10-D 1 bsl06001_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: 333-113636-40 Bear Stearns ALT-A Trust 2006-1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-113636 Bear Stearns Asset Backed Securities I LLC. (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) 54-2193471 54-2193472 54-2193473 54-2193474 54-2193475 (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___ ____________ II-1A-1 _____ _____ __X___ ____________ II-1X-1 _____ _____ __X___ ____________ II-1A-2 _____ _____ __X___ ____________ II-1A-3 _____ _____ __X___ ____________ II-1X-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-B-3 _____ _____ __X___ ____________ II-XB-1 _____ _____ __X___ ____________ II-XB-2 _____ _____ __X___ ____________ II-XB-3 _____ _____ __X___ ____________ II-B-4 _____ _____ __X___ ____________ II-B-5 _____ _____ __X___ ____________ II-B-6 _____ _____ __X___ ____________ I-M-1 _____ _____ __X___ ____________ I-M-2 _____ _____ __X___ ____________ I-B-1 _____ _____ __X___ ____________ I-B-2 _____ _____ __X___ ____________ I-B-3 _____ _____ __X___ ____________ I-XP _____ _____ __X___ ____________ II-XP _____ _____ __X___ ____________ B-IO _____ _____ __X___ ____________ R _____ _____ __X___ ____________ RX _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 27, 2006 a distribution was made to holders of Bear Stearns ALT-A Trust 2006-1. 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 2006-1, 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 2006-1 (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 2006-1, relating to the November 27, 2006 distribution. EX-99.1 Bear Stearns ALT-A Trust Asset Backed Securities Distribution Date: 11/27/2006 Bear Stearns ALT-A Trust Asset Backed Securities Series 2006-1 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 07386HA92 5.~~32125~~56000% ~~603~~502,~~177~~181,~~560~~684.5413 2,~~853~~559,~~029~~452.8665 I-1A-2 07386HB26 5.~~40125~~64000% 7361,~~828~~466,~~327~~533.5975 ~~354~~317,~~458~~781.0098 II-1A-1 07386HB75 5.~~38957~~37427% ~~280~~252,~~592~~760,~~111~~622.7473 1,~~260~~132,~~226~~002.0973 II-1X-1 07386HB91 1.06500% 0.00 ~~249~~224,~~025~~325.5005 II-1A-2 07386HB83 5.~~98957~~97427% ~~260~~234,~~725~~864,~~254~~328.9211 1,~~301~~169,~~360~~285.5133 II-1A-3 07386HE49 5.~~98957~~97427% 5751,~~412~~718,~~887~~193.2955 ~~286~~257,~~565~~481.5095 II-1X-2 07386HE56 0.46500% 0.00 ~~123~~111,~~278~~050.5373 II-2A-1 07386HC25 5.~~43851~~40824% ~~101~~91,~~313~~590,~~597~~651.3390 ~~459~~412,~~162~~786.7892 II-2A-2 07386HC33 5.~~43851~~40824% 109,~~745~~714,~~353~~135.8200 4843,~~698~~780.9632 II-2X-1 07386HC41 0.38500% 0.00 3532,~~952~~501.2595 II-3A-1 07386HC58 5.~~68078~~63679% 6157,~~029~~831,~~001~~582.82 ~~288~~271,~~910~~653.3687 II-3A-2 07386HC66 5.~~68078~~63679% 6,~~472~~133,~~572~~462.3768 3028,~~641~~810.0688 II-3X-1 07386HD81 0.10000% 0.00 5,~~625~~330.1342 II-B-1 07386HD99 5.~~58125~~82000% 31,~~524~~512,~~433~~234.9414 ~~156~~167,~~396~~335.2250 II-B-2 07386HE23 56.~~83125~~07000% 16,~~448~~441,~~008~~643.8757 8591,~~255~~075.5187 II-B-3 07386HE31 6.~~30418~~82000% 10,~~051~~048,~~949~~059.7469 5662,~~328~~567.2264 II-XB-1 07386HE64 0.~~35084~~00000% 0.00 ~~9,216~~0.7300 II-XB-2 07386HE72 0.~~08418~~00000% 0.00 ~~1,153~~0.7600 II-XB-3 07386HE80 0.00000% 0.00 ~~2,387~~0.7900 II-B-4 07386HD40 6.~~30418~~28421% 9,~~138~~134,~~227~~690.0157 4847,~~007~~836.4894 II-B-5 07386HD57 6.~~30418~~28421% 7,~~766~~763,~~643~~637.2257 40,~~801~~656.9095 II-B-6 07386HD65 6.~~30418~~28421% 5,~~028~~026,~~465~~519.0708 26,~~416~~323.9409 I-M-1 07386HB34 5.~~58125~~82000% 23,312,000.00 ~~115~~124,~~653~~369.4252 I-M-2 07386HB42 56.~~83125~~07000% 16,652,000.00 8692,~~312~~654.8750 I-B-1 07386HB59 6.~~58125~~82000% 10,824,000.00 6367,~~320~~668.4004 I-B-2 07386HB67 7.~~23125~~47000% 4,163,000.00 2628,~~758~~506.8414 I-B-3 07386HC74 7.~~23125~~47000% 4,163,000.00 2628,~~758~~506.8414 I-XP 07386HC82 0.00000% 0.00 5941,~~083~~389.76 II-XP 07386HD73 0.00000% 0.00 3236,~~902~~921.2750 B-IO 07386HC90 0.00000% 9,990,955.96 ~~656~~243,~~955~~296.2928 R 07386HD24 0.00000% 0.00 0.00 RX 07386HD32 0.00000% 0.00 0.00 Totals 1,~~604~~417,~~359~~292,~~351~~935.2325 87,~~790~~665,~~644~~352.7765

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-1A-1 2418,~~199~~979,~~226~~697.9769 0.00 ~~578~~483,~~978~~201,~~333~~986.5843 2721,~~052~~539,~~256~~150.8334 0.00 I-1A-2 2,~~961~~323,~~961~~095.0893 0.00 7059,~~866~~143,~~366~~437.5182 32,~~316~~640,~~419~~877.0891 0.00 II-1A-1 5,~~026~~955,~~466~~675.6082 0.00 ~~275~~246,~~565~~804,~~645~~946.1491 67,~~286~~087,~~692~~678.6955 0.00 II-1X-1 0.00 0.00 0.00 ~~249~~224,~~025~~325.5005 0.00 II-1A-2 45,~~670~~533,~~576~~994.0112 0.00 ~~256~~229,~~054~~330,~~678~~333.9198 56,~~971~~703,~~936~~279.5245 0.00 II-1A-3 1,~~028~~218,~~482~~610.0968 0.00 5650,~~384~~499,~~405~~582.2087 1,~~315~~476,~~047~~092.5963 0.00 II-1X-2 0.00 0.00 0.00 ~~123~~111,~~278~~050.5373 0.00 II-2A-1 ~~979~~3,~~336~~667,338.1021 0.00 ~~100~~87,~~334~~923,~~261~~313.2369 14,~~438~~080,~~498~~125.8813 0.00 II-2A-2 ~~103~~388,~~868~~959.7111 0.00 109,~~641~~325,~~485~~175.1189 ~~152~~432,~~567~~739.6743 0.00 II-2X-1 0.00 0.00 0.00 3532,~~952~~501.2595 0.00 II-3A-1 ~~661~~268,~~841~~238.2533 0.00 6057,~~367~~563,~~160~~344.5749 ~~950~~539,~~751~~892.6120 0.00 II-3A-2 7028,~~193~~448.1164 0.00 6,~~402~~105,~~379~~014.2604 ~~100~~57,~~834~~259.1752 0.00 II-3X-1 0.00 0.00 0.00 5,~~625~~330.1342 0.00 II-B-1 2,~~351~~606.2420 0.00 31,~~522~~509,~~082~~627.7094 ~~158~~169,~~747~~941.4670 0.00 II-B-2 1,~~226~~359.7780 0.00 16,~~446~~440,~~782~~283.1077 8692,~~482~~435.2867 0.00 II-B-3 ~~749~~831.7202 0.00 10,~~051~~047,~~200~~228.0267 5763,~~077~~398.9466 0.00 II-XB-1 0.00 0.00 0.00 ~~9,216~~0.7300 0.00 II-XB-2 0.00 0.00 0.00 ~~1,153~~0.7600 0.00 II-XB-3 0.00 0.00 0.00 ~~2,387~~0.7900 0.00 II-B-4 ~~681~~755.5748 0.00 9,~~137~~133,~~545~~935.4409 48,~~689~~592.0542 0.00 II-B-5 ~~579~~642.2709 0.00 7,~~766~~762,~~063~~995.9548 41,~~381~~299.1704 0.00 II-B-6 ~~375~~415.0572 0.00 5,~~028~~026,~~090~~103.0236 26,~~791~~738.9981 0.10 I-M-1 0.00 0.00 23,312,000.00 ~~115~~124,~~653~~369.4252 0.00 I-M-2 0.00 0.00 16,652,000.00 8692,~~312~~654.8750 0.00 I-B-1 0.00 0.00 10,824,000.00 6367,~~320~~668.4004 0.00 I-B-2 0.00 0.00 4,163,000.00 2628,~~758~~506.8414 0.00 I-B-3 0.00 0.00 4,163,000.00 2628,~~758~~506.8414 0.00 I-XP 0.00 0.00 0.00 5941,~~083~~389.76 0.00 II-XP 0.00 0.00 0.00 3236,~~902~~921.2750 0.00 B-IO 0.00 0.00 9,990,955.96 ~~656~~243,~~955~~296.2928 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 3938,~~707~~370,~~915~~668.5484 0.00 1,~~564~~378,~~651~~922,~~435~~266.7039 4846,~~498~~036,~~560~~021.3149 0.10 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-1 680,218,000.00 ~~603~~502,~~177~~181,~~560~~684.5413 0.00 2418,~~199~~979,~~226~~697.9769 0.00 0.00 I-1A-2 83,258,000.00 7361,~~828~~466,~~327~~533.5975 0.00 2,~~961~~323,~~961~~095.0893 0.00 0.00 II-1A-1 300,000,000.00 ~~280~~252,~~592~~760,~~111~~622.7473 21,~~646~~308.17 5,~~004~~934,~~820~~367.4365 0.00 0.00 II-1X-1 0.00 0.00 0.00 0.00 0.00 0.00 II-1A-2 278,759,000.00 ~~260~~234,~~725~~864,~~254~~328.9211 2019,~~113~~799.5448 45,~~650~~514,~~462~~194.4664 0.00 0.00 II-1A-3 61,384,000.00 5751,~~412~~718,~~887~~193.2955 4,~~429~~359.0994 1,~~024~~214,~~052~~250.9975 0.00 0.00 II-1X-2 0.00 0.00 0.00 0.00 0.00 0.00 II-2A-1 110,786,000.00 ~~101~~91,~~313~~590,~~597~~651.3390 3,~~494~~552.0860 ~~975~~3,~~842~~663,785.0261 0.00 0.00 II-2A-2 11,750,000.00 109,~~745~~714,~~353~~135.8200 ~~370~~376.5879 ~~103~~388,~~498~~582.1332 0.00 0.00 II-2X-1 0.00 0.00 0.00 0.00 0.00 0.00 II-3A-1 64,550,000.00 6157,~~029~~831,~~001~~582.82 78,~~351~~316.9757 ~~654~~259,~~489~~921.2876 0.00 0.00 II-3A-2 6,846,000.00 6,~~472~~133,~~572~~462.3768 ~~779~~882.7303 6927,~~413~~566.3860 0.00 0.00 II-3X-1 0.00 0.00 0.00 0.00 0.00 0.00 II-B-1 31,534,000.00 31,~~524~~512,~~433~~234.9414 2,~~351~~606.2420 0.00 0.00 0.00 II-B-2 16,453,000.00 16,~~448~~441,~~008~~643.8757 1,~~226~~359.7780 0.00 0.00 0.00 II-B-3 10,055,000.00 10,~~051~~048,~~949~~059.7469 ~~749~~831.7202 0.00 0.00 0.00 II-XB-1 0.00 0.00 0.00 0.00 0.00 0.00 II-XB-2 0.00 0.00 0.00 0.00 0.00 0.00 II-XB-3 0.00 0.00 0.00 0.00 0.00 0.00 II-B-4 9,141,000.00 9,~~138~~134,~~227~~690.0157 ~~681~~755.5748 0.00 0.00 0.00 II-B-5 7,769,000.00 7,~~766~~763,~~643~~637.2257 ~~579~~642.2709 0.00 0.00 0.00 II-B-6 5,029,991.05 5,~~028~~026,~~465~~519.0708 ~~375~~415.0572 0.00 0.00 0.00 I-M-1 23,312,000.00 23,312,000.00 0.00 0.00 0.00 0.00 I-M-2 16,652,000.00 16,652,000.00 0.00 0.00 0.00 0.00 I-B-1 10,824,000.00 10,824,000.00 0.00 0.00 0.00 0.00 I-B-2 4,163,000.00 4,163,000.00 0.00 0.00 0.00 0.00 I-B-3 4,163,000.00 4,163,000.00 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 B-IO 0.00 9,990,955.96 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,736,646,991.05 1,~~604~~417,~~359~~292,~~351~~935.2325 6465,~~148~~205.7889 3938,~~643~~305,~~766~~462.7495 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-1A-1 2418,~~199~~979,~~226~~697.9769 ~~578~~483,~~978~~201,~~333~~986.5843 0.~~85116585~~71036342 2418,~~199~~979,~~226~~697.9769 I-1A-2 2,~~961~~323,~~961~~095.0893 7059,~~866~~143,~~366~~437.5182 0.~~85116585~~71036342 2,~~961~~323,~~961~~095.0893 II-1A-1 5,~~026~~955,~~466~~675.6082 ~~275~~246,~~565~~804,~~645~~946.1491 0.~~91855215~~82268316 5,~~026~~955,~~466~~675.6082 II-1X-1 0.00 0.00 0.00000000 0.00 II-1A-2 45,~~670~~533,~~576~~994.0112 ~~256~~229,~~054~~330,~~678~~333.9198 0.~~91855215~~82268316 45,~~670~~533,~~576~~994.0112 II-1A-3 1,~~028~~218,~~482~~610.0968 5650,~~384~~499,~~405~~582.2087 0.~~91855215~~82268316 1,~~028~~218,~~482~~610.0968 II-1X-2 0.00 0.00 0.00000000 0.00 II-2A-1 ~~979~~3,~~336~~667,338.1021 ~~100~~87,~~334~~923,~~261~~313.2369 0.~~90565831~~79363199 ~~979~~3,~~336~~667,338.1021 II-2A-2 ~~103~~388,~~868~~959.7111 109,~~641~~325,~~485~~175.1189 0.~~90565831~~79363199 ~~103~~388,~~868~~959.7111 II-2X-1 0.00 0.00 0.00000000 0.00 II-3A-1 ~~661~~268,~~841~~238.2533 6057,~~367~~563,~~160~~344.5749 0.~~93520001~~89176366 ~~661~~268,~~841~~238.2533 II-3A-2 7028,~~193~~448.1164 6,~~402~~105,~~379~~014.2604 0.~~93520001~~89176366 7028,~~193~~448.1164 II-3X-1 0.00 0.00 0.00000000 0.00 II-B-1 2,~~351~~606.2420 31,~~522~~509,~~082~~627.7094 0.~~99962208~~99922712 2,~~351~~606.2420 II-B-2 1,~~226~~359.7780 16,~~446~~440,~~782~~283.1077 0.~~99962208~~99922712 1,~~226~~359.7780 II-B-3 ~~749~~831.7202 10,~~051~~047,~~200~~228.0267 0.~~99962208~~99922712 ~~749~~831.7202 II-XB-1 0.00 0.00 0.00000000 0.00 II-XB-2 0.00 0.00 0.00000000 0.00 II-XB-3 0.00 0.00 0.00000000 0.00 II-B-4 ~~681~~755.5748 9,~~137~~133,~~545~~935.4409 0.~~99962208~~99922712 ~~681~~755.5748 II-B-5 ~~579~~642.2709 7,~~766~~762,~~063~~995.9548 0.~~99962208~~99922712 ~~579~~642.2709 II-B-6 ~~375~~415.0572 5,~~028~~026,~~090~~103.0236 0.~~99962206~~99922710 ~~375~~415.0572 I-M-1 0.00 23,312,000.00 1.00000000 0.00 I-M-2 0.00 16,652,000.00 1.00000000 0.00 I-B-1 0.00 10,824,000.00 1.00000000 0.00 I-B-2 0.00 4,163,000.00 1.00000000 0.00 I-B-3 0.00 4,163,000.00 1.00000000 0.00 I-XP 0.00 0.00 0.00000000 0.00 II-XP 0.00 0.00 0.00000000 0.00 B-IO 0.00 9,990,955.96 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00000000 0.00 Totals 3938,~~707~~370,~~915~~668.5484 1,~~564~~378,~~651~~922,~~435~~266.7039 0.~~90096113~~79401414 3938,~~707~~370,~~915~~668.5484

