10-D 1 baf0600a_10d-200612.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: November 21, 2006 to December 20, 2006 Commission File Number of issuing entity: 333-121559-16 Banc of America Funding 2006-A Trust (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-121559 Banc of America Funding Corporation (Exact name of depositor as specified in its charter) Bank of America, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2193462 54-2193463 54-2193464 54-2193465 54-2193548 (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)) 1-A-1 _____ _____ __X___ ____________ 1-A-2 _____ _____ __X___ ____________ 1-AR _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 3-A-3 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ 5-A-1 _____ _____ __X___ ____________ 5-A-2 _____ _____ __X___ ____________ 6-A-1 _____ _____ __X___ ____________ 6-A-2 _____ _____ __X___ ____________ 1-B1 _____ _____ __X___ ____________ 1-B2 _____ _____ __X___ ____________ 1-B3 _____ _____ __X___ ____________ 1-B4 _____ _____ __X___ ____________ 1-B5 _____ _____ __X___ ____________ 1-B6 _____ _____ __X___ ____________ 2-M1 _____ _____ __X___ ____________ 2-B1 _____ _____ __X___ ____________ 2-B2 _____ _____ __X___ ____________ 2-B3 _____ _____ __X___ ____________ 2-B4 _____ _____ __X___ ____________ 2-B5 _____ _____ __X___ ____________ 2-B6 _____ _____ __X___ ____________ 3-B1 _____ _____ __X___ ____________ 3-B2 _____ _____ __X___ ____________ 3-B3 _____ _____ __X___ ____________ 3-B4 _____ _____ __X___ ____________ 3-B5 _____ _____ __X___ ____________ 3-B6 _____ _____ __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 December 20, 2006 a distribution was made to holders of Banc of America Funding 2006-A Trust. 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 Banc of America Funding 2006-A Trust, relating to the December 20, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K 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. Banc of America Funding 2006-A Trust (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: December 28, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Banc of America Funding 2006-A Trust, relating to the December 20, 2006 distribution. EX-99.1 Banc of America Funding Corporation Mortgage Pass-Through Certificates Distribution Date: 12/20/2006 Banc of America Funding Corporation Mortgage Pass-Through Certificates Series 2006-A 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 Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance 1-A-1 058927AA2 11/30/2006 4.~~62015~~62091% ~~316~~307,~~261~~167,~~973~~640.9481 1,~~217~~182,~~647~~829.8826 1-A-2 058927AB0 11/30/2006 4.~~62015~~62091% 3635,~~248~~205,~~049~~711.4051 ~~139~~135,~~559~~568.4979 1-AR 058927AC8 11/30/2006 4.~~61983~~62034% 0.00 0.01 2-A-1 058927AD6 11/30/2006 5.~~59756~~70490% 3531,~~244~~846,~~993~~361.7997 ~~164~~151,~~405~~400.1231 2-A-2 058927AE4 11/30/2006 5.~~59756~~70490% 2,~~633~~379,~~387~~453.6024 1211,~~283~~312.8012 3-A-1 058927AF1 11/30/2006 5.~~92916~~91655% ~~183~~171,~~482~~303,~~401~~478.1011 ~~906~~844,~~580~~605.2004 3-A-2 058927AG9 11/30/2006 5.~~92916~~91655% ~~171~~159,~~139~~779,~~539~~893.9814 ~~845~~787,~~594~~788.5546 3-A-3 058927AH7 11/30/2006 5.~~92916~~91655% 1211,~~786~~938,~~888~~139.5339 6358,~~179~~860.5753 4-A-1 058927AJ3 11/30/2006 5.~~56662~~56670% 29,~~877~~839,~~846~~781.4472 138,~~598~~424.7522 4-A-2 058927AK0 11/30/2006 5.~~56662~~56670% 2,~~232~~229,~~328~~484.1413 10,~~355~~342.4339 5-A-1 058927AL8 11/30/2006 5.~~38955~~38714% 5554,~~611~~420,~~734~~675.4299 ~~249~~244,~~768~~309.5189 5-A-2 058927AM6 11/30/2006 5.~~38955~~38714% 2,~~254~~205,~~116~~839.3404 109,~~123~~902.8964 6-A-1 058927AN4 11/30/2006 5.~~58775~~58458% ~~125~~122,~~500~~692,~~964~~330.8222 ~~584~~570,~~389~~988.7407 6-A-2 058927AP9 11/30/2006 5.~~58775~~58458% 54,~~087~~973,~~759~~898.4249 23,~~690~~147.9363 1-B1 058927AQ7 11/30/2006 4.~~62015~~62091% 5,~~583~~579,~~618~~858.2609 21,~~497~~486.6270 1-B2 058927AR5 11/30/2006 4.~~62015~~62091% 1,~~925~~923,~~144~~848.4601 7,~~412~~408.0528 1-B3 058927AS3 11/30/2006 4.~~62015~~62091% 1,154,~~886~~109.8713 4,~~446~~444.4620 1-B4 058927BA1 11/30/2006 4.~~62015~~62091% ~~770~~769,~~257~~738.5988 2,~~965~~964.5908 1-B5 058927BB9 11/30/2006 4.~~62015~~62091% 577,~~443~~054.4357 2,~~223~~222.2310 1-B6 058927BC7 11/30/2006 4.~~62015~~62091% ~~578~~577,~~162~~773.7439 2,~~226~~224.0087 2-M1 058927AT1 11/30/2006 5.~~87048~~87068% 9,~~798~~791,~~349~~403.6935 47,~~934~~901.2184 2-B1 058927AU8 11/30/2006 5.~~87048~~87068% 5,~~672~~668,~~833~~812.9128 27,~~751~~733.9016 2-B2 058927AV6 11/30/2006 5.~~87048~~87068% 5,~~672~~668,~~833~~812.9128 27,~~751~~733.9016 2-B3 058927AW4 11/30/2006 5.~~87048~~87068% 4,~~125~~122,~~515~~591.7707 20,~~182~~168.3168 2-B4 058927BD5 11/30/2006 5.~~87048~~87068% 3,~~352~~349,~~356~~979.1657 16,~~399~~388.9688 2-B5 058927BE3 11/30/2006 5.~~87048~~87068% 2,~~835~~833,~~917~~907.5004 13,~~873~~864.5114 2-B6 058927BF0 11/30/2006 5.~~87048~~87068% 2,~~063~~062,~~514~~051.0618 10,~~094~~088.8504 3-B1 058927AX2 11/30/2006 5.~~52784~~52496% 3,~~520~~518,~~622~~182.0149 16,~~217~~198.8617 3-B2 058927AY0 11/30/2006 5.~~52784~~52496% 1,~~407~~406,~~649~~673.3899 6,~~484~~476.3851 3-B3 058927AZ7 11/30/2006 5.~~52784~~52496% ~~804~~803,~~228~~671.3509 3,~~704~~700.7021 3-B4 058927BG8 11/30/2006 5.~~52784~~52496% ~~805~~804,~~227~~669.4043 3,~~709~~704.3180 3-B5 058927BH6 11/30/2006 5.~~52784~~52496% 603,~~421~~002.0390 2,~~779~~776.6830 3-B6 058927BJ2 11/30/2006 5.~~52784~~52496% 402,~~356~~078.9414 1,~~853~~851.4722 Totals 1987,~~030~~600,~~016,323~~904.3864 4,~~605~~408,~~686~~814.8670

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 ~~945~~1,~~016~~115,810.0471 0.00 ~~315~~306,~~316~~051,~~957~~830.9010 2,~~162~~298,~~663~~639.9297 0.00 1-A-2 ~~108~~127,~~312~~887.0753 0.00 3635,~~139~~077,~~737~~823.3399 ~~247~~263,~~871~~456.5632 0.00 1-AR 0.00 0.00 0.00 0.01 0.00 2-A-1 1271,~~077,954~~328.7120 0.00 3431,~~167~~575,~~039~~033.0876 1422,~~242,359~~728.8351 0.00 2-A-2 8020,~~541~~272.1673 0.00 2,~~552~~359,~~846~~180.4450 9231,~~824~~584.9685 0.00 3-A-1 34,~~242~~727,~~904~~854.0132 0.00 ~~180~~166,~~239~~575,~~497~~623.0979 45,~~149~~572,~~484~~459.2136 0.00 3-A-2 34,~~024~~409,~~753~~811.8656 0.00 ~~168~~155,~~114~~370,~~786~~081.1257 35,~~870~~197,~~348~~600.4102 0.00 3-A-3 ~~225~~329,~~997~~484.9817 0.00 1211,~~560~~608,~~890~~655.5522 ~~289~~388,~~177~~344.5570 0.00 4-A-1 8512,~~397~~594.0182 0.00 29,~~869~~327,~~449~~186.4390 ~~146~~651,~~995~~019.7604 0.00 4-A-2 ~~627.~~38,298.60 0.00 2,~~231~~191,~~700~~185.7652 1048,~~982~~640.8199 0.00 5-A-1 26511,~~534~~082.6011 0.00 5553,~~585~~909,~~199~~593.8288 ~~276~~755,~~303~~392.1100 0.00 5-A-2 120,~~075~~715.5375 0.00 2,~~253~~185,~~040~~123.8129 1130,~~199~~618.4239 0.00 6-A-1 1,~~688~~336,~~614~~926.8170 0.00 ~~123~~121,~~812~~355,~~350~~403.0253 21,~~273~~907,~~004~~914.5577 0.00 6-A-2 6854,~~455~~198.7848 0.00 54,~~019~~919,~~303~~700.6501 9277,~~146~~346.7111 0.00 1-B1 ~~930~~966.3169 0.00 5,~~582~~578,~~687~~891.9540 22,~~427~~453.9339 0.00 1-B2 ~~320~~333.7630 0.00 1,~~924~~923,~~823~~514.71 7,~~732~~741.8158 0.00 1-B3 ~~192~~199.4295 0.00 1,~~154~~153,~~694~~909.4519 4,~~638~~644.8815 0.00 1-B4 ~~128~~133.3435 0.00 ~~770~~769,~~129~~605.2652 3,~~093~~097.9343 0.00 1-B5 9699.2197 0.00 ~~577~~576,~~347~~954.2259 2,~~319~~322.4407 0.00 1-B6 96100.3310 0.00 ~~578~~577,~~066~~673.4129 2,~~322~~324.3397 0.00 2-M1 1,~~734~~723.7670 0.00 9,~~796~~789,~~614~~679.9365 49,~~668~~625.9754 0.00 2-B1 ~~1,004~~997.3595 0.00 5,~~671~~667,~~829~~814.5633 28,~~756~~731.2511 0.00 2-B2 ~~1,004~~997.3595 0.00 5,~~671~~667,~~829~~814.5633 28,~~756~~731.2511 0.00 2-B3 ~~730~~725.4175 0.00 4,~~124~~121,~~785~~865.3732 20,~~912~~894.7243 0.00 2-B4 ~~593~~589.5274 0.00 3,~~351~~349,~~762~~389.6484 16,~~993~~978.4862 0.00 2-B5 ~~502~~498.0989 0.00 2,~~835~~833,~~415~~408.4115 14,~~375~~363.6003 0.00 2-B6 ~~365~~363.3401 0.00 2,~~063~~061,~~148~~688.7317 10,~~460~~451.1905 0.00 3-B1 ~~604~~619.7389 0.00 3,~~520~~517,~~017~~562.2860 16,~~822~~818.5906 0.00 3-B2 ~~241~~247.7985 0.00 1,~~407~~406,~~407~~426.5914 6,~~726~~724.1736 0.00 3-B3 ~~138~~141.1460 0.00 ~~804~~803,~~090~~529.2148 3,~~842~~841.8481 0.00 3-B4 ~~138~~141.3178 0.00 ~~805~~804,~~089~~527.0865 3,~~847~~846.6258 0.00 3-B5 ~~103~~106.6525 0.00 ~~603~~602,~~317~~896.3865 2,~~883~~882.3355 0.00 3-B6 6970.1184 0.00 402,~~287~~007.8330 1,922.5806 0.00 Totals 1013,~~508~~485,~~179~~324.8624 0.00 1974,~~019~~115,~~508,143~~580.5737 1517,~~113~~894,~~866~~138.7294 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A-1 336,294,000.00 ~~316~~307,~~261~~167,~~973~~640.9481 5253,~~693~~215.5475 ~~892~~1,~~322~~062,594.5096 0.00 0.00 1-A-2 38,544,000.00 3635,~~248~~205,~~049~~711.4051 6,~~039~~099.4227 ~~102~~121,~~272~~788.6526 0.00 0.00 1-AR 100.00 0.00 0.00 0.00 0.00 0.00 2-A-1 44,555,000.00 3531,~~244~~846,~~993~~361.7997 64,~~627~~435.3206 1266,~~071,327~~893.3914 0.00 0.00 2-A-2 3,329,000.00 2,~~633~~379,~~387~~453.6024 ~~495~~331.1737 8019,~~045~~941.9936 0.00 0.00 3-A-1 200,000,000.00 ~~183~~171,~~482~~303,~~401~~478.1011 3129,~~326~~956.5520 34,~~211~~697,~~577~~898.4612 0.00 0.00 3-A-2 186,546,000.00 ~~171~~159,~~139~~779,~~539~~893.9814 2927,~~219~~941.2105 24,~~995~~381,~~534~~870.6552 0.00 0.00 3-A-3 13,938,000.00 1211,~~786~~938,~~888~~139.5339 2,~~183~~087.1565 ~~223~~327,~~814~~396.8352 0.00 0.00 4-A-1 31,948,000.00 29,~~877~~839,~~846~~781.4472 7,~~031~~190.9589 1505,~~365~~403.0692 0.00 0.00 4-A-2 2,387,000.00 2,~~232~~229,~~328~~484.1413 ~~525~~537.3927 ~~101~~37,761.9934 0.00 0.00 5-A-1 56,349,000.00 5554,~~611~~420,~~734~~675.4299 21,~~480~~409.8973 5489,~~053~~672.7138 0.00 0.00 5-A-2 2,284,000.00 2,~~254~~205,~~116~~839.3404 ~~870~~867.6980 ~~204~~19,847.8494 0.00 0.00 6-A-1 129,873,000.00 ~~125~~122,~~500~~692,~~964~~330.8222 910,~~895~~087.4620 1,~~678~~326,~~719~~839.3449 0.00 0.00 6-A-2 5,265,000.00 54,~~087~~973,~~759~~898.4249 ~~401~~408.1693 6853,~~054~~789.6255 0.00 0.00 1-B1 5,589,000.00 5,~~583~~579,~~618~~858.2609 ~~930~~966.3169 0.00 0.00 0.00 1-B2 1,927,000.00 1,~~925~~923,~~144~~848.4601 ~~320~~333.7630 0.00 0.00 0.00 1-B3 1,156,000.00 1,154,~~886~~109.8713 ~~192~~199.4295 0.00 0.00 0.00 1-B4 771,000.00 ~~770~~769,~~257~~738.5988 ~~128~~133.3435 0.00 0.00 0.00 1-B5 578,000.00 577,~~443~~054.4357 9699.2197 0.00 0.00 0.00 1-B6 578,720.00 ~~578~~577,~~162~~773.7439 96100.3310 0.00 0.00 0.00 2-M1 9,809,000.00 9,~~798~~791,~~349~~403.6935 1,~~734~~723.7670 0.00 0.00 0.00 2-B1 5,679,000.00 5,~~672~~668,~~833~~812.9128 ~~1,004~~997.3595 0.00 0.00 0.00 2-B2 5,679,000.00 5,~~672~~668,~~833~~812.9128 ~~1,004~~997.3595 0.00 0.00 0.00 2-B3 4,130,000.00 4,~~125~~122,~~515~~591.7707 ~~730~~725.4175 0.00 0.00 0.00 2-B4 3,356,000.00 3,~~352~~349,~~356~~979.1657 ~~593~~589.5274 0.00 0.00 0.00 2-B5 2,839,000.00 2,~~835~~833,~~917~~907.5004 ~~502~~498.0989 0.00 0.00 0.00 2-B6 2,065,757.00 2,~~063~~062,~~514~~051.0618 ~~365~~363.3401 0.00 0.00 0.00 3-B1 3,524,000.00 3,~~520~~518,~~622~~182.0149 ~~604~~619.7389 0.00 0.00 0.00 3-B2 1,409,000.00 1,~~407~~406,~~649~~673.3899 ~~241~~247.7985 0.00 0.00 0.00 3-B3 805,000.00 ~~804~~803,~~228~~671.3509 ~~138~~141.1460 0.00 0.00 0.00 3-B4 806,000.00 ~~805~~804,~~227~~669.4043 ~~138~~141.3178 0.00 0.00 0.00 3-B5 604,000.00 603,~~421~~002.0390 ~~103~~106.6525 0.00 0.00 0.00 3-B6 402,743.00 402,~~356~~078.9414 6970.1184 0.00 0.00 0.00 Totals 1,103,020,320.00 1987,~~030~~600,~~016,323~~904.3864 ~~177~~173,~~784~~626.8273 1013,~~330~~311,~~395~~697.0350 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 ~~945~~1,~~016~~115,810.0471 ~~315~~306,~~316~~051,~~957~~830.9010 0.~~93762291~~91007223 ~~945~~1,~~016~~115,810.0471 1-A-2 ~~108~~127,~~312~~887.0753 3635,~~139~~077,~~737~~823.3399 0.~~93762291~~91007223 ~~108~~127,~~312~~887.0753 1-AR 0.00 0.00 0.00000000 0.00 2-A-1 1271,~~077,954~~328.7120 3431,~~167~~575,~~039~~033.0876 0.~~76685084~~70867543 1271,~~077,954~~328.7120 2-A-2 8020,~~541~~272.1673 2,~~552~~359,~~846~~180.4450 0.~~76685084~~70867543 8020,~~541~~272.1673 3-A-1 34,~~242~~727,~~904~~854.0132 ~~180~~166,~~239~~575,~~497~~623.0979 0.~~90119749~~83287812 34,~~242~~727,~~904~~854.0132 3-A-2 34,~~024~~409,~~753~~811.8656 ~~168~~155,~~114~~370,~~786~~081.1257 0.~~90119749~~83287812 34,~~024~~409,~~753~~811.8656 3-A-3 ~~225~~329,~~997~~484.9817 1211,~~560~~608,~~890~~655.5522 0.~~90119749~~83287812 ~~225~~329,~~997~~484.9817 4-A-1 8512,~~397~~594.0182 29,~~869~~327,~~449~~186.4390 0.~~93493957~~91796629 8512,~~397~~594.0182 4-A-2 ~~627.~~38,298.60 2,~~231~~191,~~700~~185.7652 0.~~93493957~~91796628 ~~627.~~38,298.60 5-A-1 26511,~~534~~082.6011 5553,~~585~~909,~~199~~593.8288 0.~~98644519~~95670897 26511,~~534~~082.6011 5-A-2 120,~~075~~715.5375 2,~~253~~185,~~040~~123.8129 0.~~98644519~~95670897 120,~~075~~715.5375 6-A-1 1,~~688~~336,~~614~~926.8170 ~~123~~121,~~812~~355,~~350~~403.0253 0.~~95333403~~93441596 1,~~688~~336,~~614~~926.8170 6-A-2 6854,~~455~~198.7848 54,~~019~~919,~~303~~700.6501 0.~~95333403~~93441596 6854,~~455~~198.7848 1-B1 ~~930~~966.3169 5,~~582~~578,~~687~~891.9540 0.~~99887063~~99819134 ~~930~~966.3169 1-B2 ~~320~~333.7630 1,~~924~~923,~~823~~514.71 0.~~99887063~~99819134 ~~320~~333.7630 1-B3 ~~192~~199.4295 1,~~154~~153,~~694~~909.4519 0.~~99887063~~99819134 ~~192~~199.4295 1-B4 ~~128~~133.3435 ~~770~~769,~~129~~605.2652 0.~~99887064~~99819134 ~~128~~133.3435 1-B5 9699.2197 ~~577~~576,~~347~~954.2259 0.~~99887062~~99819133 9699.2197 1-B6 96100.3310 ~~578~~577,~~066~~673.4129 0.~~99887063~~99819134 96100.3310 2-M1 1,~~734~~723.7670 9,~~796~~789,~~614~~679.9365 0.~~99873738~~99803034 1,~~734~~723.7670 2-B1 ~~1,004~~997.3595 5,~~671~~667,~~829~~814.5633 0.~~99873738~~99803035 ~~1,004~~997.3595 2-B2 ~~1,004~~997.3595 5,~~671~~667,~~829~~814.5633 0.~~99873738~~99803035 ~~1,004~~997.3595 2-B3 ~~730~~725.4175 4,~~124~~121,~~785~~865.3732 0.~~99873738~~99803034 ~~730~~725.4175 2-B4 ~~593~~589.5274 3,~~351~~349,~~762~~389.6484 0.~~99873738~~99803035 ~~593~~589.5274 2-B5 ~~502~~498.0989 2,~~835~~833,~~415~~408.4115 0.~~99873738~~99803035 ~~502~~498.0989 2-B6 ~~365~~363.3401 2,~~063~~061,~~148~~688.7317 0.~~99873738~~99803034 ~~365~~363.3401 3-B1 ~~604~~619.7389 3,~~520~~517,~~017~~562.2860 0.~~99886983~~99817327 ~~604~~619.7389 3-B2 ~~241~~247.7985 1,~~407~~406,~~407~~426.5914 0.~~99886983~~99817327 ~~241~~247.7985 3-B3 ~~138~~141.1460 ~~804~~803,~~090~~529.2148 0.~~99886983~~99817327 ~~138~~141.1460 3-B4 ~~138~~141.3178 ~~805~~804,~~089~~527.0865 0.~~99886983~~99817326 ~~138~~141.3178 3-B5 ~~103~~106.6525 ~~603~~602,~~317~~896.3865 0.~~99886983~~99817326 ~~103~~106.6525 3-B6 6970.1184 402,~~287~~007.8330 0.~~99886983~~99817328 6970.1184 Totals 1013,~~508~~485,~~179~~324.8624 1974,~~019~~115,~~508,143~~580.5737 0.~~92428773~~88313476 1013,~~508~~485,~~179~~324.8624

