA~~Prepayments ~~Current~~during ~~Month 2.582%~~ Current ~~Month~~Period ~~26.939%~~(continued) ~~Current~~Summary ~~Month~~Substitution ~~2,949.317%~~Loans 3Liquidated ~~Month~~Loans ~~Average~~Curtailments ~~2.185%~~Original ~~3 Month Average 23.208% 3 Month Average 3,310.576% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR:~~ Current ~~vs.~~Original ~~12mo Average* PSA:~~ Current ~~vs.~~Principal ~~12mo~~Scheduled Average*Principal ~~Month~~Scheduled ~~Current~~Curtailment ~~12mo~~Group ~~Avg.~~Count ~~Month~~Balance ~~Current~~Balance ~~12mo~~Count ~~Avg.~~Balance ~~Jul-2005~~Balance ~~N/A~~Amount N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 18.146% N/A Apr-2006 3,538.803% N/A May-2006 24.538% N/A May-2006 3,443.608% N/A Jun-2006 26.939% N/A Jun-2006 2,949.317% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I ~~SMM CPR PSA Current Month 3.943% Current Month 38.293% Current Month 4,536.096% 3 Month Average 2.899% 3 Month Average 29.472% 3 Month Average 4,651.340% 12 Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 ~~CPR:~~1 Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 23.432% N/A Apr-2006 5528,~~274~~000.~~535%~~00 ~~N/A May-2006 26.690% N/A May-2006 4~~528,~~143~~000.~~390%~~00 ~~N/A Jun-2006 38.293% N/A Jun-2006 4~~23,~~536~~219.~~096%~~65 N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-1 ~~SMM~~0 ~~CPR PSA Current Month 4~~0.~~466%~~00 ~~Current Month 42~~0.~~206%~~00 ~~Current Month 3,921.997% 3 Month Average 3.126% 3 Month Average 31.067% 3 Month Average 3,480.854% 12 Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 18.489% N/A Apr-2006 2,781.586% N/A May-2006 32.505% N/A May-2006 3,~~738~~958.~~980%~~62 N/A Jun-2006 42.206% N/A Jun-2006 3,921.997% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-2 ~~SMM~~0 ~~CPR PSA Current Month 1~~0.~~139%~~00 ~~Current Month 12~~0.~~841%~~00 ~~Current Month 1,410.992% 3 Month Average 1.131% 3 Month Average 12.715% 3 Month Average 1,828.520% 12 Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 9.241% N/A Apr-2006 141,~~810~~662.~~818%~~38 N/A May-2006 16.063% N/A May-2006 2,263.750% N/A Jun-2006 12.841% N/A Jun-2006 1,410.992% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-3 ~~SMM~~0 ~~CPR PSA Current Month 1~~0.~~894%~~00 ~~Current Month 20~~0.~~506%~~00 ~~Current Month 2,172.601% 3 Month Average 2.328% 3 Month Average 24.331% 3 Month Average 3,368.249% 12 Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 18.656% N/A Apr-2006 36,~~402~~715.~~964% N/A May-2006 33.832% N/A May-2006 4,529.183% N/A Jun-2006~~ 20~~.506%~~ N/A Jun-2006 2,172.601% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-4 ~~SMM~~0 ~~CPR PSA Current Month 1~~0.~~086%~~00 ~~Current Month 12~~0.~~276%~~00 ~~Current~~0 ~~Month 1,102~~0.~~205%~~00 ~~3 Month Average 1~~0.~~592%~~00 ~~3 Month Average 17.430% 3 Month Average 2~~218,~~060~~696.~~965%~~00 12Total ~~Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 ~~CPR:~~1 Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 21.960% N/A Apr-2006 3528,~~094~~000.~~860%~~00 ~~N/A May-2006 18.055% N/A May-2006 1~~528,~~985~~000.~~830%~~00 ~~N/A Jun-2006 12.276% N/A Jun-2006 1~~294,~~102~~251.205% 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))85

Prepayment - Voluntary Prepayments

