10-D 1 csm06003_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: 333-120966-37 CSMC Mortgage-Backed Trust Series 2006-3 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-120966 Credit Suisse First Boston Mortgage Securities Corp. (Exact name of depositor as specified in its charter) DLJ Mortgage Capital, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196518 54-2196519 54-2196520 54-2196521 54-2196522 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Rd. 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-A _____ _____ __X___ ____________ 1-A-1-B _____ _____ __X___ ____________ 1-A-2 _____ _____ __X___ ____________ 1-A-3 _____ _____ __X___ ____________ 1-A-4-A _____ _____ __X___ ____________ 1-A-4-B _____ _____ __X___ ____________ 1-M-1 _____ _____ __X___ ____________ 1-M-2 _____ _____ __X___ ____________ 1-M-3 _____ _____ __X___ ____________ 1-M-4 _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-10 _____ _____ __X___ ____________ 2-A-11 _____ _____ __X___ ____________ 2-A-12 _____ _____ __X___ ____________ 2-A-13 _____ _____ __X___ ____________ 2-A-14 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 2-A-3 _____ _____ __X___ ____________ 2-A-4 _____ _____ __X___ ____________ 2-A-5 _____ _____ __X___ ____________ 2-A-6 _____ _____ __X___ ____________ 2-A-7 _____ _____ __X___ ____________ 2-A-8 _____ _____ __X___ ____________ 2-A-9 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ 4-A-3 _____ _____ __X___ ____________ 4-A-4 _____ _____ __X___ ____________ 4-A-5 _____ _____ __X___ ____________ 5-A-1 _____ _____ __X___ ____________ 5-A-2 _____ _____ __X___ ____________ 5-A-3 _____ _____ __X___ ____________ 5-A-4 _____ _____ __X___ ____________ 5-A-5 _____ _____ __X___ ____________ 5-A-6 _____ _____ __X___ ____________ 5-A-7 _____ _____ __X___ ____________ 5-A-8 _____ _____ __X___ ____________ 5-A-9 _____ _____ __X___ ____________ AP _____ _____ __X___ ____________ AX _____ _____ __X___ ____________ C-B-1 _____ _____ __X___ ____________ C-B-2 _____ _____ __X___ ____________ C-B-3 _____ _____ __X___ ____________ C-B-4 _____ _____ __X___ ____________ C-B-5 _____ _____ __X___ ____________ C-B-6 _____ _____ __X___ ____________ PP _____ _____ __X___ ____________ X _____ _____ __X___ ____________ AR _____ _____ __X___ ____________ AR-L _____ _____ __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 CSMC Mortgage-Backed Trust Series 2006-3. 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 CSMC Mortgage-Backed Trust Series 2006-3, 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. Credit Suisse First Boston Mortgage Securities Corp. (Depositor) /s/ Kevin Steele Kevin Steele, Vice President Date: July 5, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of CSMC Mortgage-Backed Trust Series 2006-3, relating to the June 26, 2006 distribution. EX-99.1 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Distribution Date: 6/26/2006 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Series 2006-3 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-A 225470M26 45.~~76000~~17125% ~~126~~116,~~636~~475,~~000~~923.0015 ~~435~~534,~~346~~796.4329 1-A-1-B 225470M34 5.37000% ~~100~~91,~~000~~976,~~000~~944.0027 ~~447~~411,~~500~~131.0095 1-A-2 225470M42 45.~~89000~~30125% 95,018,278.00 ~~335~~447,~~572~~241.8953 1-A-3 225470M59 6.31000% 10,000,000.00 52,~~583~~523.3394 1-A-4-A 225470M67 5.89600% 55,649,000.00 273,~~422~~113.0927 1-A-4-B 225470M75 6.16400% 2,878,000.00 14,~~783~~766.3363 X 225470L92 0.00000% 813,606.07 0.00 ~~1,040,383.55~~ 2-A-1 225470M83 5.75000% 2019,~~073~~707,~~000~~280.0064 9694,~~183~~430.1272 2-A-2 225470M91 5.75000% 4,857,000.00 23,273.1213 2-A-3 225470N25 5.75000% 8,876,000.00 42,530.83 2-A-4 225470N33 5.75000% 3,870,000.00 18,543.75 2-A-5 225470N41 5.50000% 1,162,000.00 5,325.83 2-A-6 225470N58 6.00000% 1,162,000.00 5,810.00 2-A-7 225470N66 5.75000% 2,238,000.00 10,723.75 2-A-8 225470N74 5.75000% 2,238,229.00 10,724.85 2-A-9 225470N82 5.75000% 10,000,000.00 47,916.67 2-A-10 225470N90 5.75000% 33,~~934~~643,~~671~~682.0035 ~~162~~161,~~603~~209.6331 2-A-11 225470P23 5.75000% 4544,~~159~~887,~~000~~494.0067 ~~216~~215,~~386~~085.8791 2-A-12 225470P31 5.75000% 20,503,000.00 98,243.54 2-A-13 225470P49 5.75000% 2,541,000.00 12,175.6263 2-A-14 225470P56 5.75000% 1,000,000.00 4,791.67 3-A-1 225470P64 6.00000% ~~100~~99,~~751~~206,~~000~~892.0032 ~~503~~496,~~755~~034.0046 4-A-1 225470P72 5.50000% 9,~~759~~849,~~500~~167.0010 4445,~~731~~142.0402 4-A-2 225470P80 5.50000% ~~429~~433,~~418~~363.0035 1,~~968~~986.1725 4-A-3 225470P98 5.50000% ~~126~~125,~~842~~991,~~082~~009.0090 ~~581~~577,~~359~~458.5480 4-A-4 225470Q22 5.50000% 17,000,000.00 77,916.67 4-A-5 225470Q30 5.50000% 1615,~~059~~965,~~000~~387.0055 73,~~603~~174.7569 5-A-1 225470Q48 6.00000% 6,433,000.00 32,165.00 5-A-2 225470Q55 6.00000% 3,377,000.00 16,885.00 5-A-3 225470Q63 6.00000% 6,334,000.00 31,670.00 5-A-4 225470Q71 6.00000% 10,000,000.00 50,000.00 5-A-5 225470Q89 6.00000% 5554,~~518~~681,~~000~~798.0070 ~~277~~273,~~590~~408.0099 5-A-6 225470Q97 6.00000% 109,~~238~~795,~~000~~770.0017 5148,~~190~~978.0085 5-A-7 225470R21 6.00000% 8685,~~756~~443,~~000~~161.0007 ~~433~~427,~~780~~215.0081 5-A-8 225470R39 5.75000% 21,~~000~~913,~~000~~610.0011 9,~~583~~169.3338 5-A-9 225470R47 6.25000% 21,~~000~~913,~~000~~610.0011 109,~~416~~966.6772 AX 225470R54 6.00000% 0.00 ~~120~~118,~~104~~857.5199 AP 225470R62 0.00000% 187,~~678~~288.2417 0.00 1-M-1 225470R70 5.~~07000~~48125% 17,058,289.00 6283,~~461~~017.7790 1-M-2 225470R88 5.~~27000~~68125% 12,955,662.00 4965,~~310~~352.6920 1-M-3 225470R96 6.~~17000~~58125% 8,853,036.00 3951,~~450~~731.1177 1-M-4 225470S20 7.~~17000~~58125% 2,807,059.00 1418,~~535~~896.8916 AR 225470S61 5.75000% 500.00 0.2410 AR-L 225470S79 5.75000% 500.00 0.2400 PP 225470V91 0.00000% 100.00 0.00 C-B-1 225470S38 5.~~79637~~79638% 15,~~349~~325,~~000~~578.0098 74,~~140~~027.4042 C-B-2 225470S46 5.~~79637~~79638% 4,~~476~~469,~~000~~170.0008 21,~~620~~587.4651 C-B-3 225470S53 5.~~79637~~79638% 2,~~558~~554,~~000~~096.0075 12,~~355~~337.9310 C-B-4 225470L68 5.~~79637~~79638% 2,~~558~~554,~~000~~096.0075 12,~~355~~337.9310 C-B-5 225470L76 5.~~79637~~79638% 1,~~918~~915,~~000~~073.0033 9,~~264~~250.5341 C-B-6 225470L84 5.~~79637~~79638% 1,~~278~~276,~~676~~724.0088 6,~~176~~166.4099 Totals 1,~~071~~047,~~291~~791,~~778~~383.2447 5,~~973~~129,~~216~~094.1449