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 336,294,000.00 ~~940~~913.~~43299595~~39019076 0.~~15668891~~15824175 23.~~65340000~~15972024 0.00000000 1-A-2 38,544,000.00 ~~940~~913.~~43299606~~39019069 0.~~15668898~~15824175 23.~~65340001~~15972032 0.00000000 1-AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 44,555,000.00 ~~791~~714.~~04463674~~76516597 0.~~14874470~~09954124 245.~~04505420~~99019504 0.00000000 2-A-2 3,329,000.00 ~~791~~714.~~04463803~~76516672 0.~~14874437~~09954040 245.~~04505557~~99019525 0.00000000 3-A-1 200,000,000.00 ~~917~~856.~~41200550~~51739055 0.~~15663275~~14978100 1623.~~05788730~~48949060 0.00000000 3-A-2 186,546,000.00 ~~917~~856.~~41200551~~51739056 0.~~15663273~~14978102 1623.~~05788733~~48949064 0.00000000 3-A-3 13,938,000.00 ~~917~~856.~~41200531~~51739059 0.~~15663295~~14978117 1623.~~05788707~~48949060 0.00000000 4-A-1 31,948,000.00 ~~935~~934.~~20240516~~01094654 0.~~22010611~~22508107 015.~~04272756~~81957932 0.00000000 4-A-2 2,387,000.00 ~~935~~934.~~20240469~~01094680 0.~~22010473~~22508169 015.~~04272727~~81958106 0.00000000 5-A-1 56,349,000.00 ~~986~~965.~~91608405~~77891338 0.~~38121156~~37994871 08.~~08968589~~68999237 0.00000000 5-A-2 2,284,000.00 ~~986~~965.~~91608581~~77891419 0.~~38121278~~37994746 08.~~08968476~~68999124 0.00000000 6-A-1 129,873,000.00 ~~966~~944.~~33607309~~71006460 0.~~07619336~~07766972 1210.~~92585326~~21643829 0.00000000 6-A-2 5,265,000.00 ~~966~~944.~~33607217~~71006458 0.~~07619373~~07766952 1210.~~92585375~~21643875 0.00000000 1-B1 5,589,000.00 ~~999~~998.~~03708356~~36430310 0.~~16645375~~17296296 0.00000000 0.00000000 1-B2 1,927,000.00 ~~999~~998.~~03708355~~36430202 0.~~16645563~~17296316 0.00000000 0.00000000 1-B3 1,156,000.00 ~~999~~998.~~03708478~~36429931 0.~~16645329~~17296713 0.00000000 0.00000000 1-B4 771,000.00 ~~999~~998.~~03708171~~36430610 0.~~16645914~~17295720 0.00000000 0.00000000 1-B5 578,000.00 ~~999~~998.~~03707612~~36430796 0.~~16645329~~17295848 0.00000000 0.00000000 1-B6 578,720.00 ~~999~~998.~~03708184~~36430398 0.~~16645355~~17296793 0.00000000 0.00000000 2-M1 9,809,000.00 998.~~91423081~~20607096 0.~~17685391~~17572637 0.00000000 0.00000000 2-B1 5,679,000.00 998.~~91422962~~20607149 0.~~17685332~~17572636 0.00000000 0.00000000 2-B2 5,679,000.00 998.~~91422962~~20607149 0.~~17685332~~17572636 0.00000000 0.00000000 2-B3 4,130,000.00 998.~~91423002~~20607022 0.~~17685472~~17572639 0.00000000 0.00000000 2-B4 3,356,000.00 998.~~91423123~~20606973 0.~~17685340~~17572706 0.00000000 0.00000000 2-B5 2,839,000.00 998.~~91423036~~20607256 0.~~17685453~~17572737 0.00000000 0.00000000 2-B6 2,065,757.00 998.~~91422854~~20607167 0.~~17685526~~17572735 0.00000000 0.00000000 3-B1 3,524,000.00 ~~999~~998.~~04143303~~34917423 0.~~17160329~~17590522 0.00000000 0.00000000 3-B2 1,409,000.00 ~~999~~998.~~04143364~~34917672 0.~~17160397~~17590490 0.00000000 0.00000000 3-B3 805,000.00 ~~999~~998.~~04142857~~34918012 0.~~17160248~~17590062 0.00000000 0.00000000 3-B4 806,000.00 ~~999~~998.~~04143921~~34916873 0.~~17160050~~17590571 0.00000000 0.00000000 3-B5 604,000.00 ~~999~~998.~~04144040~~34917219 0.~~17160596~~17591060 0.00000000 0.00000000 3-B6 402,743.00 ~~999~~998.~~04142344~~34917056 0.~~17159826~~17589381 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 0.00000000 23.~~81008891~~31796199 ~~937~~910.~~62290704~~07222876 0.~~93762291~~91007223 23.~~81008891~~31796199 1-A-2 0.00000000 23.~~81008899~~31796207 ~~937~~910.~~62290707~~07222888 0.~~93762291~~91007223 23.~~81008899~~31796207 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 246.~~19379890~~08973628 ~~766~~708.~~85083784~~67542947 0.~~76685084~~70867543 246.~~19379890~~08973628 2-A-2 0.00000000 246.~~19379994~~08973566 ~~766~~708.~~85083809~~67542806 0.~~76685084~~70867543 246.~~19379994~~08973566 3-A-1 0.00000000 1623.~~21452005~~63927160 ~~901~~832.~~19748545~~87811895 0.~~90119749~~83287812 1623.~~21452005~~63927160 3-A-2 0.00000000 1623.~~21452006~~63927160 ~~901~~832.~~19748545~~87811891 0.~~90119749~~83287812 1623.~~21452006~~63927160 3-A-3 0.00000000 1623.~~21452002~~63927178 ~~901~~832.~~19748529~~87811881 0.~~90119749~~83287812 1623.~~21452002~~63927178 4-A-1 0.00000000 016.~~26283367~~04466070 ~~934~~917.~~93957149~~96628584 0.~~93493957~~91796629 016.~~26283367~~04466070 4-A-2 0.00000000 016.~~26283201~~04465857 ~~934~~917.~~93957269~~96628404 0.~~93493957~~91796628 016.~~26283201~~04465857 5-A-1 0.00000000 09.~~47089744~~06994108 ~~986~~956.~~44518660~~70897230 0.~~98644519~~95670897 09.~~47089744~~06994108 5-A-2 0.00000000 09.~~47089755~~06994308 ~~986~~956.~~44518827~~70897110 0.~~98644519~~95670897 09.~~47089755~~06994308 6-A-1 0.00000000 1310.~~00204669~~29410809 ~~953~~934.~~33402647~~41595659 0.~~95333403~~93441596 1310.~~00204669~~29410809 6-A-2 0.00000000 1310.~~00204748~~29410826 ~~953~~934.~~33402659~~41595632 0.~~95333403~~93441596 1310.~~00204748~~29410826 1-B1 0.00000000 0.~~16645375~~17296296 998.~~87062981~~19134013 0.~~99887063~~99819134 0.~~16645375~~17296296 1-B2 0.00000000 0.~~16645563~~17296316 998.~~87063311~~19133887 0.~~99887063~~99819134 0.~~16645563~~17296316 1-B3 0.00000000 0.~~16645329~~17296713 998.~~87063149~~19134083 0.~~99887063~~99819134 0.~~16645329~~17296713 1-B4 0.00000000 0.~~16645914~~17295720 998.~~87063554~~19133593 0.~~99887064~~99819134 0.~~16645914~~17295720 1-B5 0.00000000 0.~~16645329~~17295848 998.~~87062284~~19133218 0.~~99887062~~99819133 0.~~16645329~~17295848 1-B6 0.00000000 0.~~16645355~~17296793 998.~~87062828~~19133605 0.~~99887063~~99819134 0.~~16645355~~17296793 2-M1 0.00000000 0.~~17685391~~17572637 998.~~73737690~~03034458 0.~~99873738~~99803034 0.~~17685391~~17572637 2-B1 0.00000000 0.~~17685332~~17572636 998.~~73737630~~03034513 0.~~99873738~~99803035 0.~~17685332~~17572636 2-B2 0.00000000 0.~~17685332~~17572636 998.~~73737630~~03034513 0.~~99873738~~99803035 0.~~17685332~~17572636 2-B3 0.00000000 0.~~17685472~~17572639 998.~~73737772~~03034383 0.~~99873738~~99803034 0.~~17685472~~17572639 2-B4 0.00000000 0.~~17685340~~17572706 998.~~73737783~~03034565 0.~~99873738~~99803035 0.~~17685340~~17572706 2-B5 0.00000000 0.~~17685453~~17572737 998.~~73737584~~03034519 0.~~99873738~~99803035 0.~~17685453~~17572737 2-B6 0.00000000 0.~~17685526~~17572735 998.~~73737811~~03034432 0.~~99873738~~99803034 0.~~17685526~~17572735 3-B1 0.00000000 0.~~17160329~~17590522 998.~~86982974~~17326901 0.~~99886983~~99817327 0.~~17160329~~17590522 3-B2 0.00000000 0.~~17160397~~17590490 998.~~86982967~~17327182 0.~~99886983~~99817327 0.~~17160397~~17590490 3-B3 0.00000000 0.~~17160248~~17590062 998.~~86982609~~17326708 0.~~99886983~~99817327 0.~~17160248~~17590062 3-B4 0.00000000 0.~~17160050~~17590571 998.~~86982630~~17326303 0.~~99886983~~99817326 0.~~17160050~~17590571 3-B5 0.00000000 0.~~17160596~~17591060 998.~~86983444~~17326159 0.~~99886983~~99817326 0.~~17160596~~17591060 3-B6 0.00000000 0.~~17159826~~17589381 998.~~86982517~~17327675 0.~~99886983~~99817328 0.~~17159826~~17589381 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 1-A-1 0711/01/06 - 0711/30/06 30 4.~~62015~~62091% ~~316~~307,~~261~~167,~~973~~640.9481 1,~~217~~182,~~647~~829.8826 0.00 1-A-2 0711/01/06 - 0711/30/06 30 4.~~62015~~62091% 3635,~~248~~205,~~049~~711.4051 ~~139~~135,~~559~~568.4979 0.00 1-AR N/A N/A 4.~~61983~~62034% 0.00 0.00 0.00 2-A-1 0711/01/06 - 0711/30/06 30 5.~~59756~~70490% 3531,~~244~~846,~~993~~361.7997 ~~164~~151,~~405~~400.1231 0.00 2-A-2 0711/01/06 - 0711/30/06 30 5.~~59756~~70490% 2,~~633~~379,~~387~~453.6024 1211,~~283~~312.8012 0.00 3-A-1 0711/01/06 - 0711/30/06 30 5.~~92916~~91655% ~~183~~171,~~482~~303,~~401~~478.1011 ~~906~~844,~~580~~605.2004 0.00 3-A-2 0711/01/06 - 0711/30/06 30 5.~~92916~~91655% ~~171~~159,~~139~~779,~~539~~893.9814 ~~845~~787,~~594~~788.5546 0.00 3-A-3 0711/01/06 - 0711/30/06 30 5.~~92916~~91655% 1211,~~786~~938,~~888~~139.5339 6358,~~179~~860.5753 0.00 4-A-1 0711/01/06 - 0711/30/06 30 5.~~56662~~56670% 29,~~877~~839,~~846~~781.4472 138,~~598~~424.7522 0.00 4-A-2 0711/01/06 - 0711/30/06 30 5.~~56662~~56670% 2,~~232~~229,~~328~~484.1413 10,~~355~~342.4339 0.00 5-A-1 0711/01/06 - 0711/30/06 30 5.~~38955~~38714% 5554,~~611~~420,~~734~~675.4299 ~~249~~244,~~768~~309.5189 0.00 5-A-2 0711/01/06 - 0711/30/06 30 5.~~38955~~38714% 2,~~254~~205,~~116~~839.3404 109,~~123~~902.8964 0.00 6-A-1 0711/01/06 - 0711/30/06 30 5.~~58775~~58458% ~~125~~122,~~500~~692,~~964~~330.8222 ~~584~~570,~~389~~988.7407 0.00 6-A-2 0711/01/06 - 0711/30/06 30 5.~~58775~~58458% 54,~~087~~973,~~759~~898.4249 23,~~690~~147.9363 0.00 1-B1 0711/01/06 - 0711/30/06 30 4.~~62015~~62091% 5,~~583~~579,~~618~~858.2609 21,~~497~~486.6270 0.00 1-B2 0711/01/06 - 0711/30/06 30 4.~~62015~~62091% 1,~~925~~923,~~144~~848.4601 7,~~412~~408.0528 0.00 1-B3 0711/01/06 - 0711/30/06 30 4.~~62015~~62091% 1,154,~~886~~109.8713 4,~~446~~444.4620 0.00 1-B4 0711/01/06 - 0711/30/06 30 4.~~62015~~62091% ~~770~~769,~~257~~738.5988 2,~~965~~964.5908 0.00 1-B5 0711/01/06 - 0711/30/06 30 4.~~62015~~62091% 577,~~443~~054.4357 2,~~223~~222.2310 0.00 1-B6 0711/01/06 - 0711/30/06 30 4.~~62015~~62091% ~~578~~577,~~162~~773.7439 2,~~226~~224.0087 0.00 2-M1 0711/01/06 - 0711/30/06 30 5.~~87048~~87068% 9,~~798~~791,~~349~~403.6935 47,~~934~~901.2184 0.00 2-B1 0711/01/06 - 0711/30/06 30 5.~~87048~~87068% 5,~~672~~668,~~833~~812.9128 27,~~751~~733.9016 0.00 2-B2 0711/01/06 - 0711/30/06 30 5.~~87048~~87068% 5,~~672~~668,~~833~~812.9128 27,~~751~~733.9016 0.00 2-B3 0711/01/06 - 0711/30/06 30 5.~~87048~~87068% 4,~~125~~122,~~515~~591.7707 20,~~182~~168.3168 0.00 2-B4 0711/01/06 - 0711/30/06 30 5.