10-D 1 jpa060a2_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: 333-127020-16 J.P. Morgan Mortgage Trust 2006-A2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127020 J.P. Morgan Acceptance Corporation I (Exact name of depositor as specified in its charter) J.P. Morgan Mortgage Acquisition Corp. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196557 54-2196558 54-2196559 54-2196560 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) 1-A-1 _____ _____ __X___ ____________ 1-A-2 _____ _____ __X___ ____________ 1-A-3 _____ _____ __X___ ____________ 1-A-4 _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 2-A-3 _____ _____ __X___ ____________ 2-A-4 _____ _____ __X___ ____________ 2-A-5 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 3-A-3 _____ _____ __X___ ____________ 3-A-4 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ 5-A-1 _____ _____ __X___ ____________ 5-A-2 _____ _____ __X___ ____________ 5-A-3 _____ _____ __X___ ____________ 5-A-4 _____ _____ __X___ ____________ I-B-1 _____ _____ __X___ ____________ I-B-2 _____ _____ __X___ ____________ I-B-3 _____ _____ __X___ ____________ I-B-4 _____ _____ __X___ ____________ I-B-5 _____ _____ __X___ ____________ I-B-6 _____ _____ __X___ ____________ II-B-1 _____ _____ __X___ ____________ II-B-2 _____ _____ __X___ ____________ II-B-3 _____ _____ __X___ ____________ II-B-4 _____ _____ __X___ ____________ II-B-5 _____ _____ __X___ ____________ II-B-6 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ A-R _____ _____ __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 J.P. Morgan Mortgage Trust 2006-A2. 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 J.P. Morgan Mortgage Trust 2006-A2, 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. J.P. Morgan Mortgage Trust 2006-A2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Beth Belfield Beth Belfield, Officer Date: July 7, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of J.P. Morgan Mortgage Trust 2006-A2, relating to the June 26, 2006 distribution. EX-99.1 J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates Series 2006-A2 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 1-A-1 466247H89 5.~~47623~~47643% ~~151~~149,~~562~~979,~~912~~713.0580 ~~691~~684,~~481~~282.3704 1-A-2 466247H97 5.~~47623~~47643% 20,654,400.00 94,~~232~~235.3764 1-A-3 466247J20 5.~~47623~~47643% 68,250,100.00 311,~~380~~390.0990 1-A-4 466247J38 5.~~47623~~47643% 9,~~628~~565,~~711~~317.1832 43,~~929~~641.4473 2-A-1 466247J46 5.~~77214~~76985% ~~497~~490,~~091~~218,~~372~~827.7487 2,~~391~~357,~~065~~074.7858 2-A-2 466247J53 5.~~77214~~76985% 50,000,000.00 240,~~505~~410.6645 2-A-3 466247J61 5.~~77214~~76985% 5,000,000.00 24,~~050~~041.5705 2-A-4 466247J79 5.~~77214~~76985% 110,246,900.00 530,~~300~~090.0714 2-A-5 466247J87 5.~~77214~~76985% 26,~~521~~245,~~172~~983.0444 ~~127~~126,~~569~~196.8417 3-A-1 466247J95 5.~~68668~~68635% ~~150~~149,~~321~~078,~~877~~988.5794 ~~712~~706,~~360~~429.4270 3-A-2 466247K28 5.~~68668~~68635% ~~132~~131,~~047~~649,~~289~~401.9211 ~~625~~623,~~758~~837.9738 3-A-3 466247K36 5.~~68668~~68635% 40,399,000.00 191,~~446~~435.8479 3-A-4 466247K44 5.~~68668~~68635% 12,~~924~~858,~~194~~495.8630 6160,~~246~~931.4761 4-A-1 466247K51 3.~~88521~~88570% ~~573~~567,~~164~~639,~~517~~806.3350 1,~~855~~838,~~722~~065.1378 4-A-2 466247K69 3.~~88521~~88570% 17,~~726~~555,~~790~~923.9206 5756,~~393~~847.6457 5-A-1 466247K77 3.~~75296~~75276% ~~198~~196,~~610~~341,~~221~~107.1040 ~~621~~614,~~145~~017.9933 5-A-2 466247K85 3.~~75296~~75276% 14,~~949~~778,~~192~~398.7381 46,~~753~~216.0447 5-A-3 466247K93 3.~~75296~~75276% ~~425~~420,~~047~~190,~~124~~978.4533 1,~~329~~314,~~318~~062.8978 5-A-4 466247L27 3.~~75296~~75276% 19,~~750~~525,~~793~~141.4443 61,~~769~~060.8695 A-R 466247L92 5.~~51432~~51098% 0.00 0.00 I-B-1 466247L35 5.~~69157~~69024% 30,~~623~~617,~~464~~443.6432 145,~~238~~176.8933 I-B-2 466247L43 5.~~69157~~69024% 7,~~988~~987,~~651~~080.6690 37,~~888~~871.0472 I-B-3 466247L50 5.~~69157~~69024% 5,~~325~~324,~~767~~720.7760 25,~~258~~247.6981 I-B-4 466247G98 5.~~69157~~69024% 2,662,~~883~~360.8930 12,~~629~~623.3591 I-B-5 466247H22 5.~~69157~~69024% 1,~~997~~996,~~112~~720.9224 9,~~471~~467.7769 I-B-6 466247H30 5.~~69157~~69024% 2,~~663~~662,~~005~~481.0746 12,~~629~~624.9248 II-B-1 466247L68 3.~~81551~~81563% 5,~~072~~063,~~498~~644.0008 16,~~128~~100.4882 II-B-2 466247L76 3.~~81551~~81563% 2,~~536~~531,~~199~~772.0821 8,~~064~~050.0825 II-B-3 466247L84 3.~~81551~~81563% 1,~~902~~898,~~099~~779.4033 6,~~047~~037.9053 II-B-4 466247H48 3.~~81551~~81563% 1,~~268~~265,~~099~~886.5411 4,~~032~~025.0413 II-B-5 466247H55 3.~~81551~~81563% 1,~~268~~265,~~099~~886.5411 4,~~032~~025.0413 II-B-6 466247H63 3.~~81551~~81563% ~~634~~633,~~207~~100.5080 2,~~016~~013.5206 P 466247H71 0.00000% 100.00 0.00 Totals 2,~~587~~564,~~838~~088,~~759~~458.3477 10,~~300~~207,~~869~~531.1692