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1-A 57,~~014~~241,~~525~~234.7991 0.00 ~~121~~109,~~621~~234,~~474~~688.2123 57,~~449~~776,~~872~~031.2220 0.00 1-A-1-B 35,~~959~~718,~~794~~148.8380 0.00 9686,~~040~~258,~~205~~795.1747 46,~~407~~129,~~294~~280.8375 0.00 1-A-2 0.00 0.00 95,018,278.00 ~~335~~447,~~572~~241.8953 0.00 1-A-3 0.00 0.00 10,000,000.00 52,~~583~~523.3394 0.00 1-A-4-A 0.00 0.00 55,649,000.00 273,~~422~~113.0927 0.00 1-A-4-B 0.00 0.00 2,878,000.00 14,~~783~~766.3363 0.00 X 0.00 0.00 ~~0.00~~ 1,~~040~~513,~~383~~389.5574 0.00 0.00 2-A-1 ~~365~~1,~~719~~415,595.3677 0.00 1918,~~707~~291,~~280~~684.6487 ~~461~~1,~~902~~510,026.4849 0.00 2-A-2 0.00 0.00 4,857,000.00 23,273.1213 0.00 2-A-3 0.00 0.00 8,876,000.00 42,530.83 0.00 2-A-4 0.00 0.00 3,870,000.00 18,543.75 0.00 2-A-5 0.00 0.00 1,162,000.00 5,325.83 0.00 2-A-6 0.00 0.00 1,162,000.00 5,810.00 0.00 2-A-7 0.00 0.00 2,238,000.00 10,723.75 0.00 2-A-8 0.00 0.00 2,238,229.00 10,724.85 0.00 2-A-9 0.00 0.00 10,000,000.00 47,916.67 0.00 2-A-10 ~~247~~790,~~658~~782.0965 0.00 3332,~~687~~852,~~012~~899.9170 ~~410~~951,~~261~~991.7296 0.00 2-A-11 ~~176~~316,~~617~~108.4327 0.00 44,~~982~~571,~~382~~386.5740 ~~393~~531,~~004~~194.3018 0.00 2-A-12 0.00 0.00 20,503,000.00 98,243.54 0.00 2-A-13 0.00 0.00 2,541,000.00 12,175.6263 0.00 2-A-14 0.00 0.00 1,000,000.00 4,791.67 0.00 3-A-1 1771,~~248,607~~637.9220 0.00 9998,~~502~~435,~~392~~255.0912 1,~~752~~267,~~362~~671.9266 0.00 4-A-1 (4445,~~731~~142.0402) 0.00 9,~~804~~894,~~231~~309.0412 0.00 0.00 4-A-2 (1,~~968~~986.1725) 0.00 ~~431~~435,~~386~~349.1760 0.00 0.00 4-A-3 ~~681~~709,~~779~~102.6151 0.00 ~~126~~125,~~160~~281,~~302~~907.39 1,~~263~~286,~~139~~561.1531 0.00 4-A-4 0.00 0.00 17,000,000.00 77,916.67 0.00 4-A-5 4647,~~699~~128.2126 0.00 1615,~~012~~918,~~300~~259.7928 120,302.9695 0.00 5-A-1 0.00 0.00 6,433,000.00 32,165.00 0.00 5-A-2 0.00 0.00 3,377,000.00 16,885.00 0.00 5-A-3 0.00 0.00 6,334,000.00 31,670.00 0.00 5-A-4 0.00 0.00 10,000,000.00 50,000.00 0.00 5-A-5 ~~551~~424,~~983~~213.0098 0.00 54,~~966~~257,~~017~~584.0072 ~~829~~697,~~573~~622.0097 0.00 5-A-6 ~~442,209~~30.3951 0.00 9,795,~~790~~739.6166 ~~493~~49,~~399~~009.3936 0.00 5-A-7 1383,~~055,694~~803.9484 0.00 85,~~700~~059,~~305~~357.0622 1811,~~489,474~~019.9465 0.00 5-A-8 ~~86,385~~5.8996 0.00 1,913,~~614~~604.1115 959,~~969~~175.2234 0.00 5-A-9 ~~86,385~~5.8996 0.00 1,913,~~614~~604.1115 969,~~802~~972.5668 0.00 AX 0.00 0.00 0.00 ~~120~~118,~~104~~857.5199 0.00 AP ~~193~~205.4494 0.00 187,~~484~~082.7924 ~~193~~205.4494 0.00 1-M-1 0.00 0.00 17,058,289.00 6283,~~461~~017.7790 0.00 1-M-2 0.00 0.00 12,955,662.00 4965,~~310~~352.6920 0.00 1-M-3 0.00 0.00 8,853,036.00 3951,~~450~~731.1177 0.00 1-M-4 0.00 0.00 2,807,059.00 1418,~~535~~896.8916 0.00 AR 500.00 0.00 0.00 500.2410 0.00 AR-L 500.00 0.00 0.00 500.2400 0.00 PP 0.00 0.00 100.00 0.00 0.00 C-B-1 11,~~650~~905.0240 0.00 15,~~337~~313,~~349~~673.9858 85,~~790~~932.4282 0.00 C-B-2 3,~~397~~471.3279 0.00 4,~~472~~465,~~602~~698.6828 25,~~017~~059.7830 0.00 C-B-3 1,~~941~~984.5410 0.00 2,~~556~~552,~~058~~112.4665 14,~~297~~321.4720 0.00 C-B-4 1,~~941~~984.5410 0.00 2,~~556~~552,~~058~~112.4665 14,~~297~~321.4720 0.00 C-B-5 1,~~455~~487.7869 0.00 1,~~916~~913,~~544~~585.2264 10,~~720~~738.3110 0.00 C-B-6 ~~970~~991.4280 0.0900 1,~~277~~275,~~705~~733.4908 7,~~146~~158.8279 0.0932 Totals 1317,~~939~~792,~~012~~701.2017 0.0900 1,~~057~~030,~~352~~698,~~765~~465.9594 1922,~~912~~921,~~228~~795.3466 0.0932 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-A 126,636,000.00 ~~126~~116,~~636~~475,~~000~~923.0015 0.00 57,~~014~~241,~~525~~234.7991 0.00 0.00 1-A-1-B 100,000,000.00 ~~100~~91,~~000~~976,~~000~~944.0027 0.00 35,~~959~~718,~~794~~148.8380 0.00 0.00 1-A-2 95,018,278.00 95,018,278.00 0.00 0.00 0.00 0.00 1-A-3 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 1-A-4-A 55,649,000.00 55,649,000.00 0.00 0.00 0.00 0.00 1-A-4-B 2,878,000.00 2,878,000.00 0.00 0.00 0.00 0.00 X 0.00 0813,606.0007 0.00 0.00 0.00 0.00 2-A-1 20,073,000.00 2019,~~073~~707,~~000~~280.0064 5770,~~537~~667.1642 ~~308~~1,~~182~~344,928.2035 0.00 0.00 2-A-2 4,857,000.00 4,857,000.00 0.00 0.00 0.00 0.00 2-A-3 8,876,000.00 8,876,000.00 0.00 0.00 0.00 0.00 2-A-4 3,870,000.00 3,870,000.00 0.00 0.00 0.00 0.00 2-A-5 1,162,000.00 1,162,000.00 0.00 0.00 0.00 0.00 2-A-6 1,162,000.00 1,162,000.00 0.00 0.00 0.00 0.00 2-A-7 2,238,000.00 2,238,000.00 0.00 0.00 0.00 0.00 2-A-8 2,238,229.00 2,238,229.00 0.00 0.00 0.00 0.00 2-A-9 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 2-A-10 33,934,671.00 33,~~934~~643,~~671~~682.0035 3839,~~963~~476.0536 ~~208~~751,~~695~~306.0429 0.00 0.00 2-A-11 45,159,000.00 4544,~~159~~887,~~000~~494.0067 2715,~~786~~780.5132 ~~148~~300,~~830~~327.9295 0.00 0.00 2-A-12 20,503,000.00 20,503,000.00 0.00 0.00 0.00 0.00 2-A-13 2,541,000.00 2,541,000.00 0.00 0.00 0.00 0.00 2-A-14 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 3-A-1 100,751,000.00 ~~100~~99,~~751~~206,~~000~~892.0032 8384,~~724~~370.8682 1687,~~164,883~~266.0638 0.00 0.00 4-A-1 9,759,500.00 9,~~759~~849,~~500~~167.0010 0.00 0.00 (4445,~~731~~142.0402) 0.00 4-A-2 429,418.00 ~~429~~433,~~418~~363.0035 0.00 0.00 (1,~~968~~986.1725) 0.00 4-A-3 126,842,082.00 ~~126~~125,~~842~~991,~~082~~009.0090 ~~134~~135,~~594~~610.9483 ~~547~~573,~~184~~491.6768 0.00 0.00 4-A-4 17,000,000.00 17,000,000.00 0.00 0.00 0.00 0.00 4-A-5 16,059,000.00 1615,~~059~~965,~~000~~387.0055 9,~~219~~012.2295 3738,~~479~~115.9932 0.00 0.00 5-A-1 6,433,000.00 6,433,000.00 0.00 0.00 0.00 0.00 5-A-2 3,377,000.00 3,377,000.00 0.00 0.00 0.00 0.00 5-A-3 6,334,000.00 6,334,000.00 0.00 0.00 0.00 0.00 5-A-4 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 5-A-5 55,518,000.00 5554,~~518~~681,~~000~~798.0070 3065,~~105~~196.8687 ~~521~~359,~~877~~017.1411 0.00 0.00 5-A-6 10,238,000.00 109,~~238~~795,~~000~~770.0017 ~~24,118~~4.6769 ~~418,090~~25.7282 0.00 0.00 5-A-7 86,756,000.00 8685,~~756~~443,~~000~~161.0007 5758,~~578~~986.9529 ~~998~~324,~~115~~817.9855 0.00 0.00 5-A-8 2,000,000.00 21,~~000~~913,~~000~~610.0011 ~~4,711~~0.6092 ~~81,674~~5.3004 0.00 0.00 5-A-9 2,000,000.00 21,~~000~~913,~~000~~610.0011 ~~4,711~~0.6092 ~~81,674~~5.3004 0.00 0.00 AX 0.00 0.00 0.00 0.00 0.00 0.00 AP 187,678.24 187,~~678~~288.2417 ~~193~~195.4235 010.0258 0.00 0.00 1-M-1 17,058,289.00 17,058,289.00 0.00 0.00 0.00 0.00 1-M-2 12,955,662.00 12,955,662.00 0.00 0.00 0.00 0.00 1-M-3 8,853,036.00 8,853,036.00 0.00 0.00 0.00 0.00 1-M-4 2,807,059.00 2,807,059.00 0.00 0.00 0.00 0.00 AR 50.00 500.00 70.8700 420.1300 0.00 0.00 AR-L 50.00 500.00 70.8700 420.1300 0.00 0.00 PP 100.00 100.00 0.00 0.00 0.00 0.00 C-B-1 15,349,000.00 15,~~349~~325,~~000~~578.0098 11,~~650~~905.0240 0.00 0.00 0.00 C-B-2 4,476,000.00 4,~~476~~469,~~000~~170.0008 3,~~397~~471.3279 0.00 0.00 0.00 C-B-3 2,558,000.00 2,~~558~~554,~~000~~096.0075 1,~~941~~984.5410 0.00 0.00 0.00 C-B-4 2,558,000.00 2,~~558~~554,~~000~~096.0075 1,~~941~~984.5410 0.00 0.00 0.00 C-B-5 1,918,000.00 1,~~918~~915,~~000~~073.0033 1,~~455~~487.7869 0.00 0.00 0.00 C-B-6 1,278,676.00 1,~~278~~276,~~676~~724.0088 ~~970~~991.4280 0.00 0.00 0.0900 Totals 1,071,291,778.24 1,~~071~~047,~~291~~791,~~778~~383.2447 ~~494~~501,~~618~~128.2062 1317,~~491~~338,~~093~~700.2282 (4647,~~699~~128.2127) 0.0900

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1-A 57,~~014~~241,~~525~~234.7991 ~~121~~109,~~621~~234,~~474~~688.2123 0.~~96040205~~86258795 57,~~014~~241,~~525~~234.7991 1-A-1-B 35,~~959~~718,~~794~~148.8380 9686,~~040~~258,~~205~~795.1747 0.~~96040205~~86258795 35,~~959~~718,~~794~~148.8380 1-A-2 0.00 95,018,278.00 1.00000000 0.00 1-A-3 0.00 10,000,000.00 1.00000000 0.00 1-A-4-A 0.00 55,649,000.00 1.00000000 0.00 1-A-4-B 0.00 2,878,000.00 1.00000000 0.00 X 0.00 01,513,389.0074 0.00000000 0.00 2-A-1 ~~365~~1,~~719~~415,595.3677 1918,~~707~~291,~~280~~684.6487 0.~~98178053~~91125815 ~~365~~1,~~719~~415,595.3677 2-A-2 0.00 4,857,000.00 1.00000000 0.00 2-A-3 0.00 8,876,000.00 1.00000000 0.00 2-A-4 0.00 3,870,000.00 1.00000000 0.00 2-A-5 0.00 1,162,000.00 1.00000000 0.00 2-A-6 0.00 1,162,000.00 1.00000000 0.00 2-A-7 0.00 2,238,000.00 1.00000000 0.00 2-A-8 0.00 2,238,229.00 1.00000000 0.00 2-A-9 0.00 10,000,000.00 1.00000000 0.00 2-A-10 ~~247~~790,~~658~~782.0965 3332,~~687~~852,~~012~~899.9170 0.~~99270192~~96812195 ~~247~~790,~~658~~782.0965 2-A-11 ~~176~~316,~~617~~108.4327 44,~~982~~571,~~382~~386.5740 0.~~99608899~~98698790 ~~176~~316,~~617~~108.4327 2-A-12 0.00 20,503,000.00 1.00000000 0.00 2-A-13 0.00 2,541,000.00 1.00000000 0.00 2-A-14 0.00 1,000,000.00 1.00000000 0.00 3-A-1 1771,~~248,607~~637.9220 9998,~~502~~435,~~392~~255.0912 0.~~98760699~~97701517 1771,~~248,607~~637.9220 4-A-1 (4445,~~731~~142.0402) 9,~~804~~894,~~231~~309.0412 1.~~00458333~~01381312 (4445,~~731~~142.0402) 4-A-2 (1,~~968~~986.1725) ~~431~~435,~~386~~349.1760 1.~~00458334~~01381311 (1,~~968~~986.1725) 4-A-3 ~~681~~709,~~779~~102.6151 ~~126~~125,~~160~~281,~~302~~907.39 0.~~99462497~~98769987 ~~681~~709,~~779~~102.6151 4-A-4 0.00 17,000,000.00 1.00000000 0.00 4-A-5 4647,~~699~~128.2126 1615,~~012~~918,~~300~~259.7928 0.~~99709202~~99123602 4647,~~699~~128.2126 5-A-1 0.00 6,433,000.00 1.00000000 0.00 5-A-2 0.00 3,377,000.00 1.00000000 0.00 5-A-3 0.00 6,334,000.00 1.00000000 0.00 5-A-4 0.00 10,000,000.00 1.00000000 0.00 5-A-5 ~~551~~424,~~983~~213.0098 54,~~966~~257,~~017~~584.0072 0.~~99005758~~97729718 ~~551~~424,~~983~~213.0098 5-A-6 ~~442,209~~30.3951 9,795,~~790~~739.6166 0.~~95680705~~95680208 ~~442,209~~30.3951 5-A-7 1383,~~055,694~~803.9484 85,~~700~~059,~~305~~357.0622 0.~~98783145~~98044351 1383,~~055,694~~803.9484 5-A-8 ~~86,385~~5.8996 1,913,~~614~~604.1115 0.~~95680706~~95680207 ~~86,385~~5.8996 5-A-9 ~~86,385~~5.8996 1,913,~~614~~604.1115 0.~~95680706~~95680207 ~~86,385~~5.8996 AX 0.00 0.00 0.00000000 0.00 AP ~~193~~205.4494 187,~~484~~082.7924 0.~~99896925~~99682435 ~~193~~205.4494 1-M-1 0.00 17,058,289.00 1.00000000 0.00 1-M-2 0.00 12,955,662.00 1.00000000 0.00 1-M-3 0.00 8,853,036.00 1.00000000 0.00 1-M-4 0.00 2,807,059.00 1.00000000 0.00 AR 500.00 0.00 0.00000000 500.00 AR-L 500.00 0.00 0.00000000 500.00 PP 0.00 100.00 1.00000000 0.00 C-B-1 11,~~650~~905.0240 15,~~337~~313,~~349~~673.9858 0.~~99924099~~99769845 11,~~650~~905.0240 C-B-2 3,~~397~~471.3279 4,~~472~~465,~~602~~698.6828 0.~~99924099~~99769845 3,~~397~~471.3279 C-B-3 1,~~941~~984.5410 2,~~556~~552,~~058~~112.4665 0.~~99924099~~99769846 1,~~941~~984.5410 C-B-4 1,~~941~~984.5410 2,~~556~~552,~~058~~112.4665 0.~~99924099~~99769846 1,~~941~~984.5410 C-B-5 1,~~455~~487.7869 1,~~916~~913,~~544~~585.2264 0.~~99924099~~99769846 1,~~455~~487.7869 C-B-6 ~~970~~991.5180 1,~~277~~275,~~705~~733.4908 0.~~99924100~~99769846 ~~970~~991.4280 Totals 1317,~~939~~792,~~012~~701.2917 1,~~057~~030,~~352~~698,~~765~~465.9594 0.~~98698859~~96210807 1317,~~939~~792,~~012~~701.2017