~~87048~~87068% 3,~~352~~349,~~356~~979.1657 16,~~399~~388.9688 0.00 2-B5 0711/01/06 - 0711/30/06 30 5.~~87048~~87068% 2,~~835~~833,~~917~~907.5004 13,~~873~~864.5114 0.00 2-B6 0711/01/06 - 0711/30/06 30 5.~~87048~~87068% 2,~~063~~062,~~514~~051.0618 10,~~094~~088.8504 0.00 3-B1 0711/01/06 - 0711/30/06 30 5.~~52784~~52496% 3,~~520~~518,~~622~~182.0149 16,~~217~~198.8617 0.00 3-B2 0711/01/06 - 0711/30/06 30 5.~~52784~~52496% 1,~~407~~406,~~649~~673.3899 6,~~484~~476.3851 0.00 3-B3 0711/01/06 - 0711/30/06 30 5.~~52784~~52496% ~~804~~803,~~228~~671.3509 3,~~704~~700.7021 0.00 3-B4 0711/01/06 - 0711/30/06 30 5.~~52784~~52496% ~~805~~804,~~227~~669.4043 3,~~709~~704.3180 0.00 3-B5 0711/01/06 - 0711/30/06 30 5.~~52784~~52496% 603,~~421~~002.0390 2,~~779~~776.6830 0.00 3-B6 0711/01/06 - 0711/30/06 30 5.~~52784~~52496% 402,~~356~~078.9414 1,~~853~~851.4722 0.00 Totals 4,~~605~~408,~~686~~814.8569 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00 0.00 1,~~217~~182,~~647~~829.8826 0.00 ~~315~~306,~~316~~051,~~957~~830.9010 1-A-2 0.00 0.00 ~~139~~135,~~559~~568.4979 0.00 3635,~~139~~077,~~737~~823.3399 1-AR 0.00 0.00 0.01 0.00 0.00 2-A-1 0.00 0.00 ~~164~~151,~~405~~400.1231 0.00 3431,~~167~~575,~~039~~033.0876 2-A-2 0.00 0.00 1211,~~283~~312.8012 0.00 2,~~552~~359,~~846~~180.4450 3-A-1 0.00 0.00 ~~906~~844,~~580~~605.2004 0.00 ~~180~~166,~~239~~575,~~497~~623.0979 3-A-2 0.00 0.00 ~~845~~787,~~594~~788.5546 0.00 ~~168~~155,~~114~~370,~~786~~081.1257 3-A-3 0.00 0.00 6358,~~179~~860.5753 0.00 1211,~~560~~608,~~890~~655.5522 4-A-1 0.00 0.00 138,~~598~~424.7522 0.00 29,~~869~~327,~~449~~186.4390 4-A-2 0.00 0.00 10,~~355~~342.4339 0.00 2,~~231~~191,~~700~~185.7652 5-A-1 0.00 0.00 ~~249~~244,~~768~~309.5189 0.00 5553,~~585~~909,~~199~~593.8288 5-A-2 0.00 0.00 109,~~123~~902.8964 0.00 2,~~253~~185,~~040~~123.8129 6-A-1 0.00 0.00 ~~584~~570,~~389~~988.7407 0.00 ~~123~~121,~~812~~355,~~350~~403.0253 6-A-2 0.00 0.00 23,~~690~~147.9363 0.00 54,~~019~~919,~~303~~700.6501 1-B1 0.00 0.00 21,~~497~~486.6270 0.00 5,~~582~~578,~~687~~891.9540 1-B2 0.00 0.00 7,~~412~~408.0528 0.00 1,~~924~~923,~~823~~514.71 1-B3 0.00 0.00 4,~~446~~444.4620 0.00 1,~~154~~153,~~694~~909.4519 1-B4 0.00 0.00 2,~~965~~964.5908 0.00 ~~770~~769,~~129~~605.2652 1-B5 0.00 0.00 2,~~223~~222.2310 0.00 ~~577~~576,~~347~~954.2259 1-B6 0.00 0.00 2,~~226~~224.0087 0.00 ~~578~~577,~~066~~673.4129 2-M1 0.00 0.00 47,~~934~~901.2184 0.00 9,~~796~~789,~~614~~679.9365 2-B1 0.00 0.00 27,~~751~~733.9016 0.00 5,~~671~~667,~~829~~814.5633 2-B2 0.00 0.00 27,~~751~~733.9016 0.00 5,~~671~~667,~~829~~814.5633 2-B3 0.00 0.00 20,~~182~~168.3168 0.00 4,~~124~~121,~~785~~865.3732 2-B4 0.00 0.00 16,~~399~~388.9688 0.00 3,~~351~~349,~~762~~389.6484 2-B5 0.00 0.00 13,~~873~~864.5114 0.00 2,~~835~~833,~~415~~408.4115 2-B6 0.00 0.00 10,~~094~~088.8504 0.00 2,~~063~~061,~~148~~688.7317 3-B1 0.00 0.00 16,~~217~~198.8617 0.00 3,~~520~~517,~~017~~562.2860 3-B2 0.00 0.00 6,~~484~~476.3851 0.00 1,~~407~~406,~~407~~426.5914 3-B3 0.00 0.00 3,~~704~~700.7021 0.00 ~~804~~803,~~090~~529.2148 3-B4 0.00 0.00 3,~~709~~704.3180 0.00 ~~805~~804,~~089~~527.0865 3-B5 0.00 0.00 2,~~779~~776.6830 0.00 ~~603~~602,~~317~~896.3865 3-B6 0.00 0.00 1,~~853~~851.4722 0.00 402,~~287~~007.8330 Totals 0.00 0.00 4,~~605~~408,~~686~~814.8670 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance 1-A-1 336,294,000.00 4.~~62015~~62091% ~~940~~913.~~43299595~~39019076 3.~~62078384~~51724759 0.00000000 1-A-2 38,544,000.00 4.~~62015~~62091% ~~940~~913.~~43299606~~39019069 3.~~62078378~~51724756 0.00000000 1-AR 100.00 4.~~61983~~62034% 0.00000000 0.00000000 0.00000000 2-A-1 44,555,000.00 5.~~59756~~70490% ~~791~~714.~~04463674~~76516597 3.~~68993648~~39805431 0.00000000 2-A-2 3,329,000.00 5.~~59756~~70490% ~~791~~714.~~04463803~~76516672 3.~~68993692~~39805347 0.00000000 3-A-1 200,000,000.00 5.~~92916~~91655% ~~917~~856.~~41200550~~51739055 4.~~53290100~~22302520 0.00000000 3-A-2 186,546,000.00 5.~~92916~~91655% ~~917~~856.~~41200551~~51739056 4.~~53290100~~22302521 0.00000000 3-A-3 13,938,000.00 5.~~92916~~91655% ~~917~~856.~~41200531~~51739059 4.~~53290070~~22302554 0.00000000 4-A-1 31,948,000.00 5.~~56662~~56670% ~~935~~934.~~20240516~~01094654 4.~~33826061~~33279767 0.00000000 4-A-2 2,387,000.00 5.~~56662~~56670% ~~935~~934.~~20240469~~01094680 4.~~33826142~~33279849 0.00000000 5-A-1 56,349,000.00 5.~~38955~~38714% ~~986~~965.~~91608405~~77891338 4.~~43252782~~33565618 0.00000000 5-A-2 2,284,000.00 5.~~38955~~38714% ~~986~~965.~~91608581~~77891419 4.~~43252627~~33565674 0.00000000 6-A-1 129,873,000.00 5.~~58775~~58458% ~~966~~944.~~33607309~~71006460 4.~~49970155~~39651098 0.00000000 6-A-2 5,265,000.00 5.~~58775~~58458% ~~966~~944.~~33607217~~71006458 4.~~49970180~~39651092 0.00000000 1-B1 5,589,000.00 4.~~62015~~62091% ~~999~~998.~~03708356~~36430310 3.~~84641617~~84446234 0.00000000 1-B2 1,927,000.00 4.~~62015~~62091% ~~999~~998.~~03708355~~36430202 3.~~84641930~~84446290 0.00000000 1-B3 1,156,000.00 4.~~62015~~62091% ~~999~~998.~~03708478~~36429931 3.~~84641869~~84446367 0.00000000 1-B4 771,000.00 4.~~62015~~62091% ~~999~~998.~~03708171~~36430610 3.~~84642023~~84446174 0.00000000 1-B5 578,000.00 4.~~62015~~62091% ~~999~~998.~~03707612~~36430796 3.~~84641869~~84446367 0.00000000 1-B6 578,720.00 4.~~62015~~62091% ~~999~~998.~~03708184~~36430398 3.~~84641968~~84446710 0.00000000 2-M1 9,809,000.00 5.~~87048~~87068% 998.~~91423081~~20607096 4.~~88675808~~88345805 0.00000000 2-B1 5,679,000.00 5.~~87048~~87068% 998.~~91422962~~20607149 4.~~88675823~~88345836 0.00000000 2-B2 5,679,000.00 5.~~87048~~87068% 998.~~91422962~~20607149 4.~~88675823~~88345836 0.00000000 2-B3 4,130,000.00 5.~~87048~~87068% 998.~~91423002~~20607022 4.~~88675787~~88345763 0.00000000 2-B4 3,356,000.00 5.~~87048~~87068% 998.~~91423123~~20606973 4.~~88675805~~88345650 0.00000000 2-B5 2,839,000.00 5.~~87048~~87068% 998.~~91423036~~20607256 4.~~88675942~~88345896 0.00000000 2-B6 2,065,757.00 5.~~87048~~87068% 998.~~91422854~~20607167 4.~~88675580~~88345919 0.00000000 3-B1 3,524,000.00 5.~~52784~~52496% ~~999~~998.~~04143303~~34917423 4.~~60211691~~59652951 0.00000000 3-B2 1,409,000.00 5.~~52784~~52496% ~~999~~998.~~04143364~~34917672 4.~~60211498~~59652945 0.00000000 3-B3 805,000.00 5.~~52784~~52496% ~~999~~998.~~04142857~~34918012 4.~~60211180~~59653416 0.00000000 3-B4 806,000.00 5.~~52784~~52496% ~~999~~998.~~04143921~~34916873 4.~~60212159~~59652605 0.00000000 3-B5 604,000.00 5.~~52784~~52496% ~~999~~998.~~04144040~~34917219 4.~~60211921~~59652318 0.00000000 3-B6 402,743.00 5.~~52784~~52496% ~~999~~998.~~04142344~~34917056 4.~~60211599~~59652930 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00000000 0.00000000 3.~~62078384~~51724759 0.00000000 ~~937~~910.~~62290704~~07222876 1-A-2 0.00000000 0.00000000 3.~~62078378~~51724756 0.00000000 ~~937~~910.~~62290707~~07222888 1-AR 0.00000000 0.00000000 0.10000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.~~68993648~~39805431 0.00000000 ~~766~~708.~~85083784~~67542947 2-A-2 0.00000000 0.00000000 3.~~68993692~~39805347 0.00000000 ~~766~~708.~~85083809~~67542806 3-A-1 0.00000000 0.00000000 4.~~53290100~~22302520 0.00000000 ~~901~~832.~~19748545~~87811895 3-A-2 0.00000000 0.00000000 4.~~53290100~~22302521 0.00000000 ~~901~~832.~~19748545~~87811891 3-A-3 0.00000000 0.00000000 4.~~53290070~~22302554 0.00000000 ~~901~~832.~~19748529~~87811881 4-A-1 0.00000000 0.00000000 4.~~33826061~~33279767 0.00000000 ~~934~~917.~~93957149~~96628584 4-A-2 0.00000000 0.00000000 4.~~33826142~~33279849 0.00000000 ~~934~~917.~~93957269~~96628404 5-A-1 0.00000000 0.00000000 4.~~43252782~~33565618 0.00000000 ~~986~~956.~~44518660~~70897230 5-A-2 0.00000000 0.00000000 4.~~43252627~~33565674 0.00000000 ~~986~~956.~~44518827~~70897110 6-A-1 0.00000000 0.00000000 4.~~49970155~~39651098 0.00000000 ~~953~~934.~~33402647~~41595659 6-A-2 0.00000000 0.00000000 4.~~49970180~~39651092 0.00000000 ~~953~~934.~~33402659~~41595632 1-B1 0.00000000 0.00000000 3.~~84641617~~84446234 0.00000000 998.~~87062981~~19134013 1-B2 0.00000000 0.00000000 3.~~84641930~~84446290 0.00000000 998.~~87063311~~19133887 1-B3 0.00000000 0.00000000 3.~~84641869~~84446367 0.00000000 998.~~87063149~~19134083 1-B4 0.00000000 0.00000000 3.~~84642023~~84446174 0.00000000 998.~~87063554~~19133593 1-B5 0.00000000 0.00000000 3.~~84641869~~84446367 0.00000000 998.~~87062284~~19133218 1-B6 0.00000000 0.00000000 3.~~84641968~~84446710 0.00000000 998.~~87062828~~19133605 2-M1 0.00000000 0.00000000 4.~~88675808~~88345805 0.00000000 998.~~73737690~~03034458 2-B1 0.00000000 0.00000000 4.~~88675823~~88345836 0.00000000 998.~~73737630~~03034513 2-B2 0.00000000 0.00000000 4.~~88675823~~88345836 0.00000000 998.~~73737630~~03034513 2-B3 0.00000000 0.00000000 4.~~88675787~~88345763 0.00000000 998.~~73737772~~03034383 2-B4 0.00000000 0.00000000 4.~~88675805~~88345650 0.00000000 998.~~73737783~~03034565 2-B5 0.00000000 0.00000000 4.~~88675942~~88345896 0.00000000 998.~~73737584~~03034519 2-B6 0.00000000 0.00000000 4.~~88675580~~88345919 0.00000000 998.~~73737811~~03034432 3-B1 0.00000000 0.00000000 4.~~60211691~~59652951 0.00000000 998.~~86982974~~17326901 3-B2 0.00000000 0.00000000 4.~~60211498~~59652945 0.00000000 998.~~86982967~~17327182 3-B3 0.00000000 0.00000000 4.~~60211180~~59653416 0.00000000 998.~~86982609~~17326708 3-B4 0.00000000 0.00000000 4.~~60212159~~59652605 0.00000000 998.~~86982630~~17326303 3-B5 0.00000000 0.00000000 4.~~60211921~~59652318 0.00000000 998.~~86983444~~17326159 3-B6 0.00000000 0.00000000 4.~~60211599~~59652930 0.00000000 998.~~86982517~~17327675 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All Classes are per $1,000 denomination.

