10-D 1 ahm06001_10d-200701.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: December 27, 2006 to January 25, 2007 Commission File Number of issuing entity: 333-121581-02 American Home Mortgage Investment Trust 2006-1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-121581 American Home Mortgage Securities LLC (Exact name of depositor as specified in its charter) American Home Mortgage Acceptance, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) N/A (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-1A-1 _____ _____ __X___ ____________ I-2A-1 _____ _____ __X___ ____________ I-A-2 _____ _____ __X___ ____________ I-A-3 _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ I-M-1 _____ _____ __X___ ____________ I-M-2 _____ _____ __X___ ____________ I-M-3 _____ _____ __X___ ____________ I-M-4 _____ _____ __X___ ____________ I-M-5 _____ _____ __X___ ____________ I-M-6 _____ _____ __X___ ____________ II-M-1 _____ _____ __X___ ____________ II-M-2 _____ _____ __X___ ____________ II-M-3 _____ _____ __X___ ____________ II-M-4 _____ _____ __X___ ____________ II-M-5 _____ _____ __X___ ____________ II-B _____ _____ __X___ ____________ OC _____ _____ __X___ ____________ OT _____ _____ __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 January 25, 2007 a distribution was made to holders of American Home Mortgage Investment Trust 2006-1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of American Home Mortgage Investment Trust 2006-1, relating to the January 25, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. American Home Mortgage Investment Trust 2006-1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: February 6, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of American Home Mortgage Investment Trust 2006-1, relating to the January 25, 2007 distribution. EX-99.1 American Home Mortgage Investment Trust Mortgage Pass-Through Certificates Distribution Date: 1/25/2007 American Home Mortgage Investment Trust Mortgage Pass-Through Certificates Series 2006-1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance I-1A-1 02660THY2 01/24/2007 5.~~22125~~49000% ~~585~~500,~~895~~204,~~721~~471.2775 2,~~719~~288,~~207~~435.1446 I-2A-1 02660TJB0 01/24/2007 5.~~28125~~55000% ~~348~~297,~~738~~733,~~804~~373.2002 1,~~637~~377,~~134~~016.9485 I-A-2 02660THZ9 01/24/2007 5.~~27125~~54000% ~~467~~398,~~318~~969,~~239~~756.2306 21,~~189~~841,~~645~~910.5737 I-A-3 02660TJD6 01/24/2007 5.~~38125~~65000% ~~155~~132,~~773~~990,~~071~~196.9158 ~~745~~626,~~114~~162.5318 II-A-1 02660TJE4 12/29/2006 5.50000% ~~138~~127,~~509~~254,~~287~~632.5158 ~~634~~583,~~834~~250.2340 II-A-2 02660TJF1 12/29/2006 5.50000% 9,~~893~~089,~~309~~423.8606 4541,~~344~~659.3486 II-A-3 02660TJG9 12/29/2006 5.10000% ~~100~~89,~~454~~301,~~913~~382.5283 ~~426~~379,~~933~~530.3888 II-A-4 02660TJH7 12/29/2006 5.10000% 76,~~174~~378,~~851~~225.1285 3027,~~493~~107.1246 I-M-1 02660TJJ3 01/24/2007 5.~~46125~~73000% 18,767,000.00 9189,~~103~~612.3642 I-M-2 02660TJK0 01/24/2007 5.~~50125~~77000% 28,151,000.00 ~~137~~135,~~658~~359.39 I-M-3 02660TJL8 501/24/2007 6.~~76125~~03000% 18,767,000.00 9694,~~107~~304.8917 I-M-4 02660TJN4 01/24/2007 6.~~28125~~55000% 23,033,000.00 ~~128~~125,~~600~~721.9279 I-M-5 02660TJP9 01/24/2007 7.~~33125~~60000% 9,384,000.00 6159,~~152~~432.4000 I-M-6 02660TJQ7 701/24/2007 8.~~98125~~25000% 4,265,000.00 3029,~~257~~321.8188 II-M-1 02660TJM6 12/29/2006 5.30000% 7,~~859~~855,~~798~~312.3137 34,~~714~~694.1130 II-M-2 02660TJR5 501/24/2007 6.~~83125~~10000% 3,~~309~~307,~~494~~605.0113 1716,~~154~~813.2166 II-M-3 02660TJS3 01/24/2007 6.~~08125~~35000% 1,~~929~~928,~~704~~603.9760 10,~~431~~205.1353 II-M-4 02660TJT1 01/24/2007 6.~~08125~~35000% 1,~~792~~791,~~725~~702.9172 9,~~690~~481.6809 II-M-5 02660TJU8 01/24/2007 6.~~08125~~35000% 1,240,~~810~~102.2911 6,~~707~~562.2721 II-B 02660TJV6 01/24/2007 6.~~08125~~35000% 1,~~107~~106,~~170~~538.5867 5,~~984~~855.8743 OC AHM0601OC 12/29/2006 0.00000% 8,530,733.42 0.00 OT AHM0601OT 12/29/2006 0.00000% 0.00 12,~~124~~183,~~364~~309.8031 Totals 1,~~941~~690,~~895~~049,~~636~~059.1175 109,~~182~~965,~~635~~746.0964

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-1A-1 1419,~~004~~369,~~266~~167.4486 0.00 ~~571~~480,~~891~~835,~~454~~303.8388 1621,~~723~~657,~~473~~603.5832 0.00 I-2A-1 811,~~335~~528,~~666~~980.1566 0.00 ~~340~~286,~~403~~204,~~138~~392.0536 912,~~972~~905,~~801~~997.0951 0.00 I-A-2 1115,~~169~~449,~~989~~106.6454 0.00 ~~456~~383,~~148~~520,~~249~~649.5951 1317,~~359~~291,~~635~~016.2191 0.00 I-A-3 35,~~723~~149,~~337~~712.6694 0.00 ~~152~~127,~~049~~840,~~734~~483.2564 45,~~468~~775,~~452~~875.1912 0.00 II-A-1 12,~~457~~745,~~031~~043.8820 0.00 ~~137~~124,~~052~~509,~~255~~589.6338 23,~~091~~328,~~866~~293.1160 0.00 II-A-2 ~~104~~196,~~071~~070.4934 0.00 98,~~789~~893,~~238~~352.3772 ~~149~~237,~~415~~730.8320 0.00 II-A-3 ~~511~~645,~~797~~710.5423 0.00 9988,~~943~~655,~~115~~672.9960 ~~938~~1,~~730~~025,241.9211 0.00 II-A-4 3646,~~554~~118.4295 0.00 76,~~138~~332,~~296~~106.7090 6773,~~047~~226.5441 0.00 I-M-1 0.00 0.00 18,767,000.00 9189,~~103~~612.3642 0.00 I-M-2 0.00 0.00 28,151,000.00 ~~137~~135,~~658~~359.39 0.00 I-M-3 0.00 0.00 18,767,000.00 9694,~~107~~304.8917 0.00 I-M-4 0.00 0.00 23,033,000.00 ~~128~~125,~~600~~721.9279 0.00 I-M-5 0.00 0.00 9,384,000.00 6159,~~152~~432.4000 0.00 I-M-6 0.00 0.00 4,265,000.00 3029,~~257~~321.8188 0.00 II-M-1 ~~606~~696.6445 0.00 7,~~859~~854,~~191~~615.6892 35,~~320~~390.75 0.00 II-M-2 ~~255~~293.4325 0.00 3,~~309~~307,~~238~~311.5888 17,~~409~~106.6491 0.00 II-M-3 ~~148~~170.9499 0.00 1,~~929~~928,~~556~~432.0361 10,~~580~~376.0752 0.00 II-M-4 ~~138~~158.3785 0.00 1,~~792~~791,~~587~~543.5487 9,~~829~~639.0594 0.00 II-M-5 95109.7795 0.00 1,~~240~~239,~~714~~992.5216 6,~~803~~672.0416 0.00 II-B 8598.4511 0.00 1,~~107~~106,~~085~~440.1357 65,~~070~~953.3254 0.00 OC 0.00 0.00 8,530,733.42 0.00 0.00 OT 0.00 0.00 0.00 12,~~124~~183,~~364~~309.8031 0.00 Totals 3955,~~344~~131,~~045~~438.8232 0.00 1,~~902~~634,~~551~~917,~~590~~621.3142 4965,~~526~~097,~~680~~184.9196 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-1A-1 600,000,000.00 ~~585~~500,~~895~~204,~~721~~471.2775 0.00 1419,~~004~~369,~~266~~167.4486 0.00 0.00 I-2A-1 357,134,000.00 ~~348~~297,~~738~~733,~~804~~373.2002 0.00 811,~~335~~528,~~666~~980.1566 0.00 0.00 I-A-2 478,568,000.00 ~~467~~398,~~318~~969,~~239~~756.2306 0.00 1115,~~169~~449,~~989~~106.6454 0.00 0.00 I-A-3 159,523,000.00 ~~155~~132,~~773~~990,~~071~~196.9158 0.00 35,~~723~~149,~~337~~712.6694 0.00 0.00 II-A-1 140,885,000.00 ~~138~~127,~~509~~254,~~287~~632.5158 11,~~206~~714.5359 12,~~445~~733,~~825~~328.3561 0.00 0.00 II-A-2 10,063,000.00 9,~~893~~089,~~309~~423.8606 ~~800~~836.4574 ~~103~~195,~~271~~233.0460 0.00 0.00 II-A-3 100,485,000.00 ~~100~~89,~~454~~301,~~913~~382.5283 7,~~228~~492.6018 ~~504~~638,~~568~~218.9305 0.00 0.00 II-A-4 7,177,000.00 76,~~174~~378,~~851~~225.1285 ~~516~~535.2912 3645,~~038~~583.1383 0.00 0.00 I-M-1 18,767,000.00 18,767,000.00 0.00 0.00 0.00 0.00 I-M-2 28,151,000.00 28,151,000.00 0.00 0.00 0.00 0.00 I-M-3 18,767,000.00 18,767,000.00 0.00 0.00 0.00 0.00 I-M-4 23,033,000.00 23,033,000.00 0.00 0.00 0.00 0.00 I-M-5 9,384,000.00 9,384,000.00 0.00 0.00 0.00 0.00 I-M-6 4,265,000.00 4,265,000.00 0.00 0.00 0.00 0.00 II-M-1 7,861,000.00 7,~~859~~855,~~798~~312.3137 ~~606~~696.6445 0.00 0.00 0.00 II-M-2 3,310,000.00 3,~~309~~307,~~494~~605.0113 ~~255~~293.4325 0.00 0.00 0.00 II-M-3 1,930,000.00 1,~~929~~928,~~704~~603.9760 ~~148~~170.9499 0.00 0.00 0.00 II-M-4 1,793,000.00 1,~~792~~791,~~725~~702.9172 ~~138~~158.3785 0.00 0.00 0.00 II-M-5 1,241,000.00 1,240,~~810~~102.2911 95109.7795 0.00 0.00 0.00 II-B 1,107,339.86 1,~~107~~106,~~170~~538.5867 8598.4511 0.00 0.00 0.00 OC 8,530,733.42 8,530,733.42 0.00 0.00 0.00 0.00 OT 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,981,975,073.28 1,~~941~~690,~~895~~049,~~636~~059.1175 2122,~~082~~106.4723 3955,~~322~~109,~~963~~332.3409 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-1A-1 1419,~~004~~369,~~266~~167.4486 ~~571~~480,~~891~~835,~~454~~303.8388 0.~~95315242~~80139217 1419,~~004~~369,~~266~~167.4486 I-2A-1 811,~~335~~528,~~666~~980.1566 ~~340~~286,~~403~~204,~~138~~392.0536 0.~~95315242~~80139217 811,~~335~~528,~~666~~980.1566 I-A-2 1115,~~169~~449,~~989~~106.6454 ~~456~~383,~~148~~520,~~249~~649.5951 0.~~95315242~~80139217 1115,~~169~~449,~~989~~106.6454 I-A-3 35,~~723~~149,~~337~~712.6694 ~~152~~127,~~049~~840,~~734~~483.2564 0.~~95315242~~80139217 35,~~723~~149,~~337~~712.6694 II-A-1 12,~~457~~745,~~031~~043.8820 ~~137~~124,~~052~~509,~~255~~589.6338 0.~~97279523~~88376754 12,~~457~~745,~~031~~043.8820 II-A-2 ~~104~~196,~~071~~070.4934 98,~~789~~893,~~238~~352.3772 0.~~97279523~~88376754 ~~104~~196,~~071~~070.4934 II-A-3 ~~511~~645,~~797~~710.5423 9988,~~943~~655,~~115~~672.9960 0.~~99460731~~88227768 ~~511~~645,~~797~~710.5423 II-A-4 3646,~~554~~118.4295 76,~~138~~332,~~296~~106.7090 0.~~99460732~~88227768 3646,~~554~~118.4295 I-M-1 0.00 18,767,000.00 1.00000000 0.00 I-M-2 0.00 28,151,000.00 1.00000000 0.00 I-M-3 0.00 18,767,000.00 1.00000000 0.00 I-M-4 0.00 23,033,000.00 1.00000000 0.00 I-M-5 0.00 9,384,000.00 1.00000000 0.00 I-M-6 0.00 4,265,000.00 1.00000000 0.00 II-M-1 ~~606~~696.6445 7,~~859~~854,~~191~~615.6892 0.~~99976996~~99918788 ~~606~~696.6445 II-M-2 ~~255~~293.4325 3,~~309~~307,~~238~~311.5888 0.~~99976996~~99918788 ~~255~~293.4325 II-M-3 ~~148~~170.9499 1,~~929~~928,~~556~~432.0361 0.~~99976996~~99918788 ~~148~~170.9499 II-M-4 ~~138~~158.3785 1,~~792~~791,~~587~~543.5487 0.~~99976996~~99918788 ~~138~~158.3785 II-M-5 95109.7795 1,~~240~~239,~~714~~992.5216 0.~~99976996~~99918788 95109.7795 II-B 8598.4511 1,~~107~~106,~~085~~440.1357 0.~~99976996~~99918788 8598.4511 OC 0.00 8,530,733.42 1.00000000 0.00 OT 0.00 0.00 0.00000000 0.00 Totals 3955,~~344~~131,~~045~~438.8232 1,~~902~~634,~~551~~917,~~590~~621.3142 0.~~95992710~~82489313 3955,~~344~~131,~~045~~438.8232

