10-D 1 baf0600d_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: 333-130536-03 Banc of America Funding 2006-D Trust (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130536 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) 54-2196676 54-2196677 54-2196678 54-2196833 54-2196834 54-2196835 54-2196836 54-2196837 (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-A-3 _____ _____ __X___ ____________ 1-M1 _____ _____ __X___ ____________ 1-M2 _____ _____ __X___ ____________ 1-M3 _____ _____ __X___ ____________ 1-M4 _____ _____ __X___ ____________ 1-M5 _____ _____ __X___ ____________ 1-M6 _____ _____ __X___ ____________ 2-A-R _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ 4-A-3 _____ _____ __X___ ____________ 4-A-4 _____ _____ __X___ ____________ X-B-1 _____ _____ __X___ ____________ X-B-2 _____ _____ __X___ ____________ X-B-3 _____ _____ __X___ ____________ X-B-4 _____ _____ __X___ ____________ X-B-5 _____ _____ __X___ ____________ X-B-6 _____ _____ __X___ ____________ 5-A-1 _____ _____ __X___ ____________ 5-A-2 _____ _____ __X___ ____________ 5-A-3 _____ _____ __X___ ____________ 5-A-4 _____ _____ __X___ ____________ 5-A-X _____ _____ __X___ ____________ 5-B-1 _____ _____ __X___ ____________ 5-B-2 _____ _____ __X___ ____________ 5-B-3 _____ _____ __X___ ____________ 5-B-4 _____ _____ __X___ ____________ 5-B-5 _____ _____ __X___ ____________ 5-B-6 _____ _____ __X___ ____________ 6-A-1 _____ _____ __X___ ____________ 6-A-2 _____ _____ __X___ ____________ 6-A-3 _____ _____ __X___ ____________ 6-A-4 _____ _____ __X___ ____________ 6-B-1 _____ _____ __X___ ____________ 6-B-2 _____ _____ __X___ ____________ 6-B-3 _____ _____ __X___ ____________ 6-B-4 _____ _____ __X___ ____________ 6-B-5 _____ _____ __X___ ____________ 6-B-6 _____ _____ __X___ ____________ 6-B-7 _____ _____ __X___ ____________ 6-B-8 _____ _____ __X___ ____________ 6-B-9 _____ _____ __X___ ____________ 6-B-10 _____ _____ __X___ ____________ 6-B-11 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ P _____ _____ __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-D 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-D 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-D Trust (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: December 28, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Banc of America Funding 2006-D 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-D 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 058933AA0 12/19/2006 5.~~54813~~49000% ~~386~~336,~~662~~902,~~909~~787.4311 1,~~906~~541,~~894~~330.3025 1-A-2 058933AB8 12/19/2006 5.~~65813~~60000% 99,554,000.00 ~~500~~464,~~701~~585.7533 1-A-3 058933AC6 12/19/2006 5.~~67813~~62000% 5751,~~101~~257,~~251~~429.8846 ~~288~~240,~~202~~055.9663 1-M1 058933AX0 12/19/2006 5.~~74813~~69000% 6,045,000.00 3028,~~886~~663.6238 1-M2 058933AY8 12/19/2006 5.~~89813~~84000% 9,007,000.00 4743,~~221~~834.7407 1-M3 058933AZ5 12/19/2006 5.~~97813~~92000% 3,023,000.00 1614,~~063~~913.9047 1-M4 058933BA9 12/19/2006 6.~~52813~~47000% 3,023,000.00 1716,~~541~~299.8101 1-M5 058933BB7 12/19/2006 6.~~62813~~57000% 3,082,000.00 1816,~~158~~873.1395 1-M6 058933BC5 12/19/2006 6.~~62813~~57000% 3,023,000.00 1716,~~810~~550.5293 2-A-R 058933AD4 11/30/2006 5.~~82272~~85707% 0.00 0.00 2-A-1 058933AE2 11/30/2006 5.~~82054~~85702% 1917,~~945~~501,~~129~~126.6253 9685,~~742~~420.8236 2-A-2 058933AF9 11/30/2006 5.~~82054~~85702% ~~927~~813,~~104~~500.9187 43,~~496~~970.8758 3-A-1 058933AG7 11/30/2006 5.~~59680~~58481% ~~186~~180,~~962~~244,~~255~~502.7597 ~~871~~838,~~992~~859.01 3-A-2 058933AH5 11/30/2006 5.~~59680~~58481% 8,~~684~~372,~~055~~027.1076 4038,~~502~~963.4447 4-A-1 058933AJ1 11/30/2006 5.~~82404~~82423% 14,~~660~~637,~~983~~979.7411 71,~~155~~045.1385 4-A-2 058933AK8 11/30/2006 5.~~82404~~82423% 11,~~864~~839,~~557~~827.5254 57,~~583~~464.0594 4-A-3 058933AL6 11/30/2006 5.~~82404~~82423% 3,896,000.00 18,~~908~~909.7235 4-A-4 058933AM4 11/30/2006 5.~~82404~~82423% 1,~~413~~411,~~318~~101.8319 6,~~859~~848.3582 X-B-1 058933BD3 11/30/2006 5.~~64485~~63858% 6,~~952~~944,~~793~~306.5267 32,~~706~~630.2201 X-B-2 058933BE1 11/30/2006 5.~~64485~~63858% 1,~~603~~601,~~568~~611.5618 7,~~543~~525.2567 X-B-3 058933BF8 11/30/2006 5.~~64485~~63858% 1,~~070~~068,~~044~~738.8168 5,~~033~~021.5381 X-B-4 058933BU5 11/30/2006 5.~~64485~~63858% ~~668~~667,~~403~~587.3446 3,~~144~~136.2087 X-B-5 058933BV3 11/30/2006 5.~~64485~~63858% ~~534~~533,~~522~~870.8539 2,~~514~~508.4256 X-B-6 058933BW1 11/30/2006 5.~~64485~~63858% 534,~~949~~296.4648 2,~~516~~510.4256 5-A-1 058933AN2 11/30/2006 5.~~86407~~85816% 9895,~~819~~408,~~386~~291.7085 ~~482~~465,~~902~~764.9319 5-A-2 058933AP7 11/30/2006 5.~~24550~~23959% ~~245~~234,~~653~~287,~~314~~887.5662 1,~~073~~022,~~812~~977.2883 5-A-3 058933AQ5 11/30/2006 5.~~24550~~23959% 83,603,000.00 365,~~449~~038.6914 5-A-4 058933AR3 11/30/2006 5.~~86407~~85816% 1615,~~110~~554,~~524~~413.6182 7875,~~727~~933.6654 5-A-X 058933AS1 11/30/2006 0.61857% 0.00 ~~169~~163,~~722~~863.3781 5-B-1 058933BG6 11/30/2006 5.~~86407~~85816% 9,~~779~~776,~~643~~534.2105 47,~~790~~727.4008 5-B-2 058933BH4 11/30/2006 5.~~86407~~85816% 2,~~561~~560,~~382~~568.7342 12,~~516~~500.7718 5-B-3 058933BJ0 11/30/2006 5.~~86407~~85816% 1,396,~~663~~219.4239 6,~~825~~816.1106 5-B-4 058933BX9 11/30/2006 5.~~86407~~85816% 931,~~775~~479.4522 4,~~553~~547.3330 5-B-5 058933BY7 11/30/2006 5.~~86407~~85816% 697,~~831~~609.8397 3,~~410~~405.1159 5-B-6 058933BZ4 11/30/2006 5.~~86407~~85816% ~~932~~931,~~189~~892.0266 4,~~555~~549.3531 6-A-1 058933AT9 11/30/2006 6.~~02132~~00806% ~~111~~106,~~821~~169,~~499~~284.8173 ~~561~~531,~~093~~559.9362 6-A-2 058933AU6 11/30/2006 6.~~02132~~00806% 65,~~212~~898,~~734~~700.3168 3129,~~174~~533.0413 6-A-3 058933AV4 11/30/2006 5.~~96239~~95094% ~~280~~271,~~749~~227,~~566~~184.8369 1,~~394~~345,~~949~~047.2707 6-A-4 058933AW2 11/30/2006 5.~~96239~~95094% 15,~~597~~068,~~198~~176.1693 7774,~~497~~724.1884 6-B-1 058933BK7 11/30/2006 5.~~97928~~96731% 6,~~740~~737,~~056~~389.7482 33,~~583~~503.8938 6-B-2 058933BL5 11/30/2006 5.~~97928~~96731% 3,~~593~~592,~~963~~541.8074 17,~~907~~864.7583 6-B-3 058933BM3 11/30/2006 5.~~97928~~96731% 1,347,~~611~~078.4624 6,~~714~~698.7869 6-B-4 058933BN1 11/30/2006 5.~~97928~~96731% 1,~~797~~796,~~481~~770.7653 8,~~956~~934.3790 6-B-5 058933BP6 11/30/2006 5.~~97928~~96731% 1,123,~~676~~231.0341 5,~~598~~585.9755 6-B-6 058933BQ4 11/30/2006 5.~~97928~~96731% 1,122,~~676~~232.3109 5,~~593~~580.9958 6-B-7 058933BR2 11/30/2006 5.~~97928~~96731% 1,348,~~611~~077.1755 6,~~719~~703.7766 6-B-8 058933CA8 11/30/2006 5.~~97928~~96731% 898,~~740~~385.8826 4,~~478~~467.1845 6-B-9 058933CB6 11/30/2006 5.~~97928~~96731% 1,347,~~611~~078.4624 6,~~714~~698.7869 6-B-10 058933CC4 11/30/2006 5.~~97928~~96731% 1,~~797~~796,~~481~~770.7653 8,~~956~~934.3790 6-B-11 058933CD2 11/30/2006 5.~~97928~~96731% 1,347,~~956~~422.1478 6,~~716~~700.5040 CE 058933BT8 11/30/2006 0.00000% 2,115,786.34 ~~380~~366,~~076~~939.6640 P 058933BS0 11/30/2006 0.00000% 100.00 ~~672~~0.8700 Totals 1,~~729~~633,~~687~~067,~~313~~801.8196 8,~~872~~190,~~851~~522.4600