~~CERTIFICATEHOLDER~~Certificateholder ~~ACCOUNT~~Account ~~STATEMENT~~Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1517,~~244~~977,~~954~~231.2722 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 91129,~~293~~866.0946 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Total Deposits 1518,~~336~~107,~~247~~097.3668 Withdrawals Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~222~~212,~~380~~958.6474 Payment of Interest and Principal 1517,~~113~~894,~~866~~138.7294 Total Withdrawals (Pool Distribution Amount) 1518,~~336~~107,~~247~~097.3668 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~219~~210,~~375~~078.5324 Master Servicing Fee- Wells Fargo Bank, NA 32,~~005~~880.1150 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~222~~212,~~380~~958.6474 *Servicer Payees include: BANK OF AMERICA, ~~(NY)~~N.A.; ~~CHASE HOME FINANCE LLC;~~ COUNTRYWIDE HOME LOANS ~~INC.~~SERVICING LP; GREENPOINT ~~MTG~~MORTGAGE FUNDING, INC; JP MORGAN CHASE BANK NA; NATIONAL CITY MTG CO; WELLS FARGO BANK, N.A.

~~COLLATERAL~~Collateral ~~STATEMENT~~Statement Group Group 1 Group 2 Collateral Description Mixed ARM Mixed ARM Weighted Average ~~Gross~~ Coupon 5Rate 4.~~624841%~~874413 6.064641 Weighted Average Net ~~Coupon~~Rate 4.624413 5.~~370483%~~708401 Weighted Average Pass-Through Rate 4.620913 5.~~365763%~~704901 Weighted Average Remaining Term ~~350~~344 ~~Beginning~~347 ~~Scheduled~~Principal ~~Collateral~~And ~~Loan~~Interest ~~Count~~Constant 21,~~288~~494,858.42 ~~Number~~194,992.57 OfBeginning Loan Count 487 109 Loans Paid Inin Full 252 2 Ending ~~Scheduled Collateral~~ Loan Count ~~2,263~~485 107 Beginning Scheduled ~~Collateral~~ Balance 1352,~~030~~955,~~016~~734.72 37,~~325~~548,166.1659 Ending Scheduled ~~Collateral~~ Balance 1351,~~019~~710,~~508~~203.12 37,~~145~~256,102.3397 ~~Ending~~ Actual Ending Collateral Balance at351,753,055.72 ~~31-Jul-2006~~37,261,716.44 Scheduled Principal 61,148.38 5,229.12 Unscheduled Principal 1,~~019~~184,~~632~~383.22 286,~~148~~834.7150 ~~Monthly~~Scheduled ~~P&I~~Interest ~~Constant~~1,433,710.04 5189,~~005~~763.45 Servicing Fees 73,~~850~~532.2644 ~~Special~~11,146.79 Master Servicing Fees 1,029.45 109.52 Trustee Fee 0.00 ~~Prepayment~~0.00 ~~Penalty~~FRY ~~Waived~~ Amount 0.00 ~~Prepayment~~0.00 ~~Penalty~~Special ~~Waived~~Hazard ~~Count~~Fee 0.00 ~~Prepayment~~0.00 ~~Penalty~~Other ~~Paid~~Fee ~~Amount~~0.00 0.00 ~~Prepayment~~Pool ~~Penalty~~Insurance ~~Paid~~Fee ~~Count~~0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,359,148.15 178,507.14 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 ~~Scheduled~~0.00 ~~Principal~~Percentage ~~177,784~~of Cumulative Losses 0.800000 ~~Unscheduled~~0.0000 ~~Principal~~Prepayment ~~10,330,395~~Penalty Waived Amount 0.0300 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 Group 13 Group 24 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 46.~~873648~~173300 5.~~957110~~820198 Weighted Average Net Rate 45.~~623648~~922977 5.~~601063~~570198 Weighted Average Pass-Through Rate 45.~~620148~~916552 5.~~597564~~566698 Weighted Average Remaining Term 348 347 ~~351 Record Date 07/31/2006 07/31/2006~~ Principal And Interest Constant 1,~~535~~972,~~180~~469.2062 ~~212~~175,~~289~~397.5646 Beginning Loan Count ~~501~~1,085 ~~119~~110 Loans Paid in Full 227 21 Ending Loan Count ~~499~~1,058 ~~117~~109 Beginning Scheduled Balance ~~363~~370,~~099~~814,~~537~~533.0201 4134,~~202~~451,~~922~~449.6781 Ending Scheduled Balance ~~362~~361,~~044~~342,~~444~~522.5673 4033,~~043~~899,~~801~~982.6732 Actual Ending Collateral Balance 361,412,346.01 33,906,977.42 Scheduled Principal 6064,~~497~~845.3112 78,~~747~~302.6223 Unscheduled Principal ~~994~~9,~~595~~407,165.1516 1543,~~151,373~~165.3826 Scheduled Interest 1,~~474~~907,~~682~~624.8950 ~~204~~167,~~541~~095.9423 Servicing Fees 7577,~~645~~352.7487 127,~~225~~177.1239 Master Servicing Fees 1,~~059~~081.0454 ~~120~~100.1848 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0903.0096 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~397~~828,~~978~~286.1113 ~~192~~159,~~196~~817.6436 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 Group 35 Group 46 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 65.~~186141~~640639 5.~~820115~~838084 Weighted Average Net Rate 5.~~935837~~390639 5.~~570115~~588084 Weighted Average Pass-Through Rate 5.~~929157~~387139 5.~~566615~~584584 Weighted Average Remaining Term ~~352~~346 ~~351~~348 ~~Record Date 07/31/2006 07/31/2006~~ Principal And Interest Constant 2300,~~104,888~~048.8098 ~~175~~657,~~420~~632.7555 Beginning Loan Count ~~1,152~~107 ~~110~~292 Loans Paid in Full 191 02 Ending Loan Count ~~1,133~~106 ~~110~~290 Beginning Scheduled Balance ~~395~~58,~~221~~903,~~165~~071.0193 34132,~~494~~927,~~619~~950.8732 Ending Scheduled Balance ~~388~~58,~~722~~370,~~760~~378.45 131,536,392.55 Actual Ending Collateral Balance 58,381,131.67 34131,~~485~~545,~~034~~204.2883 Scheduled Principal 6723,~~477~~173.4016 810,~~118~~928.5473 Unscheduled Principal 6509,~~430,926~~520.9432 1,~~467~~380,629.0504 Scheduled Interest 2276,~~037,411~~875.4082 ~~167~~646,~~302~~703.2182 Servicing Fees 8212,~~437~~271.6247 727,~~186~~693.3832 Master Servicing Fees ~~1,152~~171.7380 ~~100~~387.6171 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~1,047~~0.3100 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1264,~~952,773~~432.7455 ~~160~~618,~~015~~622.2279 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 ~~Group~~Total ~~5 Group 6~~ Collateral Description Mixed ARM ~~Mixed ARM~~ Weighted Average Coupon Rate 5.~~643049~~615758 ~~5.841247~~ Weighted Average Net Rate 5.~~393049~~361597 ~~5.591247~~Weighted Average Pass-Through Rate 5.~~389549~~356999 ~~5.587747~~ Weighted Average Remaining Term ~~350~~346 ~~352 Record Date 07/31/2006 07/31/2006~~ Principal And Interest Constant ~~306~~4,~~071.04 671~~795,~~999~~399.9160 Beginning Loan Count ~~109~~2,190 ~~297~~ Loans Paid in Full 035 2 Ending Loan Count ~~109~~2,155 ~~295~~ Beginning Scheduled Balance 60987,~~145~~600,~~944~~906.4938 ~~135,852,136.10~~ Ending Scheduled Balance 60974,~~117~~115,~~453~~582.6414 ~~134~~Actual Ending Collateral Balance 974,~~094~~260,~~650~~432.5109 Scheduled Principal 23173,~~232~~626.3074 ~~10,711.63~~ Unscheduled Principal 513,~~258.55 1~~311,~~746,773~~697.9650 Scheduled Interest ~~282~~4,~~838.74 661~~621,~~288~~772.2886 Servicing Fees 12210,~~530~~078.4124 ~~28,302.53~~ Master Servicing Fees ~~175~~2,880.4350 ~~396.24~~ Trustee Fee 0.00 ~~0.00~~ FRY Amount 0.00 ~~0.00~~ Special Hazard Fee 0.00 ~~0.00~~ Other Fee 0903.0096 ~~0.00~~ Pool Insurance Fee 0.00 ~~0.00~~ Spread 1 0.00 ~~0.00~~ Spread 2 0.00 ~~0.00~~ Spread 3 0.00 ~~0.00~~ Net Interest ~~270~~4,~~132.90 632~~408,~~589~~814.5112 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~~

Additional Reporting - Group Level ~~Collateral~~Miscellaneous ~~Statement~~Reporting Group ~~Total~~1 ~~Collateral~~CPR% ~~Description~~3.953917% ~~Mixed~~Senior ~~ARM~~Percentage ~~Weighted~~97.001782% ~~Average~~Senior ~~Coupon~~Prepayment ~~Rate~~Percentage 5100.~~624841~~000000% ~~Weighted~~Subordinate ~~Average~~Percentage ~~Net~~2.998219% ~~Rate~~Subordinate 5Prepayment Percentage 0.~~370483~~000000% ~~Pass-Through~~Group ~~Rate~~2 5CPR% 8.~~365763~~792595% ~~Weighted~~Senior ~~Average~~Percentage ~~Remaining~~91.151762% ~~Term~~Senior ~~350~~Prepayment ~~Record~~Percentage ~~Date~~100.000000% ~~07/31/2006~~Subordinate ~~Principal~~Percentage ~~And~~8.848239% ~~Interest~~Subordinate ~~Constant~~Prepayment ~~5,005,850~~Percentage 0.000000% Group 3 CPR% 26.538577% ~~Beginning~~Senior ~~Loan~~Percentage ~~Count~~92.504873% ~~2,288~~Senior ~~Loans~~Prepayment ~~Paid~~Percentage in100.000000% ~~Full~~Subordinate 25Percentage ~~Ending~~7.495128% ~~Loan~~Subordinate ~~Count~~Prepayment ~~2,263~~Percentage ~~Beginning~~0.000000% ~~Scheduled~~Group ~~Balance~~4 ~~1,030,016,325~~CPR% 17.16365830% ~~Ending~~Senior ~~Scheduled~~Percentage ~~Balance~~93.085389% ~~1,019,508,145~~Senior Prepayment Percentage 100.33000000% ~~Scheduled~~Subordinate ~~Principal~~Percentage ~~177,784~~6.80914612% ~~Unscheduled~~Subordinate ~~Principal~~Prepayment ~~10,330,395~~Percentage 0.03000000% ~~Scheduled~~Group ~~Interest~~5 ~~4,828,065~~CPR% 9.46904012% ~~Servicing~~Senior ~~Fees~~Percentage ~~218,327~~96.80135080% ~~Master~~Senior ~~Servicing~~Prepayment ~~Fees~~Percentage 100.000000% Subordinate Percentage 3~~,004~~.23864921% ~~Trustee~~Subordinate ~~Fee~~Prepayment Percentage 0.00000000% ~~FRY~~Group ~~Amount~~6 0CPR% 11.00776576% ~~Special~~Senior ~~Hazard~~Percentage ~~Fee~~96.041675% 0Senior Prepayment Percentage 100.00000000% ~~Other~~Subordinate ~~Fee~~Percentage ~~1,047~~3.31958326% ~~Pool~~Subordinate ~~Insurance~~Prepayment ~~Fee~~Percentage 0.00000000% ~~Spread~~Trigger Event Reporting Group 1 Senior Step Down Cumulative Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.00000000% ~~Spread~~Senior 2Step Down Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.00000000% ~~Spread~~Senior 3Step Down Test Trigger Result Pass Two Times Test Trigger Result Pass Two Times Test - Cumulative Loss Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.00000000% ~~Net~~Two ~~Interest~~Times ~~4,605,686~~Test - Delinquency Calculated Value 0.12000000% ~~Realized~~Threshold Value 50.000000% Trigger Result Pass Group 2 Senior Step Down Cumulative Loss ~~Amount~~Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.00000000% ~~Cumulative~~Senior ~~Realized~~Step Down Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 21.300435% Senior Step Down Test Trigger Result Pass Two Times Test Trigger Result Pass Two Times Test - Cumulative Loss Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.00000000% ~~Percentage~~Two ofTimes Test - Delinquency Calculated Value 21.300436% Threshold Value 50.000000% Trigger Result Pass Group 3 Senior Step Down Cumulative ~~Losses~~Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.~~0000~~000000% ~~Prepayment~~Senior ~~Penalty~~Step ~~Waived~~Down ~~Amount~~Delinquency 0Test Trigger Result Pass Threshold Value 50.00000000% ~~Prepayment~~Calculated ~~Penalty~~Value ~~Waived~~2.815926% ~~Count~~Senior 0Step ~~Prepayment~~Down ~~Penalty~~Test ~~Paid~~Trigger ~~Amount~~Result Pass Two Times Test Trigger Result Pass Two Times Test - Cumulative Loss Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.00000000% ~~Prepayment~~Two ~~Penalty~~Times ~~Paid~~Test ~~Count~~- 0Delinquency ~~Special~~Threshold ~~Servicing~~Value ~~Fee~~50.000000% 0Trigger Result Pass Calculated Value 2.00815926% NOTE: Group 1 = (Group 1), Group 2 = (Groups 2, 3, 4), and Group 3 = (Groups 5, 6)