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1-A 126,636,000.00 ~~1000~~919.~~00000000~~76944273 0.00000000 3957.~~59794837~~18148797 0.00000000 1-A-1-B 100,000,000.00 ~~1000~~919.~~00000000~~76944270 0.00000000 3957.~~59794830~~18148800 0.00000000 1-A-2 95,018,278.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-3 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-4-A 55,649,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-4-B 2,878,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 0.00 01.~~00000000~~88397788 0.00000000 0.00000000 0.00000000 2-A-1 20,073,000.00 ~~1000~~981.~~00000000~~78053305 23.~~86639566~~52052110 1567.~~35307129~~00186071 0.00000000 2-A-2 4,857,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-3 8,876,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-4 3,870,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-5 1,162,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-6 1,162,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-7 2,238,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-8 2,238,229.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-9 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-10 33,934,671.00 ~~1000~~991.~~00000000~~42503400 1.~~14817822~~16330463 622.~~14990609~~13978412 0.00000000 2-A-11 45,159,000.00 ~~1000~~993.~~00000000~~98779136 0.~~61530393~~34943909 36.~~29570894~~65045617 0.00000000 2-A-12 20,503,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-13 2,541,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-14 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-1 100,751,000.00 ~~1000~~984.~~00000000~~67402130 0.~~83100773~~83741918 116.~~56199998~~82143482 0.00000000 4-A-1 9,759,500.00 ~~1000~~1009.~~00000000~~18767355 0.00000000 0.00000000 (4.~~58333316~~62544393) 4-A-2 429,418.00 ~~1000~~1009.~~00000000~~18766796 0.00000000 0.00000000 (4.~~58334304~~62544653) 4-A-3 126,842,082.00 ~~1000~~993.~~00000000~~29030172 1.~~06112213~~06913122 4.~~31390483~~52130453 0.00000000 4-A-4 17,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-5 16,059,000.00 ~~1000~~994.~~00000000~~17071735 0.~~57408431~~56123980 2.~~33389314~~37345538 0.00000000 5-A-1 6,433,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-2 3,377,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-3 6,334,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-4 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-5 55,518,000.00 ~~1000~~984.~~00000000~~93819482 01.~~54227206~~17433751 96.~~40014302~~46667946 0.00000000 5-A-6 10,238,000.00 ~~1000~~956.~~00000000~~80505665 20.~~35579898~~00045810 400.~~83714788~~00252198 0.00000000 5-A-7 86,756,000.00 ~~1000~~984.~~00000000~~86745666 0.~~66368839~~67991021 113.~~50486399~~74403557 0.00000000 5-A-8 2,000,000.00 ~~1000~~956.~~00000000~~80505500 20.~~35580000~~00046000 400.~~83715000~~00252000 0.00000000 5-A-9 2,000,000.00 ~~1000~~956.~~00000000~~80505500 20.~~35580000~~00046000 400.~~83715000~~00252000 0.00000000 AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 AP 187,678.24 ~~1000~~997.~~00000000~~92160242 1.~~03059364~~04087719 0.~~00010657~~05637308 0.00000000 1-M-1 17,058,289.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M-2 12,955,662.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M-3 8,853,036.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M-4 2,807,059.00 1000.00000000 0.00000000 0.00000000 0.00000000 AR 50.00 ~~1000~~0.00000000 ~~157~~0.~~40000000~~00000000 ~~842~~0.~~60000000~~00000000 0.00000000 AR-L 50.00 ~~1000~~0.00000000 ~~157~~0.~~40000000~~00000000 ~~842~~0.~~60000000~~00000000 0.00000000 PP 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 C-B-1 15,349,000.00 ~~1000~~998.~~00000000~~47410124 0.~~75900840~~77564662 0.00000000 0.00000000 C-B-2 4,476,000.00 ~~1000~~998.~~00000000~~47410188 0.~~75900804~~77564567 0.00000000 0.00000000 C-B-3 2,558,000.00 ~~1000~~998.~~00000000~~47410086 0.~~75900704~~77564504 0.00000000 0.00000000 C-B-4 2,558,000.00 ~~1000~~998.~~00000000~~47410086 0.~~75900704~~77564504 0.00000000 0.00000000 C-B-5 1,918,000.00 ~~1000~~998.~~00000000~~47410323 0.~~75900938~~77564651 0.00000000 0.00000000 C-B-6 1,278,676.00 ~~1000~~998.~~00000000~~47410916 0.~~75892564~~77564606 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-A 0.00000000 3957.~~59794837~~18148797 ~~960~~862.~~40205163~~58795469 0.~~96040205~~86258795 3957.~~59794837~~18148797 1-A-1-B 0.00000000 3957.~~59794830~~18148800 ~~960~~862.~~40205170~~58795470 0.~~96040205~~86258795 3957.~~59794830~~18148800 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-A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-4-B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 03.~~00000000~~50438978 0.00000000 0.00000000 2-A-1 0.00000000 1870.~~21946695~~52238181 ~~981~~911.~~78053305~~25815125 0.~~98178053~~91125815 1870.~~21946695~~52238181 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 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-10 0.00000000 723.~~29808431~~30308875 ~~992~~968.~~70191569~~12194525 0.~~99270192~~96812195 723.~~29808431~~30308875 2-A-11 0.00000000 36.~~91101287~~99989526 ~~996~~986.~~08898713~~98789610 0.~~99608899~~98698790 36.~~91101287~~99989526 2-A-12 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-13 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-14 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-1 0.00000000 127.~~39300771~~65885401 ~~987~~977.~~60699239~~01516729 0.~~98760699~~97701517 127.~~39300771~~65885401 4-A-1 0.00000000 (4.~~58333316~~62544393) ~~1004~~1013.~~58333316~~81311748 1.~~00458333~~01381312 (4.~~58333316~~62544393) 4-A-2 0.00000000 (4.~~58334304~~62544653) ~~1004~~1013.~~58334304~~81311449 1.~~00458334~~01381311 (4.~~58334304~~62544653) 4-A-3 0.00000000 5.~~37502696~~59043575 ~~994~~987.~~62497304~~69986596 0.~~99462497~~98769987 5.~~37502696~~59043575 4-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-5 0.00000000 2.~~90797746~~93469456 ~~997~~991.~~09202254~~23602217 0.~~99709202~~99123602 2.~~90797746~~93469456 5-A-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-5 0.00000000 97.~~94241507~~64101697 ~~990~~977.~~05758493~~29717785 0.~~99005758~~97729718 97.~~94241507~~64101697 5-A-6 0.00000000 430.~~19294686~~00298007 956.~~80705314~~80207658 0.~~95680705~~95680208 430.~~19294686~~00298007 5-A-7 0.00000000 124.~~16855249~~42394578 ~~987~~980.~~83144751~~44351077 0.~~98783145~~98044351 124.~~16855249~~42394578 5-A-8 0.00000000 430.~~19294500~~00298000 956.~~80705500~~80207500 0.~~95680706~~95680207 430.~~19294500~~00298000 5-A-9 0.00000000 430.~~19294500~~00298000 956.~~80705500~~80207500 0.~~95680706~~95680207 430.~~19294500~~00298000 AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AP 0.00000000 1.~~03070020~~09730356 ~~998~~996.~~96924651~~82435215 0.~~99896925~~99682435 1.~~03070020~~09730356 1-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 AR 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 AR-L 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 PP 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 C-B-1 0.00000000 0.~~75900840~~77564662 ~~999~~997.~~24099160~~69845462 0.~~99924099~~99769845 0.~~75900840~~77564662 C-B-2 0.00000000 0.~~75900804~~77564567 ~~999~~997.~~24099196~~69845398 0.~~99924099~~99769845 0.~~75900804~~77564567 C-B-3 0.00000000 0.~~75900704~~77564504 ~~999~~997.~~24099296~~69845582 0.~~99924099~~99769846 0.~~75900704~~77564504 C-B-4 0.00000000 0.~~75900704~~77564504 ~~999~~997.~~24099296~~69845582 0.~~99924099~~99769846 0.~~75900704~~77564504 C-B-5 0.00000000 0.~~75900938~~77564651 ~~999~~997.~~24099062~~69845673 0.~~99924099~~99769846 0.~~75900938~~77564651 C-B-6 0.~~00007039~~00000000 0.~~75899602~~77564606 ~~999~~997.~~24100398~~69846310 0.~~99924100~~99769846 0.~~75892564~~77564606 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A-1-A 0305/3025/06 - 0406/2425/06 2632 45.~~76000~~17125% ~~126~~116,~~636~~475,~~000~~923.0015 ~~435~~535,~~346~~400.4399 0.00 1-A-1-B 0305/01/06 - 0305/30/06 30 5.37000% ~~100~~91,~~000~~976,~~000~~944.0027 ~~447~~411,~~500~~596.0083 0.00 1-A-2 0305/3025/06 - 0406/2425/06 2632 45.~~89000~~30125% 95,018,278.00 ~~335~~447,~~572~~747.8924 0.00 1-A-3 0305/01/06 - 0305/30/06 30 6.31000% 10,000,000.00 52,583.33 0.00 1-A-4-A 0305/01/06 - 0305/30/06 30 5.89600% 55,649,000.00 273,422.09 0.00 1-A-4-B 0305/01/06 - 0305/30/06 30 6.16400% 2,878,000.00 14,783.33 0.00 X N/A N/A 0.00000% ~~431~~414,~~855~~485,~~426~~897.9049 0.00 0.00 2-A-1 0305/01/06 - 0305/30/06 30 5.75000% 2019,~~073~~707,~~000~~280.0064 9694,~~183~~430.1372 0.00 2-A-2 0305/01/06 - 0305/30/06 30 5.75000% 4,857,000.00 23,273.13 0.00 2-A-3 0305/01/06 - 0305/30/06 30 5.75000% 8,876,000.00 42,530.83 0.00 2-A-4 0305/01/06 - 0305/30/06 30 5.75000% 3,870,000.00 18,543.75 0.00 2-A-5 0305/01/06 - 0305/30/06 30 5.50000% 1,162,000.00 5,325.83 0.00 2-A-6 0305/01/06 - 0305/30/06 30 6.00000% 1,162,000.00 5,810.00 0.00 2-A-7 0305/01/06 - 0305/30/06 30 5.75000% 2,238,000.00 10,723.75 0.00 2-A-8 0305/01/06 - 0305/30/06 30 5.75000% 2,238,229.00 10,724.85 0.00 2-A-9 0305/01/06 - 0305/30/06 30 5.75000% 10,000,000.00 47,916.67 0.00 2-A-10 0305/01/06 - 0305/30/06 30 5.75000% 33,~~934~~643,~~671~~682.0035 ~~162~~161,~~603~~209.6331 0.00 2-A-11 0305/01/06 - 0305/30/06 30 5.75000% 4544,~~159~~887,~~000~~494.0067 ~~216~~215,~~386~~085.8891 0.00 2-A-12 0305/01/06 - 0305/30/06 30 5.75000% 20,503,000.00 98,243.54 0.00 2-A-13 0305/01/06 - 0305/30/06 30 5.75000% 2,541,000.00 12,175.63 0.00 2-A-14 0305/01/06 - 0305/30/06 30 5.75000% 1,000,000.00 4,791.67 0.00 3-A-1 0305/01/06 - 0305/30/06 30 6.00000% ~~100~~99,~~751~~206,~~000~~892.0032 ~~503~~496,~~755~~034.0046 0.00 4-A-1 0305/01/06 - 0305/30/06 30 5.50000% 9,~~759~~849,~~500~~167.0010 4445,~~731~~142.0402 0.00 4-A-2 0305/01/06 - 0305/30/06 30 5.50000% ~~429~~433,~~418~~363.0035 1,~~968~~986.1725 0.00 4-A-3 0305/01/06 - 0305/30/06 30 5.50000% ~~126~~125,~~842~~991,~~082~~009.0090 ~~581~~577,~~359~~458.5480 0.00 4-A-4 0305/01/06 - 0305/30/06 30 5.50000% 17,000,000.00 77,916.67 0.00 4-A-5 0305/01/06 - 0305/30/06 30 5.50000% 1615,~~059~~965,~~000~~387.0055 73,~~603~~174.7569 0.00 5-A-1 0305/01/06 - 0305/30/06 30 6.00000% 6,433,000.00 32,165.00 0.00 5-A-2 0305/01/06 - 0305/30/06 30 6.00000% 3,377,000.00 16,885.00 0.00 5-A-3 0305/01/06 - 0305/30/06 30 6.00000% 6,334,000.00 31,670.00 0.00 5-A-4 0305/01/06 - 0305/30/06 30 6.00000% 10,000,000.00 50,000.00 0.00 5-A-5 0305/01/06 - 0305/30/06 30 6.00000% 5554,~~518~~681,~~000~~798.0070 ~~277~~273,~~590~~408.0099 0.00 5-A-6 0305/01/06 - 0305/30/06 30 6.00000% 109,~~238~~795,~~000~~770.0017 5148,~~190~~978.0085 0.00 5-A-7 0305/01/06 - 0305/30/06 30 6.00000% 8685,~~756~~443,~~000~~161.0007 ~~433~~427,~~780~~215.0081 0.00 5-A-8 0305/01/06 - 0305/30/06 30 5.75000% 21,~~000~~913,~~000~~610.0011 9,~~583~~169.3338 0.00 5-A-9 0305/01/06 - 0305/30/06 30 6.25000% 21,~~000~~913,~~000~~610.0011 109,~~416~~966.6772 0.00 AX 0305/01/06 - 0305/30/06 30 6.00000% 2423,~~020~~771,~~902~~597.6720 ~~120~~118,~~104~~857.5199 0.00 AP N/A N/A 0.00000% 187,~~678~~288.2417 0.00 0.00 1-M-1 0305/3025/06 - 0406/2425/06 2632 5.~~07000~~48125% 17,058,289.00 6283,~~461~~111.77 0.00 1-M-2 0305/3025/06 - 0406/2425/06 2632 5.~~27000~~68125% 12,955,662.00 4965,~~310~~426.6909 0.00 1-M-3 0305/3025/06 - 0406/2425/06 2632 6.~~17000~~58125% 8,853,036.00 3951,~~450~~790.1126 0.00 1-M-4 0305/3025/06 - 0406/2425/06 2632 7.~~17000~~58125% 2,807,059.00 1418,~~535~~916.8946 0945.0014 AR 03N/~~01/06~~A ~~- 03~~N/~~30/06~~A 30 5.75000% 500.00 0.2400 0.00 AR-L 03N/~~01/06~~A ~~- 03~~N/~~30/06~~A 30 5.75000% 500.00 0.2400 0.00 PP N/A N/A 0.00000% 100.00 0.00 0.00 C-B-1 0305/01/06 - 0305/30/06 30 5.~~79637~~79638% 15,~~349~~325,~~000~~578.0098 74,~~140~~027.4042 0.00 C-B-2 0305/01/06 - 0305/30/06 30 5.~~79637~~79638% 4,~~476~~469,~~000~~170.0008 21,~~620~~587.4651 0.00 C-B-3 0305/01/06 - 0305/30/06 30 5.~~79637~~79638% 2,~~558~~554,~~000~~096.0075 12,~~355~~337.9310 0.00 C-B-4 0305/01/06 - 0305/30/06 30 5.~~79637~~79638% 2,~~558~~554,~~000~~096.0075 12,~~355~~337.9310 0.00 C-B-5 0305/01/06 - 0305/30/06 30 5.~~79637~~79638% 1,~~918~~915,~~000~~073.0033 9,~~264~~250.5341 0.00 C-B-6 0305/01/06 - 0305/30/06 30 5.~~79637~~79638% 1,~~278~~276,~~676~~724.0088 6,~~176~~166.4099 0.00 Totals 45,~~932~~131,~~832~~301.6314 0945.0014