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current I 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($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 4.999 13 6,844,546.00 0.443 0 0.00 0.000 5.000 5.249 8 4,345,636.73 0.281 0 0.00 0.000 5.250 5.499 37 14,011,618.35 0.907 0 0.00 0.000 5.500 5.749 62 21,704,834.60 1.406 0 0.00 0.000 5.750 5.999 219 66,404,329.30 4.301 0 0.00 0.000 6.000 6.249 232 69,254,415.23 4.485 0 0.00 0.000 6.250 6.499 464 136,793,299.28 8.860 0 0.00 0.000 6.500 6.749 659 190,474,815.61 12.336 0 0.00 0.000 6.750 6.999 887 252,628,225.89 16.362 0 0.00 0.000 7.000 7.249 522 147,754,496.09 9.569 11 4,476,992.04 0.728 7.250 7.499 540 142,333,232.01 9.218 521 134,197,158.27 21.821 7.500 7.749 581 150,279,139.36 9.733 561 140,495,317.11 22.846 7.750 7.999 643 149,913,238.32 9.709 635 147,425,698.88 23.973 8.000 8.249 562 133,207,211.26 8.627 558 131,056,236.67 21.311 8.250 8.499 248 54,120,889.34 3.505 246 53,455,881.31 8.692 8.500 8.749 9 1,859,426.54 0.120 9 1,859,426.54 0.302 8.750 8.999 8 1,545,035.81 0.100 7 1,470,535.97 0.239 >= 9.000 2 540,800.00 0.035 2 540,800.00 0.088 Total 5,696 1,544,015,189.72 100.000 2,550 614,978,046.79 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group ~~II-1~~I ~~Group II-2~~ Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 4.999 513 36,~~287~~832,~~013~~621.2513 30.~~668~~503 40 ~~1,102,650~~0.7700 0.~~226~~000 5.000 5.249 37 13,~~145~~836,~~183~~604.3778 10.~~278~~282 0 0.00 0.000 5.250 5.499 1935 713,~~839~~054,~~291~~942.8551 80.~~748~~961 120 ~~2,506,377~~0.6400 0.~~514~~000 5.500 5.749 1360 421,~~630~~351,~~905~~131.9683 51.~~168~~572 250 ~~5,935,724~~0.9700 10.~~218~~000 5.750 5.999 51207 1762,~~311~~802,~~482~~264.6917 194.~~319~~624 860 ~~19,311,273~~0.0600 30.~~961~~000 6.000 6.249 29221 1064,~~654~~739,~~158~~464.1482 114.~~889~~767 ~~133~~0 ~~28,790,804~~0.7000 50.~~906~~000 6.250 6.499 36433 11126,~~121~~818,~~098~~237.6899 129.~~411~~337 ~~324~~0 ~~72,768,408~~0.9800 140.~~927~~000 6.500 6.749 30614 11176,~~441~~046,~~237~~359.0397 12.~~768~~962 ~~518~~0 ~~113,963,511~~0.0800 230.~~378~~000 6.750 6.999 30820 8228,~~583~~973,~~413~~063.0784 916.~~579~~859 ~~715~~0 ~~153,904,153~~0.2600 310.~~571~~000 7.000 7.249 12463 4125,~~170~~709,~~375~~257.5684 49.~~654~~256 ~~423~~8 883,~~984~~206,~~980~~352.5980 180.~~254~~624 7.250 7.499 8470 2115,~~135~~141,~~045~~945.4556 28.~~383~~478 1455 ~~221~~108,~~766~~967,467.9681 021.~~045~~216 7.500 7.749 12518 4129,~~298~~885,~~970~~081.2460 49.~~797~~563 0505 0123,147,695.0083 023.~~000~~977 7.750 7.999 5558 1126,~~218~~159,~~783~~387.3282 19.~~360~~289 0551 0123,858,383.0060 024.~~000~~116 8.000 8.249 3490 1111,~~510~~077,~~974~~867.5937 18.~~686~~178 0486 0108,929,053.0047 021.~~000~~209 8.250 8.499 1201 ~~187~~42,~~437~~990,624.6951 03.~~209~~165 0200 042,802,598.0017 08.~~000~~334 8.500 8.749 07 01,118,192.0073 0.~~000~~082 07 01,118,192.0073 0.~~000~~218 8.750 8.999 18 741,~~499~~544,678.8449 0.~~083~~114 07 01,470,178.0065 0.~~000~~286 >= 9.000 01 0102,400.00 0.~~000~~008 01 0102,400.00 0.~~000~~020 Total ~~258~~5,126 891,~~609~~358,~~870~~184,126.7396 100.000 2,~~241~~220 ~~487~~513,~~489~~602,~~652~~323.0106 100.000

