10-D 1 mab06am1_10d-200606.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: May 26, 2006 to June 26, 2006 Commission File Number of issuing entity: 333-124678-20 MASTR Asset Backed Securities Trust 2006-AM1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-124678 Mortgage Asset Securitization Transactions, Inc. (Exact name of depositor as specified in its charter) Ocwen Mortgage Asset Trust I (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195471 54-2195472 54-2195473 54-2195474 54-2195475 54-2195476 54-6696495 (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)) A1 _____ _____ __X___ ____________ A2 _____ _____ __X___ ____________ A3 _____ _____ __X___ ____________ A4 _____ _____ __X___ ____________ C _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M10 _____ _____ __X___ ____________ M11 _____ _____ __X___ ____________ M12 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ M9 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________ RX _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On June 26, 2006 a distribution was made to holders of MASTR Asset Backed Securities Trust 2006-AM1. 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 MASTR Asset Backed Securities Trust 2006-AM1, relating to the June 26, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. MASTR Asset Backed Securities Trust 2006-AM1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Beth Belfield Beth Belfield, Officer Date: July 3, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of MASTR Asset Backed Securities Trust 2006-AM1, relating to the June 26, 2006 distribution. EX-99.1 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Series 2006-AM1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A1 57643LPZ3 5.~~03938~~16125% ~~179~~171,~~605~~052,~~049~~114.1858 ~~754~~784,~~248~~749.4109 A2 57643LQA7 5.~~08938~~21125% 48,878,000.00 ~~207~~226,~~298~~413.9376 A3 57643LQB5 5.~~14938~~27125% 62,409,000.00 ~~267~~292,~~806~~420.3884 A4 57643LQC3 5.~~24938~~37125% 20,810,000.00 9199,~~033~~356.0019 M1 57643LQD1 5.~~32938~~45125% 15,469,000.00 6874,~~700~~955.1590 M2 57643LQE9 5.~~34938~~47125% 14,621,000.00 6571,~~177~~106.7480 M3 57643LQF6 5.~~36938~~49125% 9,111,000.00 4044,~~767~~471.0280 M4 57643LQG4 5.~~47938~~60125% 7,628,000.00 3437,~~830~~978.5996 M5 57643LQN9 5.~~50938~~63125% 7,628,000.00 3538,~~021~~182.2938 M6 57643LQP4 5.~~60938~~73125% 6,569,000.00 3033,~~706~~465.6841 M7 57643LQQ2 6.~~20938~~33125% 6,145,000.00 3134,~~797~~582.2069 M8 57643LQH2 6.~~40938~~53125% 5,509,000.00 2931,~~424~~982.4081 M9 57643LQJ8 7.~~40938~~53125% 4,238,000.00 2628,~~167~~371.4606 M10 57643LQK5 7.~~45938~~58125% 4,450,000.00 2729,~~661~~988.8706 M11 57643LQL3 7.~~45938~~58125% 3,814,000.00 2325,~~708~~702.4012 M12 57643LQM1 7.~~45938~~58125% 3,814,000.00 2325,~~708~~702.4012 C MAB6AM1CE 0.00000% 12,078,636.60 ~~659~~633,~~416~~023.9960 P MAB6AM1P0 0.00000% 100.00 ~~105~~97,~~706~~724.1421 R MAB6AM1R0 0.00000% 0.00 0.00 RX MAB6AM1RX 0.00000% 0.00 0.00 Totals ~~412~~404,~~776~~223,~~785~~851.7818 2,~~523~~610,~~181~~177.0580

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 89,~~552~~947,~~934~~057.6086 0.00 ~~171~~161,~~052~~105,~~114~~056.5872 910,~~307~~731,~~183~~806.0195 0.00 A2 0.00 0.00 48,878,000.00 ~~207~~226,~~298~~413.9376 0.00 A3 0.00 0.00 62,409,000.00 ~~267~~292,~~806~~420.3884 0.00 A4 0.00 0.00 20,810,000.00 9199,~~033~~356.0019 0.00 M1 0.00 0.00 15,469,000.00 6874,~~700~~955.1590 0.00 M2 0.00 0.00 14,621,000.00 6571,~~177~~106.7480 0.00 M3 0.00 0.00 9,111,000.00 4044,~~767~~471.0280 0.00 M4 0.00 0.00 7,628,000.00 3437,~~830~~978.5996 0.00 M5 0.00 0.00 7,628,000.00 3538,~~021~~182.2938 0.00 M6 0.00 0.00 6,569,000.00 3033,~~706~~465.6841 0.00 M7 0.00 0.00 6,145,000.00 3134,~~797~~582.2069 0.00 M8 0.00 0.00 5,509,000.00 2931,~~424~~982.4081 0.00 M9 0.00 0.00 4,238,000.00 2628,~~167~~371.4606 0.00 M10 0.00 0.00 4,450,000.00 2729,~~661~~988.8706 0.00 M11 0.00 0.00 3,814,000.00 2325,~~708~~702.4012 0.00 M12 0.00 0.00 3,814,000.00 2325,~~708~~702.4012 0.00 C 0.00 0.00 12,078,636.60 ~~659~~633,~~416~~023.9960 0.00 P 0.00 0.00 100.00 ~~105~~97,~~706~~724.1421 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 89,~~552~~947,~~934~~057.6086 0.00 ~~404~~394,~~223~~276,~~851~~793.1832 1112,~~076~~557,~~115~~235.6566 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 A1 190,635,000.00 ~~179~~171,~~605~~052,~~049~~114.1858 0.00 89,~~552~~947,~~934~~057.6086 0.00 0.00 A2 48,878,000.00 48,878,000.00 0.00 0.00 0.00 0.00 A3 62,409,000.00 62,409,000.00 0.00 0.00 0.00 0.00 A4 20,810,000.00 20,810,000.00 0.00 0.00 0.00 0.00 M1 15,469,000.00 15,469,000.00 0.00 0.00 0.00 0.00 M2 14,621,000.00 14,621,000.00 0.00 0.00 0.00 0.00 M3 9,111,000.00 9,111,000.00 0.00 0.00 0.00 0.00 M4 7,628,000.00 7,628,000.00 0.00 0.00 0.00 0.00 M5 7,628,000.00 7,628,000.00 0.00 0.00 0.00 0.00 M6 6,569,000.00 6,569,000.00 0.00 0.00 0.00 0.00 M7 6,145,000.00 6,145,000.00 0.00 0.00 0.00 0.00 M8 5,509,000.00 5,509,000.00 0.00 0.00 0.00 0.00 M9 4,238,000.00 4,238,000.00 0.00 0.00 0.00 0.00 M10 4,450,000.00 4,450,000.00 0.00 0.00 0.00 0.00 M11 3,814,000.00 3,814,000.00 0.00 0.00 0.00 0.00 M12 3,814,000.00 3,814,000.00 0.00 0.00 0.00 0.00 C 12,083,710.41 12,078,636.60 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 0.00 Totals 423,811,810.41 ~~412~~404,~~776~~223,~~785~~851.7818 0.00 89,~~552~~947,~~934~~057.6086 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 89,~~552~~947,~~934~~057.6086 ~~171~~161,~~052~~105,~~114~~056.5872 0.~~89727550~~84509695 89,~~552~~947,~~934~~057.6086 A2 0.00 48,878,000.00 1.00000000 0.00 A3 0.00 62,409,000.00 1.00000000 0.00 A4 0.00 20,810,000.00 1.00000000 0.00 M1 0.00 15,469,000.00 1.00000000 0.00 M2 0.00 14,621,000.00 1.00000000 0.00 M3 0.00 9,111,000.00 1.00000000 0.00 M4 0.00 7,628,000.00 1.00000000 0.00 M5 0.00 7,628,000.00 1.00000000 0.00 M6 0.00 6,569,000.00 1.00000000 0.00 M7 0.00 6,145,000.00 1.00000000 0.00 M8 0.00 5,509,000.00 1.00000000 0.00 M9 0.00 4,238,000.00 1.00000000 0.00 M10 0.00 4,450,000.00 1.00000000 0.00 M11 0.00 3,814,000.00 1.00000000 0.00 M12 0.00 3,814,000.00 1.00000000 0.00 C 0.00 12,078,636.60 0.99958011 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00000000 0.00 Totals 89,~~552~~947,~~934~~057.6086 ~~404~~394,~~223~~276,~~851~~793.1832 0.~~95378147~~93031101 89,~~552~~947,~~934~~057.6086

