10-D 1 jpl060a1_10d-200606.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: May 26, 2006 to June 26, 2006 Commission File Number of issuing entity: 333-127020-13 J.P. Morgan Alternative Loan Trust 2006-A1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127020 J.P. Morgan Acceptance Corporation I (Exact name of depositor as specified in its charter) J.P. Morgan Mortgage Acquisition Corp. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195459 54-2195460 54-2195461 54-2195469 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) 1-A-1 _____ _____ __X___ ____________ 1-A-2 _____ _____ __X___ ____________ 1-B-1 _____ _____ __X___ ____________ 1-B-2 _____ _____ __X___ ____________ 1-M-1 _____ _____ __X___ ____________ 1-M-2 _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 2-A-3 _____ _____ __X___ ____________ 2-A-X _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ 4-A-3 _____ _____ __X___ ____________ 4-A-4 _____ _____ __X___ ____________ 4-A-X _____ _____ __X___ ____________ 5-A-1 _____ _____ __X___ ____________ 5-A-2 _____ _____ __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___ ____________ CE _____ _____ __X___ ____________ P-1 _____ _____ __X___ ____________ P-2 _____ _____ __X___ ____________ A-R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On June 26, 2006 a distribution was made to holders of J.P. Morgan Alternative Loan Trust 2006-A1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of J.P. Morgan Alternative Loan Trust 2006-A1, relating to the June 26, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. J.P. Morgan Alternative Loan Trust 2006-A1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ John Sadowski John Sadowski, Vice President Date: July 7, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of J.P. Morgan Alternative Loan Trust 2006-A1, relating to the June 26, 2006 distribution. EX-99.1 J.P. Morgan Alternative Loan Trust Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 J.P. Morgan Alternative Loan Trust Mortgage Pass-Through Certificates Series 2006-A1 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 46627MCS4 5.~~18938~~31125% ~~256~~248,~~762~~634,~~992~~325.4188 1,~~110~~137,~~367~~148.2808 1-A-2 46627MCT2 5.~~25938~~38125% 2827,~~529~~626,~~542~~347.4613 ~~125~~128,~~039~~016.7546 1-M-1 46627MDL8 5.~~40938~~53125% 8,731,000.00 3941,~~357~~585.7593 1-M-2 46627MDM6 5.~~60938~~73125% 6,790,000.00 3133,~~739~~510.7430 1-B-1 46627MDN4 6.~~45938~~58125% 4,688,000.00 2526,~~234~~567.6478 1-B-2 46627MDP9 67.~~95938~~08125% 1,617,000.00 9,~~377~~860.7605 2-A-1 46627MCU9 5.~~80175~~80031% 9290,~~010~~449,~~218~~700.7161 ~~444~~437,~~849~~196.9575 2-A-2 46627MCV7 5.~~67875~~67731% 4948,~~256~~421,~~533~~129.1103 ~~233~~229,~~096~~084.1371 2-A-3 46627MCW5 5.~~80175~~80031% 8,~~618~~472,~~908~~729.16 4140,~~670~~953.6070 2-A-X 46627MCX3 0.12300% 0.00 54,~~048~~963.7917 3-A-1 46627MCY1 5.~~75030~~74929% 9594,~~969~~753,~~451~~672.1600 ~~459~~453,~~877~~971.8485 3-A-2 46627MCZ8 5.~~75030~~74929% 15,~~948~~746,~~482~~440.0332 7675,~~423~~442.8436 4-A-1 46627MDA2 6.~~09044~~09008% 24,~~870~~750,~~574~~128.7919 ~~126~~125,~~227~~608.3647 4-A-2 46627MDB0 6.~~09044~~09008% 9,~~254~~210,~~838~~017.2970 46,~~971~~741.7242 4-A-3 46627MDC8 6.~~09044~~09008% 9695,~~432~~817,~~024~~833.6465 ~~489~~486,~~428~~281.1657 4-A-4 46627MDD6 5.~~68844~~68808% 30,390,000.00 144,~~059~~050.8352 4-A-X 46627MDE4 0.40200% 0.00 10,180.65 5-A-1 46627MDF1 5.~~98633~~98635% 83,~~199~~173,~~436~~074.8943 ~~415~~414,~~049~~919.1429 5-A-2 46627MDG9 5.~~98633~~98635% 5,~~076~~074,~~191~~582.3491 25,~~323~~315.1119 A-R 46627MDQ7 5.~~80031~~80029% 0.00 0.00 C-B-1 46627MDH7 5.~~91259~~91183% 13,~~998~~996,~~681~~473.5332 68,~~973~~954.6901 C-B-2 46627MDJ3 5.~~91259~~91183% 6,~~038~~037,~~137~~184.2981 29,~~750~~742.8536 C-B-3 46627MDK0 5.~~91259~~91183% 3,842,~~814~~208.5235 18,~~934~~928.1575 C-B-4 46627MDR5 5.~~91259~~91183% 3,293,~~983~~464.8323 16,~~229~~225.9734 C-B-5 46627MDS3 5.~~91259~~91183% 2,~~470~~469,~~237~~848.9529 12,~~171~~167.2578 C-B-6 46627MDT1 5.~~91259~~91183% 1,921,~~738~~435.5238 9,~~468~~466.7100 CE 46627MDU8 0.00000% 5,335,081.69 ~~298~~216,~~893~~728.4039 P-1 46627MDV6 0.00000% 100.00 0.00 P-2 46627MDW4 0.00000% 100.00 0.00 Totals ~~855~~841,~~046~~241,~~069~~877.3208 4,~~313~~243,~~746~~610.0688