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-1A-1 680,218,000.00 ~~886~~738.~~74154542~~26579733 0.00000000 3527.~~57569334~~90237496 0.00000000 I-1A-2 83,258,000.00 ~~886~~738.~~74154544~~26579728 0.00000000 3527.~~57569339~~90237491 0.00000000 II-1A-1 300,000,000.00 ~~935~~842.~~30703913~~53540910 0.~~07215390~~07102723 1619.~~68273477~~78122550 0.00000000 II-1X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-1A-2 278,759,000.00 ~~935~~842.~~30703913~~53540912 0.~~07215387~~07102723 1619.~~68273476~~78122550 0.00000000 II-1A-3 61,384,000.00 ~~935~~842.~~30703913~~53540906 0.~~07215382~~07102730 1619.~~68273475~~78122556 0.00000000 II-1X-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-2A-1 110,786,000.00 ~~914~~826.~~49819770~~73489340 0.~~03153900~~03206723 833.~~80835142~~07083576 0.00000000 II-2A-2 11,750,000.00 ~~914~~826.~~49819745~~73489362 0.~~03153872~~03206723 833.~~80835149~~07083574 0.00000000 II-2X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-3A-1 64,550,000.00 ~~945~~895.~~45316530~~91917614 0.~~11389574~~12883919 104.~~13926073~~02667328 0.00000000 II-3A-2 6,846,000.00 ~~945~~895.~~45316535~~91917616 0.~~11389571~~12883874 104.~~13926088~~02667251 0.00000000 II-3X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-B-1 31,534,000.00 999.~~69664299~~30976533 0.~~07456206~~08264730 0.00000000 0.00000000 II-B-2 16,453,000.00 999.~~69664317~~30976539 0.~~07456209~~08264754 0.00000000 0.00000000 II-B-3 10,055,000.00 999.~~69664247~~30976529 0.~~07456191~~08264744 0.00000000 0.00000000 II-XB-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-XB-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-XB-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-B-4 9,141,000.00 999.~~69664260~~30976589 0.~~07456186~~08264741 0.00000000 0.00000000 II-B-5 7,769,000.00 999.~~69664307~~30976574 0.~~07456172~~08264770 0.00000000 0.00000000 II-B-6 5,029,991.05 999.~~69662371~~30974629 0.~~07456276~~08264826 0.00000000 0.00000000 I-M-1 23,312,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-2 16,652,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-B-1 10,824,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-B-2 4,163,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-B-3 4,163,000.00 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 B-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-1A-1 0.00000000 3527.~~57569334~~90237496 ~~851~~710.~~16585209~~36342236 0.~~85116585~~71036342 3527.~~57569334~~90237496 I-1A-2 0.00000000 3527.~~57569339~~90237491 ~~851~~710.~~16585205~~36342237 0.~~85116585~~71036342 3527.~~57569339~~90237491 II-1A-1 0.00000000 1619.~~75488867~~85225273 ~~918~~822.~~55215047~~68315637 0.~~91855215~~82268316 1619.~~75488867~~85225273 II-1X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-1A-2 0.00000000 1619.~~75488867~~85225273 ~~918~~822.~~55215046~~68315635 0.~~91855215~~82268316 1619.~~75488867~~85225273 II-1A-3 0.00000000 1619.~~75488873~~85225270 ~~918~~822.~~55215040~~68315636 0.~~91855215~~82268316 1619.~~75488873~~85225270 II-1X-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-2A-1 0.00000000 833.~~83989042~~10290298 ~~905~~793.~~65830728~~63199041 0.~~90565831~~79363199 833.~~83989042~~10290298 II-2A-2 0.00000000 833.~~83989021~~10290298 ~~905~~793.~~65830723~~63199064 0.~~90565831~~79363199 833.~~83989021~~10290298 II-2X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-3A-1 0.00000000 104.~~25315647~~15551247 ~~935~~891.~~20000883~~76366367 0.~~93520001~~89176366 104.~~25315647~~15551247 II-3A-2 0.00000000 104.~~25315659~~15551271 ~~935~~891.~~20000876~~76366345 0.~~93520001~~89176366 104.~~25315659~~15551271 II-3X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-B-1 0.00000000 0.~~07456206~~08264730 999.~~62208093~~22711803 0.~~99962208~~99922712 0.~~07456206~~08264730 II-B-2 0.00000000 0.~~07456209~~08264754 999.~~62208108~~22711785 0.~~99962208~~99922712 0.~~07456209~~08264754 II-B-3 0.00000000 0.~~07456191~~08264744 999.~~62208056~~22711785 0.~~99962208~~99922712 0.~~07456191~~08264744 II-XB-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-XB-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-XB-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-B-4 0.00000000 0.~~07456186~~08264741 999.~~62208074~~22711848 0.~~99962208~~99922712 0.~~07456186~~08264741 II-B-5 0.00000000 0.~~07456172~~08264770 999.~~62208135~~22711803 0.~~99962208~~99922712 0.~~07456172~~08264770 II-B-6 0.00000000 0.~~07456276~~08264826 999.~~62206096~~22709803 0.~~99962206~~99922710 0.~~07456276~~08264826 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 I-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: 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.~~32125~~56000% ~~603~~502,~~177~~181,~~560~~684.5413 2,~~853~~559,~~029~~452.8665 0.00 I-1A-2 0510/25/06 - 0611/2526/06 3233 5.~~40125~~64000% 7361,~~828~~466,~~327~~533.5975 ~~354~~317,~~458~~781.0098 0.00 II-1A-1 0510/01/06 - 0510/30/06 30 5.~~38957~~37427% ~~280~~252,~~592~~760,~~111~~622.7473 1,~~260~~132,~~226~~002.0873 0.00 II-1X-1 0510/01/06 - 0510/30/06 30 1.06500% ~~280~~252,~~592~~760,~~111~~622.7473 ~~249~~224,~~025~~325.5005 0.00 II-1A-2 0510/01/06 - 0510/30/06 30 5.~~98957~~97427% ~~260~~234,~~725~~864,~~254~~328.9211 1,~~301~~169,~~360~~285.5033 0.00 II-1A-3 0510/01/06 - 0510/30/06 30 5.~~98957~~97427% 5751,~~412~~718,~~887~~193.2955 ~~286~~257,~~565~~481.5095 0.00 II-1X-2 0510/01/06 - 0510/30/06 30 0.46500% ~~318~~286,~~138~~582,~~142~~521.2166 ~~123~~111,~~278~~050.5373 0.00 II-2A-1 0510/01/06 - 0510/30/06 30 5.~~43851~~40824% ~~101~~91,~~313~~590,~~597~~651.3390 ~~459~~412,~~162~~786.7792 0.00 II-2A-2 0510/01/06 - 0510/30/06 30 5.~~43851~~40824% 109,~~745~~714,~~353~~135.8200 4843,~~698~~780.9632 0.00 II-2X-1 0510/01/06 - 0510/30/06 30 0.38500% ~~112~~101,~~058~~304,~~951~~786.1590 3532,~~952~~501.2595 0.00 II-3A-1 0510/01/06 - 0510/30/06 30 5.~~68078~~63679% 6157,~~029~~831,~~001~~582.82 ~~288~~271,~~910~~653.3787 0.00 II-3A-2 0510/01/06 - 0510/30/06 30 5.~~68078~~63679% 6,~~472~~133,~~572~~462.3768 3028,~~641~~810.0688 0.00 II-3X-1 0510/01/06 - 0510/30/06 30 0.10000% 6763,~~501~~965,~~574~~045.1950 5,~~625~~330.1342 0.00 II-B-1 0510/25/06 - 0611/2526/06 3233 5.~~58125~~82000% 31,~~524~~512,~~433~~234.9414 ~~156~~168,~~396~~117.2277 02,310.0089 II-B-2 0510/25/06 - 0611/2526/06 3233 56.~~83125~~07000% 16,~~448~~441,~~008~~643.8757 8591,~~255~~484.5105 04,973.0058 II-B-3 0510/25/06 - 0611/2526/06 3233 6.~~30418~~82000% 10,~~051~~048,~~949~~059.7469 5662,~~328~~817.2212 39,~~520~~947.5154 II-XB-1 05N/~~01/06~~A ~~- 05~~N/~~30/06~~A 30 0.~~35084~~00000% 31,~~524~~512,~~433~~234.9414 ~~9,216~~0.7300 0.00 II-XB-2 05N/~~01/06~~A ~~- 05~~N/~~30/06~~A 30 0.~~08418~~00000% 16,~~448~~441,~~008~~643.8757 ~~1,153~~0.7600 0.00 II-XB-3 N/A N/A 0.00000% 10,~~051~~048,~~949~~059.7469 0.00 0.00 II-B-4 0510/01/06 - 0510/30/06 30 6.~~30418~~28421% 9,~~138~~134,~~227~~690.0157 4847,~~007~~836.4894 0.00 II-B-5 0510/01/06 - 0510/30/06 30 6.~~30418~~28421% 7,~~766~~763,~~643~~637.2257 40,~~801~~656.9095 0.00 II-B-6 0510/01/06 - 0510/30/06 30 6.~~30418~~28421% 5,~~028~~026,~~465~~519.0708 26,~~416~~323.9409 0.00 I-M-1 0510/25/06 - 0611/2526/06 3233 5.~~58125~~82000% 23,312,000.00 ~~115~~124,~~653~~369.4252 0.00 I-M-2 0510/25/06 - 0611/2526/06 3233 56.~~83125~~07000% 16,652,000.00 8692,~~312~~654.8750 0.00 I-B-1 0510/25/06 - 0611/2526/06 3233 6.~~58125~~82000% 10,824,000.00 6367,~~320~~668.4004 26,~~689~~911.0477 I-B-2 0510/25/06 - 0611/2526/06 3233 7.~~23125~~47000% 4,163,000.00 2628,~~758~~506.8414 35,~~439~~138.5278 I-B-3 0510/25/06 - 0611/2526/06 3233 7.~~23125~~47000% 4,163,000.00 2628,~~758~~506.8414 35,~~439~~138.5278 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 B-IO N/A N/A 0.00000% ~~746~~632,~~110~~753,~~844~~173.0984 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 Totals 87,~~039~~345,~~315~~185.6404 1334,~~088~~421.5934

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,~~853~~559,~~029~~452.8665 0.00 ~~578~~483,~~978~~201,~~333~~986.5843 I-1A-2 0.00 0.00 ~~354~~317,~~458~~781.0098 0.00 7059,~~866~~143,~~366~~437.5182 II-1A-1 0.00 (0.~~01)~~00 1,~~260~~132,~~226~~002.0973 0.00 ~~275~~246,~~565~~804,~~645~~946.1491 II-1X-1 0.00 0.00 ~~249~~224,~~025~~325.5005 0.00 ~~275~~246,~~565~~804,~~645~~946.1491 II-1A-2 0.00 (0.~~01)~~00 1,~~301~~169,~~360~~285.5133 0.00 ~~256~~229,~~054~~330,~~678~~333.9198 II-1A-3 0.00 0.00 ~~286~~257,~~565~~481.5095 0.00 5650,~~384~~499,~~405~~582.2087 II-1X-2 0.00 0.00 ~~123~~111,~~278~~050.5373 0.00 ~~312~~279,~~439~~829,~~084~~916.1185 II-2A-1 0.00 (0.~~01)~~00 ~~459~~412,~~162~~786.7892 0.00 ~~100~~87,~~334~~923,~~261~~313.2369 II-2A-2 0.00 0.00 4843,~~698~~780.9632 0.00 109,~~641~~325,~~485~~175.1189 II-2X-1 0.00 0.00 3532,~~952~~501.2595 0.00 ~~110~~97,~~975~~248,~~746~~489.3457 II-3A-1 0.00 0.0100 ~~288~~271,~~910~~653.3687 0.00 6057,~~367~~563,~~160~~344.5749 II-3A-2 0.00 0.00 3028,~~641~~810.0688 0.00 6,~~402~~105,~~379~~014.2604 II-3X-1 0.00 0.00 5,~~625~~330.1342 0.00 6663,~~769~~668,~~539~~358.8354 II-B-1 03,093.0016 0.00 ~~156~~167,~~396~~335.2250 0782.0027 31,~~522~~509,~~082~~627.7094 II-B-2 05,381.0075 0.00 8591,~~255~~075.5187 0656.0016 16,~~446~~440,~~782~~283.1077 II-B-3 310,~~520~~197.5101 0.00 5662,~~328~~567.2264 0522.0068 10,~~051~~047,~~200~~228.0267 II-XB-1 0.00 0.00 ~~9,216~~0.7300 0.00 31,~~522~~509,~~082~~627.7094 II-XB-2 0.00 0.00 ~~1,153~~0.7600 0.00 16,~~446~~440,~~782~~283.1077 II-XB-3 0.00 0.00 ~~2,387~~0.7900 0.00 10,~~051~~047,~~200~~228.0267 II-B-4 0.00 0.00 4847,~~007~~836.4894 0.00 9,~~137~~133,~~545~~935.4409 II-B-5 0.00 0.00 40,~~801~~656.9095 0.00 7,~~766~~762,~~063~~995.9548 II-B-6 0.00 0.00 26,~~416~~323.9409 0.00 5,~~028~~026,~~090~~103.0236 I-M-1 0.00 0.00 ~~115~~124,~~653~~369.4252 0.00 23,312,000.00 I-M-2 0.00 0.00 8692,~~312~~654.8750 0.00 16,652,000.00 I-B-1 26,~~689~~911.0477 0.00 6367,~~320~~668.4004 0.00 10,824,000.00 I-B-2 35,~~439~~138.5278 0.00 2628,~~758~~506.8414 0.00 4,163,000.00 I-B-3 35,~~439~~138.5278 0.00 2628,~~758~~506.8414 0.00 4,163,000.00 I-XP 0.00 0.00 5941,~~083~~389.76 0.00 0.00 II-XP 0.00 0.00 3236,~~902~~921.2750 0.00 0.00 B-IO 0.00 0.00 ~~656~~243,~~955~~296.2928 0.00 ~~718~~611,~~949~~450,~~656~~380.0521 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 1335,~~088~~861.5925 (0.~~02)~~00 87,~~790~~665,~~644~~352.7765 01,961.0011 (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-1 680,218,000.00 5.~~32125~~56000% ~~886~~738.~~74154542~~26579733 43.~~19428751~~76269468 0.00000000 I-1A-2 83,258,000.00 5.~~40125~~64000% ~~886~~738.~~74154544~~26579728 43.~~25734464~~81683418 0.00000000 II-1A-1 300,000,000.00 5.~~38957~~37427% ~~935~~842.~~30703913~~53540910 43.~~20075360~~77334243 0.00000000 II-1X-1 0.00 1.06500% ~~935~~842.~~30703913~~53540910 0.~~83008500~~74775017 0.00000000 II-1A-2 278,759,000.00 5.~~98957~~97427% ~~935~~842.~~30703913~~53540912 4.~~66840712~~19461015 0.00000000 II-1A-3 61,384,000.00 5.~~98957~~97427% ~~935~~842.~~30703913~~53540906 4.~~66840708~~19461016 0.00000000 II-1X-2 0.00 0.46500% ~~935~~842.~~30703913~~53540911 0.~~36243148~~32648248 0.00000000 II-2A-1 110,786,000.00 5.~~43851~~40824% ~~914~~826.~~49819770~~73489340 43.~~14459201~~72598451 0.00000000 II-2A-2 11,750,000.00 5.~~43851~~40824% ~~914~~826.~~49819745~~73489362 43.~~14459234~~72598468 0.00000000 II-2X-1 0.00 0.38500% ~~914~~826.~~49819767~~73489342 0.~~29340153~~26524409 0.00000000 II-3A-1 64,550,000.00 5.~~68078~~63679% ~~945~~895.~~45316530~~91917614 4.~~47576096~~20842556 0.00000000 II-3A-2 6,846,000.00 5.~~68078~~63679% ~~945~~895.~~45316535~~91917616 4.~~47576103~~20842536 0.00000000 II-3X-1 0.00 0.10000% ~~945~~895.~~45316530~~91917614 0.~~07878775~~07465992 0.00000000 II-B-1 31,534,000.00 5.~~58125~~82000% 999.~~69664299~~30976533 45.~~95960614~~33131763 0.~~00000000~~07328249 II-B-2 16,453,000.00 56.~~83125~~07000% 999.~~69664317~~30976539 5.~~18176077~~56032638 0.~~00000000~~30229016 II-B-3 10,055,000.00 6.~~30418~~82000% 999.~~69664247~~30976529 56.~~60201094~~24735157 0.~~35012531~~98931278 II-XB-1 0.00 0.~~35084~~00000% 999.~~69664299~~30976533 0.~~29227913~~00000000 0.00000000 II-XB-2 0.00 0.~~08418~~00000% 999.~~69664317~~30976539 0.~~07012460~~00000000 0.00000000 II-XB-3 0.00 0.00000% 999.~~69664247~~30976529 0.00000000 0.00000000 II-B-4 9,141,000.00 6.~~30418~~28421% 999.~~69664260~~30976589 5.~~25188491~~23322831 0.00000000 II-B-5 7,769,000.00 6.~~30418~~28421% 999.~~69664307~~30976574 5.~~25188570~~23322821 0.00000000 II-B-6 5,029,991.05 6.~~30418~~28421% 999.~~69662371~~30974629 5.~~25188608~~23322800 0.00000000 I-M-1 23,312,000.00 5.~~58125~~82000% 1000.00000000 45.~~96111102~~33500000 0.00000000 I-M-2 16,652,000.00 56.~~83125~~07000% 1000.00000000 5.~~18333353~~56416647 0.00000000 I-B-1 10,824,000.00 6.~~58125~~82000% 1000.00000000 56.~~85000000~~25166667 0.~~24843311~~63855968 I-B-2 4,163,000.00 7.~~23125~~47000% 1000.00000000 6.~~42777804~~84749940 01.~~82621187~~23439347 I-B-3 4,163,000.00 7.~~23125~~47000% 1000.00000000 6.~~42777804~~84749940 01.~~82621187~~23439347 I-XP 0.00 0.00000% 0.00000000 0.00000000 0.00000000 II-XP 0.00 0.00000% 0.00000000 0.00000000 0.00000000 B-IO 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-1A-1 0.00000000 0.00000000 43.~~19428751~~76269468 0.00000000 ~~851~~710.~~16585209~~36342236 I-1A-2 0.00000000 0.00000000 43.~~25734464~~81683418 0.00000000 ~~851~~710.~~16585205~~36342237 II-1A-1 0.00000000 (0.~~00000003)~~00000000 43.~~20075363~~77334243 0.00000000 ~~918~~822.~~55215047~~68315637 II-1X-1 0.00000000 0.00000000 0.~~83008500~~74775017 0.00000000 ~~918~~822.~~55215047~~68315637 II-1A-2 0.00000000 (0.~~00000004)~~00000000 4.~~66840715~~19461015 0.00000000 ~~918~~822.~~55215046~~68315635 II-1A-3 0.00000000 0.00000000 4.~~66840708~~19461016 0.00000000 ~~918~~822.~~55215040~~68315636 II-1X-2 0.00000000 0.00000000 0.~~36243148~~32648248 0.00000000 ~~918~~822.~~55215045~~68315635 II-2A-1 0.00000000 (0.~~00000009)~~00000000 43.~~14459210~~72598451 0.00000000 ~~905~~793.~~65830728~~63199041 II-2A-2 0.00000000 0.00000000 43.~~14459234~~72598468 0.00000000 ~~905~~793.~~65830723~~63199064 II-2X-1 0.00000000 0.00000000 0.~~29340153~~26524409 0.00000000 ~~905~~793.~~65830727~~63199035 II-3A-1 0.00000000 0.~~00000015~~00000000 4.~~47576081~~20842556 0.00000000 ~~935~~891.~~20000883~~76366367 II-3A-2 0.00000000 0.00000000 4.~~47576103~~20842536 0.00000000 ~~935~~891.~~20000876~~76366345 II-3X-1 0.00000000 0.00000000 0.~~07878775~~07465992 0.00000000 ~~935~~891.~~20000882~~76366379 II-B-1 0.~~00000000~~09808968 0.00000000 45.~~95960614~~30651043 0.~~00000000~~02480719 999.~~62208093~~22711803 II-B-2 0.~~00000000~~32709840 0.00000000 5.~~18176077~~53551753 0.~~00000000~~03988087 999.~~62208108~~22711785 II-B-3 01.~~35012531~~01412332 0.00000000 56.~~60201094~~22254003 0.~~00000000~~05198210 999.~~62208056~~22711785 II-XB-1 0.00000000 0.00000000 0.~~29227913~~00000000 0.00000000 999.~~62208093~~22711803 II-XB-2 0.00000000 0.00000000 0.~~07012460~~00000000 0.00000000 999.~~62208108~~22711785 II-XB-3 0.00000000 0.00000000 0.~~23747290~~00000000 0.00000000 999.~~62208056~~22711785 II-B-4 0.00000000 0.00000000 5.~~25188491~~23322831 0.00000000 999.~~62208074~~22711848 II-B-5 0.00000000 0.00000000 5.~~25188570~~23322821 0.00000000 999.~~62208135~~22711803 II-B-6 0.00000000 0.00000000 5.~~25188608~~23322800 0.00000000 999.~~62206096~~22709803 I-M-1 0.00000000 0.00000000 45.~~96111102~~33500000 0.00000000 1000.00000000 I-M-2 0.00000000 0.00000000 5.~~18333353~~56416647 0.00000000 1000.00000000 I-B-1 0.~~24843311~~63855968 0.00000000 56.~~85000000~~25166667 0.00000000 1000.00000000 I-B-2 01.~~82621187~~23439347 0.00000000 6.~~42777804~~84749940 0.00000000 1000.00000000 I-B-3 01.~~82621187~~23439347 0.00000000 6.~~42777804~~84749940 0.00000000 1000.00000000 I-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (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 4846,~~921~~466,~~134~~326.5405 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~471~~751,~~387~~253.8425 Gains & Subsequent Recoveries (Realized Losses) 0(94,131.0065) Prepayment Penalties 9178,~~986~~311.0326 Total Deposits 4947,~~484~~201,~~508~~758.4191 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~500~~737,~~507~~315.8819 Total Administration Fees ~~485~~428,~~440~~422.2223 Payment of Interest and Principal 4846,~~498~~036,~~560~~021.3149 Total Withdrawals (Pool Distribution Amount) 4947,~~484~~201,~~508~~758.4191 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall (0.~~02)~~00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall (0.~~02)~~00