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-1A-1 600,000,000.00 ~~976~~833.~~49286878~~67411958 0.00000000 2332.~~34044407~~28194643 0.00000000 I-2A-1 357,134,000.00 ~~976~~833.~~49286878~~67411957 0.00000000 2332.~~34044406~~28194644 0.00000000 I-A-2 478,568,000.00 ~~976~~833.~~49286879~~67411958 0.00000000 2332.~~34044407~~28194643 0.00000000 I-A-3 159,523,000.00 ~~976~~833.~~49286880~~67411959 0.00000000 2332.~~34044407~~28194643 0.00000000 II-A-1 140,885,000.00 ~~983~~903.~~13722192~~25181943 0.~~07954381~~08315002 1019.~~26245058~~40113291 0.00000000 II-A-2 10,063,000.00 ~~983~~903.~~13722150~~25181954 0.~~07954387~~08315015 1019.~~26245056~~40113286 0.00000000 II-A-3 100,485,000.00 ~~999~~888.~~70058735~~70361576 0.~~07193711~~07456018 56.~~02133582~~35137632 0.00000000 II-A-4 7,177,000.00 ~~999~~888.~~70058799~~70361572 0.~~07193674~~07456040 56.~~02133621~~35137662 0.00000000 I-M-1 18,767,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-2 28,151,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-3 18,767,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-4 23,033,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-5 9,384,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-6 4,265,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-1 7,861,000.00 999.~~84713268~~27647500 0.~~07717084~~08859560 0.00000000 0.00000000 II-M-2 3,310,000.00 999.~~84713293~~27647432 0.~~07716918~~08859517 0.00000000 0.00000000 II-M-3 1,930,000.00 999.~~84713472~~27647668 0.~~07717098~~08859585 0.00000000 0.00000000 II-M-4 1,793,000.00 999.~~84713330~~27647518 0.~~07717234~~08859453 0.00000000 0.00000000 II-M-5 1,241,000.00 999.~~84713135~~27647865 0.~~07717164~~08859790 0.00000000 0.00000000 II-B 1,107,339.86 999.~~84712914~~27647326 0.~~07716691~~08859972 0.00000000 0.00000000 OC 8,530,733.42 1000.00000000 0.00000000 0.00000000 0.00000000 OT 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-1A-1 0.00000000 2332.~~34044407~~28194643 ~~953~~801.~~15242472~~39217313 0.~~95315242~~80139217 2332.~~34044407~~28194643 I-2A-1 0.00000000 2332.~~34044406~~28194644 ~~953~~801.~~15242472~~39217313 0.~~95315242~~80139217 2332.~~34044406~~28194644 I-A-2 0.00000000 2332.~~34044407~~28194643 ~~953~~801.~~15242471~~39217313 0.~~95315242~~80139217 2332.~~34044407~~28194643 I-A-3 0.00000000 2332.~~34044407~~28194643 ~~953~~801.~~15242473~~39217317 0.~~95315242~~80139217 2332.~~34044407~~28194643 II-A-1 0.00000000 1019.~~34199439~~48428293 ~~972~~883.~~79522753~~76753650 0.~~97279523~~88376754 1019.~~34199439~~48428293 II-A-2 0.00000000 1019.~~34199444~~48428302 ~~972~~883.~~79522707~~76753652 0.~~97279523~~88376754 1019.~~34199444~~48428302 II-A-3 0.00000000 56.~~09327303~~42593651 ~~994~~882.~~60731443~~27767926 0.~~99460731~~88227768 56.~~09327303~~42593651 II-A-4 0.00000000 56.~~09327296~~42593702 ~~994~~882.~~60731503~~27767870 0.~~99460732~~88227768 56.~~09327296~~42593702 I-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-1 0.00000000 0.~~07717084~~08859560 999.~~76996311~~18787940 0.~~99976996~~99918788 0.~~07717084~~08859560 II-M-2 0.00000000 0.~~07716918~~08859517 999.~~76996375~~18787915 0.~~99976996~~99918788 0.~~07716918~~08859517 II-M-3 0.00000000 0.~~07717098~~08859585 999.~~76996373~~18788083 0.~~99976996~~99918788 0.~~07717098~~08859585 II-M-4 0.00000000 0.~~07717234~~08859453 999.~~76996096~~18788065 0.~~99976996~~99918788 0.~~07717234~~08859453 II-M-5 0.00000000 0.~~07717164~~08859790 999.~~76995971~~18788074 0.~~99976996~~99918788 0.~~07717164~~08859790 II-B 0.00000000 0.~~07716691~~08859972 999.~~76996222~~18788257 0.~~99976996~~99918788 0.~~07716691~~08859972 OC 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 OT 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All Classes are per $1,000 Denomination

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-1A-1 0512/2526/06 - 0601/2524/0607 3230 5.~~22125~~49000% ~~585~~500,~~895~~204,~~721~~471.2775 2,~~719~~288,~~207~~435.1446 0.00 I-2A-1 0512/2526/06 - 0601/2524/0607 3230 5.~~28125~~55000% ~~348~~297,~~738~~733,~~804~~373.2002 1,~~637~~377,~~134~~016.9485 0.00 I-A-2 0512/2526/06 - 0601/2524/0607 3230 5.~~27125~~54000% ~~467~~398,~~318~~969,~~239~~756.2306 21,~~189~~841,~~645~~910.5737 0.00 I-A-3 0512/2526/06 - 0601/2524/0607 3230 5.~~38125~~65000% ~~155~~132,~~773~~990,~~071~~196.9158 ~~745~~626,~~114~~162.5318 0.00 II-A-1 0512/01/06 - 0512/30/06 30 5.50000% ~~138~~127,~~509~~254,~~287~~632.5158 ~~634~~583,~~834~~250.2340 0.00 II-A-2 0512/01/06 - 0512/30/06 30 5.50000% 9,~~893~~089,~~309~~423.8606 4541,~~344~~659.3486 0.00 II-A-3 0512/01/06 - 0512/30/06 30 5.10000% ~~100~~89,~~454~~301,~~913~~382.5283 ~~426~~379,~~933~~530.3888 0.00 II-A-4 0512/01/06 - 0512/30/06 30 5.10000% 76,~~174~~378,~~851~~225.1285 3027,~~493~~107.1246 0.00 I-M-1 0512/2526/06 - 0601/2524/0607 3230 5.~~46125~~73000% 18,767,000.00 9189,~~103~~612.3642 0.00 I-M-2 0512/2526/06 - 0601/2524/0607 3230 5.~~50125~~77000% 28,151,000.00 ~~137~~135,~~658~~359.39 0.00 I-M-3 0512/2526/06 - 0601/2524/0607 3230 56.~~76125~~03000% 18,767,000.00 9694,~~107~~304.8917 0.00 I-M-4 0512/2526/06 - 0601/2524/0607 3230 6.~~28125~~55000% 23,033,000.00 ~~128~~125,~~600~~721.9279 ~~6,223~~0.5200 I-M-5 0512/2526/06 - 0601/2524/0607 3230 7.~~33125~~60000% 9,384,000.00 6159,~~152~~432.4000 112,~~293~~892.9670 I-M-6 0512/2526/06 - 0601/2524/0607 3230 78.~~98125~~25000% 4,265,000.00 3029,~~257~~321.8188 73,~~597~~624.2993 II-M-1 0512/01/06 - 0512/30/06 30 5.30000% 7,~~859~~855,~~798~~312.3137 34,~~714~~694.1130 0.00 II-M-2 0512/2526/06 - 0601/2524/0607 3230 56.~~83125~~10000% 3,~~309~~307,~~494~~605.0113 1716,~~154~~813.2166 21,~~156~~930.4513 II-M-3 0512/2526/06 - 0601/2524/0607 3230 6.~~08125~~35000% 1,~~929~~928,~~704~~603.9760 10,~~431~~205.1353 1,~~686~~527.2122 II-M-4 0512/2526/06 - 0601/2524/0607 3230 6.~~08125~~35000% 1,~~792~~791,~~725~~702.9172 9,~~690~~481.6809 1,~~566~~418.5181 II-M-5 0512/2526/06 - 0601/2524/0607 3230 6.~~08125~~35000% 1,240,~~810~~102.2911 6,~~707~~562.2721 ~~1,084~~982.2401 II-B 0512/2526/06 - 0601/2524/0607 3230 6.~~08125~~35000% 1,~~107~~106,~~170~~538.5867 5,~~984~~855.8743 ~~967~~876.4624 OC N/A N/A 0.00000% 8,530,733.42 0.00 0.00 OT N/A N/A 0.00000% 0.00 0.00 0.00 Totals 97,~~058~~782,~~270~~437.2933 3213,~~575~~252.6404

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-1A-1 0.00 0.00 2,~~719~~288,~~207~~435.1446 0.00 ~~571~~480,~~891~~835,~~454~~303.8388 I-2A-1 0.00 0.00 1,~~637~~377,~~134~~016.9485 0.00 ~~340~~286,~~403~~204,~~138~~392.0536 I-A-2 0.00 0.00 21,~~189~~841,~~645~~910.5737 0.00 ~~456~~383,~~148~~520,~~249~~649.5951 I-A-3 0.00 0.00 ~~745~~626,~~114~~162.5318 0.00 ~~152~~127,~~049~~840,~~734~~483.2564 II-A-1 0.00 0.00 ~~634~~583,~~834~~250.2340 0.00 ~~137~~124,~~052~~509,~~255~~589.6338 II-A-2 0.00 0.00 4541,~~344~~659.3486 0.00 98,~~789~~893,~~238~~352.3772 II-A-3 0.00 0.00 ~~426~~379,~~933~~530.3888 0.00 9988,~~943~~655,~~115~~672.9960 II-A-4 0.00 0.00 3027,~~493~~107.1246 0.00 76,~~138~~332,~~296~~106.7090 I-M-1 0.00 0.00 9189,~~103~~612.3642 0.00 18,767,000.00 I-M-2 0.00 0.00 ~~137~~135,~~658~~359.39 0.00 28,151,000.00 I-M-3 0.00 0.00 9694,~~107~~304.8917 0.00 18,767,000.00 I-M-4 ~~6,223~~0.5200 0.00 ~~128~~125,~~600~~721.9279 0.00 23,033,000.00 I-M-5 112,~~293~~892.9670 0.00 6159,~~152~~432.4000 0.00 9,384,000.00 I-M-6 73,~~597~~624.2993 0.00 3029,~~257~~321.8188 0.00 4,265,000.00 II-M-1 0.00 0.00 34,~~714~~694.1130 0.00 7,~~859~~854,~~191~~615.6892 II-M-2 21,~~156~~930.4513 0.00 1716,~~154~~813.2166 0.00 3,~~309~~307,~~238~~311.5888 II-M-3 1,~~686~~527.2122 0.00 10,~~431~~205.1353 0.00 1,~~929~~928,~~556~~432.0361 II-M-4 1,~~566~~418.5181 0.00 9,~~690~~481.6809 0.00 1,~~792~~791,~~587~~543.5487 II-M-5 ~~1,084~~982.2401 0.00 6,~~707~~562.2721 0.00 1,~~240~~239,~~714~~992.5216 II-B ~~967~~876.4624 0.00 5,~~984~~855.8743 0.00 1,~~107~~106,~~085~~440.1357 OC 0.00 0.00 0.00 0.00 8,530,733.42 OT 0.00 0.00 12,~~124~~183,~~364~~309.8031 0.00 0.00 Totals 3213,~~575~~252.6404 0.00 109,~~182~~965,~~635~~746.0964 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 I-1A-1 600,000,000.00 5.~~22125~~49000% ~~976~~833.~~49286878~~67411958 43.~~53201190~~81405910 0.00000000 I-2A-1 357,134,000.00 5.~~28125~~55000% ~~976~~833.~~49286878~~67411957 43.~~58409152~~85574280 0.00000000 I-A-2 478,568,000.00 5.~~27125~~54000% ~~976~~833.~~49286879~~67411958 43.~~57541158~~84879551 0.00000000 I-A-3 159,523,000.00 5.~~38125~~65000% ~~976~~833.~~49286880~~67411959 43.~~67089091~~92521567 0.00000000 II-A-1 140,885,000.00 5.50000% ~~983~~903.~~13722192~~25181943 4.~~50604557~~13990418 0.00000000 II-A-2 10,063,000.00 5.50000% ~~983~~903.~~13722150~~25181954 4.~~50604591~~13990460 0.00000000 II-A-3 100,485,000.00 5.10000% ~~999~~888.~~70058735~~70361576 43.~~24872747~~77699040 0.00000000 II-A-4 7,177,000.00 5.10000% ~~999~~888.~~70058799~~70361572 43.~~24872788~~77699039 0.00000000 I-M-1 18,767,000.00 5.~~46125~~73000% 1000.00000000 4.~~85444450~~77499973 0.00000000 I-M-2 28,151,000.00 5.~~50125~~77000% 1000.00000000 4.~~89000000~~80833327 0.00000000 I-M-3 18,767,000.00 56.~~76125~~03000% 1000.00000000 5.~~12111099~~02499973 0.00000000 I-M-4 23,033,000.00 6.~~28125~~55000% 1000.00000000 5.~~58333348~~45833326 0.~~27020015~~00000000 I-M-5 9,384,000.00 7.~~33125~~60000% 1000.00000000 6.~~51666667~~33333333 10.~~20353367~~30825874 I-M-6 4,265,000.00 78.~~98125~~25000% 1000.00000000 76.~~09444549~~87500117 10.~~78131067~~84992497 II-M-1 7,861,000.00 5.30000% 999.~~84713268~~27647500 4.~~41599160~~41347157 0.00000000 II-M-2 3,310,000.00 56.~~83125~~10000% 999.~~84713293~~27647432 5.~~18254079~~07965559 0.~~65149547~~58312085 II-M-3 1,930,000.00 6.~~08125~~35000% 999.~~84713472~~27647668 5.~~40473057~~28783938 0.~~87368394~~79130570 II-M-4 1,793,000.00 6.~~08125~~35000% 999.~~84713330~~27647518 5.~~40472950~~28783603 0.~~87368098~~79130508 II-M-5 1,241,000.00 6.~~08125~~35000% 999.~~84713135~~27647865 5.~~40473006~~28784045 0.~~87368251~~79130540 II-B 1,107,339.86 6.~~08125~~35000% 999.~~84712914~~27647326 5.~~40472733~~28783458 0.~~87367938~~79130178 OC 8,530,733.42 0.00000% 1000.00000000 0.00000000 0.00000000 OT 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-1A-1 0.00000000 0.00000000 43.~~53201190~~81405910 0.00000000 ~~953~~801.~~15242472~~39217313 I-2A-1 0.00000000 0.00000000 43.~~58409152~~85574280 0.00000000 ~~953~~801.~~15242472~~39217313 I-A-2 0.00000000 0.00000000 43.~~57541158~~84879551 0.00000000 ~~953~~801.~~15242471~~39217313 I-A-3 0.00000000 0.00000000 43.~~67089091~~92521567 0.00000000 ~~953~~801.~~15242473~~39217317 II-A-1 0.00000000 0.00000000 4.~~50604557~~13990418 0.00000000 ~~972~~883.~~79522753~~76753650 II-A-2 0.00000000 0.00000000 4.~~50604591~~13990460 0.00000000 ~~972~~883.~~79522707~~76753652 II-A-3 0.00000000 0.00000000 43.~~24872747~~77699040 0.00000000 ~~994~~882.~~60731443~~27767926 II-A-4 0.00000000 0.00000000 43.~~24872788~~77699039 0.00000000 ~~994~~882.~~60731503~~27767870 I-M-1 0.00000000 0.00000000 4.~~85444450~~77499973 0.00000000 1000.00000000 I-M-2 0.00000000 0.00000000 4.~~89000000~~80833327 0.00000000 1000.00000000 I-M-3 0.00000000 0.00000000 5.~~12111099~~02499973 0.00000000 1000.00000000 I-M-4 0.~~27020015~~00000000 0.00000000 5.~~58333348~~45833326 0.00000000 1000.00000000 I-M-5 10.~~20353367~~30825874 0.00000000 6.~~51666667~~33333333 0.00000000 1000.00000000 I-M-6 10.~~78131067~~84992497 0.00000000 76.~~09444549~~87500117 0.00000000 1000.00000000 II-M-1 0.00000000 0.00000000 4.~~41599160~~41347157 0.00000000 999.~~76996311~~18787940 II-M-2 0.~~65149547~~58312085 0.00000000 5.~~18254079~~07965559 0.00000000 999.~~76996375~~18787915 II-M-3 0.~~87368394~~79130570 0.00000000 5.~~40473057~~28783938 0.00000000 999.~~76996373~~18788083 II-M-4 0.~~87368098~~79130508 0.00000000 5.~~40472950~~28783603 0.00000000 999.~~76996096~~18788065 II-M-5 0.~~87368251~~79130540 0.00000000 5.~~40473006~~28784045 0.00000000 999.~~76995971~~18788074 II-B 0.~~87367938~~79130178 0.00000000 5.~~40472733~~28783458 0.00000000 999.~~76996222~~18788257 OC 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 OT 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All Classes are per $1,000 Denomination

~~CERTIFICATEHOLDER~~Certificateholder ~~ACCOUNT~~Account ~~STATEMENT~~Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 5065,~~201~~607,~~915~~958.1770 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~150~~157,~~586~~380.8019 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 98177,~~392~~535.5515 Swap/Cap Payments 67,~~263~~526.0942 Total Deposits 5065,~~457~~950,~~157~~400.6146 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~105~~132,~~974~~283.0368 Total Administration Fees ~~824~~720,~~502~~931.6782 Payment of Interest and Principal 4965,~~526~~097,~~680~~184.9196 Total Withdrawals (Pool Distribution Amount) 5065,~~457~~950,~~157~~400.6146 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~492~~430,~~705~~204.1647 LPMI - Triad Guaranty Insurance Corporation ~~331~~290,~~797~~727.5135 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~824~~720,~~502~~931.6782 *Servicer Payees include: AMERICAN HOME ~~MTG~~MORTGAGE ~~CORP~~SERVICING, INC.

Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Class I-A-2 Cap-Barclays Bank PLC 0.00 0.00 0.00 Class I-A-3 Cap-Barclays Bank PLC 0.00 0.00 0.00 Class I-M-1 Cap-Barclays Bank PLC 0.00 0.00 0.00 Class I-M-2 Cap-Barclays Bank PLC 0.00 0.00 0.00 Class I-M-3 Cap-Barclays Bank PLC 0.00 0.00 0.00 Corridor Contract Payment-Rabobank 67,~~263~~526.0942 0.00 67,~~263~~526.0942 Class I-1A-1 Cap-Barclays Bank PLC 0.00 0.00 0.00

~~COLLATERAL~~Collateral ~~STATEMENT~~Statement Group Group I Group II-C Collateral Description Mixed ARM Mixed ARM Weighted Average ~~Gross~~ Coupon Rate 7.766963 6.~~753105%~~019906 Weighted Average Net ~~Coupon~~Rate 67.~~448636%~~464501 5.647147 Weighted Average Pass-Through Rate 67.~~243601%~~230039 5.582247 Weighted Average Remaining Term ~~397~~399 ~~Beginning~~347 ~~Scheduled~~Principal ~~Collateral~~And Interest Constant 4,857,399.82 747,907.67 Beginning Loan Count 53,~~101~~582 ~~Number~~688 Of Loans Paid Inin Full 99118 12 Ending ~~Scheduled Collateral~~ Loan Count 53,~~002~~464 676 Beginning Scheduled ~~Collateral~~ Balance 1,~~941~~440,~~895~~795,~~636~~530.1182 146,400,403.89 Ending Scheduled ~~Collateral~~ Balance 1,~~902~~389,~~551~~298,~~590~~562.3081 ~~Ending~~143,458,364.60 Actual Ending Collateral Balance at1,385,741,438.63 ~~31-May-2006~~143,471,198.36 1Scheduled Principal 16,~~899~~671.22 13,~~625~~477.08 Unscheduled Principal 55,~~136~~965,072.4443 ~~Monthly~~2,928,562.21 ~~P&I~~Scheduled ~~Constant~~Interest 69,~~879~~325,~~351~~504.4924 ~~Special~~734,430.59 Servicing ~~Fee~~Fees 363,154.36 45,476.74 Master Servicing Fees 0.00 ~~Prepayment~~0.00 ~~Penalty~~Trustee ~~Waived~~Fee 0.00 0.00 FRY Amount 0.00 ~~Prepayment~~0.00 ~~Penalty~~Special ~~Waived~~Hazard ~~Count~~Fee 0.00 ~~Prepayment~~0.00 ~~Penalty~~Other ~~Paid~~Fee ~~Amount~~281,510.51 987,~~392~~917.5578 ~~Prepayment~~Pool ~~Penalty~~Insurance ~~Paid~~Fee ~~Count~~0.00 210.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 8,680,839.37 681,036.07 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 ~~Scheduled~~0.00 ~~Principal~~Percentage ~~59,640~~of Cumulative Losses 0.670000 ~~Unscheduled~~0.0000 ~~Principal~~Prepayment 43Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 170,~~392~~035.18 7,~~881~~499.9997 Prepayment Penalty Paid Count 34 1 Special Servicing Fee 0.00 0.00

~~Group Level~~ Collateral Statement Group Group ~~I Group~~ II-CNC Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 65.~~908825~~410756 67.~~034824~~472230 Weighted Average Net Rate 65.~~607222~~159057 57.~~661823~~166768 Weighted Average Pass-Through Rate 65.~~375760~~143901 56.~~598024~~960340 Weighted Average Remaining Term ~~404~~347 ~~354~~391 ~~Record Date 05/31/2006 05/31/2006~~ Principal And Interest Constant 5472,~~536,938~~390.7515 ~~809~~6,~~744~~077,697.3664 Beginning Loan Count 166 4,~~176~~436 ~~743~~ Loans Paid in Full 901 8131 Ending Loan Count 165 4,~~086~~305 ~~735~~ Beginning Scheduled Balance 1102,~~668~~853,~~623,570~~125.0203 ~~158~~1,~~464~~690,~~923~~049,059.8174 Ending Scheduled Balance 102,160,694.01 1,~~631~~634,~~390~~917,~~310~~621.1342 ~~156~~Actual Ending Collateral Balance 102,~~903~~163,~~006~~642.3289 1,631,376,279.88 Scheduled Principal 388,~~558~~629.2014 1238,~~821~~777.1044 Unscheduled Principal 41683,~~303,178~~801.5488 159,~~549~~577,~~096~~436.3952 Scheduled Interest 9463,~~606,857~~761.4001 ~~796~~10,~~923~~523,695.2684 Servicing Fees ~~419~~21,~~385~~573.0637 49430,~~256~~204.2947 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~321~~1,~~853~~299.0206 8290,~~424~~727.9035 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 8440,~~865,619~~888.3258 ~~739~~9,~~242~~802,764.0702 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 ~~97,040~~0.5500 1177,~~352~~535.0015 Prepayment Penalty Paid Count 200 135 Special Servicing Fee 0.00 0.00

~~Group~~Additional ~~Level~~Reporting ~~Collateral Statement Group Group II~~-NC ~~Total~~Deal ~~Collateral~~Level ~~Description~~Cash ~~Mixed~~Reporting ~~ARM~~Uncapped ~~Mixed~~Floater ~~ARM~~Fee ~~Weighted Average Coupon Rate 5~~22,139.~~481265~~96 ~~6.753105~~Miscellaneous ~~Weighted~~Reporting ~~Average Net Rate 5.229743~~ 6~~.448636 Pass~~-~~Through~~Month ~~Rate~~Avg ~~5.213860~~CPR 622.~~243601~~961831% ~~Weighted~~Excess ~~Average~~Cash Remaining Term 354 397 Record Date 05/31/2006 05/31/2006 Principal And Interest Constant 532,668.38 6,879,351.49 Beginning Loan Count 182 5,101 Loans Paid in Full 1 99 Ending Loan Count 181 5,002 Beginning Scheduled Balance 114,807,142.28 1,941,895,636.11 Ending Scheduled Balance 114,258,273.85 1,902,551,590.30 Scheduled Principal 8,261.37 59,640.67 Unscheduled Principal 540,607.06 43,392,881.99 Scheduled Interest 524,407.01 10,928,187.67 Servicing Fees 24,063.81 492,705.16 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 1,519.59 331,797.51 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 498~~,~~823.61 10~~183,~~103,685~~309.00 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 98,392.55 Prepayment Penalty Paid Count 0 21 Special Servicing Fee 0.00 0.0031

Additional Reporting - ~~Deal~~Group Level ~~Cash~~Miscellaneous Reporting ~~Uncapped~~Group ~~Floater~~I ~~Fee~~6-Month 25Avg CPR Group I 24.083167% Group I OC Increase Amt 0.00 Group I OC Target Amt 8,~~705~~530,733.8942 ~~Miscellaneous~~Group ~~Reporting~~I OC Reduction Amt 0.00 Group I Previous OC Target Amt 8,530,733.42 Group II-C 6-Month Avg CPR 12Group II-C 14.~~988791~~414664% ~~Excess~~Group ~~Cash~~II-NC ~~1,124,364~~6-Month Avg CPR Group II-NC 16.80251729% Trigger Event Reporting Group I Cumulative Loss % Group I Trigger Result N/A Threshold Value 0.000000% Calculated Value 0.000000% Group I Trigger Trigger Result Pass Rolling Three Month Delinq Group I Trigger Result Pass Threshold Value 2.953444% Calculated Value 0.753972% Group II-C Cumulative Amt of Losses % II-C Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Percent II-C Trigger Result Pass Threshold Value 50.000000% Calculated Value 24.449830% Shifting Interest Group II-C Trigger Trigger Result Pass Group II-NC Cumulative Amt of Losses % II-NC Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Percent II-NC Trigger Result Pass Threshold Value 50.000000% Calculated Value 17.759494% Shifting Interest Group II-NC Trigger Trigger Result Pass

~~Additional~~Delinquency ~~Reporting~~Status -DELINQUENT ~~Group~~BANKRUPTCY ~~Level~~FORECLOSURE ~~Miscellaneous~~REO ~~Reporting~~Total ~~Group~~No. Iof ~~6-Month~~Loans ~~Avg~~No. ~~CPR~~of ~~Group~~Loans INo. 14of Loans No.~~040947%~~ ~~Group~~of ILoans OCNo. ~~Increase~~of ~~Amt~~Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 4 0 0 4 654,700.56 0.00 ~~Group~~0.00 I654,700.56 OC30 ~~Target~~Days ~~Amt~~15 80 0 0 15 5,~~530~~007,~~733~~907.4273 ~~Group~~0.00 I0.00 OC0.00 ~~Reduction~~5,007,907.73 ~~Amt~~60 Days 0 0 1 0 1 0.00 ~~Group~~0.00 I405,000.00 ~~Previous~~0.00 OC405,000.00 ~~Target~~90 ~~Amt~~Days 81 0 9 0 10 1,~~530~~039,~~733~~992.4200 ~~Group~~0.00 ~~II-C~~3,357,758.47 0.00 4,397,750.47 120 Days 0 2 6~~-Month~~ ~~Avg~~2 ~~CPR~~10 ~~Group~~0.00 ~~II-C~~535,945.20 81,516,489.~~902735%~~37 ~~Group~~792,783.75 ~~II-NC~~2,845,218.32 ~~6-Month~~150 ~~Avg~~Days ~~CPR~~0 ~~Group~~1 ~~II-NC~~4 2 7 0.00 154,000.00 4,844,224.54 270,639.70 5,268,864.24 180+ Days 1 0 3 5 9 28,018.~~877431%~~74 ~~Trigger~~0.00 ~~Event~~1,219,300.00 ~~Reporting~~1,117,000.00 ~~Group~~2,364,318.74 ITotals ~~Cumulative~~17 ~~Loss~~7 %23 ~~Group~~9 I56 ~~Trigger~~6,075,918.47 ~~Result~~1,344,645.76 ~~N/A~~11,342,772.38 ~~Threshold~~2,180,423.45 ~~Value~~20,943,760.06 0No.~~000000%~~ ~~Calculated~~of ~~Value~~Loans 0No.~~000000%~~ ~~Group~~of ILoans ~~Trigger~~No. ~~Trigger~~of ~~Result~~Loans ~~Pass~~No. ~~Rolling~~of ~~Three~~Loans ~~Month~~No. ~~Delinq~~of ~~Group~~Loans IActual ~~Trigger~~Balance ~~Result~~Actual ~~Pass~~Balance ~~Threshold~~Actual ~~Value~~Balance 2Actual Balance Actual Balance 0-29 Days 0.~~515165~~092915% ~~Calculated~~0.000000% ~~Value~~0.000000% 0.092915% 0.040132% 0.000000% ~~Group~~0.000000% ~~II-C~~0.040132% ~~Cumulative~~30 ~~Amt~~Days of0.348432% ~~Losses~~0.000000% 0.000000% ~~II-C~~0.000000% ~~Trigger~~0.348432% ~~Result~~0.306974% ~~Pass~~0.000000% ~~Threshold~~0.000000% ~~Value~~0.000000% 200.306974% 60 Days 0.000000% ~~Calculated~~0.000000% ~~Value~~0.023229% 0.000000% ~~Delinquency~~0.023229% ~~Percent~~0.000000% ~~II-C~~0.000000% ~~Trigger~~0.024826% ~~Result~~0.000000% ~~Pass~~0.024826% ~~Threshold~~90 ~~Value~~Days 500.023229% 0.000000% ~~Calculated~~0.209059% ~~Value~~0.000000% 0.~~738160~~232288% ~~Shifting~~0.063749% ~~Interest~~0.000000% ~~Group~~0.205824% ~~II-C~~0.000000% ~~Trigger~~0.269573% ~~Trigger~~120 ~~Result~~Days ~~Pass~~0.000000% ~~Group~~0.046458% ~~II-NC~~0.139373% ~~Cumulative~~0.046458% ~~Amt~~0.232288% of0.000000% ~~Losses~~0.032852% 0.092958% ~~II-NC~~0.048596% ~~Trigger~~0.174406% ~~Result~~150 ~~Pass~~Days ~~Threshold~~0.000000% ~~Value~~0.023229% 200.~~000000~~092915% ~~Calculated~~0.046458% ~~Value~~0.162602% 0.000000% ~~Delinquency~~0.009440% ~~Percent~~0.296941% ~~II-NC~~0.016590% ~~Trigger~~0.322971% ~~Result~~180+ ~~Pass~~Days ~~Threshold~~0.023229% ~~Value 50~~0.000000% ~~Calculated~~0.069686% ~~Value~~0.116144% 0.209059% 0.001717% 0.000000% ~~Shifting~~0.074741% ~~Interest~~0.068470% ~~Group~~0.144928% ~~II-NC~~Totals ~~Trigger~~0.394890% ~~Trigger~~0.162602% ~~Result~~0.534262% ~~Pass~~0.209059% 1.300813% 0.372441% 0.082424% 0.695289% 0.133655% 1.283809%

~~LOAN~~Current ~~STATUS~~Period ~~STRATIFICATION/CREDIT~~Class ~~ENHANCEMENT~~A ~~STATEMENT~~Insufficient ~~DELINQUENT~~Funds ~~BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance~~ 0~~-29 Days 0 0 0 0 0~~.00 ~~0.00~~Principal ~~0.00~~Balance ~~0.00~~of 30Contaminated ~~Days~~Properties 76 0 ~~0 0 76 27,749,317~~.~~77 0.~~00 ~~0.00~~Periodic ~~0.00~~Advance 27157,~~749,317~~380.77 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 76 0 0 0 76 27,749,317.77 0.00 0.00 0.00 27,749,317.77 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.519392% 0.000000% 0.000000% 0.000000% 1.519392% 1.460779% 0.000000% 0.000000% 0.000000% 1.460779% 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 1.519392% 0.000000% 0.000000% 0.000000% 1.519392% 1.460779% 0.000000% 0.000000% 0.000000% 1.460779%19