Interest Rate Stratification (continued) Group II-31 Group II-42 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 4.999 35 13,~~989~~277,~~881~~762.9844 04.~~827~~054 14 ~~465~~1,~~000~~099,996.0002 0.~~418~~244 5.000 5.249 5 3 1,~~200~~143,~~453~~463.3623 1.~~330~~414 0 0.00 0.000 5.250 5.499 418 27,~~338~~179,~~482~~443.5199 08.~~972~~880 211 12,~~327~~218,~~466~~325.3520 10.~~193~~492 5.500 5.749 1112 64,~~422~~437,~~810~~636.5278 25.~~668~~489 1324 45,~~715~~785,~~393~~241.1585 41.~~239~~284 5.750 5.999 2049 916,~~563~~678,~~326~~931.1510 320.~~973~~629 6283 2018,~~218~~446,~~247~~957.4058 184.~~176~~093 6.000 6.249 3526 189,~~086~~617,~~526~~285.0409 711.~~514~~895 35129 1127,~~722~~851,~~926~~267.3529 106.~~539~~180 6.250 6.499 5434 3310,~~694~~540,~~306~~129.7459 13.~~998~~036 50303 1967,~~209~~380,~~484~~943.8827 1714.~~269~~950 6.500 6.749 7525 4410,~~382~~049,~~378~~245.7116 1812.~~439~~429 36485 20105,~~687~~169,~~688~~206.7934 1823.~~598~~335 6.750 6.999 ~~115~~27 777,~~085~~906,~~388~~631.7678 329.~~025~~779 27671 13143,~~055~~289,~~270~~528.8038 1131.~~737~~793 7.000 7.249 6111 423,~~865~~775,~~471~~028.2430 174.~~808~~669 15383 779,~~256~~238,~~676~~171.6624 617.~~524~~581 7.250 7.499 17 ~~596~~1,~~375~~683,536.0027 02.~~248~~082 91 5220,~~182,886~~343.3315 40.~~659~~049 7.500 7.749 05 01,574,728.00 01.~~000~~948 80 ~~5,484,852~~0.0100 40.~~931~~000 7.750 7.999 5 1,217,042.65 1.505 0 0.00 0.000 8.000 8.249 3 1,~~268~~508,~~756~~813.1290 1.~~141~~866 ~~8.000 8.249~~ 0 0.00 0.000 ~~1 640,000.00 0.575~~ 8.250 8.499 1 ~~477~~188,~~570~~026.34 0.~~198~~233 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 01 074,499.0084 0.~~000~~092 0 0.00 0.000 >= 9.000 0 0.00 0.000 0 0.00 0.000 Total ~~385~~232 ~~240~~80,~~702~~852,~~971~~204.3546 100.000 ~~262~~2,094 ~~111~~450,~~234~~699,~~648~~980.8432 100.000

~~Supplemental Reporting Accrued Certificate~~ Interest ~~For~~Rate ~~any~~Stratification (continued) Group II-3 Certificate for any Distribution Date, the interest accrued during the related Interest Accrual Period at the applicable Pass Through Rate on the Certificate Principal Balance or Notional Amount, as applicable, of such Group II-4 ~~Certificate~~Current ~~immediately~~Number ~~prior to such Distribution Date, on the basis~~ of aOutstanding ~~360~~Percentage ~~day year consisting~~ of ~~twelve~~Number ~~30-day months, less (i) in the case~~ of aOutstanding ~~Group~~Percentage ~~II Senior Certificate, such Group II Certificate's share~~ of ~~any Net~~ Interest ~~Shortfall~~Rate ~~from the related Mortgage~~ Loans ~~and,~~Scheduled ~~after~~Balance(%) ~~the Cross-Over Date, the interest portion of any Realized Losses on the related Mortgage~~ Loans, inScheduled ~~each case allocated thereto in accordance with Section 6.02.2~~Balance(g%), Range(ii%) in the case of a Group II Subordinate Certificate, such Certificate's share of any Net Interest Shortfall from the related Mortgage Loans and the interest portion of any Realized Losses on the related Mortgage Loans, in each case allocated thereto in accordance with Section 6.02.2Balance(g$) ~~and~~ Balance(~~iii~~$) in< ~~the~~4.750 ~~case~~0 of0.00 ~~the~~0.000 ~~II-X-B1~~0 ~~Certificates~~0.00 ~~and~~0.000 ~~the~~4.750 ~~Class~~4.999 ~~II-X-B2~~3 ~~Certificates, the amount of any Carry Forward Shortfall Amount for the Class II-B-~~1 ~~Certificates and the Class II-B-2 Certificates~~, ~~respectively~~989,862.67 ~~in each case allocated thereto in accordance with Section 6~~0.