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 190,635,000.00 ~~942~~897.~~14099814~~27549810 0.00000000 4452.~~86550004~~17854990 0.00000000 A2 48,878,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A3 62,409,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 20,810,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 15,469,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 14,621,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 9,111,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 7,628,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 7,628,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 6,569,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 6,145,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 5,509,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 4,238,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M10 4,450,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M11 3,814,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M12 3,814,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 C 12,083,710.41 999.58011159 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00000000 4452.~~86550004~~17854990 ~~897~~845.~~27549810~~09694820 0.~~89727550~~84509695 4452.~~86550004~~17854990 A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M12 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 C 0.00000000 0.00000000 999.58011159 0.99958011 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: Note: All Classes 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 A1 0405/25/06 - 0506/2425/06 3032 5.~~03938~~16125% ~~179~~171,~~605~~052,~~049~~114.1858 ~~754~~784,~~248~~749.4109 0.00 A2 0405/25/06 - 0506/2425/06 3032 5.~~08938~~21125% 48,878,000.00 ~~207~~226,~~298~~413.9376 0.00 A3 0405/25/06 - 0506/2425/06 3032 5.~~14938~~27125% 62,409,000.00 ~~267~~292,~~806~~420.3884 0.00 A4 0405/25/06 - 0506/2425/06 3032 5.~~24938~~37125% 20,810,000.00 9199,~~033~~356.0019 0.00 M1 0405/25/06 - 0506/2425/06 3032 5.~~32938~~45125% 15,469,000.00 6874,~~700~~955.1590 0.00 M2 0405/25/06 - 0506/2425/06 3032 5.~~34938~~47125% 14,621,000.00 6571,~~177~~106.7480 0.00 M3 0405/25/06 - 0506/2425/06 3032 5.~~36938~~49125% 9,111,000.00 4044,~~767~~471.0280 0.00 M4 0405/25/06 - 0506/2425/06 3032 5.~~47938~~60125% 7,628,000.00 3437,~~830~~978.5996 0.00 M5 0405/25/06 - 0506/2425/06 3032 5.~~50938~~63125% 7,628,000.00 3538,~~021~~182.2938 0.00 M6 0405/25/06 - 0506/2425/06 3032 5.~~60938~~73125% 6,569,000.00 3033,~~706~~465.6841 0.00 M7 0405/25/06 - 0506/2425/06 3032 6.~~20938~~33125% 6,145,000.00 3134,~~797~~582.2069 0.00 M8 0405/25/06 - 0506/2425/06 3032 6.~~40938~~53125% 5,509,000.00 2931,~~424~~982.4081 0.00 M9 0405/25/06 - 0506/2425/06 3032 7.~~40938~~53125% 4,238,000.00 2628,~~167~~371.4606 12,~~347~~029.1276 M10 0405/25/06 - 0506/2425/06 3032 7.~~45938~~58125% 4,450,000.00 2729,~~661~~988.8706 12,~~599~~329.9308 M11 0405/25/06 - 0506/2425/06 3032 7.~~45938~~58125% 3,814,000.00 2325,~~708~~702.4012 1,~~371~~996.2620 M12 0405/25/06 - 0506/2425/06 3032 7.~~45938~~58125% 3,814,000.00 2325,~~708~~702.4012 1,~~371~~996.2620 C N/A N/A 0.00000% ~~412~~404,~~776~~223,~~785~~851.7818 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 Totals 1,~~758~~879,~~057~~429.9299 58,~~689~~351.5724

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 A1 0.00 0.00 ~~754~~784,~~248~~749.4109 0.00 ~~171~~161,~~052~~105,~~114~~056.5872 A2 0.00 0.00 ~~207~~226,~~298~~413.9376 0.00 48,878,000.00 A3 0.00 0.00 ~~267~~292,~~806~~420.3884 0.00 62,409,000.00 A4 0.00 0.00 9199,~~033~~356.0019 0.00 20,810,000.00 M1 0.00 0.00 6874,~~700~~955.1590 0.00 15,469,000.00 M2 0.00 0.00 6571,~~177~~106.7480 0.00 14,621,000.00 M3 0.00 0.00 4044,~~767~~471.0280 0.00 9,111,000.00 M4 0.00 0.00 3437,~~830~~978.5996 0.00 7,628,000.00 M5 0.00 0.00 3538,~~021~~182.2938 0.00 7,628,000.00 M6 0.00 0.00 3033,~~706~~465.6841 0.00 6,569,000.00 M7 0.00 0.00 3134,~~797~~582.2069 0.00 6,145,000.00 M8 0.00 0.00 2931,~~424~~982.4081 0.00 5,509,000.00 M9 12,~~347~~029.1276 0.00 2628,~~167~~371.4606 0.00 4,238,000.00 M10 12,~~599~~329.9308 0.00 2729,~~661~~988.8706 0.00 4,450,000.00 M11 1,~~371~~996.2620 0.00 2325,~~708~~702.4012 0.00 3,814,000.00 M12 1,~~371~~996.2620 0.00 2325,~~708~~702.4012 0.00 3,814,000.00 C 0.00 0.00 ~~659~~633,~~416~~023.9960 0.00 ~~404~~394,~~223~~276,~~851~~793.1832 P 0.00 0.00 ~~105~~97,~~706~~724.1421 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 58,~~689~~351.5724 0.00 2,~~523~~610,~~181~~177.0580 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 A1 190,635,000.00 5.~~03938~~16125% ~~942~~897.~~14099814~~27549810 34.~~95650542~~11650059 0.00000000 A2 48,878,000.00 5.~~08938~~21125% 1000.00000000 4.~~24115001~~63222227 0.00000000 A3 62,409,000.00 5.~~14938~~27125% 1000.00000000 4.~~29114999~~68555561 0.00000000 A4 20,810,000.00 5.~~24938~~37125% 1000.00000000 4.~~37448342~~77444450 0.00000000 M1 15,469,000.00 5.~~32938~~45125% 1000.00000000 4.~~44115004~~84555563 0.00000000 M2 14,621,000.00 5.~~34938~~47125% 1000.00000000 4.~~45781684~~86333356 0.00000000 M3 9,111,000.00 5.~~36938~~49125% 1000.00000000 4.~~47448359~~88111075 0.00000000 M4 7,628,000.00 5.~~47938~~60125% 1000.00000000 4.~~56614971~~97888831 0.00000000 M5 7,628,000.00 5.~~50938~~63125% 1000.00000000 45.~~59114971~~00555585 0.00000000 M6 6,569,000.00 5.~~60938~~73125% 1000.00000000 45.~~67448318~~09444512 0.00000000 M7 6,145,000.00 6.~~20938~~33125% 1000.00000000 5.~~17448332~~62777705 0.00000000 M8 5,509,000.00 6.~~40938~~53125% 1000.00000000 5.~~34115084~~80555636 0.00000000 M9 4,238,000.00 7.~~40938~~53125% 1000.00000000 6.~~17448325~~69444549 0.~~31786692~~47894290 M10 4,450,000.00 7.~~45938~~58125% 1000.00000000 6.~~21615056~~73888989 0.~~35953483~~52338876 M11 3,814,000.00 7.~~45938~~58125% 1000.00000000 6.~~21615102~~73888831 0.~~35953330~~52338752 M12 3,814,000.00 7.~~45938~~58125% 1000.00000000 6.~~21615102~~73888831 0.~~35953330~~52338752 C 12,083,710.41 0.00000% ~~34159~~33451.~~77144226~~96445998 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 34.~~95650542~~11650059 0.00000000 ~~897~~845.~~27549810~~09694820 A2 0.00000000 0.00000000 4.~~24115001~~63222227 0.00000000 1000.00000000 A3 0.00000000 0.00000000 4.~~29114999~~68555561 0.00000000 1000.00000000 A4 0.00000000 0.00000000 4.~~37448342~~77444450 0.00000000 1000.00000000 M1 0.00000000 0.00000000 4.~~44115004~~84555563 0.00000000 1000.00000000 M2 0.00000000 0.00000000 4.~~45781684~~86333356 0.00000000 1000.00000000 M3 0.00000000 0.00000000 4.~~47448359~~88111075 0.00000000 1000.00000000 M4 0.00000000 0.00000000 4.~~56614971~~97888831 0.00000000 1000.00000000 M5 0.00000000 0.00000000 45.~~59114971~~00555585 0.00000000 1000.00000000 M6 0.00000000 0.00000000 45.~~67448318~~09444512 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.~~17448332~~62777705 0.00000000 1000.00000000 M8 0.00000000 0.00000000 5.~~34115084~~80555636 0.00000000 1000.00000000 M9 0.~~31786692~~47894290 0.00000000 6.~~17448325~~69444549 0.00000000 1000.00000000 M10 0.~~35953483~~52338876 0.00000000 6.~~21615056~~73888989 0.00000000 1000.00000000 M11 0.~~35953330~~52338752 0.00000000 6.~~21615102~~73888831 0.00000000 1000.00000000 M12 0.~~35953330~~52338752 0.00000000 6.~~21615102~~73888831 0.00000000 1000.00000000 C 0.00000000 0.00000000 5452.~~57073760~~38652521 0.00000000 ~~33451~~32628.~~96445998~~78535998 P 0.00000000 0.00000000 ~~1057061~~977242.~~40000000~~10000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: Note: All Classes per $1,000 denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1012,~~992~~398,~~368~~841.0102 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~290~~310,~~912~~377.8548 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~105~~97,~~706~~724.1421 Swap/Cap Payments 67216,~~513~~201.8106 Total Deposits 1113,~~456~~023,~~500~~143.8177 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~201~~290,~~687~~912.2085 Total Administration Fees ~~178~~174,~~697~~995.9626 Payment of Interest and Principal 1112,~~076~~557,~~115~~235.6566 Total Withdrawals (Pool Distribution Amount) 1113,~~456~~023,~~500~~143.8177 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~171~~168,~~990~~426.3361 Administration Fee payable to Wells Fargo Bank, N.A. 3,~~267~~200.8211 Credit Risk Fee payable to Risk Management Group 3,~~439~~368.8154 Custodian Fee payable to Deutsche Bank Trust 0.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~178~~174,~~697~~995.9626 *Servicer Payees include: OCWEN FEDERAL BANK FSB