~~Additional~~Delinquency ~~Reporting~~Status -DELINQUENT ~~Group~~BANKRUPTCY ~~Level~~FORECLOSURE ~~Miscellaneous~~REO ~~Reporting~~Total ~~Group~~No. 1of ~~CPR%~~Loans 3No.~~238477%~~ ~~Senior~~of ~~Percentage~~Loans 97No.~~083579%~~ ~~Senior~~of ~~Prepayment~~Loans ~~Percentage 100~~No.~~000000%~~ ~~Subordinate~~of ~~Percentage~~Loans 2No.~~916422%~~ ~~Subordinate~~of ~~Prepayment~~Loans ~~Percentage~~Actual ~~0.000000%~~Balance ~~Group~~Actual 2Balance ~~CPR%~~Actual ~~28.834847%~~Balance ~~Senior~~Actual ~~Percentage~~Balance ~~91.931298%~~Actual ~~Senior~~Balance ~~Prepayment~~0-29 ~~Percentage~~Days ~~100.000000%~~0 ~~Subordinate~~0 ~~Percentage~~0 80 0.~~068703%~~00 ~~Subordinate~~0.00 ~~Prepayment~~0.00 ~~Percentage~~ 0.~~000000%~~00 ~~Group~~30 3Days ~~CPR%~~37 ~~17.872770%~~0 ~~Senior~~0 ~~Percentage~~0 9237 13,300,350.~~962843%~~52 ~~Senior~~0.00 ~~Prepayment~~0.00 ~~Percentage~~0.00 ~~100~~13,300,350.~~000000%~~52 ~~Subordinate~~60 ~~Percentage~~Days ~~7.037158%~~9 ~~Subordinate~~0 ~~Prepayment~~0 ~~Percentage~~ 0~~.000000%~~ ~~Group~~9 42,061,486.70 ~~CPR%~~0.00 0.~~051036%~~00 ~~Senior~~0.00 ~~Percentage 93~~2,061,486.~~087487%~~70 ~~Senior~~90 ~~Prepayment~~Days ~~Percentage~~5 ~~100.000000%~~0 ~~Subordinate~~1 ~~Percentage~~0 6 2,101,135.~~912514%~~44 ~~Subordinate Prepayment Percentage~~ 0.~~000000%~~00 ~~Group~~139,121.43 ~~5 CPR%~~ 0.~~104906%~~00 ~~Senior Percentage 96~~2,240,256.~~209065%~~87 ~~Senior~~120 ~~Prepayment~~Days ~~Percentage~~1 ~~100.000000%~~0 ~~Subordinate~~2 ~~Percentage~~0 3 196,000.~~790936%~~00 ~~Subordinate~~0.00 ~~Prepayment~~1,515,045.30 ~~Percentage~~ 0.~~000000%~~00 ~~Group~~1,711,045.30 6150 ~~CPR%~~Days ~~14.384833%~~0 ~~Senior~~0 ~~Percentage~~2 ~~96.125632%~~0 ~~Senior~~2 ~~Prepayment~~0.00 ~~Percentage~~0.00 ~~100~~785,000.~~000000%~~00 ~~Subordinate~~0.00 ~~Percentage 3~~785,000.~~874369%~~00 ~~Subordinate~~180+ ~~Prepayment~~Days ~~Percentage~~3 0~~.000000%~~ ~~Trigger~~3 ~~Event~~3 ~~Reporting~~9 ~~Group~~ 1,314,884.54 ~~Senior~~0.00 ~~Step~~887,909.09 ~~Down~~1,564,563.58 ~~Cumulative~~3,767,357.21 ~~Loss~~Totals ~~Test~~55 ~~Trigger~~0 ~~Result~~8 ~~Pass~~3 ~~Threshold~~66 ~~Value 20~~18,973,857.~~000000%~~20 ~~Calculated Value~~ 0.~~000000%~~00 ~~Senior~~3,327,075.82 ~~Step~~1,564,563.58 ~~Down~~23,865,496.60 ~~Delinquency~~No. ~~Test~~of ~~Trigger~~Loans ~~Result~~No. ~~Pass~~of ~~Threshold~~Loans ~~Value 50~~No.~~000000%~~ ~~Calculated~~of ~~Value~~Loans 2No.~~455259%~~ ~~Senior~~of ~~Step~~Loans ~~Down~~No. ~~Test~~of ~~Trigger~~Loans ~~Result~~Actual ~~Pass~~Balance ~~Two~~Actual ~~Times~~Balance ~~Test~~Actual ~~Trigger~~Balance ~~Result~~Actual ~~Pass~~Balance ~~Two~~Actual ~~Times~~Balance ~~Test~~ 0-29 ~~Cumulative~~Days ~~Loss~~0.000000% ~~Trigger~~0.000000% ~~Result~~0.000000% ~~Pass~~0.000000% ~~Threshold~~0.000000% ~~Value~~0.000000% 200.000000% ~~Calculated Value~~ 0.000000% ~~Two~~30 ~~Times~~Days ~~Test~~1.716937% -0.000000% ~~Delinquency~~0.000000% ~~Calculated~~0.000000% ~~Value~~1.716937% 21.~~455259~~365174% ~~Threshold~~0.000000% ~~Value~~0.000000% 500.000000% ~~Trigger~~1.365174% ~~Result~~60 ~~Pass~~Days ~~Group~~0.417633% 20.000000% ~~Senior~~0.000000% ~~Step~~0.000000% ~~Down~~0.417633% ~~Cumulative~~0.211595% ~~Loss~~0.000000% ~~Test~~0.000000% ~~Trigger~~0.000000% ~~Result~~0.211595% ~~Pass~~90 ~~Threshold~~Days ~~Value~~0.232019% 200.000000% ~~Calculated~~0.046404% ~~Value~~ 0.000000% ~~Senior~~0.278422% ~~Step~~0.215665% ~~Down~~0.000000% ~~Delinquency~~0.014280% ~~Test~~0.000000% ~~Trigger~~0.229944% ~~Result~~120 ~~Pass~~Days ~~Threshold~~0.046404% ~~Value 50~~0.000000% ~~Calculated Value 11~~0.~~386015~~092807% ~~Senior Step Down Test Trigger Result Pass Two Times Test Trigger Result Pass Two Times Test - Cumulative Loss Trigger Result Pass Threshold Value 20~~0.000000% ~~Calculated~~0.139211% ~~Value~~0.020118% 0.000000% ~~Two Times Test - Delinquency Calculated Value 11~~0.~~386015~~155507% ~~Threshold Value 50~~0.000000% ~~Trigger~~0.175625% ~~Result~~150 ~~Pass~~Days ~~Group 3 Senior Step Down Cumulative Loss Test Trigger Result Pass Threshold Value 20~~0.000000% ~~Calculated Value~~ 0.000000% ~~Senior~~0.092807% ~~Step Down Delinquency Test Trigger Result Pass Threshold Value 50~~0.000000% ~~Calculated~~0.092807% ~~Value~~ 0.~~875492~~000000% ~~Senior Step Down Test Trigger Result Pass Two Times Test Trigger Result Pass Two Times Test - Cumulative Loss Trigger Result Pass Threshold Value 20~~0.000000% ~~Calculated~~0.080574% ~~Value~~ 0.000000% ~~Two~~0.080574% ~~Times~~180+ ~~Test~~Days -0.139211% ~~Delinquency Threshold Value 50~~0.000000% ~~Trigger~~0.139211% ~~Result~~0.139211% ~~Pass~~0.417633% ~~Calculated~~0.134962% ~~Value~~0.000000% 0.~~875492~~091137% ~~NOTE:~~0.160590% ~~Group~~0.386689% 1Totals ~~= (Group 1), Group~~ 2.552204% =0.000000% ~~(Groups~~0.371230% 2,0.139211% 3,.062645% ~~4),~~1.947514% ~~and~~0.000000% ~~Group~~0.341498% 30.160590% ~~= (Groups 5, 6)~~2.449601%

~~LOAN~~Current ~~STATUS~~Period ~~STRATIFICATION/CREDIT~~Class ~~ENHANCEMENT~~A ~~STATEMENT~~Insufficient ~~DELINQUENT~~Funds ~~BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance~~ 0~~-29 Days 0 0 0 0 0~~.00 ~~0.00~~Principal ~~0.00~~Balance ~~0.00~~of 30Contaminated ~~Days~~Properties 28 0 ~~0 0 28 11,254,924~~.~~96 0.~~00 ~~0.00~~Periodic ~~0.00~~Advance 11129,~~254,924~~866.96 60 Days 5 0 0 0 5 2,319,539.53 0.00 0.00 0.00 2,319,539.53 90 Days 1 0 1 0 2 81,141.61 0.00 255,899.98 0.00 337,041.59 120 Days 3 0 4 0 7 1,390,956.97 0.00 1,327,793.91 0.00 2,718,750.88 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 1 0 1 0.00 0.00 584,014.25 0.00 584,014.25 Totals 37 0 6 0 43 15,046,563.07 0.00 2,167,708.14 0.00 17,214,271.21 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.237296% 0.000000% 0.000000% 0.000000% 1.237296% 1.103822% 0.000000% 0.000000% 0.000000% 1.103822% 60 Days 0.220946% 0.000000% 0.000000% 0.000000% 0.220946% 0.227488% 0.000000% 0.000000% 0.000000% 0.227488% 90 Days 0.044189% 0.000000% 0.044189% 0.000000% 0.088378% 0.007958% 0.000000% 0.025097% 0.000000% 0.033055% 120 Days 0.132567% 0.000000% 0.176757% 0.000000% 0.309324% 0.136418% 0.000000% 0.130223% 0.000000% 0.266640% 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% 0.044189% 0.000000% 0.044189% 0.000000% 0.000000% 0.057277% 0.000000% 0.057277% Totals 1.634998% 0.000000% 0.265135% 0.000000% 1.900133% 1.475685% 0.000000% 0.212597% 0.000000% 1.688283%46

~~Current~~Delinquency ~~Period~~Status ~~Class~~By AGroup ~~Insufficient~~DELINQUENT ~~Funds~~BANKRUPTCY FORECLOSURE REO Total Group 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 ~~Principal~~0.00 0.00 0.00 30 Days 2 0 0 0 2 882,493.35 0.00 0.00 0.00 882,493.35 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 0 2 882,493.35 0.00 0.00 0.00 882,493.35 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.412371% 0.000000% 0.000000% 0.000000% 0.412371% 0.250884% 0.000000% 0.000000% 0.000000% 0.250884% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.412371% 0.000000% 0.000000% 0.000000% 0.412371% 0.250884% 0.000000% 0.000000% 0.000000% 0.250884% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 1,302,822.43 0.00 0.00 0.00 1,302,822.43 60 Days 2 0 0 0 2 284,421.28 0.00 0.00 0.00 284,421.28 90 Days 1 0 0 0 1 428,374.00 0.00 0.00 0.00 428,374.00 120 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 5 0 0 0 5 2,015,617.71 0.00 0.00 0.00 2,015,617.71 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.869159% 0.000000% 0.000000% 0.000000% 1.869159% 3.496410% 0.000000% 0.000000% 0.000000% 3.496410% 60 Days 1.869159% 0.000000% 0.000000% 0.000000% 1.869159% 0.763307% 0.000000% 0.000000% 0.000000% 0.763307% 90 Days 0.934579% 0.000000% 0.000000% 0.000000% 0.934579% 1.149636% 0.000000% 0.000000% 0.000000% 1.149636% 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 4.672897% 0.000000% 0.000000% 0.000000% 4.672897% 5.409353% 0.000000% 0.000000% 0.000000% 5.409353% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 No. of ~~Contaminated~~Loans ~~Properties~~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 ~~Periodic~~0.00 ~~Advance~~0.00 910.00 30 Days 32 0 0 0 32 10,~~293~~718,151.78 0.00 0.00 0.00 10,718,151.78 60 Days 7 0 0 0 7 1,777,065.42 0.00 0.00 0.00 1,777,065.42 90 Days 4 0 1 0 5 1,672,761.44 0.00 139,121.43 0.00 1,811,882.87 120 Days 1 0 2 0 3 196,000.00 0.00 1,515,045.30 0.00 1,711,045.30 150 Days 0 0 2 0 2 0.00 0.00 785,000.00 0.00 785,000.00 180+ Days 3 0 3 3 9 1,314,884.54 0.00 887,909.09 1,564,563.58 3,767,357.21 Totals 47 0 8 3 58 15,678,863.18 0.00 3,327,075.82 1,564,563.58 20,570,502.58 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.024575% 0.000000% 0.000000% 0.000000% 3.024575% 2.965630% 0.000000% 0.000000% 0.000000% 2.965630% 60 Days 0.661626% 0.000000% 0.000000% 0.000000% 0.661626% 0.491700% 0.000000% 0.000000% 0.000000% 0.491700% 90 Days 0.378072% 0.000000% 0.094518% 0.000000% 0.472590% 0.462840% 0.000000% 0.038494% 0.000000% 0.501334% 120 Days 0.094518% 0.000000% 0.189036% 0.000000% 0.283554% 0.054232% 0.000000% 0.419201% 0.000000% 0.473433% 150 Days 0.000000% 0.000000% 0.189036% 0.000000% 0.189036% 0.000000% 0.000000% 0.217203% 0.000000% 0.217203% 180+ Days 0.283554% 0.000000% 0.283554% 0.283554% 0.850662% 0.363818% 0.000000% 0.245678% 0.432903% 1.042399% Totals 4.442344% 0.000000% 0.756144% 0.283554% 5.482042% 4.338220% 0.000000% 0.920576% 0.432903% 5.691699% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 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 1 0 0 0 1 396,882.96 0.00 0.00 0.00 396,882.96 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 396,882.96 0.00 0.00 0.00 396,882.96 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.943396% 0.000000% 0.000000% 0.000000% 0.943396% 0.679814% 0.000000% 0.000000% 0.000000% 0.679814% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.943396% 0.000000% 0.000000% 0.000000% 0.943396% 0.679814% 0.000000% 0.000000% 0.000000% 0.679814% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

180+ Delinquency ~~Status~~Summary BySummary Group ~~DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group~~ 1 ~~No.~~Days ofNumber ~~Loans No.~~ of ~~Loans~~Outstanding ~~No.~~Percentage of ~~Loans~~Number ~~No.~~ of ~~Loans~~Outstanding ~~No.~~Percentage of Delinquent 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 3 0 0 0 3 2,592,677.39 0.00 0.00 0.00 2,592,677.39 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 2,592,677.39 0.00 0.00 0.00 2,592,677.39 0-29 Days 0.000000(%) 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.601202% 0.000000% 0.000000% 0.000000% 0.601202% 0.716081% 0.000000% 0.000000% 0.000000% 0.716081% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.601202% 0.000000% 0.000000% 0.000000% 0.601202% 0.716081% 0.000000% 0.000000% 0.000000% 0.716081% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of Loans ~~No. of Loans No. of Loans No. of Loans No. of Loans~~ Actual Balance(%) ~~Actual~~ Balance($) ~~Actual~~ Balance($) Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 449,746.20 0.00 0.00 0.00 449,746.20 60 Days 1 0 0 0 1 991,864.56 0.00 0.00 0.00 991,864.56 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ ~~Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 1,441,610.76 0.00 0.00 0.00 1,441,610.76 0~~-29 ~~Days~~209 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.709402% 0.000000% 0.000000% 0.000000% 1.709402% 1.122890% 0.000000% 0.000000% 0.000000% 1.122890% 60 Days 0.854701% 0.000000% 0.000000% 0.000000% 0.854701% 2~~.476408%~~ 0.000000% 0.000000% 0.000000% 2.476408% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.564103% 0.000000% 0.000000% 0.000000% 2.564103% 3.599299% 0.000000% 0.000000% 0.000000% 3.599299% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 21 0 0 0 21 7964,~~332,231~~592.~~96 0.00 0.00 0.00 7,332,231.96 60 Days 3 0 0 0 3 930,152.~~08 0.00099 0~~.00~~ 0.00 ~~930,152.08 90 Days 1~~ 0 ~~1 0 2 81,141~~.61000 ~~0.00~~240 ~~255,899.98~~- ~~0.00~~269 ~~337,041.59~~6 ~~120 Days 3 0 4 0 7 1,390,956.97 0.00 1,327,793.91 0.00~~ 2,~~718~~218,750.88 ~~150 Days~~ 0 ~~0 0 0 0 0~~.00228 0~~.00~~ 0.00 0.00000 ~~0.00~~300 ~~180+~~- ~~Days~~329 ~~0 0~~ 1 ~~0 1 0.00 0.00~~ 584,014.25 0.00060 ~~584,014.25 Totals 28~~ 0 6 0 ~~34 9,734,482~~.~~62 0.~~00 ~~2,167,708.14~~ 0.00000 11,902,190.76 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.853486% 0.000000% 0.000000% 0.000000% 1.853486% 1.885934% 0.000000% 0.000000% 0.000000% 1.885934% 60 Days 0.264784% 0.000000% 0.000000% 0.000000% 0.264784% 0.239246% 0.000000% 0.000000% 0.000000% 0.239246% 90 Days 0.088261% 0.000000% 0.088261% 0.000000% 0.176523% 0.020871% 0.000000% 0.065820% 0.000000% 0.086691% 120 Days 0.264784% 0.000000% 0.353045% 0.000000% 0.617829% 0.357770% 0.000000% 0.341524% 0.000000% 0.699294% 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% 0.088261% 0.000000% 0.088261% 0.000000% 0.000000% 0.150215% 0.000000% 0.150215% Totals 2.471315% 0.000000% 0.529568% 0.000000% 3.000883% 2.503820% 0.000000% 0.557559% 0.000000% 3.061380% DELINQUENT BANKRUPTCY FORECLOSURE REO Total ~~Group~~9 4 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 880,269.41 0.00 0.00 0.00 880,269.41 60 Days 1 0 0 0 1 397,522.89 0.00 0.00 0.00 397,522.89 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 ~~0 0 0 3 1~~,~~277~~767,~~792~~357.3021 0.00387 0~~.00~~ 0.00 ~~1,277,792.30~~ 0~~-29 Days 0~~.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.834862% 0.000000% 0.000000% 0.000000% 1.834862% 1.463827% 0.000000% 0.000000% 0.000000% 1.463827% 60 Days 0.917431% 0.000000% 0.000000% 0.000000% 0.917431% 0.661053% 0.000000% 0.000000% 0.000000% 0.661053% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.752294% 0.000000% 0.000000% 0.000000% 2.752294% 2.124879% 0.000000% 0.000000% 0.000000% 2.124879% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%000