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 86,~~128~~452,~~666~~748.5358 0.00 ~~248~~242,~~634~~181,~~325~~577.8830 97,~~239~~589,~~033~~896.8166 0.00 1-A-2 ~~903~~716,~~195~~980.3313 0.00 2726,~~626~~909,~~347~~366.1399 1844,~~028,235~~996.0859 0.00 1-M-1 0.00 0.00 8,731,000.00 3941,~~357~~585.7593 0.00 1-M-2 0.00 0.00 6,790,000.00 3133,~~739~~510.7430 0.00 1-B-1 0.00 0.00 4,688,000.00 2526,~~234~~567.6478 0.00 1-B-2 0.00 0.00 1,617,000.00 9,~~377~~860.7605 0.00 2-A-1 1418,~~560,518~~403.1169 0.00 90,~~449~~031,~~700~~296.6192 2855,~~005,368~~600.0644 0.00 2-A-2 ~~835~~223,~~404~~987.0824 0.00 48,~~421~~197,~~129~~141.0379 1453,~~068,500~~071.2195 0.00 2-A-3 ~~146~~39,~~179~~193.0129 0.00 8,~~472~~433,~~729~~535.1687 ~~187~~80,~~849~~146.6199 0.00 2-A-X 0.00 0.00 0.00 54,~~048~~963.7917 0.00 3-A-1 1790,~~215,779~~969.1775 0.00 9493,~~753~~962,~~672~~702.0024 1,~~675~~244,~~657~~941.0160 0.00 3-A-2 ~~202~~131,~~041~~445.7165 0.00 15,~~746~~614,~~440~~994.3267 ~~278~~206,~~465~~888.5501 0.00 4-A-1 ~~120~~528,~~446~~158.6178 0.00 24,~~750~~221,~~128~~969.1941 ~~246~~653,~~673~~767.9725 0.00 4-A-2 44196,~~820~~538.5944 0.00 9,~~210~~013,~~017~~479.7026 91243,~~792~~279.3186 0.00 4-A-3 ~~614~~2,~~190~~693,229.9848 0.00 9593,~~817~~124,~~833~~604.6517 13,~~103~~179,~~619~~511.1405 0.00 4-A-4 0.00 0.00 30,390,000.00 144,~~059~~050.8352 0.00 4-A-X 0.00 0.00 0.00 10,180.65 0.00 5-A-1 26170,~~362~~555.4602 0.00 83,~~173~~002,~~074~~519.4341 ~~441~~585,~~411~~474.6031 0.00 5-A-2 110,~~608~~405.4496 0.00 5,~~074~~064,~~582~~176.9195 2635,~~931~~721.5515 0.00 A-R 0.00 0.00 0.00 0.00 0.00 C-B-1 2,~~208~~233.2047 0.00 13,~~996~~994,~~473~~239.3285 71,~~181~~187.8948 0.00 C-B-2 ~~952~~963.4838 0.00 6,~~037~~036,~~184~~221.8143 30,~~703~~705.3374 0.00 C-B-3 ~~606~~613.1812 0.00 3,~~842~~841,~~208~~595.3523 19,~~540~~541.3387 0.00 C-B-4 ~~519~~525.6055 0.00 3,~~293~~292,~~464~~938.2368 16,~~749~~750.5789 0.00 C-B-5 ~~389~~394.6612 0.00 2,469,~~848~~454.2917 12,~~560~~561.9190 0.00 C-B-6 ~~303~~306.1461 0.00 1,921,~~435~~128.3877 9,~~771~~772.8561 0.00 CE 0.00 0.00 5,335,081.69 ~~298~~216,~~893~~728.4039 0.00 P-1 0.00 0.00 100.00 0.00 0.00 P-2 0.00 0.00 100.00 0.00 0.00 Totals 1312,~~804~~377,~~192~~652.2826 0.00 ~~841~~828,~~241~~864,~~877~~224.0880 1816,~~117~~621,~~938~~263.3414 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A-1 266,559,000.00 ~~256~~248,~~762~~634,~~992~~325.4188 0.00 86,~~128~~452,~~666~~748.5358 0.00 0.00 1-A-2 29,618,000.00 2827,~~529~~626,~~542~~347.4613 0.00 ~~903~~716,~~195~~980.3313 0.00 0.00 1-M-1 8,731,000.00 8,731,000.00 0.00 0.00 0.00 0.00 1-M-2 6,790,000.00 6,790,000.00 0.00 0.00 0.00 0.00 1-B-1 4,688,000.00 4,688,000.00 0.00 0.00 0.00 0.00 1-B-2 1,617,000.00 1,617,000.00 0.00 0.00 0.00 0.00 2-A-1 93,399,000.00 9290,~~010~~449,~~218~~700.7161 14,~~465~~528.0875 1403,~~546,053~~874.0294 0.00 0.00 2-A-2 50,000,000.00 4948,~~256~~421,~~533~~129.1103 7,~~743~~777.7079 ~~827~~216,~~660~~209.3745 0.00 0.00 2-A-3 8,749,000.00 8,~~618~~472,~~908~~729.16 1,~~354~~360.9996 ~~144~~37,~~824~~832.0133 0.00 0.00 2-A-X 0.00 0.00 0.00 0.00 0.00 0.00 3-A-1 97,844,000.00 9594,~~969~~753,~~451~~672.1600 18,~~123~~235.8550 1772,~~197,655~~734.3125 0.00 0.00 3-A-2 16,260,000.00 15,~~948~~746,~~482~~440.0332 3,~~011~~030.8743 ~~199~~128,~~029~~415.8422 0.00 0.00 4-A-1 25,000,000.00 24,~~870~~750,~~574~~128.7919 3,~~046~~018.2365 ~~117~~525,~~400~~140.3813 0.00 0.00 4-A-2 9,303,000.00 9,~~254~~210,~~838~~017.2970 1,~~133~~123.5630 43195,~~687~~415.0314 0.00 0.00 4-A-3 97,092,000.00 9695,~~432~~817,~~024~~833.6465 15,~~533~~392.5994 ~~598~~2,~~657~~677,836.3954 0.00 0.00 4-A-4 30,390,000.00 30,390,000.00 0.00 0.00 0.00 0.00 4-A-X 0.00 0.00 0.00 0.00 0.00 0.00 5-A-1 84,360,000.00 83,~~199~~173,~~436~~074.8943 15,~~204~~293.1806 