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 915,~~902~~265,~~346~~726.3476 0.00 ~~376~~321,~~760~~637,~~563~~060.0936 1116,~~809~~807,~~240~~057.6401 0.00 1-A-2 0.00 0.00 99,554,000.00 ~~500~~464,~~701~~585.7533 0.00 1-A-3 1,~~162~~792,~~930~~805.2900 0.00 5549,~~938~~464,~~321~~624.5945 12,~~451~~032,~~133~~860.2563 0.00 1-M1 0.00 0.00 6,045,000.00 3028,~~886~~663.6238 0.00 1-M2 0.00 0.00 9,007,000.00 4743,~~221~~834.7407 0.00 1-M3 0.00 0.00 3,023,000.00 1614,~~063~~913.9047 0.00 1-M4 0.00 0.00 3,023,000.00 1716,~~541~~299.8101 0.00 1-M5 0.00 0.00 3,082,000.00 1816,~~158~~873.1395 0.00 1-M6 0.00 0.00 3,023,000.00 1716,~~810~~550.5293 0.00 2-A-R 0.00 0.00 0.00 0.00 0.00 2-A-1 ~~344~~2,~~578~~514.2669 0.00 1917,~~600~~498,~~551~~611.3685 ~~441~~87,~~321~~935.0805 0.00 2-A-2 ~~16,016~~116.9589 0.00 ~~911~~813,~~087~~383.9698 204,~~513~~087.8247 0.00 3-A-1 12,~~742~~432,~~326~~706.4473 0.00 ~~185~~177,~~219~~811,~~929~~796.3124 23,~~614~~271,~~318~~565.4574 0.00 3-A-2 80112,~~927~~994.8878 0.00 8,~~603~~259,~~127~~032.2298 ~~121~~151,~~430~~958.3225 0.00 4-A-1 57,~~665~~502.0511 0.00 14,~~655~~630,~~318~~477.6800 7678,~~820~~547.1896 0.00 4-A-2 68,~~089~~064.9377 0.00 11,~~858~~831,~~467~~762.5977 6365,~~672~~529.9871 0.00 4-A-3 0.00 0.00 3,896,000.00 18,~~908~~909.7235 0.00 4-A-4 ~~546~~723.1120 0.00 1,~~412~~410,~~772~~377.7298 7,~~405~~572.4602 0.00 X-B-1 2,~~085~~202.70 0.00 6,~~950~~942,~~707~~103.8397 34,~~791~~832.9271 0.00 X-B-2 ~~481~~508.0402 0.00 1,~~603~~601,~~087~~103.5216 8,~~024~~033.2969 0.00 X-B-3 ~~320~~339.9900 0.00 1,~~069~~068,~~723~~399.8268 5,~~354~~360.5281 0.00 X-B-4 ~~200~~211.5176 0.00 ~~668~~667,~~202~~375.8471 3,~~344~~348.7163 0.00 X-B-5 ~~160~~169.3534 0.00 ~~534~~533,~~362~~701.5105 2,~~674~~677.7790 0.00 X-B-6 ~~160~~169.4748 0.00 534,~~788~~127.9901 2,~~676~~680.8904 0.00 5-A-1 ~~966~~718,~~925~~774.7456 0.00 9794,~~852~~689,~~460~~517.9729 1,~~449~~184,~~828~~538.6775 0.00 5-A-2 32,~~221~~394,~~699~~884.8696 0.00 ~~242~~231,~~431~~893,~~614~~002.7065 43,~~295~~417,~~512~~862.1479 0.00 5-A-3 0.00 0.00 83,603,000.00 365,~~449~~038.6914 0.00 5-A-4 ~~157~~117,~~637~~181.9082 0.00 15,~~952~~437,~~886~~232.7100 ~~236~~193,~~365~~115.5636 0.00 5-A-X 0.00 0.00 0.00 ~~169~~163,~~722~~863.3781 0.00 5-B-1 ~~778~~776.7606 0.00 9,~~778~~775,~~864~~757.4599 48,~~569~~503.1614 0.00 5-B-2 203.9626 0.00 2,~~561~~560,~~178~~365.7716 12,~~720~~703.7344 0.00 5-B-3 ~~111~~110.2283 0.00 1,396,~~552~~108.2056 6,~~936~~926.3389 0.00 5-B-4 7473.2094 0.00 931,~~701~~405.2528 4,~~627~~621.5324 0.00 5-B-5 55.5738 0.00 697,~~776~~554.2660 3,~~465~~460.6897 0.00 5-B-6 7473.1691 0.00 ~~932~~931,~~114~~818.7969 4,~~629~~623.5122 0.00 6-A-1 1,~~278~~152,~~382~~074.4567 0.00 ~~110~~105,~~543~~017,~~117~~210.3706 1,~~839~~683,~~476~~634.3829 0.00 6-A-2 7164,~~026~~008.1557 0.00 65,~~141~~834,~~708~~692.1612 ~~102~~93,~~200~~541.1970 0.00 6-A-3 2735,~~138,938~~811.1431 0.00 ~~278~~270,~~610~~491,~~628~~373.6938 32,~~533~~080,~~887~~858.4138 0.00 6-A-4 ~~118~~40,~~829~~878.9041 0.00 15,~~478~~027,~~368~~298.2652 ~~196~~115,~~327~~603.0825 0.00 6-B-1 ~~661~~665.8632 0.00 6,~~739~~736,~~394~~724.8851 34,~~245~~168.7570 0.00 6-B-2 ~~352~~354.9276 0.00 3,~~593~~592,~~610~~186.8898 18,~~260~~219.6759 0.00 6-B-3 ~~132~~133.3302 0.00 1,~~347~~346,~~479~~945.1321 6,~~847~~831.1171 0.00 6-B-4 ~~176~~177.5143 0.00 1,~~797~~796,~~305~~593.2510 9,~~132~~112.8833 0.00 6-B-5 110.3492 0.00 1,123,~~565~~120.6849 5,~~709~~696.3147 0.00 6-B-6 110.2482 0.00 1,122,~~566~~121.0727 5,~~704~~691.2340 0.00 6-B-7 ~~132~~133.4312 0.00 1,~~348~~347,~~478~~944.7443 6,~~852~~836.2078 0.00 6-B-8 88.2572 0.00 898,~~652~~296.6255 4,~~566~~556.4317 0.00 6-B-9 ~~132~~133.3302 0.00 1,~~347~~346,~~479~~945.1321 6,~~847~~831.1171 0.00 6-B-10 ~~176~~177.5143 0.00 1,~~797~~796,~~305~~593.2510 9,~~132~~112.8833 0.00 6-B-11 ~~132~~133.3706 0.00 1,347,~~823~~289.7872 6,~~848~~833.8746 0.00 CE 0.00 0.00 2,115,786.34 ~~380~~366,~~076~~939.6640 0.00 P 0.00 0.00 100.00 ~~672~~0.8700 0.00 Totals 2124,~~221~~853,~~780~~880.4153 0.00 1,~~708~~608,~~465~~213,~~533~~921.3640 3033,~~094~~044,~~631~~402.8753 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-1 415,186,000.00 ~~386~~336,~~662~~902,~~909~~787.4311 0.00 915,~~902~~265,~~346~~726.3476 0.00 0.00 1-A-2 99,554,000.00 99,554,000.00 0.00 0.00 0.00 0.00 1-A-3 60,451,000.00 5751,~~101~~257,~~251~~429.8846 0.00 1,~~162~~792,~~930~~805.2900 0.00 0.00 1-M1 6,045,000.00 6,045,000.00 0.00 0.00 0.00 0.00 1-M2 9,007,000.00 9,007,000.00 0.00 0.00 0.00 0.00 1-M3 3,023,000.00 3,023,000.00 0.00 0.00 0.00 0.00 1-M4 3,023,000.00 3,023,000.00 0.00 0.00 0.00 0.00 1-M5 3,082,000.00 3,082,000.00 0.00 0.00 0.00 0.00 1-M6 3,023,000.00 3,023,000.00 0.00 0.00 0.00 0.00 2-A-R 100.00 0.00 0.00 0.00 0.00 0.00 2-A-1 20,954,000.00 1917,~~945~~501,~~129~~126.6253 1,~~573~~593.3292 ~~343,004~~920.9477 0.00 0.00 2-A-2 974,000.00 ~~927~~813,~~104~~500.9187 7374.1309 ~~15,943~~42.8280 0.00 0.00 3-A-1 192,774,000.00 ~~186~~180,~~962~~244,~~255~~502.7597 6061,~~618~~933.6507 12,~~681~~370,~~707~~773.7967 0.00 0.00 3-A-2 8,954,000.00 8,~~684~~372,~~055~~027.1076 2,~~815~~876.6368 78110,~~112~~118.2510 0.00 0.00 4-A-1 15,000,000.00 14,~~660~~637,~~983~~979.7411 4,~~380~~481.4644 13,~~284~~020.6067 0.00 0.00 4-A-2 12,229,000.00 11,~~864~~839,~~557~~827.5254 4,~~708~~817.9955 13,~~380~~247.9422 0.00 0.00 4-A-3 3,896,000.00 3,896,000.00 0.00 0.00 0.00 0.00 4-A-4 1,446,000.00 1,~~413~~411,~~318~~101.8319 ~~422~~432.2801 ~~123~~291.8319 0.00 0.00 X-B-1 6,959,000.00 6,~~952~~944,~~793~~306.5267 2,~~085~~202.70 0.00 0.00 0.00 X-B-2 1,605,000.00 1,~~603~~601,~~568~~611.5618 ~~481~~508.0402 0.00 0.00 0.00 X-B-3 1,071,000.00 1,~~070~~068,~~044~~738.8168 ~~320~~339.9900 0.00 0.00 0.00 X-B-4 669,000.00 ~~668~~667,~~403~~587.3446 ~~200~~211.5176 0.00 0.00 0.00 X-B-5 535,000.00 ~~534~~533,~~522~~870.8539 ~~160~~169.3534 0.00 0.00 0.00 X-B-6 535,426.99 534,~~949~~296.4648 ~~160~~169.4748 0.00 0.00 0.00 5-A-1 100,000,000.00 9895,~~819~~408,~~386~~291.7085 7,~~869~~573.0354 ~~959~~711,~~056~~201.7102 0.00 0.00 5-A-2 249,587,000.00 ~~245~~234,~~653~~287,~~314~~887.5662 2625,~~218~~234.8227 32,~~195~~369,~~481~~650.0469 0.00 0.00 5-A-3 83,603,000.00 83,603,000.00 0.00 0.00 0.00 0.00 5-A-4 16,303,000.00 1615,~~110~~554,~~524~~413.6182 1,~~282~~234.8971 ~~156~~115,~~355~~947.0110 0.00 0.00 5-A-X 0.00 0.00 0.00 0.00 0.00 0.00 5-B-1 9,782,000.00 9,~~779~~776,~~643~~534.2105 ~~778~~776.7606 0.00 0.00 0.00 5-B-2 2,562,000.00 2,~~561~~560,~~382~~568.7342 203.9626 0.00 0.00 0.00 5-B-3 1,397,000.00 1,396,~~663~~219.4239 ~~111~~110.2283 0.00 0.00 0.00 5-B-4 932,000.00 931,~~775~~479.4522 7473.2094 0.00 0.00 0.00 5-B-5 698,000.00 697,~~831~~609.8397 55.5738 0.00 0.00 0.00 5-B-6 932,413.67 ~~932~~931,~~189~~892.0266 7473.1691 0.00 0.00 0.00 6-A-1 115,912,000.00 ~~111~~106,~~821~~169,~~499~~284.8173 1413,~~363~~647.3887 1,~~264~~138,~~019~~426.0680 0.00 0.00 6-A-2 6,440,000.00 65,~~212~~898,~~734~~700.3168 ~~798~~758.0227 7063,~~228~~250.1330 0.00 0.00 6-A-3 288,576,000.00 ~~280~~271,~~749~~227,~~566~~184.8369 2423,~~158~~538.1640 2712,~~114,779~~272.9891 0.00 0.00 6-A-4 16,032,000.00 15,~~597~~068,~~198~~176.1693 1,~~342~~307.1269 ~~117~~39,~~487~~570.7872 0.00 0.00 6-B-1 6,742,000.00 6,~~740~~737,~~056~~389.7482 ~~661~~665.8632 0.00 0.00 0.00 6-B-2 3,595,000.00 3,~~593~~592,~~963~~541.8074 ~~352~~354.9276 0.00 0.00 0.00 6-B-3 1,348,000.00 1,347,~~611~~078.4624 ~~132~~133.3302 0.00 0.00 0.00 6-B-4 1,798,000.00 1,~~797~~796,~~481~~770.7653 ~~176~~177.5143 0.00 0.00 0.00 6-B-5 1,124,000.00 1,123,~~676~~231.0341 110.3492 0.00 0.00 0.00 6-B-6 1,123,000.00 1,122,~~676~~232.3109 110.2482 0.00 0.00 0.00 6-B-7 1,349,000.00 1,348,~~611~~077.1755 ~~132~~133.4312 0.00 0.00 0.00 6-B-8 899,000.00 898,~~740~~385.8826 88.2572 0.00 0.00 0.00 6-B-9 1,348,000.00 1,347,~~611~~078.4624 ~~132~~133.3302 0.00 0.00 0.00 6-B-10 1,798,000.00 1,~~797~~796,~~481~~770.7653 ~~176~~177.5143 0.00 0.00 0.00 6-B-11 1,348,344.78 1,347,~~956~~422.1478 ~~132~~133.3706 0.00 0.00 0.00 CE 2,116,283.54 2,115,786.34 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 Totals 1,787,340,668.98 1,~~729~~633,~~687~~067,~~313~~801.8196 ~~157~~156,~~537~~614.9081 2124,~~064~~697,~~242~~265.5172 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 915,~~902~~265,~~346~~726.3476 ~~376~~321,~~760~~637,~~563~~060.0936 0.~~90745007~~77468185 915,~~902~~265,~~346~~726.3476 1-A-2 0.00 99,554,000.00 1.00000000 0.00 1-A-3 1,~~162~~792,~~930~~805.2900 5549,~~938~~464,~~321~~624.5945 0.~~92534981~~81825982 1,~~162~~792,~~930~~805.2900 1-M1 0.00 6,045,000.00 1.00000000 0.00 1-M2 0.00 9,007,000.00 1.00000000 0.00 1-M3 0.00 3,023,000.00 1.00000000 0.00 1-M4 0.00 3,023,000.00 1.00000000 0.00 1-M5 0.00 3,082,000.00 1.00000000 0.00 1-M6 0.00 3,023,000.00 1.00000000 0.00 2-A-R 0.00 0.00 0.00000000 0.00 2-A-1 ~~344~~2,~~578~~514.2669 1917,~~600~~498,~~551~~611.3685 0.~~93540858~~83509649 ~~344~~2,~~578~~514.2669 2-A-2 ~~16,016~~116.9589 ~~911~~813,~~087~~383.9698 0.~~93540858~~83509649 ~~16,016~~116.9589 3-A-1 12,~~742~~432,~~326~~706.4473 ~~185~~177,~~219~~811,~~929~~796.3124 0.~~96081385~~92238474 12,~~742~~432,~~326~~706.4473 3-A-2 80112,~~927~~994.8878 8,~~603~~259,~~127~~032.2298 0.~~96081385~~92238474 80112,~~927~~994.8878 4-A-1 57,~~665~~502.0511 14,~~655~~630,~~318~~477.6800 0.~~97702125~~97536513 57,~~665~~502.0511 4-A-2 68,~~089~~064.9377 11,~~858~~831,~~467~~762.5977 0.~~96970051~~96751679 68,~~089~~064.9377 4-A-3 0.00 3,896,000.00 1.00000000 0.00 4-A-4 ~~546~~723.1120 1,~~412~~410,~~772~~377.7298 0.~~97702124~~97536513 ~~546~~723.1120 X-B-1 2,~~085~~202.70 6,~~950~~942,~~707~~103.8397 0.~~99880843~~99757206 2,~~085~~202.70 X-B-2 ~~481~~508.0402 1,~~603~~601,~~087~~103.5216 0.~~99880842~~99757206 ~~481~~508.0402 X-B-3 ~~320~~339.9900 1,~~069~~068,~~723~~399.8268 0.~~99880842~~99757206 ~~320~~339.9900 X-B-4 ~~200~~211.5176 ~~668~~667,~~202~~375.8471 0.~~99880843~~99757206 ~~200~~211.5176 X-B-5 ~~160~~169.3534 ~~534~~533,~~362~~701.5105 0.~~99880843~~99757206 ~~160~~169.3534 X-B-6 ~~160~~169.4748 534,~~788~~127.9901 0.~~99880843~~99757207 ~~160~~169.4748 5-A-1 ~~966~~718,~~925~~774.7456 9794,~~852~~689,~~460~~517.9729 0.~~97852461~~94689517 ~~966~~718,~~925~~774.7456 5-A-2 32,~~221~~394,~~699~~884.8696 ~~242~~231,~~431~~893,~~614~~002.7065 0.~~97133110~~92910690 32,~~221~~394,~~699~~884.8696 5-A-3 0.00 83,603,000.00 1.00000000 0.00 5-A-4 ~~157~~117,~~637~~181.9082 15,~~952~~437,~~886~~232.7100 0.~~97852461~~94689517 ~~157~~117,~~637~~181.9082 5-A-X 0.00 0.00 0.00000000 0.00 5-B-1 ~~778~~776.7606 9,~~778~~775,~~864~~757.4599 0.~~99967946~~99936189 ~~778~~776.7606 5-B-2 203.9626 2,~~561~~560,~~178~~365.7716 0.~~99967946~~99936189 203.9626 5-B-3 ~~111~~110.2283 1,396,~~552~~108.2056 0.~~99967946~~99936189 ~~111~~110.2283 5-B-4 7473.2094 931,~~701~~405.2528 0.~~99967945~~99936189 7473.2094 5-B-5 55.5738 697,~~776~~554.2660 0.~~99967946~~99936189 55.5738 5-B-6 7473.1691 ~~932~~931,~~114~~818.7969 0.~~99967946~~99936189 7473.1691 6-A-1 1,~~278~~152,~~382~~074.4567 ~~110~~105,~~543~~017,~~117~~210.3706 0.~~95368139~~90600809 1,~~278~~152,~~382~~074.4567 6-A-2 7164,~~026~~008.1557 65,~~141~~834,~~708~~692.1612 0.~~95368139~~90600809 7164,~~026~~008.1557 6-A-3 2735,~~138,938~~811.1431 ~~278~~270,~~610~~491,~~628~~373.6938 0.~~96546708~~93733149 2735,~~138,938~~811.1431 6-A-4 ~~118~~40,~~829~~878.9041 15,~~478~~027,~~368~~298.2652 0.~~96546708~~93733149 ~~118~~40,~~829~~878.9041 6-B-1 ~~661~~665.8632 6,~~739~~736,~~394~~724.8851 0.~~99961360~~99921752 ~~661~~665.8632 6-B-2 ~~352~~354.9276 3,~~593~~592,~~610~~186.8898 0.~~99961360~~99921752 ~~352~~354.9276 6-B-3 ~~132~~133.3302 1,~~347~~346,~~479~~945.1321 0.~~99961360~~99921751 ~~132~~133.3302 6-B-4 ~~176~~177.5143 1,~~797~~796,~~305~~593.2510 0.~~99961360~~99921752 ~~176~~177.5143 6-B-5 110.3492 1,123,~~565~~120.6849 0.~~99961359~~99921752 110.3492 6-B-6 110.2482 1,122,~~566~~121.0727 0.~~99961360~~99921752 110.2482 6-B-7 ~~132~~133.4312 1,~~348~~347,~~478~~944.7443 0.~~99961360~~99921752 ~~132~~133.4312 6-B-8 88.2572 898,~~652~~296.6255 0.~~99961359~~99921752 88.2572 6-B-9 ~~132~~133.3302 1,~~347~~346,~~479~~945.1321 0.~~99961360~~99921751 ~~132~~133.3302 6-B-10 ~~176~~177.5143 1,~~797~~796,~~305~~593.2510 0.~~99961360~~99921752 ~~176~~177.5143 6-B-11 ~~132~~133.3706 1,347,~~823~~289.7872 0.~~99961360~~99921751 ~~132~~133.3706 CE 0.00 2,115,786.34 0.99976506 0.00 P 0.00 100.00 1.00000000 0.00 Totals 2124,~~221~~853,~~780~~880.4153 1,~~708~~608,~~465~~213,~~533~~921.3640 0.~~95587012~~89978030 2124,~~221~~853,~~780~~880.4153