ADMINISTRATION FEES Gross Servicing Fee* ~~479~~422,~~131~~348.5073 Lender Paid Mortgage Insuarance 6,~~308~~073.7250 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~485~~428,~~440~~422.2223 *~~Servicer~~Please ~~Payees~~see ~~include:~~the ~~BANK~~Supplemental OFReporting ~~AMERICA~~section ~~(NY);~~for ~~CHEVY~~the ~~CHASE~~complete ~~FSB;~~list ~~COUNTRYWIDE~~of ~~HOME LOANS INC~~Servicers.; EMC MTG CORP; EVERHOME MORTGAGE COMPANY; GMAC MTG CORP; GREENPOINT MTG FUNDING, INC; HARBOURSIDE MORTGAGE; HOMEBANC MORTGAGE CORPORATION; HSBC BANK USA, NA; INDYMAC; MELLON BANK, N.A.; PHH US MTG CORP; US BANK HOME MORTGAGE; WASHINGTON MUTUAL BANK, F.A.; WELLS FARGO BANK, N.A. NOTE: Additional Fee - EMC Mortgage Corporation

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Cap Reserve Fund- Wachovia Bank 13,~~885~~979.9332 0.00 0.00 13,~~885~~979.9332 Group I Basis Risk Reserve Fund 0.00 917,~~568~~189.0733 917,~~568~~189.0733 0.00 XP Reserve Account 100.00 0.00 0.00 100.00

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.~~828386~~853066% Weighted Average Net Coupon 6.~~470014~~495470% Weighted Average Pass-Through Rate 6.~~465295~~490327% Weighted Average Remaining Term ~~351~~346 Beginning Scheduled Collateral Loan Count 5,~~878~~290 Number Of Loans Paid In Full ~~124~~135 Ending Scheduled Collateral Loan Count 5,~~754~~155 Beginning Scheduled Collateral Balance 1,~~604~~417,~~359~~292,~~351~~935.2224 Ending Scheduled Collateral Balance 1,~~564~~378,~~651~~922,~~435~~266.6939 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 1,~~564~~379,~~837~~132,~~712~~989.4954 Monthly P&I Constant 98,~~359~~299,~~194~~853.6194 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 9178,~~986~~311.0326 Prepayment Penalty Paid Count 1714 Realized Loss Amount 094,131.0065 Cumulative Realized Loss 094,131.0065 Scheduled Principal ~~229~~205,~~873~~852.4553 Unscheduled Principal 3938,~~478~~164,~~042~~816.0834 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 094,131.0065 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 9,990,955.96 Overcollateralized Amount 9,990,955.96 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra ~~principal~~Principal ~~distribution~~Distribution Amount 094,131.0065 Excess Cash Amount 0.00

Group Level Collateral Statement Group Group I Group II-1 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~009567~~106927 6.~~825468~~810373 Weighted Average Net Rate 6.~~652044~~750540 6.~~460848~~445844 Pass-Through Rate 6.~~649550~~747666 6.~~454500~~439267 Weighted Average Remaining Term ~~348~~343 ~~354~~349 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 43,~~523~~888,~~986~~088.5772 3,~~805~~459,~~473~~706.1925 Beginning Loan Count 21,~~277~~978 32,~~196~~935 Loans Paid in Full 7174 4955 Ending Loan Count 21,~~206~~904 32,~~147~~880 Beginning Scheduled Balance ~~746~~632,~~110~~753,~~844~~173.0984 ~~660~~600,~~095~~683,~~473~~836.7033 Ending Scheduled Balance ~~718~~611,~~949~~450,~~656~~380.0521 ~~649~~587,~~365~~970,~~215~~384.0157 Scheduled Principal ~~165~~140,~~724~~646.6663 50,~~922~~638.8072 Unscheduled Principal 2621,~~995~~162,~~463~~147.3801 1012,~~679~~662,~~335~~813.8904 Scheduled Interest 43,~~358~~747,~~261~~442.9109 3,~~754~~409,~~550~~067.3953 Servicing Fees ~~222~~187,~~293~~920.7389 ~~200~~182,~~569~~472.6945 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 1,~~550~~515.5652 3,~~492~~292.3113 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 43,~~134~~558,~~417~~005.6268 3,~~550~~223,~~488~~302.3995 Realized Loss Amount 094,131.0065 0.00 Cumulative Realized Loss 094,131.0065 0.00 Percentage of Cumulative Losses 0.~~0000~~0116 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 5941,~~083~~389.76 3236,~~902~~921.2750 Prepayment Penalty Paid Count 108 76 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.~~177053~~145817 6.~~120678~~075839 Weighted Average Net Rate 5.~~834134~~804870 5.~~783527~~739675 Pass-Through Rate 5.~~823513~~793239 5.~~780782~~736792 Weighted Average Remaining Term ~~353~~348 ~~353~~348 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~641~~583,~~576~~379.0798 ~~388~~368,~~158~~678.7899 Beginning Loan Count ~~206~~189 ~~199~~188 Loans Paid in Full 26 20 Ending Loan Count ~~204~~183 ~~197~~188 Beginning Scheduled Balance ~~123~~113,~~807~~051,~~810~~514.4899 7470,~~345~~804,~~222~~410.9508 Ending Scheduled Balance ~~122~~108,~~724~~994,~~200~~762.4704 7370,~~612~~506,~~364~~739.1657 Scheduled Principal 4,~~269~~385.8602 810,~~956~~182.1316 Unscheduled Principal 14,~~079~~052,~~340~~367.1593 ~~723~~287,~~902~~488.6636 Scheduled Interest ~~637~~578,~~306~~994.2196 ~~379~~358,~~202~~496.6583 Servicing Fees 3532,~~380~~120.0947 2019,~~887~~834.9992 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 1,095.77 170.08 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 ~~600~~545,~~830~~778.3572 ~~358~~338,~~144~~491.5883 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 6.~~828386~~853066 Weighted Average Net Rate 6.~~470014~~495470 Pass-Through Rate 6.~~465295~~490327 Weighted Average Remaining Term ~~351~~346 Record Date 0510/31/2006 Principal And Interest Constant 98,~~359~~299,~~194~~853.6194 Beginning Loan Count 5,~~878~~290 Loans Paid in Full ~~124~~135 Ending Loan Count 5,~~754~~155 Beginning Scheduled Balance 1,~~604~~417,~~359~~292,~~351~~935.2224 Ending Scheduled Balance 1,~~564~~378,~~651~~922,~~435~~266.6939 Scheduled Principal ~~229~~205,~~873~~852.4553 Unscheduled Principal 3938,~~478~~164,~~042~~816.0834 Scheduled Interest 98,~~129~~094,~~321~~001.1641 Servicing Fees ~~479~~422,~~131~~348.5073 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 6,~~308~~073.7250 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 87,~~643~~665,~~880~~579.9418 Realized Loss Amount 094,131.0065 Cumulative Realized Loss 094,131.0065 Percentage of Cumulative Losses 0.~~0000~~0054 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 9178,~~986~~311.0326 Prepayment Penalty Paid Count 1714 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Class I-B-1 Cap Payment 0.00 Class I-B-2 Cap Payment ~~1928~~2327.8681 Class I-B-3 Cap Payment ~~1928~~2327.8681 Class II-B-1 Cap Payment 02310.0089 Class II-B-2 Cap Payment 04973.0058 Class II-B-3 Cap Payment ~~5908~~9947.3154 Class I-M-1 Cap Payment 0.00 Class I-M-2 Cap Payment 0.00 Miscellaneous Reporting Group I 3 Mo. Rolling Delinq. Ave. 0.16 Group II-1 3 Mo. Rolling Delinq. Ave. 0.05 Group II-2 3 Mo. Rolling Delinq. Ave. 0.03 Group II-3 3 Mo. Rolling Delinq. Ave. 0.00 Senior Prepayment Percentage Group II-1 100.000000% Senior Prepayment Percentage Group II-2 100.000000% Senior Prepayment Percentage Group II-3 100.000000% Significance Percentage I1A1,I1A2 0.00 Significance Percentage IM1 0.00 Significance Percentage IM2 0.00 Significance Percentage IB1 0.00 Significance Percentage IB2 0.00 Significance Percentage IB3 0.00 Significance Percentage IIB1 0.00 Significance Percentage IIB2 0.00 Significance Percentage IIB3 0.00 Subordinate Prepymt % Group II-1 0.000000% Subordinate Prepymt % Group II-2 0.000000% Subordinate Prepymt % Group II-3 0.000000% Trigger Event Reporting Delinquency Percentage Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 715.~~413228~~227632% Cummulative 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 Deliquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 715.~~413228~~227632% Two Times Cummulative 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%

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 21 0 0 21 ~~461~~73,~~668~~500.3400 0.00 0.00 ~~461~~73,~~668~~500.3400 30 Days ~~147~~70 02 0 0 ~~147~~72 4319,~~415~~560,~~010~~018.0676 0871,680.0031 0.00 0.00 4320,~~415~~431,~~010~~699.0607 60 Days 4842 0 02 0 4844 1613,~~445~~980,~~435~~643.5960 0.00 0347,960.0099 0.00 1614,~~445~~328,~~435~~604.59 90 Days 3419 02 016 0 3437 93,~~954~~612,~~210~~555.4052 0612,114.0025 06,870,833.0025 0.00 911,~~954~~095,~~210~~503.4002 120 Days 136 01 1031 0 2338 42,~~166~~177,~~254~~831.4270 0208,000.00 19,~~957~~400,~~835~~332.5284 0.00 611,~~124~~786,~~089~~164.9454 150 Days 11 0 61 020 174 ~~2,124,110.33~~25 0.00 1164,~~433~~250.00 9,~~191~~190,231.9801 0445,915.0021 39,~~557~~800,~~302~~396.3122 180+ Days 02 08 029 023 062 0647,200.00 01,774,200.00 09,685,449.0086 06,131,647.0030 018,238,497.0016 Totals ~~253~~139 215 1698 027 ~~271~~279 7639,~~105~~978,~~020~~249.8058 ~~461~~3,~~668~~703,744.3456 335,~~391~~494,~~027~~807.5095 06,577,562.0051 7985,~~957~~754,~~716~~364.6460 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.~~034758~~019399% 0.000000% 0.000000% 0.~~034758~~019399% 0.~~029503~~005329% 0.000000% 0.000000% 0.~~029503~~005329% 30 Days 21.~~554745~~357905% 0.~~000000~~038797% 0.000000% 0.000000% 21.~~554745~~396702% 21.~~774410~~418284% 0.~~000000~~063205% 0.000000% 0.000000% 21.~~774410~~481489% 60 Days 0.~~834202~~814743% 0.000000% 0.~~000000~~038797% 0.000000% 0.~~834202~~853540% 1.~~050936~~013727% 0.000000% 0.~~000000~~025230% 0.000000% 1.~~050936~~038957% 90 Days 0.~~590893~~368574% 0.~~000000~~038797% 0.~~000000~~310378% 0.000000% 0.~~590893~~717750% 0.~~636118~~261944% 0.~~000000~~044384% 0.~~000000~~498199% 0.000000% 0.~~636118~~804527% 120 Days 0.~~225930~~116392% 0.~~000000~~019399% 0.~~173792~~601358% 0.000000% 0.~~399722~~737148% 0.~~266242~~157913% 0.~~000000~~015082% 0.~~125114~~681612% 0.000000% 0.~~391356~~854607% 150 Days 0.~~191171~~000000% 0.~~000000~~019399% 0.~~104275~~387973% 0.~~000000~~077595% 0.~~295447~~484966% 0.~~135740~~000000% 0.~~000000~~011910% 0.~~091587~~666377% 0.~~000000~~032333% 0.~~227327~~710620% 180+ Days 0.~~000000~~038797% 0.~~000000~~155189% 0.~~000000~~562561% 0.~~000000~~446169% 01.~~000000~~202716% 0.~~000000~~046928% 0.~~000000~~128646% 0.~~000000~~702285% 0.~~000000~~444602% 01.~~000000~~322461% Totals 42.~~396941~~696411% 0.~~034758~~290980% 01.~~278067~~901067% 0.~~000000~~523763% 45.~~709767~~412221% 42.~~863445~~898796% 0.~~029503~~268556% 02.~~216702~~573705% 0.~~000000~~476935% 56.~~109649~~217991%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~471~~751,~~387~~253.8425