11155,~~158~~261.2997 0.00 0.00 5-A-2 5,147,000.00 5,~~076~~074,~~191~~582.3491 ~~927~~933.6406 ~~680~~9,472.7989 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 C-B-1 14,003,000.00 13,~~998~~996,~~681~~473.5332 2,~~208~~233.2047 0.00 0.00 0.00 C-B-2 6,040,000.00 6,~~038~~037,~~137~~184.2981 ~~952~~963.4838 0.00 0.00 0.00 C-B-3 3,844,000.00 3,842,~~814~~208.5235 ~~606~~613.1812 0.00 0.00 0.00 C-B-4 3,295,000.00 3,293,~~983~~464.8323 ~~519~~525.6055 0.00 0.00 0.00 C-B-5 2,471,000.00 2,~~470~~469,~~237~~848.9529 ~~389~~394.6612 0.00 0.00 0.00 C-B-6 1,922,331.36 1,921,~~738~~435.5238 ~~303~~306.1461 0.00 0.00 0.00 CE 5,335,284.29 5,335,081.69 0.00 0.00 0.00 0.00 P-1 100.00 100.00 0.00 0.00 0.00 0.00 P-2 100.00 100.00 0.00 0.00 0.00 0.00 Totals 872,457,915.65 ~~855~~841,~~046~~241,~~069~~877.3208 85,~~523~~730.9569 1312,~~718~~291,~~668~~921.2957 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 86,~~128~~452,~~666~~748.5358 ~~248~~242,~~634~~181,~~325~~577.8830 0.~~93275532~~90854774 86,~~128~~452,~~666~~748.5358 1-A-2 ~~903~~716,~~195~~980.3313 2726,~~626~~909,~~347~~366.1399 0.~~93275532~~90854774 ~~903~~716,~~195~~980.3313 1-M-1 0.00 8,731,000.00 1.00000000 0.00 1-M-2 0.00 6,790,000.00 1.00000000 0.00 1-B-1 0.00 4,688,000.00 1.00000000 0.00 1-B-2 0.00 1,617,000.00 1.00000000 0.00 2-A-1 1418,~~560,518~~403.1169 90,~~449~~031,~~700~~296.6192 0.~~96842258~~96394284 1418,~~560,518~~403.1169 2-A-2 ~~835~~223,~~404~~987.0824 48,~~421~~197,~~129~~141.0379 0.~~96842258~~96394284 ~~835~~223,~~404~~987.0824 2-A-3 ~~146~~39,~~179~~193.0129 8,~~472~~433,~~729~~535.1687 0.~~96842258~~96394284 ~~146~~39,~~179~~193.0129 2-A-X 0.00 0.00 0.00000000 0.00 3-A-1 1790,~~215,779~~969.1775 9493,~~753~~962,~~672~~702.0024 0.~~96841576~~96033178 1790,~~215,779~~969.1775 3-A-2 ~~202~~131,~~041~~445.7165 15,~~746~~614,~~440~~994.3267 0.~~96841576~~96033178 ~~202~~131,~~041~~445.7165 4-A-1 ~~120~~528,~~446~~158.6178 24,~~750~~221,~~128~~969.1941 0.~~99000513~~96887878 ~~120~~528,~~446~~158.6178 4-A-2 44196,~~820~~538.5944 9,~~210~~013,~~017~~479.7026 0.~~99000513~~96887878 44196,~~820~~538.5944 4-A-3 ~~614~~2,~~190~~693,229.9848 9593,~~817~~124,~~833~~604.6517 0.~~98687671~~95913777 ~~614~~2,~~190~~693,229.9848 4-A-4 0.00 30,390,000.00 1.00000000 0.00 4-A-X 0.00 0.00 0.00000000 0.00 5-A-1 26170,~~362~~555.4602 83,~~173~~002,~~074~~519.4341 0.~~98593023~~98390848 26170,~~362~~555.4602 5-A-2 110,~~608~~405.4496 5,~~074~~064,~~582~~176.9195 0.~~98593023~~98390848 110,~~608~~405.4496 A-R 0.00 0.00 0.00000000 0.00 C-B-1 2,~~208~~233.2047 13,~~996~~994,~~473~~239.3285 0.~~99953391~~99937441 2,~~208~~233.2047 C-B-2 ~~952~~963.4838 6,~~037~~036,~~184~~221.8143 0.~~99953391~~99937441 ~~952~~963.4838 C-B-3 ~~606~~613.1812 3,~~842~~841,~~208~~595.3523 0.~~99953391~~99937441 ~~606~~613.1812 C-B-4 ~~519~~525.6055 3,~~293~~292,~~464~~938.2368 0.~~99953391~~99937441 ~~519~~525.6055 C-B-5 ~~389~~394.6612 2,469,~~848~~454.2917 0.~~99953391~~99937441 ~~389~~394.6612 C-B-6 ~~303~~306.1461 1,921,~~435~~128.3877 0.~~99953391~~99937441 ~~303~~306.1461 CE 0.00 5,335,081.69 0.99996203 0.00 P-1 0.00 100.00 1.00000000 0.00 P-2 0.00 100.00 1.00000000 0.00 Totals 1312,~~804~~377,~~192~~652.2826 ~~841~~828,~~241~~864,~~877~~224.0880 0.~~96422058~~95003347 1312,~~804~~377,~~192~~652.2826

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 266,559,000.00 ~~963~~932.~~25013378~~75532201 0.00000000 3024.~~49481177~~20758099 0.00000000 1-A-2 29,618,000.00 ~~963~~932.~~25013370~~75532210 0.00000000 3024.~~49481160~~20758086 0.00000000 1-M-1 8,731,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M-2 6,790,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-B-1 4,688,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-B-2 1,617,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-1 93,399,000.00 ~~985~~968.~~13066211~~42258065 0.~~15487404~~15555573 164.~~55320742~~32418912 0.00000000 2-A-2 50,000,000.00 ~~985~~968.~~13066220~~42258060 0.~~15487400~~15555580 164.~~55320740~~32418900 0.00000000 2-A-3 8,749,000.00 ~~985~~968.