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 415,186,000.00 ~~931~~811.~~30045192~~45025870 0.00000000 2336.~~85038595~~76840443 0.00000000 1-A-2 99,554,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-3 60,451,000.00 ~~944~~847.~~58738284~~91698169 0.00000000 1929.~~23756911~~65716034 0.00000000 1-M1 6,045,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M2 9,007,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M3 3,023,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M4 3,023,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M5 3,082,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M6 3,023,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 20,954,000.00 ~~951~~835.~~85308867~~21649948 0.~~07508447~~07606758 160.~~36942541~~04394245 0.00000000 2-A-2 974,000.00 ~~951~~835.~~85309035~~21649897 0.~~07508214~~07606776 160.~~36942505~~04394251 0.00000000 3-A-1 192,774,000.00 ~~969~~935.~~85203269~~00421722 0.~~31445449~~32127294 812.~~72372721~~29820240 0.00000000 3-A-2 8,954,000.00 ~~969~~935.~~85203261~~00421711 0.~~31445499~~32127317 812.~~72372683~~29820192 0.00000000 4-A-1 15,000,000.00 ~~977~~975.~~39891600~~86527400 0.~~29203067~~29876267 0.~~08564000~~20137800 0.00000000 4-A-2 12,229,000.00 ~~970~~968.~~19850519~~17626462 0.~~38506746~~39394472 0.~~11292338~~26553439 0.00000000 4-A-3 3,896,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-4 1,446,000.00 ~~977~~975.~~39891425~~86527663 0.~~29203320~~29876210 0.~~08563624~~20137621 0.00000000 X-B-1 6,959,000.00 ~~999~~997.~~10813623~~88858600 0.~~29971260~~31652536 0.00000000 0.00000000 X-B-2 1,605,000.00 ~~999~~997.~~10813707~~88858567 0.~~29971340~~31652336 0.00000000 0.00000000 X-B-3 1,071,000.00 ~~999~~997.~~10813259~~88859010 0.~~29971055~~31652661 0.00000000 0.00000000 X-B-4 669,000.00 ~~999~~997.~~10813154~~88857997 0.~~29971599~~31653214 0.00000000 0.00000000 X-B-5 535,000.00 ~~999~~997.~~10813084~~88857944 0.~~29971963~~31652336 0.00000000 0.00000000 X-B-6 535,426.99 ~~999~~997.~~10813237~~88858234 0.~~29970473~~31653242 0.00000000 0.00000000 5-A-1 100,000,000.00 ~~988~~954.~~19386700~~08291850 0.~~07869030~~07573540 97.~~59056710~~11201020 0.00000000 5-A-2 249,587,000.00 ~~984~~938.~~23922143~~70228666 0.~~10504882~~10110410 129.~~80307484~~49428732 0.00000000 5-A-3 83,603,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-4 16,303,000.00 ~~988~~954.~~19386677~~08291848 0.~~07869043~~07573514 97.~~59056677~~11201006 0.00000000 5-A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-B-1 9,782,000.00 999.~~75906870~~44122368 0.~~07961153~~07933551 0.00000000 0.00000000 5-B-2 2,562,000.00 999.~~75906714~~44122560 0.~~07960968~~07933646 0.00000000 0.00000000 5-B-3 1,397,000.00 999.~~75906943~~44122405 0.~~07961346~~07933429 0.00000000 0.00000000 5-B-4 932,000.00 999.~~75906652~~44122318 0.~~07961373~~07933476 0.00000000 0.00000000 5-B-5 698,000.00 999.~~75906877~~44121777 0.~~07961318~~07934097 0.00000000 0.00000000 5-B-6 932,413.67 999.~~75906617~~44122441 0.~~07953551~~07926739 0.00000000 0.00000000 6-A-1 115,912,000.00 ~~964~~915.~~71029583~~94731115 0.~~12391625~~11774337 109.~~90498878~~82147491 0.00000000 6-A-2 6,440,000.00 ~~964~~915.~~71029658~~94731056 0.~~12391615~~11774379 109.~~90498913~~82147516 0.00000000 6-A-3 288,576,000.00 ~~972~~939.~~87912657~~88129536 0.~~08371507~~08156742 72.~~32832938~~46823336 0.00000000 6-A-4 16,032,000.00 ~~972~~939.~~87912675~~88129553 0.~~08371507~~08156749 72.~~32832959~~46823353 0.00000000 6-B-1 6,742,000.00 999.~~71176802~~31619994 0.~~09816968~~09868288 0.00000000 0.00000000 6-B-2 3,595,000.00 999.~~71176634~~31620028 0.~~09816968~~09868150 0.00000000 0.00000000 6-B-3 1,348,000.00 999.~~71176558~~31620178 0.~~09816766~~09867953 0.00000000 0.00000000 6-B-4 1,798,000.00 999.~~71176863~~31620133 0.~~09817019~~09868187 0.00000000 0.00000000 6-B-5 1,124,000.00 999.~~71177046~~31620107 0.~~09816726~~09868327 0.00000000 0.00000000 6-B-6 1,123,000.00 999.~~71176313~~31619768 0.~~09816563~~09868210 0.00000000 0.00000000 6-B-7 1,349,000.00 999.~~71176427~~31619718 0.~~09816901~~09868050 0.00000000 0.00000000 6-B-8 899,000.00 999.~~71176863~~31619577 0.~~09816463~~09868743 0.00000000 0.00000000 6-B-9 1,348,000.00 999.~~71176558~~31620178 0.~~09816766~~09867953 0.00000000 0.00000000 6-B-10 1,798,000.00 999.~~71176863~~31620133 0.~~09817019~~09868187 0.00000000 0.00000000 6-B-11 1,348,344.78 999.~~71176512~~31619864 0.~~09817222~~09868396 0.00000000 0.00000000 CE 2,116,283.54 999.76505984 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 0.00000000 2336.~~85038595~~76840443 ~~907~~774.~~45006597~~68185430 0.~~90745007~~77468185 2336.~~85038595~~76840443 1-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-3 0.00000000 1929.~~23756911~~65716034 ~~925~~818.~~34981373~~25982118 0.~~92534981~~81825982 1929.~~23756911~~65716034 1-M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 160.~~44450988~~12001002 ~~935~~835.~~40857879~~09648993 0.~~93540858~~83509649 160.~~44450988~~12001002 2-A-2 0.00000000 160.~~44450719~~12001027 ~~935~~835.~~40858316~~09648871 0.~~93540858~~83509649 160.~~44450719~~12001027 3-A-1 0.00000000 912.~~03818171~~61947529 ~~960~~922.~~81385099~~38474193 0.~~96081385~~92238474 912.~~03818171~~61947529 3-A-2 0.00000000 912.~~03818182~~61947509 ~~960~~922.~~81385079~~38474201 0.~~96081385~~92238474 912.~~03818182~~61947509 4-A-1 0.00000000 0.~~37767000~~50014067 ~~977~~975.~~02124533~~36513333 0.~~97702125~~97536513 0.~~37767000~~50014067 4-A-2 0.00000000 0.~~49799084~~65947911 ~~969~~967.~~70051435~~51678551 0.~~96970051~~96751679 0.~~49799084~~65947911 4-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-4 0.00000000 0.~~37766943~~50013831 ~~977~~975.~~02124481~~36513140 0.~~97702124~~97536513 0.~~37766943~~50013831 X-B-1 0.00000000 0.~~29971260~~31652536 ~~998~~997.~~80842506~~57206064 0.~~99880843~~99757206 0.~~29971260~~31652536 X-B-2 0.00000000 0.~~29971340~~31652336 ~~998~~997.~~80842368~~57206231 0.~~99880842~~99757206 0.~~29971340~~31652336 X-B-3 0.00000000 0.~~29971055~~31652661 ~~998~~997.~~80842204~~57206349 0.~~99880842~~99757206 0.~~29971055~~31652661 X-B-4 0.00000000 0.~~29971599~~31653214 ~~998~~997.~~80843049~~57206278 0.~~99880843~~99757206 0.~~29971599~~31653214 X-B-5 0.00000000 0.~~29971963~~31652336 ~~998~~997.~~80842991~~57205607 0.~~99880843~~99757206 0.~~29971963~~31652336 X-B-6 0.00000000 0.~~29970473~~31653242 ~~998~~997.~~80842764~~57206860 0.~~99880843~~99757207 0.~~29970473~~31653242 5-A-1 0.00000000 97.~~66925740~~18774560 ~~978~~946.~~52460970~~89517290 0.~~97852461~~94689517 97.~~66925740~~18774560 5-A-2 0.00000000 129.~~90812366~~59539143 ~~971~~929.~~33109777~~10689519 0.~~97133110~~92910690 129.~~90812366~~59539143 5-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-4 0.00000000 97.~~66925719~~18774581 ~~978~~946.~~52460958~~89517267 0.~~97852461~~94689517 97.~~66925719~~18774581 5-A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-B-1 0.00000000 0.~~07961153~~07933551 999.~~67945717~~36188816 0.~~99967946~~99936189 0.~~07961153~~07933551 5-B-2 0.00000000 0.~~07960968~~07933646 999.~~67945746~~36188915 0.~~99967946~~99936189 0.~~07960968~~07933646 5-B-3 0.00000000 0.~~07961346~~07933429 999.~~67945598~~36188976 0.~~99967946~~99936189 0.~~07961346~~07933429 5-B-4 0.00000000 0.~~07961373~~07933476 999.~~67945279~~36188841 0.~~99967945~~99936189 0.~~07961373~~07933476 5-B-5 0.00000000 0.~~07961318~~07934097 999.~~67945559~~36189112 0.~~99967946~~99936189 0.~~07961318~~07934097 5-B-6 0.00000000 0.~~07953551~~07926739 999.~~67945558~~36189267 0.~~99967946~~99936189 0.~~07953551~~07926739 6-A-1 0.00000000 119.~~02890512~~93921829 ~~953~~906.~~68139080~~00809286 0.~~95368139~~90600809 119.~~02890512~~93921829 6-A-2 0.00000000 119.~~02890528~~93921894 ~~953~~906.~~68139130~~00809317 0.~~95368139~~90600809 119.~~02890528~~93921894 6-A-3 0.00000000 72.~~41204445~~54980078 ~~965~~937.~~46708212~~33149458 0.~~96546708~~93733149 72.~~41204445~~54980078 6-A-4 0.00000000 72.~~41204466~~54980102 ~~965~~937.~~46708209~~33149451 0.~~96546708~~93733149 72.~~41204466~~54980102 6-B-1 0.00000000 0.~~09816968~~09868288 999.~~61359834~~21751854 0.~~99961360~~99921752 0.~~09816968~~09868288 6-B-2 0.00000000 0.~~09816968~~09868150 999.~~61359666~~21751878 0.~~99961360~~99921752 0.~~09816968~~09868150 6-B-3 0.00000000 0.~~09816766~~09867953 999.~~61359792~~21751484 0.~~99961360~~99921751 0.~~09816766~~09867953 6-B-4 0.00000000 0.~~09817019~~09868187 999.~~61359844~~21751947 0.~~99961360~~99921752 0.~~09817019~~09868187 6-B-5 0.00000000 0.~~09816726~~09868327 999.~~61359431~~21751779 0.~~99961359~~99921752 0.~~09816726~~09868327 6-B-6 0.00000000 0.~~09816563~~09868210 999.~~61359751~~21751558 0.~~99961360~~99921752 0.~~09816563~~09868210 6-B-7 0.00000000 0.~~09816901~~09868050 999.~~61359526~~21751668 0.~~99961360~~99921752 0.~~09816901~~09868050 6-B-8 0.00000000 0.~~09816463~~09868743 999.~~61359288~~21751947 0.~~99961359~~99921752 0.~~09816463~~09868743 6-B-9 0.00000000 0.~~09816766~~09867953 999.~~61359792~~21751484 0.~~99961360~~99921751 0.~~09816766~~09867953 6-B-10 0.00000000 0.~~09817019~~09868187 999.~~61359844~~21751947 0.~~99961360~~99921752 0.~~09817019~~09868187 6-B-11 0.00000000 0.~~09817222~~09868396 999.~~61360031~~21751468 0.~~99961360~~99921751 0.~~09817222~~09868396 CE 0.00000000 0.00000000 999.76505984 0.99976506 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: All Classes are per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A-1 0711/20/06 - 0812/2019/06 3230 5.~~54813~~49000% ~~386~~336,~~662~~902,~~909~~787.4311 1,~~906~~541,~~894~~330.3025 0.00 1-A-2 0711/20/06 - 0812/2019/06 3230 5.~~65813~~60000% 99,554,000.00 ~~500~~464,~~701~~585.7533 0.00 1-A-3 0711/20/06 - 0812/2019/06 3230 5.~~67813~~62000% 5751,~~101~~257,~~251~~429.8846 ~~288~~240,~~202~~055.9663 0.00 1-M1 0711/20/06 - 0812/2019/06 3230 5.~~74813~~69000% 6,045,000.00 3028,~~886~~663.6238 0.00 1-M2 0711/20/06 - 0812/2019/06 3230 5.~~89813~~84000% 9,007,000.00 4743,~~221~~834.7407 0.00 1-M3 0711/20/06 - 0812/2019/06 3230 5.~~97813~~92000% 3,023,000.00 1614,~~063~~913.9047 0.00 1-M4 0711/20/06 - 0812/2019/06 3230 6.~~52813~~47000% 3,023,000.00 1716,~~541~~299.8101 ~~1,268~~221.3053 1-M5 0711/20/06 - 0812/2019/06 3230 6.~~62813~~57000% 3,082,000.00 1816,~~158~~873.1395 ~~1,567~~482.0169 1-M6 0711/20/06 - 0812/2019/06 3230 6.~~62813~~57000% 3,023,000.00 1716,~~810~~550.5293 ~~1,537~~473.0145 2-A-R N/A N/A 5.~~82272~~85707% 0.00 0.00 0.00 2-A-1 0711/01/06 - 0711/30/06 30 5.~~82054~~85702% 1917,~~945~~501,~~129~~126.6253 9685,~~742~~420.8236 0.00 2-A-2 0711/01/06 - 0711/30/06 30 5.~~82054~~85702% ~~927~~813,~~104~~500.9187 43,~~496~~970.8758 0.00 3-A-1 0711/01/06 - 0711/30/06 30 5.~~59680~~58481% ~~186~~180,~~962~~244,~~255~~502.7597 ~~871~~838,~~992~~859.01 0.00 3-A-2 0711/01/06 - 0711/30/06 30 5.~~59680~~58481% 8,~~684~~372,~~055~~027.1076 4038,~~502~~963.4447 0.00 4-A-1 0711/01/06 - 0711/30/06 30 5.~~82404~~82423% 14,~~660~~637,~~983~~979.7411 71,~~155~~045.1385 0.00 4-A-2 0711/01/06 - 0711/30/06 30 5.~~82404~~82423% 11,~~864~~839,~~557~~827.5254 57,~~583~~464.0594 0.00 4-A-3 0711/01/06 - 0711/30/06 30 5.~~82404~~82423% 3,896,000.00 18,~~908~~909.7235 0.00 4-A-4 0711/01/06 - 0711/30/06 30 5.~~82404~~82423% 1,~~413~~411,~~318~~101.8319 6,~~859~~848.3582 0.00 X-B-1 0711/01/06 - 0711/30/06 30 5.~~64485~~63858% 6,~~952~~944,~~793~~306.5267 32,~~706~~630.2201 0.00 X-B-2 0711/01/06 - 0711/30/06 30 5.~~64485~~63858% 1,~~603~~601,~~568~~611.5618 7,~~543~~525.2567 0.00 X-B-3 0711/01/06 - 0711/30/06 30 5.~~64485~~63858% 1,~~070~~068,~~044~~738.8168 5,~~033~~021.5381 0.00 X-B-4 0711/01/06 - 0711/30/06 30 5.~~64485~~63858% ~~668~~667,~~403~~587.3446 3,~~144~~136.2087 0.00 X-B-5 0711/01/06 - 0711/30/06 30 5.~~64485~~63858% ~~534~~533,~~522~~870.8539 2,~~514~~508.4256 0.00 X-B-6 0711/01/06 - 0711/30/06 30 5.~~64485~~63858% 534,~~949~~296.4648 2,~~516~~510.4256 0.00 5-A-1 0711/01/06 - 0711/30/06 30 5.~~86407~~85816% 9895,~~819~~408,~~386~~291.7085 ~~482~~465,~~902~~764.9319 0.00 5-A-2 0711/01/06 - 0711/30/06 30 5.~~24550~~23959% ~~245~~234,~~653~~287,~~314~~887.5662 1,~~073~~022,~~812~~977.2883 0.00 5-A-3 0711/01/06 - 0711/30/06 30 5.~~24550~~23959% 83,603,000.00 365,~~449~~038.6914 0.00 5-A-4 0711/01/06 - 0711/30/06 30 5.~~86407~~85816% 1615,~~110~~554,~~524~~413.6182 7875,~~727~~933.6654 0.00 5-A-X 0711/01/06 - 0711/30/06 30 0.61857% ~~329~~317,~~256~~890,~~314~~887.5662 ~~169~~163,~~722~~863.3781 0.00 5-B-1 0711/01/06 - 0711/30/06 30 5.~~86407~~85816% 9,~~779~~776,~~643~~534.2105 47,~~790~~727.4008 0.00 5-B-2 0711/01/06 - 0711/30/06 30 5.~~86407~~85816% 2,~~561~~560,~~382~~568.7342 12,~~516~~500.7718 0.00 5-B-3 0711/01/06 - 0711/30/06 30 5.~~86407~~85816% 1,396,~~663~~219.4239 6,~~825~~816.1106 0.00 5-B-4 0711/01/06 - 0711/30/06 30 5.~~86407~~85816% 931,~~775~~479.4522 4,~~553~~547.3330 0.00 5-B-5 0711/01/06 - 0711/30/06 30 5.~~86407~~85816% 697,~~831~~609.8397 3,~~410~~405.1159 0.00 5-B-6 0711/01/06 - 0711/30/06 30 5.~~86407~~85816% ~~932~~931,~~189~~892.0266 4,~~555~~549.3531 0.00 6-A-1 0711/01/06 - 0711/30/06 30 6.~~02132~~00806% ~~111~~106,~~821~~169,~~499~~284.8173 ~~561~~531,~~093~~559.9362 0.00 6-A-2 0711/01/06 - 0711/30/06 30 6.~~02132~~00806% 65,~~212~~898,~~734~~700.3168 3129,~~174~~533.0413 0.00 6-A-3 0711/01/06 - 0711/30/06 30 5.~~96239~~95094% ~~280~~271,~~749~~227,~~566~~184.8369 1,~~394~~345,~~949~~047.2707 0.00 6-A-4 0711/01/06 - 0711/30/06 30 5.~~96239~~95094% 15,~~597~~068,~~198~~176.1693 7774,~~497~~724.1884 0.00 6-B-1 0711/01/06 - 0711/30/06 30 5.~~97928~~96731% 6,~~740~~737,~~056~~389.7482 33,~~583~~503.8938 0.00 6-B-2 0711/01/06 - 0711/30/06 30 5.~~97928~~96731% 3,~~593~~592,~~963~~541.8074 17,~~907~~864.7583 0.00 6-B-3 0711/01/06 - 0711/30/06 30 5.~~97928~~96731% 1,347,~~611~~078.4624 6,~~714~~698.7869 0.00 6-B-4 0711/01/06 - 0711/30/06 30 5.~~97928~~96731% 1,~~797~~796,~~481~~770.7653 8,~~956~~934.3790 0.00 6-B-5 0711/01/06 - 0711/30/06 30 5.~~97928~~96731% 1,123,~~676~~231.0341 5,~~598~~585.9755 0.00 6-B-6 0711/01/06 - 0711/30/06 30 5.~~97928~~96731% 1,122,~~676~~232.3109 5,~~593~~580.9958 0.00 6-B-7 0711/01/06 - 0711/30/06 30 5.~~97928~~96731% 1,348,~~611~~077.1755 6,~~719~~703.7766 0.00 6-B-8 0711/01/06 - 0711/30/06 30 5.~~97928~~96731% 898,~~740~~385.8826 4,~~478~~467.1845 0.00 6-B-9 0711/01/06 - 0711/30/06 30 5.~~97928~~96731% 1,347,~~611~~078.4624 6,~~714~~698.7869 0.00 6-B-10 0711/01/06 - 0711/30/06 30 5.~~97928~~96731% 1,~~797~~796,~~481~~770.7653 8,~~956~~934.3790 0.00 6-B-11 0711/01/06 - 0711/30/06 30 5.~~97928~~96731% 1,347,~~956~~422.1478 6,~~716~~700.5040 0.00 CE N/A N/A 0.00000% 2,115,786.34 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 87,~~492~~823,~~101~~582.9360 41,~~372~~177.3267