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-A 0.00 0604.0071 ~~435~~534,~~346~~796.4329 0.00 ~~121~~109,~~621~~234,~~474~~688.2123 1-A-1-B 0.00 0464.0088 ~~447~~411,~~500~~131.0095 0.00 9686,~~040~~258,~~205~~795.1747 1-A-2 0.00 0505.0071 ~~335~~447,~~572~~241.8953 0.00 95,018,278.00 1-A-3 0.00 059.0039 52,~~583~~523.3394 0.00 10,000,000.00 1-A-4-A 0.00 0308.0082 273,~~422~~113.0927 0.00 55,649,000.00 1-A-4-B 0.00 016.0070 14,~~783~~766.3363 0.00 2,878,000.00 X 0.00 0.00 ~~1,040,383~~0.5500 0.00 ~~422~~402,~~881~~226,~~103~~297.3844 2-A-1 0.00 0.00 9694,~~183~~430.1272 0.00 1918,~~707~~291,~~280~~684.6487 2-A-2 0.00 0.00 23,273.1213 0.00 4,857,000.00 2-A-3 0.00 0.00 42,530.83 0.00 8,876,000.00 2-A-4 0.00 0.00 18,543.75 0.00 3,870,000.00 2-A-5 0.00 0.00 5,325.83 0.00 1,162,000.00 2-A-6 0.00 0.00 5,810.00 0.00 1,162,000.00 2-A-7 0.00 0.00 10,723.75 0.00 2,238,000.00 2-A-8 0.00 0.00 10,724.85 0.00 2,238,229.00 2-A-9 0.00 0.00 47,916.67 0.00 10,000,000.00 2-A-10 0.00 0.00 ~~162~~161,~~603~~209.6331 0.00 3332,~~687~~852,~~012~~899.9170 2-A-11 0.00 0.00 ~~216~~215,~~386~~085.8791 0.00 44,~~982~~571,~~382~~386.5740 2-A-12 0.00 0.00 98,243.54 0.00 20,503,000.00 2-A-13 0.00 0.00 12,175.6263 0.00 2,541,000.00 2-A-14 0.00 0.00 4,791.67 0.00 1,000,000.00 3-A-1 0.00 0.00 ~~503~~496,~~755~~034.0046 0.00 9998,~~502~~435,~~392~~255.0912 4-A-1 0.00 0.00 4445,~~731~~142.0402 0.00 9,~~804~~894,~~231~~309.0412 4-A-2 0.00 0.00 1,~~968~~986.1725 0.00 ~~431~~435,~~386~~349.1760 4-A-3 0.00 0.00 ~~581~~577,~~359~~458.5480 0.00 ~~126~~125,~~160~~281,~~302~~907.39 4-A-4 0.00 0.00 77,916.67 0.00 17,000,000.00 4-A-5 0.00 0.00 73,~~603~~174.7569 0.00 1615,~~012~~918,~~300~~259.7928 5-A-1 0.00 0.00 32,165.00 0.00 6,433,000.00 5-A-2 0.00 0.00 16,885.00 0.00 3,377,000.00 5-A-3 0.00 0.00 31,670.00 0.00 6,334,000.00 5-A-4 0.00 0.00 50,000.00 0.00 10,000,000.00 5-A-5 0.00 0.00 ~~277~~273,~~590~~408.0099 0.00 54,~~966~~257,~~017~~584.0072 5-A-6 0.00 0.00 5148,~~190~~978.0085 0.00 9,795,~~790~~739.6166 5-A-7 0.00 0.00 ~~433~~427,~~780~~215.0081 0.00 85,~~700~~059,~~305~~357.0622 5-A-8 0.00 0.00 9,~~583~~169.3338 0.00 1,913,~~614~~604.1115 5-A-9 0.00 0.00 109,~~416~~966.6772 0.00 1,913,~~614~~604.1115 AX 0.00 0.00 ~~120~~118,~~104~~857.5199 0.00 23,~~813~~582,~~808~~340.3035 AP 0.00 0.00 0.00 0.00 187,~~484~~082.7924 1-M-1 0.00 093.0087 6283,~~461~~017.7790 0.00 17,058,289.00 1-M-2 0.00 073.0090 4965,~~310~~352.6920 0.00 12,955,662.00 1-M-3 0.00 058.0049 3951,~~450~~731.1177 0.00 8,853,036.00 1-M-4 0945.0014 020.0030 1418,~~535~~896.8916 0.00 2,807,059.00 AR 0.00 0.00 0.2410 0.00 0.00 AR-L 0.00 0.00 0.2400 0.00 0.00 PP 0.00 0.00 0.00 0.00 100.00 C-B-1 0.00 0.00 74,~~140~~027.4042 0.00 15,~~337~~313,~~349~~673.9858 C-B-2 0.00 0.00 21,~~620~~587.4651 0.00 4,~~472~~465,~~602~~698.6828 C-B-3 0.00 0.00 12,~~355~~337.9310 0.00 2,~~556~~552,~~058~~112.4665 C-B-4 0.00 0.00 12,~~355~~337.9310 0.00 2,~~556~~552,~~058~~112.4665 C-B-5 0.00 0.00 9,~~264~~250.5341 0.00 1,~~916~~913,~~544~~585.2264 C-B-6 0.00 0.00 6,~~176~~166.4099 0.00 1,~~277~~275,~~705~~733.4908 Totals 0945.0014 02,206.0077 5,~~973~~129,~~216~~094.1449 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-A 126,636,000.00 45.~~76000~~17125% ~~1000~~919.~~00000000~~76944273 34.~~43777780~~22787351 0.00000000 1-A-1-B 100,000,000.00 5.37000% ~~1000~~919.~~00000000~~76944270 4.~~47500000~~11596830 0.00000000 1-A-2 95,018,278.00 45.~~89000~~30125% 1000.00000000 34.~~53166672~~71222221 0.00000000 1-A-3 10,000,000.00 6.31000% 1000.00000000 5.25833300 0.00000000 1-A-4-A 55,649,000.00 5.89600% 1000.00000000 4.91333339 0.00000000 1-A-4-B 2,878,000.00 6.16400% 1000.00000000 5.13666782 0.00000000 X 0.00 0.00000% ~~1000~~959.~~00000208~~77929774 0.00000000 0.00000000 2-A-1 20,073,000.00 5.75000% ~~1000~~981.~~00000000~~78053305 4.~~79166692~~70436507 0.00000000 2-A-2 4,857,000.00 5.75000% 1000.00000000 4.79166770 0.00000000 2-A-3 8,876,000.00 5.75000% 1000.00000000 4.79166629 0.00000000 2-A-4 3,870,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 2-A-5 1,162,000.00 5.50000% 1000.00000000 4.58333046 0.00000000 2-A-6 1,162,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 2-A-7 2,238,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 2-A-8 2,238,229.00 5.75000% 1000.00000000 4.79166788 0.00000000 2-A-9 10,000,000.00 5.75000% 1000.00000000 4.79166700 0.00000000 2-A-10 33,934,671.00 5.75000% ~~1000~~991.~~00000000~~42503400 4.~~79166661~~75057825 0.00000000 2-A-11 45,159,000.00 5.75000% ~~1000~~993.~~00000000~~98779136 4.~~79166678~~76285812 0.00000000 2-A-12 20,503,000.00 5.75000% 1000.00000000 4.79166659 0.00000000 2-A-13 2,541,000.00 5.75000% 1000.00000000 4.79166863 0.00000000 2-A-14 1,000,000.00 5.75000% 1000.00000000 4.79167000 0.00000000 3-A-1 100,751,000.00 6.00000% ~~1000~~984.~~00000000~~67402130 54.~~00000000~~92337009 0.00000000 4-A-1 9,759,500.00 5.50000% ~~1000~~1009.~~00000000~~18767355 4.~~58333316~~62544393 0.00000000 4-A-2 429,418.00 5.50000% ~~1000~~1009.~~00000000~~18766796 4.~~58334304~~62544653 0.00000000 4-A-3 126,842,082.00 5.50000% ~~1000~~993.~~00000000~~29030172 4.~~58333331~~55258059 0.00000000 4-A-4 17,000,000.00 5.50000% 1000.00000000 4.58333353 0.00000000 4-A-5 16,059,000.00 5.50000% ~~1000~~994.~~00000000~~17071735 4.~~58333333~~55661560 0.00000000 5-A-1 6,433,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 5-A-2 3,377,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 5-A-3 6,334,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 5-A-4 10,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 5-A-5 55,518,000.00 6.00000% ~~1000~~984.~~00000000~~93819482 54.~~00000000~~92469091 0.00000000 5-A-6 10,238,000.00 6.00000% ~~1000~~956.~~00000000~~80505665 54.~~00000000~~78402520 0.00000000 5-A-7 86,756,000.00 6.00000% ~~1000~~984.~~00000000~~86745666 54.~~00000000~~92433734 0.00000000 5-A-8 2,000,000.00 5.75000% ~~1000~~956.~~00000000~~80505500 4.~~79166500~~58469000 0.00000000 5-A-9 2,000,000.00 6.25000% ~~1000~~956.~~00000000~~80505500 54.~~20833500~~98336000 0.00000000 AX 0.00 6.00000% ~~1000~~989.~~00000042~~62131176 4.~~99999986~~94810673 0.00000000 AP 187,678.24 0.00000% ~~1000~~997.~~00000000~~92160242 0.00000000 0.00000000 1-M-1 17,058,289.00 5.~~07000~~48125% 1000.00000000 34.~~66166677~~87222194 0.00000000 1-M-2 12,955,662.00 5.~~27000~~68125% 1000.00000000 35.~~80611118~~04999976 0.00000000 1-M-3 8,853,036.00 6.~~17000~~58125% 1000.00000000 45.~~45611088~~84999993 0.00000000 1-M-4 2,807,059.00 7.~~17000~~58125% 1000.00000000 56.~~17833433~~73888935 0.~~00000000~~33670115 AR 50.00 5.75000% ~~1000~~0.00000000 40.~~80000000~~00000000 0.00000000 AR-L 50.00 5.75000% ~~1000~~0.00000000 40.~~80000000~~00000000 0.00000000 PP 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 C-B-1 15,349,000.00 5.~~79637~~79638% ~~1000~~998.~~00000000~~47410124 4.~~83030816~~82294742 0.00000000 C-B-2 4,476,000.00 5.~~79637~~79638% ~~1000~~998.~~00000000~~47410188 4.~~83030831~~82294683 0.00000000 C-B-3 2,558,000.00 5.~~79637~~79638% ~~1000~~998.~~00000000~~47410086 4.~~83030884~~82294762 0.00000000 C-B-4 2,558,000.00 5.~~79637~~79638% ~~1000~~998.~~00000000~~47410086 4.~~83030884~~82294762 0.00000000 C-B-5 1,918,000.00 5.~~79637~~79638% ~~1000~~998.~~00000000~~47410323 4.~~83030761~~82294578 0.00000000 C-B-6 1,278,676.00 5.~~79637~~79638% ~~1000~~998.~~00000000~~47410916 4.~~83030885~~82294968 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-A 0.00000000 0.~~00000000~~00477518 34.~~43777780~~22309841 0.00000000 ~~960~~862.~~40205163~~58795469 1-A-1-B 0.00000000 0.~~00000000~~00464880 4.~~47500000~~11131950 0.00000000 ~~960~~862.~~40205170~~58795470 1-A-2 0.00000000 0.~~00000000~~00532224 34.~~53166672~~70689997 0.00000000 1000.00000000 1-A-3 0.00000000 0.~~00000000~~00593900 5.~~25833300~~25239400 0.00000000 1000.00000000 1-A-4-A 0.00000000 0.~~00000000~~00554943 4.~~91333339~~90778397 0.00000000 1000.00000000 1-A-4-B 0.00000000 0.~~00000000~~00580264 5.~~13666782~~13086518 0.00000000 1000.00000000 X 0.00000000 0.00000000 20.~~40910149~~00000000 0.00000000 ~~979~~931.~~21915048~~39109346 2-A-1 0.00000000 0.00000000 4.~~79166642~~70436507 0.00000000 ~~981~~911.~~78053305~~25815125 2-A-2 0.00000000 0.00000000 4.~~79166564~~79166770 0.00000000 1000.00000000 2-A-3 0.00000000 0.00000000 4.79166629 0.00000000 1000.00000000 2-A-4 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 2-A-5 0.00000000 0.00000000 4.58333046 0.00000000 1000.00000000 2-A-6 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 2-A-7 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 2-A-8 0.00000000 0.00000000 4.79166788 0.00000000 1000.00000000 2-A-9 0.00000000 0.00000000 4.79166700 0.00000000 1000.00000000 2-A-10 0.00000000 0.00000000 4.~~79166661~~75057825 0.00000000 ~~992~~968.~~70191569~~12194525 2-A-11 0.00000000 0.00000000 4.~~79166656~~76285812 0.00000000 ~~996~~986.~~08898713~~98789610 2-A-12 0.00000000 0.00000000 4.79166659 0.00000000 1000.00000000 2-A-13 0.00000000 0.00000000 4.~~79166470~~79166863 0.00000000 1000.00000000 2-A-14 0.00000000 0.00000000 4.79167000 0.00000000 1000.00000000 3-A-1 0.00000000 0.00000000 54.~~00000000~~92337009 0.00000000 ~~987~~977.~~60699239~~01516729 4-A-1 0.00000000 0.00000000 4.~~58333316~~62544393 0.00000000 ~~1004~~1013.~~58333316~~81311748 4-A-2 0.00000000 0.00000000 4.~~58334304~~62544653 0.00000000 ~~1004~~1013.~~58334304~~81311449 4-A-3 0.00000000 0.00000000 4.~~58333331~~55258059 0.00000000 ~~994~~987.~~62497304~~69986596 4-A-4 0.00000000 0.00000000 4.58333353 0.00000000 1000.00000000 4-A-5 0.00000000 0.00000000 4.~~58333333~~55661560 0.00000000 ~~997~~991.~~09202254~~23602217 5-A-1 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5-A-2 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5-A-3 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5-A-4 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5-A-5 0.00000000 0.00000000 54.~~00000000~~92469091 0.00000000 ~~990~~977.~~05758493~~29717785 5-A-6 0.00000000 0.00000000 54.~~00000000~~78402520 0.00000000 956.~~80705314~~80207658 5-A-7 0.00000000 0.00000000 54.~~00000000~~92433734 0.00000000 ~~987~~980.~~83144751~~44351077 5-A-8 0.00000000 0.00000000 4.~~79166500~~58469000 0.00000000 956.~~80705500~~80207500 5-A-9 0.00000000 0.00000000 54.~~20833500~~98336000 0.00000000 956.~~80705500~~80207500 AX 0.00000000 0.00000000 4.~~99999986~~94810673 0.00000000 ~~991~~981.~~37857711~~74247170 AP 0.00000000 0.00000000 0.00000000 0.00000000 ~~998~~996.~~96924651~~82435215 1-M-1 0.00000000 0.~~00000000~~00550290 34.~~66166677~~86671905 0.00000000 1000.00000000 1-M-2 0.00000000 0.~~00000000~~00570407 35.~~80611118~~04429646 0.00000000 1000.00000000 1-M-3 0.00000000 0.~~00000000~~00660677 45.~~45611088~~84339316 0.00000000 1000.00000000 1-M-4 0.~~00000000~~33670115 0.~~00000000~~00723177 56.~~17833433~~73165758 0.00000000 1000.00000000 AR 0.00000000 0.00000000 42.~~80000000~~00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 40.~~80000000~~00000000 0.00000000 0.00000000 PP 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 C-B-1 0.00000000 0.00000000 4.~~83030816~~82294742 0.00000000 ~~999~~997.~~24099160~~69845462 C-B-2 0.00000000 0.00000000 4.~~83030831~~82294683 0.00000000 ~~999~~997.~~24099196~~69845398 C-B-3 0.00000000 0.00000000 4.~~83030884~~82294762 0.00000000 ~~999~~997.~~24099296~~69845582 C-B-4 0.00000000 0.00000000 4.~~83030884~~82294762 0.00000000 ~~999~~997.~~24099296~~69845582 C-B-5 0.00000000 0.00000000 4.~~83030761~~82294578 0.00000000 ~~999~~997.~~24099062~~69845673 C-B-6 0.00000000 0.00000000 4.~~83030885~~82294968 0.00000000 ~~999~~997.~~24100398~~69846310 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2023,~~139~~144,~~579~~182.2601 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) 0.00 ~~Prepayment Penalties 0.00~~ Swap/Cap Payments 0.00 Total Deposits 2023,~~139~~144,~~579~~182.2601 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~227~~222,~~350~~386.9235 Payment of Interest and Principal 1922,~~912~~921,~~228~~795.3466 Total Withdrawals (Pool Distribution Amount) 2023,~~139~~144,~~579~~182.2601 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest. NOTE: CS i refers to Credit Suisse International