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 12,~~583~~094,~~198~~711.2494 0.00 ~~149~~147,~~979~~885,~~713~~001.8086 2,~~274~~778,~~679~~993.6198 0.00 1-A-2 0.00 0.00 20,654,400.00 94,~~232~~235.3764 0.00 1-A-3 0.00 0.00 68,250,100.00 311,~~380~~390.0990 0.00 1-A-4 6383,~~393~~875.8672 0.00 9,~~565~~481,~~317~~441.3260 ~~107~~127,~~323~~517.3045 0.00 2-A-1 6,~~872~~936,~~544~~576.8760 0.00 ~~490~~483,~~218~~282,~~827~~251.8727 9,~~263~~293,~~610~~651.6518 0.00 2-A-2 0.00 0.00 50,000,000.00 240,~~505~~410.6645 0.00 2-A-3 0.00 0.00 5,000,000.00 24,~~050~~041.5705 0.00 2-A-4 0.00 0.00 110,246,900.00 530,~~300~~090.0714 0.00 2-A-5 ~~275~~277,~~188~~752.6055 0.00 2625,~~245~~968,~~983~~230.4489 ~~402~~403,~~758~~948.4472 0.00 3-A-1 1,~~242~~817,~~888~~999.6358 0.00 ~~149~~147,~~078~~260,~~988~~989.9436 12,~~955~~524,~~249~~429.0528 0.00 3-A-2 ~~397~~582,~~888~~000.8140 0.00 131,~~649~~067,~~401~~400.1171 1,~~023~~205,~~647~~837.78 0.00 3-A-3 0.00 0.00 40,399,000.00 191,~~446~~435.8479 0.00 3-A-4 6596,~~699~~100.5614 0.00 12,~~858~~762,~~495~~395.3016 ~~126~~157,~~946~~031.0375 0.00 4-A-1 5,~~524~~136,~~710~~339.8343 0.00 ~~567~~562,~~639~~503,~~806~~467.5007 76,~~380~~974,~~432~~405.9621 0.00 4-A-2 ~~170~~158,~~867~~856.8634 0.00 17,~~555~~397,~~923~~066.0672 ~~228~~215,~~261~~703.5091 0.00 5-A-1 21,~~269~~805,~~113~~038.7113 0.00 ~~196~~194,~~341~~536,~~107~~069.4026 2,~~890~~419,~~259~~055.7046 0.00 5-A-2 ~~170~~135,~~793~~863.9242 0.00 14,~~778~~642,~~398~~535.8140 ~~217~~182,~~546~~079.9689 0.00 5-A-3 43,~~856~~862,~~146~~974.1275 0.00 ~~420~~416,~~190~~328,~~978~~003.3358 65,~~185~~177,~~465~~037.0153 0.00 5-A-4 ~~225~~179,~~652~~502.0102 0.00 19,~~525~~345,~~141~~639.4341 ~~287~~240,~~421~~562.8797 0.00 A-R 0.00 0.00 0.00 0.00 0.00 I-B-1 6,~~021~~061.3222 0.00 30,~~617~~611,~~443~~382.3210 151,~~260~~237.2155 0.00 I-B-2 1,~~570~~581.7617 0.00 7,~~987~~985,~~080~~499.9072 39,~~458~~452.8089 0.00 I-B-3 1,~~047~~054.1812 0.00 5,~~324~~323,~~720~~666.6048 26,~~305~~301.8793 0.00 I-B-4 ~~523~~527.5906 0.00 2,~~662~~661,~~360~~833.3024 13,~~152~~150.9497 0.00 I-B-5 ~~392~~395.6828 0.00 1,996,~~720~~324.2496 9,~~864~~862.4597 0.00 I-B-6 ~~523~~527.6108 0.00 2,~~662~~661,~~481~~954.4638 13,~~153~~151.5356 0.00 II-B-1 8,~~853~~902.9207 0.00 5,~~063~~054,~~644~~742.0801 2425,~~982~~002.4089 0.00 II-B-2 4,~~426~~450.8795 0.00 2,~~531~~527,~~772~~321.2127 12,~~490~~501.9520 0.00 II-B-3 3,~~320~~338.0712 0.00 1,~~898~~895,~~779~~441.3321 9,~~367~~375.9765 0.00 II-B-4 2,~~213~~225.4447 0.00 1,~~265~~263,~~886~~660.1163 6,~~245~~250.4860 0.00 II-B-5 2,~~213~~225.4447 0.00 1,~~265~~263,~~886~~660.1163 6,~~245~~250.4860 0.00 II-B-6 1,~~106~~113.7001 0.00 ~~633~~631,~~100~~987.8079 3,~~123~~126.2207 0.00 P 0.00 0.00 100.00 0.00 0.00 Totals 23,~~750~~199,~~300~~992.6004 0.00 2,~~564~~540,~~088~~888,~~458~~466.7771 3433,~~051~~407,~~169~~523.7696 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A-1 152,938,700.00 ~~151~~149,~~562~~979,~~912~~713.0580 39,~~254~~459.3136 12,~~543~~055,~~943~~252.9358 0.00 0.00 1-A-2 20,654,400.00 20,654,400.00 0.00 0.00 0.00 0.00 1-A-3 68,250,100.00 68,250,100.00 0.00 0.00 0.00 0.00 1-A-4 9,683,800.00 9,~~628~~565,~~711~~317.1832 1,~~571~~580.8102 6182,~~822~~295.0670 0.00 0.00 2-A-1 500,131,400.00 ~~497~~490,~~091~~218,~~372~~827.7487 140,~~786~~323.1635 6,~~731~~796,~~758~~253.7125 0.00 0.00 2-A-2 50,000,000.00 50,000,000.00 0.00 0.00 0.00 0.00 2-A-3 5,000,000.00 5,000,000.00 0.00 0.00 0.00 0.00 2-A-4 110,246,900.00 110,246,900.00 0.00 0.00 0.00 0.00 2-A-5 26,642,900.00 26,~~521~~245,~~172~~983.0444 5,~~637~~618.3279 ~~269~~272,~~551~~133.2876 0.00 0.00 3-A-1 151,190,300.00 ~~150~~149,~~321~~078,~~877~~988.5794 46,~~165~~058.6177 1,~~196~~771,~~723~~940.0281 0.00 0.00 3-A-2 132,325,300.00 ~~132~~131,~~047~~649,~~289~~401.9211 14,~~779~~744.1090 ~~383~~567,~~109~~255.7150 0.00 0.00 3-A-3 40,399,000.00 40,399,000.00 0.00 0.00 0.00 0.00 3-A-4 12,970,100.00 12,~~924~~858,~~194~~495.8630 2,~~440~~434.3368 6393,~~259~~665.2346 0.00 0.00 4-A-1 576,802,300.00 ~~573~~567,~~164~~639,~~517~~806.3350 ~~954~~953,~~906~~153.9883 4,~~569~~183,~~803~~185.8560 0.00 0.00 4-A-2 17,839,300.00 17,~~726~~555,~~790~~923.9206 29,~~533~~479.2907 ~~141~~129,~~334~~377.5626 0.00 0.00 5-A-1 200,000,000.00 ~~198~~196,~~610~~341,~~221~~107.1040 ~~360~~359,~~824~~070.3294 1,~~908~~445,~~289~~967.3919 0.00 0.00 5-A-2 15,053,800.00 14,~~949~~778,~~192~~398.7381 27,~~158~~026.8991 ~~143~~108,~~635~~836.0350 0.00 0.00 5-A-3 428,021,400.00 ~~425~~420,~~047~~190,~~124~~978.4533 ~~772~~768,~~202~~450.6523 43,~~083~~094,~~943~~524.4751 0.00 0.00 5-A-4 19,889,000.00 19,~~750~~525,~~793~~141.4443 35,~~882~~707.1781 ~~189~~143,~~769~~794.8421 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 I-B-1 30,629,400.00 30,~~623~~617,~~464~~443.6432 6,~~021~~061.3222 0.00 0.00 0.00 I-B-2 7,990,200.00 7,~~988~~987,~~651~~080.6690 1,~~570~~581.7617 0.00 0.00 0.00 I-B-3 5,326,800.00 5,~~325~~324,~~767~~720.7760 1,~~047~~054.1812 0.00 0.00 0.00 I-B-4 2,663,400.00 2,662,~~883~~360.8930 ~~523~~527.5906 0.00 0.00 0.00 I-B-5 1,997,500.00 1,~~997~~996,~~112~~720.9224 ~~392~~395.6828 0.00 0.00 0.00 I-B-6 2,663,521.50 2,~~663~~662,~~005~~481.0746 ~~523~~527.6108 0.00 0.00 0.00 II-B-1 5,081,300.00 5,~~072~~063,~~498~~644.0008 8,~~853~~902.9207 0.00 0.00 0.00 II-B-2 2,540,600.00 2,~~536~~531,~~199~~772.0821 4,~~426~~450.8795 0.00 0.00 0.00 II-B-3 1,905,400.00 1,~~902~~898,~~099~~779.4033 3,~~320~~338.0712 0.00 0.00 0.00 II-B-4 1,270,300.00 1,~~268~~265,~~099~~886.5411 2,~~213~~225.4447 0.00 0.00 0.00 II-B-5 1,270,300.00 1,~~268~~265,~~099~~886.5411 2,~~213~~225.4447 0.00 0.00 0.00 II-B-6 635,308.00 ~~634~~633,~~207~~100.5080 1,~~106~~113.7001 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 Totals 2,602,012,929.50 2,~~587~~564,~~838~~088,~~759~~458.3477 2,~~463~~455,~~356~~509.5268 2120,~~286~~744,~~944~~482.0833 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 12,~~583~~094,~~198~~711.2494 ~~149~~147,~~979~~885,~~713~~001.8086 0.~~98065247~~96695605 12,~~583~~094,~~198~~711.2494 1-A-2 0.00 20,654,400.00 1.00000000 0.00 1-A-3 0.00 68,250,100.00 1.00000000 0.00 1-A-4 6383,~~393~~875.8672 9,~~565~~481,~~317~~441.3260 0.~~98776486~~97910341 6383,~~393~~875.8672 2-A-1 6,~~872~~936,~~544~~576.8760 ~~490~~483,~~218~~282,~~827~~251.8727 0.~~98018006~~96631056 6,~~872~~936,~~544~~576.8760 2-A-2 0.00 50,000,000.00 1.00000000 0.00 2-A-3 0.00 5,000,000.00 1.00000000 0.00 2-A-4 0.00 110,246,900.00 1.00000000 0.00 2-A-5 ~~275~~277,~~188~~752.6055 2625,~~245~~968,~~983~~230.4489 0.~~98510235~~97467734 ~~275~~277,~~188~~752.6055 3-A-1 1,~~242~~817,~~888~~999.6358 ~~149~~147,~~078~~260,~~988~~989.9436 0.~~98603541~~97401083 1,~~242~~817,~~888~~999.6358 3-A-2 ~~397~~582,~~888~~000.8140 131,~~649~~067,~~401~~400.1171 0.~~99489214~~99049389 ~~397~~582,~~888~~000.8140 3-A-3 0.00 40,399,000.00 1.00000000 0.00 3-A-4 6596,~~699~~100.5614 12,~~858~~762,~~495~~395.3016 0.~~99139523~~98398587 6596,~~699~~100.5614 4-A-1 5,~~524~~136,~~710~~339.8343 ~~567~~562,~~639~~503,~~806~~467.5007 0.~~98411502~~97521017 5,~~524~~136,~~710~~339.8343 4-A-2 ~~170~~158,~~867~~856.8634 17,~~555~~397,~~923~~066.0672 0.~~98411502~~97521017 ~~170~~158,~~867~~856.8634 5-A-1 21,~~269~~805,~~113~~038.7113 ~~196~~194,~~341~~536,~~107~~069.4026 0.~~98170554~~97268035 21,~~269~~805,~~113~~038.7113 5-A-2 ~~170~~135,~~793~~863.9242 14,~~778~~642,~~398~~535.8140 0.~~98170554~~97268035 ~~170~~135,~~793~~863.9242 5-A-3 43,~~856~~862,~~146~~974.1275 ~~420~~416,~~190~~328,~~978~~003.3358 0.~~98170554~~97268035 43,~~856~~862,~~146~~974.1275 5-A-4 ~~225~~179,~~652~~502.0102 19,~~525~~345,~~141~~639.4341 0.~~98170554~~97268035 ~~225~~179,~~652~~502.0102 A-R 0.00 0.00 0.00000000 0.00 I-B-1 6,~~021~~061.3222 30,~~617~~611,~~443~~382.3210 0.~~99960963~~99941174 6,~~021~~061.3222 I-B-2 1,~~570~~581.7617 7,~~987~~985,~~080~~499.9072 0.~~99960963~~99941174 1,~~570~~581.7617 I-B-3 1,~~047~~054.1812 5,~~324~~323,~~720~~666.6048 0.~~99960963~~99941174 1,~~047~~054.1812 I-B-4 ~~523~~527.5906 2,~~662~~661,~~360~~833.3024 0.~~99960963~~99941174 ~~523~~527.5906 I-B-5 ~~392~~395.6828 1,996,~~720~~324.2496 0.~~99960963~~99941174 ~~392~~395.6828 I-B-6 ~~523~~527.6108 2,~~662~~661,~~481~~954.4638 0.~~99960952~~99941164 ~~523~~527.6108 II-B-1 8,~~853~~902.9207 5,~~063~~054,~~644~~742.0801 0.~~99652531~~99477339 8,~~853~~902.9207 II-B-2 4,~~426~~450.8795 2,~~531~~527,~~772~~321.2127 0.~~99652531~~99477339 4,~~426~~450.8795 II-B-3 3,~~320~~338.0712 1,~~898~~895,~~779~~441.3321 0.~~99652531~~99477339 3,~~320~~338.0712 II-B-4 2,~~213~~225.4447 1,~~265~~263,~~886~~660.1163 0.~~99652532~~99477338 2,~~213~~225.4447 II-B-5 2,~~213~~225.4447 1,~~265~~263,~~886~~660.1163 0.~~99652532~~99477338 2,~~213~~225.4447 II-B-6 1,~~106~~113.7001 ~~633~~631,~~100~~987.8079 0.~~99652578~~99477386 1,~~106~~113.7001 P 0.00 100.00 1.00000000 0.00 Totals 23,~~750~~199,~~300~~992.6004 2,~~564~~540,~~088~~888,~~458~~466.7771 0.~~98542495~~97650878 23,~~750~~199,~~300~~992.6004