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,~~906~~541,~~894~~330.3025 0.00 ~~376~~321,~~760~~637,~~563~~060.0936 1-A-2 0.00 0.00 ~~500~~464,~~701~~585.7533 0.00 99,554,000.00 1-A-3 0.00 0.00 ~~288~~240,~~202~~055.9663 0.00 5549,~~938~~464,~~321~~624.5945 1-M1 0.00 0.00 3028,~~886~~663.6238 0.00 6,045,000.00 1-M2 0.00 0.00 4743,~~221~~834.7407 0.00 9,007,000.00 1-M3 0.00 0.00 1614,~~063~~913.9047 0.00 3,023,000.00 1-M4 ~~1,268~~221.3053 0.00 1716,~~541~~299.8101 0.00 3,023,000.00 1-M5 ~~1,567~~482.0169 0.00 1816,~~158~~873.1395 0.00 3,082,000.00 1-M6 ~~1,537~~473.0145 0.00 1716,~~810~~550.5293 0.00 3,023,000.00 2-A-R 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 9685,~~742~~420.8236 0.00 1917,~~600~~498,~~551~~611.3685 2-A-2 0.00 0.00 43,~~496~~970.8758 0.00 ~~911~~813,~~087~~383.9698 3-A-1 0.00 0.00 ~~871~~838,~~992~~859.01 0.00 ~~185~~177,~~219~~811,~~929~~796.3124 3-A-2 0.00 0.00 4038,~~502~~963.4447 0.00 8,~~603~~259,~~127~~032.2298 4-A-1 0.00 0.00 71,~~155~~045.1385 0.00 14,~~655~~630,~~318~~477.6800 4-A-2 0.00 0.00 57,~~583~~464.0594 0.00 11,~~858~~831,~~467~~762.5977 4-A-3 0.00 0.00 18,~~908~~909.7235 0.00 3,896,000.00 4-A-4 0.00 0.00 6,~~859~~848.3582 0.00 1,~~412~~410,~~772~~377.7298 X-B-1 0.00 0.00 32,~~706~~630.2201 0.00 6,~~950~~942,~~707~~103.8397 X-B-2 0.00 0.00 7,~~543~~525.2567 0.00 1,~~603~~601,~~087~~103.5216 X-B-3 0.00 0.00 5,~~033~~021.5381 0.00 1,~~069~~068,~~723~~399.8268 X-B-4 0.00 0.00 3,~~144~~136.2087 0.00 ~~668~~667,~~202~~375.8471 X-B-5 0.00 0.00 2,~~514~~508.4256 0.00 ~~534~~533,~~362~~701.5105 X-B-6 0.00 0.00 2,~~516~~510.4256 0.00 534,~~788~~127.9901 5-A-1 0.00 0.00 ~~482~~465,~~902~~764.9319 0.00 9794,~~852~~689,~~460~~517.9729 5-A-2 0.00 0.00 1,~~073~~022,~~812~~977.2883 0.00 ~~242~~231,~~431~~893,~~614~~002.7065 5-A-3 0.00 0.00 365,~~449~~038.6914 0.00 83,603,000.00 5-A-4 0.00 0.00 7875,~~727~~933.6654 0.00 15,~~952~~437,~~886~~232.7100 5-A-X 0.00 0.00 ~~169~~163,~~722~~863.3781 0.00 ~~326~~315,~~034~~496,~~614~~002.7065 5-B-1 0.00 0.00 47,~~790~~727.4008 0.00 9,~~778~~775,~~864~~757.4599 5-B-2 0.00 0.00 12,~~516~~500.7718 0.00 2,~~561~~560,~~178~~365.7716 5-B-3 0.00 0.00 6,~~825~~816.1106 0.00 1,396,~~552~~108.2056 5-B-4 0.00 0.00 4,~~553~~547.3330 0.00 931,~~701~~405.2528 5-B-5 0.00 0.00 3,~~410~~405.1159 0.00 697,~~776~~554.2660 5-B-6 0.00 0.00 4,~~555~~549.3531 0.00 ~~932~~931,~~114~~818.7969 6-A-1 0.00 0.00 ~~561~~531,~~093~~559.9362 0.00 ~~110~~105,~~543~~017,~~117~~210.3706 6-A-2 0.00 0.00 3129,~~174~~533.0413 0.00 65,~~141~~834,~~708~~692.1612 6-A-3 0.00 0.00 1,~~394~~345,~~949~~047.2707 0.00 ~~278~~270,~~610~~491,~~628~~373.6938 6-A-4 0.00 0.00 7774,~~497~~724.1884 0.00 15,~~478~~027,~~368~~298.2652 6-B-1 0.00 0.00 33,~~583~~503.8938 0.00 6,~~739~~736,~~394~~724.8851 6-B-2 0.00 0.00 17,~~907~~864.7583 0.00 3,~~593~~592,~~610~~186.8898 6-B-3 0.00 0.00 6,~~714~~698.7869 0.00 1,~~347~~346,~~479~~945.1321 6-B-4 0.00 0.00 8,~~956~~934.3790 0.00 1,~~797~~796,~~305~~593.2510 6-B-5 0.00 0.00 5,~~598~~585.9755 0.00 1,123,~~565~~120.6849 6-B-6 0.00 0.00 5,~~593~~580.9958 0.00 1,122,~~566~~121.0727 6-B-7 0.00 0.00 6,~~719~~703.7766 0.00 1,~~348~~347,~~478~~944.7443 6-B-8 0.00 0.00 4,~~478~~467.1845 0.00 898,~~652~~296.6255 6-B-9 0.00 0.00 6,~~714~~698.7869 0.00 1,~~347~~346,~~479~~945.1321 6-B-10 0.00 0.00 8,~~956~~934.3790 0.00 1,~~797~~796,~~305~~593.2510 6-B-11 0.00 0.00 6,~~716~~700.5040 0.00 1,347,~~823~~289.7872 CE 0.00 0.00 ~~380~~366,~~076~~939.6640 0.00 2,115,786.34 P 0.00 0.00 ~~672~~0.8700 0.00 100.00 Totals 41,~~372~~177.3267 0.00 8,~~872~~190,~~851~~522.4600 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-1 415,186,000.00 5.~~54813~~49000% ~~931~~811.~~30045192~~45025870 43.~~59286753~~71238493 0.00000000 1-A-2 99,554,000.00 5.~~65813~~60000% 1000.00000000 54.~~02944884~~66666663 0.00000000 1-A-3 60,451,000.00 5.~~67813~~62000% ~~944~~847.~~58738284~~91698169 43.~~76754661~~97107790 0.00000000 1-M1 6,045,000.00 5.~~74813~~69000% 1000.00000000 54.~~10944913~~74166749 0.00000000 1-M2 9,007,000.00 5.~~89813~~84000% 1000.00000000 54.~~24278228~~86666704 0.00000000 1-M3 3,023,000.00 5.~~97813~~92000% 1000.00000000 54.~~31389348~~93333444 0.00000000 1-M4 3,023,000.00 6.~~52813~~47000% 1000.00000000 5.~~80278200~~39166722 0.~~41955012~~07328151 1-M5 3,082,000.00 6.~~62813~~57000% 1000.00000000 5.~~89167099~~47500000 0.~~50843933~~15661583 1-M6 3,023,000.00 6.~~62813~~57000% 1000.00000000 5.~~89167053~~47500165 0.~~50843864~~15661594 2-A-R 100.00 5.~~82272~~85707% 0.00000000 0.00000000 0.00000000 2-A-1 20,954,000.00 5.~~82054~~85702% ~~951~~835.~~85308867~~21649948 4.~~61691419~~07656581 0.00000000 2-A-2 974,000.00 5.~~82054~~85702% ~~951~~835.~~85309035~~21649897 4.~~61690965~~07657084 0.00000000 3-A-1 192,774,000.00 5.~~59680~~58481% ~~969~~935.~~85203269~~00421722 4.~~52339014~~35151530 0.00000000 3-A-2 8,954,000.00 5.~~59680~~58481% ~~969~~935.~~85203261~~00421711 4.~~52339066~~35151552 0.00000000 4-A-1 15,000,000.00 5.~~82404~~82423% ~~977~~975.~~39891600~~86527400 4.~~74367533~~73639000 0.00000000 4-A-2 12,229,000.00 5.~~82404~~82423% ~~970~~968.~~19850519~~17626462 4.~~70872925~~69907106 0.00000000 4-A-3 3,896,000.00 5.~~82404~~82423% 1000.00000000 4.~~85336756~~85352926 0.00000000 4-A-4 1,446,000.00 5.~~82404~~82423% ~~977~~975.~~39891425~~86527663 4.~~74367220~~73639004 0.00000000 X-B-1 6,959,000.00 5.~~64485~~63858% ~~999~~997.~~10813623~~88858600 4.~~69984481~~68889352 0.00000000 X-B-2 1,605,000.00 5.~~64485~~63858% ~~999~~997.~~10813707~~88858567 4.~~69984424~~68889097 0.00000000 X-B-3 1,071,000.00 5.~~64485~~63858% ~~999~~997.~~10813259~~88859010 4.~~69984127~~68889823 0.00000000 X-B-4 669,000.00 5.~~64485~~63858% ~~999~~997.~~10813154~~88857997 4.~~69985052~~68889387 0.00000000 X-B-5 535,000.00 5.~~64485~~63858% ~~999~~997.~~10813084~~88857944 4.~~69985047~~68889720 0.00000000 X-B-6 535,426.99 5.~~64485~~63858% ~~999~~997.~~10813237~~88858234 4.~~69983779~~68889325 0.00000000 5-A-1 100,000,000.00 5.~~86407~~85816% ~~988~~954.~~19386700~~08291850 4.~~82902930~~65764190 0.00000000 5-A-2 249,587,000.00 5.~~24550~~23959% ~~984~~938.~~23922143~~70228666 4.~~30235661~~09868234 0.00000000 5-A-3 83,603,000.00 5.~~24550~~23959% 1000.00000000 4.~~37125091~~36632824 0.00000000 5-A-4 16,303,000.00 5.~~86407~~85816% ~~988~~954.~~19386677~~08291848 4.~~82902901~~65764215 0.00000000 5-A-X 0.00 0.61857% ~~988~~954.~~19386704~~08291851 0.~~50938615~~49180291 0.00000000 5-B-1 9,782,000.00 5.~~86407~~85816% 999.~~75906870~~44122368 4.~~88554488~~87907176 0.00000000 5-B-2 2,562,000.00 5.~~86407~~85816% 999.~~75906714~~44122560 4.~~88554645~~87907104 0.00000000 5-B-3 1,397,000.00 5.~~86407~~85816% 999.~~75906943~~44122405 4.~~88554760~~87906943 0.00000000 5-B-4 932,000.00 5.~~86407~~85816% 999.~~75906652~~44122318 4.~~88554721~~87907725 0.00000000 5-B-5 698,000.00 5.~~86407~~85816% 999.~~75906877~~44121777 4.~~88554441~~87906877 0.00000000 5-B-6 932,413.67 5.~~86407~~85816% 999.~~75906617~~44122441 4.~~88554613~~87906832 0.00000000 6-A-1 115,912,000.00 6.~~02132~~00806% ~~964~~915.~~71029583~~94731115 4.~~84068888~~58588947 0.00000000 6-A-2 6,440,000.00 6.~~02132~~00806% ~~964~~915.~~71029658~~94731056 4.~~84068944~~58588975 0.00000000 6-A-3 288,576,000.00 5.~~96239~~95094% ~~972~~939.~~87912657~~88129536 4.~~83390604~~66098037 0.00000000 6-A-4 16,032,000.00 5.~~96239~~95094% ~~972~~939.~~87912675~~88129553 4.~~83390594~~66098054 0.00000000 6-B-1 6,742,000.00 5.~~97928~~96731% 999.~~71176802~~31619994 4.~~98129487~~96935331 0.00000000 6-B-2 3,595,000.00 5.~~97928~~96731% 999.~~71176634~~31620028 4.~~98129346~~96935466 0.00000000 6-B-3 1,348,000.00 5.~~97928~~96731% 999.~~71176558~~31620178 4.~~98129080~~96935460 0.00000000 6-B-4 1,798,000.00 5.~~97928~~96731% 999.~~71176863~~31620133 4.~~98129588~~96935484 0.00000000 6-B-5 1,124,000.00 5.~~97928~~96731% 999.~~71177046~~31620107 4.~~98129004~~96935053 0.00000000 6-B-6 1,123,000.00 5.~~97928~~96731% 999.~~71176313~~31619768 4.~~98129118~~96934996 0.00000000 6-B-7 1,349,000.00 5.~~97928~~96731% 999.~~71176427~~31619718 4.~~98129726~~96935508 0.00000000 6-B-8 899,000.00 5.~~97928~~96731% 999.~~71176863~~31619577 4.~~98129032~~96935484 0.00000000 6-B-9 1,348,000.00 5.~~97928~~96731% 999.~~71176558~~31620178 4.~~98129080~~96935460 0.00000000 6-B-10 1,798,000.00 5.~~97928~~96731% 999.~~71176863~~31620133 4.~~98129588~~96935484 0.00000000 6-B-11 1,348,344.78 5.~~97928~~96731% 999.~~71176512~~31619864 4.~~98129269~~96935213 0.00000000 CE 2,116,283.54 0.00000% 999.76505984 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00000000 0.00000000 43.~~59286753~~71238493 0.00000000 ~~907~~774.~~45006597~~68185430 1-A-2 0.00000000 0.00000000 54.~~02944884~~66666663 0.00000000 1000.00000000 1-A-3 0.00000000 0.00000000 43.~~76754661~~97107790 0.00000000 ~~925~~818.~~34981373~~25982118 1-M1 0.00000000 0.00000000 54.~~10944913~~74166749 0.00000000 1000.00000000 1-M2 0.00000000 0.00000000 54.~~24278228~~86666704 0.00000000 1000.00000000 1-M3 0.00000000 0.00000000 54.~~31389348~~93333444 0.00000000 1000.00000000 1-M4 0.~~41955012~~07328151 0.00000000 5.~~80278200~~39166722 0.00000000 1000.00000000 1-M5 0.~~50843933~~15661583 0.00000000 5.~~89167099~~47500000 0.00000000 1000.00000000 1-M6 0.~~50843864~~15661594 0.00000000 5.~~89167053~~47500165 0.00000000 1000.00000000 2-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 4.~~61691419~~07656581 0.00000000 ~~935~~835.~~40857879~~09648993 2-A-2 0.00000000 0.00000000 4.~~61690965~~07657084 0.00000000 ~~935~~835.~~40858316~~09648871 3-A-1 0.00000000 0.00000000 4.~~52339014~~35151530 0.00000000 ~~960~~922.~~81385099~~38474193 3-A-2 0.00000000 0.00000000 4.~~52339066~~35151552 0.00000000 ~~960~~922.~~81385079~~38474201 4-A-1 0.00000000 0.00000000 4.~~74367533~~73639000 0.00000000 ~~977~~975.~~02124533~~36513333 4-A-2 0.00000000 0.00000000 4.~~70872925~~69907106 0.00000000 ~~969~~967.~~70051435~~51678551 4-A-3 0.00000000 0.00000000 4.~~85336756~~85352926 0.00000000 1000.00000000 4-A-4 0.00000000 0.00000000 4.~~74367220~~73639004 0.00000000 ~~977~~975.~~02124481~~36513140 X-B-1 0.00000000 0.00000000 4.~~69984481~~68889352 0.00000000 ~~998~~997.~~80842506~~57206064 X-B-2 0.00000000 0.00000000 4.~~69984424~~68889097 0.00000000 ~~998~~997.~~80842368~~57206231 X-B-3 0.00000000 0.00000000 4.~~69984127~~68889823 0.00000000 ~~998~~997.~~80842204~~57206349 X-B-4 0.00000000 0.00000000 4.~~69985052~~68889387 0.00000000 ~~998~~997.~~80843049~~57206278 X-B-5 0.00000000 0.00000000 4.~~69985047~~68889720 0.00000000 ~~998~~997.~~80842991~~57205607 X-B-6 0.00000000 0.00000000 4.~~69983779~~68889325 0.00000000 ~~998~~997.~~80842764~~57206860 5-A-1 0.00000000 0.00000000 4.~~82902930~~65764190 0.00000000 ~~978~~946.~~52460970~~89517290 5-A-2 0.00000000 0.00000000 4.~~30235661~~09868234 0.00000000 ~~971~~929.~~33109777~~10689519 5-A-3 0.00000000 0.00000000 4.~~37125091~~36632824 0.00000000 1000.00000000 5-A-4 0.00000000 0.00000000 4.~~82902901~~65764215 0.00000000 ~~978~~946.~~52460958~~89517267 5-A-X 0.00000000 0.00000000 0.~~50938615~~49180291 0.00000000 ~~978~~946.~~52460968~~89517287 5-B-1 0.00000000 0.00000000 4.~~88554488~~87907176 0.00000000 999.~~67945717~~36188816 5-B-2 0.00000000 0.00000000 4.~~88554645~~87907104 0.00000000 999.~~67945746~~36188915 5-B-3 0.00000000 0.00000000 4.~~88554760~~87906943 0.00000000 999.~~67945598~~36188976 5-B-4 0.00000000 0.00000000 4.~~88554721~~87907725 0.00000000 999.~~67945279~~36188841 5-B-5 0.00000000 0.00000000 4.~~88554441~~87906877 0.00000000 999.~~67945559~~36189112 5-B-6 0.00000000 0.00000000 4.~~88554613~~87906832 0.00000000 999.~~67945558~~36189267 6-A-1 0.00000000 0.00000000 4.~~84068888~~58588947 0.00000000 ~~953~~906.~~68139080~~00809286 6-A-2 0.00000000 0.00000000 4.~~84068944~~58588975 0.00000000 ~~953~~906.~~68139130~~00809317 6-A-3 0.00000000 0.00000000 4.~~83390604~~66098037 0.00000000 ~~965~~937.~~46708212~~33149458 6-A-4 0.00000000 0.00000000 4.~~83390594~~66098054 0.00000000 ~~965~~937.~~46708209~~33149451 6-B-1 0.00000000 0.00000000 4.~~98129487~~96935331 0.00000000 999.~~61359834~~21751854 6-B-2 0.00000000 0.00000000 4.~~98129346~~96935466 0.00000000 999.~~61359666~~21751878 6-B-3 0.00000000 0.00000000 4.~~98129080~~96935460 0.00000000 999.~~61359792~~21751484 6-B-4 0.00000000 0.00000000 4.~~98129588~~96935484 0.00000000 999.~~61359844~~21751947 6-B-5 0.00000000 0.00000000 4.~~98129004~~96935053 0.00000000 999.~~61359431~~21751779 6-B-6 0.00000000 0.00000000 4.~~98129118~~96934996 0.00000000 999.~~61359751~~21751558 6-B-7 0.00000000 0.00000000 4.~~98129726~~96935508 0.00000000 999.~~61359526~~21751668 6-B-8 0.00000000 0.00000000 4.~~98129032~~96935484 0.00000000 999.~~61359288~~21751947 6-B-9 0.00000000 0.00000000 4.~~98129080~~96935460 0.00000000 999.~~61359792~~21751484 6-B-10 0.00000000 0.00000000 4.~~98129588~~96935484 0.00000000 999.~~61359844~~21751947 6-B-11 0.00000000 0.00000000 4.~~98129269~~96935213 0.00000000 999.~~61360031~~21751468 CE 0.00000000 0.00000000 ~~179~~173.~~59628415~~38858100 0.00000000 999.76505984 P 0.00000000 0.00000000 ~~6728~~0.~~70000000~~00000000 0.00000000 1000.00000000 (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 3033,~~334~~415,~~526~~532.3943 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~210~~301,~~445~~828.4871 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~672~~0.8700 Swap/Cap Payments ~~140,919~~264.8115 Total Deposits 3033,~~686~~717,~~564~~625.5529 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~161~~268,~~948~~028.8972 Total Administration Fees ~~429~~405,~~983~~194.7904 Payment of Interest and Principal 3033,~~094~~044,~~631~~402.8753 Total Withdrawals (Pool Distribution Amount) 3033,~~686~~717,~~564~~625.5529 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~428~~403,~~542~~833.3915 Master Servicing Fee, Wells Fargo Bank, N.A 1,~~441~~360.4089 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~429~~405,~~983~~194.7904 *Servicer Payees include: BANK OF AMERICA, ~~(NY)~~N.A.; COUNTRYWIDE HOME LOANS ~~INC.~~SERVICING LP; GREENPOINT ~~MTG~~MORTGAGE FUNDING, INC; INDYMAC; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Cap Carryover Reserve Account 0.00 ~~140,919~~264.8115 ~~140,919~~264.8115 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Swap Account - Bank of America 1,~~935~~405,~~515~~277.7194 1,~~794~~405,~~595~~013.9079 ~~140,919~~264.8115

~~COLLATERAL~~Collateral ~~STATEMENT~~Statement Group Group 1 Group 2 Collateral Description Mixed ARM Mixed ARM Weighted Average ~~Gross~~ Coupon Rate 6.~~313048%~~671560 6.233019 Weighted Average Net ~~Coupon~~Rate 6.~~018866%~~390620 5.858019 Weighted Average Pass-Through Rate 6.~~014740%~~385768 5.857019 Weighted Average Remaining Term ~~354~~350 ~~Beginning~~353 ~~Scheduled~~Principal ~~Collateral~~And Interest Constant 2,911,047.30 101,940.54 Beginning Loan Count 31,~~625~~371 ~~Number~~32 Of Loans Paid Inin Full 4440 0 Ending ~~Scheduled Collateral~~ Loan Count 31,~~581~~331 32 Beginning Scheduled ~~Collateral~~ Balance 1517,~~729~~033,~~687~~102.91 19,~~313~~287,715.8407 Ending Scheduled ~~Collateral~~ Balance 1499,~~708~~974,~~465~~571.15 19,~~533~~284,994.3687 ~~Ending~~ Actual Ending Collateral Balance at500,019,908.61 ~~31-Jul-2006~~19,286,278.77 Scheduled Principal 36,532.79 1,~~708~~756.63 Unscheduled Principal 17,~~628~~021,~~620~~998.4297 ~~Monthly~~963.57 ~~P&I~~Scheduled ~~Constant~~Interest 92,~~309~~874,~~622~~514.1251 ~~Special~~100,183.91 Servicing Fees 121,045.95 6,027.41 Master Servicing Fees 430.86 16.07 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~~1,659.76 ~~672~~0.8700 ~~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 2,751,377.94 94,140.43 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 ~~Scheduled~~0.00 ~~Principal~~Percentage ~~209,956.42~~of ~~Unscheduled~~Cumulative ~~Principal~~Losses ~~21,011,824~~0.060000 ~~Required~~0.0000 ~~Overcollateralized~~Prepayment Penalty Waived Amount 0.00 ~~Overcollateralized~~0.00 ~~Increase~~Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 ~~Overcollateralized~~0.00 ~~Reduction~~Prepayment ~~Amount~~Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00 Required Overcollateralization Amount * * Overcollateralization Increase Amount * * Overcollateralization Reduction Amount * * Specified ~~O/C~~Overcollateralization Amount ~~2,115,786.34~~* ~~Overcollateralized~~* Overcollateralization Amount ~~0.00~~* ~~Overcollateralized~~* Overcollateralization Deficiency Amount ~~0.00~~* * Base Overcollateralization Amount ~~0.00~~* * Extra Principal Distribution Amount ~~0.00~~* * Excess Cash Amount ~~384,448.97~~* * * This data is currently not provided for reporting.

~~Group Level~~ Collateral Statement Group Group 13 Group 24 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 65.~~618650~~835808 6.~~196538~~075233 Weighted Average Net Rate 65.~~335324~~585808 5.~~821538~~825233 Weighted Average Pass-Through Rate 65.~~330844~~584808 5.~~820538~~824233 Weighted Average Remaining Term ~~354~~353 ~~356~~353 ~~Record Date 07/31/2006 07/31/2006~~ Principal And Interest Constant 31,~~210~~028,~~821~~604.9895 ~~114~~178,~~529~~394.3414 Beginning Loan Count ~~1,517~~346 3754 Loans Paid in Full 284 10 Ending Loan Count ~~1,489~~342 3654 Beginning Scheduled Balance ~~572~~197,~~637~~551,~~047~~110.6515 2133,~~845~~227,~~638~~651.1262 Ending Scheduled Balance ~~561~~195,~~571~~002,~~771~~338.0266 2133,~~484~~210,~~966~~919.1284 Actual Ending Collateral Balance 195,052,867.55 33,219,626.94 Scheduled Principal 5267,~~418~~879.4572 110,~~723~~172.2470 Unscheduled Principal 112,~~012~~480,~~858~~891.1877 ~~358~~6,~~948~~559.7608 Scheduled Interest 3960,~~158,403~~725.5323 ~~112~~168,~~806~~221.1044 Servicing Fees ~~135~~41,~~202~~156.7248 6,~~826~~922.7643 Master Servicing Fees ~~477~~164.2063 1827.2069 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~1,660~~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 3919,~~021,063~~404.3012 ~~105~~161,~~961~~271.1432 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 Required Overcollateralization Amount * * Overcollateralization Increase Amount * * Overcollateralization Reduction Amount * * Specified Overcollateralization Amount * * Overcollateralization Amount * * Overcollateralization Deficiency Amount * * Base Overcollateralization Amount * * Extra Principal Distribution Amount * * Excess Cash Amount * * * This data is currently not provided for reporting.