Delinquency Status By 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 ~~461~~73,~~668~~500.3400 0.00 0.00 ~~461~~73,~~668~~500.3400 30 Days 7133 02 0 0 7135 2411,~~749~~027,~~585~~089.5639 0871,680.0031 0.00 0.00 2411,~~749~~898,~~585~~769.5670 60 Days 3324 0 02 0 3326 129,~~441~~978,~~585~~705.9616 0.00 0347,960.0099 0.00 1210,~~441~~326,~~585~~666.9615 90 Days 1911 0 011 0 1922 62,~~721~~149,~~713~~458.8175 0.00 05,947,447.0006 0.00 68,~~721~~096,~~713~~905.81 120 Days 85 0 615 0 1420 31,~~084~~794,~~850~~450.00 0.00 16,~~385~~082,~~488~~729.5211 0.00 47,~~470~~877,~~338~~179.5211 150 Days 6 0 4 0 1017 1~~,393,877~~ 18 0.2800 0.00 ~~946~~8,~~791~~276,231.9853 0134,255.0028 28,~~340~~410,~~669~~486.2681 180+ Days 02 04 019 015 040 0647,200.00 01,046,550.00 07,447,860.0049 04,841,717.0026 013,983,327.0075 Totals ~~137~~75 27 1064 016 ~~149~~162 4825,~~391~~596,~~612~~903.6130 ~~461~~1,~~668~~991,730.3431 228,~~332~~102,~~280~~229.5018 04,975,972.0054 5160,~~185~~666,~~561~~835.4533 0-29 Days 0.~~090662~~052521% 0.000000% 0.000000% 0.~~090662~~052521% 0.~~064203~~012018% 0.000000% 0.000000% 0.~~064203~~012018% 30 Days 31.~~218495~~733193% 0.~~000000~~105042% 0.000000% 0.000000% 31.~~218495~~838235% 31.~~441834~~803004% 0.~~000000~~142526% 0.000000% 0.000000% 31.~~441834~~945529% 60 Days 1.~~495920~~260504% 0.000000% 0.~~000000~~105042% 0.000000% 1.~~495920~~365546% 1.~~730206~~631586% 0.000000% 0.~~000000~~056894% 0.000000% 1.~~730206~~688480% 90 Days 0.~~861287~~577731% 0.000000% 0.~~000000~~577731% 0.000000% 01.~~861287~~155462% 0.~~934764~~351451% 0.000000% 0.~~000000~~972448% 0.000000% 01.~~934764~~323899% 120 Days 0.~~362647~~262605% 0.000000% 0.~~271985~~787815% 0.000000% 01.~~634633~~050420% 0.~~428999~~293405% 0.000000% 0.~~192675~~994567% 0.000000% 01.~~621674~~287972% 150 Days 0.~~271985~~000000% 0.000000% 0.~~181324~~892857% 0.~~000000~~052521% 0.~~453309~~945378% 0.~~193841~~000000% 0.000000% 01.~~131667~~353220% 0.~~000000~~021952% 01.~~325508~~375171% 180+ Days 0.~~000000~~105042% 0.~~000000~~210084% 0.~~000000~~997899% 0.~~000000~~787815% 02.~~000000~~100840% 0.~~000000~~105822% 0.~~000000~~171118% 01.~~000000~~217775% 0.~~000000~~791653% 02.~~000000~~286368% Totals 63.~~210335~~939076% 0.~~090662~~367647% 03.~~453309~~361345% 0.~~000000~~840336% 68.~~754306~~508403% 64.~~729643~~185267% 0.~~064203~~325661% 04.~~324342~~594904% 0.~~000000~~813605% 79.~~118187~~919437% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 7134 0 0 0 7134 157,~~612~~633,~~524~~813.5059 0.00 0.00 0.00 157,~~612~~633,~~524~~813.5059 60 Days 1418 0 0 0 1418 24,~~893~~001,~~849~~938.6344 0.00 0.00 0.00 24,~~893~~001,~~849~~938.6344 90 Days 137 02 04 0 13 21,~~710~~291,~~996~~946.5977 0612,114.0025 0859,486.0019 0.00 2,~~710~~763,~~996~~547.5921 120 Days 41 01 416 0 818 ~~458~~383,~~320~~381.0170 0208,000.00 ~~572~~3,~~347~~317,603.0073 0.00 13,~~030~~908,~~667~~985.0143 150 Days 5 0 21 03 3 7 ~~730,233.05~~ 0.00 ~~486~~164,~~400~~250.00 0913,999.0048 311,659.93 1,~~216~~389,~~633~~909.0541 180+ Days 0 04 09 08 021 0.00 0727,650.00 01,779,989.0037 01,289,930.0004 03,797,569.0041 Totals ~~107~~60 08 632 011 ~~113~~111 2213,~~405~~311,~~923~~080.7850 01,712,014.0025 16,~~058~~871,~~747~~078.0077 01,601,589.0097 23,~~464~~495,~~670~~763.7849 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 21.~~256117~~180556% 0.000000% 0.000000% 0.000000% 21.~~256117~~180556% 21.~~404109~~298214% 0.000000% 0.000000% 0.000000% 21.~~404109~~298214% 60 Days 0.~~444868~~625000% 0.000000% 0.000000% 0.000000% 0.~~444868~~625000% 0.~~445612~~680574% 0.000000% 0.000000% 0.000000% 0.~~445612~~680574% 90 Days 0.~~413092~~243056% 0.~~000000~~069444% 0.~~000000~~138889% 0.000000% 0.~~413092~~451389% 0.~~417455~~219710% 0.~~000000~~104097% 0.~~000000~~146165% 0.000000% 0.~~417455~~469972% 120 Days 0.~~127105~~034722% 0.~~000000~~034722% 0.~~127105~~555556% 0.000000% 0.~~254210~~625000% 0.~~070575~~065198% 0.~~000000~~035373% 0.~~088133~~564195% 0.000000% 0.~~158708~~664766% 150 Days 0.~~158881~~000000% 0.~~000000~~034722% 0.~~063553~~104167% 0.~~000000~~104167% 0.~~222434~~243056% 0.~~112446~~000000% 0.~~000000~~027933% 0.~~074899~~155436% 0.~~000000~~053001% 0.~~187344~~236369% 180+ Days 0.000000% 0.~~000000~~138889% 0.~~000000~~312500% 0.~~000000~~277778% 0.~~000000~~729167% 0.000000% 0.~~000000~~123745% 0.~~000000~~302707% 0.~~000000~~219367% 0.~~000000~~645818% Totals 32.~~400064~~083333% 0.~~000000~~277778% 01.~~190658~~111111% 0.~~000000~~381944% 3.~~590721~~854167% 32.~~450197~~263695% 0.~~000000~~291147% 01.~~163032~~168502% 0.~~000000~~272368% 3.~~613229~~995713% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 41 0 0 0 41 2559,~~922,400~~200.00 0.00 0.00 0.00 2559,~~922,400~~200.00 60 Days 10 0 0 0 10 ~~1,110,000~~0.00 0.00 0.00 0.00 ~~1,110,000~~0.00 90 Days 10 0 0 0 10 ~~457,600~~0.00 0.00 0.00 0.00 ~~457,600~~0.00 120 Days 10 0 0 0 10 ~~623,084~~0.4100 0.00 0.00 0.00 ~~623,084~~0.4100 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 01 0 01 0.00 0.00 0457,600.00 0.00 0457,600.00 Totals 71 0 01 0 72 5559,~~113,084~~200.4100 0.00 0457,600.00 0.00 51,~~113~~016,~~084~~800.4100 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~960784~~546448% 0.000000% 0.000000% 0.000000% 10.~~960784~~546448% 20.~~381192~~513034% 0.000000% 0.000000% 0.000000% 20.~~381192~~513034% 60 Days 0.~~490196~~000000% 0.000000% 0.000000% 0.000000% 0.~~490196~~000000% 0.~~904436~~000000% 0.000000% 0.000000% 0.000000% 0.~~904436~~000000% 90 Days 0.~~490196~~000000% 0.000000% 0.000000% 0.000000% 0.~~490196~~000000% 0.~~372856~~000000% 0.000000% 0.000000% 0.000000% 0.~~372856~~000000% 120 Days 0.~~490196~~000000% 0.000000% 0.000000% 0.000000% 0.~~490196~~000000% 0.~~507693~~000000% 0.000000% 0.000000% 0.000000% 0.~~507693~~000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.~~000000~~546448% 0.000000% 0.~~000000~~546448% 0.000000% 0.000000% 0.~~000000~~419822% 0.000000% 0.~~000000~~419822% Totals 30.~~431373~~546448% 0.000000% 0.~~000000~~546448% 0.000000% 31.~~431373~~092896% 40.~~166176~~513034% 0.000000% 0.~~000000~~419822% 0.000000% 40.~~166176~~932856% 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 12 0 0 0 12 ~~130~~339,~~500~~915.0078 0.00 0.00 0.00 ~~130~~339,~~500~~915.0078 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 01 0 12 63171,~~900~~150.00 0.00 063,900.00 0.00 63235,~~900~~050.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 23 0 01 0 24 ~~194~~511,~~400~~065.0078 0.00 063,900.00 0.00 ~~194~~574,~~400~~965.0078 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~507614~~063830% 0.000000% 0.000000% 0.000000% 01.~~507614~~063830% 0.~~177267~~482051% 0.000000% 0.000000% 0.000000% 0.~~177267~~482051% 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.~~507614~~531915% 0.000000% 0.~~000000~~531915% 0.000000% 01.~~507614~~063830% 0.~~086800~~242716% 0.000000% 0.~~000000~~090620% 0.000000% 0.~~086800~~333336% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.~~015228~~595745% 0.000000% 0.~~000000~~531915% 0.000000% 12.~~015228~~127660% 0.~~264066~~724768% 0.000000% 0.~~000000~~090620% 0.000000% 0.~~264066~~815387%

~~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 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 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~~180 ~~Feb~~-06 ~~0.000%~~209 ~~Mar-06~~21 06,890,074.~~000%~~30 ~~Apr-06~~ 0.~~000%~~500 ~~May-06~~14 05,510,390.~~000%~~54 ~~Jun-06~~ 0.~~000%~~901 *The210 ~~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 12239 ~~Month~~16 ~~REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~5,381,978.~~000%~~69 ~~Original Principal Balance~~ 0.00390 ~~Aug-05~~9 03,517,627.~~000%~~32 ~~Current Actual Balance~~ 0.00575 ~~Sep-05~~240 ~~0.000% Oct~~-05 ~~0.000%~~269 ~~Current~~14 ~~REO Total Nov-05 0~~3,773,834.~~000%~~29 ~~Loans in REO~~ 0 ~~Dec-05 0~~.~~000%~~274 ~~Original~~9 ~~Principal Balance 0~~3,158,459.0029 ~~Jan-06~~ 0.~~000%~~516 ~~Current~~270 ~~Actual Balance 0.00 Feb~~-06 ~~0.000%~~299 ~~Mar-06~~11 02,192,609.~~000%~~88 ~~Apr-06~~ 0.~~000%~~159 ~~May-06~~8 01,796,850.~~000%~~60 ~~Jun-06~~ 0.~~000%~~294 *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% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total ~~Nov-05~~62 018,238,497.~~000%~~16 ~~Loans in REO 0 Dec-05 0~~1.~~000%~~323 ~~Original~~40 ~~Principal Balance 0~~13,983,327.0075 ~~Jan-06 0~~2.000% 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.286

~~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~~7 ~~Payment~~1,379,683.76 ~~LTV~~0.235 at0 ~~Principal~~0.00 ~~Group~~0.000 ~~Number~~210 ~~REO~~- ~~Date~~239 ~~State~~6 ~~Origination~~1,406,751.37 ~~Balance~~0.239 No1 ~~REO~~457,600.00 ~~Loans~~0.420 ~~this~~240 ~~Period~~- 269 5 615,375.00 0.105 0 0.00 0.000 270 - 299 3 395,759.28 0.067 0 0.00 0.000 Total 21 3,797,569.41 0.646 1 457,600.00 0.420

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary (continued) Group II-3 ~~All~~Days ~~Mortgage~~Number ~~Loans~~of inOutstanding ~~REO~~Percentage ~~during~~of ~~Current~~Delinquent ~~Period~~Loans Actual Balance(~~continued~~%) ~~Current~~Balance($) ~~Paid~~180 ~~Current~~- ~~Approximate~~209 ~~Loan~~0 ~~Actual~~0.00 To0.000 ~~Months~~210 ~~Loan~~- ~~Delinquent~~239 ~~Group~~0 ~~Number~~0.00 ~~Balance~~0.000 ~~Date~~240 ~~Delinquent~~- ~~Rate~~269 ~~Interest~~0 No0.00 ~~REO~~0.000 ~~Loans~~270 ~~this~~- ~~Period~~299 0 0.00 0.000 Total 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 811 ~~Jul~~Dec-05 0.000% Original Principal Balance 13,~~802~~367,~~865~~370.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 13,~~801~~365,~~108~~283.1994 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 1627 ~~Dec~~May-0506 0.000% Original Principal Balance 36,~~393~~582,~~794~~307.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 36,~~391~~577,~~027~~562.5051 ~~Feb~~Jul-06 0.~~000~~027% ~~Mar~~Aug-06 0.~~000~~064% ~~Apr~~Sep-06 0.~~000~~147% ~~May~~Oct-06 0.~~099~~227% ~~Jun~~Nov-06 0.~~217~~477% *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 47 ~~Jul~~Dec-05 0.000% Original Principal Balance 12,~~229~~666,~~978~~578.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 12,~~228~~665,~~761~~241.1925 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 1016 ~~Dec~~May-0506 0.000% Original Principal Balance 24,~~334~~979,~~507~~028.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 24,~~332~~975,~~280~~972.5054 ~~Feb~~Jul-06 0.~~000~~058% ~~Mar~~Aug-06 0.~~000~~060% ~~Apr~~Sep-06 0.~~000~~196% ~~May~~Oct-06 0.~~148~~365% ~~Jun~~Nov-06 0.~~324~~814% *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 4 ~~Jul~~Dec-05 0.000% Original Principal Balance ~~572~~700,~~887~~792.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance ~~572~~700,~~347~~042.0069 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 611 ~~Dec~~May-0506 0.000% Original Principal Balance 1,~~059~~603,~~287~~279.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 1,~~058~~601,~~747~~589.0097 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.~~000~~087% ~~Apr~~Sep-06 0.~~000~~139% ~~May~~Oct-06 0.~~074~~150% ~~Jun~~Nov-06 0.~~163~~272% *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 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 Group I ~~0012952743~~0002367617 ~~May~~Oct-2006 01-Jan-2006 FLGA 9580.00 ~~170~~463,~~229~~200.00 Group I ~~0012971388~~0002436741 ~~Jun~~Oct-2006 01-Jan-2006 GA 75.00 116,250.00 Group I 0011777760 Nov-2006 01-Jan-2006 GA 75.00 1,214,250.00 Group I 0012963252 Nov-2006 01-Dec-2005 VAGA 85.00 134,725.00 Group I 0013003421 Sep-2006 01-Jan-2006 MI 80.00 ~~400~~116,000.00 Group I ~~0012999611~~0013021167 ~~Jun~~Sep-2006 01-Jan-2006 AZGA 7580.00 ~~138~~320,~~750~~000.00 Group I 0013023858 ~~Jun~~Nov-2006 01-Jan-2006 CO 70.00 234,028.00 Group I 0013068366 Nov-2006 01-Jan-2006 MA 80.00 236,000.00 Group I 0013091582 ~~May~~Sep-2006 01-Jan-2006 CA 80.00 436,000.00 Group I 0013101449 Nov-2006 01-Jan-2006 GA 75.00 287,625.00 Group I 0013127634 Nov-2006 01-Jan-2006 MN 80.00 400,000.00 Group I 0013128459 ~~May~~Jul-2006 01-Jan-2006 GA 80.00 200,000.00 Group I 0013153101 ~~May~~Jul-2006 01-Jan-2006 GA 80.00 140,800.00 Group I 0013203252 Nov-2006 01-Jan-2006 CO 79.98 159,950.00 Group I 0114331530 ~~Jun~~Oct-2006 01-Nov-2005 CA 80.00 457,200.00 Group I ~~0601347696~~0601350639 ~~May~~Jul-2006 01-Oct-2005 AL 90.00 9463,~~500~~000.00 Group III-1 ~~0601350639~~0002200852 ~~May~~Nov-2006 01-Jan-2006 IL 80.00 119,200.00 Group II-1 0002393680 Oct-~~2005~~2006 AL01-Jan-2006 90MI 80.00 6354,400.00 Group II-1 0002442513 Nov-2006 01-Jan-2006 MN 80.00 176,000.00 Group II-1 0012609723 Aug-2006 01-Oct-2005 GA 80.00 104,800.00 Group II-1 0012618526 ~~May~~Nov-2006 01-Sep-2005 AZ 80.00 316,000.00 Group II-1 0012960092 Nov-2006 01-Dec-2005 TX 80.00 89,592.00 Group II-1 0012984175 ~~Jun~~Aug-2006 01-Jan-2006 GA 85.00 134,725.00 Group II-1 0012999215 ~~Jun~~Sep-2006 01-Jan-2006 GA 85.00 134,725.00 Group II-1 0013005723 ~~Jun~~Aug-2006 01-Jan-2006 GA 85.00 134,725.00 Group II-1 0013043906 ~~May~~Sep-2006 01-Jan-2006 CO 80.00 170,400.00 Group II-1 0013195235 ~~Jun~~Aug-2006 01-Jan-2006 GA 80.00 168,712.00