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 152,938,700.00 ~~991~~980.~~00431774~~65246926 0.~~25666695~~25800769 1013.~~09518147~~43840754 0.00000000 1-A-2 20,654,400.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-3 68,250,100.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-4 9,683,800.00 ~~994~~987.~~31123939~~76485677 0.~~16231335~~16316116 68.~~38407030~~49828580 0.00000000 2-A-1 500,131,400.00 ~~993~~980.~~92154290~~18006442 0.~~28149834~~28057297 13.~~45998014~~58893533 0.00000000 2-A-2 50,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-3 5,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-4 110,246,900.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-5 26,642,900.00 ~~995~~985.~~43112949~~10235147 0.~~21158808~~21089258 10.~~11718995~~21411933 0.00000000 3-A-1 151,190,300.00 ~~994~~986.~~25609692~~03540664 0.~~30534770~~30464104 711.~~91534258~~71993713 0.00000000 3-A-2 132,325,300.00 ~~997~~994.~~89904062~~89214164 0.~~11168764~~11142918 24.~~89521135~~28682572 0.00000000 3-A-3 40,399,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-4 12,970,100.00 ~~996~~991.~~46069498~~39523211 0.~~18815044~~18771482 47.~~87731243~~22164517 0.00000000 4-A-1 576,802,300.00 ~~993~~984.~~69318973~~11501913 1.~~65551868~~65247925 7.~~92265192~~25237330 0.00000000 4-A-2 17,839,300.00 ~~993~~984.~~69318976~~11501909 1.~~65551843~~65247908 7.~~92265167~~25237313 0.00000000 5-A-1 200,000,000.00 ~~993~~981.~~05110550~~70553700 1.~~80412160~~79535470 97.~~54144695~~22983595 0.00000000 5-A-2 15,053,800.00 ~~993~~981.~~05110537~~70553681 1.~~80412188~~79535466 97.~~54144668~~22983566 0.00000000 5-A-3 428,021,400.00 ~~993~~981.~~05110551~~70553699 1.~~80412159~~79535469 97.~~54144692~~22983596 0.00000000 5-A-4 19,889,000.00 ~~993~~981.~~05110564~~70553723 1.~~80412137~~79535472 97.~~54144703~~22983609 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 I-B-1 30,629,400.00 999.~~80622017~~60963388 0.~~19658629~~19788896 0.00000000 0.00000000 I-B-2 7,990,200.00 999.~~80622012~~60963430 0.~~19658582~~19788866 0.00000000 0.00000000 I-B-3 5,326,800.00 999.~~80621949~~60963430 0.~~19658707~~19788992 0.00000000 0.00000000 I-B-4 2,663,400.00 999.~~80622137~~60963430 0.~~19658707~~19788992 0.00000000 0.00000000 I-B-5 1,997,500.00 999.~~80621777~~60963204 0.~~19658573~~19788736 0.00000000 0.00000000 I-B-6 2,663,521.50 999.~~80611007~~60952446 0.~~19658561~~19788840 0.00000000 0.00000000 II-B-1 5,081,300.00 ~~998~~996.~~26776612~~52531439 1.~~74245173~~75192766 0.00000000 0.00000000 II-B-2 2,540,600.00 ~~998~~996.~~26776352~~52531292 1.~~74245060~~75192868 0.00000000 0.00000000 II-B-3 1,905,400.00 ~~998~~996.~~26776530~~52531227 1.~~74245303~~75192610 0.00000000 0.00000000 II-B-4 1,270,300.00 ~~998~~996.~~26776352~~52531685 1.~~74245454~~75192474 0.00000000 0.00000000 II-B-5 1,270,300.00 ~~998~~996.~~26776352~~52531685 1.~~74245454~~75192474 0.00000000 0.00000000 II-B-6 635,308.00 ~~998~~996.~~26776933~~52577962 1.~~74198971~~75192190 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 0.00000000 1013.~~35184842~~69641523 ~~980~~966.~~65246926~~95605403 0.~~98065247~~96695605 1013.~~35184842~~69641523 1-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-4 0.00000000 68.~~54638262~~66144695 ~~987~~979.~~76485677~~10340982 0.~~98776486~~97910341 68.~~54638262~~66144695 2-A-1 0.00000000 13.~~74147848~~86950829 ~~980~~966.~~18006442~~31055613 0.~~98018006~~96631056 13.~~74147848~~86950829 2-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-5 0.00000000 10.~~32877802~~42501192 ~~985~~974.~~10235147~~67733955 0.~~98510235~~97467734 10.~~32877802~~42501192 3-A-1 0.00000000 812.~~22069028~~02457816 ~~986~~974.~~03540664~~01082847 0.~~98603541~~97401083 812.~~22069028~~02457816 3-A-2 0.00000000 34.~~00689898~~39825491 ~~994~~990.~~89214164~~49388673 0.~~99489214~~99049389 34.~~00689898~~39825491 3-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-4 0.00000000 57.~~06546287~~40935999 ~~991~~983.~~39523211~~98587212 0.~~99139523~~98398587 57.~~06546287~~40935999 4-A-1 0.00000000 98.~~57817060~~90485255 ~~984~~975.~~11501913~~21016659 0.~~98411502~~97521017 98.~~57817060~~90485255 4-A-2 0.00000000 98.~~57817067~~90485277 ~~984~~975.~~11501909~~21016632 0.~~98411502~~97521017 98.~~57817067~~90485277 5-A-1 0.00000000 119.~~34556855~~02519065 ~~981~~972.~~70553700~~68034630 0.~~98170554~~97268035 119.~~34556855~~02519065 5-A-2 0.00000000 119.~~34556856~~02519098 ~~981~~972.~~70553681~~68034649 0.~~98170554~~97268035 119.~~34556856~~02519098 5-A-3 0.00000000 119.~~34556852~~02519068 ~~981~~972.~~70553699~~68034631 0.~~98170554~~97268035 119.~~34556852~~02519068 5-A-4 0.00000000 119.~~34556840~~02519081 ~~981~~972.~~70553723~~68034642 0.~~98170554~~97268035 119.~~34556840~~02519081 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-B-1 0.00000000 0.~~19658629~~19788896 999.~~60963388~~41174492 0.~~99960963~~99941174 0.~~19658629~~19788896 I-B-2 0.00000000 0.~~19658582~~19788866 999.~~60963430~~41174439 0.~~99960963~~99941174 0.~~19658582~~19788866 I-B-3 0.00000000 0.~~19658707~~19788992 999.~~60963430~~41174439 0.~~99960963~~99941174 0.~~19658707~~19788992 I-B-4 0.00000000 0.~~19658707~~19788992 999.~~60963430~~41174439 0.~~99960963~~99941174 0.~~19658707~~19788992 I-B-5 0.00000000 0.~~19658573~~19788736 999.~~60963204~~41174468 0.~~99960963~~99941174 0.~~19658573~~19788736 I-B-6 0.00000000 0.~~19658561~~19788840 999.~~60952446~~41163606 0.~~99960952~~99941164 0.~~19658561~~19788840 II-B-1 0.00000000 1.~~74245173~~75192766 ~~996~~994.~~52531439~~77338673 0.~~99652531~~99477339 1.~~74245173~~75192766 II-B-2 0.00000000 1.~~74245060~~75192868 ~~996~~994.~~52531292~~77338818 0.~~99652531~~99477339 1.~~74245060~~75192868 II-B-3 0.00000000 1.~~74245303~~75192610 ~~996~~994.~~52531227~~77338617 0.~~99652531~~99477339 1.~~74245303~~75192610 II-B-4 0.00000000 1.~~74245454~~75192474 ~~996~~994.~~52531685~~77338424 0.~~99652532~~99477338 1.~~74245454~~75192474 II-B-5 0.00000000 1.~~74245454~~75192474 ~~996~~994.~~52531685~~77338424 0.~~99652532~~99477338 1.~~74245454~~75192474 II-B-6 0.00000000 1.~~74198971~~75192190 ~~996~~994.~~52577962~~77385772 0.~~99652578~~99477386 1.~~74198971~~75192190 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: All Classes are Per 1,000 Denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A-1 0405/01/06 - 0405/30/06 30 5.~~47623~~47643% ~~151~~149,~~562~~979,~~912~~713.0580 ~~691~~684,~~661~~461.3325 0.00 1-A-2 0405/01/06 - 0405/30/06 30 5.~~47623~~47643% 20,654,400.00 94,~~256~~260.9032 0.00 1-A-3 0405/01/06 - 0405/30/06 30 5.~~47623~~47643% 68,250,100.00 311,~~461~~472.1245 0.00 1-A-4 0405/01/06 - 0405/30/06 30 5.~~47623~~47643% 9,~~628~~565,~~711~~317.1832 43,~~940~~653.8816 0.00 2-A-1 0405/01/06 - 0405/30/06 30 5.~~77214~~76985% ~~497~~490,~~091~~218,~~372~~827.7487 2,~~391~~357,~~065~~074.7858 0.00 2-A-2 0405/01/06 - 0405/30/06 30 5.~~77214~~76985% 50,000,000.00 240,~~505~~410.6645 0.00 2-A-3 0405/01/06 - 0405/30/06 30 5.~~77214~~76985% 5,000,000.00 24,~~050~~041.5705 0.00 2-A-4 0405/01/06 - 0405/30/06 30 5.~~77214~~76985% 110,246,900.00 530,~~300~~090.0714 0.00 2-A-5 0405/01/06 - 0405/30/06 30 5.~~77214~~76985% 26,~~521~~245,~~172~~983.0444 ~~127~~126,~~569~~196.8417 0.00 3-A-1 0405/01/06 - 0405/30/06 30 5.~~68668~~68635% ~~150~~149,~~321~~078,~~877~~988.5794 ~~712~~706,~~360~~429.4270 0.00 3-A-2 0405/01/06 - 0405/30/06 30 5.~~68668~~68635% ~~132~~131,~~047~~649,~~289~~401.9211 ~~625~~623,~~758~~837.9738 0.00 3-A-3 0405/01/06 - 0405/30/06 30 5.~~68668~~68635% 40,399,000.00 191,~~446~~435.8479 0.00 3-A-4 0405/01/06 - 0405/30/06 30 5.~~68668~~68635% 12,~~924~~858,~~194~~495.8630 6160,~~246~~931.4761 0.00 4-A-1 0405/01/06 - 0405/30/06 30 3.~~88521~~88570% ~~573~~567,~~164~~639,~~517~~806.3350 1,~~855~~838,~~722~~065.1378 0.00 4-A-2 0405/01/06 - 0405/30/06 30 3.~~88521~~88570% 17,~~726~~555,~~790~~923.9206 5756,~~393~~847.6457 0.00 5-A-1 0405/01/06 - 0405/30/06 30 3.~~75296~~75276% ~~198~~196,~~610~~341,~~221~~107.1040 ~~621~~614,~~145~~017.9933 0.00 5-A-2 0405/01/06 - 0405/30/06 30 3.~~75296~~75276% 14,~~949~~778,~~192~~398.7381 46,~~753~~216.0447 0.00 5-A-3 0405/01/06 - 0405/30/06 30 3.~~75296~~75276% ~~425~~420,~~047~~190,~~124~~978.4533 1,~~329~~314,~~318~~062.8978 0.00 5-A-4 0405/01/06 - 0405/30/06 30 3.~~75296~~75276% 19,~~750~~525,~~793~~141.4443 61,~~769~~060.8695 0.00 A-R N/A N/A 5.~~51432~~51098% 0.00 0.00 0.00 I-B-1 0405/01/06 - 0405/30/06 30 5.~~69157~~69024% 30,~~623~~617,~~464~~443.6432 145,~~246~~183.3280 0.00 I-B-2 0405/01/06 - 0405/30/06 30 5.~~69157~~69024% 7,~~988~~987,~~651~~080.6690 37,~~889~~873.9766 0.00 I-B-3 0405/01/06 - 0405/30/06 30 5.~~69157~~69024% 5,~~325~~324,~~767~~720.7760 25,~~259~~249.9811 0.00 I-B-4 0405/01/06 - 0405/30/06 30 5.~~69157~~69024% 2,662,~~883~~360.8930 12,~~629~~624.9955 0.00 I-B-5 0405/01/06 - 0405/30/06 30 5.~~69157~~69024% 1,~~997~~996,~~112~~720.9224 9,~~472~~468.2618 0.00 I-B-6 0405/01/06 - 0405/30/06 30 5.~~69157~~69024% 2,~~663~~662,~~005~~481.0746 12,~~630~~625.5713 0.00 II-B-1 0405/01/06 - 0405/30/06 30 3.~~81551~~81563% 5,~~072~~063,~~498~~644.0008 16,~~128~~100.4882 0.00 II-B-2 0405/01/06 - 0405/30/06 30 3.~~81551~~81563% 2,~~536~~531,~~199~~772.0821 8,~~064~~050.0825 0.00 II-B-3 0405/01/06 - 0405/30/06 30 3.~~81551~~81563% 1,~~902~~898,~~099~~779.4033 6,~~047~~037.9053 0.00 II-B-4 0405/01/06 - 0405/30/06 30 3.~~81551~~81563% 1,~~268~~265,~~099~~886.5411 4,~~032~~025.0413 0.00 II-B-5 0405/01/06 - 0405/30/06 30 3.