~~Group Level~~ Collateral Statement Group Group 35 Group 46A Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 56.~~847800~~109160 6.~~075041~~398613 Weighted Average Net Rate 5.~~597800~~859160 56.~~825040~~023613 Weighted Average Pass-Through Rate 5.~~596800~~858160 56.~~824041~~008062 Weighted Average Remaining Term ~~357~~351 ~~357~~350 ~~Record Date 07/31/2006 07/31/2006~~ Principal And Interest Constant 12,~~063~~301,~~349~~568.3492 ~~178~~647,~~421~~106.1270 Beginning Loan Count ~~356~~713 54428 Loans Paid in Full 34 04 Ending Loan Count ~~353~~709 54424 Beginning Scheduled Balance ~~204~~445,~~592~~147,~~704~~897.5000 33118,~~279~~501,~~345~~956.4088 Ending Scheduled Balance ~~202~~441,~~766~~915,~~549~~762.5021 33117,~~266~~285,~~612~~046.7257 Actual Ending Collateral Balance 441,942,072.48 117,295,865.82 Scheduled Principal 6635,~~334~~335.9697 915,~~943~~233.3121 Unscheduled Principal 13,~~759~~196,~~820~~798.0482 21,~~789~~201,677.3710 Scheduled Interest ~~997~~2,~~014~~266,232.3895 ~~168~~631,~~477~~873.8149 Servicing Fees 4292,~~623~~739.4815 637,~~933~~031.2086 Master Servicing Fees ~~170~~370.4996 2798.7375 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 01,437.00 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 ~~954~~2,~~220~~173,122.4184 ~~161~~593,~~516~~305.88 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 Required Overcollateralization Amount * * Overcollateralization Increase Amount * * Overcollateralization Reduction Amount * * Specified Overcollateralization Amount * * Overcollateralization Amount * * Overcollateralization Deficiency Amount * * Base Overcollateralization Amount * * Extra Principal Distribution Amount * * Excess Cash Amount * * * This data is currently not provided for reporting.

~~Group Level~~ Collateral Statement Group Group 56B ~~Group~~Total 6A Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~115067~~332248 6.~~411837~~317225 Weighted Average Net Rate 5.~~865067~~957248 6.~~036837~~023742 Weighted Average Pass-Through Rate 5.~~864067~~950939 6.~~021317~~019484 Weighted Average Remaining Term ~~355~~350 ~~354~~351 ~~Record Date 07/31/2006 07/31/2006~~ Principal And Interest Constant 21,~~383~~621,~~252~~532.7029 ~~681~~8,~~064~~790,194.2584 Beginning Loan Count ~~733~~466 ~~449~~3,410 Loans Paid in Full 41 453 Ending Loan Count ~~729~~465 ~~445~~3,357 Beginning Scheduled Balance ~~460~~302,~~485~~318,~~711~~368.5435 ~~124~~1,~~471~~633,~~525~~067,801.3698 Ending Scheduled Balance ~~456~~301,~~138~~540,~~150~~288.1108 ~~123~~1,~~121~~608,~~289~~213,921.9038 Actual Ending Collateral Balance 301,559,732.71 1,608,376,352.88 Scheduled Principal 3626,~~668~~236.6764 15193,~~988~~147.2766 Unscheduled Principal 4751,~~310,892~~843.7663 124,~~334~~660,~~247~~732.1994 Scheduled Interest 21,~~346~~595,~~584~~295.0365 ~~665~~8,~~075~~597,047.9818 Servicing Fees 9594,~~934~~474.5249 38403,~~897~~833.3515 Master Servicing Fees ~~383~~251.7493 ~~103~~1,360.7389 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 01,337.0035 14,~~506~~434.1711 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 21,~~250~~499,~~265~~231.7788 ~~624~~8,~~568~~191,854.7341 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 Required Overcollateralization Amount * 0.00 Overcollateralization Increase Amount * 0.00 Overcollateralization Reduction Amount * 0.00 Specified Overcollateralization Amount * 2,115,786.34 Overcollateralization Amount * 0.00 Overcollateralization Deficiency Amount * 0.00 Base Overcollateralization Amount * 0.00 Extra Principal Distribution Amount * 0.00 Excess Cash Amount * 368,117.06 * This data is currently not provided for reporting.

Additional Reporting - Group Level ~~Collateral~~Miscellaneous ~~Statement~~Reporting Group ~~Group~~1 6BOvercollateralization ~~Total~~Amount ~~Collateral~~0.00 ~~Description~~OC ~~Mixed~~Reduction ~~ARM~~0.00 ~~Mixed~~OC ~~ARM~~Deficiency ~~Weighted~~0.00 ~~Average~~Recoveries ~~Coupon~~Group ~~Rate~~1 60.~~343537~~00 ~~6.313048~~Group ~~Weighted~~2 ~~Average~~Recoveries ~~Net~~Group ~~Rate~~2 50.~~968537~~00 6Senior Percentage 94.~~018866~~954884% ~~Pass-Through~~Senior ~~Rate~~Prepayment Percentage 100.000000% Subordinate Percentage 5.~~962393~~045116% 6Subordinate Prepayment Percentage 0.~~014740~~000000% ~~Weighted~~Group ~~Average~~3 ~~Remaining~~Recoveries ~~Term~~Group ~~354~~3 ~~354~~0.00 ~~Record~~Senior ~~Date~~Percentage ~~07/31/2006~~95.477333% ~~07/31/2006~~Senior ~~Principal~~Prepayment ~~And~~Percentage ~~Interest~~100.000000% ~~Constant~~Subordinate ~~1,678,183~~Percentage 4.39522667% ~~9,309,622~~Subordinate Prepayment Percentage 0.12000000% ~~Beginning~~Group ~~Loan~~4 ~~Count~~Recoveries ~~479~~Group ~~3,625~~4 ~~Loans~~0.00 ~~Paid~~Senior inPercentage ~~Full~~95.658003% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.341997% 44Subordinate ~~Ending~~Prepayment ~~Loan~~Percentage ~~Count~~0.000000% ~~475~~Group ~~3,581~~5 ~~Beginning~~Recoveries ~~Scheduled~~Group ~~Balance~~5 ~~312,375,341~~0.2700 ~~1,729,687,313~~Senior Percentage 96.84339575% ~~Ending~~Senior ~~Scheduled~~Prepayment ~~Balance~~Percentage ~~310,116,193~~100.99000000% ~~1,708,465,533~~Subordinate Percentage 3.36660425% ~~Scheduled~~Subordinate ~~Principal~~Prepayment ~~26,879~~Percentage 0.52000000% ~~209,956~~Group 6A Recoveries Group 6A 0.4200 ~~Unscheduled~~Senior ~~Principal~~Percentage ~~2,232,267~~94.76570578% ~~21,011,824~~Senior Prepayment Percentage 100.06000000% ~~Scheduled~~Subordinate ~~Interest~~Percentage ~~1,651,303~~5.87429422% ~~9,099,665~~Subordinate Prepayment Percentage 0.70000000% ~~Servicing~~Group ~~Fees~~6B ~~97,617~~Recoveries Group 6B 0.2900 ~~424,035~~Senior Percentage 94.32699956% ~~Master~~Senior ~~Servicing~~Prepayment ~~Fees~~Percentage ~~260~~100.31000000% ~~1,441~~Subordinate Percentage 5.40300044% ~~Trustee~~Subordinate ~~Fee~~Prepayment Percentage 0.00000000% 0Trigger Event Reporting Group 2 60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50.00000000% ~~FRY~~Calculated ~~Amount~~Value 036.00152930% Cumulative Losses Senior Step Down Condition Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.00000000% ~~Special~~Senior ~~Hazard~~Step ~~Fee~~Down 0Test Trigger Result Pass Shifting Interest Cumulative Loss Test Trigger Result Pass Threshold Value 30.00000000% Calculated Value 0.00000000% ~~Other~~Shifting ~~Fee~~Interest ~~1,339~~Delinquency Test Trigger Result Fail Threshold Value 50.25000000% ~~4,505~~Calculated Value 90.73433784% ~~Pool~~Two ~~Insurance~~Times ~~Fee~~Test Trigger Result Pass Group 3 60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50.000000% Calculated Value 1.968754% Cumulative Losses Senior Step Down Condition Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.00000000% Senior Step Down Test Trigger Result Pass Shifting Interest Cumulative Loss Test Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.00000000% ~~Spread~~Shifting Interest Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 1.968754% 0Two Times Test Trigger Result Pass Group 4 60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50.00000000% 0Calculated Value 8.00664047% ~~Spread~~Cumulative 2Losses 0Senior Step Down Condition Trigger Result Pass Threshold Value 20.00000000% Calculated Value 0.00000000% ~~Spread~~Senior 3Step 0Down Test Trigger Result Pass Shifting Interest Cumulative Loss Test Trigger Result Pass Threshold Value 30.00000000% Calculated Value 0.00000000% ~~Net~~Shifting Interest ~~1,552,087~~Delinquency Test Trigger Result Pass Threshold Value 50.02000000% Calculated Value 8~~,669,683~~.25664047% ~~Realized~~Two ~~Loss~~Times ~~Amount~~Test 0Trigger Result Pass Group 5 60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50.00000000% Calculated Value 0.00568706% Cumulative ~~Realized~~Losses Senior Step Down Condition Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Senior Step Down Test Trigger Result Pass Shifting Interest Cumulative Loss Test Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.00000000% Shifting Interest Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.00568706% ~~Percentage~~Two ofTimes Test Trigger Result Pass Group 6A 60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50.000000% Calculated Value 3.605948% Cumulative Losses 0Senior Step Down Condition Trigger Result Pass Threshold Value 20.~~0000~~000000% Calculated Value 0.~~0000~~000000% ~~Prepayment~~Senior ~~Penalty~~Step ~~Waived~~Down ~~Amount~~Test 0Trigger Result Pass Shifting Interest Cumulative Loss Test Trigger Result Pass Threshold Value 30.00000000% Calculated Value 0.00000000% ~~Prepayment~~Shifting ~~Penalty~~Interest ~~Waived~~Delinquency ~~Count~~Test 0Trigger 0Result ~~Prepayment~~Pass ~~Penalty~~Threshold ~~Paid~~Value ~~Amount~~50.000000% *Calculated ~~672~~Value 3.87605948% ~~Prepayment~~Two ~~Penalty~~Times ~~Paid~~Test ~~Count~~Trigger *Result *Pass ~~Special~~Group ~~Servicing~~6B ~~Fee~~60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50.000000% Calculated Value 10.289059% Cumulative Losses Senior Step Down Condition Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.00000000% Senior Step Down Test Trigger Result Pass Shifting Interest Cumulative Loss Test Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.00000000% *Shifting ~~This~~Interest ~~data~~Delinquency isTest ~~currently~~Trigger ~~not~~Result ~~provided~~Pass ~~for~~Threshold ~~reporting~~Value 50.000000% Calculated Value 12.893647% Two Times Test Trigger Result Pass

~~Additional~~Delinquency ~~Reporting~~Status -DELINQUENT ~~Group~~BANKRUPTCY ~~Level~~FORECLOSURE ~~Miscellaneous~~REO ~~Reporting~~Total ~~Group 1 Overcollateralization Amount 2,115,786~~No.34 OCof ~~Reduction~~Loans 0No.00 OCof ~~Deficiency~~Loans 0No.00 ~~Recoveries~~of ~~Group~~Loans ~~1 0~~No.00 ~~Group~~of 2Loans ~~Recoveries Group 2 0~~No.00 ~~Senior~~of ~~Percentage~~Loans ~~95.544174%~~Actual ~~Senior~~Balance ~~Prepayment~~Actual ~~Percentage~~Balance ~~100.000000%~~Actual ~~Subordinate~~Balance ~~Percentage~~Actual ~~4.455826%~~Balance ~~Subordinate~~Actual ~~Prepayment~~Balance ~~Percentage~~ 0~~.000000%~~-29 ~~Group~~Days 30 ~~Recoveries~~0 ~~Group~~0 30 0.00 ~~Senior Percentage 95~~0.~~627218%~~00 ~~Senior Prepayment Percentage 100~~0.~~000000%~~00 ~~Subordinate Percentage 4~~0.~~372782%~~00 ~~Subordinate~~30 ~~Prepayment~~Days ~~Percentage~~58 0~~.000000%~~ ~~Group~~0 40 ~~Recoveries~~58 ~~Group~~23,252,115.00 4 0.00 ~~Senior Percentage 95~~0.~~659514%~~00 ~~Senior Prepayment Percentage 100~~0.~~000000%~~00 ~~Subordinate Percentage 4~~23,252,115.~~340486%~~00 ~~Subordinate~~60 ~~Prepayment~~Days ~~Percentage~~22 0~~.000000%~~ ~~Group~~0 50 ~~Recoveries~~22 ~~Group~~8,210,783.87 5 0.00 ~~Senior Percentage 96~~0.~~460371%~~00 ~~Senior Prepayment Percentage 100~~0.~~000000%~~00 ~~Subordinate Percentage 3~~8,210,783.~~539629%~~87 ~~Subordinate~~90 ~~Prepayment~~Days ~~Percentage~~14 0~~.000000%~~ ~~Group~~2 6A0 ~~Recoveries~~16 ~~Group~~5,606,574.96 6A 0.00 ~~Senior Percentage 94~~970,534.~~828302%~~17 ~~Senior Prepayment Percentage 100~~0.~~000000%~~00 ~~Subordinate Percentage 5~~6,577,109.~~171698%~~13 ~~Subordinate~~120 ~~Prepayment~~Days ~~Percentage~~2 0~~.000000%~~ ~~Group~~2 6B0 ~~Recoveries~~4 ~~Group~~789,536.11 6B 0.00 ~~Senior~~1,048,553.10 ~~Percentage~~0.00 941,838,089.~~868809%~~21 ~~Senior~~150 ~~Prepayment~~Days ~~Percentage~~1 ~~100.000000%~~1 ~~Subordinate~~6 ~~Percentage~~0 58 578,500.~~131191%~~00 ~~Subordinate~~359,567.82 ~~Prepayment~~3,933,537.25 ~~Percentage~~ 0.~~000000%~~00 ~~Trigger~~4,871,605.07 ~~Event~~180+ ~~Reporting~~Days ~~Group~~0 0 15 2 6017 ~~Day~~0.00 ~~Delinquency~~0.00 ~~Senior~~9,413,133.02 ~~Step~~654,767.93 ~~Down~~10,067,900.95 ~~Condition~~Totals ~~Trigger~~97 ~~Result~~1 ~~Pass~~25 ~~Threshold~~2 ~~Value~~125 5038,437,509.~~000000%~~94 ~~Calculated~~359,567.82 ~~Value~~15,365,757.54 0654,767.~~000000%~~93 ~~Cumulative~~54,817,603.23 ~~Losses~~No. ~~Senior~~of ~~Step~~Loans ~~Down~~No. ~~Condition~~of ~~Trigger~~Loans ~~Result~~No. ~~Pass~~of ~~Threshold~~Loans ~~Value 20~~No.~~000000%~~ ~~Calculated~~of ~~Value~~Loans 0No.~~000000%~~ ~~Senior~~of ~~Step~~Loans ~~Down~~Actual ~~Test~~Balance ~~Trigger~~Actual ~~Result~~Balance ~~Pass~~Actual ~~Shifting~~Balance ~~Interest~~Actual ~~Cumulative~~Balance ~~Loss~~Actual ~~Test~~Balance ~~Trigger~~0-29 ~~Result~~Days ~~Pass Threshold Value 30~~0.000000% ~~Calculated Value~~ 0.000000% ~~Shifting Interest Delinquency Test Trigger Result Pass Threshold Value 50~~0.000000% ~~Calculated Value 45~~0.~~202217~~000000% ~~Two Times Test Trigger Result Pass Group 3 60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50~~0.000000% ~~Calculated Value~~ 0.000000% ~~Cumulative Losses Senior Step Down Condition Trigger Result Pass Threshold Value 20~~0.000000% ~~Calculated Value~~ 0.000000% ~~Senior~~30 ~~Step~~Days ~~Down~~1.727733% ~~Test Trigger Result Pass Shifting Interest Cumulative Loss Test Trigger Result Pass Threshold Value 30~~0.000000% ~~Calculated Value~~ 0.000000% ~~Shifting Interest Delinquency Test Trigger Result Pass Threshold Value 50~~0.000000% ~~Calculated~~1.727733% ~~Value~~1.445689% 0.000000% ~~Two Times Test Trigger Result Pass Group 4 60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50~~0.000000% ~~Calculated Value~~ 0.000000% ~~Cumulative~~1.445689% ~~Losses~~60 ~~Senior~~Days ~~Step Down Condition Trigger Result Pass Threshold Value 20~~0.~~000000~~655347% ~~Calculated Value~~ 0.000000% ~~Senior Step Down Test Trigger Result Pass Shifting Interest Cumulative Loss Test Trigger Result Pass Threshold Value 30~~0.000000% ~~Calculated Value~~ 0.000000% ~~Shifting Interest Delinquency Test Trigger Result Pass Threshold Value 50~~0.~~000000~~655347% ~~Calculated Value 12~~0.~~980402~~510501% ~~Two Times Test Trigger Result Pass Group 5 60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50~~0.000000% ~~Calculated Value~~ 0.000000% ~~Cumulative Losses Senior Step Down Condition Trigger Result Pass Threshold Value 20~~0.000000% ~~Calculated Value~~ 0.~~000000~~510501% ~~Senior~~90 ~~Step~~Days ~~Down~~0.417039% ~~Test Trigger Result Pass Shifting Interest Cumulative Loss Test Trigger Result Pass Threshold Value 30~~0.000000% ~~Calculated~~0.059577% ~~Value~~ 0.000000% ~~Shifting~~0.476616% ~~Interest~~0.348586% ~~Delinquency Test Trigger Result Pass Threshold Value 50~~0.000000% ~~Calculated~~0.060342% ~~Value~~ 0.000000% ~~Two~~0.408928% ~~Times~~120 ~~Test~~Days ~~Trigger~~0.059577% ~~Result Pass Group 6A 60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50~~0.000000% ~~Calculated Value 2~~0.~~077737~~059577% ~~Cumulative Losses Senior Step Down Condition Trigger Result Pass Threshold Value 20~~0.000000% ~~Calculated~~0.119154% ~~Value~~0.049089% 0.000000% ~~Senior~~0.065193% ~~Step Down Test Trigger Result Pass Shifting Interest Cumulative Loss Test Trigger Result Pass Threshold Value 30~~0.000000% ~~Calculated Value~~ 0.~~000000~~114282% ~~Shifting~~150 ~~Interest~~Days ~~Delinquency~~0.029789% ~~Test~~0.029789% ~~Trigger~~0.178731% ~~Result Pass Threshold Value 50~~0.000000% ~~Calculated~~0.238308% ~~Value~~0.035968% 10.~~558303~~022356% ~~Two~~0.244566% ~~Times Test Trigger Result Pass Group 6B 60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50~~0.000000% ~~Calculated Value 2~~0.~~432946~~302890% ~~Cumulative~~180+ ~~Losses~~Days ~~Senior Step Down Condition Trigger Result Pass Threshold Value 20~~0.000000% ~~Calculated Value~~ 0.000000% ~~Senior~~0.446828% ~~Step~~0.059577% ~~Down~~0.506405% ~~Test Trigger Result Pass Shifting Interest Cumulative Loss Test Trigger Result Pass Threshold Value 30~~0.000000% ~~Calculated Value~~ 0.000000% ~~Shifting~~0.585257% ~~Interest~~0.040710% ~~Delinquency~~0.625967% ~~Test~~Totals ~~Trigger~~2.889485% ~~Result~~0.029789% ~~Pass~~0.744713% ~~Threshold Value 50~~0.~~000000~~059577% ~~Calculated Value~~ 3.~~750879~~723563% ~~Two~~2.389833% ~~Times~~0.022356% ~~Test~~0.955358% ~~Trigger~~0.040710% ~~Result Pass~~3.408257%