~~13066179~~42258087 0.~~15487370~~15555606 164.~~55320722~~32418905 0.00000000 2-A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 97,844,000.00 ~~980~~968.~~84145333~~41576387 0.~~18523210~~18637321 127.~~24045736~~89761508 0.00000000 3-A-2 16,260,000.00 ~~980~~968.~~84145326~~41576384 0.~~18523186~~18637331 127.~~24045756~~89761501 0.00000000 4-A-1 25,000,000.00 ~~994~~990.~~82299160~~00512760 0.~~12184920~~12074600 421.~~69601520~~00560520 0.00000000 4-A-2 9,303,000.00 ~~994~~990.~~82299151~~00512738 0.~~12184887~~12074600 421.~~69601526~~00560464 0.00000000 4-A-3 97,092,000.00 ~~993~~986.~~20257735~~87671126 0.~~15998836~~15853974 627.~~16587762~~58040353 0.00000000 4-A-4 30,390,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 84,360,000.00 ~~986~~985.~~24273222~~93023269 0.~~18022973~~18128331 01.~~13226991~~84046906 0.00000000 5-A-2 5,147,000.00 ~~986~~985.~~24273169~~93023315 0.~~18022926~~18128230 01.~~13226928~~84046823 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 14,003,000.00 999.~~69160394~~53390845 0.~~15769478~~15949939 0.00000000 0.00000000 C-B-2 6,040,000.00 999.~~69160430~~53390894 0.~~15769536~~15950000 0.00000000 0.00000000 C-B-3 3,844,000.00 999.~~69160250~~53390999 0.~~15769511~~15950052 0.00000000 0.00000000 C-B-4 3,295,000.00 999.~~69160243~~53390895 0.~~15769347~~15949924 0.00000000 0.00000000 C-B-5 2,471,000.00 999.~~69160259~~53390935 0.~~15769324~~15949818 0.00000000 0.00000000 C-B-6 1,922,331.36 999.~~69160364~~53390970 0.~~15769394~~15949904 0.00000000 0.00000000 CE 5,335,284.29 999.96202639 0.00000000 0.00000000 0.00000000 P-1 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 P-2 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 0.00000000 3024.~~49481177~~20758099 ~~932~~908.~~75532201~~54774103 0.~~93275532~~90854774 3024.~~49481177~~20758099 1-A-2 0.00000000 3024.~~49481160~~20758086 ~~932~~908.~~75532210~~54774090 0.~~93275532~~90854774 3024.~~49481160~~20758086 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-B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-1 0.00000000 164.~~70808156~~47974486 ~~968~~963.~~42258065~~94283579 0.~~96842258~~96394284 164.~~70808156~~47974486 2-A-2 0.00000000 164.~~70808160~~47974480 ~~968~~963.~~42258060~~94283580 0.~~96842258~~96394284 164.~~70808160~~47974480 2-A-3 0.00000000 164.~~70808207~~47974511 ~~968~~963.~~42258087~~94283575 0.~~96842258~~96394284 164.~~70808207~~47974511 2-A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 128.~~42568957~~08398829 ~~968~~960.~~41576387~~33177548 0.~~96841576~~96033178 128.~~42568957~~08398829 3-A-2 0.00000000 128.~~42568942~~08398831 ~~968~~960.~~41576384~~33177552 0.~~96841576~~96033178 128.~~42568942~~08398831 4-A-1 0.00000000 421.~~81786440~~12635120 ~~990~~968.~~00512760~~87877640 0.~~99000513~~96887878 421.~~81786440~~12635120 4-A-2 0.00000000 421.~~81786413~~12635064 ~~990~~968.~~00512738~~87877674 0.~~99000513~~96887878 421.~~81786413~~12635064 4-A-3 0.00000000 627.~~32586598~~73894327 ~~986~~959.~~87671126~~13776799 0.~~98687671~~95913777 627.~~32586598~~73894327 4-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 0.00000000 02.~~31249953~~02175225 ~~985~~983.~~93023269~~90848044 0.~~98593023~~98390848 02.~~31249953~~02175225 5-A-2 0.00000000 02.~~31250049~~02175248 ~~985~~983.~~93023315~~90848067 0.~~98593023~~98390848 02.~~31250049~~02175248 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 0.00000000 0.~~15769478~~15949939 999.~~53390845~~37440906 0.~~99953391~~99937441 0.~~15769478~~15949939 C-B-2 0.00000000 0.~~15769536~~15950000 999.~~53390894~~37440894 0.~~99953391~~99937441 0.~~15769536~~15950000 C-B-3 0.00000000 0.~~15769511~~15950052 999.~~53390999~~37440947 0.~~99953391~~99937441 0.~~15769511~~15950052 C-B-4 0.00000000 0.~~15769347~~15949924 999.~~53390895~~37440971 0.~~99953391~~99937441 0.~~15769347~~15949924 C-B-5 0.00000000 0.~~15769324~~15949818 999.~~53390935~~37441117 0.~~99953391~~99937441 0.~~15769324~~15949818 C-B-6 0.00000000 0.~~15769394~~15949904 999.~~53390970~~37441066 0.~~99953391~~99937441 0.