~~Current~~Delinquency ~~Period~~Status ~~Class~~By AGroup ~~Insufficient~~DELINQUENT ~~Funds~~BANKRUPTCY FORECLOSURE REO Total Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 3 0 0 3 599,750.56 0.00 ~~Principal~~0.00 599,750.56 30 Days 12 0 0 0 12 4,222,924.01 0.00 0.00 0.00 4,222,924.01 60 Days 0 0 1 0 1 0.00 0.00 405,000.00 0.00 405,000.00 90 Days 1 0 5 0 6 1,039,992.00 0.00 2,357,305.43 0.00 3,397,297.43 120 Days 0 1 4 0 5 0.00 303,945.22 1,344,991.87 0.00 1,648,937.09 150 Days 0 0 4 0 4 0.00 0.00 4,844,224.54 0.00 4,844,224.54 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 13 4 14 0 31 5,262,916.01 903,695.78 8,951,521.84 0.00 15,118,133.63 0-29 Days 0.086605% 0.000000% 0.000000% 0.086605% 0.043280% 0.000000% 0.000000% 0.043280% 30 Days 0.346420% 0.000000% 0.000000% 0.000000% 0.346420% 0.304741% 0.000000% 0.000000% 0.000000% 0.304741% 60 Days 0.000000% 0.000000% 0.028868% 0.000000% 0.028868% 0.000000% 0.000000% 0.029226% 0.000000% 0.029226% 90 Days 0.028868% 0.000000% 0.144342% 0.000000% 0.173210% 0.075049% 0.000000% 0.170111% 0.000000% 0.245161% 120 Days 0.000000% 0.028868% 0.115473% 0.000000% 0.144342% 0.000000% 0.021934% 0.097059% 0.000000% 0.118993% 150 Days 0.000000% 0.000000% 0.115473% 0.000000% 0.115473% 0.000000% 0.000000% 0.349576% 0.000000% 0.349576% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.375289% 0.115473% 0.404157% 0.000000% 0.894919% 0.379791% 0.065214% 0.645973% 0.000000% 1.090978% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-C 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 54,950.00 0.00 0.00 54,950.00 30 Days 3 0 0 0 3 784,983.72 0.00 0.00 0.00 784,983.72 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 3 0 3 0.00 0.00 640,892.95 0.00 640,892.95 120 Days 0 1 2 1 4 0.00 231,999.98 171,497.50 374,500.00 777,997.48 150 Days 0 1 0 2 3 0.00 154,000.00 0.00 270,639.70 424,639.70 180+ Days 1 0 2 5 8 28,018.74 0.00 479,300.00 1,117,000.00 1,624,318.74 Totals 4 3 7 8 22 813,002.46 440,949.98 1,291,690.45 1,762,139.70 4,307,782.59 0-29 Days 0.147929% 0.000000% 0.000000% 0.147929% 0.038300% 0.000000% 0.000000% 0.038300% 30 Days 0.443787% 0.000000% 0.000000% 0.000000% 0.443787% 0.547137% 0.000000% 0.000000% 0.000000% 0.547137% 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% 0.443787% 0.000000% 0.443787% 0.000000% 0.000000% 0.446705% 0.000000% 0.446705% 120 Days 0.000000% 0.147929% 0.295858% 0.147929% 0.591716% 0.000000% 0.161705% 0.119534% 0.261028% 0.542267% 150 Days 0.000000% 0.147929% 0.000000% 0.295858% 0.443787% 0.000000% 0.107339% 0.000000% 0.188637% 0.295976% 180+ Days 0.147929% 0.000000% 0.295858% 0.739645% 1.183432% 0.019529% 0.000000% 0.334074% 0.778553% 1.132157% Totals 0.591716% 0.443787% 1.035503% 1.183432% 3.254438% 0.566666% 0.307344% 0.900313% 1.228218% 3.002542% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-NC No. of ~~Contaminated~~Loans ~~Properties~~No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 ~~Periodic~~0.00 ~~Advance~~0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 1 0 1 0.00 0.00 359,560.09 0.00 359,560.09 120 Days 0 0 0 1 1 0.00 0.00 0.00 418,283.75 418,283.75 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 1 0 1 0.00 0.00 740,~~586~~000.8000 0.00 740,000.00 Totals 0 0 2 1 3 0.00 0.00 1,099,560.09 418,283.75 1,517,843.84 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.606061% 0.000000% 0.606061% 0.000000% 0.000000% 0.351945% 0.000000% 0.351945% 120 Days 0.000000% 0.000000% 0.000000% 0.606061% 0.606061% 0.000000% 0.000000% 0.000000% 0.409425% 0.409425% 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% 0.606061% 0.000000% 0.606061% 0.000000% 0.000000% 0.724328% 0.000000% 0.724328% Totals 0.000000% 0.000000% 1.212121% 0.606061% 1.818182% 0.000000% 0.000000% 1.076273% 0.409425% 1.485699%

180+ Delinquency ~~Status~~Summary BySummary ~~Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total~~ Group I ~~No.~~Days ofNumber ~~Loans No.~~ of ~~Loans~~Outstanding ~~No.~~Percentage of ~~Loans~~Number ~~No.~~ of ~~Loans~~Outstanding ~~No.~~Percentage of Delinquent Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 63 0 0 0 63 24,080,978.05 0.00 0.00 0.00 24,080,978.05 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 63 0 0 0 63 24,080,978.05 0.00 0.00 0.00 24,080,978.05 0-29 Days 0.000000(%) 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.541850% 0.000000% 0.000000% 0.000000% 1.541850% 1.478767% 0.000000% 0.000000% 0.000000% 1.478767% 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 1.541850% 0.000000% 0.000000% 0.000000% 1.541850% 1.478767% 0.000000% 0.000000% 0.000000% 1.478767% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-C No. of Loans ~~No. of Loans No. of Loans No. of Loans No. of Loans~~ Actual Balance(%) ~~Actual~~ Balance($) ~~Actual~~ Balance($) ~~Actual~~180 ~~Balance Actual Balance 0~~-29 ~~Days~~209 02 ~~0 0 0 0.00 0.00 0.00 0.00 30 Days 10 0 0 0 10 1~~288,~~871,544~~000.~~88 0.~~00 0.00018 0~~.00~~ ~~1,871,544.88 60 Days~~ 0 ~~0 0 0 0 0~~.00 0.00000 ~~0.00~~210 ~~0.00~~- ~~0.00~~239 902 ~~Days 0 0 0 0 0 0~~757,000.00 0.00046 0~~.00~~ 0.00 0.00000 ~~120~~240 ~~Days~~- 0269 02 ~~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 10 0 0 0 10~~ 1,~~871~~036,~~544~~000.8800 0.00064 0~~.00~~ 0.00 ~~1,871,544.88~~ 0~~-29 Days 0~~.~~000000%~~000 ~~0.000000%~~270 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.360544% 0.000000% 0.000000% 0.000000% 1.360544% 1.192729% 0.000000% 0.000000% 0.000000% 1.192729% 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 1.360544% 0.000000% 0.000000% 0.000000% 1.360544% 1.192729% 0.000000% 0.000000% 0.000000% 1.192729% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-NC ~~No.~~299 ~~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 3 0 0 0 3~~ 1~~,796,794.84~~ ~~0.00 0.00 0.00 1~~128,~~796,794~~000.~~84 60 Days 0 0 0 0 0 0.~~00 0.00008 0~~.00~~ 0.00 0.00000 90300 ~~Days~~- 0329 02 ~~0 0 0 0~~155,318.0074 0.00010 0~~.00~~ 0.00 0.00000 ~~120~~Total ~~Days~~9 ~~0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 1~~2,~~796~~364,~~794~~318.8474 0.00146 0~~.00~~ 0.00 ~~1,796,794.84~~ 0~~-29 Days 0~~.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.657459% 0.000000% 0.000000% 0.000000% 1.657459% 1.572523% 0.000000% 0.000000% 0.000000% 1.572523% 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 1.657459% 0.000000% 0.000000% 0.000000% 1.657459% 1.572523% 0.000000% 0.000000% 0.000000% 1.572523%000

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~(continued) History*Group ~~New REO Loans Month REO Percentage Loans in REO 0 Jul~~II-05C ~~0.000%~~Group ~~Original Principal Balance 0.00 Aug~~II-05NC ~~0.000%~~Days ~~Current~~Number ~~Actual~~of ~~Balance~~Outstanding ~~0.00~~Percentage ~~Sep-05~~of ~~0.000%~~Number ~~Oct-05~~of ~~0.000%~~Outstanding ~~Current~~Percentage ~~REO~~of ~~Total~~Delinquent ~~Nov-05 0.000%~~ Loans inActual ~~REO 0 Dec-05 0.000% Original Principal~~ Balance ~~0.00 Jan-06 0.000~~(%) ~~Current~~Loans Actual Balance ~~0.00 Feb-06 0.000~~(%) ~~Mar-06~~Balance($) ~~0.000%~~Balance($) ~~Apr-06~~180 ~~0.000% May~~-06 ~~0.000%~~209 ~~Jun-06~~2 0.288,000~~% *The text reported in the above table is presented graphically on the monthly bond remittance report~~.00 ~~The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO~~ 0 ~~Jul-05 0~~.~~000%~~201 ~~Original Principal Balance~~ 0~~.00~~ ~~Aug-05~~ 0.~~000% Current Actual Balance 0.~~00 ~~Sep-05~~ 0.000% ~~Oct-05~~210 ~~0.000% Current REO Total Nov~~-05 ~~0.000%~~239 ~~Loans~~2 ~~in REO 0 Dec-05 0.~~757,000~~% Original Principal Balance 0~~.00 ~~Jan-06~~ 0.~~000%~~528 ~~Current~~0 ~~Actual Balance~~ 0.00 ~~Feb-06~~ 0.000% ~~Mar-06~~240 ~~0.000% Apr~~-06 ~~0.000%~~269 ~~May-06~~1 0.296,000~~% Jun-06 0~~.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-C 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 ~~Aug-05~~ 0.~~000%~~206 ~~Current~~1 ~~Actual Balance 0~~740,000.00 ~~Sep-05~~ 0.~~000%~~724 ~~Oct-05~~270 ~~0.000% Current REO Total Nov~~-05 ~~0.000%~~299 ~~Loans~~1 ~~in REO 0 Dec-05 0.~~128,000~~% Original Principal Balance 0~~.00 ~~Jan-06~~ 0.~~000%~~089 ~~Current~~0 ~~Actual Balance~~ 0.00 ~~Feb-06~~ 0.000% ~~Mar-06~~300 ~~0.000% Apr~~-06 ~~0.000%~~329 ~~May-06~~2 0155,318.~~000%~~74 ~~Jun-06~~ 0.~~000%~~108 *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-NC 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul-05~~ 0.~~000% Original Principal Balance 0.~~00 ~~Aug-05~~ 0.000% ~~Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO~~ Total ~~Nov-05~~8 01,624,318.~~000%~~74 ~~Loans in REO 0 Dec-05 0~~1.~~000%~~132 ~~Original~~1 ~~Principal Balance 0.00 Jan-06 0.~~740,000~~% Current Actual Balance 0~~.00 ~~Feb-06~~ 0.~~000%~~724 ~~Mar-06~~This ~~0.000%~~report ~~Apr-06~~includes ~~0.000%~~all ~~May-06~~loans ~~0.000%~~greater ~~Jun-06~~than ~~0.000%~~180 *Thedays ~~text~~delinquent ~~reported~~regardless inof ~~the~~status ~~above~~(REO, ~~table~~Foreclosure, ~~is presented graphically on the monthly bond remittance report~~Bankruptcy). ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New REO Loans Month REO Percentage Loans in REO 3 Feb-06 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 883,070.00 Mar-06 0.000% Current Actual Balance 881,423.45 Apr-06 0.000% May-06 0.000% Current REO Total Jun-06 0.000% Loans in REO ~~during~~9 Jul-06 0.000% Original Principal Balance 2,182,070.00 Aug-06 0.007% Current ~~Period~~Actual Balance 2,180,423.45 Sep-06 0.007% Oct-06 0.007% Nov-06 0.036% Dec-06 0.077% Jan-07 0.134% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I - No REO Information to report this period. Group II-C 12 Month ~~Loan~~REO ~~First~~History* New REO Loans Month REO Percentage Loans in REO 2 Feb-06 0.000% Original ~~Loan~~Principal ~~Entered~~Balance ~~Payment~~463,140.00 ~~LTV~~Mar-06 at0.000% Current Actual Balance 463,139.70 Apr-06 0.000% May-06 0.000% Current REO Total Jun-06 0.000% Loans in REO 8 Jul-06 0.000% Original Principal Balance 1,762,140.00 Aug-06 0.083% Current Actual Balance 1,762,139.70 Sep-06 0.084% Oct-06 0.085% Nov-06 0.418% Dec-06 0.887% Jan-07 1.228% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~Number~~II-NC 12 Month REO ~~Date~~History* ~~State~~New ~~Origination~~REO Loans Month REO Percentage Loans in REO 1 Feb-06 0.000% Original Principal Balance No419,930.00 Mar-06 0.000% Current Actual Balance 418,283.75 Apr-06 0.000% May-06 0.000% Current REO Total Jun-06 0.000% Loans ~~this~~in ~~Period~~REO 1 Jul-06 0.000% Original Principal Balance 419,930.00 Aug-06 0.000% Current Actual Balance 418,283.75 Sep-06 0.000% Oct-06 0.000% Nov-06 0.000% Dec-06 0.000% Jan-07 0.409% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~(continued)~~Month ~~Current~~Loan ~~Paid~~First ~~Current~~Original ~~Approximate~~ Loan ~~Actual~~Entered ToPayment ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Principal Group Number ~~Balance~~REO Date ~~Delinquent~~State ~~Rate~~Origination ~~Interest~~Balance NoGroup ~~REO~~II-C ~~Loans~~0000831585 ~~this~~Aug-2006 ~~Period~~01-Nov-2005 NC 80.00 128,000.00 Group II-C 0000983107 Dec-2006 01-Nov-2005 VA 70.00 182,000.00 Group II-C 0000988954 Jan-2007 01-Nov-2005 TN 80.00 88,640.00 Group II-C 0001018105 Nov-2006 01-Nov-2005 MI 80.00 196,000.00 Group II-C 0001024017 Jan-2007 01-Dec-2005 DC 70.00 374,500.00 Group II-C 0001024447 Dec-2006 01-Dec-2005 WV 80.00 92,000.00 Group II-C 0001027781 Dec-2006 01-Dec-2005 MD 90.00 405,000.00 Group II-C 0001038283 Nov-2006 01-Dec-2005 NV 80.00 296,000.00 Group II-NC 0001011898 Jan-2007 01-Dec-2005 VA 70.00 419,930.00

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month Foreclosure Percentage Loans~~ in ~~Foreclosure~~REO 0during ~~Jul-05~~Current ~~0.000%~~Period ~~Original~~(continued) ~~Principal~~Current ~~Balance~~Paid ~~0.00~~Current ~~Aug-05~~Approximate ~~0.000%~~Loan ~~Current~~ Actual ~~Balance~~To ~~0.00~~Months ~~Sep-05~~Loan ~~0.000%~~Delinquent ~~Oct-05~~Group ~~0.000%~~Number ~~Current~~Balance ~~Foreclosure~~Date ~~Total~~Delinquent ~~Nov-05~~Rate ~~0.000%~~Interest ~~Loans~~Group ~~in Foreclosure 0 Dec~~II-05C ~~0.000%~~0000831585 ~~Original Principal Balance 0.00 Jan-06 0.~~128,000~~% Current Actual Balance 0~~.00 01-Feb-062006 ~~0.000%~~9 ~~Mar-06 0~~7.~~000~~750% ~~Apr-06 0~~7,365.~~000%~~40 ~~May~~Group II-06C 0.0000983107 182,000%.00 01-Jun-062006 05 7.~~000~~375% *The text reported in the above table is presented graphically on the monthly bond remittance report7,431.62 ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~ Group ~~I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul~~II-05C ~~0.000%~~0000988954 ~~Original Principal Balance 0~~88,639.0070 ~~Aug~~01-~~05 0.000% Current Actual Balance 0.00 Sep~~Jun-052006 ~~0.000%~~5 ~~Oct-05 0~~7.~~000~~875% ~~Current Foreclosure Total Nov-05 0~~3,634.~~000%~~96 ~~Loans~~Group ~~in Foreclosure 0 Dec~~II-05C ~~0.000%~~0001018105 ~~Original Principal Balance 0.00 Jan-06 0.~~196,000~~% Current Actual Balance 0~~.00 ~~Feb~~01-~~06 0.000% Mar-06 0.000% Apr-06 0.000%~~ May-062006 ~~0.000%~~6 ~~Jun-06 0~~7.~~000~~875% *The text reported in the above table is presented graphically on the monthly bond remittance report9,185.84 ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~ Group II-C 120001024017 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-05 0~~374,500.~~000% Original Principal Balance 0.~~00 ~~Aug~~01-~~05 0.000% Current Actual Balance 0.00 Sep~~Jul-052006 ~~0.000%~~4 ~~Oct-05 0~~6.~~000~~875% ~~Current Foreclosure Total Nov-05 0~~12,171.~~000%~~24 ~~Loans~~Group ~~in Foreclosure 0 Dec~~II-05C ~~0.000%~~0001024447 ~~Original Principal Balance 0.00 Jan-06 0.~~92,000~~% Current Actual Balance 0~~.00 ~~Feb~~01-~~06 0.000% Mar-06 0.000% Apr-06 0.000%~~ May-062006 ~~0.000%~~6 ~~Jun-06 0~~7.~~000~~875% *The text reported in the above table is presented graphically on the monthly bond remittance report4,311.76 ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~ Group II-NCC 120001027781 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-05 0.~~405,000~~% Original Principal Balance 0~~.00 ~~Aug~~01-~~05 0.000% Current Actual Balance 0.00 Sep~~Apr-052006 ~~0.000%~~7 ~~Oct-05 0~~7.~~000~~875% ~~Current Foreclosure Total Nov-05 0~~22,781.~~000%~~25 ~~Loans~~Group ~~in Foreclosure 0 Dec~~II-05C ~~0.000%~~0001038283 ~~Original Principal Balance 0.00 Jan-06 0.~~296,000~~% Current Actual Balance 0~~.00 ~~Feb~~01-~~06 0.000%~~ Mar-062006 08 6.~~000~~500% ~~Apr-06 0~~15,108.~~000%~~30 ~~May~~Group II-06NC 00001011898 418,283.~~000%~~75 ~~Jun~~01-06Jul-2006 04 7.~~000~~875% *The text reported in the above table is presented graphically on the monthly bond remittance report15,947. ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~10