~~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 1 0 0 1 168,000~~.00 ~~0.00~~Principal ~~0.00~~Balance ~~168,000.00~~of 30Contaminated ~~Days~~Properties 58 0 ~~0 0 58 24,982,149~~.~~90 0.~~00 ~~0.00~~Periodic ~~0.00~~Advance 24301,~~982,149~~828.90 60 Days 16 0 0 0 16 7,159,838.16 0.00 0.00 0.00 7,159,838.16 90 Days 8 0 0 0 8 5,308,128.12 0.00 0.00 0.00 5,308,128.12 120 Days 2 0 1 0 3 1,188,150.00 0.00 164,767.93 0.00 1,352,917.93 150 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 84 1 1 0 86 38,638,266.18 168,000.00 164,767.93 0.00 38,971,034.11 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 0.027925% 0.000000% 0.000000% 0.027925% 0.009832% 0.000000% 0.000000% 0.009832% 30 Days 1.619659% 0.000000% 0.000000% 0.000000% 1.619659% 1.462117% 0.000000% 0.000000% 0.000000% 1.462117% 60 Days 0.446803% 0.000000% 0.000000% 0.000000% 0.446803% 0.419040% 0.000000% 0.000000% 0.000000% 0.419040% 90 Days 0.223401% 0.000000% 0.000000% 0.000000% 0.223401% 0.310666% 0.000000% 0.000000% 0.000000% 0.310666% 120 Days 0.055850% 0.000000% 0.027925% 0.000000% 0.083775% 0.069538% 0.000000% 0.009643% 0.000000% 0.079182% 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 2.345713% 0.027925% 0.027925% 0.000000% 2.401564% 2.261361% 0.009832% 0.009643% 0.000000% 2.280837%71

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 210,445.48

Delinquency Status By Group DELINQUENT 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 1 0 0 1 168,000.00 0.00 0.00 168,000.00 30 Days 43 0 0 0 43 18,005,974.96 0.00 0.00 0.00 18,005,974.96 60 Days 14 0 0 0 14 5,759,838.16 0.00 0.00 0.00 5,759,838.16 90 Days 7 0 0 0 7 4,428,128.12 0.00 0.00 0.00 4,428,128.12 120 Days 1 0 1 0 2 603,200.00 0.00 164,767.93 0.00 767,967.93 150 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 65 1 1 0 67 28,797,141.24 168,000.00 164,767.93 0.00 29,129,909.17 0-29 Days 0.067159% 0.000000% 0.000000% 0.067159% 0.029914% 0.000000% 0.000000% 0.029914% 30 Days 2.887844% 0.000000% 0.000000% 0.000000% 2.887844% 3.206088% 0.000000% 0.000000% 0.000000% 3.206088% 60 Days 0.940228% 0.000000% 0.000000% 0.000000% 0.940228% 1.025579% 0.000000% 0.000000% 0.000000% 1.025579% 90 Days 0.470114% 0.000000% 0.000000% 0.000000% 0.470114% 0.788459% 0.000000% 0.000000% 0.000000% 0.788459% 120 Days 0.067159% 0.000000% 0.067159% 0.000000% 0.134318% 0.107404% 0.000000% 0.029338% 0.000000% 0.136742% 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 4.365346% 0.067159% 0.067159% 0.000000% 4.499664% 5.127530% 0.029914% 0.029338% 0.000000% 5.186781% 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 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 1 0 0 0 1 880,000.00 0.00 0.00 0.00 880,000.00 120 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 1 880,000.00 0.00 0.00 0.00 880,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 2.777778% 0.000000% 0.000000% 0.000000% 2.777778% 4.095784% 0.000000% 0.000000% 0.000000% 4.095784% 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 2.777778% 0.000000% 0.000000% 0.000000% 2.777778% 4.095784% 0.000000% 0.000000% 0.000000% 4.095784% 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 1 0 0 0 1 556,000.00 0.00 0.00 0.00 556,000.00 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 1 0 0 0 1 556,000.00 0.00 0.00 0.00 556,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.283286% 0.000000% 0.000000% 0.000000% 0.283286% 0.274138% 0.000000% 0.000000% 0.000000% 0.274138% 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 0.283286% 0.000000% 0.000000% 0.000000% 0.283286% 0.274138% 0.000000% 0.000000% 0.000000% 0.274138% 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 1 0 0 0 1 750,000.00 0.00 0.00 0.00 750,000.00 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 1 750,000.00 0.00 0.00 0.00 750,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 1.851852% 0.000000% 0.000000% 0.000000% 1.851852% 2.253964% 0.000000% 0.000000% 0.000000% 2.253964% 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 1.851852% 0.000000% 0.000000% 0.000000% 1.851852% 2.253964% 0.000000% 0.000000% 0.000000% 2.253964% 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 1 587,989.61 0.00 0.00 0.00 587,989.61 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 1 587,989.61 0.00 0.00 0.00 587,989.61 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.137174% 0.000000% 0.000000% 0.000000% 0.137174% 0.128899% 0.000000% 0.000000% 0.000000% 0.128899% 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 0.137174% 0.000000% 0.000000% 0.000000% 0.137174% 0.128899% 0.000000% 0.000000% 0.000000% 0.128899% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6A 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 6 0 0 0 6 1,526,835.33 0.00 0.00 0.00 1,526,835.33 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 6 0 0 0 6 1,526,835.33 0.00 0.00 0.00 1,526,835.33 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.348315% 0.000000% 0.000000% 0.000000% 1.348315% 1.240006% 0.000000% 0.000000% 0.000000% 1.240006% 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 1.348315% 0.000000% 0.000000% 0.000000% 1.348315% 1.240006% 0.000000% 0.000000% 0.000000% 1.240006% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6B 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 7 0 0 0 7 4,305,350.00 0.00 0.00 0.00 4,305,350.00 60 Days 1 0 0 0 1 650,000.00 0.00 0.00 0.00 650,000.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 1 0 0 0 1 584,950.00 0.00 0.00 0.00 584,950.00 150 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 9 0 0 0 9 5,540,300.00 0.00 0.00 0.00 5,540,300.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.473684% 0.000000% 0.000000% 0.000000% 1.473684% 1.388210% 0.000000% 0.000000% 0.000000% 1.388210% 60 Days 0.210526% 0.000000% 0.000000% 0.000000% 0.210526% 0.209585% 0.000000% 0.000000% 0.000000% 0.209585% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.210526% 0.000000% 0.000000% 0.000000% 0.210526% 0.188610% 0.000000% 0.000000% 0.000000% 0.188610% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.894737% 0.000000% 0.000000% 0.000000% 1.894737% 1.786405% 0.000000% 0.000000% 0.000000% 1.786405%

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~(continued) 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-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 1 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-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 2 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-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 12Days ~~Month~~Number ~~REO~~of History*Outstanding ~~New~~Percentage ~~REO~~of ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inDelinquent ~~REO~~Loans ~~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 4 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~~180 ~~Nov~~-05 ~~0.000%~~209 ~~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 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~~210 ~~Actual Balance 0.00 Nov~~-05 ~~0.000%~~239 ~~Dec-05~~1 0.880,000~~% Current REO Total Jan-06 0~~.~~000% Loans in REO 0 Feb-06 0.000% Original Principal Balance 0.~~00 ~~Mar-06 0~~4.~~000%~~563 ~~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 6A 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~~240 ~~Actual Balance 0.00 Nov~~-05 ~~0.000%~~269 ~~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 6B 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-05 0.000% Current REO~~ Total ~~Jan-06~~1 0.880,000~~% Loans in REO 0 Feb-06 0~~.~~000%~~00 ~~Original Principal Balance 0~~4.00563 ~~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~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~4 Group 5 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Actual ~~Period~~Balance(%) ~~Month~~Balance($) ~~Loan~~Balance($) ~~First~~180 ~~Original~~- ~~Loan~~209 ~~Entered~~0 ~~Payment~~0.00 ~~LTV~~0.000 at0 ~~Principal~~0.00 ~~Group~~0.000 ~~Number~~210 ~~REO~~- ~~Date~~239 ~~State~~0 ~~Origination~~0.00 ~~Balance~~0.000 No0 ~~REO~~0.00 ~~Loans~~0.000 ~~this~~240 ~~Period~~- 269 0 0.00 0.000 0 0.00 0.000 Total 0 0.00 0.000 0 0.00 0.000

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~6A Group 6B Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Actual ~~Period~~Balance(%) Balance(~~continued~~$) ~~Current~~Balance($) ~~Paid~~180 ~~Current~~- ~~Approximate~~209 ~~Loan~~0 ~~Actual~~0.00 To0.000 ~~Months~~1 ~~Loan~~650,000.00 ~~Delinquent~~0.216 ~~Group~~210 ~~Number~~- ~~Balance~~239 ~~Date~~0 ~~Delinquent~~0.00 ~~Rate~~0.000 ~~Interest~~0 No0.00 ~~REO~~0.000 ~~Loans~~240 ~~this~~- ~~Period~~269 0 0.00 0.000 1 584,950.00 0.194 Total 0 0.00 0.000 2 1,234,950.00 0.410 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 1 ~~Sep~~Jan-0506 0.000% Original Principal Balance ~~165~~490,~~060~~000.00 ~~Oct~~Feb-0506 0.000% Current Actual Balance ~~164~~490,~~767~~000.9300 ~~Nov~~Mar-0506 0.000% ~~Dec~~Apr-0506 0.000% Current ~~Foreclosure~~REO Total ~~Jan~~May-06 0.000% Loans in ~~Foreclosure~~REO 12 ~~Feb~~Jun-06 0.000% Original Principal Balance ~~165~~655,060.00 ~~Mar~~Jul-06 0.000% Current Actual Balance ~~164~~654,767.93 ~~Apr~~Aug-06 0.000% ~~May~~Sep-06 0.000% ~~Jun~~Oct-06 0.000% ~~Jul~~Nov-06 0.~~000~~010% ~~Aug~~Dec-06 0.~~010~~041% *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 ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 1 ~~Sep~~Jan-0506 0.000% Original Principal Balance ~~165~~490,~~060~~000.00 ~~Oct~~Feb-0506 0.000% Current Actual Balance ~~164~~490,~~767~~000.9300 ~~Nov~~Mar-0506 0.000% ~~Dec~~Apr-0506 0.000% Current ~~Foreclosure~~REO Total ~~Jan~~May-06 0.000% Loans in ~~Foreclosure~~REO 12 ~~Feb~~Jun-06 0.000% Original Principal Balance ~~165~~655,060.00 ~~Mar~~Jul-06 0.000% Current Actual Balance ~~164~~654,767.93 ~~Apr~~Aug-06 0.000% ~~May~~Sep-06 0.000% ~~Jun~~Oct-06 0.000% ~~Jul~~Nov-06 0.~~000~~032% ~~Aug~~Dec-06 0.~~029~~131% *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%~~No ~~Original~~REO ~~Principal~~Information ~~Balance~~to 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Foreclosure Total Jan-06 0.000% Loans in Foreclosure 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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group 3 ~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep~~-05 ~~0.000%~~No ~~Original~~REO ~~Principal~~Information ~~Balance~~to 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Foreclosure Total Jan-06 0.000% Loans in Foreclosure 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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group 4 ~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep~~-05 ~~0.000%~~No ~~Original~~REO ~~Principal~~Information ~~Balance~~to 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Foreclosure Total Jan-06 0.000% Loans in Foreclosure 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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group 5 ~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep~~-05 ~~0.000%~~No ~~Original~~REO ~~Principal~~Information ~~Balance~~to 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Foreclosure Total Jan-06 0.000% Loans in Foreclosure 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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group 6A ~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep~~-05 ~~0.000%~~No ~~Original~~REO ~~Principal~~Information ~~Balance~~to 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Foreclosure Total Jan-06 0.000% Loans in Foreclosure 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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group 6B ~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep~~-05 ~~0.000%~~No ~~Original~~REO ~~Principal~~Information ~~Balance~~to 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Foreclosure Total Jan-06 0.000% Loans in Foreclosure 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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FCREO Date State Origination Balance Group 1 0088798665 Dec-2006 01-Mar-2006 CA 71.01 490,000.00 Group 1 0115673283 ~~Aug~~Nov-2006 01-Feb-2006 CO 89.22 165,060.00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 1 0088798665 490,000.00 01-Apr-2006 7 6.875% 21,641.68 Group 1 0115673283 164,767.93 01-Mar-2006 48 6.625% 36,~~476~~956.3197

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 05 ~~Sep~~Jan-0506 0.000% Original Principal Balance 02,674,053.00 ~~Oct~~Feb-0506 0.000% Current Actual Balance 02,669,087.0027 ~~Nov~~Mar-0506 0.000% ~~Dec~~Apr-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Jan~~May-06 0.000% Loans in ~~Bankruptcy~~Foreclosure 125 ~~Feb~~Jun-06 0.000% Original Principal Balance ~~168~~15,~~000~~373,736.00 ~~Mar~~Jul-06 0.000% Current Actual Balance ~~168~~15,~~000~~365,757.0054 ~~Apr~~Aug-06 0.~~000~~010% ~~May~~Sep-06 0.~~000~~252% ~~Jun~~Oct-06 0.~~000~~395% ~~Jul~~Nov-06 0.~~010~~829% ~~Aug~~Dec-06 0.~~010~~955% *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~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 04 ~~Sep~~Jan-0506 0.000% Original Principal Balance 02,024,053.00 ~~Oct~~Feb-0506 0.000% Current Actual Balance 02,019,087.0027 ~~Nov~~Mar-0506 0.000% ~~Dec~~Apr-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Jan~~May-06 0.000% Loans in ~~Bankruptcy~~Foreclosure 121 ~~Feb~~Jun-06 0.000% Original Principal Balance ~~168~~12,~~000~~608,736.00 ~~Mar~~Jul-06 0.000% Current Actual Balance ~~168~~12,~~000~~600,807.0054 ~~Apr~~Aug-06 0.~~000~~029% ~~May~~Sep-06 0.~~000~~775% ~~Jun~~Oct-06 0.~~000~~954% ~~Jul~~Nov-06 02.~~029~~211% ~~Aug~~Dec-06 02.~~030~~520% *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~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~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-05 0.000% Current Bankruptcy Total~~ Jan-06 0.000% ~~Loans in Bankruptcy 0 Feb-06 0.000%~~ Original Principal Balance 0.00 ~~Mar~~Feb-06 0.000% Current Actual Balance 0.00 ~~Apr~~Mar-06 0.000% ~~May~~Apr-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~~Foreclosure ~~Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Bankruptcy~~ Total ~~Jan~~May-06 0.000% Loans in ~~Bankruptcy~~Foreclosure 01 ~~Feb~~Jun-06 0.000% Original Principal Balance 0880,000.00 ~~Mar~~Jul-06 0.000% Current Actual Balance 0880,000.00 ~~Apr~~Aug-06 0.000% ~~May~~Sep-06 0.000% ~~Jun~~Oct-06 04.~~000~~234% ~~Jul~~Nov-06 04.~~000~~562% ~~Aug~~Dec-06 04.~~000~~563% *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 ~~12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep~~-05 ~~0.000%~~No ~~Original~~Foreclosure ~~Principal~~Information ~~Balance~~to ~~0.00~~report ~~Oct-05~~this 0period.~~000%~~ ~~Current~~Group ~~Actual~~4 ~~Balance 0.00 Nov~~-05 ~~0.000%~~No ~~Dec-05~~Foreclosure ~~0.000%~~Information ~~Current~~to ~~Bankruptcy~~report ~~Total~~this ~~Jan-06 0~~period.~~000%~~ ~~Loans~~Group in5 ~~Bankruptcy 0 Feb~~-06 ~~0.000%~~No ~~Original~~Foreclosure ~~Principal~~Information ~~Balance~~to ~~0.00~~report ~~Mar-06~~this 0period.~~000%~~ ~~Current~~Group ~~Actual~~6A ~~Balance 0.00 Apr~~-06 ~~0.000%~~No ~~May-06~~Foreclosure ~~0.000%~~Information ~~Jun-06~~to ~~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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group 56B 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 01 ~~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.~~650,000~~% Current Actual Balance 0~~.00 ~~Apr~~Feb-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 6A 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.~~650,000~~% 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 6B 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~~Foreclosure ~~Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current Bankruptcy~~ Total ~~Jan~~May-06 0.000% Loans in ~~Bankruptcy~~Foreclosure 03 ~~Feb~~Jun-06 0.000% Original Principal Balance 01,885,000.00 ~~Mar~~Jul-06 0.000% Current Actual Balance 01,884,950.00 ~~Apr~~Aug-06 0.000% ~~May~~Sep-06 0.000% ~~Jun~~Oct-06 0.~~000~~192% ~~Jul~~Nov-06 0.~~000~~408% ~~Aug~~Dec-06 0.~~000~~625% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~Month Loan ~~Month~~First Original Loan ~~First~~Entered ~~State~~Payment LTV at ~~Original~~Principal Group Number ~~Entered~~FC ~~Payment~~Date State Origination ~~Principal~~Balance ~~Bankruptcy~~Group ~~Date~~1 ~~Balance~~0088795075 Oct-2006 01-Mar-2006 CA 76.48 517,000.00 Group 1 ~~0112705099~~0088800529 ~~Jul~~Oct-2006 01-Apr-2006 CA 80.00 329,600.00 Group 1 0097890306 Nov-2006 01-Apr-2006 CA 80.00 604,000.00 Group 1 0098061359 Sep-2006 01-Apr-2006 CA 80.00 880,000.00 Group 1 0098514333 Nov-2006 01-Oct-2005 KYCA 80.00 ~~168~~331,440.00 Group 1 0110781548 Dec-2006 01-Oct-2005 CA 80.00 536,800.00 Group 1 0111292837 Dec-2006 01-Sep-2005 CA 74.29 650,000.00 Group 1 0112993600 Nov-2006 01-Oct-2005 CA 72.12 973,593.00 Group 1 0113726690 Dec-2006 01-Nov-2005 CA 80.00 325,333.00 Group 1 0116972830 Nov-2006 01-Jan-2006 NV 80.00 652,000.00 Group 1 0117313617 Nov-2006 01-Feb-2006 NH 68.80 633,000.00 Group 1 0117467953 Sep-2006 01-Mar-2006 NV 70.00 434,000.00 Group 1 0117815345 Nov-2006 01-Mar-2006 CA 80.00 384,000.00 Group 1 0120819585 Nov-2006 01-Jan-2006 FL 80.00 459,900.00 Group 1 0125609569 Sep-2006 01-Apr-2006 CA 80.00 419,200.00 Group 1 0126220406 Nov-2006 01-Apr-2006 CA 80.00 980,000.00 Group 1 0126228720 Sep-2006 01-Mar-2006 IL 75.00 866,250.00 Group 1 0126779563 Nov-2006 01-Apr-2006 CA 75.00 637,500.00 Group 1 0127304280 Sep-2006 01-Apr-2006 IL 80.00 603,200.00 Group 1 0127883033 Dec-2006 01-Apr-2006 IL 80.00 511,920.00 Group 1 0132526591 Sep-2006 01-Apr-2006 IL 80.00 880,000.00 Group 2 6374515556 Oct-2006 01-May-2006 CA 80.00 880,000.00 Group 6B 0122403969 Dec-2006 01-Jan-2006 CO 76.47 650,000.00 Group 6B 0122435615 Oct-2006 01-Feb-2006 CA 79.59 585,000.00 Group 6B 0122742641 Nov-2006 01-Mar-2006 MD 74.01 650,000.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period (continued) ~~Group~~Current ~~Loan~~Paid Current ~~Paid~~Approximate Loan Actual To Months ~~Current~~Loan ~~Approximate~~Delinquent Group Number ~~Actual~~Balance Date Delinquent ~~Loan~~ Rate ~~Delinquent~~Interest ~~Balance~~Group ~~Interest~~1 0088795075 517,000.00 01-May-2006 6 6.750% 22,403.36 Group 1 ~~0112705099~~0088800529 ~~168~~329,600.00 01-May-2006 6 6.250% 13,184.00 Group 1 0097890306 604,000.00 01-May-2006 6 6.500% 25,103.80 Group 1 0098061359 880,000.00 01-Apr-2006 7 7.750% 43,908.33 Group 1 0098514333 331,440.02 01-May-2006 6 7.375% 14,983.83 Group 1 0110781548 536,795.74 01-Jul-2006 04 7.250% 17,445.84 Group 1 0111292837 650,000.00 01-Aug-2006 3 7.750% 19,499.99 Group 1 0112993600 973,593.00 01-May-2006 6 7.625% 45,637.14 Group 1 0113726690 320,534.17 01-Aug-2006 3 5.875% 6,534.96 Group 1 0116972830 652,000.00 01-Jun-2006 5 6.875% 25,197.13 Group 1 0117313617 630,037.25 01-Jun-2006 5 6.375% 22,467.34 Group 1 0117467953 434,000.00 01-May-2006 6 6.750% 18,761.43 Group 1 0117815345 384,000.00 01-Jun-2006 5 6.750% 14,560.00 Group 1 0120819585 459,900.00 01-May-2006 6 6.250% 18,348.09 Group 1 0125609569 419,200.00 01-Apr-2006 7 6.375% 17,073.69 Group 1 0126220406 980,000.00 01-Jun-2006 5 6.750% 37,158.31 Group 1 0126228720 866,250.00 01-Apr-2006 7 6.500% 36,003.53 Group 1 0126779563 637,~~960~~500.00 01-Jun-2006 5 7.000% 25,101.58 Group 1 0127304280 603,200.00 01-Mar-2006 8 6.500% 25,070.45 Group 1 0127883033 511,757.36 01-Jul-2006 4 7.625% 18,871.02 Group 1 0132526591 880,000.00 01-Apr-2006 7 6.875% 38,775.05 Group 2 6374515556 880,000.00 01-Apr-2006 7 7.125% 39,600.00 Group 6B 0122403969 650,000.00 01-Jun-2006 5 6.625% 23,697.87 Group 6B 0122435615 584,950.00 01-Mar-2006 8 6.875% 25,347.84 Group 6B 0122742641 650,000.00 01-May-2006 6 6.375% 26,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 6A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 6B 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A 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 2840 1016,~~696~~986,~~308~~365.00 1016,~~671~~956,~~365~~933.5089 0 0.00 0.00 Group 2 10 ~~253,125~~0.00 ~~253,125~~0.00 0 0.00 0.00 Group 3 34 12,~~768~~468,~~800~~000.00 12,~~765~~463,~~605~~197.7270 0 0.00 0.00 Group 4 0 0.00 0.00 0 0.00 0.00 Group 5 4 3,~~263~~081,000.00 3,~~259~~081,~~589~~000.8100 0 0.00 0.00 Group 6A 4 1,~~318~~185,~~800~~500.00 1,~~315~~185,~~161~~287.5370 0 0.00 0.00 Group 6B 4 1 725,~~950,500~~000.00 1718,~~950,500~~122.0021 0 0.00 0.00 Total 4453 1924,~~250~~445,~~533~~865.00 1924,~~215~~404,~~347~~541.5650 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 ~~342~~66,~~270~~035.9367 Group 2 0 0.00 0.00 0 0.00 0.00 ~~105,823~~963.7657 Group 3 0 0.00 0.00 0 0.00 0.00 (418,~~867~~171.~~68)~~17 Group 4 0 0.00 0.00 0 0.00 0.00 26,~~789~~559.3708 Group 5 0 0.00 0.00 0 0.00 0.00 1115,~~052,166~~798.1882 Group 6A 0 0.00 0.00 0 0.00 0.00 1916,~~381~~389.5940 Group 6B 0 0.00 0.00 0 0.00 0.00 ~~281~~34,~~767~~429.7646 Total 0 0.00 0.00 0 0.00 0.00 1258,~~799,331~~347.9117