~~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 Group I ~~0012952743~~0002367617 ~~170~~463,~~229~~200.00 01-Jan-2006 8 7.375% 27,020.00 Group I 0002436741 116,250.00 01-Dec-2005 59 87.~~000~~750% 57,~~408~~144.3050 Group I ~~0012971388~~0011777760 ~~400~~1,~~000~~214,250.00 01-~~Jan~~Mar-2006 46 7.750% 1259,~~291~~700.6564 Group I ~~0012999611~~0012963252 ~~138~~134,~~750~~255.28 01-Apr-2006 5 7.875% 5,860.99 Group I 0013003421 116,000.00 01-Dec-2005 9 8.000% 7,343.07 Group I 0013021167 320,000.00 01-Jan-2006 48 78.~~625~~125% 420,~~191~~666.4070 Group I 0013023858 234,028.00 01-Jan-2006 48 8.125% 15,114.30 Group I 0013068366 235,923.27 01-Feb-2006 7 7.750% 13,~~557~~049.1546 Group I 0013091582 436,000.00 01-Dec-2005 59 7.500% 1225,~~943~~887.7550 Group I 0013101449 287,625.00 01-Mar-2006 6 8.125% 14,860.64 Group I 0013127634 399,209.70 01-Mar-2006 6 8.125% 20,576.88 Group I 0013128459 ~~199~~200,~~862~~000.3600 01-Dec-2005 59 7.875% 612,~~236~~451.9874 Group I 0013153101 140,~~700~~800.6200 01-Dec-2005 59 7.750% 48,~~317~~619.4309 Group I ~~0114331530~~0013203252 ~~455~~159,~~983~~950.1900 01-~~Jan~~Feb-2006 47 67.625% 118,~~853~~697.0933 Group I ~~0601347696~~0114331530 94455,~~229~~983.2319 01-Jan-2006 48 78.~~750~~000% 224,~~891~~169.7772 Group I 0601350639 62,498.10 01-Jan-2006 48 7.625% 3,762.71 Group II-1 0002200852 119,~~885~~200.00 01-Jan-2006 8 6.500% 6,084.20 Group II-1 0002393680 54,241.00 01-Apr-2006 5 7.625% 2,288.77 Group II-1 0002442513 175,595.76 01-Mar-2006 6 7.375% 8,171.90 Group II-1 0012609723 104,559.28 01-Dec-2005 9 7.375% 6,072.74 Group II-1 0012618526 316,000.00 01-~~Dec~~Feb-~~2005~~2006 57 6.750% 815,~~393~~108.75 Group II-1 0012960092 89,246.93 01-Apr-2006 5 7.375% 3,635.53 Group II-1 0012984175 134,725.00 01-Jan-2006 48 7.250% 37,~~859~~718.3060 Group II-1 0012999215 134,725.00 01-Jan-2006 48 7.250% 37,~~859~~718.3060 Group II-1 0013005723 134,725.00 01-Jan-2006 48 7.250% 37,~~859~~718.3060 Group II-1 0013043906 170,400.00 01-Dec-2005 59 7.250% 49,~~881~~762.2550 Group II-1 0013195235 168,172.00 01-~~Jan~~Apr-2006 45 6.875% 46,~~554~~376.7058

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 025 ~~Jul~~Dec-05 0.000% Original Principal Balance 010,257,955.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 010,251,368.0095 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 298 ~~Dec~~May-0506 0.~~000~~099% Original Principal Balance ~~486~~35,~~950~~517,727.00 ~~Jan~~Jun-06 0.~~000~~217% Current Actual Balance ~~461~~35,~~668~~494,807.3495 ~~Feb~~Jul-06 0.~~027~~787% ~~Mar~~Aug-06 01.~~028~~088% ~~Apr~~Sep-06 01.~~028~~755% ~~May~~Oct-06 02.~~029~~252% ~~Jun~~Nov-06 02.~~030~~574% *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 09,096,355.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 09,090,282.0076 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 264 ~~Dec~~May-0506 0.~~000~~148% Original Principal Balance ~~486~~28,~~950~~120,069.00 ~~Jan~~Jun-06 0.~~000~~324% Current Actual Balance ~~461~~28,~~668~~102,229.3418 ~~Feb~~Jul-06 01.~~058~~171% ~~Mar~~Aug-06 01.~~060~~695% ~~Apr~~Sep-06 02.~~060~~974% ~~May~~Oct-06 03.~~062~~636% ~~Jun~~Nov-06 04.~~064~~595% *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 06 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,161,600.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 01,161,086.0019 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 032 ~~Dec~~May-0506 0.~~000~~074% Original Principal Balance 06,876,158.00 ~~Jan~~Jun-06 0.~~000~~163% Current Actual Balance 06,871,078.0077 ~~Feb~~Jul-06 0.~~000~~523% ~~Mar~~Aug-06 0.~~000~~495% ~~Apr~~Sep-06 0.~~000~~635% ~~May~~Oct-06 01.~~000~~126% ~~Jun~~Nov-06 01.~~000~~169% *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 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 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0457,600.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0457,600.00 ~~Feb~~Jul-06 0.~~000~~384% ~~Mar~~Aug-06 01.~~000~~347% ~~Apr~~Sep-06 01.~~000~~838% ~~May~~Oct-06 01.~~000~~845% ~~Jun~~Nov-06 0.~~000~~420% *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 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 01 ~~Dec~~May-0506 0.000% Original Principal Balance 063,900.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 063,900.00 ~~Feb~~Jul-06 0.~~000~~088% ~~Mar~~Aug-06 0.~~000~~090% ~~Apr~~Sep-06 0.~~000~~090% ~~May~~Oct-06 0.~~000~~090% ~~Jun~~Nov-06 0.~~000~~091% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~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~~0002367751 Jul-2006 01-Jan-2006 NJ 80.00 420,000.00 Group I ~~1304000712~~0002415583 Sep-2006 01-Jan-2006 AZ 80.00 324,000.00 Group I 0002415586 Sep-2006 01-Jan-2006 AZ 80.00 220,000.00 Group I 0002415953 Sep-2006 01-Jan-2006 NV 80.00 244,000.00 Group I 0002437712 Nov-2006 01-Jan-2006 MI 80.00 98,320.00 Group I 0002439587 Sep-2006 01-Jan-2006 IL 70.00 298,200.00 Group I 0002440638 Sep-2006 01-Jan-2006 CA 70.00 292,600.00 Group I 0002441696 Jul-2006 01-Jan-2006 WA 80.00 194,400.00 Group I 0002442148 Sep-2006 01-Jan-2006 CA 80.00 520,000.00 Group I 0002442346 Nov-2006 01-Jan-2006 TX 80.00 186,400.00 Group I 0011729274 Sep-2006 01-Oct-2005 CA 74.73 1,035,000.00 Group I 0011777968 Sep-2006 01-Jan-2006 FL 75.00 1,065,000.00 Group I 0012867875 Aug-2006 01-Jan-2006 FL 80.00 799,992.00 Group I 0012872735 Sep-2006 01-Jan-2006 CA 80.00 784,000.00 Group I 0012894069 Oct-2006 01-Jan-2006 FL 80.00 228,800.00 Group I 0012894242 Oct-2006 01-Jan-2006 FL 80.00 232,000.00 Group I 0012921953 Oct-2006 01-Nov-2005 GA 80.00 140,800.00 Group I 0012967022 Oct-2006 01-Dec-2005 TX 80.00 184,000.00 Group I 0012981288 Oct-2006 01-Dec-2005 OH 75.00 120,000.00 Group I 0012986014 Nov-2006 01-Jan-2006 GA 85.00 134,725.00 Group I 0012989851 Nov-2006 01-Jan-2006 CA 70.00 1,137,500.00 Group I 0012997334 Oct-2006 01-Dec-2005 MO 75.00 243,750.00 Group I 0013001987 Aug-2006 01-Jan-2006 UT 80.00 223,920.00 Group I 0013004973 Sep-2006 01-Dec-2005 NV 80.00 636,000.00 Group I 0013007943 Nov-2006 01-Jan-2006 NY 74.06 1,000,000.00 Group I 0013026349 Aug-2006 01-Feb-2006 CA 80.00 439,910.00 Group I 0013026687 Oct-2006 01-Dec-2005 CA 80.00 692,000.00 Group I 0013028337 Oct-2006 01-Jan-2006 TX 80.00 336,800.00 Group I 0013028626 Nov-2006 01-Dec-2005 CA 65.00 1,105,000.00 Group I 0013030283 Jul-~~2002~~2006 01-Jan-2006 FL 80.00 244,000.00 Group I 0013033204 Jul-2006 01-Dec-2005 IL 80.00 680,000.00 Group I 0013033253 Nov-2006 01-Jan-2006 CA 71.43 1,500,000.00 Group I 0013037817 Sep-2006 01-Jan-2006 FL 80.00 576,000.00 Group I 0013038583 Nov-2006 01-Jan-2006 TX 80.00 83,200.00 Group I 0013043989 Jul-2006 01-Jan-2006 NV 70.00 273,000.00 Group I 0013056312 Nov-2006 01-Jan-2006 TX 80.00 424,000.00 Group I 0013062971 Oct-2006 01-Feb-2006 NJ 80.00 264,000.00 Group I 0013066576 Nov-2006 01-Dec-2005 GA 9575.00 ~~177~~720,000.00 Group I 0013072160 Oct-2006 01-Jan-2006 UT 75.00 468,650.00 Group I ~~6452728790~~0013072186 Aug-2006 01-Aug-2005 NY 80.00 508,000.00 Group I 0013079074 Oct-2006 01-Jan-2006 CA 80.00 600,000.00 Group I 0013089420 Oct-2006 01-Jan-2006 CA 70.00 770,000.00 Group I 0013089982 Nov-2006 01-Jan-2006 FL 64.95 825,000.00 Group I 0013090220 Oct-2006 01-Jan-2006 CO 80.00 168,000.00 Group I 0013091269 Sep-2006 01-Jan-2006 FL 70.00 787,500.00 Group I 0013093950 Jul-2006 01-Jan-2006 FL 80.00 384,000.00 Group I 0013096292 Nov-2006 01-Jan-2006 IL 74.98 162,500.00 Group I 0013101167 Nov-2006 01-Jan-2006 CA 80.00 640,000.00 Group I 0013102082 Sep-2006 01-Feb-2006 MN 80.00 168,000.00 Group I 0013103601 Nov-2006 01-Jan-2006 WI 80.00 380,000.00 Group I 0013106794 Nov-2006 01-Jan-2006 MI 70.00 87,500.00 Group I 0013110960 Nov-2006 01-Jan-2006 CO 75.00 97,500.00 Group I 0013116629 Jul-2006 01-Jan-2006 NV 80.00 280,000.00 Group I 0013133525 Oct-2006 01-Jan-2006 VA 79.55 531,000.00 Group I 0013140066 Oct-2006 01-Feb-2006 FL 70.00 63,000.00 Group I 0013167887 Sep-~~2002~~2006 GA01-Jan-2006 NV 80.00 302,992.00 Group I 0013179601 Oct-2006 01-Jan-2006 VA 75.23 400,000.00 Group I 0013192968 Nov-2006 01-Jan-2006 OH 79.9862 ~~309~~51,750.00 Group I 0013205166 Oct-2006 01-Jan-2006 MN 80.00 272,000.00 Group I 0013217211 Aug-2006 01-Feb-2006 OH 74.01 90,300.00 Group I 0013952197 Jul-2006 01-Oct-2005 PA 75.00 1,462,500.00 Group I 0014065288 Nov-2006 01-Oct-2005 NJ 80.00 162,960.00 Group I 0014065627 Jul-2006 01-Nov-2005 DE 80.00 55,600.00 Group I 0014065882 Nov-2006 01-Nov-2005 MA 80.00 300,000.00 Group II-1 0002386600 Oct-2006 01-Oct-2005 CA 80.00 166,400.00 Group II-1 0002389811 Sep-2006 01-Oct-2005 CA 80.00 320,000.00 Group II-1 0002438277 Jul-2006 01-Jan-2006 FL 65.00 61,750.00 Group II-1 0002438844 Oct-2006 01-Jan-2006 PA 80.00 64,000.00 Group II-1 0006040729 Sep-2006 01-Nov-2005 FL 80.00 260,000.00 Group II-1 0012607560 Nov-2006 01-Nov-2005 AZ 80.00 128,800.00 Group II-1 0012653598 Jul-2006 01-Nov-2005 NJ 80.00 148,800.00 Group II-1 0012894499 Oct-2006 01-Dec-2005 CO 80.00 280,000.00 Group II-1 0012894572 Oct-2006 01-Dec-2005 CO 80.00 328,000.00 Group II-1 0012896668 Aug-2006 01-Dec-2005 FL 80.00 189,288.00 Group II-1 0012928909 Oct-2006 01-Jan-2006 CO 79.98 101,500.00 Group II-1 0012939732 Nov-2006 01-Jan-2006 CA 80.00 328,000.00 Group II-1 0012945648 Oct-2006 01-Dec-2005 CA 80.00 272,000.00 Group II-1 0012947685 Oct-2006 01-Dec-2005 NV 80.00 272,000.00 Group II-1 0012967543 Sep-2006 01-Jan-2006 VA 80.00 320,000.00 Group II-1 0012968905 Nov-2006 01-Dec-2005 WI 65.00 83,200.00 Group II-1 0012969366 Jul-2006 01-Dec-2005 PA 80.00 159,200.00 Group II-1 0012982385 Nov-2006 01-Dec-2005 GA 80.00 129,600.00 Group II-1 0012985974 Sep-2006 01-Jan-2006 NY 65.00 286,000.00 Group II-1 0013021886 Nov-2006 01-Jan-2006 VA 80.00 320,000.00 Group II-1 0013042478 Oct-2006 01-Jan-2006 GA 80.00 141,600.00 Group II-1 0013057518 Oct-2006 01-Jan-2006 CO 80.00 317,600.00 Group II-1 0013059563 Oct-2006 01-Dec-2005 CA 74.93 359,650.00 Group II-1 0013066063 Oct-2006 01-Jan-2006 TN 77.91 116,800.00 Group II-1 0013107834 Oct-2006 01-Jan-2006 CO 75.00 187,500.00 Group II-1 0013115548 Jul-2006 01-Feb-2006 PA 80.00 200,720.00 Group II-1 0013116355 Oct-2006 01-Jan-2006 VA 80.00 200,000.00 Group II-1 0013122015 Oct-2006 01-Feb-2006 TX 80.00 276,000.00 Group II-1 0013122734 Oct-2006 01-Feb-2006 TX 80.00 276,000.00 Group II-1 0013138755 Oct-2006 01-Jan-2006 MI 75.00 75,750.00 Group II-1 0013159074 Nov-2006 01-Jan-2006 CO 80.00 172,000.00 Group II-1 0013177134 Jul-2006 01-Jan-2006 NV 80.00 334,000.00 Group II-2 0587253006 Jul-2006 01-Nov-2005 CA 80.00 457,600.00 Group II-3 0012986626 Jul-2006 01-Dec-2005 MI 63.95 63,900.00