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Loan~~History* ~~Detail~~New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Feb-06 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 405,000.00 Mar-06 0.000% Current Actual Balance 405,000.00 Apr-06 0.000% May-06 0.000% Current Foreclosure Total Jun-06 0.000% Loans in Foreclosure ~~during~~23 Jul-06 0.017% Original Principal Balance 11,236,315.00 Aug-06 0.073% Current ~~Period~~Actual Balance 11,342,772.38 Sep-06 0.137% Oct-06 0.145% Nov-06 0.491% Dec-06 0.775% Jan-07 0.695% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month ~~Loan~~Foreclosure ~~First~~History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Feb-06 0.000% Original ~~Loan~~Principal ~~Entered~~Balance ~~Payment~~405,000.00 ~~LTV~~Mar-06 0.000% Current Actual Balance 405,000.00 Apr-06 0.000% May-06 0.000% Current Foreclosure Total Jun-06 0.000% Loans in Foreclosure 14 Jul-06 0.000% Original Principal Balance 8,843,360.00 Aug-06 0.029% Current Actual Balance 8,951,521.84 Sep-06 0.030% Oct-06 0.033% Nov-06 0.388% Dec-06 0.655% Jan-07 0.646% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-C 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage 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% Current Foreclosure Total Jun-06 0.000% Loans in Foreclosure 7 Jul-06 0.205% Original Principal Balance 1,293,305.00 Aug-06 0.083% Current Actual Balance 1,291,690.45 Sep-06 0.839% Oct-06 0.891% Nov-06 1.093% Dec-06 1.462% Jan-07 0.900% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~Number~~II-NC FC12 ~~Date~~Month ~~State~~Foreclosure ~~Origination~~History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Feb-06 0.000% Original Principal Balance No0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Current Foreclosure Total Jun-06 0.000% Loans ~~this~~in ~~Period~~Foreclosure 2 Jul-06 0.000% Original Principal Balance 1,099,650.00 Aug-06 0.666% Current Actual Balance 1,099,560.09 Sep-06 0.672% Oct-06 0.699% Nov-06 1.114% Dec-06 1.476% Jan-07 1.076% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period ~~(continued)~~Month ~~Current~~Loan ~~Paid~~First ~~Current~~Original ~~Approximate~~ Loan ~~Actual~~Entered ToPayment ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Principal Group Number ~~Balance~~FC Date ~~Delinquent~~State ~~Rate~~Origination ~~Interest~~Balance NoGroup ~~Foreclosure~~I ~~Loans~~0000975604 ~~this~~Dec-2006 ~~Period~~01-Dec-2005 FL 75.00 198,750.00 Group I 0001004702 Dec-2006 01-Nov-2005 FL 80.00 880,000.00 Group I 0001034909 Nov-2006 01-Dec-2005 FL 90.00 628,200.00 Group I 0001035994 Nov-2006 01-Dec-2005 CA 79.37 1,500,000.00 Group I 0001036469 Dec-2006 01-Dec-2005 FL 90.00 607,410.00 Group I 0001039286 Jan-2007 01-Feb-2006 NY 90.00 405,000.00 Group I 0001044754 Dec-2006 01-Dec-2005 IL 75.00 156,000.00 Group I 0001087942 Nov-2006 01-Jan-2006 IL 63.83 1,500,000.00 Group I 0001096979 Dec-2006 01-Feb-2006 NC 75.00 69,000.00 Group I 0001105791 Dec-2006 01-Feb-2006 CA 80.00 424,000.00 Group I 0001106957 Dec-2006 01-Feb-2006 CA 87.50 490,000.00 Group I 0001109649 Dec-2006 01-Feb-2006 FL 80.00 600,000.00 Group I 0001112566 Dec-2006 01-Feb-2006 MA 70.00 910,000.00 Group I 0001114925 Nov-2006 01-Feb-2006 CA 100.00 475,000.00 Group II-C 0000902528 Nov-2006 01-Nov-2005 OH 75.00 41,325.00 Group II-C 0000920826 Nov-2006 01-Dec-2005 OH 83.75 127,300.00 Group II-C 0000993417 Dec-2006 01-Dec-2005 CT 80.00 194,680.00 Group II-C 0001001118 Dec-2006 01-Dec-2005 FL 90.00 297,000.00 Group II-C 0001013047 Nov-2006 01-Dec-2005 OH 90.00 130,500.00 Group II-C 0001014731 Dec-2006 01-Nov-2005 CA 70.00 150,500.00 Group II-C 0001026281 Sep-2006 01-Dec-2005 CO 80.00 352,000.00 Group II-NC 0001001431 Aug-2006 01-Dec-2005 FL 80.00 740,000.00 Group II-NC 0001023084 Dec-2006 01-Dec-2005 VA 76.93 359,650.00

~~Summary~~Foreclosure 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans ~~Month Bankruptcy Percentage Loans~~ in ~~Bankruptcy~~Foreclosure 0during ~~Jul-05~~Current ~~0.000%~~Period ~~Original~~(continued) ~~Principal~~Current ~~Balance~~Paid ~~0.00~~Current ~~Aug-05~~Approximate ~~0.000%~~Loan ~~Current~~ Actual ~~Balance~~To ~~0.00~~Months ~~Sep-05~~Loan ~~0.000%~~Delinquent ~~Oct-05~~Group ~~0.000%~~Number ~~Current~~Balance ~~Bankruptcy~~Date ~~Total~~Delinquent ~~Nov-05~~Rate ~~0.000%~~Interest ~~Loans~~Group inI ~~Bankruptcy~~0000975604 0202,718.38 ~~Dec~~01-05Aug-2006 03 8.~~000~~177% ~~Original~~6,084.54 ~~Principal~~Group ~~Balance~~I 00001004702 892,096.0049 ~~Jan~~01-06Jun-2006 05 8.~~000~~277% ~~Current~~38,091.41 ~~Actual~~Group ~~Balance~~I 00001034909 639,699.0017 ~~Feb~~01-06Jul-2006 04 8.~~000~~452% ~~Mar-06 0~~25,701.~~000%~~23 ~~Apr-06~~Group ~~0.000%~~I ~~May-06~~0001035994 01,522,170.~~000%~~36 01-Jun-062006 05 7.~~000~~502% *The58,132.20 ~~text~~Group ~~reported~~I in0001036469 ~~the~~617,500.16 ~~above~~01-Aug-2006 ~~table~~3 is7.687% ~~presented~~18,790.12 ~~graphically~~Group onI ~~the~~0001039286 ~~monthly~~405,000.00 ~~bond~~01-Sep-2006 ~~remittance~~2 ~~report~~7.197% ~~The~~9,042.32 ~~monthly~~Group ~~bond~~I ~~remittance~~0001044754 ~~report~~155,689.32 ~~can~~01-Jul-2006 be4 ~~viewed~~8.677% ~~online at www~~5,963.~~ctslink.com.~~20 Group I 120001087942 ~~Month~~1,512,049.40 ~~Bankruptcy~~01-Jun-2006 History*5 ~~New~~7.427% ~~Bankruptcy~~61,123.83 ~~Loans~~Group ~~Month~~I ~~Bankruptcy~~0001096979 ~~Percentage~~69,521.17 ~~Loans in Bankruptcy 0~~ 01-Jul-052006 04 7.~~000~~827% ~~Original~~2,358.25 ~~Principal~~Group ~~Balance~~I 00001105791 430,568.0055 01-Aug-052006 03 8.~~000~~277% ~~Current Actual Balance 0~~13,332.0038 ~~Sep-05~~Group ~~0.000%~~I ~~Oct-05~~0001106957 0499,363.~~000%~~34 ~~Current Bankruptcy Total Nov~~01-05Aug-2006 03 8.~~000~~027% ~~Loans in Bankruptcy 0 Dec-05 0~~15,938.~~000%~~93 ~~Original~~Group ~~Principal~~I ~~Balance~~0001109649 0607,155.00 ~~Jan~~01-06Aug-2006 03 7.~~000~~577% ~~Current Actual Balance 0~~16,996.0037 ~~Feb-06~~Group ~~0.000%~~I ~~Mar-06~~0001112566 0917,908.~~000%~~29 ~~Apr~~01-~~06 0.000% May~~Jun-062006 05 7.~~000~~147% ~~Jun-06 0~~35,644.~~000%~~04 *TheGroup ~~text~~I ~~reported~~0001114925 in480,082.21 ~~the~~01-Jul-2006 ~~above~~4 ~~table is presented graphically on the monthly bond remittance report~~8.617% ~~The monthly bond remittance report can be viewed online at www~~19,650.~~ctslink.com.~~62 Group II-C 120000902528 ~~Month~~40,997.51 ~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0~~ 01-Jul-052006 04 6.~~000~~750% ~~Original Principal Balance 0~~1,303.0080 ~~Aug~~Group II-05C ~~0.000%~~0000920826 ~~Current Actual Balance 0~~127,300.00 ~~Sep~~01-~~05 0.000% Oct~~Jan-052006 010 6.~~000~~500% ~~Current Bankruptcy Total Nov-05 0~~6,497.~~000%~~60 ~~Loans~~Group ~~in Bankruptcy 0 Dec~~II-05C ~~0.000%~~0000993417 ~~Original Principal Balance 0~~193,410.0095 ~~Jan~~01-06Aug-2006 03 7.~~000~~750% ~~Current Actual Balance 0~~5,556.0016 ~~Feb-06~~Group ~~0.000% Mar~~II-06C ~~0.000%~~0001001118 ~~Apr-06 0~~296,982.~~000%~~00 ~~May~~01-~~06 0.000% Jun~~Aug-062006 03 7.~~000~~875% *The text reported in the above table is presented graphically on the monthly bond remittance report9,280.65 ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~ Group II-NCC 120001013047 ~~Month~~130,499.99 ~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0~~ 01-Jul-052006 04 5.~~000~~875% ~~Original Principal Balance 0~~3,588.0078 ~~Aug~~Group II-05C ~~0.000%~~0001014731 ~~Current Actual Balance 0~~150,500.00 ~~Sep~~01-~~05 0.000% Oct~~Aug-052006 03 6.~~000~~250% ~~Current Bankruptcy Total Nov-05 0~~3,684.~~000%~~10 ~~Loans~~Group ~~in Bankruptcy 0 Dec~~II-05C ~~0.000%~~0001026281 ~~Original Principal Balance 0~~352,000.00 ~~Jan~~01-06Apr-2006 07 6.~~000~~250% ~~Current~~15,509.97 ~~Actual~~Group ~~Balance~~II-NC 00001001431 740,000.00 ~~Feb~~01-~~06 0.000%~~ Mar-062006 08 7.~~000~~875% ~~Apr-06 0~~44,122.~~000%~~50 ~~May~~Group II-06NC 00001023084 359,560.~~000%~~09 ~~Jun~~01-06Aug-2006 03 6.000% *The text reported in the above table is presented graphically on the monthly bond remittance report8,427. ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~20

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Feb-06 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 576,400.00 Mar-06 0.000% Current Actual Balance 577,559.10 Apr-06 0.000% May-06 0.000% Current Bankruptcy Total Jun-06 0.000% Loans in Bankruptcy ~~during~~7 Jul-06 0.000% Original Principal Balance 1,328,988.00 Aug-06 0.000% Current ~~Period~~Actual Balance 1,344,645.76 Sep-06 0.061% Oct-06 0.024% Nov-06 0.051% Dec-06 0.045% Jan-07 0.082% *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 ~~Loan~~I 12 Month ~~Loan~~Bankruptcy ~~First~~History* ~~State~~New ~~LTV~~Bankruptcy atLoans Month Bankruptcy Percentage Loans in Bankruptcy 1 Feb-06 0.000% Original ~~Number~~Principal ~~Entered~~Balance ~~Payment~~190,400.00 ~~Origination~~Mar-06 0.000% Current Actual Balance 191,559.12 Apr-06 0.000% May-06 0.000% Current Bankruptcy Total Jun-06 0.000% Loans in Bankruptcy 4 Jul-06 0.000% Original Principal Balance 888,038.00 Aug-06 0.000% Current Actual Balance 903,695.78 Sep-06 0.071% Oct-06 0.020% Nov-06 0.029% Dec-06 0.049% Jan-07 0.065% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-C 12 Month Bankruptcy ~~Date~~History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Feb-06 0.000% Original Principal Balance No386,000.00 Mar-06 0.000% Current Actual Balance 385,999.98 Apr-06 0.000% May-06 0.000% Current Bankruptcy Total Jun-06 0.000% Loans in Bankruptcy 3 Jul-06 0.000% Original Principal Balance 440,950.00 Aug-06 0.000% Current Actual Balance 440,949.98 Sep-06 0.000% Oct-06 0.085% Nov-06 0.310% Dec-06 0.038% Jan-07 0.307% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-NC - No Bankruptcy Information to report this ~~Period~~period.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period ~~(continued)~~ Group Loan ~~Current~~Month ~~Paid~~Loan ToFirst ~~Months~~State ~~Current~~LTV ~~Approximate~~at Original Number ~~Actual~~Entered ~~Date~~Payment ~~Delinquent~~Origination ~~Loan~~Principal ~~Rate~~Bankruptcy ~~Delinquent~~Date Balance ~~Interest~~Group NoI ~~Bankruptcy~~0000918858 ~~Loans~~Jan-2007 ~~this~~01-Dec-2005 ~~Period~~PA 80.00 190,400.00 Group I 0001036250 Dec-2006 01-Jan-2006 VA 95.00 274,638.00 Group I 0001037457 Sep-2006 01-Dec-2005 VA 80.00 300,000.00 Group I 0001081071 Nov-2006 01-Feb-2006 IL 89.13 123,000.00 Group II-C 0000985155 Jan-2007 01-Nov-2005 NJ 70.00 154,000.00 Group II-C 0000993119 Nov-2006 01-Dec-2005 MI 70.00 54,950.00 Group II-C 0001024559 Jan-2007 01-Dec-2005 VA 80.00 232,000.00

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-~~2005~~ ~~N/A~~No ~~N/A~~Realized Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss ~~Severity~~Information ~~Approximation~~to Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~graphically on the monthly bond remittance report~~period. ~~The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com.~~ Group I MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-~~2005~~ ~~N/A~~No ~~N/A~~Realized Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss ~~Severity~~Information ~~Approximation~~to Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~graphically on the monthly bond remittance report~~period. ~~The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com.~~ Group II-C MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-~~2005~~ ~~N/A~~No ~~N/A~~Realized Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss ~~Severity~~Information ~~Approximation~~to Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~graphically on the monthly bond remittance report~~period. ~~The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com.~~ Group II-NC MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-~~2005~~ ~~N/A~~No ~~N/A~~Realized Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss ~~Severity~~Information ~~Approximation~~to Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~graphically on the monthly bond remittance report~~period. ~~The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com.~~ Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans). Includes losses on loans liquidating in the current period only.