~~81551~~81563% 1,~~268~~265,~~099~~886.5411 4,~~032~~025.0413 0.00 II-B-6 0405/01/06 - 0405/30/06 30 3.~~81551~~81563% ~~634~~633,~~207~~100.5080 2,~~016~~013.5206 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 10,~~301~~207,~~178~~841.5528 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00 179.9621 ~~691~~684,~~481~~282.3704 0.00 ~~149~~147,~~979~~885,~~713~~001.8086 1-A-2 0.00 24.5268 94,~~232~~235.3764 0.00 20,654,400.00 1-A-3 0.00 81.0455 311,~~380~~390.0990 0.00 68,250,100.00 1-A-4 0.00 11.43 43,~~929~~641.4473 0.00 9,~~565~~481,~~317~~441.3260 2-A-1 0.00 0.00 2,~~391~~357,~~065~~074.7858 0.00 ~~490~~483,~~218~~282,~~827~~251.8727 2-A-2 0.00 0.00 240,~~505~~410.6645 0.00 50,000,000.00 2-A-3 0.00 0.00 24,~~050~~041.5705 0.00 5,000,000.00 2-A-4 0.00 0.00 530,~~300~~090.0714 0.00 110,246,900.00 2-A-5 0.00 0.00 ~~127~~126,~~569~~196.8417 0.00 2625,~~245~~968,~~983~~230.4489 3-A-1 0.00 0.00 ~~712~~706,~~360~~429.4270 0.00 ~~149~~147,~~078~~260,~~988~~989.9436 3-A-2 0.00 0.00 ~~625~~623,~~758~~837.9738 0.00 131,~~649~~067,~~401~~400.1171 3-A-3 0.00 0.00 191,~~446~~435.8479 0.00 40,399,000.00 3-A-4 0.00 0.00 6160,~~246~~931.4761 0.00 12,~~858~~762,~~495~~395.3016 4-A-1 0.00 0.00 1,~~855~~838,~~722~~065.1378 0.00 ~~567~~562,~~639~~503,~~806~~467.5007 4-A-2 0.00 0.00 5756,~~393~~847.6457 0.00 17,~~555~~397,~~923~~066.0672 5-A-1 0.00 0.00 ~~621~~614,~~145~~017.9933 0.00 ~~196~~194,~~341~~536,~~107~~069.4026 5-A-2 0.00 0.00 46,~~753~~216.0447 0.00 14,~~778~~642,~~398~~535.8140 5-A-3 0.00 0.00 1,~~329~~314,~~318~~062.8978 0.00 ~~420~~416,~~190~~328,~~978~~003.3358 5-A-4 0.00 0.00 61,~~769~~060.8695 0.00 19,~~525~~345,~~141~~639.4341 A-R 0.00 0.00 0.00 0.00 0.00 I-B-1 0.00 7.4247 145,~~238~~176.8933 0.00 30,~~617~~611,~~443~~382.3210 I-B-2 0.00 1.9495 37,~~888~~871.0472 0.00 7,~~987~~985,~~080~~499.9072 I-B-3 0.00 1.2930 25,~~258~~247.6981 0.00 5,~~324~~323,~~720~~666.6048 I-B-4 0.00 0.65 12,~~629~~623.3591 0.00 2,~~662~~661,~~360~~833.3024 I-B-5 0.00 0.4849 9,~~471~~467.7769 0.00 1,996,~~720~~324.2496 I-B-6 0.00 0.65 12,~~629~~624.9248 0.00 2,~~662~~661,~~481~~954.4638 II-B-1 0.00 0.00 16,~~128~~100.4882 0.00 5,~~063~~054,~~644~~742.0801 II-B-2 0.00 0.00 8,~~064~~050.0825 0.00 2,~~531~~527,~~772~~321.2127 II-B-3 0.00 0.00 6,~~047~~037.9053 0.00 1,~~898~~895,~~779~~441.3321 II-B-4 0.00 0.00 4,~~032~~025.0413 0.00 1,~~265~~263,~~886~~660.1163 II-B-5 0.00 0.00 4,~~032~~025.0413 0.00 1,~~265~~263,~~886~~660.1163 II-B-6 0.00 0.00 2,~~016~~013.5206 0.00 ~~633~~631,~~100~~987.8079 P 0.00 0.00 0.00 0.00 100.00 Totals 0.00 309.38 10,~~300~~207,~~869~~531.1692 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance 1-A-1 152,938,700.00 5.~~47623~~47643% ~~991~~980.~~00431774~~65246926 4.~~52247423~~47539602 0.00000000 1-A-2 20,654,400.00 5.~~47623~~47643% 1000.00000000 4.~~56352642~~56369200 0.00000000 1-A-3 68,250,100.00 5.~~47623~~47643% 1000.00000000 4.~~56352621~~56369221 0.00000000 1-A-4 9,683,800.00 5.~~47623~~47643% ~~994~~987.~~31123939~~76485677 4.~~53756583~~50785435 0.00000000 2-A-1 500,131,400.00 5.~~77214~~76985% ~~993~~980.~~92154290~~18006442 4.~~78087515~~71291061 0.00000000 2-A-2 50,000,000.00 5.~~77214~~76985% 1000.00000000 4.~~81011320~~80820900 0.00000000 2-A-3 5,000,000.00 5.~~77214~~76985% 1000.00000000 4.~~81011400~~80821000 0.00000000 2-A-4 110,246,900.00 5.~~77214~~76985% 1000.00000000 4.~~81011321~~80820903 0.00000000 2-A-5 26,642,900.00 5.~~77214~~76985% ~~995~~985.~~43112949~~10235147 4.~~78813643~~73657785 0.00000000 3-A-1 151,190,300.00 5.~~68668~~68635% ~~994~~986.~~25609692~~03540664 4.~~71168071~~67245385 0.00000000 3-A-2 132,325,300.00 5.~~68668~~68635% ~~997~~994.~~89904062~~89214164 4.~~72894428~~71442256 0.00000000 3-A-3 40,399,000.00 5.~~68668~~68635% 1000.00000000 4.~~73890047~~73862695 0.00000000 3-A-4 12,970,100.00 5.~~68668~~68635% ~~996~~991.~~46069498~~39523211 4.~~72212782~~69785198 0.00000000 4-A-1 576,802,300.00 3.~~88521~~88570% ~~993~~984.~~69318973~~11501913 3.~~21725855~~18664780 0.00000000 4-A-2 17,839,300.00 3.~~88521~~88570% ~~993~~984.~~69318976~~11501909 3.~~21725852~~18664802 0.00000000 5-A-1 200,000,000.00 3.~~75296~~75276% ~~993~~981.~~05110550~~70553700 3.~~10572995~~07008665 0.00000000 5-A-2 15,053,800.00 3.~~75296~~75276% ~~993~~981.~~05110537~~70553681 3.~~10573011~~07008662 0.00000000 5-A-3 428,021,400.00 3.~~75296~~75276% ~~993~~981.~~05110551~~70553699 3.~~10572997~~07008664 0.00000000 5-A-4 19,889,000.00 3.~~75296~~75276% ~~993~~981.~~05110564~~70553723 3.~~10572980~~07008648 0.00000000 A-R 100.00 5.~~51432~~51098% 0.00000000 0.00000000 0.00000000 I-B-1 30,629,400.00 5.~~69157~~69024% 999.~~80622017~~60963388 4.~~74205567~~74001450 0.00000000 I-B-2 7,990,200.00 5.~~69157~~69024% 999.~~80622012~~60963430 4.~~74205527~~74001402 0.00000000 I-B-3 5,326,800.00 5.~~69157~~69024% 999.~~80621949~~60963430 4.~~74205527~~74001464 0.00000000 I-B-4 2,663,400.00 5.~~69157~~69024% 999.~~80622137~~60963430 4.~~74205527~~74001277 0.00000000 I-B-5 1,997,500.00 5.~~69157~~69024% 999.~~80621777~~60963204 4.~~74205757~~74001502 0.00000000 I-B-6 2,663,521.50 5.~~69157~~69024% 999.~~80611007~~60952446 4.~~74205671~~74001430 0.00000000 II-B-1 5,081,300.00 3.~~81551~~81563% ~~998~~996.~~26776612~~52531439 3.~~17408537~~16864188 0.00000000 II-B-2 2,540,600.00 3.~~81551~~81563% ~~998~~996.~~26776352~~52531292 3.~~17408486~~16864127 0.00000000 II-B-3 1,905,400.00 3.~~81551~~81563% ~~998~~996.~~26776530~~52531227 3.~~17408418~~16864176 0.00000000 II-B-4 1,270,300.00 3.~~81551~~81563% ~~998~~996.~~26776352~~52531685 3.~~17408486~~16864520 0.00000000 II-B-5 1,270,300.00 3.~~81551~~81563% ~~998~~996.~~26776352~~52531685 3.~~17408486~~16864520 0.00000000 II-B-6 635,308.00 3.~~81551~~81563% ~~998~~996.~~26776933~~52577962 3.~~17408249~~16863631 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00000000 0.~~00117668~~00117178 4.~~52129755~~47422425 0.00000000 ~~980~~966.~~65246926~~95605403 1-A-2 0.00000000 0.~~00118716~~00119490 4.~~56233878~~56249710 0.00000000 1000.00000000 1-A-3 0.00000000 0.~~00118740~~00119487 4.~~56233896~~56249734 0.00000000 1000.00000000 1-A-4 0.00000000 0.00118032 4.~~53638448~~50667403 0.00000000 ~~987~~979.~~76485677~~10340982 2-A-1 0.00000000 0.00000000 4.~~78087515~~71291061 0.00000000 ~~980~~966.~~18006442~~31055613 2-A-2 0.00000000 0.00000000 4.~~81011320~~80820900 0.00000000 1000.00000000 2-A-3 0.00000000 0.00000000 4.~~81011400~~80821000 0.00000000 1000.00000000 2-A-4 0.00000000 0.00000000 4.~~81011321~~80820903 0.00000000 1000.00000000 2-A-5 0.00000000 0.00000000 4.~~78813643~~73657785 0.00000000 ~~985~~974.~~10235147~~67733955 3-A-1 0.00000000 0.00000000 4.~~71168071~~67245385 0.00000000 ~~986~~974.~~03540664~~01082847 3-A-2 0.00000000 0.00000000 4.~~72894428~~71442256 0.00000000 ~~994~~990.~~89214164~~49388673 3-A-3 0.00000000 0.00000000 4.~~73890047~~73862695 0.00000000 1000.00000000 3-A-4 0.00000000 0.00000000 4.~~72212782~~69785198 0.00000000 ~~991~~983.~~39523211~~98587212 4-A-1 0.00000000 0.00000000 3.~~21725855~~18664780 0.00000000 ~~984~~975.~~11501913~~21016659 4-A-2 0.00000000 0.00000000 3.~~21725852~~18664802 0.00000000 ~~984~~975.~~11501909~~21016632 5-A-1 0.00000000 0.00000000 3.~~10572995~~07008665 0.00000000 ~~981~~972.~~70553700~~68034630 5-A-2 0.00000000 0.00000000 3.~~10573011~~07008662 0.00000000 ~~981~~972.~~70553681~~68034649 5-A-3 0.00000000 0.00000000 3.~~10572997~~07008664 0.00000000 ~~981~~972.~~70553699~~68034631 5-A-4 0.00000000 0.00000000 3.~~10572980~~07008648 0.00000000 ~~981~~972.~~70553723~~68034642 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-B-1 0.00000000 0.~~00024225~~00024388 4.~~74181309~~73977061 0.00000000 999.~~60963388~~41174492 I-B-2 0.00000000 0.~~00024280~~00024405 4.~~74181372~~73977122 0.00000000 999.~~60963430~~41174439 I-B-3 0.00000000 0.~~00024217~~00024405 4.~~74181310~~73977059 0.00000000 999.~~60963430~~41174439 I-B-4 0.00000000 0.00024405 4.~~74181497~~73977247 0.00000000 999.~~60963430~~41174439 I-B-5 0.00000000 0.~~00024030~~00024531 4.~~74181227~~73976971 0.00000000 999.~~60963204~~41174468 I-B-6 0.00000000 0.00024404 4.~~74181267~~73977026 0.00000000 999.~~60952446~~41163606 II-B-1 0.00000000 0.00000000 3.~~17408537~~16864188 0.00000000 ~~996~~994.~~52531439~~77338673 II-B-2 0.00000000 0.00000000 3.~~17408486~~16864127 0.00000000 ~~996~~994.~~52531292~~77338818 II-B-3 0.00000000 0.00000000 3.~~17408418~~16864176 0.00000000 ~~996~~994.~~52531227~~77338617 II-B-4 0.00000000 0.00000000 3.~~17408486~~16864520 0.00000000 ~~996~~994.~~52531685~~77338424 II-B-5 0.00000000 0.00000000 3.~~17408486~~16864520 0.00000000 ~~996~~994.~~52531685~~77338424 II-B-6 0.00000000 0.00000000 3.~~17408249~~16863631 0.00000000 ~~996~~994.~~52577962~~77385772 P 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All Classes are Per 1,000 Denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 3433,~~550~~904,~~309~~197.9246 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 6259,~~015~~440.8614 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Total Deposits 3433,~~612~~963,~~325~~637.7860 Withdrawals Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~561~~556,~~156~~113.0264 Payment of Interest and Principal 3433,~~051~~407,~~169~~523.7696 Total Withdrawals (Pool Distribution Amount) 3433,~~612~~963,~~325~~637.7860 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~561~~556,~~156~~113.0264 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~561~~556,~~156~~113.0264 *Servicer Payees include: COUNTRYWIDE HOME LOANS INC.; JP MORGAN CHASE BANK, NA; PHH US MTG CORP; WELLS FARGO BANK, N.A.