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 02,206.0077

ADMINISTRATION FEES Gross Servicing Fee* ~~218~~213,~~141~~302.0340 LPMI and Excess Fees 8,~~918~~812.3229 Wells Fargo Master Servicing Fee ~~291~~271.5766 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~227~~222,~~350~~386.9235 *Servicer Payees include: BANK OF AMERICA (NY); COUNTRYWIDE HOME LOANS INC.; NATIONAL CITY BANK PA; ~~SELECT PORTFOLIO SERVICING,INC;~~ SUN TRUST MTG INC; WACHOVIA MORTGAGE CORPORATION; WASHINGTON MUTUAL BANK, F.A.; WASHINGTON MUTUAL MTG SEC CORP; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund Account 5,000.00 0945.0014 0.00 54,~~000~~054.0086 ~~Account~~ Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) 1-A-1A Cap Agreement with CS i 0.00 0.00 0.00 ~~CS i~~ 1-A-2 Cap Agreement with CS i 0.00 0.00 0.00 ~~CS i~~ 1-M-1 Cap Agreement with CS i 0.00 0.00 0.00 ~~CS i~~ 1-M-2 Cap Agreement with CS i 0.00 0.00 0.00 ~~CS i~~ 1-M-3 Cap Agreement with CS i 0.00 0.00 0.00 ~~CS i~~ 1-M-4 Cap Agreement with CS i 0.00 0.00 0.00 ~~CS i~~

COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.~~945519~~931753% Weighted Average Net Coupon 6.~~701170~~687465% Weighted Average Pass-Through Rate 6.~~690853~~677061% Weighted Average Remaining Term ~~358~~356 Beginning Scheduled Collateral Loan Count 2,~~788~~720 Number Of Loans Paid In Full 3754 Ending Scheduled Collateral Loan Count 2,~~751~~666 Beginning Scheduled Collateral Balance 1,~~071~~047,~~291~~791,~~778~~383.2447 Ending Scheduled Collateral Balance 1,~~057~~030,~~352~~698,~~765~~465.9395 Ending Actual Collateral Balance at 31-~~Mar~~May-2006 1,~~057~~031,~~830~~236,~~015~~088.1039 Monthly P&I Constant 6,~~855~~711,~~547~~806.4148 Special Servicing Fee 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~654~~659,~~983~~280.1355 Unscheduled Principal 1316,~~284~~433,~~032~~636.0997

Group Level Collateral Statement Group Group1 30Yr Alt-B Group2 30Yr JumboA Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 7.~~938647~~937481 6.~~280278~~280853 Weighted Average Net Rate 7.~~688942~~687667 6.~~037471~~038074 Pass-Through Rate 7.~~684092~~682626 6.~~022772~~023313 Weighted Average Remaining Term ~~359~~357 ~~356~~354 Record Date 0305/31/2006 0305/31/2006 Principal And Interest Constant 32,~~026~~908,~~540~~809.4782 ~~992~~989,~~873~~754.4069 Beginning Loan Count 1,~~758~~697 ~~260~~259 Loans Paid in Full 3048 13 Ending Loan Count 1,~~728~~649 ~~259~~256 Beginning Scheduled Balance ~~431~~414,~~855~~485,~~426~~897.9049 ~~164~~163,~~868~~928,~~451~~627.1042 Ending Scheduled Balance ~~422~~402,~~881~~226,~~103~~297.3844 ~~164~~161,~~072~~400,~~634~~319.9977 Scheduled Principal ~~169~~167,~~584~~164.0588 ~~130~~131,~~023~~745.6806 Unscheduled Principal 812,~~804~~092,~~739~~435.4717 ~~665~~2,~~792~~396,562.4359 Scheduled Interest 2,~~856~~741,~~956~~644.4294 ~~862~~858,~~849~~009.7263 Servicing Fees 8986,~~863~~286.7689 33,~~359~~165.32 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 1,~~745~~741.4528 2,~~019~~016.5140 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,~~765~~653,~~347~~616.2177 ~~827~~822,~~470~~827.8991 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group3 30Yr JumboA Group4 30Yr JumboA Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~522312~~519882 5.~~871489~~871126 Weighted Average Net Rate 6.~~287702~~285394 5.~~624646~~624295 Pass-Through Rate 6.~~276978~~274747 5.~~606725~~606465 Weighted Average Remaining Term ~~357~~ 356 354 Record Date 0305/31/2006 0305/31/2006 Principal And Interest Constant ~~660~~652,~~392~~477.6946 1,~~011~~008,~~717~~522.1466 Beginning Loan Count ~~174~~172 ~~280~~279 Loans Paid in Full 21 1 Ending Loan Count ~~172~~171 ~~279~~278 Beginning Scheduled Balance ~~105~~103,~~388~~836,~~520~~699.3093 177,~~983~~119,~~527~~891.5027 Ending Scheduled Balance ~~104~~103,~~136~~061,~~058~~125.5730 ~~177~~176,~~295~~404,~~482~~454.5859 Scheduled Principal 8788,~~578~~308.6725 ~~140~~141,~~860~~945.2500 Unscheduled Principal 1687,~~164,883~~266.0638 ~~547~~573,~~184~~491.6768 Scheduled Interest ~~572~~564,~~814~~169.0221 ~~870~~866,~~856~~577.8966 Servicing Fees 20,~~604~~290.3637 36,~~611~~432.5429 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 ~~941~~921.8131 2,~~658~~631.1671 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 ~~551~~542,~~267~~957.8553 ~~831~~827,~~587~~513.1966 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group5 30Yr JumboA Total Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~509057~~509647 6.~~945519~~931753 Weighted Average Net Rate 6.~~272428~~273191 6.~~701170~~687465 Pass-Through Rate 6.~~260848~~261898 6.~~690853~~677061 Weighted Average Remaining Term ~~358~~356 ~~358~~356 Record Date 0305/31/2006 0305/31/2006 Principal And Interest Constant 1,~~164~~152,~~023~~241.7185 6,~~855~~711,~~547~~806.4148 Beginning Loan Count ~~316~~313 2,~~788~~720 Loans Paid in Full 31 3754 Ending Loan Count ~~313~~312 2,~~751~~666 Beginning Scheduled Balance ~~191~~188,~~195~~420,~~855~~267.3536 1,~~071~~047,~~291~~791,~~781~~383.1547 Ending Scheduled Balance ~~188~~187,~~967~~606,~~486~~268.4185 1,~~057~~030,~~352~~698,~~765~~465.9395 Scheduled Principal ~~126~~130,~~936~~117.4836 ~~654~~659,~~983~~280.1355 Unscheduled Principal 2683,~~101,432~~881.4615 1316,~~284~~433,~~032~~636.0997 Scheduled Interest 1,~~037~~022,~~087~~124.2349 6,~~200~~052,~~564~~525.2893 Servicing Fees 37,~~702~~127.0553 ~~218~~213,~~141~~302.0340 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 1,~~844~~773.9625 9,~~209~~083.8995 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 ~~997~~983,~~540~~223.2271 5,~~973~~830,~~213~~139.3658 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancement Percentage .11 Delinquency Rate 0.00 Net Funds Cap 7.20 Trigger Event Reporting Has Stepdown occurred? ~~0.00~~NO Has a Trigger Event occurred? ~~0.00~~NO