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Swap Account 0.00 0.00 0.00 0.00 Net WAC Carryover Reserve Fund 0.00 58,~~689~~351.5825 58,~~689~~351.5825 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) SWAP Account-Bear Stearns Financial 1,~~638~~762,~~255~~119.3791 1,~~570~~545,~~741~~918.5685 67216,~~513~~201.8106

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~352284~~342576% Weighted Average Net Coupon 6.~~852284~~842576% Weighted Average Pass-Through Rate 6.~~832784~~823076% Weighted Average Remaining Term ~~345~~344 Beginning Scheduled Collateral Loan Count 2,~~625~~579 Number Of Loans Paid In Full 4658 Ending Scheduled Collateral Loan Count 2,~~579~~521 Beginning Scheduled Collateral Balance ~~412~~404,~~776~~223,~~785~~851.7818 Ending Scheduled Collateral Balance ~~404~~394,~~223~~276,~~851~~793.1832 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~404~~394,~~467~~519,~~262~~913.6261 Monthly P&I Constant 2,~~772~~712,~~521~~567.7523 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~105~~97,~~706~~724.1421 Prepayment Penalty Paid Count *11 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~243~~239,~~478~~196.3590 Unscheduled Principal 89,~~309~~707,~~456~~860.~~25 * This data is currently not provided for reporting.~~96

~~Group~~Custodian Level Collateral Statement Group Group 1 Group 2 Collateral Description Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.255306 7.901789 Weighted Average Net Rate 6.755306 7.401789 Pass-Through Rate 6.735806 7.382289 Weighted Average Remaining Term 354 293 Record Date 04/30/2006 04/30/2006 Principal And Interest Constant 2,313,059.64 459,462.11 Beginning Loan Count 1,809 816 Loans Paid in Full 36 10 Ending Loan Count 1,773 806 Beginning Scheduled Balance 350,856,791.59 61,919,994.19 Ending Scheduled Balance 342,876,622.82 61,347,228.36 Scheduled Principal 191,748.50 51,729.85 Unscheduled Principal 7,788,420.27 521,035.98 Scheduled Interest 2,121,311.14 407,732.26 Servicing Fees 146,190.33 25,800.00 Master Servicing Fees 0.00 0.00 Trustee Fee ~~0.00~~payable ~~0.00~~to ~~FRY~~Deutsche ~~Amount~~Bank ~~0.00~~Trust ~~0.00 Special Hazard Fee 0.00 0.00 Other Fee 5,701.43~~ 1,~~006~~738.20 ~~Pool~~Significance ~~Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,969,419.38 380,926.06 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00~~ Percentage ~~of Cumulative Losses 0~~4.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 105,706.14 0.00 Prepayment Penalty Paid Count * 0 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.17856%

Group Level Collateral Statement Group ~~Total~~Group 1 Group 2 Collateral Description Mixed ~~Fixed~~ARM &Mixed ~~Arm~~Fixed Weighted Average Coupon Rate 7.~~352284~~244817 7.888965 Weighted Average Net Rate 6.~~852284~~744817 7.388965 Pass-Through Rate 6.~~832784~~725317 7.369465 Weighted Average Remaining Term ~~345~~353 292 Record Date 0405/3031/2006 05/31/2006 Principal And Interest Constant 2,~~772~~258,~~521~~046.7582 454,520.41 Beginning Loan Count 21,~~625~~773 806 Loans Paid in Full 4641 17 Ending Loan Count 21,~~579~~732 789 Beginning Scheduled Balance ~~412~~342,~~776~~876,~~785~~622.7882 61,347,228.36 Ending Scheduled Balance ~~404~~334,~~223~~478,~~851~~416.1864 59,798,376.68 Scheduled Principal ~~243~~187,~~478~~981.3559 51,215.31 Unscheduled Principal 8,~~309~~210,~~456~~224.2559 1,497,636.37 Scheduled Interest 2,~~529~~070,~~043~~065.4023 403,305.10 Servicing Fees ~~171~~142,~~990~~865.3326 25,561.35 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 65,~~707~~571.6375 996.90 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 21,~~350~~921,~~345~~628.4422 376,746.85 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 ~~105~~59,~~706~~155.1424 38,568.97 Prepayment Penalty Paid Count *8 3 Special Servicing Fee 0.00 * This data is currently not provided for reporting0.00

~~Additional~~Group ~~Reporting~~Level -Collateral ~~Deal~~Statement ~~Level~~Group ~~Miscellaneous~~Total ~~Reporting~~Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.342576 Weighted Average Net ~~Monthly~~Rate ~~Excess~~6.842576 ~~Cashflow~~Pass-Through ~~659~~Rate 6.823076 Weighted Average Remaining Term 344 Record Date 05/31/2006 Principal And Interest Constant 2,~~416~~712,567.9523 ~~Extra~~Beginning Loan Count 2,579 Loans Paid in Full 58 Ending Loan Count 2,521 Beginning Scheduled Balance 404,223,851.18 Ending Scheduled Balance 394,276,793.32 Scheduled Principal ~~Distribution~~239,196.90 ~~Amount~~Unscheduled 0Principal 9,707,860.0096 ~~Overcollateralization~~Scheduled ~~Amount~~Interest 122,~~078~~473,~~636~~370.6033 ~~Overcollateralization~~Servicing ~~Deficiency~~Fees ~~Amount~~168,426.61 Master Servicing Fees 0.00 ~~Overcollateralization~~Trustee ~~Target~~Fee 0.00 FRY Amount 120.00 Special Hazard Fee 0.00 Other Fee 6,~~078,636~~568.6065 ~~Trigger~~Pool ~~Event~~Insurance ~~Reporting~~Fee ~~Enhancement~~0.00 ~~Delinquency~~Spread ~~Trigger~~1 ~~Trigger~~0.00 ~~Result~~Spread ~~Pass~~2 ~~Threshold~~0.00 ~~Value~~Spread 3 0.~~082128%~~00 ~~Calculated~~Net ~~Value~~Interest 2,298,375.07 Realized Loss Amount 0.~~005047%~~00 Cumulative Realized Loss ~~Trigger~~0.00 ~~Trigger~~Percentage ~~Result~~of ~~Pass~~Cumulative ~~Threshold~~Losses ~~Value~~ 0.~~015500%~~0000 ~~Calculated~~Prepayment ~~Value~~Penalty Waived Amount 0.~~000000%~~00 ~~Trigger~~Prepayment ~~Event~~Penalty ~~Trigger~~Waived ~~Result~~Count ~~Pass~~0 ~~Threshold~~Prepayment ~~Value~~Penalty 0Paid Amount 97,724.~~000000%~~21 ~~Calculated~~Prepayment ~~Value~~Penalty Paid Count 11 Special Servicing Fee 0.~~000000%~~00