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~036944~~037559% Weighted Average Net Coupon 4.~~776732~~777296% Weighted Average Pass-Through Rate 4.~~776732~~777296% Weighted Average Remaining Term ~~345~~344 Beginning Scheduled Collateral Loan Count 4,~~586~~555 Number Of Loans Paid In Full 3128 Ending Scheduled Collateral Loan Count 4,~~555~~527 Beginning Scheduled Collateral Balance 2,~~587~~564,~~838~~088,~~659~~358.6577 Ending Scheduled Collateral Balance 2,~~564~~540,~~088~~888,~~358~~366.7772 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 2,~~565~~542,~~761~~537,~~289~~650.9977 Monthly P&I Constant 13,~~325~~219,~~689~~464.0921 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 0.00 Prepayment Penalty Paid Count 0 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 2,~~463~~455,~~356~~509.8071 Unscheduled Principal 2120,~~286~~744,~~944~~482.0834

Fraud Loss Coverage Amount - Aggregrate Pool I 39,951,114.64 Fraud Loss Coverage Amount - Aggregrate Pool II 38,109,270.25 Special Hazard Loss Coverage Amount - Aggregate Pool I 13,~~153~~034,~~979~~987.3571 Special Hazard Loss Coverage Amount - Aggregate Pool II 12,~~486~~373,~~904~~895.2495 Bankruptcy Loss Coverage Amount - Aggregate Pool I 372,917.00 Bankruptcy Loss Coverage Amount - Aggregate Pool II 100,000.00