~~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 0002367751 420,000.00 01-Jan-2006 8 7.250% 24,062.50 Group I ~~1304000712~~0002415583 ~~169~~324,~~839~~000.00 01-Apr-2006 5 7.875% 14,175.00 Group I 0002415586 220,000.00 01-Apr-2006 5 7.875% 9,625.00 Group I 0002415953 244,000.00 01-Mar-2006 6 7.625% 11,793.36 Group I 0002437712 98,320.00 01-Jun-2006 3 8.000% 3,123.70 Group I 0002439587 297,595.72 01-Mar-2006 6 8.000% 15,090.97 Group I 0002440638 292,600.00 01-Mar-2006 6 8.000% 14,873.84 Group I 0002441696 194,400.00 01-Feb-2006 7 7.875% 10,935.00 Group I 0002442148 518,087.00 01-Apr-2006 5 7.875% 22,666.35 Group I 0002442346 185,460.99 01-Jul-2006 2 7.750% 4,554.16 Group I 0011729274 1,035,000.00 01-Apr-2006 5 7.625% 43,771.84 Group I 0011777968 1,065,000.00 01-Apr-2006 5 7.625% 45,040.66 Group I 0012867875 799,980.25 01-Mar-2006 6 8.125% 41,332.39 Group I 0012872735 783,460.46 01-Apr-2006 5 7.875% 34,276.41 Group I 0012894069 228,800.00 01-May-2006 04 7.875% 8,580.00 Group I 0012894242 232,000.00 01-May-2006 4 7.875% 8,700.00 Group I 0012921953 140,600.60 01-Dec-2005 9 7.750% 8,606.39 Group I 0012967022 184,000.00 01-May-2006 4 7.750% 6,784.98 Group I 0012981288 120,000.00 01-Apr-2006 5 7.750% 5,162.50 Group I 0012986014 134,159.48 01-Jun-2006 3 7.875% 4,186.44 Group I 0012989851 1,137,500.00 01-Jun-2006 3 7.375% 33,177.10 Group I 0012997334 243,750.00 01-Apr-2006 5 7.625% 10,308.62 Group I 0013001987 223,919.87 01-Mar-2006 6 7.875% 11,196.00 Group I 0013004973 636,000.00 01-Apr-2006 5 7.875% 27,825.00 Group I 0013007943 1,~~862~~000,000.00 01-Jun-2006 3 7.000% 27,604.15 Group I 0013026349 439,910.00 01-Mar-2006 6 8.125% 22,728.72 Group I 0013026687 691,998.74 01-May-2006 4 6.875% 22,489.92 Group I 0013028337 336,800.00 01-May-2006 4 7.750% 12,419.52 Group I 0013028626 1,105,000.00 01-May-2006 4 6.375% 33,150.00 Group I 0013030283 243,679.70 01-Feb-2006 7 8.125% 14,125.66 Group I 0013033204 680,000.00 01-Jan-2006 8 7.875% 42,500.00 Group I 0013033253 1,500,000.00 01-Jun-2006 3 8.125% 48,437.50 Group I 0013037817 576,000.00 01-Apr-2006 5 7.875% 25,200.00 Group I ~~6452728790~~0013038583 ~~291~~82,~~828~~924.14 01-May-2006 4 8.125% 3,207.81 Group I 0013043989 273,000.00 01-Mar-2006 6 8.000% 13,877.52 Group I 0013056312 424,000.00 01-Feb-2006 7 7.500% 22,657.50 Group I 0013062971 263,491.50 01-Apr-2006 5 8.250% 12,080.19 Group I 0013066576 720,000.00 01-May-2006 4 7.625% 26,100.00 Group I 0013072160 468,650.00 01-May-2006 4 8.250% 18,453.08 Group I 0013072186 508,000.00 01-Mar-2006 6 7.875% 23,706.68 Group I 0013079074 599,978.72 01-May-2006 4 8.250% 23,624.16 Group I 0013089420 770,000.00 01-Apr-2006 5 7.125% 30,318.75 Group I 0013089982 821,268.50 01-Jun-2006 3 7.500% 24,343.44 Group I 0013090220 168,000.00 01-May-2006 4 7.625% 6,090.00 Group I 0013091269 787,500.00 01-Apr-2006 5 8.000% 35,027.37 Group I 0013093950 384,000.00 01-Jan-2006 8 7.875% 24,000.00 Group I 0013096292 162,500.00 01-Jul-2006 2 8.000% 4,130.20 Group I 0013101167 639,808.33 01-Jun-2006 3 8.125% 20,660.50 Group I 0013102082 168,000.00 01-Apr-2006 5 7.875% 7,350.00 Group I 0013103601 380,000.00 01-Jun-2006 3 8.125% 12,270.85 Group I 0013106794 87,140.75 01-Jun-2006 3 8.250% 2,855.45 Group I 0013110960 97,500.00 01-Jun-2006 3 8.125% 3,148.45 Group I 0013116629 280,000.00 01-Mar-2006 6 7.875% 14,000.00 Group I 0013133525 531,000.00 01-May-2006 4 7.500% 18,916.86 Group I 0013140066 62,806.46 01-May-2006 4 7.375% 2,193.89 Group I 0013167887 302,992.00 01-Apr-2006 5 7.625% 12,813.99 Group I 0013179601 400,000.00 01-May-2006 4 7.875% 15,000.00 Group I 0013192968 51,750.00 01-Jun-2006 (3 7.250% 1),482.45 Group I 0013205166 270,771.05 01-May-2006 4 7.875% 10,135.45 Group I 0013217211 90,300.00 01-Mar-2006 6 7.625% 4,364.48 Group I 0013952197 1,456,435.66 01-Feb-2006 7 7.000% 72,117.97 Group I 0014065288 162,950.57 01-Apr-2006 5 8.500% 7,723.18 Group I 0014065627 55,438.69 01-Feb-2006 7 8.375% 3,317.63 Group I 0014065882 300,000.00 01-Apr-2006 5 8.375% 14,000.00 Group II-1 0002386600 166,394.67 01-May-2006 4 6.875% 5,407.80 Group II-1 0002389811 320,000.00 01-Mar-2006 6 7.000% 14,133.36 Group II-1 0002438277 61,750.00 01-Feb-2006 7 7.500% 3,299.76 Group II-1 0002438844 63,707.58 01-May-2006 4 6.500% 1,946.47 Group II-1 0006040729 259,999.48 01-Apr-2006 5 6.875% 10,351.25 Group II-1 0012607560 128,800.00 01-Jun-2006 3 7.250% 3,689.60 Group II-1 0012653598 148,800.00 01-Feb-2006 7 7.500% 7,951.50 Group II-1 0012894499 280,000.00 01-May-2006 4 7.125% 9,450.00 Group II-1 0012894572 328,~~400~~000.1500 01-May-2006 4 7.125% 11,070.00 Group II-1 0012896668 189,288.00 01-Mar-2006 6 7.250% 8,675.76 Group II-1 0012928909 101,500.00 01-May-2006 4 6.625% 3,171.84 Group II-1 0012939732 328,000.00 01-Jun-2006 3 7.625% 9,908.35 Group II-1 0012945648 272,000.00 01-Feb-2006 7 7.500% 14,535.00 Group II-1 0012947685 272,000.00 01-May-2006 4 6.875% 8,839.98 Group II-1 0012967543 320,000.00 01-Apr-2006 5 7.500% 13,300.00 Group II-1 0012968905 82,686.19 01-Jun-2006 3 7.000% 2,278.53 Group II-1 0012969366 158,405.54 01-May-2006 4 7.000% 5,235.89 Group II-1 0012982385 129,600.00 01-Mar-2006 6 6.875% 5,616.00 Group II-1 0012985974 286,000.00 01-Mar-2006 6 7.000% 12,631.60 Group II-1 0013021886 320,000.00 01-Jun-2006 3 7.250% 9,166.65 Group II-1 0013042478 141,600.00 01-May-2006 4 7.625% 5,133.00 Group II-1 0013057518 317,600.00 01-May-2006 4 7.125% 10,719.00 Group II-1 0013059563 357,810.95 01-May-2006 4 6.875% 11,603.26 Group II-1 0013066063 115,396.48 01-May-2006 4 7.125% 3,894.66 Group II-1 0013107834 187,498.96 01-May-2006 4 7.500% 6,679.68 Group II-1 0013115548 200,551.37 01-Feb-2006 7 6.875% 9,743.36 Group II-1 0013116355 199,999.55 01-May-2006 4 6.500% 6,124.98 Group II-1 0013122015 276,000.00 01-May-2006 4 7.000% 9,142.50 Group II-1 0013122734 276,000.00 01-May-2006 4 7.000% 9,142.50 Group II-1 0013138755 75,690.00 01-May-2006 4 7.125% 2,554.56 Group II-1 0013159074 172,000.00 01-Mar-2006 6 7.000% 7,596.64 Group II-1 0013177134 334,000.00 01-Apr-2006 5 6.250% 11,446.40 Group II-2 0587253006 457,600.00 01-Feb-2006 7 6.375% 20,592.00 Group II-3 0012986626 63,900.00 01-Jun-2006 3 6.750% 1,697.35

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Realized~~Summary ~~Loss~~12 ~~Detail~~Month ~~Report~~Bankruptcy -History* New Bankruptcy Loans ~~with~~Month ~~Losses~~Bankruptcy ~~during~~Percentage Loans in Bankruptcy 5 Dec-05 0.000% Original Principal Balance 1,293,625.00 Jan-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance #1,293,614.25 ~~Loans~~Feb-06 ~~Prior~~0.027% ~~Realized~~Mar-06 0.028% Current ~~with~~Bankruptcy ~~Actual~~Total ~~Loss/(Gain)~~Apr-06 ~~Loss~~0.028% ~~Group~~Loans ~~Losses~~in Bankruptcy 15 May-06 0.029% Original Principal Balance ~~Amount~~3,712,125.00 ~~Percentage~~Jun-06 0.030% Current Actual Balance 3,703,744.56 Jul-06 0.067% Aug-06 0.072% Sep-06 0.106% Oct-06 0.177% Nov-06 0.269% *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 012 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Dec-05 0.000% Original Principal Balance 473,500.00 Jan-06 0.000% Current Actual Balance 473,500.00 Feb-06 0.058% Mar-06 0.060% Current Bankruptcy Total Apr-06 0.060% Loans in Bankruptcy 7 May-06 0.062% Original Principal Balance 2,000,100.00 Jun-06 0.064% Current Actual Balance 1,991,730.31 Jul-06 0.117% Aug-06 0.128% Sep-06 0.116% Oct-06 0.255% Nov-06 0.326% *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-1 012 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Dec-05 0.000% Original Principal Balance 820,125.00 Jan-06 0.000% Current Actual Balance 820,114.25 Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 8 May-06 0.000% Original Principal Balance 1,712,025.00 Jun-06 0.000% Current Actual Balance 1,712,014.25 Jul-06 0.034% Aug-06 0.034% Sep-06 0.129% Oct-06 0.148% Nov-06 0.291% *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 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-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.

~~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~~0012971388 ~~Term~~Nov-2006 No01-Dec-2005 ~~Losses~~VA ~~this~~80.00 ~~Period~~400,000.00 Group I 0012999611 Jul-2006 01-Jan-2006 AZ 75.00 138,750.00 Group I 0013108329 Aug-2006 01-Jan-2006 AZ 80.00 347,800.00 Group I 0013112560 Nov-2006 01-Dec-2005 KY 75.00 73,500.00 Group I 0013137393 Oct-2006 01-Jan-2006 VA 80.00 702,400.00 Group I 0013166228 Oct-2006 01-Jan-2006 IL 80.00 160,000.00 Group I 1304000712 Feb-2006 01-Jul-2002 GA 95.00 177,650.00 Group II-1 0002388898 Oct-2006 01-Nov-2005 GA 80.00 107,200.00 Group II-1 0002435193 Jul-2006 01-Dec-2005 GA 80.00 92,000.00 Group II-1 0002442509 Jul-2006 01-Jan-2006 WA 80.00 120,800.00 Group II-1 0012678744 Nov-2006 01-Oct-2005 GA 80.00 284,000.00 Group II-1 0013094412 Nov-2006 01-Jan-2006 GA 80.00 208,000.00 Group II-1 0013100730 Nov-2006 01-Feb-2006 CA 80.00 328,125.00 Group II-1 0013195102 Sep-2006 01-Jan-2006 GA 79.98 164,250.00 Group II-1 0013236567 Sep-2006 01-Feb-2006 VA 79.98 407,650.00

~~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~~0012971388 ~~this~~400,000.00 ~~Period~~01-Feb-2006 7 7.750% 22,124.97 Group I 0012999611 138,750.00 01-Jan-2006 8 7.625% 8,382.80 Group I 0013108329 347,800.00 01-Feb-2006 7 7.625% 18,911.61 Group I 0013112560 73,500.00 01-Sep-2006 0 8.000% 934.06 Group I 0013137393 702,400.00 01-Aug-2006 1 5.625% 9,219.00 Group I 0013166228 160,000.00 01-Mar-2006 6 7.875% 8,000.00 Group I 1304000712 169,280.31 01-Aug-2006 1 7.500% 3,149.49 Group II-1 0002388898 107,200.00 01-Mar-2006 6 6.875% 4,645.36 Group II-1 0002435193 92,000.00 01-Jan-2006 8 6.375% 4,600.00 Group II-1 0002442509 120,800.00 01-Dec-2005 9 7.500% 7,172.50 Group II-1 0012678744 283,989.25 01-Jun-2006 3 7.125% 7,987.03 Group II-1 0013094412 208,000.00 01-May-2006 4 7.250% 7,150.02 Group II-1 0013100730 328,125.00 01-Jun-2006 3 6.875% 8,886.70 Group II-1 0013195102 164,250.00 01-Apr-2006 5 7.250% 6,587.07 Group II-1 0013236567 407,650.00 01-Feb-2006 7 7.250% 21,019.50

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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% 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 710013104005 27323,~~144,143~~200.00 ~~26,837,589~~8.07125% 0MN 080.00 ~~0.00~~360 Group ~~II-1~~I 490013127303 10374,~~552,826~~250.00 ~~10,546,939~~8.12125% 0UT 075.00 ~~0.00~~360 Group ~~II-2~~I 20013183751 1236,~~068,392~~000.00 ~~1,068,391~~7.99875% 0CA 080.00 ~~0.00~~360 Group ~~II-3~~I 20601347696 ~~712~~94,~~000~~500.00 ~~712,000~~7.00750% 0AL 090.00 ~~0.00 Total 124 39,477,361.00 39,164,920.18 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 00013104005 0.00 038,373.0036 ~~0 0.00 0.00 162~~38,~~773~~373.6436 Group ~~II-1~~I 00013127303 0.00 019,240.0061 ~~0 0.00 0.00 133~~19,~~197~~240.3061 Group ~~II-2~~I 00013183751 0.00 018,085.0052 ~~0 0.00 0.00 10~~18,~~948~~085.1652 Group ~~II-3~~I 00601347696 094,229.0023 ~~0.00 0 0.00 0.00 11~~18,~~902~~432.6616 ~~Total 0 0.00 0.00 0 0.00 0.00 318~~18,~~821~~432.7616