~~LOAN~~Additional ~~STATUS~~Reporting STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 ~~Days~~Deal 0Level 0Miscellaneous 0Reporting 0Net ~~0.00~~Monthly ~~0.00~~Excess ~~0.00~~Cashflow ~~0.00 30 Days 39 1 0 0 40 7~~641,~~538,133~~374.9180 ~~325,914.46~~Extra ~~0.00~~Principal ~~0.00~~Distribution ~~7,864,048.37~~Amount ~~60 Days 10~~ 0 ~~0 0 10 1,796,356~~.~~56 0.~~00 ~~0.00~~Overcollateralization ~~0.00~~Amount 112,~~796~~078,~~356~~636.5660 90Overcollateralization ~~Days~~Deficiency 1Amount 0 ~~1 0 2 48,604~~.~~16 0.~~00 ~~195,070.14~~Overcollateralization ~~0.00~~Target ~~243,674.30~~Amount ~~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 50 1 1 0 52 9~~12,~~383~~078,~~094~~636.63 325,914.46 195,070.14 0.00 9,904,079.23 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.512214% 0.038775% 0.000000% 0.000000% 1.550989% 1.864841% 0.080627% 0.000000% 0.000000% 1.945469% 60 ~~Days~~Trigger ~~0.387747%~~Event ~~0.000000%~~Reporting ~~0.000000%~~Enhancement ~~0.000000%~~Delinquency ~~0.387747%~~Trigger ~~0.444396%~~Trigger ~~0.000000%~~Result ~~0.000000%~~Pass ~~0.000000%~~Threshold ~~0.444396%~~Value ~~90 Days~~ 0.~~038775~~083866% ~~0.000000%~~Calculated ~~0.038775%~~Value 0.~~000000~~012322% ~~0.077549%~~Cumulative ~~0.012024%~~Loss ~~0.000000%~~Trigger ~~0.048258%~~Trigger ~~0.000000%~~Result ~~0.060282%~~Pass ~~120~~Threshold ~~Days~~Value 0.~~000000~~015500% ~~0.000000%~~Calculated ~~0.000000%~~Value 0.000000% ~~0.000000%~~Trigger ~~0.000000%~~Event ~~0.000000%~~Trigger ~~0.000000%~~Result ~~0.000000%~~Pass ~~0.000000%~~Threshold ~~150~~Value ~~Days~~ 0.000000% ~~0.000000%~~Calculated ~~0.000000%~~Value 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 1.938736% 0.038775% 0.038775% 0.000000% 2.016285% 2.321262% 0.080627% 0.048258% 0.000000% 2.450147% NOTE: The data used to stratify the delinquencies for this report and the detail that follows is based on the Borrower's Due Date as determined at the end of the prepayment period, and the loan status type of BK, FC or REO as determined at the prior month end.

~~Current~~LOAN ~~Period~~STATUS ~~Class~~STRATIFICATION/CREDIT AENHANCEMENT ~~Insufficient~~STATEMENT ~~Funds~~DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 ~~Principal~~0.00 ~~Balance~~0.00 of0.00 ~~Contaminated~~30 ~~Properties~~Days 57 1 0 0 58 10,715,291.01 325,609.98 0.00 ~~Periodic~~0.00 ~~Advance~~11,040,900.99 ~~290~~60 Days 17 0 0 0 17 3,~~912~~506,306.8503 0.00 0.00 0.00 3,506,306.03 90 Days 1 0 5 0 6 143,278.31 0.00 964,964.22 0.00 1,108,242.53 120 Days 1 0 1 0 2 48,604.16 0.00 194,933.72 0.00 243,537.88 150 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 1 6 0 83 14,413,479.51 325,609.98 1,159,897.94 0.00 15,898,987.43 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.261008% 0.039667% 0.000000% 0.000000% 2.300674% 2.717708% 0.082584% 0.000000% 0.000000% 2.800292% 60 Days 0.674336% 0.000000% 0.000000% 0.000000% 0.674336% 0.889301% 0.000000% 0.000000% 0.000000% 0.889301% 90 Days 0.039667% 0.000000% 0.198334% 0.000000% 0.238001% 0.036340% 0.000000% 0.244743% 0.000000% 0.281082% 120 Days 0.039667% 0.000000% 0.039667% 0.000000% 0.079334% 0.012327% 0.000000% 0.049441% 0.000000% 0.061768% 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 3.014677% 0.039667% 0.238001% 0.000000% 3.292344% 3.655675% 0.082584% 0.294184% 0.000000% 4.032443% NOTE: The data used to stratify the delinquencies for this report and the detail that follows is based on the Borrower's Due Date as determined at the end of the prepayment period, and the loan status type of BK, FC or REO as determined at the prior month end.

~~Delinquency~~Current ~~Status~~Period ByClass ~~Groups~~A ~~DELINQUENT~~Insufficient ~~BANKRUPTCY~~Funds ~~FORECLOSURE REO Total Group 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance~~ 0~~-29 Days 0 0 0 0 0~~.00 ~~0.00~~Principal ~~0.00~~Balance 0.00 30 Days 33 1 0 0 34 7,012,627.00 325,914.46 0.00 0.00 7,338,541.46 60 Days 9 0 0 0 9 1,718,287.32 0.00 0.00 0.00 1,718,287.32 90 Days 0 0 1 0 1 0.00 0.00 195,070.14 0.00 195,070.14 120 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 42 1 1 0 44 8,730,914.32 325,914.46 195,070.14 0.00 9,251,898.92 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.861252% 0.056402% 0.000000% 0.000000% 1.917654% 2.045233% 0.095053% 0.000000% 0.000000% 2.140286% 60 Days 0.507614% 0.000000% 0.000000% 0.000000% 0.507614% 0.501139% 0.000000% 0.000000% 0.000000% 0.501139% 90 Days 0.000000% 0.000000% 0.056402% 0.000000% 0.056402% 0.000000% 0.000000% 0.056892% 0.000000% 0.056892% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.368866% 0.056402% 0.056402% 0.000000% 2.481669% 2.546372% 0.095053% 0.056892% 0.000000% 2.698317% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of ~~Loans~~Contaminated ~~No.~~Properties ~~of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance~~ 0~~-29 Days 0 0 0 0 0~~.00 ~~0.00~~Periodic ~~0.00~~Advance ~~0.00 30 Days 6 0 0 0 6 525~~310,~~506~~377.~~91 0.00 0.00 0.00 525,506.91 60 Days 1 0 0 0 1 78,069.24 0.00 0.00 0.00 78,069.24 90 Days 1 0 0 0 1~~ 48,604.16 0.00 0.00 0.00 48,604.16 120 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 8 0 0 0 8 652,180.31 0.00 0.00 0.00 652,180.31 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.744417% 0.000000% 0.000000% 0.000000% 0.744417% 0.856611% 0.000000% 0.000000% 0.000000% 0.856611% 60 Days 0.124069% 0.000000% 0.000000% 0.000000% 0.124069% 0.127258% 0.000000% 0.000000% 0.000000% 0.127258% 90 Days 0.124069% 0.000000% 0.000000% 0.000000% 0.124069% 0.079228% 0.000000% 0.000000% 0.000000% 0.079228% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.992556% 0.000000% 0.000000% 0.000000% 0.992556% 1.063097% 0.000000% 0.000000% 0.000000% 1.063097%