~~15769394~~15949904 CE 0.00000000 0.00000000 999.96202639 0.99996203 0.00000000 P-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: All classes per $1000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A-1 0405/25/06 - 0506/24/06 3031 5.~~18938~~31125% ~~256~~248,~~762~~634,~~992~~325.4188 1,~~110~~137,~~367~~148.2808 0.00 1-A-2 0405/25/06 - 0506/24/06 3031 5.~~25938~~38125% 2827,~~529~~626,~~542~~347.4613 ~~125~~128,~~039~~016.7546 0.00 1-M-1 0405/25/06 - 0506/24/06 3031 5.~~40938~~53125% 8,731,000.00 3941,~~357~~585.7593 0.00 1-M-2 0405/25/06 - 0506/24/06 3031 5.~~60938~~73125% 6,790,000.00 3133,~~739~~510.7430 0.00 1-B-1 0405/25/06 - 0506/24/06 3031 6.~~45938~~58125% 4,688,000.00 2526,~~234~~567.6478 ~~654~~2,005.6780 1-B-2 0405/25/06 - 0506/24/06 3031 67.~~95938~~08125% 1,617,000.00 9,~~377~~860.7605 ~~899~~1,388.5605 2-A-1 0405/01/06 - 0405/30/06 30 5.~~80175~~80031% 9290,~~010~~449,~~218~~700.7161 ~~444~~437,~~849~~196.9575 0.00 2-A-2 0405/01/06 - 0405/30/06 30 5.~~67875~~67731% 4948,~~256~~421,~~533~~129.1103 ~~233~~229,~~096~~084.1371 0.00 2-A-3 0405/01/06 - 0405/30/06 30 5.~~80175~~80031% 8,~~618~~472,~~908~~729.16 4140,~~670~~953.6070 0.00 2-A-X 0405/01/06 - 0405/30/06 30 0.12300% 4948,~~256~~421,~~533~~129.1103 54,~~048~~963.7917 0.00 3-A-1 0405/01/06 - 0405/30/06 30 5.~~75030~~74929% 9594,~~969~~753,~~451~~672.1600 ~~459~~453,~~877~~971.8485 0.00 3-A-2 0405/01/06 - 0405/30/06 30 5.~~75030~~74929% 15,~~948~~746,~~482~~440.0332 7675,~~423~~442.8436 0.00 4-A-1 0405/01/06 - 0405/30/06 30 6.~~09044~~09008% 24,~~870~~750,~~574~~128.7919 ~~126~~125,~~227~~608.3647 0.00 4-A-2 0405/01/06 - 0405/30/06 30 6.~~09044~~09008% 9,~~254~~210,~~838~~017.2970 46,~~971~~741.7242 0.00 4-A-3 0405/01/06 - 0405/30/06 30 6.~~09044~~09008% 9695,~~432~~817,~~024~~833.6465 ~~489~~486,~~428~~281.1657 0.00 4-A-4 0405/01/06 - 0405/30/06 30 5.~~68844~~68808% 30,390,000.00 144,~~059~~050.8352 0.00 4-A-X 0405/01/06 - 0405/30/06 30 0.40200% 30,390,000.00 10,180.65 0.00 5-A-1 0405/01/06 - 0405/30/06 30 5.~~98633~~98635% 83,~~199~~173,~~436~~074.8943 ~~415~~414,~~049~~919.1429 0.00 5-A-2 0405/01/06 - 0405/30/06 30 5.~~98633~~98635% 5,~~076~~074,~~191~~582.3491 25,~~323~~315.1119 0.00 A-R N/A N/A 5.~~80031~~80029% 0.00 0.00 0.00 C-B-1 0405/01/06 - 0405/30/06 30 5.~~91259~~91183% 13,~~998~~996,~~681~~473.5332 68,~~973~~954.6901 0.00 C-B-2 0405/01/06 - 0405/30/06 30 5.~~91259~~91183% 6,~~038~~037,~~137~~184.2981 29,~~750~~742.8536 0.00 C-B-3 0405/01/06 - 0405/30/06 30 5.~~91259~~91183% 3,842,~~814~~208.5235 18,~~934~~928.1575 0.00 C-B-4 0405/01/06 - 0405/30/06 30 5.~~91259~~91183% 3,293,~~983~~464.8323 16,~~229~~225.9734 0.00 C-B-5 0405/01/06 - 0405/30/06 30 5.~~91259~~91183% 2,~~470~~469,~~237~~848.9529 12,~~171~~167.2578 0.00 C-B-6 0405/01/06 - 0405/30/06 30 5.~~91259~~91183% 1,921,~~738~~435.5238 9,~~468~~466.7100 0.00 CE N/A N/A 0.00000% ~~312~~303,~~453~~421,~~616~~754.5670 0.00 0.00 P-1 N/A N/A 0.00000% 100.00 0.00 0.00 P-2 N/A N/A 0.00000% 100.00 0.00 0.00 Totals 4,~~014~~026,~~852~~882.6649 13,~~554~~393.2385

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00 0.00 1,~~110~~137,~~367~~148.2808 0.00 ~~248~~242,~~634~~181,~~325~~577.8830 1-A-2 0.00 0.00 ~~125~~128,~~039~~016.7546 0.00 2726,~~626~~909,~~347~~366.1399 1-M-1 0.00 0.00 3941,~~357~~585.7593 0.00 8,731,000.00 1-M-2 0.00 0.00 3133,~~739~~510.7430 0.00 6,790,000.00 1-B-1 ~~654~~2,005.6780 0.00 2526,~~234~~567.6478 0.00 4,688,000.00 1-B-2 ~~899~~1,388.5605 0.00 9,~~377~~860.7605 0.00 1,617,000.00 2-A-1 0.00 0.00 ~~444~~437,~~849~~196.9575 0.00 90,~~449~~031,~~700~~296.6192 2-A-2 0.00 0.00 ~~233~~229,~~096~~084.1371 0.00 48,~~421~~197,~~129~~141.0379 2-A-3 0.00 0.00 4140,~~670~~953.6070 0.00 8,~~472~~433,~~729~~535.1687 2-A-X 0.00 0.00 54,~~048~~963.7917 0.00 48,~~421~~197,~~129~~141.0379 3-A-1 0.00 0.00 ~~459~~453,~~877~~971.8485 0.00 9493,~~753~~962,~~672~~702.0024 3-A-2 0.00 0.00 7675,~~423~~442.8436 0.00 15,~~746~~614,~~440~~994.3267 4-A-1 0.00 0.00 ~~126~~125,~~227~~608.3647 0.00 24,~~750~~221,~~128~~969.1941 4-A-2 0.00 0.00 46,~~971~~741.7242 0.00 