Additional Reporting - Group Level Cash Reporting Group1 30Yr Alt-B Monthly Excess Interest 1699,~~040,380~~783.6566 Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group2 30Yr JumboA Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group3 30Yr JumboA Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group4 30Yr JumboA Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group5 30Yr JumboA Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Structural Reporting Group1 30Yr Alt-B ~~Ocercollateralization~~Overcollateralization Increase 699,783.66 Overcollateralization Amount 2813,606.9007 Overcollateralization Deficiency Amount 08,687,213.0032 Overcollateralization Release Amount 20.9000 Target Overcollateralization Amount 09,500,819.0039 Trigger Event Reporting Group1 30Yr Alt-B Cumulative Loss Trigger Calculated Value 0.~~000000~~00% Threshold Value 0.~~000000~~00% Trigger Result Pass Delinquency Trigger Calculated Value 05.~~000000~~5137% Threshold Value 293.54120346% Trigger Result Pass Sequential Trigger Trigger Result Pass Threshold Value 16.50% Calculated Value 0.~~000000~~00% Step Up Trigger Threshold Value 0.~~000000~~00% Trigger Event Trigger Result Pass Calculated Value 0.~~000000~~00% Group2 30Yr JumboA Cumulative Loss Trigger Calculated Value 0.~~000000~~00% Threshold Value 30.00% Cumulative Loss Trigger. Trigger Result Pass Delinquency Trigger Calculated Value 0.~~000000~~00% Threshold Value 50.00% Trigger Result Pass Shifting Interest Group 2 ~~Deliquency~~Delinquency/ILoss Trigger Trigger Result Pass Threshold Value 0.~~000000~~00% Calculated Value 0.~~000000~~00% Group3 30Yr JumboA Cumulative Loss Trigger Calculated Value 0.~~000000~~00% Threshold Value 30.00% Trigger Result Pass Delinquency Trigger Calculated Value 0.~~000000~~00% Threshold Value 50.00% Trigger Result Pass Shifting Interest Group 3 ~~Deliquency~~Delinquency/ILoss Trigger Trigger Result Pass Threshold Value 0.~~000000~~00% Calculated Value 0.~~000000~~00% Group4 30Yr JumboA Cumulative Loss Trigger Calculated Value 0.~~000000~~00% Threshold Value 30.00% Trigger Result Pass Delinquency Trigger Calculated Value 0.~~000000~~00% Threshold Value 50.00% Trigger Result Pass Shifting Interest Group 4 ~~Deliquency~~Delinquency/ILoss Trigger Trigger Result Pass Threshold Value 0.~~000000~~00% Calculated Value 0.~~000000~~00% Group5 30Yr JumboA Cumulative Loss Trigger Calculated Value 0.~~000000~~00% Threshold Value 30.00% Trigger Result Pass Delinquency Trigger Calculated Value 0.~~000000~~00% Threshold Value 50.00% Trigger Result Pass Shifting Interest Group 5 ~~Deliquency~~Delinquency/ILoss Trigger Trigger Result Pass Threshold Value 0.~~000000~~00% Calculated Value 0.~~000000~~00%

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 245 0 0 0 245 ~~659~~16,~~018~~981,510.2576 0.00 0.00 0.00 ~~659~~16,~~018~~981,510.2576 60 Days 01 0 0 0 01 0255,471.0055 0.00 0.00 0.00 0255,471.0055 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 246 0 0 0 246 ~~659~~17,~~018~~236,982.2531 0.00 0.00 0.00 ~~659~~17,~~018~~236,982.2531 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 01.~~072701~~687922% 0.000000% 0.000000% 0.000000% 01.~~072701~~687922% 01.~~062299~~646714% 0.000000% 0.000000% 0.000000% 01.~~062299~~646714% 60 Days 0.~~000000~~037509% 0.000000% 0.000000% 0.000000% 0.~~000000~~037509% 0.~~000000~~024773% 0.000000% 0.000000% 0.000000% 0.~~000000~~024773% 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 01.~~072701~~725431% 0.000000% 0.000000% 0.000000% 01.~~072701~~725431% 01.~~062299~~671487% 0.000000% 0.000000% 0.000000% 01.~~062299~~671487%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~121~~410,~~580~~023.3954

Delinquency Status By ~~Group~~Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group1 30Yr Alt-B 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 244 0 0 0 244 ~~659~~16,~~018~~447,324.2505 0.00 0.00 0.00 ~~659~~16,~~018~~447,324.2505 60 Days 01 0 0 0 01 0255,471.0055 0.00 0.00 0.00 0255,471.0055 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 245 0 0 0 245 ~~659~~16,~~018~~702,795.2560 0.00 0.00 0.00 ~~659~~16,~~018~~702,795.2560 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~115741~~668284% 0.000000% 0.000000% 0.000000% 02.~~115741~~668284% 04.~~155790~~087357% 0.000000% 0.000000% 0.000000% 04.~~155790~~087357% 60 Days 0.~~000000~~060643% 0.000000% 0.000000% 0.000000% 0.~~000000~~060643% 0.~~000000~~063488% 0.000000% 0.000000% 0.000000% 0.~~000000~~063488% 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 02.~~115741~~728927% 0.000000% 0.000000% 0.000000% 02.~~115741~~728927% 04.~~155790~~150845% 0.000000% 0.000000% 0.000000% 04.~~155790~~150845% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group2 30Yr JumboA 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 01 0 0 0 01 0534,186.0071 0.00 0.00 0.00 0534,186.0071 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 01 0 0 0 01 0534,186.0071 0.00 0.00 0.00 0534,186.0071 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~390625% 0.000000% 0.000000% 0.000000% 0.~~000000~~390625% 0.~~000000~~330754% 0.000000% 0.000000% 0.000000% 0.~~000000~~330754% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~000000~~390625% 0.000000% 0.000000% 0.000000% 0.~~000000~~390625% 0.~~000000~~330754% 0.000000% 0.000000% 0.000000% 0.~~000000~~330754% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group3 30Yr JumboA No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group4 30Yr JumboA No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group5 30Yr JumboA No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 151,616.00 0.01415263% 151,616.00 0.~~01433921~~01471002% Fraud 19,183,091.00 1.79065045% 19,183,091.00 1.~~81425647~~86117392% Special Hazard 6,394,364.00 0.59688351% 6,394,364.00 0.~~60475219~~62039134% Limit of Subordinate's Exposure to Certain Types of Losses

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 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current REO Total ~~Sep~~Nov-05 0.000% Loans in REO 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group1 30Yr Alt-B 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current REO Total ~~Sep~~Nov-05 0.000% Loans in REO 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group2 30Yr JumboA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current REO Total ~~Sep~~Nov-05 0.000% Loans in REO 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group3 30Yr JumboA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current REO Total ~~Sep~~Nov-05 0.000% Loans in REO 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group4 30Yr JumboA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current REO Total ~~Sep~~Nov-05 0.000% Loans in REO 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group5 30Yr JumboA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current REO Total ~~Sep~~Nov-05 0.000% Loans in REO 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Foreclosure Total ~~Sep~~Nov-05 0.000% Loans in Foreclosure 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group1 30Yr Alt-B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Foreclosure Total ~~Sep~~Nov-05 0.000% Loans in Foreclosure 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group2 30Yr JumboA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Foreclosure Total ~~Sep~~Nov-05 0.000% Loans in Foreclosure 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group3 30Yr JumboA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Foreclosure Total ~~Sep~~Nov-05 0.000% Loans in Foreclosure 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group4 30Yr JumboA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Foreclosure Total ~~Sep~~Nov-05 0.000% Loans in Foreclosure 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group5 30Yr JumboA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Foreclosure Total ~~Sep~~Nov-05 0.000% Loans in Foreclosure 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Bankruptcy Total ~~Sep~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group1 30Yr Alt-B 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Bankruptcy Total ~~Sep~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group2 30Yr JumboA 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Bankruptcy Total ~~Sep~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group3 30Yr JumboA 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Bankruptcy Total ~~Sep~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group4 30Yr JumboA 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Bankruptcy Total ~~Sep~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. Group5 30Yr JumboA 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Bankruptcy Total ~~Sep~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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. Group1 30Yr Alt-B 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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. Group2 30Yr JumboA 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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. Group3 30Yr JumboA 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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. Group4 30Yr JumboA 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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. Group5 30Yr JumboA 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~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 Group1 30Yr Alt-B 3048 812,~~801~~097,~~168~~040.00 812,~~795~~065,~~912~~537.4506 0 0.00 0.00 Group2 30Yr JumboA 13 ~~600~~2,400,000.00 ~~600~~2,~~000~~391,925.0033 0 0.00 0.00 Group3 30Yr JumboA 2 1 530,~~048,~~000.00 ~~997~~528,~~701~~114.1001 0 0.00 0.00 Group4 30Yr JumboA 1 ~~519~~547,000.00 ~~516~~547,~~917~~000.7700 0 0.00 0.00 Group5 30Yr JumboA 3 1 643,~~700,000~~500.00 1458,~~693,864~~818.8142 0 0.00 0.00 Total 3754 1216,~~668~~217,~~168~~540.00 1215,~~604~~991,~~396~~394.1382 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 Group1 30Yr Alt-B 0 0.00 0.00 0 0.00 0.00 1032,~~268~~049.9307 Group2 30Yr JumboA 0 0.00 0.00 0 0.00 0.00 656,~~792~~969.4301 Group3 30Yr JumboA 0 0.00 0.00 0 0.00 0.00 ~~168~~159,~~361~~630.7539 Group4 30Yr JumboA 0 0.00 0.00 0 0.00 0.00 3026,~~793~~491.9868 Group5 30Yr JumboA 0 0.00 0.00 0 0.00 0.00 ~~408~~226,~~587~~639.4887 Total 0 0.00 0.00 0 0.00 0.00 ~~683~~451,~~804~~780.5702