~~SUBORDINATION~~Delinquency ~~LEVEL/CREDIT~~Status ~~ENHANCEMENT/CLASS~~By ~~PERCENTAGE~~Groups ~~AND~~DELINQUENT ~~PREPAYMENT~~BANKRUPTCY ~~PERCENTAGE~~FORECLOSURE ~~Current~~REO ~~Original~~Total $Group ~~Original~~1 %No. ~~Current~~of $Loans ~~Current~~No. %of ~~Class%~~Loans ~~Prepayment%~~No. ~~Class~~of RLoans ~~101~~No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 47 1 0 0 48 9,~~079~~808,~~810~~682.4167 23325,609.~~85016366%~~98 ~~101~~0.00 0.00 10,~~074~~134,~~736~~292.65 60 25Days 15 0 0 0 15 3,207,984.~~00464441%~~70 0.~~000000%~~00 0.~~000000%~~00 ~~Class~~0.00 M-3,207,984.70 90 Days 1 850 5 0 6 143,~~610~~278.31 0.00 964,~~810~~964.4122 200.~~20019459%~~00 851,~~605~~108,~~736~~242.53 120 Days 0 0 1 0 1 0.00 0.00 194,933.72 0.00 194,933.72 150 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 1 6 0 70 13,159,945.68 325,609.98 1,159,897.94 0.00 14,645,453.60 210-29 Days 0.~~17780441~~000000% 30.~~826840~~000000% 0.000000% ~~Class~~0.000000% M-0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.713626% ~~70,989,810~~0.41057737% 160.~~75031433~~000000% ~~70,984,736~~0.60000000% 172.~~56074917~~771363% 2.932531% 0.097349% 0.000000% 0.000000% 3.~~617055~~029879% 60 Days 0.866051% 0.000000% ~~Class~~0.000000% M-0.000000% 0.866051% 0.959101% 0.000000% 0.000000% 0.000000% 0.959101% 90 Days 0.057737% 0.000000% 0.288684% 0.000000% 0.346420% 0.042836% 0.000000% 0.288498% 0.000000% 0.331335% 120 Days 0.000000% 0.000000% 0.057737% 0.000000% 0.057737% 0.000000% 0.000000% 0.058280% 0.000000% 0.058280% 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 3.637413% ~~61,878,810~~0.41057737% 140.~~60053941~~346420% ~~61,873,736~~0.60000000% 154.~~30680004~~041570% 23.~~253949~~934468% 0.097349% 0.346778% 0.000000% ~~Class~~4.378595% MDELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-429 54Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 10 0 0 0 10 906,~~250~~608.34 0.00 0.00 0.00 906,~~810~~608.4134 1260 Days 2 0 0 0 2 298,321.~~80068395%~~33 540.00 0.00 0.00 298,~~245~~321.33 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 1 0 0 0 1 48,~~736~~604.6016 0.00 0.00 0.00 48,604.16 150 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 13 0 0 0 13 1,253,533.~~41972683~~83 0.00 0.00 0.00 1,253,533.83 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~887073~~267427% 0.000000% ~~Class~~0.000000% CE0.000000% ~~100~~1.00267427% 1.516109% 0.~~00002360~~000000% ~~100~~0.00000000% 0.~~00002474~~000000% 21.~~988106~~516109% 60 Days 0.253485% 0.000000% ~~Class~~0.000000% P0.000000% 0.00253485% 0.~~00000000~~498879% 0.00000000% 0.~~00000000~~000000% 0.~~000025~~000000% 0.498879% 90 Days 0.000000% ~~Please~~0.000000% ~~Refer~~0.000000% to0.000000% ~~the~~0.000000% ~~Prospectus~~0.000000% ~~Supplement~~0.000000% ~~for~~0.000000% a0.000000% ~~Full~~0.000000% ~~Description~~120 ofDays ~~Loss~~0.126743% ~~Exposure~~0.000000% 0.000000% 0.000000% 0.126743% 0.081280% 0.000000% 0.000000% 0.000000% 0.081280% 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 1.647655% 0.000000% 0.000000% 0.000000% 1.647655% 2.096267% 0.000000% 0.000000% 0.000000% 2.096267%

~~Summary~~SUBORDINATION 12LEVEL/CREDIT ~~Month~~ENHANCEMENT/CLASS ~~REO~~PERCENTAGE History*AND ~~New~~PREPAYMENT ~~REO~~PERCENTAGE ~~Loans~~Current ~~Month~~Original ~~REO~~$ ~~Percentage~~Original ~~Loans~~% inCurrent ~~REO~~$ 0Current ~~Jun-05~~% ~~0.000~~Class% ~~Original~~Prepayment% ~~Principal~~Class ~~Balance~~R 0101,079,810.0041 ~~Jul-05 0~~23.~~000~~85016366% ~~Current Scheduled Balance 0~~101,074,736.0060 ~~Aug-05 0~~25.~~000~~63547698% ~~Sep-05~~ 0.~~000~~000000% ~~Current REO Total Oct-05~~ 0.~~000~~000000% ~~Loans~~Class ~~in REO 0 Nov~~M-051 085,610,810.~~000%~~41 ~~Original Principal Balance 0~~20.~~00 Dec-05 0.000~~20019459% ~~Current Scheduled Balance 0~~85,605,736.0060 ~~Jan-06 0~~21.~~000~~71209111% ~~Feb-06 0~~3.~~000~~923386% ~~Mar-06~~ 0.~~000~~000000% ~~Apr~~Class M-062 070,989,810.~~000%~~41 ~~May-06 0~~16.~~000~~75031433% *The text reported in the above table is presented graphically on the monthly bond remittance report70,984,736.60 ~~The monthly bond remittance report can be viewed online at www~~18.~~ctslink.com.~~00378257% ~~Group 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun-05 0~~3.~~000~~708309% ~~Original Principal Balance~~ 0.~~00 Jul-05 0.000~~000000% ~~Current~~Class ~~Scheduled~~M-3 ~~Balance 0~~61,878,810.0041 ~~Aug-05 0~~14.~~000~~60053941% ~~Sep-05 0~~61,873,736.~~000%~~60 ~~Current REO Total Oct-05 0~~15.~~000~~69296942% ~~Loans in REO 0 Nov-05 0~~2.~~000~~310813% ~~Original Principal Balance~~ 0.~~00 Dec-05 0.000~~000000% ~~Current~~Class ~~Scheduled Balance 0.00 Jan~~M-064 054,250,810.~~000%~~41 ~~Feb-06 0~~12.~~000~~80068395% ~~Mar-06 0~~54,245,736.~~000%~~60 ~~Apr-06 0~~13.~~000~~75828796% ~~May-06 0~~1.~~000~~934681% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun-05 0~~.~~000~~000000% ~~Original~~Class ~~Principal~~CE ~~Balance 0~~100.00 ~~Jul-05~~ 0.~~000~~00002360% ~~Current Scheduled Balance 0~~100.00 ~~Aug-05~~ 0.~~000~~00002536% ~~Sep-05 0~~3.~~000~~063492% ~~Current REO Total Oct-05~~ 0.~~000~~000000% ~~Loans~~Class inP ~~REO~~ 0 ~~Nov-05 0~~.~~000% Original Principal Balance 0.~~00 ~~Dec-05~~ 0.~~000~~00000000% ~~Current Scheduled Balance~~ 0.00 ~~Jan-06~~ 0.~~000~~00000000% ~~Feb-06~~ 0.~~000~~000025% ~~Mar-06~~ 0.~~000~~000000% ~~Apr-06~~Please ~~0.000%~~Refer ~~May-06~~to ~~0.000% *The text reported in~~ the ~~above~~Prospectus ~~table~~Supplement isfor ~~presented~~a ~~graphically~~Full onDescription ~~the~~of ~~monthly~~Loss ~~bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.~~Exposure