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0057202656~~0088907316 CA 79.9827 01-Apr-2006 ~~480~~650,000.00 ~~479~~650,~~805~~000.3500 Group 1 ~~0088155536~~0093206322 MIMN 5890.7500 01-~~Dec~~Jun-2005 ~~705~~194,~~000~~850.00 ~~703~~194,~~598~~384.44 Group 1 ~~0088594783~~0094169381 CATN 7894.4698 01-~~Mar~~Sep-2005 194,700.00 194,504.65 Group 1 0097726923 MI 70.00 01-Apr-2006 ~~650~~840,000.00 ~~650~~840,000.00 Group 1 ~~0088606595~~0099185150 ILCA 7980.9800 01-~~Feb~~Nov-~~2006~~2005 ~~179~~409,~~800~~200.00 ~~179~~409,~~800~~200.00 Group 1 ~~0088647813~~0103261939 ORCA 8058.06 01-Sep-2005 270,000.00 269,900.02 Group 1 0103557295 CA 77.50 01-~~Mar~~Oct-~~2006~~2005 ~~216~~372,000.00 ~~216~~372,000.00 Group 1 ~~0088743752~~0106998774 WACA 8070.00 01-~~Apr~~Dec-~~2006~~2005 ~~368~~437,~~000~~500.00 ~~368~~437,~~000~~500.00 Group 1 ~~0088849443~~0107209944 CA 8070.00 01-~~Apr~~Jan-2006 ~~296~~875,000.00 ~~296~~874,997.51 Group 1 0107686850 MI 80.00 01-Oct-2005 464,000.00 463,922.28 Group 1 ~~0088888709~~0108034182 CA 7780.2500 01-~~May~~Sep-2005 ~~618~~224,000.00 ~~618~~223,~~000~~596.0070 Group 1 ~~0092307130~~0108245719 FLCT 80.00 01-~~Jun~~Oct-2005 ~~225~~428,~~600~~000.00 ~~225~~428,~~600~~000.00 Group 1 ~~0093726067~~0108675200 CA 6780.1600 01-~~Aug~~Sep-2005 ~~295~~251,~~500~~200.00 ~~294~~251,~~407~~200.9300 Group 1 ~~0103227287~~0108792350 CA 7980.3200 01-~~Sep~~Oct-2005 ~~579~~220,~~000~~800.00 ~~565~~220,~~109~~628.4938 Group 1 ~~0103304881~~0109663179 CAWA 80.00 01-Sep-2005 ~~372~~199,~~000~~960.00 ~~372~~196,~~000~~630.0068 Group 1 ~~0104127913~~0110925796 CA 75.00 01-~~Oct~~Sep-2005 ~~327~~300,~~000~~647.00 ~~326~~300,~~800~~492.00 Group 1 ~~0106921479~~0110965792 NVOR 7062.0039 01-~~Dec~~Oct-2005 ~~213~~274,500.00 ~~213~~269,~~500~~589.0099 Group 1 ~~0108545864~~0111088382 CTCA 80.00 01-~~Aug~~Oct-2005 ~~209~~500,~~600~~000.00 ~~206~~500,~~908~~000.1800 Group 1 ~~0110439721~~0111404083 TXCA 9280.9200 01-~~Sep~~Oct-2005 ~~197~~499,~~000~~600.00 ~~193~~499,~~739~~600.7100 Group 1 ~~0112193504~~0111909714 CA 80.00 01-~~Nov~~Oct-2005 ~~647~~387,~~160~~200.00 ~~647~~387,~~015~~200.4400 Group 1 ~~0115968752~~0111926087 NJCA 9080.00 01-~~Mar~~Oct-~~2006~~2005 ~~256~~392,~~500~~000.00 ~~255~~391,~~281~~999.1106 Group 1 ~~0116173937~~0112488923 NVCA 80.00 01-~~Dec~~Oct-2005 ~~212~~224,000.00 ~~212~~224,000.00 Group 1 ~~0117069330~~0112617632 TXCA 80.00 01-~~Feb~~Nov-~~2006~~2005 ~~142~~364,~~320~~000.00 ~~141~~364,~~638~~000.0500 Group 1 ~~0117229558~~0112642132 CA 6580.00 01-~~Mar~~Oct-~~2006~~2005 ~~315~~408,~~250~~000.00 ~~315~~408,~~211~~000.6200 Group 1 ~~0117348509~~0113371650 WA 6980.8600 01-~~Mar~~Nov-~~2006~~2005 ~~204~~270,~~000~~400.00 ~~203~~270,~~686~~388.4750 Group 1 ~~0117355334~~0113465086 CA 80.00 01-~~Mar~~Oct-~~2006~~2005 ~~362~~560,~~368~~000.00 ~~362~~548,~~368~~502.0061 Group 1 ~~0117452799~~0114532327 CA 79.9991 01-~~Mar~~Nov-~~2006~~2005 ~~453~~359,~~950~~600.00 ~~453~~353,~~930~~718.38 Group 1 0116215023 CA 65.03 01-Feb-2006 465,000.00 464,647.39 Group 1 ~~0117552363~~0116574076 CA 8075.00 01-~~Mar~~Feb-2006 ~~536~~315,000.00 ~~536~~315,000.00 Group 1 ~~0117750777~~0116647766 ORNY 7477.2067 01-~~Mar~~Feb-2006 ~~742~~480,000.00 ~~741~~480,~~768~~000.1200 Group 1 ~~0117803279~~0116714710 TXHI 7972.9673 01-~~Feb~~Mar-2006 82480,~~760~~000.00 82480,~~419~~000.3400 Group 1 ~~0121077901~~0116791776 FLNY 7580.00 01-~~Jan~~Feb-2006 ~~810~~604,000.00 ~~810~~604,000.00 Group 21 ~~6206278332~~0116835149 FLWA 7580.00 01-~~Jan~~Mar-2006 ~~253,~~125,600.00 ~~253,~~125,600.00 Group 31 ~~3303678431~~0116877210 WANV 7975.6600 01-~~May~~Feb-2006 ~~464~~285,000.00 ~~462~~284,~~267~~914.2153 Group 31 ~~6616332927~~0116921040 CA 8074.0093 01-~~May~~Feb-2006 ~~744~~517,~~800~~000.00 ~~744~~517,~~800~~000.00 Group 31 ~~6800459023~~0117004178 ILMN 80.00 01-~~Apr~~Mar-2006 ~~560~~492,000.00 ~~557~~492,~~620~~000.5100 Group 51 ~~6152544141~~0117179448 FLPA 4079.7699 01-~~Apr~~Jan-2006 ~~850~~271,~~000~~750.00 ~~845~~271,~~726~~641.5871 Group 51 ~~6864175184~~0117446078 DCFL 6978.1195 01-Feb-2006 ~~850~~300,000.00 ~~850~~297,~~000~~346.0047 Group 51 ~~6903559737~~0123895981 FLCA 8090.00 01-~~Feb~~Apr-2006 ~~564~~579,~~000~~858.00 ~~564~~579,~~000~~858.00 Group 51 ~~6905991706~~0126314325 CA 4561.4122 01-Apr-2006 ~~999~~1,500,000.00 ~~999~~1,500,000.00 Group 6A3 ~~0121746158~~6112621120 AZMD 60.24 01-Feb-2006 500,000.00 494,891.04 Group 3 6185147136 CA 80.00 01-Dec-2005 ~~388~~724,000.00 ~~388~~724,000.00 Group 6A3 ~~0121777598~~6287847591 NYCA 80.00 01-~~Aug~~May-~~2005~~2006 ~~280~~708,000.00 ~~276~~707,~~265~~829.6656 Group 6A3 ~~0122438030~~6398231040 MDCA 80.00 01-~~Feb~~May-2006 ~~262~~536,~~800~~000.00 ~~262~~536,~~800~~000.00 Group 6A5 ~~0122452685~~6372835634 CAIL 80.00 01-~~Feb~~Apr-2006 ~~388~~628,000.00 ~~387~~628,~~799~~000.9400 Group 6B5 ~~0121737907~~6409530778 CA 7740.2354 01-~~Nov~~Sep-2005 ~~432~~1,500,000.00 ~~432~~1,500,000.00 Group 6B5 ~~0122406861~~6485299769 CA 6661.0605 01-Feb-2006 ~~512~~525,000.00 ~~512~~525,000.00 Group 6B5 ~~0122511574~~6629404341 COSC 7758.6979 01-Feb-2006 ~~505~~428,000.00 ~~505~~428,000.00 Group 6B6A ~~0122589828~~0122555946 CA 5580.6700 01-Mar-2006 380,800.00 380,800.00 Group 6A 0122571106 NJ 80.00 01-Feb-2006 ~~501~~268,000.00 ~~501~~267,919.28 Group 6A 0122573683 SC 80.00 01-Feb-2006 172,000.00 171,885.12 Group 6A 0122670261 CA 79.98 01-Feb-2006 364,700.00 364,683.30 Group 6B 0122583493 CA 72.50 01-Feb-2006 725,000.00 717,414.17

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0057202656~~0088907316 Loan Paid in Full 0 67.~~875~~000% 360 48 Group 1 ~~0088155536~~0093206322 Loan Paid in Full ~~(1)~~0 67.~~125~~625% 360 818 Group 1 ~~0088594783~~0094169381 Loan Paid in Full 0 67.~~875~~500% 360 515 Group 1 ~~0088606595~~0097726923 Loan Paid in Full 0 67.250% 360 68 Group 1 ~~0088647813~~0099185150 Loan Paid in Full 0 67.~~625~~500% 360 513 Group 1 ~~0088743752~~0103261939 Loan Paid in Full 0 6.~~625~~375% 360 415 Group 1 ~~0088849443~~0103557295 Loan Paid in Full 0 6.~~750~~375% 360 414 Group 1 ~~0088888709~~0106998774 Loan Paid in Full 0 7.000% 360 1512 Group 1 ~~0092307130~~0107209944 Loan Paid in Full 0 6.875% 360 11 Group 1 0107686850 Loan Paid in Full 0 7.375% 360 14 Group 1 ~~0093726067~~0108034182 Loan Paid in Full 0(1) 67.~~250~~625% 360 1215 Group 1 ~~0103227287~~0108245719 Loan Paid in Full 0 67.~~250~~625% 360 1114 Group 1 ~~0103304881~~0108675200 Loan Paid in Full 0 7.~~000~~875% 360 1115 Group 1 ~~0104127913~~0108792350 Loan Paid in Full 0 67.~~750~~125% 360 1014 Group 1 ~~0106921479~~0109663179 Loan Paid in Full 0 67.125% 360 815 Group 1 ~~0108545864~~0110925796 Loan Paid in Full ~~(1)~~0 7.~~375~~250% 360 1215 Group 1 ~~0110439721~~0110965792 Loan Paid in Full 0 46.~~875~~250% 360 1114 Group 1 ~~0112193504~~0111088382 Loan Paid in Full 0 7.375% 360 14 Group 1 0111404083 Loan Paid in Full 1 7.125% 360 914 Group 1 ~~0115968752~~0111909714 Loan Paid in Full 0 7.~~250~~625% 360 514 Group 1 ~~0116173937~~0111926087 Loan Paid in Full 03 87.750% 360 814 Group 1 ~~0117069330~~0112488923 Loan Paid in Full 0 87.~~000~~500% 360 614 Group 1 ~~0117229558~~0112617632 Loan Paid in Full 10 6.~~500~~875% 360 513 Group 1 ~~0117348509~~0112642132 Loan Paid in Full 0 67.500% 360 514 Group 1 ~~0117355334~~0113371650 Loan Paid in Full 0 6.625% 360 513 Group 1 ~~0117452799~~0113465086 Loan Paid in Full 0 75.~~375~~500% 360 514 Group 1 ~~0117552363~~0114532327 Loan Paid in Full 0 86.~~125~~500% 360 513 Group 1 ~~0117750777~~0116215023 Loan Paid in Full 0 76.~~500~~375% 360 510 Group 1 ~~0117803279~~0116574076 Loan Paid in Full (1) 87.~~750~~000% 360 610 Group 1 ~~0121077901~~0116647766 Loan Paid in Full 10 6.750% 360 710 Group 21 ~~6206278332~~0116714710 Loan Paid in Full 0 6.~~250~~375% 360 79 Group 31 ~~3303678431~~0116791776 Loan Paid in Full 0 67.~~375~~875% 360 310 Group 31 ~~6616332927~~0116835149 Loan Paid in Full 0 67.~~625~~000% 360 39 Group 31 ~~6800459023~~0116877210 Loan Paid in Full 0 6.875% 360 410 Group 51 ~~6152544141~~0116921040 Loan Paid in Full 0 7.250% 360 10 Group 1 0117004178 Loan Paid in Full 1 7.250% 360 9 Group 1 0117179448 Loan Paid in Full 0 6.~~000~~750% 360 411 Group 51 ~~6864175184~~0117446078 Loan Paid in Full 0 7.250% 360 10 Group 1 0123895981 Loan Paid in Full 0 6.125% 360 68 Group 51 ~~6903559737~~0126314325 Loan Paid in Full 0 7.375% 360 8 Group 3 6112621120 Loan Paid in Full 0 6.500% 360 610 Group 53 ~~6905991706~~6185147136 Loan Paid in Full 0 75.~~500~~625% 360 412 Group 6A3 ~~0121746158~~6287847591 Loan Paid in Full 0 65.~~875~~750% 360 87 Group 6A3 ~~0121777598~~6398231040 Loan Paid in Full 0 6.~~000~~625% 360 127 Group 6A5 ~~0122438030~~6372835634 Loan Paid in Full 0 6.375% 360 68 Group 6A5 ~~0122452685~~6409530778 Loan Paid in Full (1) 5.250% 360 15 Group 5 6485299769 Loan Paid in Full 0 65.~~750~~875% 360 10 Group 5 6629404341 Loan Paid in Full 0 6.250% 360 10 Group 6B6A ~~0121737907~~0122555946 Loan Paid in Full (1) 6.~~500~~875% 360 9 Group 6B6A ~~0122406861~~0122571106 Loan Paid in Full 0(1) 6.750% 360 610 Group 6B6A ~~0122511574~~0122573683 Loan Paid in Full 0 6.~~500~~875% 360 10 Group 6A 0122670261 Loan Paid in Full 0 6.250% 360 10 Group 6B ~~0122589828~~0122583493 Loan Paid in Full 0 6.~~125~~375% 360 610