Group Level Collateral Statement Group 1 2 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~732867~~733106 6.~~045250~~043040 Weighted Average Net Rate 5.~~476231~~476430 5.~~772136~~769851 Pass-Through Rate 5.~~476231~~476430 5.~~772136~~769851 Weighted Average Remaining Term ~~355~~354 ~~357~~356 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~285~~277,~~384~~794.7456 3,~~762~~724,~~149~~364.1778 Beginning Loan Count ~~660~~658 1,~~357~~348 Loans Paid in Full 24 9 Ending Loan Count ~~658~~654 1,~~348~~339 Beginning Scheduled Balance ~~260~~258,~~166~~517,~~125~~889.7883 ~~716~~709,~~563~~409,~~347~~724.1396 Ending Scheduled Balance ~~258~~256,~~517~~337,~~889~~639.8306 ~~709~~702,~~409~~189,~~724~~466.9619 Scheduled Principal 42,~~469~~702.9649 ~~152~~151,~~312~~871.1876 Unscheduled Principal 12,~~605~~137,~~765~~548.9928 7,~~001~~068,~~309~~387.9901 Scheduled Interest 1,~~242~~235,~~914~~092.7807 3,~~609~~572,~~836~~493.9902 Servicing Fees 55,~~639~~296.8711 ~~163~~161,~~086~~502.2679 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 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~187~~179,~~274~~795.9196 3,~~446~~410,~~750~~990.7323 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group 3 4 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~959988~~959771 4.~~135214~~135701 Weighted Average Net Rate 5.~~686681~~686352 3.~~885214~~885701 Pass-Through Rate 5.~~686681~~686352 3.~~885214~~885701 Weighted Average Remaining Term ~~356~~355 ~~337~~336 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~800~~791,~~185~~494.6358 3,~~051~~030,~~313~~146.4176 Beginning Loan Count ~~556~~554 ~~957~~949 Loans Paid in Full 21 86 Ending Loan Count ~~554~~553 ~~949~~943 Beginning Scheduled Balance ~~349~~347,~~179~~470,~~343~~319.4181 ~~596~~591,~~887~~182,~~928~~359.6443 Ending Scheduled Balance ~~347~~344,~~470~~971,~~319~~666.8148 ~~591~~585,~~182~~877,~~359~~111.4320 Scheduled Principal 65,~~931~~791.6456 ~~994~~992,~~430~~685.8037 Unscheduled Principal 12,~~643~~432,~~091~~861.9677 4,~~711~~312,~~138~~562.4186 Scheduled Interest 1,~~734~~725,~~253~~703.9902 2,~~056~~037,~~882~~461.6139 Servicing Fees 79,~~527~~170.8490 ~~124~~123,~~351~~162.6599 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 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~654~~646,~~726~~532.1512 1,~~932~~914,~~530~~298.9640 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group 5 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.~~002955~~002759 5.~~036944~~037559 Weighted Average Net Rate 3.~~752955~~752759 4.~~776732~~777296 Pass-Through Rate 3.~~752955~~752759 4.~~776732~~777296 Weighted Average Remaining Term ~~328~~327 ~~345~~344 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 3,~~426~~395,~~656~~663.1453 13,~~325~~219,~~689~~464.0921 Beginning Loan Count 1,~~056~~046 4,~~586~~555 Loans Paid in Full 108 3128 Ending Loan Count 1,~~046~~038 4,~~555~~527 Beginning Scheduled Balance ~~665~~657,~~041~~508,~~914~~064.6974 2,~~587~~564,~~838~~088,~~659~~358.6577 Ending Scheduled Balance ~~657~~651,~~508~~512,~~064~~483.7479 2,~~564~~540,~~088~~888,~~358~~366.7772 Scheduled Principal 1,~~208~~202,~~212~~458.2253 2,~~463~~455,~~356~~509.8071 Unscheduled Principal 64,~~325~~793,~~637~~122.7342 2120,~~286~~744,~~944~~482.0834 Scheduled Interest 2,~~218~~193,~~443~~205.9200 10,~~862~~763,~~332~~954.2950 Servicing Fees ~~138~~136,~~550~~980.4085 ~~561~~556,~~156~~113.0264 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 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~079~~056,~~893~~224.5215 10,~~301~~207,~~176~~840.2786 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Additional Reporting - Group Level Informational Reporting 1 Interest Transfer Amount 0.00 Principal Transfer Amount 0.00 2 Interest Transfer Amount 0.00 Principal Transfer Amount 0.00 3 Interest Transfer Amount 0.00 Principal Transfer Amount 0.00 4 Interest Transfer Amount 0.00 Principal Transfer Amount 0.00 5 Interest Transfer Amount 0.00 Principal Transfer Amount 0.00 Structural Reporting 1 Senior % 96.~~129395~~105353% Senior Prepayment % 100.000000% Subordinate % 3.~~870605~~894647% Subordinate Prepayment % 0.000000% 2 Senior % 96.~~133796~~095639% Senior Prepayment % 100.000000% Subordinate % 3.~~866204~~904361% Subordinate Prepayment % 0.000000% 3 Senior % 96.~~137520~~119256% Senior Prepayment % 100.000000% Subordinate % 3.~~862480~~880744% Subordinate Prepayment % 0.000000% 4 Senior % 98.~~995352~~987346% Senior Prepayment % 100.000000% Subordinate % 1.~~004648~~012654% Subordinate Prepayment % 0.000000% 5 Senior % 98.~~994863~~985193% Senior Prepayment % 100.000000% Subordinate % 1.~~005137~~014807% Subordinate Prepayment % 0.000000% Trigger Event Reporting 1 Senior Stepdown - Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 02.~~000000~~216978% Senior Stepdown - Loss Test Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Senior Stepdown Test Trigger Result Pass Two Times Test Trigger Result Pass Two Times Test - Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 02.~~000000~~216978% Two Times Test - Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% 2 Senior Stepdown - Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.~~352851~~815160% Senior Stepdown - Loss Test Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Senior Stepdown Test Trigger Result Pass Two Times Test Trigger Result Pass Two Times Test - Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.~~352851~~815160% Two Times Test - Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% 3 Senior Stepdown - Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 10.~~445839~~964075% Senior Stepdown - Loss Test Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Senior Stepdown Test Trigger Result Pass Two Times Test Trigger Result Pass Two Times Test - Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 10.~~445839~~964075% Two Times Test - Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% 4 Senior Stepdown - Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Senior Stepdown - Loss Test Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Senior Stepdown Test Trigger Result Pass Two Times Test Trigger Result Pass Two Times Test - Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Two Times Test - Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% 5 Senior Stepdown - Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Senior Stepdown - Loss Test Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Senior Stepdown Test Trigger Result Pass Two Times Test Trigger Result Pass Two Times Test - Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Two Times Test - Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000%

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2224 0 0 0 2224 1110,~~943~~645,~~342~~419.5452 0.00 0.00 0.00 1110,~~943~~645,~~342~~419.5452 60 Days 12 0 0 0 12 ~~390~~577,~~000~~783.0059 0.00 0.00 0.00 ~~390~~577,~~000~~783.0059 90 Days 1 0 0 0 1 ~~195~~575,~~506~~000.0800 0.00 0.00 0.00 ~~195~~575,~~506~~000.0800 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 2427 0 0 0 2427 1211,~~528~~798,~~848~~203.6211 0.00 0.00 0.00 1211,~~528~~798,~~848~~203.6211 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 0.~~482986~~530152% 0.000000% 0.000000% 0.000000% 0.~~482986~~530152% 0.~~465489~~418693% 0.000000% 0.000000% 0.000000% 0.~~465489~~418693% 60 Days 0.~~021954~~044179% 0.000000% 0.000000% 0.000000% 0.~~021954~~044179% 0.~~015200~~022725% 0.000000% 0.000000% 0.000000% 0.~~015200~~022725% 90 Days 0.~~021954~~022090% 0.000000% 0.000000% 0.000000% 0.~~021954~~022090% 0.~~007620~~022615% 0.000000% 0.000000% 0.000000% 0.~~007620~~022615% 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.~~526894~~596421% 0.000000% 0.000000% 0.000000% 0.~~526894~~596421% 0.~~488309~~464033% 0.000000% 0.000000% 0.000000% 0.~~488309~~464033%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 6259,~~015~~440.8614

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 7 0 0 0 7 32,~~008~~606,~~663~~901.4578 0.00 0.00 0.00 32,~~008~~606,~~663~~901.4578 60 Days 01 0 0 0 01 094,640.00 0.00 0.00 0.00 094,640.00 90 Days 01 0 0 0 01 0575,000.00 0.00 0.00 0.00 0575,000.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 79 0 0 0 79 3,~~008~~276,~~663~~541.4578 0.00 0.00 0.00 3,~~008~~276,~~663~~541.4578 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~063830~~070336% 0.000000% 0.000000% 0.000000% 1.~~063830~~070336% 1.~~163663~~016845% 0.000000% 0.000000% 0.000000% 1.~~163663~~016845% 60 Days 0.~~000000~~152905% 0.000000% 0.000000% 0.000000% 0.~~000000~~152905% 0.~~000000~~036915% 0.000000% 0.000000% 0.000000% 0.~~000000~~036915% 90 Days 0.~~000000~~152905% 0.000000% 0.000000% 0.000000% 0.~~000000~~152905% 0.~~000000~~224284% 0.000000% 0.000000% 0.000000% 0.~~000000~~224284% 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.~~063830~~376147% 0.000000% 0.000000% 0.000000% 1.~~063830~~376147% 1.~~163663~~278044% 0.000000% 0.000000% 0.000000% 1.~~163663~~278044% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 79 0 0 0 79 4,~~305~~134,~~550~~185.9266 0.00 0.00 0.00 4,~~305~~134,~~550~~185.9266 60 Days 01 0 0 0 01 0483,143.0059 0.00 0.00 0.00 0483,143.0059 90 Days 10 0 0 0 10 ~~195,506~~0.0800 0.00 0.00 0.00 ~~195,506~~0.0800 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 810 0 0 0 810 4,~~501~~617,~~057~~329.0025 0.00 0.00 0.00 4,~~501~~617,~~057~~329.0025 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~519288~~672143% 0.000000% 0.000000% 0.000000% 0.~~519288~~672143% 0.~~606834~~588673% 0.000000% 0.000000% 0.000000% 0.~~606834~~588673% 60 Days 0.~~000000~~074683% 0.000000% 0.000000% 0.000000% 0.~~000000~~074683% 0.~~000000~~068796% 0.000000% 0.000000% 0.000000% 0.~~000000~~068796% 90 Days 0.~~074184~~000000% 0.000000% 0.000000% 0.000000% 0.~~074184~~000000% 0.~~027555~~000000% 0.000000% 0.000000% 0.000000% 0.~~027555~~000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~593472~~746826% 0.000000% 0.000000% 0.000000% 0.~~593472~~746826% 0.~~634389~~657469% 0.000000% 0.000000% 0.000000% 0.~~634389~~657469% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 13 0 0 0 13 ~~540~~1,~~000~~637,072.0013 0.00 0.00 0.00 ~~540~~1,~~000~~637,072.0013 60 Days 10 0 0 0 10 ~~390,000~~0.00 0.00 0.00 0.00 ~~390,000~~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 23 0 0 0 23 ~~930~~1,~~000~~637,072.0013 0.00 0.00 0.00 ~~930~~1,~~000~~637,072.0013 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~180505~~542495% 0.000000% 0.000000% 0.000000% 0.~~180505~~542495% 0.~~155388~~474488% 0.000000% 0.000000% 0.000000% 0.~~155388~~474488% 60 Days 0.~~180505~~000000% 0.000000% 0.000000% 0.000000% 0.~~180505~~000000% 0.~~112225~~000000% 0.000000% 0.000000% 0.000000% 0.~~112225~~000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~361011~~542495% 0.000000% 0.000000% 0.000000% 0.~~361011~~542495% 0.~~267613~~474488% 0.000000% 0.000000% 0.000000% 0.~~267613~~474488% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 32 0 0 0 32 1935,~~965,285~~481.7187 0.00 0.00 0.00 1935,~~965,285~~481.7187 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 32 0 0 0 32 1935,~~965,285~~481.7187 0.00 0.00 0.00 1935,~~965,285~~481.7187 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~316122~~212089% 0.000000% 0.000000% 0.000000% 0.~~316122~~212089% 0.~~332065~~159497% 0.000000% 0.000000% 0.000000% 0.~~332065~~159497% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~316122~~212089% 0.000000% 0.000000% 0.000000% 0.~~316122~~212089% 0.~~332065~~159497% 0.000000% 0.000000% 0.000000% 0.~~332065~~159497% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 5 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 43 0 0 0 43 21,~~123~~331,~~842~~778.4608 0.00 0.00 0.00 21,~~123~~331,~~842~~778.4608 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 43 0 0 0 43 21,~~123~~331,~~842~~778.4608 0.00 0.00 0.00 21,~~123~~331,~~842~~778.4608 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~382409~~289017% 0.000000% 0.000000% 0.000000% 0.~~382409~~289017% 0.~~322603~~204154% 0.000000% 0.000000% 0.000000% 0.~~322603~~204154% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~382409~~289017% 0.000000% 0.000000% 0.000000% 0.~~382409~~289017% 0.~~322603~~204154% 0.000000% 0.000000% 0.000000% 0.~~322603~~204154%

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual 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. 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual 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. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual 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. 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual 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. 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual 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. 5 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual 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 Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 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 Actual 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 Actual 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. 1 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 Actual 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 Actual 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. 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 Actual 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 Actual 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. 3 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 Actual 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 Actual 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. 4 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 Actual 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 Actual 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. 5 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 Actual 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 Actual 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

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 Actual 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 Actual 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. 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 Actual 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 Actual 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. 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 Actual 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 Actual 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. 3 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 Actual 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 Actual 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. 4 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 Actual 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 Actual 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. 5 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 Actual 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 Actual 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.