~~02.2(g).~~941 ~~Cut-off Date March~~ 1, ~~2006 Determination Date With respect to each Mortgage Loan~~465,000.00 ~~the~~0.458 ~~Determination~~5.000 ~~Date as defined in the Servicing Agreement~~5.249 ~~Distribution~~4 ~~Date The 25th day of any month~~2, ~~beginning in the month immediately following the month of the Closing Date~~693, ~~or, if such 25th day is not a Business Day, the Business Day immediately following~~141.55 ~~Interest Accrual Period With respect to each Distribution Date, for each Class of Group II Certificates (other than the Class II-B-~~1.273 ~~Certificates~~0 ~~and~~0.00 ~~the~~0.000 ~~Class~~5.250 ~~II-B-2 Certificates), the calendar month preceding the month in which such Distribution Date occurs~~5.499 ~~The~~4 ~~Interest Accrual Period for the Group I Certificates~~2, ~~the Class I-B-3~~333,954.01 ~~Class II-B-~~1.104 ~~and Class II-B-~~2 ~~Certificates will be the period from and including the preceding distribution date (or from the Closing Date~~1,323,219.31 in1.303 ~~the~~5.500 ~~case of the first Distribution Date) to and including the day prior to the current Distribution Date~~5.749 ~~LIBOR~~11 ~~Business Day Any day other than a Saturday or a Sunday or a day on which banking institutions in the city of London~~6,412,757.84 ~~England are required or authorized by law to be closed~~3.032 ~~LIBOR~~13 ~~Determination Date With respect to each Class of Offered Certificates and for the first Interest Accrual Period~~4, ~~March 29~~715,495.36 ~~2006~~4.644 ~~With~~5.750 ~~respect~~5.999 to18 ~~each Class of Offered Certificates and any Interest Accrual Period thereafter~~8,643,510.68 ~~the second LIBOR Business Day preceding the commencement of such Interest Accrual Period~~4.087 ~~One-Month~~57 ~~LIBOR With respect to any Interest Accrual Period~~19,032,864.81 ~~the rate determined by the Securities Administrator on the related LIBOR Determination Date on the basis of the rate for U~~18.S.743 ~~dollar deposits for one month that appears on Telerate Screen Page 3750 as of 11:00 a~~6.m.000 (London time) on such LIBOR Determination Date; provided that the parties hereto acknowledge that One-Month LIBOR for the first Interest Accrual Period shall the rate determined by the Securities Administrator two Business Days prior to the Closing Date6.249 If33 ~~such rate does not appear on such page (or such other page as may replace that page on that service~~16, ~~or if such service is no longer offered~~427,031.26 ~~such~~7.768 ~~other~~33 ~~service for displaying One-Month LIBOR or comparable rates as may be reasonably selected by the Securities Administrator)~~10,843,881.18 ~~One-Month~~10.679 ~~LIBOR~~6.250 ~~for the applicable Interest Accrual Period will be the Reference Bank Rate~~6.499 If49 ~~no such quotations can be obtained by the Securities Administrator and no Reference Bank Rate is available~~30, ~~One-Month LIBOR will be One-Month LIBOR applicable to the preceding Interest Accrual Period~~156,365.36 ~~Overcollateralization Target Amount With respect to any Distribution Date (a) prior to the Stepdown Date, 1~~14.~~40%~~260 of47 ~~the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the Cut-off Date~~18, ~~(b) on or after the Stepdown Date and if a Trigger Event is not in effect~~740,799.77 ~~the~~18.455 ~~greater of (i) the lesser of (1) 1~~6.