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I 0002294400 TX 61.09 01-Dec-2005 157,050.00 157,050.00 Group I 0002351558 MD 80.00 01-Jan-2006 473,448.00 473,447.34 Group I 0002369744 OH 80.00 01-Jan-2006 84,000.00 83,968.75 Group I 0002394699 UT 80.00 01-Jan-2006 556,000.00 556,000.00 Group I 0002415831 TX 80.00 01-Jan-2006 68,000.00 68,000.00 Group I 0002435780 NV 80.00 01-Dec-2005 320,000.00 320,000.00 Group I 0002436433 GA 80.00 01-Jan-2006 308,000.00 308,000.00 Group I 0002438936 IL 70.00 01-Dec-2005 63,000.00 62,690.50 Group I 0002439501 CA 80.00 01-Jan-2006 432,000.00 432,000.00 Group I 0002440124 VA 78.04 01-Jan-2006 318,000.00 317,936.60 Group I 0005918305 IA 37.34 01-May-2002 354,870.00 147,875.66 Group I 0006185565 CO 79.68 01-Nov-2001 374,500.00 369,110.66 Group I 0011666864 AZ 80.00 01-Aug-2005 631,636.00 631,636.00 Group I 0011734605 CA 64.62 01-Sep-2005 1,696,500.00 1,696,500.00 Group I 0011771359 AZ 80.00 01-Jan-2006 181,600.00 181,598.91 Group I 0011773736 AZ 80.00 01-Jan-2006 154,000.00 154,000.00 Group I 0011774866 AZ 80.00 01-Jan-2006 372,000.00 371,999.97 Group I 0011777521 AZ 79.34 01-Jan-2006 621,100.00 621,100.00 Group I 0011778677 VA 70.00 01-Jan-2006 629,300.00 629,300.00 Group I 0011912409 MN 80.00 01-Sep-2005 112,480.00 112,480.00 Group I 0012697835 WA 80.00 01-Nov-2005 129,600.00 129,600.00 Group I 0012890869 VA 80.00 01-Jan-2006 444,049.00 444,049.00 Group I 0012904033 AZ 80.00 01-Dec-2005 214,000.00 214,000.00 Group I 0012988317 CA 80.00 01-Dec-2005 381,392.00 381,392.00 Group I 0013002225 NC 80.00 01-Dec-2005 232,000.00 230,831.32 Group I 0013018254 CA 80.00 01-Feb-2006 440,000.00 440,000.00 Group I 0013025531 CA 80.00 01-Dec-2005 880,000.00 880,000.00 Group I 0013025887 MD 75.00 01-Jan-2006 176,250.00 176,250.00 Group I 0013038369 VA 80.00 01-Jan-2006 456,512.00 456,512.00 Group I 0013039003 MD 80.00 01-Jan-2006 536,943.00 536,938.00 Group I 0013043450 VA 79.76 01-Jan-2006 443,600.00 443,600.00 Group I 0013066949 CA 58.81 01-Dec-2005 1,000,000.00 1,000,000.00 Group I 0013067129 SC 33.11 01-Dec-2005 255,000.00 240,000.00 Group I 0013068572 NJ 70.00 01-Jan-2006 273,000.00 273,000.00 Group I 0013071808 SC 74.77 01-Dec-2005 344,000.00 344,000.00 Group I 0013072178 MA 57.50 01-Aug-2005 862,500.00 862,500.00 Group I 0013072715 MN 70.00 01-Jan-2006 224,000.00 224,000.00 Group I 0013074687 VA 75.00 01-Jan-2006 308,250.00 308,250.00 Group I 0013075171 FL 75.00 01-Jan-2006 169,950.00 169,950.00 Group I 0013075635 AZ 75.00 01-Jan-2006 641,250.00 641,250.00 Group I 0013078993 AZ 79.58 01-Jan-2006 430,536.00 430,535.99 Group I 0013084017 FL 80.00 01-Jan-2006 132,000.00 132,000.00 Group I 0013091384 AZ 80.00 01-Dec-2005 200,000.00 200,000.00 Group I 0013109723 AZ 80.00 01-Feb-2006 545,571.00 545,382.62 Group I 0013116876 MN 80.00 01-Dec-2005 176,000.00 176,000.00 Group I 0013118765 FL 80.00 01-Jan-2006 184,000.00 184,000.00 Group I 0013120803 VA 80.00 01-Jan-2006 288,208.00 288,207.73 Group I 0013135645 AZ 80.00 01-Feb-2006 351,200.00 351,200.00 Group I 0013139639 MD 80.00 01-Feb-2006 696,000.00 695,999.15 Group I 0013155866 AZ 80.00 01-Dec-2005 167,454.00 167,454.00 Group I 0013164181 CA 80.00 01-Jan-2006 392,000.00 392,000.00 Group I 0013175682 GA 80.00 01-Jan-2006 191,920.00 191,920.00 Group I 0013226089 CA 80.00 01-Dec-2005 720,000.00 720,000.00 Group I 0013232210 FL 80.00 01-Feb-2006 83,200.00 83,200.00 Group I 0014063192 MA 67.76 01-Aug-2005 225,000.00 222,860.09 Group I 0014065403 CT 80.00 01-Nov-2005 151,920.00 151,085.19 Group I 0014065478 NJ 80.00 01-Sep-2005 120,000.00 120,000.00 Group I 0014065536 FL 90.00 01-Oct-2005 242,910.00 240,826.15 Group I 0014065593 PA 79.48 01-Oct-2005 184,200.00 184,200.00 Group I 0014065684 ME 80.00 01-Sep-2005 206,400.00 206,400.00 Group I 0014065965 NJ 80.00 01-Nov-2005 444,000.00 441,737.45 Group I 0014066369 MA 79.98 01-Sep-2005 294,700.00 294,700.00 Group I 0062272895 CA 77.56 01-Oct-2002 415,000.00 392,994.26 Group I 0091239706 AZ 80.00 01-May-2005 465,000.00 457,326.28 Group I 0100299596 CA 80.00 01-Sep-2005 430,574.00 425,762.70 Group I 0108582258 CA 80.00 01-Nov-2005 480,320.00 475,527.72 Group I 0110295001 CA 80.00 01-Sep-2005 428,000.00 424,035.15 Group I 0112611081 NJ 79.26 01-Nov-2005 428,000.00 423,899.60 Group I 0119996058 CA 74.62 01-Nov-2005 731,250.00 725,860.16 Group I 0569969476 CA 74.25 01-Dec-2005 620,000.00 620,000.00 Group I 6554103215 TX 63.33 01-Sep-2002 399,000.00 376,758.79 Group II-1 0002239360 AZ 80.00 01-Jan-2006 180,000.00 180,000.00 Group II-1 0002391025 WA 80.00 01-Dec-2005 178,912.00 178,912.00 Group II-1 0002392970 MD 80.00 01-Jan-2006 265,600.00 265,600.00 Group II-1 0002393974 OR 80.00 01-Dec-2005 180,000.00 180,000.00 Group II-1 0002434916 OK 74.98 01-Dec-2005 283,850.00 282,151.69 Group II-1 0002438747 CA 75.00 01-Dec-2005 367,500.00 366,850.41 Group II-1 0002438749 AZ 80.00 01-Dec-2005 144,593.00 144,593.00 Group II-1 0002440827 WA 70.00 01-Jan-2006 217,000.00 217,000.00 Group II-1 0009971235 FL 65.00 01-Nov-2005 137,150.00 137,150.00 Group II-1 0011211562 FL 74.84 01-Sep-2005 245,300.00 245,300.00 Group II-1 0011767696 WA 80.00 01-Jan-2006 138,640.00 138,639.99 Group II-1 0011771607 AZ 75.00 01-Jan-2006 249,000.00 248,300.00 Group II-1 0011781168 MA 80.00 01-Jan-2006 240,000.00 238,935.77 Group II-1 0012694907 AZ 80.00 01-Dec-2005 176,000.00 176,000.00 Group II-1 0012888517 MD 80.00 01-Dec-2005 157,600.00 157,600.00 Group II-1 0012898789 CA 80.00 01-Dec-2005 415,536.00 415,516.00 Group II-1 0012907978 AZ 70.00 01-Dec-2005 122,500.00 122,500.00 Group II-1 0012911780 IL 80.00 01-Dec-2005 268,960.00 268,960.00 Group II-1 0012927984 AZ 80.00 01-Jan-2006 168,676.00 168,676.00 Group II-1 0012930368 MD 80.00 01-Dec-2005 324,000.00 324,000.00 Group II-1 0012930822 MD 80.00 01-Dec-2005 104,000.00 104,000.00 Group II-1 0012931143 CO 80.00 01-Dec-2005 244,670.00 244,670.00 Group II-1 0012942389 AZ 80.00 01-Dec-2005 247,244.00 247,243.99 Group II-1 0012946711 MD 80.00 01-Jan-2006 61,600.00 61,600.00 Group II-1 0012952586 NV 80.00 01-Dec-2005 229,627.00 229,602.00 Group II-1 0012973020 FL 75.00 01-Jan-2006 236,175.00 236,175.00 Group II-1 0013001482 CO 80.00 01-Dec-2005 171,200.00 171,200.00 Group II-1 0013002449 IL 65.00 01-Jan-2006 77,935.00 77,546.10 Group II-1 0013009428 VA 77.25 01-Dec-2005 400,000.00 399,999.70 Group II-1 0013026646 FL 75.00 01-Dec-2005 345,000.00 344,995.00 Group II-1 0013026885 TX 80.00 01-Jan-2006 63,200.00 62,921.12 Group II-1 0013036835 FL 90.00 01-Jan-2006 171,855.00 170,920.94 Group II-1 0013039797 NV 80.00 01-Jan-2006 280,232.00 280,231.95 Group II-1 0013076393 CO 80.00 01-Jan-2006 333,100.00 333,100.00 Group II-1 0013098520 FL 75.00 01-Jan-2006 315,000.00 315,000.00 Group II-1 0013101191 FL 70.00 01-Dec-2005 134,400.00 134,390.00 Group II-1 0013111299 GA 75.00 01-Jan-2006 221,250.00 221,249.24 Group II-1 0013121454 FL 80.00 01-Dec-2005 136,000.00 136,000.00 Group II-1 0013125646 CA 74.06 01-Jan-2006 400,000.00 399,888.97 Group II-1 0013136437 AZ 80.00 01-Dec-2005 156,893.00 156,893.00 Group II-1 0013145099 NJ 80.00 01-Jan-2006 187,920.00 187,920.00 Group II-1 0013152939 MD 79.98 01-Jan-2006 230,400.00 230,400.00 Group II-1 0013175732 GA 79.98 01-Jan-2006 90,950.00 90,950.00 Group II-1 0013192802 CA 75.00 01-Jan-2006 270,000.00 270,000.00 Group II-1 0013319306 NV 80.00 01-Feb-2006 202,000.00 202,000.00 Group II-1 0579309584 WA 79.98 01-Dec-2005 272,200.00 272,200.00 Group II-1 0579365883 MD 80.00 01-Dec-2005 116,800.00 116,048.73 Group II-1 0579366588 MD 60.70 01-Dec-2005 255,000.00 255,000.00 Group II-1 0588442707 SC 80.00 01-Dec-2005 137,358.00 137,307.99 Group II-2 0013037924 CA 80.00 01-Jan-2006 468,392.00 468,391.99 Group II-2 0601360946 IL 80.00 01-Dec-2005 600,000.00 600,000.00 Group II-3 0012925129 AZ 80.00 01-Dec-2005 236,000.00 236,000.00 Group II-3 0569536588 NY 80.00 01-Oct-2005 476,000.00 476,000.00

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 0002294400 Loan~~ Paid inIn Full 0Repurchased ~~5.375%~~Loans ~~360~~Original 6Current ~~Group~~Original ICurrent ~~0002351558~~Principal ~~Loan~~Scheduled ~~Paid~~Principal inScheduled ~~Full 0 7.250% 360 5~~ Group ICount ~~0002369744~~Balance ~~Loan~~Balance ~~Paid~~Count inBalance ~~Full~~Balance ~~(1) 8.125% 360 5~~ Group I ~~0002394699~~74 ~~Loan Paid in Full 0 8~~21,642,847.~~000%~~00 ~~360 5 Group I 0002415831 Loan Paid in Full (2) 7~~20,675,370.~~750%~~78 ~~360 5 Group I 0002435780 Loan Paid in Full~~ 0 ~~7.750% 360 6 Group I 0002436433 Loan Paid in Full~~ 0 7.~~875%~~00 ~~360 5 Group I 0002438936 Loan Paid in Full~~ 0 7.~~875%~~00 ~~360 6~~ Group I 0002439501 Loan Paid in Full 0 7.875% 360 5 Group I 0002440124 Loan Paid in Full 0 7.750% 360 5 Group I 0005918305 Loan Paid in Full (1) 5.875% 360 49 Group I 0006185565 Loan Paid in Full 0 6.625% 360 55 Group I 0011666864 Loan Paid in Full 0 6.500% 360 10 Group I 0011734605 Loan Paid in Full 1 6.875% 360 9 Group I 0011771359 Loan Paid in Full 0 8.000% 360 5 Group I 0011773736 Loan Paid in Full 0 7.625% 360 5 Group I 0011774866 Loan Paid in Full 0 7.625% 360 5 Group I 0011777521 Loan Paid in Full 0 7.625% 360 5 Group I 0011778677 Loan Paid in Full 0 7.875% 360 5 Group I 0011912409 Loan Paid in Full 0 7.375% 360 9 Group I 0012697835 Loan Paid in Full 0 7.625% 360 7 Group I 0012890869 Loan Paid in Full 0 7.000% 360 5 Group I 0012904033 Loan Paid in Full 0 7.750% 360 6 Group I 0012988317 Loan Paid in Full 0 7.625% 360 6 Group I 0013002225 Loan Paid in Full (1) 7.750% 360 6 Group I 0013018254 Loan Paid in Full 0 8.125% 360 4 Group I 0013025531 Loan Paid in Full 0 7.000% 360 6 Group I 0013025887 Loan Paid in Full 0 7.625% 360 5 Group I 0013038369 Loan Paid in Full 0 7.500% 360 5 Group I 0013039003 Loan Paid in Full 0 8.125% 360 5 Group I 0013043450 Loan Paid in Full 0 8.125% 360 5 Group I 0013066949 Loan Paid in Full 0 6.625% 360 6 Group I 0013067129 Loan Paid in Full 0 6.750% 300 6 Group I 0013068572 Loan Paid in Full 0 7.625% 360 5 Group I 0013071808 Loan Paid in Full 0 6.625% 300 6 Group I 0013072178 Loan Paid in Full 0 6.875% 360 10 Group I 0013072715 Loan Paid in Full 0 8.250% 360 5 Group I 0013074687 Loan Paid in Full (1) 7.750% 360 5 Group I 0013075171 Loan Paid in Full 0 7.875% 360 5 Group I 0013075635 Loan Paid in Full 0 7.250% 360 5 Group I 0013078993 Loan Paid in Full 0 7.625% 360 5 Group I 0013084017 Loan Paid in Full 0 7.375% 360 5 Group I 0013091384 Loan Paid in Full 0 7.875% 360 6 Group I 0013109723 Loan Paid in Full 0 7.125% 360 4 Group I 0013116876 Loan Paid in Full 0 7.875% 360 6 Group I 0013118765 Loan Paid in Full 0 7.625% 360 5 Group I 0013120803 Loan Paid in Full 0 7.875% 360 5 Group I 0013135645 Loan Paid in Full 0 7.500% 360 4 Group I 0013139639 Loan Paid in Full 0 7.250% 360 4 Group I 0013155866 Loan Paid in Full (1) 7.875% 360 6 Group I 0013164181 Loan Paid in Full 0 7.625% 360 5 Group I 0013175682 Loan Paid in Full 0 7.875% 360 5 Group I 0013226089 Loan Paid in Full 1 7.500% 360 6 Group I 0013232210 Loan Paid in Full 0 7.500% 360 4 Group I 0014063192 Loan Paid in Full 0 6.875% 360 10 Group I 0014065403 Loan Paid in Full 0 8.000% 360 7 Group I 0014065478 Loan Paid in Full 0 8.125% 360 9 Group I 0014065536 Loan Paid in Full (1) 9.125% 360 8 Group I 0014065593 Loan Paid in Full 0 6.625% 360 8 Group I 0014065684 Loan Paid in Full 0 7.250% 360 9 Group I 0014065965 Loan Paid in Full 1 8.375% 360 7 Group I 0014066369 Loan Paid in Full 0 8.500% 360 9 Group I 0062272895 Loan Paid in Full 0 5.750% 360 44 Group I 0091239706 Loan Paid in Full 0 7.000% 360 13 Group I 0100299596 Loan Paid in Full 0 5.500% 360 9 Group I 0108582258 Loan Paid in Full 0 5.250% 360 7 Group I 0110295001 Loan Paid in Full 0 6.500% 360 9 Group I 0112611081 Loan Paid in Full 0 5.250% 360 7 Group I 0119996058 Loan Paid in Full 0 6.500% 360 7 Group I 0569969476 Loan Paid in Full 0 7.500% 360 6 Group I 6554103215 Loan Paid in Full 0 6.125% 360 45 Group II-1 ~~0002239360~~55 ~~Loan Paid in Full 0 7~~12,736,024.~~000%~~00 ~~360 5 Group II-1 0002391025 Loan Paid in Full 0 7~~12,583,207.~~375%~~80 ~~360 6 Group II-1 0002392970 Loan Paid in Full~~ 0 ~~6.000% 360 5 Group II-1 0002393974 Loan Paid in Full~~ 0 6.~~875%~~00 ~~360 6 Group II-1 0002434916 Loan Paid in Full 1 6.875% 360 6 Group II-1 0002438747 Loan Paid in Full~~ 0 6.~~250%~~00 ~~360 6~~ Group II-12 ~~0002438749 Loan Paid in Full 0 7.125% 360~~ 6 ~~Group II-1 0002440827 Loan Paid in Full 1 6~~3,639,435.~~375%~~00 ~~360 5 Group II-1 0009971235 Loan Paid in Full 0 6~~3,639,418.~~500%~~15 ~~360 7 Group II-1 0011211562 Loan Paid in Full~~ 0 ~~6.750% 360 9 Group II-1 0011767696 Loan Paid in Full (1) 6.875% 360 5 Group II-1 0011771607 Loan Paid in Full~~ 0 7.~~500%~~00 ~~360 5 Group II-1 0011781168 Loan Paid in Full~~ 0 7.~~625%~~00 ~~360 5~~ Group II-1 0012694907 Loan Paid in Full 0 7.125% 360 6 Group II-1 0012888517 Loan Paid in Full 0 7.625% 360 6 Group II-1 0012898789 Loan Paid in Full 0 6.875% 360 6 Group II-1 0012907978 Loan Paid in Full 0 7.250% 360 6 Group II-1 0012911780 Loan Paid in Full 0 6.750% 360 6 Group II-1 0012927984 Loan Paid in Full (1) 6.875% 360 5 Group II-1 0012930368 Loan Paid in Full (1) 7.375% 360 6 Group II-1 0012930822 Loan Paid in Full (1) 6.875% 360 6 Group II-1 0012931143 Loan Paid in Full 0 6.500% 360 6 Group II-1 0012942389 Loan Paid in Full 0 6.875% 360 6 Group II-1 0012946711 Loan Paid in Full 0 7.500% 360 5 Group II-1 0012952586 Loan Paid in Full 0 6.750% 360 6 Group II-1 0012973020 Loan Paid in Full 3 ~~7.125% 360 5 Group II-~~1 ~~0013001482 Loan Paid in Full 0 7.500% 360 6 Group II-1 0013002449 Loan Paid in Full 0 7.~~400,000~~% 360 5 Group II-1 0013009428 Loan Paid in Full 0 7~~.~~500%~~00 ~~360 6 Group II-1 0013026646 Loan Paid in Full (1) 7~~399,891.~~375%~~19 ~~360 6 Group II-1 0013026885 Loan Paid in Full~~ 0 ~~7.625% 360 5 Group II-1 0013036835 Loan Paid in Full~~ 0 6.~~750%~~00 ~~360 5 Group II-1 0013039797 Loan Paid in Full (1) 6.500% 360 5 Group II-1 0013076393 Loan Paid in Full~~ 0 7.~~500%~~00 ~~360~~Total 5136 ~~Group II-1 0013098520 Loan Paid in Full 0 7~~38,418,306.~~375%~~00 ~~360 5 Group II-1 0013101191 Loan Paid in Full (1) 7~~37,297,887.~~250%~~92 ~~360 6 Group II-1 0013111299 Loan Paid in Full~~ 0 ~~7.500% 360 5 Group II-1 0013121454 Loan Paid in Full~~ 0 6.~~375%~~00 ~~360 6 Group II-1 0013125646 Loan Paid in Full~~ 0 6.625% 360 5 Group II-1 0013136437 Loan Paid in Full (1) 6.250% 360 6 Group II-1 0013145099 Loan Paid in Full 0 7.125% 360 5 Group II-1 0013152939 Loan Paid in Full 0 7.500% 360 5 Group II-1 0013175732 Loan Paid in Full 0 7.500% 360 5 Group II-1 0013192802 Loan Paid in Full 0 7.375% 360 5 Group II-1 0013319306 Loan Paid in Full 0 7.250% 360 4 Group II-1 0579309584 Loan Paid in Full 0 6.875% 360 6 Group II-1 0579365883 Loan Paid in Full 0 6.500% 360 6 Group II-1 0579366588 Loan Paid in Full 0 6.500% 360 6 Group II-1 0588442707 Loan Paid in Full 0 7.250% 360 6 Group II-2 0013037924 Loan Paid in Full 0 6.375% 360 5 Group II-2 0601360946 Loan Paid in Full 0 6.625% 360 6 Group II-3 0012925129 Loan Paid in Full 0 8.125% 360 6 Group II-3 0569536588 Loan Paid in Full 0 7.000% 360 800