9,~~210~~013,~~017~~479.7026 4-A-3 0.00 0.00 ~~489~~486,~~428~~281.1657 0.00 9593,~~817~~124,~~833~~604.6517 4-A-4 0.00 0.00 144,~~059~~050.8352 0.00 30,390,000.00 4-A-X 0.00 0.00 10,180.65 0.00 30,390,000.00 5-A-1 0.00 0.00 ~~415~~414,~~049~~919.1429 0.00 83,~~173~~002,~~074~~519.4341 5-A-2 0.00 0.00 25,~~323~~315.1119 0.00 5,~~074~~064,~~582~~176.9195 A-R 0.00 0.00 0.00 0.00 0.00 C-B-1 0.00 0.00 68,~~973~~954.6901 0.00 13,~~996~~994,~~473~~239.3285 C-B-2 0.00 0.00 29,~~750~~742.8536 0.00 6,~~037~~036,~~184~~221.8143 C-B-3 0.00 0.00 18,~~934~~928.1575 0.00 3,~~842~~841,~~208~~595.3523 C-B-4 0.00 0.00 16,~~229~~225.9734 0.00 3,~~293~~292,~~464~~938.2368 C-B-5 0.00 0.00 12,~~171~~167.2578 0.00 2,469,~~848~~454.2917 C-B-6 0.00 0.00 9,~~468~~466.7100 0.00 1,921,~~435~~128.3877 CE 0.00 0.00 ~~298~~216,~~893~~728.4039 0.00 ~~303~~296,~~421~~252,~~754~~025.7099 P-1 0.00 0.00 0.00 0.00 100.00 P-2 0.00 0.00 0.00 0.00 100.00 Totals 13,~~554~~393.2385 0.00 4,~~313~~243,~~746~~610.0688 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-1 266,559,000.00 5.~~18938~~31125% ~~963~~932.~~25013378~~75532201 4.~~16555914~~26602771 0.00000000 1-A-2 29,618,000.00 5.~~25938~~38125% ~~963~~932.~~25013370~~75532210 4.~~22174860~~32225201 0.00000000 1-M-1 8,731,000.00 5.~~40938~~53125% 1000.00000000 4.~~50781697~~76302027 0.00000000 1-M-2 6,790,000.00 5.~~60938~~73125% 1000.00000000 4.~~67448306~~93524300 0.00000000 1-B-1 4,688,000.00 6.~~45938~~58125% 1000.00000000 5.~~38281570~~66718857 0.~~13964804~~42785836 1-B-2 1,617,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948052~~09774273 0.~~55631416~~85841064 2-A-1 93,399,000.00 5.~~80175~~80031% ~~985~~968.~~13066211~~42258065 4.~~76289843~~68095750 0.00000000 2-A-2 50,000,000.00 5.~~67875~~67731% ~~985~~968.~~13066220~~42258060 4.~~66192260~~58169420 0.00000000 2-A-3 8,749,000.00 5.~~80175~~80031% ~~985~~968.~~13066179~~42258087 4.~~76289862~~68095782 0.00000000 2-A-X 0.00 0.12300% ~~985~~968.~~13066220~~42258060 0.~~10097580~~09926340 0.00000000 3-A-1 97,844,000.00 5.~~75030~~74929% ~~980~~968.~~84145333~~41576387 4.~~70011283~~63975154 0.00000000 3-A-2 16,260,000.00 5.~~75030~~74929% ~~980~~968.~~84145326~~41576384 4.~~70011316~~63975154 0.00000000 4-A-1 25,000,000.00 6.~~09044~~09008% ~~994~~990.~~82299160~~00512760 5.~~04909440~~02433880 0.00000000 4-A-2 9,303,000.00 6.~~09044~~09008% ~~994~~990.~~82299151~~00512738 5.~~04909384~~02433839 0.00000000 4-A-3 97,092,000.00 6.~~09044~~09008% ~~993~~986.~~20257735~~87671126 5.~~04087010~~00846177 0.00000000 4-A-4 30,390,000.00 5.~~68844~~68808% 1000.00000000 4.~~74036953~~74006318 0.00000000 4-A-X 0.00 0.40200% 1000.00000000 0.33500000 0.00000000 5-A-1 84,360,000.00 5.~~98633~~98635% ~~986~~985.~~24273222~~93023269 4.~~91997558~~91843634 0.00000000 5-A-2 5,147,000.00 5.~~98633~~98635% ~~986~~985.~~24273169~~93023315 4.~~91997474~~91843598 0.00000000 A-R 100.00 5.~~80031~~80029% 0.00000000 0.00000000 0.00000000 C-B-1 14,003,000.00 5.~~91259~~91183% 999.~~69160394~~53390845 4.~~92563665~~92423124 0.00000000 C-B-2 6,040,000.00 5.~~91259~~91183% 999.~~69160430~~53390894 4.~~92563742~~92423179 0.00000000 C-B-3 3,844,000.00 5.~~91259~~91183% 999.~~69160250~~53390999 4.~~92563736~~92423257 0.00000000 C-B-4 3,295,000.00 5.~~91259~~91183% 999.~~69160243~~53390895 4.~~92563581~~92423065 0.00000000 C-B-5 2,471,000.00 5.~~91259~~91183% 999.~~69160259~~53390935 4.~~92563739~~92423310 0.00000000 C-B-6 1,922,331.36 5.~~91259~~91183% 999.~~69160364~~53390970 4.~~92563883~~92422909 0.00000000 CE 5,335,284.29 0.00000% ~~58563~~56870.~~63027283~~77542779 0.00000000 0.00000000 P-1 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 P-2 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00000000 0.00000000 4.~~16555914~~26602771 0.00000000 ~~932~~908.~~75532201~~54774103 1-A-2 0.00000000 0.00000000 4.~~22174860~~32225201 0.00000000 ~~932~~908.~~75532210~~54774090 1-M-1 0.00000000 0.00000000 4.~~50781697~~76302027 0.00000000 1000.00000000 1-M-2 0.00000000 0.00000000 4.~~67448306~~93524300 0.00000000 1000.00000000 1-B-1 0.