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 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 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 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. 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 1 24 ~~935~~2,~~800~~006,000.00 ~~935~~2,~~799~~002,092.9700 0 0.00 0.00 2 9 5,~~243~~798,~~250~~300.00 5,~~237~~076,~~029~~582.0740 0 0.00 0.00 3 21 ~~731~~1,~~200~~943,628.00 ~~729~~1,~~744~~933,808.2365 0 0.00 0.00 4 86 4,~~614~~101,~~600~~000.00 43,~~228~~814,~~332~~618.0658 0 0.00 0.00 5 108 64,~~449~~717,~~331~~500.00 54,~~700~~479,~~011~~393.7588 0 0.00 0.00 Total 3128 1718,~~974~~566,~~181~~428.00 1617,~~830~~306,~~917~~495.0851 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 1 0 0.00 0.00 0 0.00 0.00 ~~669~~136,~~966~~249.0289 2 0 0.00 0.00 0 0.00 0.00 1,~~767~~992,~~198~~213.4547 3 0 0.00 0.00 0 0.00 0.00 ~~913~~501,~~837~~037.9111 4 0 0.00 0.00 0 0.00 0.00 ~~489~~504,~~656~~747.0096 5 0 0.00 0.00 0 0.00 0.00 ~~637~~321,~~410~~340.3334 Total 0 0.00 0.00 0 0.00 0.00 43,~~478~~455,~~068~~588.7177

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 ~~1846387063~~0056623697 AZ 7980.8400 01-~~Feb~~Sep-~~2006~~2005 ~~460~~160,000.00 ~~460~~160,000.00 1 ~~1927074426~~1063044411 NYCA 7961.9942 01-~~Oct~~Jan-~~2005~~2006 ~~475~~796,~~800~~000.00 ~~475~~791,~~799~~298.9739 21 ~~1063063085~~1844342042 CAMD 7479.2524 01-~~Apr~~Feb-2006 ~~470~~650,000.00 ~~469~~650,~~105~~000.7500 21 ~~1076129798~~1927074540 SCMD 6072.0073 01-~~Mar~~Nov-~~2006~~2005 ~~705~~400,000.00 ~~705~~400,000.00 2 ~~1574365234~~1101785763 CONJ 7480.2400 01-Feb-2006 ~~464~~559,~~000~~200.00 ~~462~~559,~~348~~200.8500 2 ~~1574382335~~1302211720 COFL 80.00 01-~~Mar~~Feb-2006 ~~640~~193,~~000~~600.00 ~~640~~193,~~000~~600.00 2 ~~1730082178~~1336119433 CAGA 7080.00 01-~~Jan~~Feb-2006 ~~275~~144,~~100~~000.00 ~~275~~144,~~100~~000.00 2 ~~1742107389~~1574360081 FLDE 80.00 01-~~Mar~~Jan-2006 ~~519~~440,~~900~~000.00 ~~519~~437,~~899~~543.9935 2 ~~1742220552~~1596724590 FLCA 7480.5400 01-Mar-2006 ~~650~~476,~~000~~800.00 ~~648~~476,~~227~~800.5800 2 ~~1760367825~~1596728692 NJCA 7580.00 01-Mar-2006 1543,~~274,250~~700.00 1543,~~270,603~~699.8998 2 ~~7077089386~~1730077586 OHCA 5876.1302 01-~~Jan~~Feb-2006 ~~245~~650,000.00 ~~243~~354,~~825~~330.4821 32 ~~0032786725~~1846387176 NJCA 7273.3571 01-~~Feb~~Mar-2006 ~~492~~841,000.00 ~~490~~417,~~054~~000.0500 32 ~~7100151427~~7103853300 LACA 8042.0086 01-~~Sep~~Feb-~~2005~~2006 ~~239~~1,~~200~~950,000.00 ~~239~~1,~~200~~950,000.00 43 ~~1230178482~~1236124715 CA 7356.3399 01-~~May~~Apr-~~2004~~2005 1,~~100~~943,~~000~~628.00 1,~~058~~931,~~750~~824.9266 4 ~~1292037286~~1236153156 CA 2560.7736 01-Jun-2004 ~~554~~664,000.00 ~~534~~637,~~090~~484.2793 4 ~~1704028051~~1706012347 CTNJ 5263.65 01-Jul-2004 ~~487~~541,000.00 ~~469~~521,~~899~~963.1470 4 ~~1716017201~~1764395436 CACT 7977.7434 01-Jun-2004 ~~489~~669,~~600.00 472,372.31 4 1760147115 NY 48.51 01-Jun-2004 570,~~000.00 ~~549~~501,~~531~~080.9489 4 ~~1764393102~~1764398525 CTMA 71.5701 01-~~Jun~~Jul-2004 ~~501~~1,090,000.00 ~~464~~1,~~804~~050,594.1906 4 ~~1765309666~~1765305541 CA 7862.2994 01-~~Jun~~May-2004 ~~458~~620,000.00 ~~441~~597,~~147~~125.6311 4 ~~1765312886~~1765334481 CA 5068.5648 01-~~Jun~~Jul-2004 ~~455~~517,000.00 ~~230~~499,~~886~~566.0121 5 ~~1134186640~~1213240251 NYVA 7459.5669 01-~~Aug~~Oct-2003 ~~630~~496,000.00 ~~587~~470,~~914~~597.4399 5 ~~1266050323~~1293669172 PAGA 8062.0097 01-~~Aug~~Oct-2003 ~~444~~500,000.00 ~~416~~473,~~401~~328.8406 5 ~~1293655214~~1636077791 TXMI 7968.3845 01-~~Sep~~Oct-2003 ~~539~~575,000.00 ~~464~~547,~~274~~320.5361 5 ~~1361198147~~1686187260 NCGA ~~34.93 01-Sep-2003 642,742.00 609,825.02 5 1590769096 AZ~~ 66.6713 01-~~Sep~~May-2003 1925,~~000,000~~750.00 ~~943~~874,~~380~~669.~~08 5 1610051599 IL 79.~~37 ~~01-Jul-2003 563,500.00 504,625.09~~ 5 ~~1707003294~~1686385252 NYGA 8076.0050 01-~~Jul~~Oct-2003 ~~638~~573,~~089~~750.00 ~~604~~543,~~711~~759.2365 5 ~~1764163612~~1686397841 CTNC 4543.5005 01-~~Nov~~Oct-2003 ~~480~~650,000.00 ~~168~~615,~~394~~326.5642 5 ~~1765124376~~1764134181 CACT 7239.65 01-~~Aug~~Sep-2003 ~~672~~550,000.00 ~~630~~522,~~151~~672.5039 5 ~~1765227823~~1764173106 CAVA 7066.0072 01-~~Sep~~Oct-2003 ~~840~~447,000.00 ~~758~~424,~~549~~107.1259

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 ~~1846387063~~0056623697 Loan Paid in Full 0 65.~~250~~875% 360 39 1 ~~1927074426~~1063044411 Loan Paid in Full ~~0 4.875% 360 7 2 1063063085 Loan Paid in Full~~ (1) 6.~~250~~125% 360 5 1 21844342042 ~~1076129798~~ Loan Paid in Full ~~(1)~~0 6.~~500~~625% 360 24 21 ~~1574365234~~1927074540 Loan Paid in Full 0 65.~~625~~375% 360 37 2 ~~1574382335~~1101785763 Loan Paid in Full 0(1) 65.~~375~~875% 360 24 2 ~~1730082178~~1302211720 Loan Paid in Full 0 6.~~250~~125% 360 4 2 ~~1742107389~~1336119433 Loan Paid in Full 0(1) 56.~~875~~000% 360 24 2 ~~1742220552~~1574360081 Loan Paid in Full 0 6.500% 360 25 2 ~~1760367825~~1596724590 Loan Paid in Full (1) 6.~~250~~500% 360 23 2 ~~7077089386~~1596728692 Loan Paid in Full 0 65.~~250~~875% 360 4 3 ~~0032786725~~2 1730077586 Loan Paid in Full (1) 6.~~075~~000% 360 34 32 ~~7100151427~~1846387176 Loan Paid in Full 0 6.~~000~~375% 360 83 42 ~~1230178482~~7103853300 Loan Paid in Full 0(1) 46.~~000~~280% 360 24 4 ~~1292037286~~3 1236124715 Loan Paid in Full 0 46.000% 360 2314 4 ~~1704028051~~1236153156 Loan Paid in Full 0 3.~~875~~625% 360 2224 4 ~~1716017201~~1706012347 Loan Paid in Full 0 4.125% 360 23 4 ~~1760147115~~1764395436 Loan Paid in Full (1) 4.~~125% 360 23 4 1764393102 Loan Paid in Full 0 4.~~250% 360 2324 4 ~~1765309666~~1764398525 Loan Paid in Full (1) 4.~~250~~000% 360 23 4 ~~1765312886~~1765305541 Loan Paid in Full ~~0 3.875% 360 23 5 1134186640 Loan Paid in Full~~ (1) 4.~~000~~375% 360 3325 54 ~~1266050323~~1765334481 Loan Paid in Full 0 4.~~000~~375% 360 3323 5 ~~1293655214~~1213240251 Loan Paid in Full 0 3.~~750~~875% 360 32 5 ~~1361198147~~1293669172 Loan Paid in Full 0 3.~~875~~625% 360 32 5 ~~1590769096~~1636077791 Loan Paid in Full 0 34.~~875~~250% 360 32 5 ~~1610051599~~1686187260 Loan Paid in Full 0 4.375% 360 3437 5 ~~1707003294~~1686385252 Loan Paid in Full 0 43.~~125~~750% 360 3432 5 ~~1764163612~~1686397841 Loan Paid in Full 0(1) 43.~~250~~625% 360 3032 5 ~~1765124376~~1764134181 Loan Paid in Full ~~(1)~~0 4.250% 360 33 5 ~~1765227823~~1764173106 Loan Paid in Full 0 43.~~125~~875% 360 32