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group1 30Yr Alt-B ~~0405531101~~0403717183 INVA 8090.00 01-~~Nov~~Aug-2005 99562,~~600~~500.00 99558,~~249~~415.8792 Group1 30Yr Alt-B ~~0405531782~~0405531877 AZMD 8095.00 01-Oct-2005 ~~760~~223,~~000~~250.00 ~~760~~223,~~000~~250.00 Group1 30Yr Alt-B ~~0405531849~~0405532157 MOIL 7895.2000 01-Nov-2005 ~~104~~267,~~000~~900.00 ~~104~~266,427.92 Group1 30Yr Alt-B 0405532438 CA 79.94 01-Nov-2005 424,500.00 424,500.00 Group1 30Yr Alt-B 0500555301 MD 80.00 01-Oct-2005 190,000.00 188,960.93 Group1 30Yr Alt-B ~~0405532133~~0500561882 SCVA 9580.00 01-Oct-2005 ~~139~~97,~~802~~600.00 ~~139~~97,~~802~~600.00 Group1 30Yr Alt-B ~~0405532224~~0500576123 ILAZ 80.00 01-~~Nov~~Dec-2005 ~~163~~67,200.00 ~~162~~66,~~564~~878.7400 Group1 30Yr Alt-B ~~0405532227~~0500581025 NVDE 9080.00 01-~~Oct~~Dec-2005 58193,~~410~~600.00 58192,~~048~~575.7218 Group1 30Yr Alt-B ~~0405532335~~0500581225 ILVA 80.00 01-Nov-2005 ~~308~~460,000.00 ~~307~~460,~~903~~000.7500 Group1 30Yr Alt-B ~~0405545737~~0500581631 CANY 80.00 01-Nov-2005 ~~391~~616,~~200~~000.00 ~~391~~612,~~200~~261.70 Group1 30Yr Alt-B 0500583614 NJ 71.51 01-Dec-2005 307,500.00 305,950.48 Group1 30Yr Alt-B ~~0405894096~~0500601184 FL 7980.9900 01-~~Nov~~Jan-~~2005~~2006 ~~298~~88,000.00 ~~298~~87,~~000~~674.45 Group1 30Yr Alt-B 0500601903 NJ 80.00 01-Dec-2005 185,600.00 184,775.40 Group1 30Yr Alt-B ~~0405980415~~0500603456 ILGA 7380.6700 01-~~Nov~~Dec-2005 ~~221~~104,000.00 ~~220~~103,~~000~~549.4349 Group1 30Yr Alt-B ~~0405980453~~0500611993 AZ 80.00 01-Jan-2006 120,470.00 119,911.46 Group1 30Yr Alt-B 0500612082 AZ 79.99 01-~~Nov~~Jan-~~2005~~2006 ~~181~~204,100.00 ~~181~~204,100.00 Group1 30Yr Alt-B ~~0500483434~~0500613490 MDNJ 80.00 01-~~Aug~~Jan-~~2005~~2006 ~~922~~264,~~400~~000.00 ~~922~~263,~~400~~046.0062 Group1 30Yr Alt-B ~~0500551681~~0500617313 AZPA 9080.00 01-~~Oct~~Jan-~~2005~~2006 ~~195~~142,~~726~~800.00 ~~194~~142,~~856~~800.3700 Group1 30Yr Alt-B ~~0500568916~~0500618601 NJCA 80.00 01-Jan-2006 ~~164~~484,000.00 ~~163~~484,~~608~~000.4800 Group1 30Yr Alt-B ~~0500584154~~0500619134 AZVA 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~239~~202,~~920~~000.00 ~~239~~202,~~920~~000.00 Group1 30Yr Alt-B ~~0500585640~~0500620261 NJ 80.00 01-Jan-2006 208,000.00 207,099.67 Group1 30Yr Alt-B 0500620934 FL 7580.00 01-~~Nov~~Feb-~~2005~~2006 ~~758~~180,~~900~~000.00 ~~758~~179,729.17 Group1 30Yr Alt-B 0500623205 NH 70.00 01-Feb-2006 179,900.00 179,240.64 Group1 30Yr Alt-B ~~0500606110~~0500625149 MAAZ 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~304~~227,200.00 226,120.41 Group1 30Yr Alt-B 0500625763 NJ 74.68 01-Jan-2006 295,000.00 ~~304~~295,000.00 Group1 30Yr Alt-B ~~0500607726~~0500625843 PA 80.00 01-Feb-2006 50,400.00 49,675.89 Group1 30Yr Alt-B 0500626044 MA 75.00 01-Mar-2006 427,500.00 426,425.95 Group1 30Yr Alt-B 0500626710 VA 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~256~~202,000.00 ~~255~~202,~~107~~000.4600 Group1 30Yr Alt-B ~~0500609908~~0500627711 AZ 8679.3196 01-~~Jan~~Feb-2006 ~~201~~163,~~500~~100.00 ~~201~~163,~~500~~100.00 Group1 30Yr Alt-B ~~0500628254~~0500628887 ILNC 7580.00 01-Jan-2006 ~~205~~139,~~500~~700.00 ~~204~~139,~~884~~098.2076 Group1 30Yr Alt-B ~~0500642571~~0500629178 NYGA 7580.00 01-~~Feb~~Jan-2006 ~~191~~255,~~250~~200.00 ~~191~~255,~~250~~200.00 Group1 30Yr Alt-B ~~0700159914~~0500629849 AZNJ 80.00 01-~~Nov~~Feb-~~2005~~2006 ~~448~~204,000.00 ~~448~~203,~~000~~252.0031 Group1 30Yr Alt-B ~~0700199401~~0500630087 PAMD 80.00 01-~~Feb~~Jan-2006 ~~301~~432,~~600~~000.00 ~~301~~429,~~599~~947.1822 Group1 30Yr Alt-B ~~0700201994~~0500630632 NY 70.00 01-Jan-2006 556,150.00 556,150.00 Group1 30Yr Alt-B 0500631073 AZ 79.98 01-Jan-2006 213,000.00 213,000.00 Group1 30Yr Alt-B 0500632040 SC 80.00 01-Feb-2006 ~~156~~126,~~560~~400.00 ~~156~~126,~~560~~400.00 Group1 30Yr Alt-B ~~0700204276~~0500635111 FL 80.00 01-~~Feb~~Jan-2006 ~~227~~191,~~700~~990.00 ~~227~~191,~~700~~163.73 Group1 30Yr Alt-B 0500635783 NY 71.79 01-Jan-2006 269,200.00 268,152.18 Group1 30Yr Alt-B ~~0700206258~~0500635892 CT 90.00 01-Jan-2006 222,480.00 221,635.68 Group1 30Yr Alt-B 0500643371 PA 7874.8029 01-Feb-2006 ~~187~~260,000.00 ~~186~~259,~~630~~070.5451 Group1 30Yr Alt-B ~~0700208926~~0700163322 SCNJ 80.00 01-~~Feb~~Dec-~~2006~~2005 ~~240~~180,000.00 ~~239~~179,~~501~~259.2403 Group1 30Yr Alt-B ~~0700222882~~0700173581 MAVA 80.00 01-~~Feb~~Dec-~~2006~~2005 ~~336~~392,~~800~~000.00 ~~336~~391,~~183~~001.5600 Group1 30Yr Alt-B ~~0700228465~~0700183121 NJ 80.00 01-Dec-2005 292,000.00 290,797.93 Group1 30Yr Alt-B 0700191831 NJ 80.00 01-Feb-2006 ~~468~~176,000.00 ~~468~~175,386.41 Group1 30Yr Alt-B 0700200632 NJ 80.00 01-Jan-2006 320,000.00 318,552.62 Group1 30Yr Alt-B ~~0700231362~~0700204421 AZSC 80.00 01-Mar-2006 ~~272~~114,~~000~~800.00 ~~272~~112,~~000~~639.0066 ~~Group2~~Group1 30Yr ~~JumboA~~Alt-B ~~0406760711~~0700209552 MD 5180.6300 01-Feb-2006 ~~600~~244,000.00 ~~600~~244,000.00 ~~Group3~~Group1 30Yr ~~JumboA~~Alt-B ~~0403557523~~0700212969 CANJ 8079.0057 01-~~Nov~~Feb-~~1998~~2006 ~~508~~370,000.00 ~~457~~368,~~923~~609.9778 ~~Group3~~Group2 30Yr JumboA ~~0406917701~~0406760673 ORAZ 7773.2514 01-Feb-2006 ~~540~~550,000.00 ~~538~~547,~~597~~299.3472 ~~Group4~~Group2 30Yr JumboA ~~0405787638~~0406786931 TXCA 6975.3900 01-~~Dec~~Mar-~~2005~~2006 ~~519~~1,200,000.00 ~~516~~1,~~390~~195,409.6986 ~~Group5~~Group2 30Yr JumboA ~~0406568605~~0406786948 CAHI 6075.5358 01-~~Dec~~Feb-~~2005~~2006 ~~460~~650,000.00 ~~457~~646,~~887~~884.3900 ~~Group5~~Group3 30Yr JumboA ~~0406615872~~0500628031 CA 8053.00 01-Feb-2006 ~~640~~530,000.00 ~~638~~527,~~254~~635.8699 Group4 30Yr JumboA 0405508009 GA 53.37 01-Oct-2005 547,000.00 547,000.00 Group5 30Yr JumboA ~~0500572178~~0406918045 CA 80.00 01-~~Dec~~Mar-~~2005~~2006 ~~600~~643,~~000~~500.00 ~~596~~457,~~702~~241.7328

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group1 30Yr Alt-B ~~0405531101~~0403717183 Loan Paid in Full 0 8.~~750~~250% 360 510 Group1 30Yr Alt-B ~~0405531782~~0405531877 Loan Paid in Full (1) 7.625% 360 8 Group1 30Yr Alt-B 0405532157 Loan Paid in Full 0 8.000% 360 7 Group1 30Yr Alt-B 0405532438 Loan Paid in Full 0 7.~~500~~875% 360 67 Group1 30Yr Alt-B ~~0405531849~~0500555301 Loan Paid in Full 0 8.625% 360 8 Group1 30Yr Alt-B 0500561882 Loan Paid in Full 0 7.~~750~~875% 360 58 Group1 30Yr Alt-B ~~0405532133~~0500576123 Loan Paid in Full 0 8.000% 360 6 Group1 30Yr Alt-B 0500581025 Loan Paid in Full 0 7.~~625~~500% 360 6 Group1 30Yr Alt-B ~~0405532224~~0500581225 Loan Paid in Full 0 8.~~250~~750% 360 57 Group1 30Yr Alt-B ~~0405532227~~0500581631 Loan Paid in Full 0 7.500% 360 67 Group1 30Yr Alt-B ~~0405532335~~0500583614 Loan Paid in Full 0 7.750% 360 6 Group1 30Yr Alt-B 0500601184 Loan Paid in Full (1) 8.500% 360 5 Group1 30Yr Alt-B ~~0405545737~~0500601903 Loan Paid in Full 0 78.375% 360 56 Group1 30Yr Alt-B ~~0405894096~~0500603456 Loan Paid in Full 0 8.~~000~~500% 360 56 Group1 30Yr Alt-B ~~0405980415~~0500611993 Loan Paid in Full 0 7.~~500~~375% 360 5 Group1 30Yr Alt-B ~~0405980453~~0500612082 Loan Paid in Full 0(1) 7.~~750~~500% 360 5 Group1 30Yr Alt-B ~~0500483434~~0500613490 Loan Paid in Full 0 8.~~625~~750% 360 5 Group1 30Yr Alt-B 0500617313 Loan Paid in Full (1) 8.250% 360 5 Group1 30Yr Alt-B ~~0500551681~~0500618601 Loan Paid in Full 0 8.~~375~~125% 360 65 Group1 30Yr Alt-B ~~0500568916~~0500619134 Loan Paid in Full 0 87.~~625~~750% 360 35 Group1 30Yr Alt-B ~~0500584154~~0500620261 Loan Paid in Full 0 8.~~000~~750% 360 5 Group1 30Yr Alt-B 0500620934 Loan Paid in Full 0 7.875% 480 4 Group1 30Yr Alt-B ~~0500585640~~0500623205 Loan Paid in Full 0 7.~~750~~625% 360 4 Group1 30Yr Alt-B 0500625149 Loan Paid in Full 0 7.250% 360 5 Group1 30Yr Alt-B ~~0500606110~~0500625763 Loan Paid in Full 0 7.625% 360 5 Group1 30Yr Alt-B 0500625843 Loan Paid in Full (1) 8.~~250~~750% 360 4 Group1 30Yr Alt-B ~~0500607726~~0500626044 Loan Paid in Full (1) 8.375% 360 3 Group1 30Yr Alt-B 0500626710 Loan Paid in Full 0 7.875% 360 5 Group1 30Yr Alt-B 0500627711 Loan Paid in Full 0 7.250% 360 4 Group1 30Yr Alt-B ~~0500609908~~0500628887 Loan Paid in Full 0 87.750% 360 35 Group1 30Yr Alt-B ~~0500628254~~0500629178 Loan Paid in Full 0 7.~~500~~625% 360 35 Group1 30Yr Alt-B ~~0500642571~~0500629849 Loan Paid in Full 0 87.~~000~~625% 360 24 Group1 30Yr Alt-B ~~0700159914~~0500630087 Loan Paid in Full 0 7.~~875~~250% 360 5 Group1 30Yr Alt-B ~~0700199401~~0500630632 Loan Paid in Full 0 7.375% 360 5 Group1 30Yr Alt-B 0500631073 Loan Paid in Full 0 7.625% 360 25 Group1 30Yr Alt-B ~~0700201994~~0500632040 Loan Paid in Full 0 7.~~500~~625% 360 24 Group1 30Yr Alt-B ~~0700204276~~0500635111 Loan Paid in Full 0 7.~~375~~750% 360 25 Group1 30Yr Alt-B ~~0700206258~~0500635783 Loan Paid in Full 0 8.~~125~~250% 360 25 Group1 30Yr Alt-B ~~0700208926~~0500635892 Loan Paid in Full 0 78.~~875~~375% 360 25 Group1 30Yr Alt-B ~~0700222882~~0500643371 Loan Paid in Full 0 7.750% 360 4 Group1 30Yr Alt-B 0700163322 Loan Paid in Full 1 8.~~500~~750% 360 26 Group1 30Yr Alt-B ~~0700228465~~0700173581 Loan Paid in Full (1) 7.750% 360 6 Group1 30Yr Alt-B 0700183121 Loan Paid in Full 0 8.750% 360 26 Group1 30Yr Alt-B ~~0700231362~~0700191831 Loan Paid in Full 0 7.875% 360 4 Group1 30Yr Alt-B 0700200632 Loan Paid in Full 0 7.500% 360 5 Group1 30Yr Alt-B 0700204421 Loan Paid in Full (1) 8.750% 360 13 ~~Group2~~Group1 30Yr ~~JumboA~~Alt-B ~~0406760711~~0700209552 Loan Paid in Full 0 67.~~125~~375% 360 24 ~~Group3~~Group1 30Yr Alt-B 0700212969 Loan Paid in Full 0 7.500% 360 4 Group2 30Yr JumboA ~~0403557523~~0406760673 Loan Paid in Full 0 6.~~875~~125% 360 894 ~~Group3~~Group2 30Yr JumboA ~~0406917701~~0406786931 Loan Paid in Full 0 6.~~750~~250% 360 23 ~~Group4~~Group2 30Yr JumboA ~~0405787638~~0406786948 Loan Paid in Full 0 6.~~000~~250% 360 4 ~~Group5~~Group3 30Yr JumboA ~~0406568605~~0500628031 Loan Paid in Full 0(1) 6.~~375~~625% 360 4 ~~Group5~~Group4 30Yr JumboA ~~0406615872~~0405508009 Loan Paid in Full 0(1) 65.~~500~~750% 360 28 Group5 30Yr JumboA ~~0500572178~~0406918045 Loan Paid in Full 0 6.~~500~~375% 360 43