REO Detail - All Mortgage Loans in REO during Current Period

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 15 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~196~~968,~~000~~850.00 ~~Jul~~Aug-05 0.000% Current Scheduled Balance ~~195~~964,~~070~~964.1422 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 16 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~196~~1,~~000~~164,850.00 ~~Dec~~Jan-0506 0.000% Current Scheduled Balance ~~195~~1,~~070~~159,897.1494 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~048% ~~May~~Jun-06 0.~~048~~294% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 15 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~196~~968,~~000~~850.00 ~~Jul~~Aug-05 0.000% Current Scheduled Balance ~~195~~964,~~070~~964.1422 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 16 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~196~~1,~~000~~164,850.00 ~~Dec~~Jan-0506 0.000% Current Scheduled Balance ~~195~~1,~~070~~159,897.1494 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~057% ~~May~~Jun-06 0.~~057~~347% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Scheduled Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Scheduled Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~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.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group 1 0005200241 Jun-2006 01-Nov-2005 WI 75.00 86,250.00 Group 1 0005227434 Jun-2006 01-Nov-2005 RI 80.00 172,000.00 Group 1 0005311386 May-2006 01-Nov-2005 FL 80.00 196,000.00 Group 1 0005362991 Jun-2006 01-Dec-2005 WI 83.00 182,600.00 Group 1 0005439815 Jun-2006 01-Dec-2005 CT 80.00 148,800.00 Group 1 0005441050 Jun-2006 01-Dec-2005 CA 80.00 379,200.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Scheduled To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 1 0005200241 85,698.05 01-Jan-2006 3 7.230% 1,926.42 Group 1 0005227434 170,892.81 01-Jan-2006 3 7.200% 3,824.46 Group 1 0005311386 ~~195~~194,~~070~~933.1472 01-Dec-2005 34 8.050% 4,906.12 Group 1 0005362991 182,047.71 01-Jan-2006 3 10.230% 5,~~678~~910.8092 Group 1 0005439815 148,380.13 01-Jan-2006 3 6.860% 3,148.87 Group 1 0005441050 377,945.52 01-Jan-2006 3 6.280% 7,290.49

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Scheduled Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-05 0.000% Original Principal Balance 328,000.00 ~~Dec~~Jan-0506 0.000% Current Scheduled Balance 325,~~914~~609.4698 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~079% ~~Apr~~May-06 0.~~079~~081% ~~May~~Jun-06 0.~~081~~083% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Scheduled Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-05 0.000% Original Principal Balance 328,000.00 ~~Dec~~Jan-0506 0.000% Current Scheduled Balance 325,~~914~~609.4698 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~093% ~~Apr~~May-06 0.~~093~~095% ~~May~~Jun-06 0.~~095~~097% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Scheduled Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Scheduled Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~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.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Scheduled Date Delinquent Loan Rate Delinquent Balance Interest Group 1 0005291646 325,~~914~~609.4698 01-~~Feb~~Mar-2006 1 6.560% 4,~~946~~942.7619

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

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1 3641 78,~~806~~246,~~686~~701.00 78,~~780~~210,~~343~~580.1966 0 0.00 0.00 Group 2 1017 ~~557~~1,~~228~~500,050.00 ~~517~~1,~~092~~491,538.1213 0 0.00 0.00 Total 4658 89,~~363~~746,~~914~~751.00 89,~~297~~702,~~435~~118.3179 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 134,~~015~~977.2380 Group 2 0 0.00 0.00 0 0.00 0.00 47,~~806~~190.4777 Total 0 0.00 0.00 0 0.00 0.00 1712,~~821~~168.7057

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0004648127~~0004005302 VAMD 7570.00 01-~~Oct~~Nov-2005 ~~186~~222,~~000~~600.00 ~~185~~221,~~608~~536.3417 Group 1 ~~0004871414~~0004756565 VAAZ 8579.0093 01-Nov-2005 ~~124,~~100,000.00 ~~123~~99,~~579~~266.1139 Group 1 ~~0005019773~~0004897963 NJ 6979.9455 01-~~Nov~~Oct-2005 ~~157~~243,~~500~~000.00 ~~156~~241,~~576~~335.7167 Group 1 ~~0005113840~~0004921375 WIMD 79.9996 01-Nov-2005 ~~78,~~212,000.00 77211,~~869~~039.6947 Group 1 ~~0005136825~~0004921961 MDOR 7086.54 01-Oct-2005 270,000.00 269,791.38 Group 1 0004925020 WA 79.92 01-Oct-2005 172,000.00 170,412.89 Group 1 0004953014 MD 62.77 01-Nov-2005 ~~269~~118,~~500~~000.00 ~~268~~116,~~511~~790.4423 Group 1 ~~0005149653~~0004985743 FL 8074.0097 01-Nov-2005 86142,~~680~~500.00 86142,~~115~~015.4864 Group 1 ~~0005151824~~0005006671 CAFL 5670.6000 01-Dec-2005 ~~283~~112,000.00 ~~283~~111,636.77 Group 1 0005009527 OR 79.96 01-Nov-2005 152,000.00 151,302.48 Group 1 ~~0005157185~~0005041181 CAFL 2779.2796 01-~~Dec~~Nov-2005 90200,000.00 89199,~~655~~121.6300 Group 1 ~~0005158530~~0005046982 NJNV 8473.0046 01-Nov-2005 ~~331~~95,~~800~~500.00 ~~330~~94,~~684~~751.9139 Group 1 ~~0005163597~~0005098439 FLGA 79.9394 01-Nov-2005 ~~187~~125,~~592~~600.00 ~~186~~124,~~498~~813.34 Group 1 0005104054 MD 77.84 01-Nov-2005 144,000.00 142,949.68 Group 1 ~~0005166244~~0005141288 FL 8085.00 01-Nov-2005 ~~288~~425,000.00 ~~286~~422,~~406~~832.3214 Group 1 ~~0005168117~~0005143490 MIMD 7963.9475 01-Nov-2005 92204,000.00 91203,~~518~~150.6927 Group 1 ~~0005197157~~0005143938 CAAZ 7369.4767 01-Nov-2005 ~~360~~127,~~000~~500.00 ~~358~~127,~~079~~500.2400 Group 1 ~~0005213764~~0005162813 FLWI 80.00 01-Dec-2005 ~~125~~92,~~152~~000.00 ~~124~~91,~~645~~672.5654 Group 1 ~~0005215710~~0005165816 AZ 7659.1902 01-~~Dec~~Nov-2005 ~~160~~121,000.00 ~~159~~120,~~184~~428.2263 Group 1 ~~0005226782~~0005167614 MD 8590.00 01-Dec-2005 ~~178~~182,~~500~~700.00 ~~178~~182,~~063~~228.0667 Group 1 ~~0005246897~~0005167796 FLNJ 7944.9440 01-Nov-2005 ~~160~~200,000.00 ~~159~~198,~~152~~403.1829 Group 1 ~~0005254347~~0005182217 CTCA 7174.7938 01-Nov-2005 ~~280~~357,000.00 ~~278~~354,~~769~~674.6889 Group 1 ~~0005259270~~0005186614 MDNJ 8079.0072 01-~~Dec~~Nov-2005 ~~252~~224,000.00 ~~250~~222,~~700~~358.0839 Group 1 ~~0005263447~~0005204961 NJCA 9085.00 01-Nov-2005 ~~349~~297,~~200~~500.00 ~~349~~296,~~200~~591.0001 Group 1 ~~0005265228~~0005229331 CAFL 7457.9575 01-~~Nov~~Dec-2005 ~~131~~410,~~250~~000.00 ~~130~~407,~~668~~539.5986 Group 1 ~~0005269840~~0005231410 CA 6879.8709 01-Nov-2005 ~~329~~278,~~000~~400.00 ~~327~~276,~~691~~139.8335 Group 1 ~~0005287461~~0005247911 MDFL 8072.0019 01-Dec-2005 ~~107~~115,~~200~~500.00 ~~106~~114,~~568~~828.8497 Group 1 ~~0005287651~~0005248166 MDFL 8075.00 01-Dec-2005 ~~216~~142,~~000~~500.00 ~~215~~141,~~995~~562.3116 Group 1 ~~0005332135~~0005251731 NYNJ 5674.94 01-Nov-2005 120,750.00 119,911.46 Group 1 0005251996 CA 79.96 01-~~Dec~~Nov-2005 ~~168~~284,000.00 ~~167~~282,~~302~~986.5200 Group 1 ~~0005332143~~0005256409 MDWI 8065.0022 01-Dec-2005 ~~252~~75,~~000~~001.00 ~~250~~74,~~720~~802.1537 Group 1 ~~0005332762~~0005265244 NJOR 4979.6594 01-~~Dec~~Nov-2005 ~~140~~155,~~000~~200.00 ~~139~~154,~~196~~249.6568 Group 1 ~~0005333588~~0005287255 NJGA 80.00 01-~~Dec~~Nov-2005 ~~332~~101,~~000~~200.00 ~~330~~100,~~348~~543.6443 Group 1 ~~0005339262~~0005292339 NJFL 8090.00 01-Dec-2005 ~~184~~189,000.00 ~~183~~188,~~522~~059.9922 Group 1 ~~0005353933~~0005304043 NJFL 80.00 01-Dec-2005 ~~240~~224,000.00 ~~238~~223,~~720~~486.5038 Group 1 ~~0005357900~~0005318407 NJ 5675.7600 01-Dec-2005 ~~210~~285,000.00 ~~208~~283,~~700~~696.7802 Group 1 ~~0005359294~~0005332911 CAFL 75.00 01-Dec-2005 ~~270~~116,~~000~~250.00 ~~269~~115,~~343~~791.4424 Group 1 ~~0005423264~~0005343603 CA 7079.3696 01-~~Dec~~Nov-2005 ~~387~~300,000.00 ~~385~~298,~~026~~651.6035 Group 1 ~~0005530589~~0005344411 MITX 6880.9400 01-Dec-2005 ~~313~~168,000.00 ~~311~~167,~~515~~001.5762 Group 1 ~~0005542063~~0005357520 NJ 8085.00 01-~~Jan~~Dec-~~2006~~2005 ~~268~~314,~~000~~500.00 ~~266~~313,~~912~~255.4060 Group 1 ~~0005587084~~0005494596 KSMD 8095.00 01-~~Jan~~Dec-~~2006~~2005 ~~220~~427,~~000~~500.00 ~~219~~426,~~351~~139.2175 Group 2 ~~0004903456~~0004888426 VAOH 1375.53 01-Oct-2005 170,000.00 169,396.64 Group 2 0004890554 MD 89.95 01-Oct-2005 32189,~~240~~000.00 32187,~~055~~865.2707 Group 2 ~~0004995502~~0004944815 CAFL 79.06 01-Nov-2005 125,000.00 124,361.08 Group 2 0004945424 WA 20.00 01-Oct-2005 6343,000.00 6241,~~200~~850.9229 Group 2 ~~0005029897~~0005024872 FL 8052.0074 01-Nov-2005 ~~144~~95,000.00 ~~143~~94,~~208~~394.6542 Group 2 ~~0005149679~~0005033998 FLCA 2080.00 01-Nov-2005 21228,~~670~~000.00 21225,~~430~~661.3898 Group 2 ~~0005163860~~0005124623 FLPA 20.00 01-Nov-2005 4637,~~898~~800.00 937,~~308~~629.3053 Group 2 ~~0005206941~~0005135835 NJWA 2570.0008 01-Nov-2005 56161,250.00 55160,~~774~~673.7985 Group 2 ~~0005301486~~0005217583 NJWA 2521.28 01-Nov-2005 45,750.00 45,476.16 Group 2 0005231618 CA 19.77 01-Nov-2005 69,600.00 69,309.46 Group 2 0005252168 CA 20.00 01-Nov-2005 71,~~250~~000.00 4570,~~863~~681.41 Group 2 0005281639 WA 20.00 01-Nov-2005 28,200.00 28,073.42 Group 2 ~~0005313440~~0005284518 CA 2065.00 01-Dec-2005 8287,~~620~~750.00 8287,~~452~~558.3379 Group 2 ~~0005323423~~0005286752 MD 19.46 01-Nov-2005 36,000.00 35,620.41 Group 2 0005287792 GA 20.00 01-~~Dec~~Nov-2005 2625,~~800~~300.00 2625,~~548~~034.4811 Group 2 ~~0005373048~~0005290689 CAGA 1020.4200 01-Nov-2005 31,400.00 31,037.21 Group 2 0005304050 FL 20.00 01-Dec-2005 3756,~~500~~000.00 3755,~~387~~821.1177