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 90118 3954,~~958~~289,~~608~~425.0050 3954,~~975~~298,~~998~~382.6369 0 0.00 0.00 Group II-C 812 12,~~524~~914,~~700~~812.00 12,~~506~~911,~~095~~161.8538 0 0.00 0.00 Group II-NC 1 ~~527~~675,~~900~~000.00 ~~527~~675,~~899~~000.9800 0 0.00 0.00 Total 99131 4257,~~011~~879,~~208~~237.0050 4257,~~009~~884,~~994~~544.4607 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 I 0 0.00 0.00 0 0.00 0.00 1,~~243~~526,~~446~~429.4721 Group II-C 0 0.00 0.00 0 0.00 0.00 4317,~~149~~408.1159 Group II-NC 0 0.00 0.00 0 0.00 0.00 128,~~707~~801.0888 Total 0 0.00 0.00 0 0.00 0.00 1,~~299~~552,~~302~~639.6668

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0000838790~~0000679763 ILDE 8094.99 01-Jan-2006 212,900.00 219,089.82 Group I 0000812023 VA 70.00 01-Feb-2006 ~~436~~3,500,000.00 ~~435~~3,~~214~~583,088.0250 Group I ~~0000902022~~0000850168 ILCA 80.00 01-Nov-2005 ~~142~~307,~~400~~120.00 ~~142~~320,~~959~~038.5620 Group I ~~0000934103~~0000963671 ILCA 8480.6900 01-~~Jan~~Dec-~~2006~~2005 ~~542~~270,~~000~~400.00 ~~540~~265,~~454~~469.4672 Group I ~~0000967881~~0000964109 CA 8075.00 01-~~Jan~~Dec-~~2006~~2005 ~~558~~337,~~320~~500.00 ~~562~~350,~~223~~252.4622 Group I ~~0000980166~~0000966414 COMA 80.00 01-Nov-2005 ~~224~~1,196,000.00 ~~225~~1,~~999~~232,944.4533 Group I ~~0000980428~~0000968683 NCCA 7275.0600 01-Nov-2005 498,750.00 511,144.18 Group I 0000971687 GA 64.94 01-Dec-2005 2,~~450~~000,000.00 2,~~476~~048,~~389~~072.1886 Group I ~~0000982760~~0000979240 OKCA 3951.9381 01-~~Nov~~Dec-2005 ~~599~~215,000.00 ~~596~~221,~~478~~809.1237 Group I ~~0000988086~~0000979405 MDAZ 80.00 01-Dec-2005 1,312,550.00 1,355,584.24 Group I 0000979406 CA 80.00 01-Nov-2005 ~~228~~312,000.00 ~~230~~325,~~058~~818.5532 Group I ~~0000991245~~0000981267 MDRI 83.74 01-Nov-2005 206,000.00 213,054.47 Group I 0000983046 NJ 80.00 01-Jan-2006 464,000.00 475,028.36 Group I 0000983913 IL 65.71 01-Dec-2005 ~~368~~230,~~800~~000.00 ~~373~~235,~~113~~716.1959 Group I ~~0000993014~~0000984069 OHMO 9080.00 01-~~Dec~~Nov-2005 ~~233~~98,~~903~~400.00 ~~232~~101,~~359~~813.9164 Group I ~~0000995820~~0000994709 MAFL 7375.3500 01-~~Dec~~Nov-2005 1210,~~833~~000.00 218,~~643~~611.46 Group I 0000997024 NJ 90.00 101-Jan-2006 282,~~849~~600.00 287,~~261~~178.6627 Group I ~~0001003142~~0000998540 CAMO 80.00 01-~~Dec~~Nov-2005 ~~682~~132,~~226~~000.00 ~~677~~136,~~558~~579.9540 Group I ~~0001004911~~0000998917 CA 4175.1000 01-~~Dec~~Nov-2005 ~~150~~506,~~000~~250.00 ~~151~~527,~~658~~544.7107 Group I ~~0001010535~~0001001515 CAGA 7865.7900 01-~~Dec~~Nov-2005 ~~650~~422,~~000~~500.00 ~~653~~430,~~340~~438.5573 Group I ~~0001012198~~0001003983 NCIL ~~100~~62.0050 01-Jan-2006 ~~165~~750,000.00 ~~164~~774,~~969~~761.7672 Group I ~~0001014467~~0001004005 FLCA 7075.00 01-Dec-2005 ~~127~~525,~~400~~000.00 ~~128~~550,~~780~~139.3854 Group I ~~0001015485~~0001005109 NCCA 8070.00 01-~~Dec~~Nov-2005 ~~249~~1,~~468~~435,000.00 ~~249~~1,~~949~~483,193.7189 Group I ~~0001016199~~0001006810 WIGA ~~100~~80.00 01-Nov-2005 168,000.00 169,445.30 Group I 0001007226 AZ 67.59 01-Dec-2005 ~~300~~98,000.00 ~~299~~97,~~999~~974.9907 Group I ~~0001017787~~0001008075 OHPA 80100.00 01-Dec-2005 ~~364~~355,000.00 ~~363~~366,~~999~~425.9947 Group I ~~0001018838~~0001009209 MACA 7780.7600 01-Dec-2005 ~~423~~488,~~800~~000.00 ~~420~~505,~~515~~021.92 Group I ~~0001019846~~0001010387 ILOR 70100.2200 01-Dec-2005 ~~484~~372,500.00 ~~484~~383,~~985~~850.3509 Group I ~~0001020309~~0001010425 PACA 80.00 01-Nov-2005 460,000.00 471,818.66 Group I 0001011288 CA 79.05 01-Dec-2005 ~~178~~585,~~400~~000.00 ~~180~~600,~~446~~357.3592 Group I ~~0001021393~~0001013304 CA 8090.00 01-Dec-2005 ~~544~~324,000.00 ~~550~~340,~~039~~225.5529 Group I ~~0001021568~~0001014135 ILUT 72100.3400 01-Dec-2005 500,000.00 512,222.39 Group I 0001018390 MA 79.25 01-Jan-2006 ~~340~~368,~~000~~500.00 ~~339~~368,~~767~~498.1383 Group I ~~0001021774~~0001020029 ORCA 8774.3876 01-Dec-2005 ~~138~~157,~~500~~000.00 ~~139~~160,~~891~~755.2025 Group I ~~0001023418~~0001020918 CA 7554.0955 01-Dec-2005 ~~413~~600,000.00 ~~416~~614,~~833~~591.0782 Group I ~~0001027520~~0001024413 FLVA 7574.0098 01-Dec-2005 ~~232~~235,~~500~~000.00 ~~234~~244,~~834~~112.9624 Group I ~~0001027642~~0001025656 MAIL 8090.00 01-Dec-2005 ~~444~~378,000.00 ~~441~~388,~~588~~997.5997 Group I ~~0001028745~~0001027882 CA 80.00 01-Dec-2005 ~~560~~351,~~000~~960.00 ~~568~~356,~~548~~399.8143 Group I ~~0001034611~~0001030212 AZFL 6669.5244 01-Dec-2005 ~~382~~250,~~500~~000.00 ~~384~~261,~~495~~975.2165 Group I ~~0001034983~~0001030283 ILMD 8090.00 01-Dec-2005 ~~544~~341,~~400~~910.00 ~~544~~352,~~399~~733.9848 Group I ~~0001037881~~0001030608 CAIL 4874.7091 01-Jan-2006 ~~375~~412,000.00 ~~377~~420,~~926~~267.6918 Group I ~~0001038051~~0001032301 ILNY 80.00 01-Feb-2006 346,400.00 351,737.00 Group I 0001037120 IL 79.34 01-Dec-2005 ~~304~~192,000.00 ~~306~~198,~~431~~222.2807 Group I ~~0001038343~~0001037591 CAFL 7595.00 01-Jan-2006 ~~225~~102,~~000~~600.00 ~~227~~100,~~928~~511.2102 Group I ~~0001040685~~0001039902 FLCA 9475.9900 01-Dec-2005 ~~123~~825,~~300~~000.00 ~~124~~834,~~763~~646.1154 Group I ~~0001041009~~0001040012 MI 4780.1100 01-~~Feb~~Dec-~~2006~~2005 ~~106~~184,~~008~~000.00 ~~106~~183,~~839~~643.4818 Group I ~~0001042336~~0001042840 VANJ 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~464~~217,~~000~~600.00 ~~469~~226,~~027~~183.5031 Group I ~~0001042937~~0001042982 ORCA 8470.9700 01-Jan-2006 ~~322~~430,~~000~~500.00 ~~323~~446,~~939~~779.0301 Group I ~~0001043104~~0001043649 NCWA 3980.3400 01-~~Dec~~Jan-~~2005~~2006 60200,000.00 60199,~~643~~999.90 Group I 0001044323 FL 85.00 01-Feb-2006 227,451.50 228,709.07 Group I ~~0001043461~~0001046145 CANJ 6090.9200 01-Feb-2006 ~~198~~269,~~000~~100.00 ~~199~~276,~~158~~380.9525 Group I ~~0001050433~~0001046233 ILMA 8088.0066 01-Jan-2006 ~~120~~344,000.00 ~~120~~343,~~014~~098.7737 Group I ~~0001050480~~0001046573 FLIL ~~100~~89.0099 01-~~Dec~~Jan-~~2005~~2006 ~~276~~92,~~990~~600.00 ~~280~~91,~~261~~359.9759 Group I ~~0001050654~~0001046969 CAMA 7180.4300 01-~~Feb~~Jan-2006 ~~500~~144,000.00 ~~503~~147,~~448~~886.8204 Group I ~~0001050829~~0001047864 FL 8090.00 01-Jan-2006 ~~556~~431,~~000~~100.00 ~~563~~446,~~026~~796.9724 Group I ~~0001053453~~0001048934 CANY 6276.5036 01-~~Feb~~Jan-2006 ~~500~~420,000.00 ~~498~~430,~~763~~465.0894 Group I ~~0001056971~~0001049562 CA 7030.0618 01-~~Jan~~Dec-~~2006~~2005 ~~110~~335,000.00 ~~109~~333,~~191~~166.3146 Group I ~~0001057648~~0001050516 CA 72.54 01-Dec-2005 605,000.00 597,195.79 Group I 0001051595 FL 100.7800 01-~~Feb~~Jan-2006 ~~718~~460,000.00 ~~716,223~~0.8000 Group I ~~0001059349~~0001053023 OHNY 72100.2200 01-Jan-2006 ~~260~~390,000.00 ~~240~~386,~~364~~478.2898 Group I ~~0001059361~~0001054539 MICA 9569.84 01-Dec-2005 1,100,000.00 1,132,008.14 Group I 0001055218 MD 80.00 01-Jan-2006 ~~108~~516,~~300~~000.00 ~~108~~516,~~431~~000.8600 Group I ~~0001060419~~0001057821 CANJ 80.00 01-Feb-2006 ~~392~~384,000.00 ~~391~~384,~~030~~976.3023 Group I ~~0001062124~~0001058904 AZHI 75.00 01-~~Dec~~Jan-~~2005~~2006 ~~431~~581,250.00 ~~438~~198,~~696~~046.9146 Group I ~~0001066892~~0001059248 FLCA 80.00 01-Jan-2006 ~~280~~312,000.00 ~~280~~322,~~935~~304.6529 Group I ~~0001071577~~0001060026 ORIL 80.00 01-Jan-2006 90440,000.00 90446,~~000~~122.83 Group I 0001061446 PA 100.00 01-Feb-2006 169,900.00 172,283.16 Group I ~~0001072102~~0001062056 MACA 8070.00 01-Jan-2006 ~~204~~1,~~000~~749,034.00 ~~205~~1,~~238~~817,408.67 Group I 0001062238 MI 79.85 01-Jan-2006 164,500.00 162,251.92 Group I ~~0001073048~~0001063491 ILOR 80.00 01-Jan-2006 ~~388~~220,000.00 ~~387~~226,~~734~~569.3024 Group I ~~0001075152~~0001064338 CA 7280.4900 01-Feb-2006 ~~390~~540,000.00 ~~391~~553,~~074~~780.0842 Group I ~~0001076114~~0001064716 CAIL 7983.7856 01-Feb-2006 ~~355~~422,000.00 ~~358~~432,~~201~~884.4687 Group I ~~0001076772~~0001064846 TXCA 7580.00 01-Jan-2006 ~~138~~284,~~750~~000.00 ~~138~~286,~~749~~332.9915 Group I ~~0001079078~~0001068495 NYCT 7435.0463 01-Feb-2006 ~~962~~570,~~500~~000.00 ~~969~~572,~~095~~831.3042 Group I ~~0001082230~~0001069444 NJMI 6676.6320 01-~~Feb~~Jan-2006 ~~575~~970,000.00 ~~579~~956,~~313~~743.9881 Group I ~~0001082361~~0001069449 CACO 80.00 01-Feb-2006 ~~172~~340,~~000~~800.00 ~~173~~340,~~058~~800.9700 Group I ~~0001084025~~0001069508 FLNC ~~100~~80.00 01-Feb-2006 ~~304~~224,~~600~~000.00 ~~303~~223,~~898~~190.7599 Group I ~~0001086003~~0001073005 MOIL 6879.9298 01-Jan-2006 ~~275~~822,000.00 ~~277~~807,~~209~~107.0699 Group I ~~0001086627~~0001073186 FLMA 80.00 01-Jan-2006 ~~680~~620,000.00 ~~688~~621,~~511~~593.4085 Group I ~~0001086909~~0001073492 ILNJ 7880.9000 01-Feb-2006 ~~243~~180,000.00 ~~243~~186,~~265~~547.4693 Group I ~~0001087032~~0001074764 OR 80.00 01-Jan-2006 128,000.00 132,285.30 Group I 0001075752 CA 6567.7357 01-Feb-2006 ~~525~~1,~~800~~000,000.00 ~~520~~1,~~109~~035,146.7466 Group I ~~0001087765~~0001077610 AZMA 9013.0070 01-Feb-2006 ~~238~~685,~~410~~000.00 ~~237~~687,~~585~~715.8963 Group I ~~0001090773~~0001077899 CAOH 7080.00 01-~~Feb~~Jan-2006 1148,~~680~~000.00 148,562.71 Group I 0001078515 AZ 20.37 01-Jan-2006 110,000.00 1113,~~681~~327.25 Group I 0001080045 HI 57.96 01-Jan-2006 455,~~057~~000.3300 461,901.44 Group I ~~0001090961~~0001080104 CA 6978.2736 01-Feb-2006 1286,~~420,~~000.00 1292,~~421,551~~354.4176 Group I ~~0001091267~~0001080755 MDFL 80.00 01-Feb-2006 ~~165~~440,~~600~~000.00 ~~166~~443,~~825~~535.8588 Group I ~~0001091603~~0001082609 ILCA 4373.1067 01-Feb-2006 ~~275~~512,000.00 ~~272~~507,~~023~~827.9514 Group I ~~0001092585~~0001083180 CA 7867.9265 01-Feb-2006 ~~880~~345,000.00 ~~872~~353,~~342~~732.1239 Group I ~~0001093239~~0001083215 ILMD 8880.2800 01-Feb-2006 ~~384~~380,000.00 ~~383~~376,~~019~~902.3199 Group I ~~0001095286~~0001083255 AZFL 6889.2698 01-Feb-2006 ~~400~~178,~~000~~350.00 ~~397~~181,~~509~~607.4358 Group I ~~0001095433~~0001083708 ILCT 7280.5200 01-Feb-2006 ~~388~~420,000.00 ~~387~~432,~~040~~489.1954 Group I ~~0001095543~~0001083761 CA 74.0794 01-Feb-2006 ~~500~~622,000.00 ~~500~~633,~~546~~119.2782 Group I ~~0001095968~~0001084306 CAFL 6858.5903 01-Feb-2006 ~~452~~177,~~700~~000.00 ~~451~~182,~~580~~029.1297 Group I ~~0001095983~~0001084339 CAIL 4373.7930 01-Feb-2006 ~~372~~162,~~200~~000.00 ~~371~~161,~~279~~090.2544 Group I ~~0001097599~~0001086200 MIID 6176.0036 01-~~Feb~~Jan-2006 1126,~~220~~000.00 128,485.29 Group I 0001086735 CA 54.92 01-Jan-2006 335,000.00 1341,~~226~~721.04 Group I 0001086740 OR 80.00 01-Feb-2006 156,~~409~~000.9100 160,321.57 Group I ~~0001097649~~0001087779 ILNJ 4779.8001 01-Feb-2006 ~~435~~320,000.00 ~~433~~318,~~923~~739.89 Group I ~~0001098073~~0001089201 CA 74.29 01-Feb-2006 416,000.00 410,079.93 Group I 0001089590 NC 80.00 01-Feb-2006 ~~104~~680,000.00 ~~104~~682,~~590~~020.6420 Group I ~~0001098835~~0001090223 GAMD 7475.3800 01-Feb-2006 ~~595~~313,~~000~~500.00 ~~593~~322,~~528~~709.0922 Group I ~~0001098882~~0001091216 GAMD 5888.6544 01-Feb-2006 ~~997~~554,~~000~~500.00 ~~994~~553,~~533~~219.6254 Group I ~~0001099676~~0001092565 AZCO 7851.7328 01-Feb-2006 ~~248~~425,000.00 ~~249~~433,~~303~~834.0106 Group I ~~0001100721~~0001093618 ILNJ 7876.0061 01-Feb-2006 ~~390~~475,000.00 ~~389~~487,~~035~~931.2229 Group I ~~0001100931~~0001094331 ILNY 80.00 01-Feb-2006 ~~255~~372,~~440~~000.00 ~~254~~375,~~808~~851.1141 Group I ~~0001103249~~0001095005 CA 6267.5031 01-Feb-2006 1350,000.00 358,219.67 Group I 0001097154 OR 71.44 01-Feb-2006 267,900.00 267,358.30 Group I 0001100917 IL 68.18 01-Feb-2006 1,500,000.00 1,~~002~~487,~~085~~774.9493 Group I ~~0001110310~~0001102144 WACA 2065.7563 01-Feb-2006 ~~110~~525,000.00 ~~110~~540,~~677~~726.2758 Group I ~~0001111449~~0001104183 AZ 66.67 01-Feb-2006 300,000.00 299,679.23 Group I 0001106195 CA 4247.2917 01-Feb-2006 ~~480~~175,000.00 ~~480~~162,~~454~~725.6536 Group I ~~0001112068~~0001107049 FL 69.44 01-Feb-2006 200,000.00 203,153.58 Group I 0001107872 AZ 80.00 01-Feb-2006 948,000.00 972,452.33 Group I 0001109495 CA 4390.7500 01-Feb-2006 ~~245~~319,500.00 333,366.60 Group I 0001109983 CA 74.74 01-Feb-2006 639,000.00 ~~244~~633,~~396~~792.5008 Group I 0001113114 FL 92.55 01-Feb-2006 149,000.00 154,763.63 Group II-C ~~0000980648~~0000946205 CA 8044.64 01-Nov-2005 200,000.00 200,000.00 Group II-C 0000989027 VA 79.99 01-Dec-2005 ~~329~~354,~~200~~800.00 ~~329~~354,~~199~~799.9899 Group II-C ~~0000999123~~0000991370 ORIL 8590.00 01-~~Dec~~Nov-2005 ~~170~~211,~~000~~500.00 ~~168~~211,~~848~~499.7999 Group II-C ~~0001004280~~0001000715 SCMD 7870.4500 01-Dec-2005 ~~142~~192,~~000~~500.00 ~~141~~189,~~994~~435.5399 Group II-C ~~0001006061~~0001001195 FLCO 8070.00 01-Dec-2005 6888,~~800~~892.00 5188,~~203~~791.55 Group II-C 0001003671 CA 75.00 01-Nov-2005 300,000.00 299,999.99 Group II-C ~~0001017291~~0001006463 MINJ 80.00 01-Dec-2005 ~~135~~340,~~200~~000.00 ~~135~~339,~~200~~999.0099 Group II-C ~~0001019465~~0001012627 MD 9070.00 01-~~Dec~~Nov-2005 ~~270~~203,000.00 ~~270~~202,~~000~~521.14 Group II-C 0001016906 WA 80.00 01-Nov-2005 267,200.00 267,199.92 Group II-C ~~0001020016~~0001017967 CAID 7080.00 01-Dec-2005 ~~101~~131,~~500~~920.00 ~~101~~131,~~499~~905.9907 Group II-C ~~0001031402~~0001018251 AZCA 7080.00 01-Dec-2005 ~~308~~340,000.00 ~~308~~340,000.00 Group II-NCC ~~0001018441~~0001023043 CAIL 6974.41 01-Dec-2005 285,000.00 284,999.99 Group II-NC 0000999875 DC 75.00 01-Nov-2005 ~~527~~675,~~900~~000.00 ~~527~~675,~~899~~000.9800