~~13964804~~42785836 0.00000000 5.~~38281570~~66718857 0.00000000 1000.00000000 1-B-2 0.~~55631416~~85841064 0.00000000 56.~~79948052~~09774273 0.00000000 1000.00000000 2-A-1 0.00000000 0.00000000 4.~~76289843~~68095750 0.00000000 ~~968~~963.~~42258065~~94283579 2-A-2 0.00000000 0.00000000 4.~~66192260~~58169420 0.00000000 ~~968~~963.~~42258060~~94283580 2-A-3 0.00000000 0.00000000 4.~~76289862~~68095782 0.00000000 ~~968~~963.~~42258087~~94283575 2-A-X 0.00000000 0.00000000 0.~~10097580~~09926340 0.00000000 ~~968~~963.~~42258060~~94283580 3-A-1 0.00000000 0.00000000 4.~~70011283~~63975154 0.00000000 ~~968~~960.~~41576387~~33177548 3-A-2 0.00000000 0.00000000 4.~~70011316~~63975154 0.00000000 ~~968~~960.~~41576384~~33177552 4-A-1 0.00000000 0.00000000 5.~~04909440~~02433880 0.00000000 ~~990~~968.~~00512760~~87877640 4-A-2 0.00000000 0.00000000 5.~~04909384~~02433839 0.00000000 ~~990~~968.~~00512738~~87877674 4-A-3 0.00000000 0.00000000 5.~~04087010~~00846177 0.00000000 ~~986~~959.~~87671126~~13776799 4-A-4 0.00000000 0.00000000 4.~~74036953~~74006318 0.00000000 1000.00000000 4-A-X 0.00000000 0.00000000 0.33500000 0.00000000 1000.00000000 5-A-1 0.00000000 0.00000000 4.~~91997558~~91843634 0.00000000 ~~985~~983.~~93023269~~90848044 5-A-2 0.00000000 0.00000000 4.~~91997474~~91843598 0.00000000 ~~985~~983.~~93023315~~90848067 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 0.00000000 0.00000000 4.~~92563665~~92423124 0.00000000 999.~~53390845~~37440906 C-B-2 0.00000000 0.00000000 4.~~92563742~~92423179 0.00000000 999.~~53390894~~37440894 C-B-3 0.00000000 0.00000000 4.~~92563736~~92423257 0.00000000 999.~~53390999~~37440947 C-B-4 0.00000000 0.00000000 4.~~92563581~~92423065 0.00000000 999.~~53390895~~37440971 C-B-5 0.00000000 0.00000000 4.~~92563739~~92423310 0.00000000 999.~~53390935~~37441117 C-B-6 0.00000000 0.00000000 4.~~92563883~~92422909 0.00000000 999.~~53390970~~37441066 CE 0.00000000 0.00000000 5640.~~02201940~~62171352 0.00000000 ~~56870~~55526.~~77542779~~94287449 P-1 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 P-2 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1816,~~244~~745,~~734~~098.9154 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~123~~120,~~712~~298.6027 Gains & Subsequent Recoveries (Realized Losses) 0.00 ~~Prepayment Penalties 0.00~~ Swap/Cap Payments 13,~~763~~690.3542 Total Deposits 1816,~~370~~869,~~210~~087.8623 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~252~~247,~~272~~824.5209 Payment of Interest and Principal 1816,~~117~~621,~~938~~263.3414 Total Withdrawals (Pool Distribution Amount) 1816,~~370~~869,~~210~~087.8623 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~252~~247,~~272~~824.5209 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~252~~247,~~272~~824.5209 *Servicer Payees include: CHASE HOME FINANCE LLC; COUNTRYWIDE HOME LOANS INC.; PHH US MTG CORP; WASHINGTON MUTUAL BANK, F.A.; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Reserve Fund - LIBOR Cert Holders 0.00 13,~~763~~690.3642 13,~~763~~690.3642 0.00 Class P-1 Reserve Fund 100.00 0.00 0.00 100.00 Class P-2 Reserve Fund 100.00 0.00 0.00 100.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Yield Maintenance Agreement 1-A-1 - JP Morgan 0.00 0.00 0.00 Yield Maintenance Agreement 1-A-2 - JP Morgan 0.00 0.00 0.00 Yield Maintenance Agreement 1-B-1 ~~810~~- JP Morgan 2,209.1661 0.00 ~~810~~2,209.1661 Yield Maintenance Agreement 1-B-2 ~~953~~- JP Morgan 1,480.1981 0.00 ~~953~~1,480.1981 Yield Maintenance Agreement 1-M-1 - JP Morgan 0.00 0.00 0.00 Yield Maintenance Agreement 1-M-2 - JP Morgan 0.00 0.00 0.00