180+ Delinquency Summary ~~Summary~~(continued) Group 12 Group 3 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 10 ~~584~~0.00 0.000 2 964,~~014~~592.2508 0.~~057~~267 240 - 269 0 0.00 0.000 ~~Total~~6 2,218,750.88 0.614 300 - 329 0 0.00 0.000 1 584,014.25 0.~~057~~162 Total 0 0.00 0.000 9 3,767,357.21 1.043

180+ Delinquency Summary (continued) Group 24 Group 35 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 0 0.00 0.000 10 ~~584,014~~0.2500 0.~~150~~000 240 - 269 0 0.00 0.000 0 0.00 0.000 300 - 329 0 0.00 0.000 0 0.00 0.000 Total 0 0.00 0.000 10 ~~584,014~~0.2500 0.~~150~~000

180+ Delinquency Summary (continued) Group 46 ~~Group 5~~ Days Number of Outstanding Percentage of ~~Number of Outstanding Percentage of~~ Delinquent Loans Actual Balance(%) ~~Loans Actual~~ Balance(~~%) Balance(~~$) ~~Balance($)~~ 180 - 209 0 0.00 0.000 240 - 269 0 0.00 0.000 ~~Total~~300 - 329 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

~~180+~~Summary ~~Delinquency~~12 ~~Summary~~Month ~~(continued)~~REO ~~Group~~History* 6New ~~Days~~REO ~~Number~~Loans ofMonth ~~Outstanding~~REO Percentage ofLoans ~~Delinquent~~in ~~Loans~~REO 2 Jan-06 0.000% Original Principal Balance 1,023,900.00 Feb-06 0.000% Current Actual Balance( 1,023,899.07 Mar-06 0.000%) Apr-06 0.000% Current REO Total May-06 0.000% Loans in REO 3 Jun-06 0.000% Original Principal Balance~~($)~~ ~~180~~1,564,600.00 Jul-06 ~~209~~0.000% Current Actual Balance 1,564,563.58 Aug-06 0.000% Sep-06 0.000% Oct-06 0.054% Nov-06 0.055% Dec-06 0.161% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 - No REO Information to report this period. Group 2 - No REO Information to report this period. Group 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Jan-06 0.000% Original Principal Balance 1,023,900.00 Feb-06 0.000% Current Actual Balance 1,023,899.07 Mar-06 0.000% Apr-06 0.000% Current REO Total May-06 0.000% Loans in REO 3 Jun-06 0.000% Original Principal Balance 1,564,600.00 Jul-06 0.000% ~~This~~Current Actual Balance 1,564,563.58 Aug-06 0.000% Sep-06 0.000% Oct-06 0.142% Nov-06 0.146% Dec-06 0.433% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~includes~~The ~~all~~monthly ~~loans~~bond ~~greater~~remittance ~~than~~report ~~180~~can ~~days~~be ~~delinquent~~viewed ~~regardless~~online ofat ~~status~~www.ctslink.com. (Group 4 - No REO, ~~Foreclosure,~~Information ~~Bankruptcy)~~to report this period. Group 5 - No REO Information to report this period. Group 6 - No REO Information to report this period.

~~Summary 12 Month~~ REO History*Loan ~~New~~Detail ~~REO Loans Month REO Percentage Loans in REO 0 Sep~~-05 ~~0.000%~~All ~~Original~~Mortgage ~~Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current REO Total Jan-06 0.000%~~ Loans in REO 0during ~~Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000%~~ Current ~~Actual~~Period Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month ~~REO~~Loan History*First ~~New REO Loans Month REO Percentage Loans in REO 0 Sep-05 0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~0.00~~Payment ~~Oct-05~~LTV ~~0.000%~~at ~~Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current REO Total Jan-06 0.000% Loans in REO 0 Feb-06 0.000% Original~~ Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-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 2Number ~~12 Month~~ REO History*Date ~~New~~State ~~REO~~Origination ~~Loans Month REO Percentage Loans in REO 0 Sep-05 0.000% Original Principal~~ Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current REO Total Jan-06 0.000% Loans in REO 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-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 3 120106756514 ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-05 0.000% Original Principal Balance 0.00~~ Oct-052006 ~~0.000% Current Actual Balance 0.00 Nov~~01-~~05 0.000% Dec~~Sep-052005 ~~0.000%~~VA ~~Current REO Total Jan-06 0~~80.~~000% Loans in REO 0 Feb-06 0.000% Original Principal Balance 0.~~00 ~~Mar-06 0~~540,700.~~000% Current Actual Balance 0.~~00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-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 43 120107027009 ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000%~~ Dec-052006 ~~0.000% Current REO Total Jan~~01-06 0.000% Loans in REO 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-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 5 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-052005 ~~0.000%~~NV ~~Current REO Total Jan-06 0~~80.~~000% Loans in REO 0 Feb-06 0.000% Original Principal Balance 0.~~00 ~~Mar-06 0~~298,650.~~000% Current Actual Balance 0.~~00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-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 63 120115843392 ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000%~~ Dec-052006 ~~0.000% Current REO Total~~ 01-Jan-062006 ~~0.000%~~NV ~~Loans in REO 0 Feb-06 0~~74.~~000%~~31 ~~Original Principal Balance 0~~725,250.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-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.

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number ~~REO~~Balance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest NoGroup ~~REO~~3 ~~Loans~~0106756514 ~~this~~540,664.51 ~~Period~~01-Mar-2006 8 7.375% 32,101.90 Group 3 0107027009 298,649.07 01-Mar-2006 8 7.000% 16,799.00 Group 3 0115843392 725,250.00 01-Mar-2006 8 7.000% 40,795.39

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~REO~~Summary ~~Loan~~12 ~~Detail~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Jan-06 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 1,670,299.00 Feb-06 0.000% Current Actual Balance 1,654,166.73 Mar-06 0.000% Apr-06 0.082% Current Foreclosure Total May-06 0.083% Loans in ~~REO~~Foreclosure ~~during~~8 Jun-06 0.056% Original Principal Balance 3,344,299.00 Jul-06 0.146% Current ~~Period~~Actual ~~(continued)~~Balance 3,327,075.82 Aug-06 0.213% Sep-06 0.267% Oct-06 0.244% Nov-06 0.299% Dec-06 0.341% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 - No Foreclosure Information to report this period. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-06 0.000% Original Principal Balance 0.00 Feb-06 0.000% Current ~~Paid~~Actual Balance 0.00 Mar-06 0.000% Apr-06 1.931% Current ~~Approximate~~Foreclosure ~~Loan~~Total May-06 1.993% Loans in Foreclosure 0 Jun-06 0.000% Original Principal Balance 0.00 Jul-06 0.000% Current Actual ToBalance ~~Months~~0.00 ~~Loan~~Aug-06 ~~Delinquent~~0.000% Sep-06 0.000% Oct-06 0.000% Nov-06 0.000% Dec-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 ~~Number~~3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Jan-06 0.000% Original Principal Balance ~~Date~~1,670,299.00 ~~Delinquent~~Feb-06 ~~Rate~~0.000% ~~Interest~~Current NoActual ~~REO~~Balance 1,654,166.73 Mar-06 0.000% Apr-06 0.000% Current Foreclosure Total May-06 0.000% Loans in Foreclosure 8 Jun-06 0.145% Original Principal Balance 3,344,299.00 Jul-06 0.380% Current Actual Balance 3,327,075.82 Aug-06 0.558% Sep-06 0.703% Oct-06 0.643% Nov-06 0.796% Dec-06 0.921% *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 4 - No Foreclosure Information to report this ~~Period~~period. Group 5 - No Foreclosure Information to report this period. Group 6 - No Foreclosure Information to report this period.

~~Summary 12 Month~~ Foreclosure History*Loan ~~New~~Detail ~~Foreclosure~~- ~~Loans~~All ~~Month~~Mortgage ~~Foreclosure Percentage~~ Loans in Foreclosure 4during ~~Sep-05 0.000% Original Principal Balance 1,379,800.00 Oct-05 0.000%~~ Current ~~Actual~~Period ~~Balance~~Month ~~1,379,693.89~~Loan ~~Nov-05~~First ~~0.000% Dec-05 0.000% Current Foreclosure Total Jan-06 0.000% Loans in Foreclosure 6 Feb-06 0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~2,168,800.00~~Payment ~~Mar-06~~LTV 0.000% Current Actual Balance 2,167,708.14 Apr-06 0.082% May-06 0.083% Jun-06 0.056% Jul-06 0.146% Aug-06 0.213% *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.~~Principal Group 1Number 12FC ~~Month~~Date ~~Foreclosure~~State History*Origination ~~New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-05 0.000% Original Principal~~ Balance ~~0.00~~Group ~~Oct-05~~3 ~~0.000%~~0085526424 ~~Current Actual Balance 0.00 Nov~~Aug-052006 ~~0.000% Dec~~01-~~05 0.000% Current Foreclosure Total Jan-06 0.000% Loans in Foreclosure 0~~ Feb-062005 ~~0.000%~~IL ~~Original Principal Balance 0~~80.00 ~~Mar-06 0.~~100,000~~% Current Actual Balance 0~~.00 ~~Apr-06~~Group ~~0.000%~~3 ~~May-06~~0106799495 ~~0.000%~~ Jun-062006 ~~0.000% Jul~~01-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-052005 ~~0.000%~~NV ~~Current Foreclosure Total Jan-06 0~~75.~~000% Loans in Foreclosure 0 Feb-06 0.000% Original Principal Balance 0.~~00 ~~Mar-06 0.~~585,000~~% Current Actual Balance 0~~.00 Apr-06 1.931% May-06 1.993% Jun-06 0.000% Jul-06 0.000% Aug-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 3 120107278897 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 Sep~~Dec-052006 ~~0.000% Original Principal Balance 1,379,800.00 Oct~~01-~~05 0.000% Current Actual Balance 1,379,693.89 Nov-05 0.000%~~ Dec-052005 ~~0.000%~~TX ~~Current Foreclosure Total Jan-06 0~~69.~~000%~~98 ~~Loans in Foreclosure 6 Feb-06 0.000% Original Principal Balance 2~~140,~~168,800~~300.00 ~~Mar-06~~Group ~~0.000%~~3 ~~Current~~0113915210 ~~Actual Balance 2,167,708.14 Apr~~Dec-062006 ~~0.000% May~~01-~~06 0.000% Jun~~Dec-062005 ~~0.145%~~CA ~~Jul-06 0~~75.~~380%~~71 Aug-06 0.558% *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 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-05 0.530,000~~% Original Principal Balance 0~~.00 ~~Oct-05~~Group ~~0.000%~~3 ~~Current~~0114755224 ~~Actual Balance 0.00 Nov-05 0.000%~~ Dec-052006 ~~0.000% Current Foreclosure Total Jan~~01-~~06 0.000% Loans in Foreclosure 0 Feb~~Nov-062005 ~~0.000%~~CA ~~Original Principal Balance 0~~66.0067 ~~Mar-06 0~~999,999.~~000% Current Actual Balance 0.~~00 ~~Apr-06~~Group ~~0.000%~~3 ~~May-06~~0115356643 ~~0.000% Jun~~Nov-062006 ~~0.000% Jul~~01-~~06 0.000% Aug~~Dec-062005 ~~0.000%~~CA *The text reported in the above table is presented graphically on the monthly bond remittance report72.57 ~~The monthly bond remittance report can be viewed online at www.ctslink.com. Group 5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-05 0.~~500,000~~% Original Principal Balance 0~~.00 ~~Oct-05~~Group ~~0.000%~~3 ~~Current~~0115741843 ~~Actual Balance 0.00 Nov~~Jul-052006 ~~0.000% Dec~~01-~~05 0.000% Current Foreclosure Total~~ Jan-062006 ~~0.000%~~NV ~~Loans in Foreclosure 0 Feb-06 0~~80.~~000% Original Principal Balance 0.~~00 ~~Mar-06 0.~~204,000~~% Current Actual Balance 0~~.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-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 63 120115822893 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-05 0.000% Original Principal Balance 0.00~~ Oct-052006 ~~0.000% Current Actual Balance 0.00 Nov~~01-~~05 0.000% Dec-05 0.000% Current Foreclosure Total~~ Jan-062006 ~~0.000%~~CA ~~Loans in Foreclosure 0 Feb-06 0~~74.~~000%~~03 ~~Original Principal Balance 0.00 Mar-06 0.~~285,000~~% Current Actual Balance 0~~.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Group 3 0085526424 ~~Aug-2006~~99,894.84 01-~~Feb~~Mar-~~2005~~2006 IL8 806.00125% ~~100~~4,~~000~~890.0070 Group 3 0106799495 ~~Jun-2006~~584,014.25 01-~~Dec~~Jan-~~2005~~2006 NV10 756.00875% ~~585~~35,~~000~~313.0011 Group 3 ~~0107027009~~0107278897 ~~Aug-2006~~139,121.43 01-~~Dec~~Aug-~~2005~~2006 NV3 806.00625% ~~298~~3,~~650~~691.0094 Group 3 ~~0115741723~~0113915210 ~~Aug-2006~~515,046.30 01-~~Dec~~Jul-~~2005~~2006 NV4 795.99875% ~~255~~14,~~900~~459.0063 Group 3 ~~0115741843~~0114755224 999,999.00 01-Jul-2006 4 6.750% 32,499.96 Group 3 0115356643 500,000.00 01-~~Jan~~Jun-2006 NV5 807.00000% 19,687.50 Group 3 0115741843 204,000.00 01-Mar-2006 8 7.625% 12,537.50 Group 3 ~~0115843392~~0115822893 ~~Aug-2006~~285,000.00 01-~~Jan~~Jun-2006 NV5 746.31500% ~~725~~10,~~250~~390.0059

~~Foreclosure~~Bankruptcy ~~Loan~~ Detail - All Mortgage Loans in ~~Foreclosure~~Bankruptcy during Current Period ~~(continued)~~Summary ~~Current~~- ~~Paid~~No ~~Current~~Bankruptcy ~~Approximate~~Information ~~Loan~~to ~~Actual~~report Tothis ~~Months~~period. ~~Loan~~Group ~~Delinquent~~1 ~~Group~~- ~~Number~~No ~~Balance~~Bankruptcy ~~Date~~Information ~~Delinquent~~to ~~Rate~~report ~~Interest~~this period. Group 32 ~~0085526424~~- ~~99,894.84~~No ~~01-Mar-2006~~Bankruptcy 4Information ~~6.125%~~to ~~2,934~~report this period.42 Group 3 ~~0106799495 584,014.25 01~~-~~Jan-2006~~ 6No ~~6.875%~~Bankruptcy ~~22,511.51~~Information ~~Group~~to 3report ~~0107027009~~this ~~298,649~~period.07 ~~01-Mar-2006~~Group 4 ~~7.000%~~- ~~10,079.40~~No ~~Group~~Bankruptcy 3Information ~~0115741723~~to ~~255,899.98~~report ~~01-Apr-2006~~this ~~3 7~~period.~~625%~~ ~~7,863.60~~ Group 35 ~~0115741843~~- ~~204,000.00~~No ~~01-Mar-2006~~Bankruptcy 4Information ~~7.625%~~to ~~7,522~~report this period.50 Group 36 ~~0115843392~~- ~~725,250.00~~No ~~01-Mar-2006~~Bankruptcy 4Information ~~7.000%~~to ~~24,477~~report this period.24