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0000838790~~0000679763 Loan Paid in Full 0 7.~~111~~577% 360 412 Group I ~~0000902022~~0000812023 Loan Paid in Full 0 7.~~851~~827% 360 711 Group I ~~0000934103~~0000850168 Loan Paid in Full 0 67.~~511~~477% 480 14 Group I 0000963671 Loan Paid in Full (1) 7.027% 360 513 Group I ~~0000967881~~0000964109 Loan Paid in Full 0 7.~~011~~327% ~~360~~480 513 Group I ~~0000980166~~0000966414 Loan Paid in Full ~~(1)~~0 7.~~011~~587% 360 714 Group I ~~0000980428~~0000968683 Loan Paid in Full 0 67.~~986~~577% 360 614 Group I ~~0000982760~~0000971687 Loan Paid in Full 0 67.~~761~~477% 360 13 Group I 0000979240 Loan Paid in Full 0 7.677% 360 13 Group I ~~0000988086~~0000979405 Loan Paid in Full 0 67.~~411~~752% 360 13 Group I 0000979406 Loan Paid in Full 0 7.877% 480 14 Group I ~~0000991245~~0000981267 Loan Paid in Full 0 67.~~661~~297% 480 614 Group I ~~0000993014~~0000983046 Loan Paid in Full 0 7.~~231~~577% 360 612 Group I ~~0000995820~~0000983913 Loan Paid in Full 0 67.~~481~~297% 360 613 Group I ~~0001003142~~0000984069 Loan Paid in Full ~~(1)~~0 7.~~161~~977% 360 614 Group I ~~0001004911~~0000994709 Loan Paid in Full 0 8.277% 360 14 Group I 0000997024 Loan Paid in Full 0 7.~~461~~227% 360 612 Group I ~~0001010535~~0000998540 Loan Paid in Full 0 7.~~161~~977% 360 614 Group I ~~0001012198~~0000998917 Loan Paid in Full 10 7.~~508~~477% 480 14 Group I 0001001515 Loan Paid in Full 0 7.047% 360 514 Group I ~~0001014467~~0001003983 Loan Paid in Full 0 7.197% 480 12 Group I 0001004005 Loan Paid in Full (1) 8.377% 480 13 Group I 0001005109 Loan Paid in Full 0 7.~~011~~677% 360 614 Group I ~~0001015485~~0001006810 Loan Paid in Full 0 67.~~761~~427% 360 614 Group I ~~0001016199~~0001007226 Loan Paid in Full 0 7.~~751~~777% 360 613 Group I ~~0001017787~~0001008075 Loan Paid in Full ~~(1)~~0 68.~~411~~617% ~~360~~480 613 Group I ~~0001018838~~0001009209 Loan Paid in Full ~~(1)~~0 67.~~611~~327% ~~360~~480 613 Group I ~~0001019846~~0001010387 Loan Paid in Full 0 68.~~711~~467% 480 13 Group I 0001010425 Loan Paid in Full 0 7.227% 360 614 Group I ~~0001020309~~0001011288 Loan Paid in Full 0 7.~~461~~377% 360 613 Group I ~~0001021393~~0001013304 Loan Paid in Full ~~(1)~~0 68.~~511~~377% 480 613 Group I ~~0001021568~~0001014135 Loan Paid in Full ~~(1)~~0 68.~~711~~717% 360 513 Group I ~~0001021774~~0001018390 Loan Paid in Full 0 7.~~111~~197% 360 612 Group I ~~0001023418~~0001020029 Loan Paid in Full ~~(1)~~0 67.~~511~~027% 360 613 Group I ~~0001027520~~0001020918 Loan Paid in Full 0 67.~~661~~577% 480 13 Group I 0001024413 Loan Paid in Full 0 8.277% 360 613 Group I ~~0001027642~~0001025656 Loan Paid in Full ~~(1)~~0 67.~~611~~427% 360 613 Group I ~~0001028745~~0001027882 Loan Paid in Full 0 7.~~561~~877% 480 613 Group I ~~0001034611~~0001030212 Loan Paid in Full 0 8.277% 480 13 Group I 0001030283 Loan Paid in Full 0 7.477% 480 13 Group I 0001030608 Loan Paid in Full (1) 68.~~411~~137% 360 612 Group I ~~0001034983~~0001032301 Loan Paid in Full 0 67.~~611~~677% 360 611 Group I ~~0001037881~~0001037120 Loan Paid in Full 0 67.~~118~~297% 480 513 Group I ~~0001038051~~0001037591 Loan Paid in Full 0 78.~~011~~177% ~~360~~480 612 Group I ~~0001038343~~0001039902 Loan Paid in Full 0 7.~~261~~917% 480 513 Group I ~~0001040685~~0001040012 Loan Paid in Full 0 68.~~718~~277% 360 613 Group I ~~0001041009~~0001042840 Loan Paid in Full 0 7.~~561~~677% 480 412 Group I ~~0001042336~~0001042982 Loan Paid in Full 0 8.152% 480 12 Group I 0001043649 Loan Paid in Full 0 7.~~011~~527% 360 612 Group I ~~0001042937~~0001044323 Loan Paid in Full 0 67.~~986~~827% ~~360~~480 511 Group I ~~0001043104~~0001046145 Loan Paid in Full 0 67.~~778~~752% 360 611 Group I ~~0001043461~~0001046233 Loan Paid in Full 0 68.~~811~~197% ~~480~~360 412 Group I ~~0001050433~~0001046573 Loan Paid in Full 0 7.~~111~~627% 360 512 Group I ~~0001050480~~0001046969 Loan Paid in Full (1) 7.377% 360 12 Group I 0001047864 Loan Paid in Full 0 8.~~601~~277% 360 612 Group I ~~0001050654~~0001048934 Loan Paid in Full 0 7.~~011~~197% 360 412 Group I ~~0001050829~~0001049562 Loan Paid in Full ~~(1)~~0 67.~~711~~877% 480 513 Group I ~~0001053453~~0001050516 Loan Paid in Full ~~(1)~~0 68.~~711~~027% 360 413 Group I ~~0001056971~~0001051595 Loan Paid in Full ~~(1)~~8 48.~~950~~817% 360 5360 Group I ~~0001057648~~0001053023 Loan Paid in Full 0 68.~~711~~337% 360 412 Group I ~~0001059349~~0001054539 Loan Paid in Full ~~(1)~~0 7.~~461~~427% 360 513 Group I ~~0001059361~~0001055218 Loan Paid in Full 0 8.002% 360 12 Group I 0001057821 Loan Paid in Full 0 7.~~461~~527% 480 11 Group I 0001058904 Loan Paid in Full 0 7.127% 480 12 Group I 0001059248 Loan Paid in Full 0 7.677% 480 12 Group I 0001060026 Loan Paid in Full 0 7.677% 360 512 Group I ~~0001060419~~0001061446 Loan Paid in Full (1) 68.~~711~~467% 360 411 Group I ~~0001062124~~0001062056 Loan Paid in Full 0 7.~~321~~777% 480 612 Group I ~~0001066892~~0001062238 Loan Paid in Full ~~(1)~~0 68.~~611~~477% 360 512 Group I ~~0001071577~~0001063491 Loan Paid in Full 0 8.227% 480 12 Group I 0001064338 Loan Paid in Full 0 7.~~011~~477% ~~360~~480 511 Group I ~~0001072102~~0001064716 Loan Paid in Full 0 67.~~611~~427% 360 511 Group I ~~0001073048~~0001064846 Loan Paid in Full 0 67.~~711~~477% ~~360~~480 512 Group I ~~0001075152~~0001068495 Loan Paid in Full 0 67.~~611~~527% ~~360~~480 411 Group I ~~0001076114~~0001069444 Loan Paid in Full (1) 78.~~461~~477% 360 412 Group I ~~0001076772~~0001069449 Loan Paid in Full 0 7.~~261~~827% 360 511 Group I ~~0001079078~~0001069508 Loan Paid in Full 0 67.~~986~~227% 360 411 Group I ~~0001082230~~0001073005 Loan Paid in Full 0 7.~~011~~777% 360 412 Group I ~~0001082361~~0001073186 Loan Paid in Full 0 67.~~611~~197% 360 412 Group I ~~0001084025~~0001073492 Loan Paid in Full 0 67.~~411~~677% ~~360~~480 411 Group I ~~0001086003~~0001074764 Loan Paid in Full 0 68.~~611~~677% 360 512 Group I ~~0001086627~~0001075752 Loan Paid in Full 0 67.~~711~~527% 480 511 Group I ~~0001086909~~0001077610 Loan Paid in Full 0 67.~~811~~147% ~~480~~360 411 Group I ~~0001087032~~0001077899 Loan Paid in Full 0 67.~~711~~197% 360 412 Group I ~~0001087765~~0001078515 Loan Paid in Full 0 48.~~825~~177% ~~480~~360 412 Group I ~~0001090773~~0001080045 Loan Paid in Full 0(1) 7.~~061~~827% ~~480~~360 412 Group I ~~0001090961~~0001080104 Loan Paid in Full 0 67.~~811~~577% 480 411 Group I ~~0001091267~~0001080755 Loan Paid in Full (1) 78.~~161~~677% 360 411 Group I ~~0001091603~~0001082609 Loan Paid in Full 0 64.~~711~~950% ~~360~~480 411 Group I ~~0001092585~~0001083180 Loan Paid in Full (1) 68.~~711~~077% 360 411 Group I ~~0001093239~~0001083215 Loan Paid in Full 0 64.~~711~~950% ~~360~~480 411 Group I ~~0001095286~~0001083255 Loan Paid in Full 0 47.~~850~~427% 360 411 Group I ~~0001095433~~0001083708 Loan Paid in Full 0 6.~~711~~947% 480 11 Group I 0001083761 Loan Paid in Full 0 8.102% 360 411 Group I ~~0001095543~~0001084306 Loan Paid in Full 0 68.~~811~~177% ~~480~~360 411 Group I ~~0001095968~~0001084339 Loan Paid in Full 0 67.~~711~~197% 360 411 Group I ~~0001095983~~0001086200 Loan Paid in Full (1) 68.~~711~~277% 360 412 Group I ~~0001097599~~0001086735 Loan Paid in Full 0 67.~~761~~677% 480 12 Group I 0001086740 Loan Paid in Full 0 8.327% 360 411 Group I ~~0001097649~~0001087779 Loan Paid in Full 0 67.~~711~~577% 360 411 Group I ~~0001098073~~0001089201 Loan Paid in Full 0 5.200% 360 11 Group I 0001089590 Loan Paid in Full (21) 68.~~911~~077% 360 11 Group I 0001090223 Loan Paid in Full (1) 8.277% 360 11 Group I 0001091216 Loan Paid in Full 0 8.002% 480 411 Group I ~~0001098835~~0001092565 Loan Paid in Full 0 67.~~711~~377% 360 411 Group I ~~0001098882~~0001093618 Loan Paid in Full 0 67.~~711~~577% 360 411 Group I ~~0001099676~~0001094331 Loan Paid in Full 0 67.~~761~~227% 360 411 Group I ~~0001100721~~0001095005 Loan Paid in Full 0 7.427% 360 11 Group I 0001097154 Loan Paid in Full (1) 67.~~711~~427% 360 11 Group I 0001100917 Loan Paid in Full (1) 4.950% 480 11 Group I ~~0001100931~~0001102144 Loan Paid in Full (1) 8.077% 360 11 Group I 0001104183 Loan Paid in Full 0 67.~~711~~827% 360 411 Group I ~~0001103249~~0001106195 Loan Paid in Full 0 67.~~611~~927% 360 411 Group I ~~0001110310~~0001107049 Loan Paid in Full ~~(1)~~0 67.~~611~~627% 360 411 Group I ~~0001111449~~0001107872 Loan Paid in Full 0 67.~~811~~427% 360 11 Group I 0001109495 Loan Paid in Full 0 8.377% 480 11 Group I 0001109983 Loan Paid in Full (1) 4.950% 480 11 Group I ~~0001112068~~0001113114 Loan Paid in Full 0 68.~~561~~377% ~~360~~480 411 Group II-C ~~0000980648~~0000946205 Loan Paid in Full 0 5.625% 360 14 Group II-C 0000989027 Loan Paid in Full 0 6.125% 360 13 Group II-C ~~0000999123~~0000991370 Loan Paid in Full 0 6.625% 360 14 Group II-C 0001000715 Loan Paid in Full 0 7.875% 360 613 Group II-C ~~0001004280~~0001001195 Loan Paid in Full 0 5.~~000~~375% 360 613 Group II-C ~~0001006061~~0001003671 Loan Paid in Full ~~(3)~~0 76.~~000~~250% 360 14 Group II-C 0001006463 Loan Paid in Full 0 6.875% 360 13 Group II-C ~~0001017291~~0001012627 Loan Paid in Full 0 7.875% 360 614 Group II-C ~~0001019465~~0001016906 Loan Paid in Full 0 65.~~125~~875% 360 614 Group II-C ~~0001020016~~0001017967 Loan Paid in Full 0(1) 5.500% 360 13 Group II-C 0001018251 Loan Paid in Full 0 6.000% 360 13 Group II-C ~~0001031402~~0001023043 Loan Paid in Full 0 6.125% 360 613 Group II-NC ~~0001018441~~0000999875 Loan Paid in Full 0 6.~~500~~750% 360 714