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 0.~~823~~810% Current Month 9.~~445~~296% Current Month ~~313~~289.~~401~~415% 3 Month Average 0.~~000~~695% 3 Month Average 08.~~000~~006% 3 Month Average 0263.~~000~~363% 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 N/A N/A Mar-2006 N/A N/A Apr-2006 5.276% N/A Apr-2006 187.272% N/A May-2006 9.445% N/A May-2006 313.401% N/A Jun-2006 9.296% N/A Jun-2006 289.415% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 SMM CPR PSA Current Month 0.~~617~~827% Current Month 79.~~161~~485% Current Month ~~783~~851.~~491~~161% 3 Month Average 0.~~000~~659% 3 Month Average 07.~~000~~615% 3 Month Average 0834.~~000~~414% 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 N/A N/A Mar-2006 N/A N/A Apr-2006 6.199% N/A Apr-2006 868.590% N/A May-2006 7.161% N/A May-2006 783.491% N/A Jun-2006 9.485% N/A Jun-2006 851.161% 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. 2 SMM CPR PSA Current Month 0.~~977~~997% Current Month 11.~~117~~325% Current Month 1,~~924~~456.~~755~~102% 3 Month Average 0.~~000~~798% 3 Month Average 09.~~000~~119% 3 Month Average 01,562.~~000~~009% 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 N/A N/A Mar-2006 N/A N/A Apr-2006 4.916% N/A Apr-2006 1,305.168% N/A May-2006 11.117% N/A May-2006 1,924.755% N/A Jun-2006 11.325% N/A Jun-2006 1,456.102% 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. 3 SMM CPR PSA Current Month 0.~~471~~700% Current Month 58.~~504~~087% Current Month ~~771~~896.~~995~~553% 3 Month Average 0.~~000~~498% 3 Month Average 05.~~000~~797% 3 Month Average 0803.~~000~~510% 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 N/A N/A Mar-2006 N/A N/A Apr-2006 3.801% N/A Apr-2006 741.982% N/A May-2006 5.504% N/A May-2006 771.995% N/A Jun-2006 8.087% N/A Jun-2006 896.553% 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. 4 SMM CPR PSA Current Month 0.~~791~~731% Current Month 98.~~085~~425% Current Month ~~199~~177.~~755~~418% 3 Month Average 0.~~000~~661% 3 Month Average 07.~~000~~637% 3 Month Average 0167.~~000~~115% 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 N/A N/A Mar-2006 N/A N/A Apr-2006 5.400% N/A Apr-2006 124.174% N/A May-2006 9.085% N/A May-2006 199.755% N/A Jun-2006 8.425% N/A Jun-2006 177.418% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 5 SMM CPR PSA Current Month 0.~~953~~730% Current Month 108.~~854~~420% Current Month ~~180~~140.~~901~~337% 3 Month Average 0.~~000~~731% 3 Month Average 08.~~000~~410% 3 Month Average 0140.~~000~~160% 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 N/A N/A Mar-2006 N/A N/A Apr-2006 5.954% N/A Apr-2006 99.240% N/A May-2006 10.854% N/A May-2006 180.901% N/A Jun-2006 8.420% N/A Jun-2006 140.337% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Modifications Beginning Current Loan Scheduled Scheduled Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment ~~1574372171~~No ~~497,954.28~~Modifications ~~497,425.20~~this ~~5.750% 5.750% 3,793.23 2,915.11 1764391730 275,472.55 275,048.99 4.250% 4.250% 4,919.40 1,399.19~~Period

Interest Rate Stratification Summary 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.000 0 0.00 0.000 0 0.00 0.000 3.000 3.249 5 3,~~738~~730,~~178~~857.3156 0.~~146~~147 0 0.00 0.000 3.250 3.499 17 10,~~246~~239,~~979~~875.0680 0.~~400~~403 0 0.00 0.000 3.500 3.749 9087 5654,~~017~~101,~~026~~495.8445 2.~~185~~129 0 0.00 0.000 3.750 3.999 ~~392~~389 ~~253~~251,~~344~~388,~~607~~066.8905 9.~~880~~894 0 0.00 0.000 4.000 4.249 ~~842~~840 ~~526~~523,~~457~~658,~~382~~614.6308 20.~~532~~609 3 557,~~524~~424.14 0.~~216~~217 4.250 4.499 ~~657~~651 ~~400~~395,~~208~~591,~~009~~990.2184 15.~~608~~569 5 ~~764~~763,~~235~~880.6365 0.~~296~~298 4.500 4.749 4 1,544,~~063~~024.9558 0.~~060~~061 3 769,~~063~~024.9558 0.~~297~~300 4.750 4.999 23 11,~~449~~425,~~535~~508.3670 0.~~447~~450 18 7,~~821~~798,~~007~~087.5280 3.~~025~~042 5.000 5.249 42 17,~~497~~492,~~765~~152.9401 0.~~682~~688 29 10,~~502~~499,~~976~~106.9468 4.~~063~~096 5.250 5.499 ~~174~~173 71,~~789~~346,~~752~~555.3217 2.~~800~~808 ~~130~~129 46,~~727~~302,~~621~~206.6521 18.~~075~~063 5.500 5.749 295 158,~~697~~211,~~766~~255.2380 6.~~189~~227 119 48,~~039~~027,~~096~~487.4216 18.~~583~~736 5.750 5.999 ~~631~~628 ~~332~~330,~~197~~773,~~273~~255.5851 1213.~~956~~018 ~~151~~150 63,~~264~~091,~~141~~459.4133 24.~~472~~613 6.000 6.249 ~~689~~684 ~~385~~380,~~008~~655,~~980~~450.4675 1514.~~015~~981 9695 4241,~~600~~790,~~734~~612.3537 16.~~479~~303 6.250 6.499 ~~495~~493 ~~251~~247,~~139,~~802,516.6443 9.~~795~~753 62 23,~~183~~180,~~980~~035.0003 89.~~968~~043 6.500 6.749 ~~164~~161 7270,~~004~~281,~~699~~270.0732 2.~~808~~766 3130 1110,~~197~~468,~~398~~663.2574 4.~~331~~084 6.750 6.999 35 12,~~746~~645,~~535~~477.2867 0.~~497~~498 11 3,~~090~~089,~~109~~651.5737 1.~~195~~205 >= 7.000 0 0.00 0.000 0 0.00 0.000 Total 4,~~555~~527 2,~~564~~540,~~088~~888,~~358~~366.7772 100.000 ~~658~~654 ~~258~~256,~~517~~337,~~889~~639.8306 100.000

Interest Rate Stratification (continued) 2 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.000 0 0.00 0.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 0 0.00 0.000 3.250 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 0 0.00 0.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 1 775,000.00 0.~~109~~110 0 0.00 0.000 4.750 4.999 5 3,~~628~~627,~~527~~420.8490 0.~~511~~517 0 0.00 0.000 5.000 5.249 10 5,~~119~~118,~~799~~058.2618 0.~~722~~729 3 1,874,~~989~~987.7415 0.~~540~~544 5.250 5.499 34 17,~~765~~755,~~565~~223.6789 2.~~504~~529 10 7,~~296~~289,~~565~~125.0007 2.~~100~~113 5.500 5.749 100 5554,~~014~~983,~~217~~483.1773 7.~~755~~830 76 55,~~644~~200,~~452~~284.6491 16.~~014~~001 5.750 5.999 ~~318~~316 ~~164~~162,~~160~~950,~~411~~404.2390 23.~~140~~206 162 104,~~772~~731,~~720~~391.9428 30.~~153~~359 6.000 6.249 ~~415~~412 ~~236~~234,~~136~~560,~~177~~873.6857 33.~~286~~404 ~~178~~177 ~~106~~104,~~272~~303,~~068~~964.4381 30.~~585~~236 6.250 6.499 ~~318~~316 ~~161~~158,~~624~~328,~~658~~913.7421 22.~~783~~548 115 66,~~331~~293,~~163~~568.9019 19.~~090~~217 6.500 6.749 ~~123~~121 5554,~~528~~534,~~941~~261.6651 7.~~827~~766 10 5,278,~~359~~345.1607 1.~~519~~530 6.750 6.999 24 9,~~656~~555,~~425~~826.7130 1.361 0 0.00 0.000 >= 7.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~348~~339 ~~709~~702,~~409~~189,~~724~~466.9619 100.000 ~~554~~553 ~~347~~344,~~470~~971,~~319~~666.8148 100.000

Interest Rate Stratification (continued) 4 5 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.000 0 0.00 0.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 5 3,~~738~~730,~~178~~857.3156 0.~~569~~573 3.250 3.499 1 ~~582~~581,~~186~~117.3303 0.~~098~~099 16 9,~~664~~658,~~792~~758.7377 1.~~470~~483 3.500 3.749 3736 2221,~~491~~807,~~399~~250.1869 3.~~804~~722 5351 3332,~~525~~294,~~627~~244.6676 54.~~099~~957 3.750 3.999 69 4645,~~058~~975,~~574~~435.0094 7.~~791~~847 ~~323~~320 ~~207~~205,~~286~~412,~~033~~630.8911 31.~~526~~529 4.000 4.249 ~~430~~428 ~~268~~266,~~686~~515,~~754~~566.8081 45.~~449~~490 409 ~~257~~256,~~213~~585,~~103~~623.6913 39.~~119~~383 4.250 4.499 ~~412~~409 ~~253~~250,~~363~~997,~~445~~740.1273 42.~~857~~841 ~~240~~237 ~~146~~143,~~080~~830,~~328~~369.46 22.~~217~~076 4.500 4.749 0 0.00 0.000 0 0.00 0.000 4.750 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.749 0 0.00 0.000 0 0.00 0.000 5.750 5.999 0 0.00 0.000 0 0.00 0.000 6.000 6.249 0 0.00 0.000 0 0.00 0.000 6.250 6.499 0 0.00 0.000 0 0.00 0.000 6.500 6.749 0 0.00 0.000 0 0.00 0.000 6.750 6.999 0 0.00 0.000 0 0.00 0.000 >= 7.000 0 0.00 0.000 0 0.00 0.000 Total ~~949~~943 ~~591~~585,~~182~~877,~~359~~111.4320 100.000 1,~~046~~038 ~~657~~651,~~508~~512,~~064~~483.7479 100.000

Filing Compare · J.P. Morgan Mortgage Trust 2006-A2