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Bankruptcy Total Jan-06 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Bankruptcy Total Jan-06 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Bankruptcy Total Jan-06 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-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 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Bankruptcy Total Jan-06 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-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 4 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Bankruptcy Total Jan-06 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-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 5 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Bankruptcy Total Jan-06 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-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 6 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Bankruptcy Total Jan-06 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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 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. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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 4 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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 5 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. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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 6 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. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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. 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-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 Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1 2 1706,~~135,000~~320.00 ~~834~~679,~~251~~680.8231 0 0.00 0.00 Group 2 2 ~~720~~282,~~095~~719.00 ~~719~~282,~~348~~718.8966 0 0.00 0.00 Group 3 1927 69,~~436~~344,~~586~~914.00 69,~~426~~333,~~491~~617.5120 0 0.00 0.00 Group 4 01 0555,000.00 0541,425.0069 0 0.00 0.00 Group 5 01 0500,000.00 0500,000.00 0 0.00 0.00 Group 6 2 1,~~704~~362,000.00 1,~~704~~362,000.00 0 0.00 0.00 Total 2535 912,~~995~~750,~~681~~953.00 912,~~684~~699,~~092~~441.2286 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 ~~160~~505,~~343~~360.3386 Group 2 0 0.00 0.00 0 0.00 0.00 ~~432~~4,~~133~~115.4084 Group 3 0 0.00 0.00 0 0.00 0.00 574,~~377~~513.6796 Group 4 0 0.00 0.00 0 0.00 0.00 12,~~467~~449.0513 Group 5 0 0.00 0.00 0 0.00 0.00 59,~~258~~520.5532 Group 6 0 0.00 0.00 0 0.00 0.00 4218,~~773~~629.9604 Total 0 0.00 0.00 0 0.00 0.00 ~~647~~614,~~353~~589.9615

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0058419631~~0019813831 CA 7378.5367 01-~~Oct~~Apr-~~2005~~2003 ~~500~~472,000.00 ~~499~~444,~~251~~702.8236 Group 1 ~~0145545174~~0051943652 CA 7080.5600 01-~~Sep~~Jun-2005 ~~635~~234,~~000~~320.00 ~~335~~234,~~000~~320.00 Group 2 ~~0087289043~~6121743337 NYCA 7580.00 01-~~Mar~~Dec-2005 ~~604~~227,~~095~~519.00 ~~604~~227,~~095~~518.0066 Group 2 ~~6111113400~~6921072374 KSVA 80.00 01-Jan-2006 ~~116~~55,200.00 55,200.00 Group 3 0102006814 HI 73.15 01-Jul-2005 545,000.00 ~~115~~545,~~144~~000.9800 Group 3 ~~0106371345~~0104949296 VAIN 8075.00 01-~~Jan~~Nov-~~2006~~2005 ~~336~~900,000.00 ~~336~~900,000.00 Group 3 ~~0106394588~~0105599864 NJCA 6843.5281 01-Dec-2005 276,000.00 276,000.00 Group 3 0106159134 IL 80.00 01-Jan-2006 197,600.00 197,600.00 Group 3 0106223983 FL 73.12 01-Dec-2005 185,000.00 185,000.00 Group 3 ~~0106511499~~0106585125 AZCA 8090.00 01-Dec-2005 ~~214~~342,~~736~~000.00 ~~214~~337,~~736~~540.75 Group 3 0106671071 IL 80.00 01-Jan-2006 119,200.00 119,200.00 Group 3 ~~0106786294~~0106726198 CANV 7974.99 01-~~Dec~~Oct-2005 ~~295~~236,~~450~~600.00 ~~295~~236,~~450~~600.00 Group 3 ~~0106991333~~0106726678 CANV 75.00 01-Dec-2005 389,250.00 389,215.66 Group 3 0106764203 MD 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~440~~328,000.00 ~~440~~328,000.00 Group 3 ~~0107059501~~0106839076 CA 6470.3500 01-Dec-2005 486,500.00 480,307.96 Group 3 0106921399 NV 80.00 01-Dec-2005 294,750.00 294,750.00 Group 3 0107120149 CO 79.27 01-Jan-2006 ~~380~~650,000.00 ~~379~~650,~~899~~000.0600 Group 3 ~~0107259910~~0107127750 CA 7875.4600 01-~~Dec~~Jan-~~2005~~2006 ~~204~~300,000.00 ~~204~~300,000.00 Group 3 ~~0107315765~~0107160682 VANV 80.00 01-~~Nov~~Dec-2005 ~~210~~158,400.00 ~~210~~158,~~217~~400.0500 Group 3 ~~0107356210~~0107240476 AZWA 8079.0086 01-Dec-2005 ~~252~~222,000.00 ~~252~~222,000.0002 Group 3 ~~0107373405~~0107257662 NVWA 7480.8900 01-Dec-2005 ~~337~~212,000.00 ~~337~~212,000.00 Group 3 ~~0115667082~~0107276096 UTCA 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~380~~245,~~000~~560.00 ~~380~~245,~~000~~560.00 Group 3 ~~0115829582~~0113204632 ORCA 8079.0099 01-~~Jan~~Nov-~~2006~~2005 ~~239~~524,~~200~~950.00 ~~239~~524,~~200~~950.00 Group 3 ~~0115922778~~0113707879 NVCA 80.00 01-~~Jan~~Nov-~~2006~~2005 ~~435~~548,~~300~~792.00 ~~435~~548,~~244~~792.6600 Group 3 ~~0116087559~~0113876048 NVOR 8069.0090 01-~~Jan~~Nov-~~2006~~2005 ~~459~~507,500.00 ~~459~~507,500.00 Group 3 ~~6738150652~~0114770558 GACA 80.00 01-~~Oct~~Dec-2005 ~~680~~447,~~000~~920.00 ~~680~~447,~~000~~920.00 Group 3 ~~6742469635~~0115691125 CANV 6879.9799 01-~~Sep~~Jan-~~2005~~2006 ~~500~~190,~~000~~900.00 ~~500~~190,~~000~~850.27 Group 3 0115741723 NV 79.99 01-Dec-2005 255,900.00 255,899.98 Group 3 ~~6891385566~~0115763982 ORCA 80.00 01-~~Oct~~Jan-2006 226,292.00 226,292.00 Group 3 0115832135 UT 85.00 01-Dec-2005 ~~128~~125,~~000~~800.00 ~~126~~124,~~475~~272.1456 Group 3 ~~6962458409~~6376415359 MDCO 8065.00 01-Nov-2005 ~~320~~429,000.00 ~~316~~429,~~964~~000.2300 Group 34 ~~6999404400~~1730056892 NMCA 7775.8800 01-~~Oct~~Apr-2005 ~~440~~555,000.00 ~~433~~540,~~863~~716.13 Group 65 ~~6887654512~~6026184033 FLSC 5080.00 01-~~Nov~~Oct-2005 1500,000.00 500,000.00 Group 6 6628339787 FL 45.02 01-Oct-2005 1,058,000.00 1,058,000.00 Group 6 ~~6953633093~~6755797484 CANY 80.00 01-~~Oct~~Nov-2005 ~~704~~304,000.00 ~~704~~304,000.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0058419631~~0019813831 Loan Paid in Full 0(1) 5.~~125~~250% 360 1044 Group 1 ~~0145545174~~0051943652 Loan Paid in Full 0 45.~~875~~250% 360 1118 Group 2 ~~0087289043~~6121743337 Loan Paid in Full 0 76.~~500~~250% 360 1712 Group 2 ~~6111113400~~6921072374 Loan Paid in Full 0 65.500% 360 711 Group 3 ~~0106371345~~0102006814 Loan Paid in Full 0 75.~~750~~875% 360 717 Group 3 ~~0106394588~~0104949296 Loan Paid in Full 0 6.~~375~~625% 360 713 Group 3 ~~0106511499~~0105599864 Loan Paid in Full 0 5.500% 360 12 Group 3 0106159134 Loan Paid in Full 0 6.~~750~~500% 360 811 Group 3 ~~0106786294~~0106223983 Loan Paid in Full 0 76.500% 360 12 Group 3 0106585125 Loan Paid in Full 1 6.125% 360 812 Group 3 ~~0106991333~~0106671071 Loan Paid in Full 0(2) 6.750% 360 711 Group 3 ~~0107059501~~0106726198 Loan Paid in Full 0(1) 6.~~375~~500% 360 14 Group 3 0106726678 Loan Paid in Full 1 7.750% 360 12 Group 3 ~~0107259910~~0106764203 Loan Paid in Full 0 57.~~750~~375% 360 812 Group 3 ~~0107315765~~0106839076 Loan Paid in Full 0 6.~~875~~250% 360 912 Group 3 ~~0107356210~~0106921399 Loan Paid in Full 0 67.500% 360 812 Group 3 ~~0107373405~~0107120149 Loan Paid in Full ~~(1)~~0 86.~~250~~000% 360 811 Group 3 ~~0115667082~~0107127750 Loan Paid in Full ~~(1)~~0 6.750% 360 711 Group 3 ~~0115829582~~0107160682 Loan Paid in Full 0 76.~~250~~000% 360 712 Group 3 ~~0115922778~~0107240476 Loan Paid in Full 0 7.250% 360 712 Group 3 ~~0116087559~~0107257662 Loan Paid in Full 0 7.250% 360 12 Group 3 0107276096 Loan Paid in Full 1 6.875% 360 712 Group 3 ~~6738150652~~0113204632 Loan Paid in Full 0 56.500% 360 1013 Group 3 ~~6742469635~~0113707879 Loan Paid in Full 0 5.750% 360 13 Group 3 0113876048 Loan Paid in Full 0 6.625% 360 1113 Group 3 ~~6891385566~~0114770558 Loan Paid in Full 0 6.250% 360 12 Group 3 0115691125 Loan Paid in Full 0 6.125% 360 11 Group 3 0115741723 Loan Paid in Full 6 7.~~000~~625% 360 1012 Group 3 ~~6962458409~~0115763982 Loan Paid in Full 1(3) 6.375% 360 911 Group 3 ~~6999404400~~0115832135 Loan Paid in Full 0 56.~~375~~500% 360 1012 Group 3 6376415359 Loan Paid in Full 0 6.875% ~~6887654512~~360 13 Group 4 1730056892 Loan Paid in Full 0 5.~~750~~125% 360 920 Group 65 ~~6953633093~~6026184033 Loan Paid in Full 0 5.875% 360 14 Group 6 6628339787 Loan Paid in Full 0 5.500% 360 1014 Group 6 6755797484 Loan Paid in Full 0 5.250% 360 13