~~Summary~~Prepayment ~~SMM~~Penalty ~~CPR~~Detail ~~PSA~~- ~~Current~~Prepayment ~~Month~~Penalty ~~2.230%~~Paid ~~Current~~during ~~Month 23.709%~~ Current ~~Month~~Period ~~2,213.164%~~Prepayment 3Prepayment ~~Month~~Summary ~~Average~~Loan ~~1.546%~~Prior 3Penalty ~~Month~~Penalty ~~Average~~Count ~~16.798%~~Balance 3Amount ~~Month~~Waived ~~Average~~Group ~~1,846.580%~~I 1234 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 7.473% N/A Apr-2006 110,~~117.718% N/A May-2006 19.210% N/A May-2006 2~~297,~~208~~936.~~856%~~74 ~~N/A Jun-2006 23.709% N/A Jun-2006 2~~170,~~213~~035.164% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 2.469% Current Month 25.920% Current Month 2,499.444% 3 Month Average 1.706% 3 Month Average 18~~.358%~~ ~~3 Month Average 2,102.702% 12 Month Average~~ 0.~~000%~~00 12Group ~~Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul~~II-~~2005~~C N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 8.454% N/A Apr-2006 1~~,331.827%~~ ~~N/A May-2006 20.699% N/A May-2006 2~~299,~~476~~999.~~834%~~99 ~~N/A Jun-2006 25.920% N/A Jun-2006 2~~7,499.~~444%~~97 N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-C SMM CPR PSA Current Month 0.~~978%~~00 Current Month 11.121% Current Month 871.458% 3 Month Average 0.849% 3 Month Average 9.562% 3 Month Average 848.850% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 1.977% N/A Apr-2006 225.741% N/A May-2006 15.587% N/A May-2006 1,449.353% N/A Jun-2006 11.121% N/A Jun-2006 871.458% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-NC ~~SMM CPR PSA Current Month~~ 0~~.471%~~ ~~Current Month 5.507% Current Month 430.653% 3 Month Average~~ 0.~~162%~~00 ~~3 Month Average 1.894% 3 Month Average 149.341% 12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 12Total ~~Month~~35 ~~Average 0~~10,597,936.~~000%~~73 ~~CPR: Current vs~~177,535.15 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.051% N/A Apr-2006 5.755% N/A May-2006 0.125% N/A May-2006 11.617% N/A Jun-2006 5.507% N/A Jun-2006 430.653% 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))00

Prepayment Rates

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current I Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 1.000 0 0.00 0.000 0 0.00 0.000 1.000 1.499 7 1,664,259.98 0.087 7 1,664,259.98 0.102 1.500 1.999 2 940,847.57 0.049 2 940,847.57 0.058 2.000 2.499 5 1,871,683.65 0.098 5 1,871,683.65 0.115 2.500 2.999 0 0.00 0.000 0 0.00 0.000 3.000 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.999 0 0.00 0.000 0 0.00 0.000 4.000 4.499 7 3,313,598.78 0.174 1 996,175.56 0.061 4.500 4.999 111 49,153,241.74 2.584 38 18,129,635.54 1.111 5.000 5.499 202 75,927,831.06 3.991 30 8,458,141.61 0.518 5.500 5.999 258 81,287,084.63 4.273 8 3,298,825.39 0.202 6.000 6.499 533 203,602,883.71 10.702 388 168,185,713.17 10.309 6.500 6.999 1,901 840,976,289.73 44.203 1,768 809,807,983.08 49.639 7.000 7.499 1,321 434,047,197.89 22.814 1,264 424,732,705.58 26.035 7.500 7.999 530 173,063,110.08 9.096 450 156,600,777.52 9.599 8.000 8.499 78 25,785,149.69 1.355 78 25,785,149.69 1.581 8.500 8.999 47 10,918,411.79 0.574 47 10,918,411.79 0.669 >= 9.000 0 0.00 0.000 0 0.00 0.000 Total 5,002 1,902,551,590.30 100.000 4,086 1,631,390,310.13 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group ~~II-C~~I ~~Group II-NC~~ Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 14.~~000~~250 0 0.00 0.000 0 0.00 0.000 14.~~000~~250 14.499 06 02,313,345.0078 0.~~000~~141 0 0.00 0.000 14.500 14.~~999~~749 016 07,389,021.0097 0.~~000~~452 0 0.00 0.000 24.~~000~~750 24.~~499~~999 069 027,454,270.0087 1.679 12 3,872,053.96 0.279 5.000 05.249 067 30,004,812.0037 1.835 1 750,417.92 0.~~000~~054 5.250 5.499 110 38,606,949.90 2.~~500~~361 11 2,465,146.~~999~~97 0.177 5.500 5.749 107 37,542,312.97 2.296 1 267,819.37 0.00019 5.750 5.999 123 32,691,956.79 2.000 2 1,020,130.03 0.073 6.000 6.249 60 14,256,357.71 0.872 0 0.00 0.000 36.~~000~~250 36.499 070 014,989,433.0060 0.~~000~~917 0 0.00 0.000 36.500 36.~~999~~749 068 016,035,882.0035 0.~~000~~981 0 0.00 0.000 46.~~000~~750 46.~~499~~999 462 ~~918~~16,~~642~~001,313.0780 0.~~585~~979 216 16,~~398~~348,~~781~~772.1543 10.~~224~~457 47.~~500~~000 47.~~999~~249 39278 9114,~~670~~561,~~936~~013.4777 67.~~164~~007 34247 21110,~~352~~314,~~669~~850.7375 187.~~688~~940 57.~~000~~250 57.499 ~~109~~610 26267,~~734~~863,~~372~~256.2015 1716.~~039~~384 63587 40263,~~735~~732,~~317~~563.2500 3518.~~652~~983 57.500 57.~~999~~749 ~~205~~859 47392,~~073~~896,~~622~~276.1380 3024.~~002~~032 45836 30389,~~914~~029,~~637~~843.1135 2728.~~057~~002 67.~~000~~750 67.~~499~~999 ~~130~~677 27250,~~761~~161,~~462~~585.8852 1715.~~693~~301 15628 7239,~~655~~347,~~707~~133.6696 617.~~700~~228 68.~~500~~000 68.~~999~~249 ~~120~~343 24113,~~205~~920,~~339~~997.4244 156.~~427~~968 13343 6113,~~962~~920,~~967~~997.2344 68.~~094~~200 78.~~000~~250 78.499 54480 7167,~~604~~421,~~582~~111.3377 410.~~847~~240 3480 1167,~~709~~421,~~909~~111.9877 112.~~497~~051 78.500 78.~~999~~749 74160 1243,~~934~~148,~~048~~029.8252 82.~~243~~639 6160 343,~~528~~148,~~283~~029.7452 3.~~088~~106 8.~~000~~750 8.~~499~~999 076 028,047,084.0060 01.~~000~~716 076 028,047,084.0060 02.019 9.000 89.~~500~~249 823 10,038,828.~~999~~95 0.614 23 10,038,828.95 0.00723 9.250 9.499 25 5,191,505.78 0.~~000~~318 25 5,191,505.78 0.374 9.500 9.749 15 3,896,817.93 0.00238 15 3,896,817.93 0.~~000~~280 >= 9.~~000~~750 01 0485,455.0008 0.~~000~~030 01 0485,455.0008 0.~~000~~035 Total ~~735~~4,305 ~~156~~1,~~903~~634,~~006~~917,621.3242 100.000 ~~181~~3,464 ~~114~~1,~~258~~389,~~273~~298,562.8581 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Determination~~Stratification ~~Date~~(continued) ~~With~~Group ~~respect~~II-C toGroup ~~any~~II-NC ~~Payment~~Current ~~Date,~~Number ~~the~~of ~~15th~~Outstanding Percentage of ~~the~~Number ~~related~~of ~~month,~~Outstanding orPercentage ifof ~~the~~Interest ~~15th~~Rate ~~day~~Loans ofScheduled ~~such~~Balance(%) ~~month~~Loans isScheduled ~~not~~Balance(%) aRange(%) ~~Business~~Balance($) ~~Day,~~Balance($) ~~the~~< ~~immediately~~4.250 ~~preceding~~0 ~~Business~~0.00 ~~Day~~0.000 ~~Payment~~0 ~~Date~~0.00 ~~The~~0.000 ~~25th~~4.250 ~~day~~4.499 of4 ~~each month~~915,813.97 or0.638 if2 ~~such~~1,397,531.81 ~~day~~1.368 is4.500 ~~not~~4.749 a7 ~~Business Day~~1,383,639.03 ~~then~~0.964 ~~the~~9 ~~next Business Day~~6,005,382.94 ~~commencing~~5.878 in4.750 ~~April 2006~~4.999 ~~Interest~~32 ~~Determination~~8,273,418.60 ~~Date~~5.767 ~~With~~25 ~~respect~~15,308,798.31 ~~each~~14.985 ~~Class~~5.000 of5.249 ~~LIBOR~~38 ~~Notes~~10,031,106.96 ~~and~~6.992 ~~(i)~~28 ~~the first Accrual Period~~19,223,287.49 ~~the~~18.817 ~~second~~5.250 ~~LIBOR~~5.499 ~~Business~~65 ~~Day~~15,225,475.17 ~~preceding~~10.613 ~~the~~34 ~~Closing Date~~20,916,327.76 ~~and~~20.474 ~~(ii)~~5.500 ~~with~~5.749 ~~respect~~79 to19,094,886.33 ~~each~~13.310 ~~Accrual~~27 ~~Period thereafter~~18,179,607.27 ~~the~~17.795 ~~second~~5.750 ~~LIBOR~~5.999 ~~Business~~107 ~~Day~~23,770,919.72 ~~preceding~~16.570 ~~the~~14 ~~related~~7,900,907.04 ~~Payment~~7.734 ~~Date~~6.000 on6.249 ~~which~~55 ~~such~~12,030,852.78 ~~Accrual~~8.386 ~~Period~~5 ~~commences; it being understood~~2, ~~however~~225,504.93 ~~that~~2.178 ~~interest~~6.250 ~~accrued~~6.499 ~~and~~66 ~~payable~~13,319,650.78 to9.285 ~~the~~4 ~~Classes~~1,669,782.82 of1.634 ~~Notes~~6.500 ~~subject~~6.749 to60 ~~Six-Month~~12,194,719.73 ~~LIBOR~~8.501 ~~shall~~8 be3,841,162.62 ~~calculated~~3.760 ~~semi-annually~~6.750 ~~Closing~~6.999 ~~Date~~44 ~~March 29~~8,336,263.56 ~~2006~~5.811 ~~Record~~2 ~~Date~~1,316,277.81 ~~For~~1.288 ~~each~~7.000 ~~class~~7.249 of30 ~~LIBOR Notes~~3,724,163.03 ~~and~~2.596 ~~each~~1 ~~Payment Date~~521,999.99 ~~will~~0.511 be7.250 ~~the~~7.499 ~~close~~22 of3,444,766.31 ~~business~~2.401 on1 ~~the~~685,926.84 ~~Business~~0.671 ~~Day~~7.500 ~~immediately~~7.749 ~~preceding~~23 ~~such Payment Date; provided~~3, ~~however~~866,433.45 if2.695 ~~any~~0 ~~such~~0.00 ~~Note~~0.000 is7.750 no7.999 ~~longer~~44 a7,846,255.18 ~~Book-Entry~~5.469 ~~Note~~5 2,968,196.38 ~~the~~2.905 ~~"Record~~8.000 ~~Date"~~8.249 ~~for~~0 ~~such~~0.00 ~~class~~0.000 of0 ~~Notes~~0.00 ~~shall~~0.000 be8.250 ~~the~~8.499 ~~close~~0 of0.00 ~~business~~0.000 on0 ~~the~~0.00 ~~last~~0.000 ~~Business~~8.500 ~~Day~~8.749 of0 ~~the~~0.00 ~~calendar~~0.000 ~~month~~0 ~~preceding~~0.00 ~~such~~0.000 ~~Payment~~8.750 ~~Date~~8.999 ~~For~~0 ~~each~~0.00 of0.000 ~~the~~0 ~~Class~~0.00 ~~II-A~~0.000 ~~Notes~~9.000 ~~and~~9.249 ~~Class~~0 ~~II-M-1~~0.00 ~~Notes~~0.000 ~~and~~0 ~~each~~0.00 ~~Payment~~0.000 ~~Date,~~9.250 ~~the~~9.499 ~~close~~0 of0.00 ~~business~~0.000 on0 ~~the~~0.00 ~~last~~0.000 ~~Business~~9.500 ~~Day~~9.749 of0 ~~the~~0.00 ~~calendar~~0.000 ~~month~~0 ~~preceding~~0.00 ~~such~~0.000 ~~Payment~~>= ~~Date~~9.750 ~~Servicer~~0 ~~Remittance~~0.00 ~~Date~~0.000 ~~The~~0 ~~fourth~~0.00 ~~Business~~0.000 ~~Day~~Total ~~prior~~676 to143,458,364.60 ~~the~~100.000 ~~each~~165 ~~Payment~~102,160,694.01 ~~Date~~100.000

Filing Compare · American Home Mortgage Investment Trust 2006-1