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0004648127~~0004005302 Loan Paid in Full 0 9.192% 360 7 Group 1 0004756565 Loan Paid in Full 0 6.~~975~~525% 360 7 Group 1 ~~0004871414~~0004897963 Loan Paid in Full (0 7.500% 360 8 Group 1) 0004921375 Loan Paid in Full 0 8.~~655~~960% 360 67 Group 1 ~~0005019773~~0004921961 Loan Paid in Full 0 67.~~980~~900% 360 68 Group 1 ~~0005113840~~0004925020 Loan Paid in Full 0 85.~~450~~950% 360 68 Group 1 ~~0005136825~~0004953014 Loan Paid in Full 0 98.~~310~~060% 360 67 Group 1 ~~0005149653~~0004985743 Loan Paid in Full ~~(1)~~0 610.~~435~~340% 360 67 Group 1 ~~0005151824~~0005006671 Loan Paid in Full 0 69.~~680~~900% 360 56 Group 1 ~~0005157185~~0005009527 Loan Paid in Full 0 8.~~350~~890% 360 57 Group 1 ~~0005158530~~0005041181 Loan Paid in Full 0 9.~~730~~100% 360 7 Group 1 0005046982 Loan Paid in Full 0 6.180% 360 7 Group 1 ~~0005163597~~0005098439 Loan Paid in Full 0 7.~~010~~340% 360 7 Group 1 0005104054 Loan Paid in Full 0 6.555% 360 7 Group 1 ~~0005166244~~0005141288 Loan Paid in Full 0 8.370% 360 7 Group 1 0005143490 Loan Paid in Full 0 9.~~275~~360% 360 67 Group 1 ~~0005168117~~0005143938 Loan Paid in Full 0 7.~~560~~060% 360 67 Group 1 ~~0005197157~~0005162813 Loan Paid in Full 0 79.~~460~~750% 360 6 Group 1 ~~0005213764~~0005165816 Loan Paid in Full 0 8.~~060~~750% 360 57 Group 1 ~~0005215710~~0005167614 Loan Paid in Full 0 610.~~890~~975% 360 56 Group 1 ~~0005226782~~0005167796 Loan Paid in Full 0 106.~~480~~080% 360 57 Group 1 ~~0005246897~~0005182217 Loan Paid in Full 0 7.~~500~~140% 360 67 Group 1 ~~0005254347~~0005186614 Loan Paid in Full 0 86.~~430~~530% 360 67 Group 1 ~~0005259270~~0005204961 Loan Paid in Full 0 610.830% 360 57 Group 1 ~~0005263447~~0005229331 Loan Paid in Full 0 86.~~420~~860% 360 6 Group 1 ~~0005265228~~0005231410 Loan Paid in Full 0 85.~~390~~990% 360 67 Group 1 ~~0005269840~~0005247911 Loan Paid in Full 0 97.~~472~~030% 360 6 Group 1 ~~0005287461~~0005248166 Loan Paid in Full 0 6.~~142~~380% 360 56 Group 1 ~~0005287651~~0005251731 Loan Paid in Full (1) 6.810% 360 7 Group 1 0005251996 Loan Paid in Full 0 6.500% 360 7 Group 1 0005256409 Loan Paid in Full 0 10.~~750~~900% 360 56 Group 1 ~~0005332135~~0005265244 Loan Paid in Full 0 7.~~930~~455% 360 57 Group 1 ~~0005332143~~0005287255 Loan Paid in Full 0 67.~~910~~160% 360 57 Group 1 ~~0005332762~~0005292339 Loan Paid in Full 01 67.~~580~~810% 360 56 Group 1 ~~0005333588~~0005304043 Loan Paid in Full 0 7.~~017~~600% 360 56 Group 1 ~~0005339262~~0005318407 Loan Paid in Full 0 108.~~210~~230% 360 56 Group 1 ~~0005353933~~0005332911 Loan Paid in Full 0 69.~~660~~010% 360 56 Group 1 ~~0005357900~~0005343603 Loan Paid in Full 0 58.~~880~~990% 360 57 Group 1 ~~0005359294~~0005344411 Loan Paid in Full 0 6.~~830~~910% 360 56 Group 1 ~~0005423264~~0005357520 Loan Paid in Full 0 69.~~892~~730% 360 56 Group 1 ~~0005530589~~0005494596 Loan Paid in Full 0 79.~~260~~990% 360 56 Group 12 ~~0005542063~~0004888426 Loan Paid in Full 0 76.~~110~~960% 360 48 Group 12 ~~0005587084~~0004890554 Loan Paid in Full 0 8.500% 360 8 Group 2 0004944815 Loan Paid in Full (1) 8.~~700~~360% 360 47 Group 2 ~~0004903456~~0004945424 Loan Paid in Full 0 117.~~000~~990% 180 8 Group 2 0005024872 Loan Paid in Full 0 7.250% 360 7 Group 2 ~~0004995502~~0005033998 Loan Paid in Full 0 86.~~750~~800% ~~240~~360 7 Group 2 ~~0005029897~~0005124623 Loan Paid in Full 0 9.000% 180 7 Group 2 0005135835 Loan Paid in Full 0 6.~~310~~500% 360 67 Group 2 ~~0005149679~~0005217583 Loan Paid in Full ~~(1)~~0 8.~~750~~000% ~~240~~180 67 Group 2 ~~0005163860~~0005231618 Loan Paid in Full ~~(1)~~0 109.~~500~~350% ~~240~~180 67 Group 2 ~~0005206941~~0005252168 Loan Paid in Full 0 109.~~875~~000% ~~240~~180 67 Group 2 ~~0005301486~~0005281639 Loan Paid in Full 0 119.~~475~~000% ~~240~~180 7 Group 2 0005284518 Loan Paid in Full 0 7.780% 360 6 Group 2 ~~0005313440~~0005286752 Loan Paid in Full 0 1110.~~350~~225% ~~180~~240 57 Group 2 ~~0005323423~~0005287792 Loan Paid in Full 0 810.~~800~~250% 240 57 Group 2 ~~0005373048~~0005290689 Loan Paid in Full 0 9.500% 240 7 Group 2 0005304050 Loan Paid in Full 0 9.990% 180 56