Prepayment Rates

Summary SMM CPR PSA Current Month 1.~~003~~348% Current Month 1115.~~395~~030% Current Month ~~573~~539.~~785~~815% 3 Month Average 1.~~197~~257% 3 Month Average 13.~~439~~991% 3 Month Average ~~767~~536.~~666~~376% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~13.264% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~1,689.874% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~10.744% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~1,089.589% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~9.695% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~816.943% N/A ~~Jan~~May-2006 ~~N/A~~12.975% N/A ~~Jan~~May-2006 ~~N/A~~935.704% N/A ~~Feb~~Jun-2006 1315.~~264~~612% N/A ~~Feb~~Jun-2006 ~~1,689~~983.~~874~~238% N/A ~~Mar~~Jul-2006 1013.~~744~~311% N/A ~~Mar~~Jul-2006 ~~1,089~~745.~~589~~976% N/A ~~Apr~~Aug-2006 911.~~695~~395% N/A ~~Apr~~Aug-2006 ~~816~~573.~~943~~785% N/A ~~May~~Sep-2006 127.~~975~~901% N/A ~~May~~Sep-2006 ~~935~~361.~~704~~192% N/A ~~Jun~~Oct-2006 158.~~612~~283% N/A ~~Jun~~Oct-2006 ~~983~~347.~~238~~526% N/A ~~Jul~~Nov-2006 1318.~~311~~659% N/A ~~Jul~~Nov-2006 ~~745~~721.~~976~~787% N/A ~~Aug~~Dec-2006 1115.~~395~~030% N/A ~~Aug~~Dec-2006 ~~573~~539.~~785~~815% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 0.~~274~~336% Current Month 3.~~238~~954% Current Month ~~129~~120.~~323~~176% 3 Month Average 0.~~561~~793% 3 Month Average 69.~~505~~031% 3 Month Average ~~288~~296.~~463~~258% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~17.655% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~1,348.694% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~9.102% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~601.895% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~7.760% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~453.327% N/A ~~Jan~~May-2006 ~~N/A~~15.180% N/A ~~Jan~~May-2006 ~~N/A~~792.534% N/A ~~Feb~~Jun-2006 177.~~655~~735% N/A ~~Feb~~Jun-2006 ~~1,348~~365.~~694~~254% N/A ~~Mar~~Jul-2006 98.~~102~~541% N/A ~~Mar~~Jul-2006 ~~601~~370.~~895~~812% N/A ~~Apr~~Aug-2006 73.~~760~~238% N/A ~~Apr~~Aug-2006 ~~453~~129.~~327~~323% N/A ~~May~~Sep-2006 155.~~180~~121% N/A ~~May~~Sep-2006 ~~792~~189.~~534~~264% N/A ~~Jun~~Oct-2006 79.~~735~~531% N/A ~~Jun~~Oct-2006 ~~365~~329.~~254~~185% N/A ~~Jul~~Nov-2006 813.~~541~~608% N/A ~~Jul~~Nov-2006 ~~370~~439.~~812~~412% N/A ~~Aug~~Dec-2006 3.~~238~~954% N/A ~~Aug~~Dec-2006 ~~129~~120.~~323~~176% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 20.~~795~~764% Current Month 288.~~835~~793% Current Month ~~1,562~~331.~~715~~537% 3 Month Average 21.~~953~~057% 3 Month Average 3011.~~114~~943% 3 Month Average ~~1,845~~493.~~987~~240% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~18.226% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~2,584.686% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~54.178% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~5,953.529% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~39.383% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~3,531.644% N/A ~~Jan~~May-2006 ~~N/A~~31.016% N/A ~~Jan~~May-2006 ~~N/A~~2,366.210% N/A ~~Feb~~Jun-2006 1835.~~226~~261% N/A ~~Feb~~Jun-2006 2,~~584~~396.~~686~~107% N/A ~~Mar~~Jul-2006 5426.~~178~~247% N/A ~~Mar~~Jul-2006 51,~~953~~579.~~529~~138% N/A ~~Apr~~Aug-2006 3928.~~383~~835% N/A ~~Apr~~Aug-2006 31,~~531~~562.~~644~~715% N/A ~~May~~Sep-2006 3137.~~016~~864% N/A ~~May~~Sep-2006 21,~~366~~851.~~210~~010% N/A ~~Jun~~Oct-2006 3512.~~261~~222% N/A ~~Jun~~Oct-2006 ~~2,396~~543.~~107~~487% N/A ~~Jul~~Nov-2006 2614.~~247~~815% N/A ~~Jul~~Nov-2006 ~~1,579~~604.~~138~~695% N/A ~~Aug~~Dec-2006 288.~~835~~793% N/A ~~Aug~~Dec-2006 ~~1,562~~331.~~715~~537% 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 3 SMM CPR PSA Current Month 12.~~627~~537% Current Month 1726.~~873~~539% Current Month 1,~~084~~085.~~803~~979% 3 Month Average 12.~~867~~074% 3 Month Average 2021.~~199~~835% 3 Month Average ~~1,433~~954.~~572~~848% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~12.012% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~2,676.271% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~8.968% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~1,383.557% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~9.434% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~1,111.672% N/A ~~Jan~~May-2006 ~~N/A~~13.965% N/A ~~Jan~~May-2006 ~~N/A~~1,333.479% N/A ~~Feb~~Jun-2006 1223.~~012~~765% N/A ~~Feb~~Jun-2006 21,~~676~~906.~~271~~301% N/A ~~Mar~~Jul-2006 818.~~968~~958% N/A ~~Mar~~Jul-2006 1,~~383~~309.~~557~~612% N/A ~~Apr~~Aug-2006 917.~~434~~873% N/A ~~Apr~~Aug-2006 1,~~111~~084.~~672~~803% N/A ~~May~~Sep-2006 1310.~~965~~614% N/A ~~May~~Sep-2006 ~~1,333~~574.~~479~~373% N/A ~~Jun~~Oct-2006 239.~~765~~971% N/A ~~Jun~~Oct-2006 ~~1,906~~486.~~301~~996% N/A ~~Jul~~Nov-2006 1828.~~958~~996% N/A ~~Jul~~Nov-2006 1,~~309~~291.~~612~~568% N/A ~~Aug~~Dec-2006 1726.~~873~~539% N/A ~~Aug~~Dec-2006 1,~~084~~085.~~803~~979% 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 4 SMM CPR PSA Current Month 01.~~004~~577% Current Month 017.~~051~~366% Current Month 2695.~~963~~074% 3 Month Average 0.~~193~~532% 3 Month Average 25.~~245~~870% 3 Month Average ~~147~~235.~~720~~256% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~19.378% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~3,755.656% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.112% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~15.688% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~33.226% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~3,612.554% N/A ~~Jan~~May-2006 ~~N/A~~4.396% N/A ~~Jan~~May-2006 ~~N/A~~392.232% N/A ~~Feb~~Jun-2006 190.~~378~~111% N/A ~~Feb~~Jun-2006 ~~3,755~~8.~~656~~435% N/A ~~Mar~~Jul-2006 06.~~112~~573% N/A ~~Mar~~Jul-2006 15431.~~688~~760% N/A ~~Apr~~Aug-2006 330.~~226~~051% N/A ~~Apr~~Aug-2006 ~~3,612~~2.~~554~~963% N/A ~~May~~Sep-2006 40.~~396~~068% N/A ~~May~~Sep-2006 ~~392~~3.~~232~~529% N/A ~~Jun~~Oct-2006 0.~~111~~035% N/A ~~Jun~~Oct-2006 81.~~435~~661% N/A ~~Jul~~Nov-2006 60.~~573~~210% N/A ~~Jul~~Nov-2006 ~~431~~9.~~760~~034% N/A ~~Aug~~Dec-2006 017.~~051~~366% N/A ~~Aug~~Dec-2006 2695.~~963~~074% 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 5 SMM CPR PSA Current Month 0.~~009~~865% Current Month 09.~~105~~904% Current Month 5348.~~147~~270% 3 Month Average 0.~~037~~923% 3 Month Average 010.~~447~~521% 3 Month Average 26398.~~555~~896% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~2.974% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~355.457% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.040% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~3.832% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.245% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~19.842% N/A ~~Jan~~May-2006 ~~N/A~~7.882% N/A ~~Jan~~May-2006 ~~N/A~~547.831% N/A ~~Feb~~Jun-2006 21.~~974~~104% N/A ~~Feb~~Jun-2006 ~~355~~67.~~457~~369% N/A ~~Mar~~Jul-2006 0.~~040~~131% N/A ~~Mar~~Jul-2006 37.~~832~~150% N/A ~~Apr~~Aug-2006 0.~~245~~105% N/A ~~Apr~~Aug-2006 195.~~842~~147% N/A ~~May~~Sep-2006 70.~~882~~136% N/A ~~May~~Sep-2006 ~~547~~6.~~831~~087% N/A ~~Jun~~Oct-2006 19.~~104~~303% N/A ~~Jun~~Oct-2006 67381.~~369~~067% N/A ~~Jul~~Nov-2006 012.~~131~~355% N/A ~~Jul~~Nov-2006 7467.~~150~~352% N/A ~~Aug~~Dec-2006 09.~~105~~904% N/A ~~Aug~~Dec-2006 5348.~~147~~270% 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 6 SMM CPR PSA Current Month 1.~~286~~039% Current Month 1411.~~385~~777% Current Month ~~869~~480.~~789~~220% 3 Month Average 10.~~140~~578% 3 Month Average 126.~~848~~609% 3 Month Average ~~889~~279.~~450~~217% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~5.112% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~1,117.280% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~6.576% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~999.661% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.182% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~21.227% N/A ~~Jan~~May-2006 ~~N/A~~1.010% N/A ~~Jan~~May-2006 ~~N/A~~95.486% N/A ~~Feb~~Jun-2006 512.~~112~~760% N/A ~~Feb~~Jun-2006 1,~~117~~015.~~280~~991% N/A ~~Mar~~Jul-2006 611.~~576~~400% N/A ~~Mar~~Jul-2006 ~~999~~782.~~661~~571% N/A ~~Apr~~Aug-2006 014.~~182~~385% N/A ~~Apr~~Aug-2006 21869.~~227~~789% N/A ~~May~~Sep-2006 1.~~010~~796% N/A ~~May~~Sep-2006 9596.~~486~~887% N/A ~~Jun~~Oct-2006 120.~~760~~116% N/A ~~Jun~~Oct-2006 ~~1,015~~5.~~991~~651% N/A ~~Jul~~Nov-2006 117.~~400~~934% N/A ~~Jul~~Nov-2006 ~~782~~351.~~571~~781% N/A ~~Aug~~Dec-2006 1411.~~385~~777% N/A ~~Aug~~Dec-2006 ~~869~~480.~~789~~220% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Modifications Beginning Current Loan Scheduled Scheduled Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment ~~0106778253~~No ~~196,000.00~~Modifications ~~196,000.00~~this ~~6.125% 6.125% 1,000.42 1,000.42~~Period

Interest Rate Stratification Summary Group 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 2.750 0 0.00 0.000 0 0.00 0.000 2.750 2.999 1 ~~999~~998,~~200~~800.00 0.~~098~~103 1 ~~999~~998,~~200~~800.00 0.~~276~~284 3.000 3.249 0 0.00 0.000 0 0.00 0.000 3.250 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 1 389,~~897~~740.2542 0.~~038~~040 0 0.00 0.000 4.000 4.249 6 4,~~862~~851,~~782~~783.3842 0.~~477~~498 6 4,~~862~~851,~~782~~783.3842 1.~~343~~379 4.250 4.499 1716 1211,~~173~~532,~~737~~787.0839 1.~~194~~184 1716 1211,~~173~~532,~~737~~787.0839 3.~~362~~279 4.500 4.749 6866 4946,~~095~~553,~~727~~380.6510 4.~~816~~779 6664 4845,~~224~~682,~~927~~580.6510 1312.~~320~~989 4.750 4.999 ~~220~~217 ~~164~~161,~~963~~190,~~611~~930.3048 16.~~181~~547 ~~206~~203 ~~157~~154,~~930~~180,~~019~~945.1115 43.~~622~~837 5.000 5.249 ~~196~~193 ~~121~~120,~~564~~196,~~670~~560.5053 1112.~~924~~339 ~~167~~165 ~~105~~104,~~196~~386,~~364~~784.8557 29.~~056~~680 5.250 5.499 ~~154~~147 7975,~~016~~255,~~128~~708.0141 7.~~750~~726 3530 3230,~~405~~076,~~483~~522.4749 8.~~951~~552 5.500 5.749 ~~236~~224 ~~102~~98,~~752~~144,~~157~~706.4479 10.~~079~~075 10 ~~251,930~~0.0200 0.~~070~~000 5.750 5.999 ~~375~~356 ~~156~~148,~~973~~144,~~507~~879.6299 15.~~397~~208 0 0.00 0.000 6.000 6.249 ~~269~~257 9995,~~483~~528,~~558~~936.2433 9.~~758~~807 0 0.00 0.000 6.250 6.499 ~~266~~253 8883,~~916~~852,~~223~~357.9112 8.~~721~~608 0 0.00 0.000 6.500 6.749 ~~179~~162 5852,~~527~~852,~~384~~920.8896 5.~~741~~426 0 0.00 0.000 6.750 6.999 ~~134~~122 4338,~~150~~833,~~673~~433.2957 43.~~232~~987 0 0.00 0.000 7.000 7.249 5352 1312,~~081~~888,~~431~~563.7854 1.~~283~~323 0 0.00 0.000 7.250 7.499 4138 12,~~229~~060,~~445~~771.4217 1.~~200~~238 0 0.00 0.000 7.500 7.749 2320 65,~~945~~498,~~202~~680.0491 0.~~681~~564 0 0.00 0.000 7.750 7.999 1615 32,~~069~~862,~~278~~689.7880 0.~~301~~294 0 0.00 0.000 8.000 8.249 5 833,323.80 0.~~082~~086 0 0.00 0.000 8.250 8.499 23 ~~410~~1,~~603~~575,027.9641 0.~~040~~162 0 0.00 0.000 8.500 8.749 1 69,600.00 0.007 0 0.00 0.000 >= 8.750 0 0.00 0.000 0 0.00 0.000 Total 2,~~263~~155 1974,~~019~~115,~~508,145~~582.3314 100.000 ~~499~~485 ~~362~~351,~~044~~710,~~444~~203.5612 100.000

Interest Rate Stratification (continued) Group 2 Group 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 2.750 0 0.00 0.000 0 0.00 0.000 2.750 2.999 0 0.00 0.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 0 0.00 0.000 3.250 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 0 0.00 0.000 1 389,~~897~~740.2542 0.~~100~~108 4.000 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 0 0.00 0.000 2 870,800.00 0.~~224~~241 4.750 4.999 2 ~~881~~879,~~013~~824.5781 2.~~200~~362 7 3,~~110~~102,~~467~~387.2179 0.~~800~~859 5.000 5.249 5 1,770,199.55 4.~~421~~751 11 6,~~373~~370,~~266~~170.3597 1.~~640~~763 5.250 5.499 1110 32,~~432~~442,~~175~~284.3706 86.~~571~~555 58 2019,~~102~~998,~~434~~867.7666 5.~~171~~535 5.500 5.749 2117 76,~~288~~080,~~213~~938.4311 1816.~~201~~322 ~~103~~98 4442,~~171~~796,~~287~~763.3470 11.~~363~~844 5.750 5.999 2927 9,~~687~~538,~~492~~905.5612 2425.~~192~~604 ~~173~~159 6962,~~825~~616,~~796~~352.7346 17.~~963~~329 6.000 6.249 1411 32,~~249~~591,~~258~~951.7457 86.~~114~~957 ~~171~~163 5956,~~758~~968,~~395~~127.3348 15.~~373~~766 6.250 6.499 2219 86,~~164~~697,~~898~~736.8253 2017.~~390~~978 ~~184~~174 5955,~~236~~672,~~099~~788.4563 15.~~239~~407 6.500 6.749 4 2,201,600.00 5.~~498~~909 ~~161~~145 5045,~~667~~191,~~706~~096.8164 1312.~~034~~506 6.750 6.999 75 21,~~010~~185,~~743~~322.7403 53.~~021~~182 ~~124~~114 3935,~~203~~712,~~929~~111.5554 109.~~085~~883 7.000 7.249 10 ~~189,768~~0.6600 0.~~474~~000 51 12,~~623~~620,~~663~~563.1254 3.~~247~~493 7.250 7.499 01 0787,660.0096 02.~~000~~114 4137 1211,~~229~~273,~~445~~110.4221 3.~~146~~120 7.500 7.749 14 1,~~168~~531,~~437~~612.2382 24.~~918~~111 2216 53,~~776~~967,~~764~~068.8109 1.~~486~~098 7.750 7.999 01 0382,968.0039 01.~~000~~028 1614 32,~~069~~479,~~278~~721.7841 0.~~790~~686 8.000 8.249 0 0.00 0.000 5 833,323.80 0.~~214~~231 8.250 8.499 01 01,165,099.0002 03.~~000~~127 2 ~~410~~409,~~603~~928.9639 0.~~106~~113 8.500 8.749 0 0.00 0.000 1 69,600.00 0.~~018~~019 >= 8.750 0 0.00 0.000 0 0.00 0.000 Total ~~117~~107 4037,~~043~~256,~~801~~102.6797 100.000 1,~~133~~058 ~~388~~361,~~722~~342,~~760~~522.6773 100.000

Interest Rate Stratification (continued) Group 4 Group 5 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 2.750 0 0.00 0.000 0 0.00 0.000 2.750 2.999 0 0.00 0.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 0 0.00 0.000 3.250 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 0 0.00 0.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 0 0.00 0.000 0 0.00 0.000 4.750 4.999 1 ~~236~~235,~~997~~746.0493 0.~~687~~695 4 2,~~805~~792,~~114~~025.3780 4.~~666~~783 5.000 5.249 21 21,~~375~~832,~~536~~000.3200 65.~~889~~404 6 3,~~915~~905,~~753~~335.7442 6.~~514~~691 5.250 5.499 11 3,~~048~~040,~~722~~476.3930 8.~~841~~969 16 109,~~019~~997,~~793~~223.2664 1617.~~667~~127 5.500 5.749 23 5,~~869~~863,~~296~~024.5114 17.~~020~~295 3130 15,~~830~~142,~~146~~515.1746 2625.~~332~~942 5.750 5.999 36 12,~~365~~353,~~246~~259.8812 3536.~~857~~440 3029 1514,~~423~~903,~~948~~265.5752 25.~~656~~532 6.000 6.249 14 3,858,~~678~~081.4379 11.~~189~~381 1514 87,~~014~~522,~~768~~458.0344 1312.~~332~~887 6.250 6.499 18 5,~~411~~398,~~480~~377.3370 15.~~692~~924 6 3,~~692~~691,~~042~~666.1784 6.~~141~~325 6.500 6.749 2 265,~~076~~016.3834 0.~~769~~782 1 415,887.33 0.~~692~~712 6.750 6.999 2 786,000.00 2.~~279~~319 0 0.00 0.000 7.000 7.249 1 268,000.00 0.~~777~~791 0 0.00 0.000 7.250 7.499 0 0.00 0.000 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 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 0 0.00 0.000 0 0.00 0.000 Total ~~110~~109 3433,~~485~~899,~~034~~982.2832 100.000 ~~109~~106 6058,~~117~~370,~~453~~378.6445 100.000

Interest Rate Stratification (continued) Group 6 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 2.750 0 0.00 0.000 2.750 2.999 0 0.00 0.000 3.000 3.249 0 0.00 0.000 3.250 3.499 0 0.00 0.000 3.500 3.749 0 0.00 0.000 3.750 3.999 0 0.00 0.000 4.000 4.249 0 0.00 0.000 4.250 4.499 0 0.00 0.000 4.500 4.749 0 0.00 0.000 4.750 4.999 0 0.00 0.000 5.000 5.249 5 1,~~933~~932,~~549~~070.6902 1.~~442~~469 5.250 5.499 2322 109,~~007~~700,~~518~~334.7626 7.~~463~~375 5.500 5.749 5756 2928,~~341~~261,~~283~~465.9738 21.~~881~~486 5.750 5.999 ~~107~~105 4948,~~671~~733,~~022~~097.8877 37.~~042~~049 6.000 6.249 55 24,~~602~~588,~~457~~317.7105 18.~~347~~693 6.250 6.499 36 12,~~411~~391,~~703~~787.1442 9.~~256~~421 6.500 6.749 1110 4,~~977~~779,~~114~~320.3665 3.~~712~~633 6.750 6.999 1 1,150,000.00 0.~~858~~874 7.000 7.249 0 0.00 0.000 7.250 7.499 0 0.00 0.000 7.500 7.749 0 0.00 0.000 7.750 7.999 0 0.00 0.000 8.000 8.249 0 0.00 0.000 8.250 8.499 0 0.00 0.000 8.500 8.749 0 0.00 0.000 >= 8.750 0 0.00 0.000 Total ~~295~~290 ~~134~~131,~~094~~536,~~650~~392.5155 100.000

Filing Compare · Banc of America Funding 2006-A Trust