Prepayment Rates

Summary SMM CPR PSA Current Month 1.~~215~~510% Current Month 1316.~~643~~691% Current Month ~~1,246~~888.~~759~~441% 3 Month Average 1.~~216~~593% 3 Month Average 1317.~~641~~524% 3 Month Average 1,~~554~~050.~~736~~852% 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 N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 ~~N/A~~9.094% N/A ~~Jan~~May-2006 ~~N/A~~1,816.687% N/A ~~Feb~~Jun-2006 ~~N/A~~11.823% N/A ~~Feb~~Jun-2006 ~~N/A~~1,693.456% N/A ~~Mar~~Jul-2006 ~~N/A~~15.457% N/A ~~Mar~~Jul-2006 ~~N/A~~1,723.992% N/A ~~Apr~~Aug-2006 ~~N/A~~13.643% N/A ~~Apr~~Aug-2006 ~~N/A~~1,246.759% N/A ~~May~~Sep-2006 913.~~094~~215% N/A ~~May~~Sep-2006 1,~~816~~023.~~687~~004% N/A ~~Jun~~Oct-2006 1117.~~823~~080% N/A ~~Jun~~Oct-2006 1,~~693~~147.~~456~~685% N/A ~~Jul~~Nov-2006 1518.~~457~~802% N/A ~~Jul~~Nov-2006 1,~~723~~116.~~992~~430% N/A ~~Aug~~Dec-2006 1316.~~643~~691% N/A ~~Aug~~Dec-2006 ~~1,246~~888.~~759~~441% 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 13.~~923~~292% Current Month 2033.~~789~~085% Current Month 1,~~608~~602.~~671~~166% 3 Month Average 13.~~942~~016% 3 Month Average 2030.~~968~~712% 3 Month Average 1,~~955~~640.~~343~~147% 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 N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 ~~N/A~~15.944% N/A ~~Jan~~May-2006 ~~N/A~~2,268.086% N/A ~~Feb~~Jun-2006 ~~N/A~~20.627% N/A ~~Feb~~Jun-2006 ~~N/A~~2,296.923% N/A ~~Mar~~Jul-2006 ~~N/A~~21.488% N/A ~~Mar~~Jul-2006 ~~N/A~~1,960.436% N/A ~~Apr~~Aug-2006 ~~N/A~~20.789% N/A ~~Apr~~Aug-2006 ~~N/A~~1,608.671% N/A ~~May~~Sep-2006 1524.~~944~~999% N/A ~~May~~Sep-2006 21,~~268~~679.~~086~~775% N/A ~~Jun~~Oct-2006 2027.~~627~~134% N/A ~~Jun~~Oct-2006 21,~~296~~614.~~923~~164% N/A ~~Jul~~Nov-2006 2131.~~488~~915% N/A ~~Jul~~Nov-2006 1,~~960~~704.~~436~~110% N/A ~~Aug~~Dec-2006 2033.~~789~~085% N/A ~~Aug~~Dec-2006 1,~~608~~602.~~671~~166% 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 10.~~643~~005% Current Month 180.~~031~~060% Current Month ~~2,592~~3.~~037~~999% 3 Month Average 13.~~001~~475% 3 Month Average 1130.~~060~~596% 3 Month Average 2,~~505~~513.~~960~~711% 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 N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 ~~N/A~~32.939% N/A ~~Jan~~May-2006 ~~N/A~~30,369.004% N/A ~~Feb~~Jun-2006 ~~N/A~~15.105% N/A ~~Feb~~Jun-2006 ~~N/A~~4,916.932% N/A ~~Mar~~Jul-2006 ~~N/A~~0.045% N/A ~~Mar~~Jul-2006 ~~N/A~~8.910% N/A ~~Apr~~Aug-2006 ~~N/A~~18.031% N/A ~~Apr~~Aug-2006 ~~N/A~~2,592.037% N/A ~~May~~Sep-2006 320.~~939~~243% N/A ~~May~~Sep-2006 ~~30,369~~27.~~004~~169% N/A ~~Jun~~Oct-2006 1532.~~105~~600% N/A ~~Jun~~Oct-2006 42,~~916~~985.~~932~~493% N/A ~~Jul~~Nov-2006 059.~~045~~127% N/A ~~Jul~~Nov-2006 84,551.~~910~~643% N/A ~~Aug~~Dec-2006 180.~~031~~060% N/A ~~Aug~~Dec-2006 ~~2,592~~3.~~037~~999% 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 01.~~860~~256% Current Month 914.~~850~~076% Current Month ~~1,409~~942.~~994~~415% 3 Month Average 0.~~996~~994% 3 Month Average 11.~~309~~271% 3 Month Average ~~2,689~~867.~~212~~788% 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 N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 ~~N/A~~8.032% N/A ~~Jan~~May-2006 ~~N/A~~8,252.906% N/A ~~Feb~~Jun-2006 ~~N/A~~13.501% N/A ~~Feb~~Jun-2006 ~~N/A~~4,535.587% N/A ~~Mar~~Jul-2006 ~~N/A~~10.575% N/A ~~Mar~~Jul-2006 ~~N/A~~2,122.056% N/A ~~Apr~~Aug-2006 ~~N/A~~9.850% N/A ~~Apr~~Aug-2006 ~~N/A~~1,409.994% N/A ~~May~~Sep-2006 8.~~032~~872% N/A ~~May~~Sep-2006 ~~8,252~~986.~~906~~800% N/A ~~Jun~~Oct-2006 1310.~~501~~055% N/A ~~Jun~~Oct-2006 ~~4,535~~914.~~587~~672% N/A ~~Jul~~Nov-2006 109.~~575~~684% N/A ~~Jul~~Nov-2006 ~~2,122~~746.~~056~~277% N/A ~~Aug~~Dec-2006 914.~~850~~076% N/A ~~Aug~~Dec-2006 ~~1,409~~942.~~994~~415% 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 0.~~008~~020% Current Month 0.~~101~~237% Current Month 1516.~~438~~308% 3 Month Average 0.~~692~~012% 3 Month Average 70.~~433~~139% 3 Month Average ~~1,647~~10.~~652~~655% 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 N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 ~~N/A~~0.081% N/A ~~Jan~~May-2006 ~~N/A~~149.528% N/A ~~Feb~~Jun-2006 ~~N/A~~0.060% N/A ~~Feb~~Jun-2006 ~~N/A~~23.440% N/A ~~Mar~~Jul-2006 ~~N/A~~22.138% N/A ~~Mar~~Jul-2006 ~~N/A~~4,904.078% N/A ~~Apr~~Aug-2006 ~~N/A~~0.101% N/A ~~Apr~~Aug-2006 ~~N/A~~15.438% N/A ~~May~~Sep-2006 0.~~081~~137% N/A ~~May~~Sep-2006 ~~149~~16.~~528~~112% N/A ~~Jun~~Oct-2006 0.~~060~~085% N/A ~~Jun~~Oct-2006 238.~~440~~047% N/A ~~Jul~~Nov-2006 220.~~138~~095% N/A ~~Jul~~Nov-2006 ~~4,904~~7.~~078~~610% N/A ~~Aug~~Dec-2006 0.~~101~~237% N/A ~~Aug~~Dec-2006 1516.~~438~~308% 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.~~936~~718% Current Month 108.~~674~~286% Current Month ~~1,062~~460.~~131~~418% 3 Month Average 0.~~635~~846% 3 Month Average 79.~~312~~678% 3 Month Average ~~868~~610.~~321~~917% 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 N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 ~~N/A~~1.810% N/A ~~Jan~~May-2006 ~~N/A~~447.921% N/A ~~Feb~~Jun-2006 ~~N/A~~3.443% N/A ~~Feb~~Jun-2006 ~~N/A~~570.479% N/A ~~Mar~~Jul-2006 ~~N/A~~7.818% N/A ~~Mar~~Jul-2006 ~~N/A~~972.354% N/A ~~Apr~~Aug-2006 ~~N/A~~10.674% N/A ~~Apr~~Aug-2006 ~~N/A~~1,062.131% N/A ~~May~~Sep-2006 16.~~810~~807% N/A ~~May~~Sep-2006 ~~447~~564.~~921~~848% N/A ~~Jun~~Oct-2006 38.~~443~~930% N/A ~~Jun~~Oct-2006 ~~570~~635.~~479~~504% N/A ~~Jul~~Nov-2006 711.818% N/A ~~Jul~~Nov-2006 ~~972~~736.~~354~~829% N/A ~~Aug~~Dec-2006 108.~~674~~286% N/A ~~Aug~~Dec-2006 ~~1,062~~460.~~131~~418% 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 6A SMM CPR PSA Current Month 1.~~072~~014% Current Month 1211.~~133~~514% Current Month ~~1,018~~578.~~764~~024% 3 Month Average 1.~~150~~089% 3 Month Average 12.~~962~~305% 3 Month Average ~~1,348~~690.~~017~~943% 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 N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 ~~N/A~~11.105% N/A ~~Jan~~May-2006 ~~N/A~~1,858.959% N/A ~~Feb~~Jun-2006 ~~N/A~~13.465% N/A ~~Feb~~Jun-2006 ~~N/A~~1,689.745% N/A ~~Mar~~Jul-2006 ~~N/A~~13.288% N/A ~~Mar~~Jul-2006 ~~N/A~~1,335.542% N/A ~~Apr~~Aug-2006 ~~N/A~~12.133% N/A ~~Apr~~Aug-2006 ~~N/A~~1,018.764% N/A ~~May~~Sep-2006 1116.~~105~~654% N/A ~~May~~Sep-2006 1,~~858~~198.~~959~~357% N/A ~~Jun~~Oct-2006 1310.~~465~~932% N/A ~~Jun~~Oct-2006 ~~1,689~~687.~~745~~037% N/A ~~Jul~~Nov-2006 1314.~~288~~470% N/A ~~Jul~~Nov-2006 ~~1,335~~807.~~542~~769% N/A ~~Aug~~Dec-2006 1211.~~133~~514% N/A ~~Aug~~Dec-2006 ~~1,018~~578.~~764~~024% 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 6B SMM CPR PSA Current Month 0.~~715~~249% Current Month 82.~~247~~944% Current Month ~~709~~150.~~311~~064% 3 Month Average 0.~~962~~847% 3 Month Average 109.~~776~~539% 3 Month Average ~~1,116~~576.~~879~~663% 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 N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 ~~N/A~~4.671% N/A ~~Jan~~May-2006 ~~N/A~~828.589% N/A ~~Feb~~Jun-2006 ~~N/A~~5.267% N/A ~~Feb~~Jun-2006 ~~N/A~~688.952% N/A ~~Mar~~Jul-2006 ~~N/A~~18.813% N/A ~~Mar~~Jul-2006 ~~N/A~~1,952.374% N/A ~~Apr~~Aug-2006 ~~N/A~~8.247% N/A ~~Apr~~Aug-2006 ~~N/A~~709.311% N/A ~~May~~Sep-2006 42.~~671~~524% N/A ~~May~~Sep-2006 ~~828~~185.~~589~~257% N/A ~~Jun~~Oct-2006 516.~~267~~847% N/A ~~Jun~~Oct-2006 ~~688~~1,078.~~952~~976% N/A ~~Jul~~Nov-2006 188.~~813~~827% N/A ~~Jul~~Nov-2006 ~~1,952~~500.~~374~~949% N/A ~~Aug~~Dec-2006 82.~~247~~944% N/A ~~Aug~~Dec-2006 ~~709~~150.~~311~~064% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest 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($) Balance($) < 4.750 207 83,~~683~~352,~~321~~631.4989 0.~~508~~208 163 5594,~~915,146~~208.9897 10.~~053~~119 4.750 4.999 1715 9,~~919~~178,~~617~~015.8543 0.~~581~~571 3 1 533,~~251,840~~814.5867 0.~~223~~107 5.000 5.249 25 14,~~288~~257,~~060~~008.1613 0.~~836~~887 4 2,~~810~~813,~~160~~093.8648 0.~~500~~563 5.250 5.499 4340 2522,~~225~~858,~~726~~899.9366 1.~~477~~421 86 32,~~608~~835,~~530~~483.4964 0.~~643~~567 5.500 5.749 ~~112~~114 63,~~326~~871,~~016~~992.6250 3.~~707~~972 1518 68,~~893~~247,~~914~~295.6863 1.~~228~~650 5.750 5.999 ~~390~~365 ~~210~~199,~~165~~016,~~220~~455.2263 12.~~301~~375 5744 1916,~~988~~475,~~148~~956.0181 3.~~559~~295 6.000 6.249 ~~614~~588 ~~348~~336,~~776~~006,~~485~~498.6197 20.~~415~~893 8267 3126,~~468~~038,~~785~~035.3664 5.~~604~~208 6.250 6.499 ~~969~~908 ~~472~~447,~~424~~000,~~327~~832.1626 27.~~652~~795 ~~375~~331 ~~151~~135,~~666~~422,~~679~~196.6455 27.~~008~~086 6.500 6.749 ~~511~~484 ~~215~~209,~~597~~304,~~654~~031.2938 1213.~~619~~015 ~~270~~249 9894,~~207~~393,~~584~~865.7670 1718.~~488~~880 6.750 6.999 ~~434~~394 ~~174~~154,~~957~~749,~~175~~453.6698 109.~~241~~622 ~~297~~266 ~~110~~94,~~615~~015,~~658~~471.4639 1918.~~698~~804 7.000 7.249 ~~184~~153 7057,~~060~~855,~~344~~529.3288 43.~~101~~598 ~~137~~111 4739,~~874~~730,~~356~~648.6080 87.~~525~~947 7.250 7.499 ~~112~~117 4340,~~919~~913,~~095~~147.2101 2.~~571~~544 8997 3432,~~286~~804,~~866~~679.3297 6.~~106~~561 7.500 7.749 8285 2729,~~402~~384,~~106~~129.0841 1.~~604~~827 7376 2426,~~394~~376,~~582~~964.8131 45.~~344~~276 7.750 7.999 4641 1714,~~688~~779,~~734~~210.0815 10.~~035~~919 4238 1614,~~635~~084,~~767~~670.7949 2.~~962~~817 8.000 8.249 14 4,~~306~~185,~~060~~116.4607 0.~~252~~260 14 4,~~306~~185,~~060~~116.4607 0.~~767~~837 8.250 8.499 65 1938,~~163,377~~976.7273 0.~~068~~058 54 1861,~~085,477~~076.7273 0.~~193~~172 >= 8.500 2 ~~562~~561,~~209~~992.5030 0.~~033~~035 2 ~~562~~561,~~209~~992.5030 0.~~100~~112 Total 3,~~581~~357 1,~~708~~608,~~465~~213,~~533~~921.3638 100.000 1,~~489~~331 ~~561~~499,~~571~~974,~~771~~571.0215 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($) Balance($) < 4.750 0 0.00 0.000 4 2,~~768~~758,~~174~~422.5192 1.~~365~~415 4.750 4.999 0 0.00 0.000 13 7,~~808~~789,~~449~~315.7843 3.~~851~~994 5.000 5.249 0 0.00 0.000 18 9,~~764~~736,~~686~~950.7901 4.~~816~~993 5.250 5.499 0 0.00 0.000 18 10,~~636~~614,~~530~~816.8258 5.~~246~~443 5.500 5.749 4 1,~~681~~671,~~076~~595.6107 78.~~824~~668 4645 27,~~784~~018,~~388~~127.8391 13.~~703~~855 5.750 5.999 1210 65,~~951~~455,~~655~~473.2750 3228.~~356~~289 ~~106~~103 6057,~~175~~554,~~367~~112.8262 29.~~677~~515 6.000 6.249 97 54,~~054~~361,~~472~~196.9840 2322.~~526~~614 7170 4241,~~817~~849,~~774~~559.4335 21.~~117~~461 6.250 6.499 2 1,056,000.00 45.~~915~~476 4642 2523,~~920~~634,~~766~~239.7330 12.~~784~~120 6.500 6.749 3 1,677,998.66 78.~~810~~701 2119 109,~~988~~948,~~719~~594.8233 5.~~419~~102 6.750 6.999 3 3,~~096~~095,~~762~~732.6024 1416.~~414~~053 6 2,~~204~~202,~~700~~690.3111 1.~~087~~130 7.000 7.249 3 1,~~967~~966,~~000~~999.00 910.~~155~~200 2 1,~~085~~084,~~589~~110.6610 0.~~535~~556 7.250 7.499 0 0.00 0.000 2 811,400.00 0.~~400~~416 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 0 0.00 0.000 0 0.00 0.000 Total 3632 2119,~~484~~284,~~966~~994.1287 100.000 ~~353~~342 ~~202~~195,~~766~~002,~~549~~338.5066 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($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 4.999 1 ~~859~~854,~~327~~885.4933 2.~~583~~574 0 0.00 0.000 5.000 5.249 0 0.00 0.000 2 1,~~155~~149,~~343~~797.5022 0.~~253~~260 5.250 5.499 0 0.00 0.000 1211 86,~~186~~619,~~716~~066.9387 1.~~795~~498 5.500 5.749 4 2,~~528~~524,~~745~~371.9438 7.601 34 21,~~581~~555,~~657~~164.6701 4.~~731~~878 5.750 5.999 10 6,~~736~~723,~~268~~106.7084 20.~~249~~244 ~~139~~134 8279,~~412~~361,~~871~~944.8697 1817.~~068~~959 6.000 6.249 18 10,~~298~~282,~~452~~217.2568 30.~~957~~960 ~~255~~249 ~~163~~158,~~802~~910,~~074~~801.7702 35.~~911~~960 6.250 6.499 16 10,~~186~~169,~~698~~218.3461 30.~~621~~620 ~~208~~202 ~~129~~125,~~287~~688,~~562~~743.3459 28.~~344~~442 6.500 6.749 2 914,000.00 2.~~747~~752 57 35,~~576~~470,~~813~~903.8001 78.~~800~~027 6.750 6.999 3 1,743,120.00 5.~~240~~249 16 10,~~343~~339,~~851~~913.2911 2.~~268~~340 7.000 7.249 0 0.00 0.000 54 32,~~031~~819,~~150~~428.7141 0.~~665~~638 7.250 7.499 0 0.00 0.000 10 ~~760,107~~0.2400 0.~~167~~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 0 0.00 0.000 0 0.00 0.000 Total 54 33,~~266~~210,~~612~~919.7284 100.000 ~~729~~709 ~~456~~441,~~138~~915,~~150~~762.1121 100.000

Interest Rate Stratification (continued) Group 6A Group 6B Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 1 557,~~869~~167.0142 0.~~180~~185 5.250 5.499 2 ~~666~~664,~~328~~507.1666 0.~~541~~567 3 2,~~127~~125,~~620~~024.5391 0.~~686~~705 5.500 5.749 6 1,~~392~~391,~~145~~682.3724 1.~~131~~187 3 1,~~464~~463,~~087~~756.5226 0.~~472~~485 5.750 5.999 2725 8,~~414~~022,~~300~~516.0190 6.~~834~~840 39 25,~~486~~423,~~608~~343.5599 8.~~218~~431 6.000 6.249 7473 21,~~846~~579,~~550~~876.0946 1718.~~744~~400 ~~105~~104 7372,~~488~~984,~~375~~812.7342 2324.~~697~~204 6.250 6.499 ~~150~~146 4240,~~184~~937,~~245~~511.8873 34.~~262~~904 ~~172~~169 ~~112~~110,~~122~~092,~~374~~922.2348 36.~~155~~510 6.500 6.749 8582 21,~~751~~205,~~412~~411.8433 1718.~~667~~080 7372 4645,~~481~~693,~~124~~258.4135 1415.~~988~~153 6.750 6.999 5751 1614,~~139~~081,~~289~~965.9057 1312.~~108~~007 5249 3029,~~813~~270,~~793~~561.1056 9.~~936~~707 7.000 7.249 2219 54,~~211~~367,~~312~~212.4495 43.~~233~~724 1514 107,~~890~~887,~~934~~130.9162 32.~~512~~616 7.250 7.499 1312 3,~~581~~458,~~101~~395.6568 2.~~909~~949 76 43,~~479~~838,~~620~~671.0036 1.~~444~~273 7.500 7.749 5 1,276,~~923~~712.2739 1.~~037~~089 4 1,730,~~600~~452.0071 0.~~558~~574 7.750 7.999 32 ~~579~~221,~~780~~353.2966 0.~~471~~189 1 473,186.00 0.~~153~~157 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 1 77,900.00 0.~~063~~066 0 0.00 0.000 >= 8.500 0 0.00 0.000 0 0.00 0.000 Total ~~445~~424 ~~123~~117,~~121~~285,~~289~~046.9057 100.000 ~~475~~465 ~~310~~301,~~116~~540,~~193~~288.9908 100.000

Filing Compare · Banc of America Funding 2006-D Trust