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 1.~~241~~569% Current Month 1317.~~914~~289% Current Month 1,~~961~~556.~~020~~591% 3 Month Average 01.~~000~~218% 3 Month Average 013.~~000~~620% 3 Month Average 01,526.~~000~~434% 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~13.914% N/A ~~Feb~~Apr-2006 ~~N/A~~1,961.020% N/A ~~Mar~~May-2006 ~~N/A~~9.657% N/A ~~Mar~~May-2006 ~~N/A~~1,061.692% N/A ~~Apr~~Jun-2006 1317.~~914~~289% N/A ~~Apr~~Jun-2006 1,~~961~~556.~~020~~591% 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. Group1 30Yr Alt-B SMM CPR PSA Current Month 2.~~040~~919% Current Month 2129.~~908~~914% Current Month 2,~~993~~640.~~483~~871% 3 Month Average 02.~~000~~301% 3 Month Average 024.~~000~~277% 3 Month Average 02,629.~~000~~392% 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~21.908% N/A ~~Feb~~Apr-2006 ~~N/A~~2,993.483% N/A ~~Mar~~May-2006 ~~N/A~~21.008% N/A ~~Mar~~May-2006 ~~N/A~~2,253.822% N/A ~~Apr~~Jun-2006 2129.~~908~~914% N/A ~~Apr~~Jun-2006 2,~~993~~640.~~483~~871% 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. Group2 30Yr JumboA SMM CPR PSA Current Month 01.~~404~~463% Current Month 416.~~743~~211% Current Month ~~601~~1,356.~~855~~361% 3 Month Average 0.~~000~~625% 3 Month Average 07.~~000~~017% 3 Month Average 0655.~~000~~941% 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~4.743% N/A ~~Feb~~Apr-2006 ~~N/A~~601.855% N/A ~~Mar~~May-2006 ~~N/A~~0.095% N/A ~~Mar~~May-2006 ~~N/A~~9.606% N/A ~~Apr~~Jun-2006 416.~~743~~211% N/A ~~Apr~~Jun-2006 ~~601~~1,356.~~855~~361% 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. Group3 30Yr JumboA SMM CPR PSA Current Month 10.~~106~~662% Current Month 127.~~496~~666% Current Month ~~2,066~~762.~~328~~218% 3 Month Average 0.~~000~~658% 3 Month Average 07.~~000~~529% 3 Month Average 01,043.~~000~~295% 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~12.496% N/A ~~Feb~~Apr-2006 ~~N/A~~2,066.328% N/A ~~Mar~~May-2006 ~~N/A~~2.425% N/A ~~Mar~~May-2006 ~~N/A~~301.339% N/A ~~Apr~~Jun-2006 127.~~496~~666% N/A ~~Apr~~Jun-2006 ~~2,066~~762.~~328~~218% 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. Group4 30Yr JumboA SMM CPR PSA Current Month 0.~~308~~324% Current Month 3.~~630~~820% Current Month ~~424~~304.~~753~~697% 3 Month Average 0.~~000~~217% 3 Month Average 02.~~000~~561% 3 Month Average 0250.~~000~~520% 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~3.630% N/A ~~Feb~~Apr-2006 ~~N/A~~424.753% N/A ~~Mar~~May-2006 ~~N/A~~0.233% N/A ~~Mar~~May-2006 ~~N/A~~22.109% N/A ~~Apr~~Jun-2006 3.~~630~~820% N/A ~~Apr~~Jun-2006 ~~424~~304.~~753~~697% 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. Group5 30Yr JumboA SMM CPR PSA Current Month 10.~~100~~363% Current Month 124.~~428~~272% Current Month ~~2,423~~467.~~480~~435% 3 Month Average 0.~~000~~562% 3 Month Average 06.~~000~~444% 3 Month Average 01,086.~~000~~601% 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~12.428% N/A ~~Feb~~Apr-2006 ~~N/A~~2,423.480% N/A ~~Mar~~May-2006 ~~N/A~~2.631% N/A ~~Mar~~May-2006 ~~N/A~~368.889% N/A ~~Apr~~Jun-2006 124.~~428~~272% N/A ~~Apr~~Jun-2006 ~~2,423~~467.~~480~~435% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group1 30Yr Alt-B Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 0 0.00 0.000 5.500 5.749 5 2,~~696~~690,~~829~~741.7177 0.~~255~~261 0 0.00 0.000 5.750 5.999 ~~219~~218 ~~135~~134,~~469~~643,~~763~~367.2831 1213.~~812~~063 0 0.00 0.000 6.000 6.249 ~~132~~131 9190,~~358~~660,~~267~~790.0074 8.~~640~~796 0 0.00 0.000 6.250 6.499 ~~325~~322 ~~196~~193,~~348~~382,~~719~~458.3105 18.~~570~~762 0 0.00 0.000 6.500 6.749 ~~234~~233 ~~143~~141,~~147~~981,~~686~~617.7286 13.~~538~~775 0 0.00 0.000 6.750 6.999 108 65,~~450~~113,~~396~~192.5378 6.~~190~~317 0 0.00 0.000 7.000 7.249 0 0.00 0.000 0 0.00 0.000 7.250 7.499 ~~170~~162 4441,~~432~~241,~~749~~262.5753 4.~~202~~001 ~~170~~162 4441,~~432~~241,~~749~~262.5753 10.~~507~~253 7.500 7.749 ~~403~~386 ~~106~~101,~~127~~496,~~383~~739.9816 109.~~037~~847 ~~403~~386 ~~106~~101,~~127~~496,~~383~~739.9816 25.~~096~~234 7.750 7.999 ~~453~~433 ~~109~~105,~~981~~301,~~636~~087.3163 10.~~402~~216 ~~453~~433 ~~109~~105,~~981~~301,~~636~~087.3163 26.~~008~~180 8.000 8.249 ~~177~~171 4139,~~144~~112,~~682~~715.4868 3.~~891~~795 ~~177~~171 4139,~~144~~112,~~682~~715.4868 9.~~730~~724 8.250 8.499 ~~180~~170 4038,~~916~~272,~~122~~207.6677 3.~~870~~713 ~~180~~170 4038,~~916~~272,~~122~~207.6677 9.~~676~~515 8.500 8.749 ~~115~~108 2524,~~382~~439,~~861~~484.8434 2.~~401~~371 ~~115~~108 2524,~~382~~439,~~861~~484.8434 6.~~002~~076 8.750 8.999 ~~215~~204 5148,~~312~~780,~~688~~933.3421 4.~~853~~733 ~~215~~204 5148,~~312~~780,~~688~~933.3421 12.~~134~~128 9.000 9.249 6 2,713,~~364~~208.1419 0.~~257~~263 6 2,713,~~364~~208.1419 0.~~642~~675 9.250 9.499 3 195,~~875~~252.8493 0.019 3 195,~~875~~252.8493 0.~~046~~049 9.500 9.749 4 461,~~391~~264.9722 0.~~044~~045 4 461,~~391~~264.9722 0.~~109~~115 9.750 9.999 2 212,~~346~~141.2578 0.~~020~~021 2 212,~~346~~141.2578 0.~~050~~053 >= 10.000 0 0.00 0.000 0 0.00 0.000 Total 2,~~751~~666 1,~~057~~030,~~352~~698,~~765~~465.9395 100.000 1,~~728~~649 ~~422~~402,~~881~~226,~~103~~297.3844 100.000

Interest Rate Stratification (continued) Group2 30Yr JumboA Group3 30Yr JumboA Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 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 6867 4645,~~172~~545,~~103~~852.3256 28.~~141~~219 0 0.00 0.000 6.250 6.499 ~~158~~156 9896,~~471~~460,~~718~~584.5925 6059.~~017~~765 58 35,~~536~~125,~~246~~597.1680 34.~~125~~082 6.500 6.749 3 1,~~322~~320,~~882~~438.9379 0.~~806~~818 8786 5251,~~457~~830,~~504~~732.3079 50.~~374~~291 6.750 6.999 30 18,~~105~~073,~~930~~444.1517 11.~~035~~198 27 16,~~142~~104,~~308~~794.1171 15.~~501~~626 7.000 7.249 0 0.00 0.000 0 0.00 0.000 7.250 7.499 0 0.00 0.000 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 >= 10.000 0 0.00 0.000 0 0.00 0.000 Total ~~259~~256 ~~164~~161,~~072~~400,~~634~~319.9977 100.000 ~~172~~171 ~~104~~103,~~136~~061,~~058~~125.5730 100.000

Interest Rate Stratification (continued) Group4 30Yr JumboA Group5 30Yr JumboA Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 0 0.00 0.000 5.500 5.749 5 2,~~696~~690,~~829~~741.7177 1.~~521~~525 0 0.00 0.000 5.750 5.999 ~~219~~218 ~~135~~134,~~469~~643,~~763~~367.2831 76.~~409~~327 0 0.00 0.000 6.000 6.249 55 39,~~128~~070,~~889~~345.5951 22.~~070~~148 9 6,~~057~~044,~~274~~592.0967 3.~~205~~222 6.250 6.499 0 0.00 0.000 ~~109~~108 6261,~~340~~796,~~754~~276.5600 32.~~990~~939 6.500 6.749 0 0.00 0.000 144 8988,~~367~~830,~~299~~446.4928 47.~~292~~349 6.750 6.999 0 0.00 0.000 51 3130,~~202~~934,~~158~~953.2790 16.~~512~~489 7.000 7.249 0 0.00 0.000 0 0.00 0.000 7.250 7.499 0 0.00 0.000 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 >= 10.000 0 0.00 0.000 0 0.00 0.000 Total ~~279~~278 ~~177~~176,~~295~~404,~~482~~454.5859 100.000 ~~313~~312 ~~188~~187,~~967~~606,~~486~~268.4185 100.000

Supplemental Reporting Determination Date With respect to each Distribution Date and (A) the Master Servicer or any Servicer (other than Wells Fargo), the 10th day of the calendar month in which such Distribution Date occurs or, if such 10th day is not a Business Day, the Business Day immediately succeeding such Business Day and (B) Wells Fargo, the Business Day immediately preceding the Cash Remittance Date related to such Distribution Date. Distribution Date The 25th day of any month, or if such 25th day is not a Business Day, the Business Day immediately following such 25th day, commencing in March 2006. Interest Determination Date With respect to the LIBOR Certificates and for each Accrual Period, the second LIBOR Business Day preceding the commencement of such Accrual Period. Record Date With respect to any Distribution Date and the LIBOR Certificates, the Business Day immediately preceding that Distribution Date so long as the Certificates remain Book-Entry Certificates, or otherwise on the close of business on the last Business Day of the month preceding the month in which the applicable Distribution Date occurs, and with respect to any other Class of Certificates, the close of business on the last Business Day of the month preceding the month in which the applicable Distribution Date occurs. Closing Date March 30, 2006 Servicer Remittance Date With respect to any Distribution Date and (A) the Master Servicer, Bank of America or SPS, the 7th calendar day preceding such Distribution Date, or if such 7th calendar day is not a Business Day, the Business Day immediately preceding such 7th calendar day, (B) Wells Fargo, the 18th calendar day of the month in which that Distribution Date occurs, or if such day is not a Business Day, the immediately following Business Day or (C) WMMSC, by 12:00 noon New York City time on the Business Day immediately preceding such Distribution Date. Business Day Any day other than (i) a Saturday or a Sunday or (ii) a day on which banking institutions in New York or the state in which the office of the Master Servicer or any Servicer or the Corporate Trust Office of the Trustee or Trust Administrator are located are authorized or obligated by law or executive order to be closed. LIBOR Business Day Any day other than (i) a Saturday or a Sunday or (ii) a day on which banking institutions in the State of New York or in the City of London, England are required or authorized by law to be closed. Accrual Period For any interest-bearing Class of Certificates (other than the LIBOR Certificates) and for each Class of Lower Tier Interests, and any Distribution Date, the calendar month immediately preceding that Distribution Date. For the LIBOR Certificates, Certificates, the period from and including the Distribution Date immediately preceding that Distribution Date (or the Closing Date, in the case of the first Accrual Period) to and including the day immediately preceding that Distribution Date. Servicing Transfer 06/01/2006 - Full Servicing transfer of 1590 loans from Select Portfolio Servicing to Wells Fargo Bank, N.A.

Filing Compare · CSMC Mortgage-Backed Trust Series 2006-3