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 2.~~014~~403% Current Month 2125.~~665~~315% Current Month 1,~~929~~915.~~975~~417% 3 Month Average 1.~~507~~876% 3 Month Average 1620.~~581~~197% 3 Month Average 1,~~803~~774.~~715~~017% 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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ 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 14.465% N/A Mar-2006 2,004.511% N/A Apr-2006 13.612% N/A Apr-2006 1,476.659% N/A May-2006 21.665% N/A May-2006 1,929.975% N/A Jun-2006 25.315% N/A Jun-2006 1,915.417% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 2.~~221~~396% Current Month 2325.~~626~~248% Current Month 21,~~123~~925.~~955~~144% 3 Month Average 1.~~605~~937% 3 Month Average 1720.~~539~~771% 3 Month Average 1,~~927~~841.~~970~~063% 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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ 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 15.553% N/A Mar-2006 2,185.864% N/A Apr-2006 13.438% N/A Apr-2006 1,474.091% N/A May-2006 23.626% N/A May-2006 2,123.955% N/A Jun-2006 25.248% N/A Jun-2006 1,925.144% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 02.~~842~~443% Current Month 925.~~651~~683% Current Month ~~818~~1,863.~~177~~556% 3 Month Average 01.~~947~~530% 3 Month Average 1016.~~751~~641% 3 Month Average 1,~~112~~390.~~212~~404% 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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ 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 8.011% N/A Mar-2006 1,028.981% N/A Apr-2006 14.590% N/A Apr-2006 1,489.479% N/A May-2006 9.651% N/A May-2006 818.177% N/A Jun-2006 25.683% N/A Jun-2006 1,863.556% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 12 2,~~980~~979,~~973~~897.1086 0.~~737~~756 12 2,~~980~~979,~~973~~897.1086 0.~~869~~891 5.500 5.999 9189 19,~~690~~228,~~021~~187.1147 4.~~871~~877 7876 1716,~~178~~719,~~972~~693.0523 54.~~010~~999 6.000 6.499 ~~357~~354 7473,~~446~~963,~~655~~326.2700 18.~~417~~759 ~~299~~296 63,~~712~~241,~~207~~216.3648 18.~~582~~907 6.500 6.999 ~~495~~485 9896,~~200~~146,~~730~~186.8058 24.~~294~~385 ~~419~~412 8684,~~140~~653,~~474~~091.14 25.~~123~~309 7.000 7.499 ~~337~~330 5958,~~943~~834,~~538~~317.9852 14.~~829~~922 ~~290~~284 5352,~~311~~303,~~878~~180.6047 15.~~548~~637 7.500 7.999 ~~307~~301 5352,~~646~~563,~~254~~915.1346 13.~~271~~332 ~~268~~264 4948,~~672~~722,~~230~~912.2638 14.~~487~~567 8.000 8.499 ~~198~~193 3231,~~100~~088,~~939~~742.2035 7.~~941~~885 ~~162~~159 2928,~~428~~587,~~044~~910.2099 8.~~583~~547 8.500 8.999 ~~219~~214 2221,~~889~~904,~~877~~652.8671 5.~~663~~556 9995 16,~~842~~051,~~579~~087.5305 4.~~912~~799 9.000 9.499 ~~172~~164 1514,~~036~~079,~~176~~871.6279 3.~~720~~571 6056 109,~~473~~728,~~137~~010.4969 32.~~054~~908 9.500 9.999 ~~226~~220 1413,~~713~~674,~~778~~559.7811 3.~~640~~468 4743 76,~~880~~933,~~450~~616.0437 2.~~298~~073 10.000 10.499 3936 3,~~252~~048,~~433~~142.2376 0.~~805~~773 1817 2,~~296~~153,~~635~~594.4943 0.~~670~~644 10.500 10.999 ~~103~~100 5,~~821~~264,~~590~~790.7618 1.~~440~~335 1714 21,~~235~~681,~~989~~400.0260 0.~~652~~503 11.000 11.499 10 716,~~498~~122.8945 0.~~177~~182 2 398,~~705~~557.2177 0.~~116~~119 11.500 11.999 4 237,~~657~~578.5049 0.~~059~~060 1 90,~~991~~960.3438 0.027 12.000 12.499 9 546,~~724~~502.9559 0.~~135~~139 1 233,~~354~~286.9980 0.~~068~~070 >= 12.500 0 0.00 0.000 0 0.00 0.000 Total 2,~~579~~521 ~~404~~394,~~223~~276,~~851~~793.1832 100.000 1,~~773~~732 ~~342~~334,~~876~~478,~~622~~416.8264 100.000

Interest Rate Stratification (continued) Group 2 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.500 0 0.00 0.000 5.500 5.999 13 2,~~511~~508,~~049~~494.0624 4.~~093~~195 6.000 6.499 58 10,~~734~~722,~~447~~109.9152 17.~~498~~930 6.500 6.999 7673 1211,~~060~~493,~~256~~095.6644 19.~~659~~220 7.000 7.499 4746 6,~~631~~531,~~660~~137.3805 10.~~810~~922 7.500 7.999 3937 3,~~974~~841,~~023~~003.8708 6.~~478~~423 8.000 8.499 3634 2,~~672~~500,~~895~~831.0036 4.~~357~~182 8.500 8.999 ~~120~~119 65,~~047~~853,~~298~~565.3366 9.~~857~~789 9.000 9.499 ~~112~~108 4,~~563~~351,~~039~~861.1310 7.~~438~~278 9.500 9.999 ~~179~~177 6,~~833~~740,~~328~~942.74 11.~~139~~273 10.000 10.499 2119 ~~955~~894,~~797~~548.7433 1.~~558~~496 10.500 10.999 86 3,~~585~~583,~~601~~389.7458 5.~~845~~992 11.000 11.499 8 317,~~793~~564.68 0.~~518~~531 11.500 11.999 3 146,~~666~~618.1611 0.~~239~~245 12.000 12.499 8 313,~~369~~215.9679 0.~~511~~524 >= 12.500 0 0.00 0.000 Total ~~806~~789 6159,~~347~~798,~~228~~376.3668 100.000

Filing Compare · MASTR Asset Backed Securities Trust 2006-AM1