~~Summary~~Prepayment ~~SMM~~Detail ~~CPR~~- ~~PSA~~Prepayments ~~Current~~during ~~Month 2.461%~~ Current ~~Month~~Period ~~25.845%~~(continued) ~~Current~~Summary ~~Month~~Substitution ~~1,477.988%~~Loans 3Liquidated ~~Month~~Loans ~~Average~~Curtailments ~~2.422%~~Original ~~3 Month Average 25.476% 3 Month Average 1,675.943% 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 16.617% N/A Feb-2006 1,975.927% N/A Mar-2006 22.223% N/A Mar-2006 2,130.604% N/A Apr-2006 27.308% N/A Apr-2006 2,042.107% N/A May-2006 23.273% N/A May-2006 1,507.735% N/A Jun-2006 25.845% N/A Jun-2006 1,477.988% 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 3.619% Current Month 35.746% Current Month 1,475.459% 3 Month Average 3.327% 3 Month Average 33.314% 3 Month Average 1,525.076% 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 17.528% N/A Feb-2006 1~~,282.911%~~ ~~N/A Mar-2006 29.379% N/A Mar-2006 1~~94,~~861~~500.~~398%~~00 ~~N/A Apr-2006 34.959% N/A Apr-2006 1~~93,~~769~~597.~~147%~~06 ~~N/A May-2006 29.238% N/A May-2006 1~~401,~~330~~351.~~622%~~09 N/A Jun-2006 35.746% N/A Jun-2006 1,475.459% 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 1~~0.~~618%~~00 ~~Current Month 17~~0.~~778%~~00 ~~Current Month 1,591.824% 3 Month Average 1.763% 3 Month Average 19.207% 3 Month Average 2,189.810% 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 13.156% N/A Feb-2006 480,~~161~~475.~~893%~~89 N/A Mar-2006 13.179% N/A Mar-2006 2,552.278% N/A Apr-2006 20.770% N/A Apr-2006 2,897.394% N/A May-2006 19.075% N/A May-2006 2,080.212% N/A Jun-2006 17.778% N/A Jun-2006 1,591.824% 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~~ 0.~~872%~~00 ~~Current Month 9~~0.~~974%~~00 ~~Current Month 748.274% 3 Month Average 1.474% 3 Month Average 16.214% 3 Month Average 1,510.836% 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 17.390% N/A Feb-2006 3412,~~283~~949.~~784%~~78 N/A Mar-2006 29.670% N/A Mar-2006 4,052.222% N/A Apr-2006 19.298% N/A Apr-2006 2,071.824% N/A May-2006 19.369% N/A May-2006 1,712.409% N/A Jun-2006 9.974% N/A Jun-2006 748.274% 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~~ 0.~~974%~~00 ~~Current Month 11.080% Current Month 773.359% 3 Month Average~~ 0.~~647%~~00 ~~3 Month Average 7.368% 3 Month Average 612.665% 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 34.233% N/A Feb-2006 5(112,~~437~~402.~~257%~~83) ~~N/A~~Total ~~Mar-2006~~0 60.~~931%~~00 ~~N/A Mar-2006 834.168% N/A Apr-2006 10.874% N/A Apr-2006 1,052.593% N/A May-2006~~ 0.~~149%~~00 N/A May-2006 12.044% N/A Jun-2006 11.080% N/A Jun-2006 773.359% 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~~94,500.200 * MIN(3093,~~WAS))~~597.06 ~~Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))~~782,373.93

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($) Balance($) < 4.000 4 2,181,097.98 0.139 4 2,181,097.98 0.303 4.000 4.249 2 941,496.62 0.060 2 941,496.62 0.131 4.250 4.499 4 2,428,513.76 0.155 4 2,428,513.76 0.338 4.500 4.749 8 3,711,038.65 0.237 6 2,937,338.41 0.409 4.750 4.999 27 10,473,294.55 0.669 20 7,707,479.61 1.072 5.000 5.249 43 17,163,764.67 1.097 24 10,469,002.47 1.456 5.250 5.499 73 34,154,636.19 2.183 37 18,369,789.91 2.555 5.500 5.749 125 48,030,018.85 3.070 55 20,472,864.21 2.848 5.750 5.999 294 107,028,163.92 6.840 109 50,008,464.12 6.956 6.000 6.249 301 97,213,606.61 6.213 90 34,855,745.10 4.848 6.250 6.499 466 144,692,884.63 9.248 113 47,292,075.37 6.578 6.500 6.749 523 157,192,917.41 10.047 78 36,790,090.16 5.117 6.750 6.999 862 230,206,610.60 14.713 121 68,517,924.94 9.530 7.000 7.249 631 151,275,945.66 9.668 75 35,902,207.26 4.994 7.250 7.499 719 179,565,127.80 11.476 222 79,734,729.37 11.090 7.500 7.749 743 173,621,161.86 11.096 320 96,361,870.80 13.403 7.750 7.999 569 123,138,335.57 7.870 568 122,606,695.57 17.054 8.000 8.249 275 63,267,426.35 4.044 273 63,006,876.38 8.764 8.250 8.499 71 15,481,200.76 0.989 71 15,481,200.76 2.153 8.500 8.749 8 1,378,859.84 0.088 8 1,378,859.84 0.192 8.750 8.999 3 806,056.15 0.052 3 806,056.15 0.112 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 1 80,070.82 0.005 1 80,070.82 0.011 >= 9.500 2 619,206.44 0.040 2 619,206.44 0.086 Total 5,754 1,564,651,435.69 100.000 2,206 718,949,656.05 100.000Period

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($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.499 01 0433,046.0033 0.~~000~~031 01 0433,046.0033 0.~~000~~071 4.500 4.749 15 ~~300~~1,~~000~~881,131.0097 0.~~046~~136 13 ~~473~~1,~~700~~108,259.2412 0.~~386~~181 4.750 4.999 322 ~~677~~7,~~014~~790,847.9540 0.~~104~~565 415 25,~~088~~132,~~799~~036.9966 10.~~702~~839 5.000 5.249 1331 311,~~152~~320,~~916~~863.0854 0.~~486~~821 512 34,~~366~~631,~~846~~836.1251 20.~~743~~758 5.250 5.499 2056 423,~~147~~921,~~215~~662.9553 01.~~639~~735 921 68,~~260~~675,~~990~~519.8087 51.~~102~~419 5.500 5.749 33111 841,~~010~~884,~~034~~365.2931 13.~~234~~037 1442 914,~~084~~516,~~220~~463.0750 72.~~402~~374 5.750 5.999 ~~119~~273 2696,~~842~~544,~~956~~161.7203 47.~~134~~001 2395 1341,~~934~~990,~~482~~708.2519 116.~~354~~867 6.000 6.249 ~~142~~280 3387,~~017~~175,~~698~~129.0810 56.~~085~~322 3374 1926,~~655~~441,~~888~~592.5295 164.~~016~~324 6.250 6.499 ~~284~~433 63133,~~336~~759,~~210~~120.7511 9.~~754~~700 3699 2143,~~738~~020,~~600~~646.4419 177.~~713~~036 6.500 6.749 ~~373~~475 80137,~~382~~418,~~110~~789.3433 129.~~379~~966 4862 28,~~520~~429,~~578~~886.2603 234.~~240~~650 6.750 6.999 ~~701~~773 ~~144~~204,~~805~~766,~~723~~330.3772 2214.~~300~~850 2499 1360,~~401~~258,~~676~~914.7833 109.~~920~~855 7.000 7.249 ~~545~~575 ~~109~~135,~~116~~736,~~205~~411.28 16 9.~~804~~844 770 433,~~198~~964,~~417~~406.0074 35.~~421~~555 7.250 7.499 ~~495~~644 99163,~~322~~332,~~398~~102.4349 1511.~~295~~845 0213 078,027,537.0055 012.~~000~~761 7.500 7.749 ~~417~~667 76153,~~146~~133,~~730~~466.8006 11.~~726~~105 0291 085,255,189.0034 013.~~000~~943 7.750 7.999 0496 0107,606,236.0095 07.~~000~~804 0496 0107,606,236.0095 017.~~000~~599 8.000 8.249 1240 ~~107~~55,~~999~~750,042.9778 04.~~017~~043 0238 055,489,540.0037 09.~~000~~075 8.250 8.499 060 013,706,890.0096 0.~~000~~994 060 013,706,890.0096 02.~~000~~242 8.500 8.749 05 0847,140.0037 0.~~000~~061 05 0847,140.0037 0.~~000~~139 8.750 8.999 02 0685,825.0079 0.~~000~~050 02 0685,825.0079 0.~~000~~112 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 04 0609,932.0048 0.~~000~~044 04 0609,932.0048 0.~~000~~100 >= 9.500 02 0618,769.0098 0.~~000~~045 02 0618,769.0098 0.~~000~~101 Total 35,~~147~~155 ~~649~~1,~~365~~378,~~215~~922,266.0139 100.000 ~~204~~1,904 ~~122~~611,~~724~~450,~~200~~380.4721 100.000

Interest Rate Stratification (continued) Group II-31 Group II-2 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 01 0300,000.00 0.~~000~~051 1 472,872.85 0.434 4.750 4.999 03 0570,010.0075 0.~~000~~097 4 2,088,799.99 1.916 5.000 5.249 113 ~~175~~3,~~000~~147,180.0091 0.~~238~~535 5 3,366,846.12 3.089 5.250 5.499 720 4,143,447.41 0.705 8 5,~~376~~731,~~639~~059.5380 75.~~304~~258 5.500 5.749 2332 107,~~462~~863,~~900~~113.2841 1.337 14 9,056,813.~~214~~50 8.309 5.750 5.999 43115 1625,~~242~~799,~~260~~753.8306 224.~~065~~388 21 12,776,407.53 11.722 6.000 6.249 36138 932,~~684~~127,~~274~~195.9175 135.~~156~~464 32 18,986,489.90 17.420 6.250 6.499 33269 1259,~~325~~151,~~998~~160.0706 1610.~~744~~060 34 20,121,606.41 18.461 6.500 6.749 24349 1174,~~500~~589,~~138~~047.6576 1512.~~623~~686 41 23,201,557.90 21.287 6.750 6.999 16640 3130,~~481~~534,~~285~~110.5102 422.~~729~~201 19 10,692,668.04 9.810 7.000 7.249 497 97,219,084.73 16.535 4 2,~~059~~499,~~116~~640.1200 2.~~797~~293 7.250 7.499 2430 ~~508~~84,~~000~~992,564.94 14.455 0 0.00 0.~~690~~000 7.500 7.749 6372 167,~~112~~425,~~560~~715.2685 111.~~511~~468 0 0.00 0.000 7.750 7.999 10 ~~531,640~~0.00 0.~~722~~000 0 0.00 0.000 8.000 8.249 1 ~~152~~107,~~550~~999.92 0.018 0 0.00 0.~~207~~000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 >= 9.500 0 0.00 0.000 0 0.00 0.000 Total ~~197~~2,880 73587,~~612~~970,~~364~~384.1657 100.000 183 108,994,762.04 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Closing~~Stratification ~~Date~~(continued) ~~January~~Group ~~31,~~II-3 ~~2006~~Current ~~Determination~~Number ~~Date~~of ~~With~~Outstanding ~~respect~~Percentage toof ~~each~~Interest ~~Mortgage~~Rate ~~Loan,~~Loans ~~the~~Scheduled ~~Determination~~Balance(%) ~~Date~~Range(%) asBalance($) ~~defined~~< in4.000 ~~the~~0 ~~Servicing~~0.00 ~~Agreement~~0.000 ~~Distribution~~4.000 ~~Date~~4.249 ~~The~~0 ~~25th~~0.00 ~~day~~0.000 of4.250 ~~any~~4.499 ~~month,~~0 ~~beginning~~0.00 in0.000 ~~the~~4.500 ~~month~~4.749 ~~immediately~~0 ~~following~~0.00 ~~the~~0.000 ~~month~~4.750 of4.999 ~~the~~0 ~~Closing~~0.00 ~~Date,~~0.000 ~~or,~~5.000 if5.249 ~~such~~1 ~~25th day is not a Business Day~~175,000.00 ~~the~~0.248 ~~Business~~5.250 ~~Day immediately following~~5.499 ~~Libor~~7 ~~Determination Date With respect to each Class of Offered Certificates and for the first Interest Accrual Period~~5, ~~January 27~~371,635.45 ~~2006~~7.619 ~~With~~5.500 ~~respect~~5.749 to23 ~~each Class of Offered Certificates and any Interest Accrual Period thereafter~~10,447,974.90 ~~the~~14.818 ~~second~~5.750 ~~LIBOR Business Day preceding the commencement of such Interest Accrual Period~~5.999 ~~Libor~~42 ~~Business Day Any day other than a Saturday or a Sunday or a day on which banking institutions in the city of London~~15,977,292.25 ~~England~~22.661 ~~are~~6.000 ~~required or authorized by law to be closed~~6.249 ~~One-Month~~36 ~~Libor With respect to any Interest Accrual Period~~9,619,850.50 ~~the~~13.644 ~~rate~~6.250 ~~determined by the Securities Administrator on the related LIBOR Determination Date on the basis of the rate for U~~6.S.499 ~~dollar~~31 ~~deposits for one month that appears on Telerate Screen Page 3750 as of~~ 11~~:00~~,465,707.45 a16.m262 6.500 (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 Date6.749 If23 ~~such rate does not appear on such page (or such other page as may replace that page on that service~~11, ~~or if such service is no longer offered~~198,297.64 ~~such~~15.883 ~~other~~6.750 ~~service~~6.999 ~~for~~15 ~~displaying One-Month LIBOR or comparable rates as may be reasonably selected by the Securities Administrator)~~3,280,638.33 ~~One-Month LIBOR for the applicable Interest Accrual Period will be the Reference Bank Rate~~4.653 If no such quotations can be obtained by the Securities Administrator and no Reference Bank Rate is available, One-Month LIBOR will be One-Month LIBOR applicable to the preceding Interest Accrual Period7.000 ~~Overcollateralization Target Amount With respect to any Distribution Date (a) prior to the Stepdown Date, 1~~7.~~20%~~249 of4 ~~the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the Cut-off Date~~2, ~~(b) on or after the Stepdown Date and if a Trigger Event is not in effect~~053,279.69 ~~the~~2.912 ~~greater~~7.250 of7.499 ~~(i) the lesser of (~~1) 1312,000.~~20%~~00 of0.443 ~~the~~7.500 ~~aggregate Stated Principal Balance of the Group I Mortgage Loans as of the Cut-off Date and (2) 2~~7.~~40%~~749 ~~of the then current aggregate Stated Principal Balance of the Group I Mortgage Loans as of such Distribution Date and (ii) $~~4~~,162,898~~ ~~and (c) on or after the Stepdown Date and if a Trigger Event is in effect~~452,560.87 ~~the~~0.642 ~~Overcollateralization~~7.750 ~~Target~~7.999 ~~Amount~~0 ~~for~~0.00 ~~the~~0.000 ~~immediately~~8.000 ~~preceding Distribution Date~~8.249 ~~Record~~1 ~~Date For each Class of Group I Certificates~~152,502.49 ~~the~~0.216 ~~Business~~8.250 ~~Day~~8.499 ~~preceding~~0 ~~the~~0.00 ~~applicable~~0.000 ~~Distribution~~8.500 ~~Date~~8.749 so0 ~~long~~0.00 as0.000 ~~such~~8.750 ~~Class~~8.999 of0 ~~Certificates~~0.00 ~~remains~~0.000 in9.000 ~~book-entry~~9.249 ~~form;~~0 ~~and~~0.00 ~~otherwise,~~0.000 ~~the~~9.250 ~~close~~9.499 of0 ~~business~~0.00 on0.000 ~~the~~>= ~~last~~9.500 ~~Business~~0 ~~Day~~0.00 ~~of the month immediately preceding the month of such Distribution Date~~0.000 ~~For~~Total ~~each~~188 ~~Class of Group II Certificates~~70, ~~the close of business on the last Business Day of the month immediately preceding the month of such Distribution Date~~506,739.57 ~~Servicer Remittance Date WIth respect to each Mortgage Loan and the applicable servicer, the date set forth in the related Servicing Agreement~~100.000

Filing Compare · Bear Stearns ALT-A Trust 2006-1