~~40%~~500 ~~of the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the Cut-off Date and (2) 2~~6.~~80%~~749 of69 ~~the then current aggregate Stated Principal Balance of the Group I Mortgage Loans as of such Distribution Date and (ii) $3~~40,~~359~~805,~~662~~695.01 ~~and (c) on or after the Stepdown Date and if a Trigger Event is in effect, the Overcollateralization Target Amount for the immediately preceding Distribution Date~~19.295 ~~Record~~35 ~~Date For each Class of Group I Certificates~~20, ~~the Business Day preceding the applicable Distribution Date so long as such Class of Certificates remains in book-entry form; and otherwise~~022,213.46 ~~the~~19.717 ~~close of business on the last Business Day of the month immediately preceding the month of such Distribution Date~~6.750 ~~For each Class of Group II Certificates, the close of business on the last Business Day of the month immediately preceding the month of such Distribution Date~~6.999 ~~Cap~~98 ~~Contract With respect to any of the Class I-1A-1~~66, ~~Class I-1A-2~~467,305.50 ~~Class~~31.429 ~~I-M-1,~~24 ~~Class I-M-2~~11, ~~Class I-B-1~~309,598.18 ~~Class~~11.137 ~~I-B-2~~7.000 or7.249 ~~Class~~49 ~~I-B-3 Certificates~~34, ~~the respective cap contracts~~526,532.96 ~~dated~~16.326 as12 ~~of March 31~~4, ~~2006~~963,172.54 ~~between~~4.888 ~~the~~7.250 ~~Trustee,~~7.499 ~~on behalf of the Trust for the benefit of the Class I-1A-~~1, ~~Class I-1A-2~~596,191.65 ~~Class~~0.282 ~~I-M-1,~~6 ~~Class I-M-2~~3, ~~Class I-B-1~~674,406.68 ~~Class I-B-2 or Class I-B-~~3.618 ~~Certificateholders,~~7.500 as7.749 ~~the~~1 ~~case may be~~428,985.63 ~~and~~0.203 ~~the~~7 ~~Counterparty~~4, ~~together with any scheduling~~733,672.14 ~~confirmations~~4.661 or7.750 ~~other~~7.999 ~~agreements~~0 ~~related~~0.00 ~~thereto,~~0.000 ~~attached hereto as Exhibit N, and the interest three rate cap contracts that the Trustee, on behalf of the Trust, entered into with respect to the Class II-B-1 Certificates and Class II-B-~~2 ~~Certificates~~1, ~~respectively~~083,961.57 ~~with the Counterparty for the benefit of the holders of the Class II-B-~~1.067 ~~Certificates~~8.000 ~~and~~8.249 ~~the~~0 ~~Class~~0.00 ~~II-B-2 Certificates~~0.000 ~~Business~~1 ~~Day Any day other than (i) a Saturday or a Sunday~~640,000.00 or0.630 ~~(ii)~~8.250 a8.499 ~~day~~0 on0.00 ~~which~~0.000 ~~the~~0 ~~New~~0.00 ~~York~~0.000 ~~Stock~~8.500 ~~Exchange~~8.749 or0 ~~Federal~~0.00 ~~Reserve~~0.000 is0 ~~closed~~0.00 or0.000 on8.750 ~~which~~8.999 ~~banking~~0 ~~institutions~~0.00 in0.000 ~~the~~0 ~~jurisdiction~~0.00 in0.000 ~~which~~>= ~~the~~9.000 ~~Trustee,~~0 ~~the~~0.00 ~~Master~~0.000 ~~Servicer,~~0 ~~Custodian,~~0.00 ~~any Servicer or the Securities Administrator are authorized or obligated by law or executive order to be closed~~0.000 ~~Closing~~Total ~~Date~~340 ~~March 31~~211, ~~2006~~481,334.12 ~~Distribution Account Deposit Date The Business Day prior to each Distribution Date~~100.000 ~~Servicer~~240 ~~Remittance Date With respect to each Mortgage Loan and the applicable Servicer~~101,548,285.00 ~~the date set forth in the related Servicing Agreement~~100.000

Filing Compare · Bear Stearns ALT-A Trust 2006-2, Mortgage Pass-Through Certificates, Series 2006-2