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.~~405628~~401600% Weighted Average Net Coupon 6.~~051580~~048088% Weighted Average Pass-Through Rate 6.~~051580~~048088% Weighted Average Remaining Term ~~355~~354 Beginning Scheduled Collateral Loan Count 2,~~589~~552 Number Of Loans Paid In Full 3738 Ending Scheduled Collateral Loan Count 2,~~552~~514 Beginning Scheduled Collateral Balance ~~855~~841,~~045~~241,~~869~~677.3507 Ending Scheduled Collateral Balance ~~841~~828,~~241~~864,~~677~~024.0781 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~841~~828,~~342~~967,~~847~~616.5896 Monthly P&I Constant 4,~~690~~614,~~340~~391.8782 Special Servicing Fee 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 7,~~285~~697,~~558~~596.2895 Scheduled Principal 126,~~086~~647.2069 Unscheduled Principal 1312,~~678~~251,~~106~~004.0857 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 5,335,081.69 Overcollateralized Amount 5,335,081.69 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount ~~298~~216,~~684~~431.2782

Group Level Collateral Statement Group 1 2 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~690783~~685916 6.~~171206~~168973 Weighted Average Net Rate 6.~~291801~~287194 5.~~801746~~800308 Pass-Through Rate 6.~~291801~~287194 5.~~801746~~800308 Weighted Average Remaining Term ~~355~~354 ~~355~~354 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~782~~731,~~695~~460.0263 ~~843~~830,~~559~~322.0700 Beginning Loan Count 1,~~038~~015 ~~688~~679 Loans Paid in Full 23 92 Ending Loan Count ~~1,015~~992 ~~679~~677 Beginning Scheduled Balance ~~312~~303,~~453~~421,~~616~~754.5670 ~~159~~156,~~165~~622,~~580~~020.2010 Ending Scheduled Balance ~~303~~296,~~421~~252,~~754~~025.7099 ~~156~~155,~~622~~938,~~020~~945.1050 Scheduled Principal 40,~~562~~917.2200 25,~~022~~157.6988 Unscheduled Principal 87,~~991~~128,~~299~~811.6471 2657,~~518,537~~916.4172 Scheduled Interest 1,~~742~~690,~~132~~543.8063 ~~818~~805,~~536~~164.3812 Servicing Fees ~~103~~100,~~886~~817.1431 4948,~~004~~117.5055 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~638~~589,~~246~~726.6632 ~~769~~757,~~531~~046.8857 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 3 4 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~139625~~140014 6.~~363799~~363535 Weighted Average Net Rate 5.~~750302~~749289 6.~~090443~~090075 Pass-Through Rate 5.~~750303~~749289 6.~~090443~~090075 Weighted Average Remaining Term ~~356~~ 355 354 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~630~~623,~~660~~592.5487 ~~926~~922,~~789~~427.0182 Beginning Loan Count ~~197~~195 ~~433~~430 Loans Paid in Full 2 310 Ending Loan Count ~~195~~193 ~~430~~420 Beginning Scheduled Balance ~~118~~117,~~875~~456,~~828~~693.3345 170,~~816~~035,~~244~~577.5560 Ending Scheduled Balance ~~117~~116,~~456~~532,~~693~~939.4524 ~~170~~166,~~035~~616,~~577~~447.6040 Scheduled Principal 22,~~449~~604.7374 20,~~922~~738.1539 Unscheduled Principal 1901,~~396,685~~149.1547 ~~759~~3,~~744~~398,391.8081 Scheduled Interest ~~608~~600,~~210~~988.8113 ~~905~~901,~~866~~689.8643 Servicing Fees 38,~~567~~244.5043 38,~~911~~748.4121 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~569~~562,~~643~~743.3170 ~~866~~862,~~955~~941.4522 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 5 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~266730~~266759 6.~~405628~~401600 Weighted Average Net Rate 5.~~986325~~986350 6.~~051580~~048088 Pass-Through Rate 5.~~986325~~986350 6.~~051580~~048088 Weighted Average Remaining Term ~~355~~354 ~~355~~354 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 506,~~637~~588.2350 4,~~690~~614,~~340~~391.8782 Beginning Loan Count 233 2,~~589~~552 Loans Paid in Full 01 3738 Ending Loan Count ~~233~~232 2,~~552~~514 Beginning Scheduled Balance 93,~~734~~705,~~599~~631.7122 ~~855~~841,~~045~~241,~~869~~677.3507 Ending Scheduled Balance 93,~~705~~523,~~631~~666.2268 ~~841~~828,~~241~~864,~~677~~024.0781 Scheduled Principal 17,~~129~~229.4168 126,~~086~~647.2069 Unscheduled Principal 11164,~~839~~734.0886 1312,~~678~~251,~~106~~004.0857 Scheduled Interest 489,~~507~~358.82 4,~~564~~487,~~254~~744.6713 Servicing Fees 21,~~902~~896.9759 ~~252~~247,~~272~~824.5209 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 467,~~604~~462.8523 4,~~311~~239,~~982~~920.1504 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 - Group Level Informational Reporting 1 Senior Enhancement % - Pool 1 89.~~951593~~168235% 2 Interest Transfer Amount - Group 2 0.00 Principal Transfer Amount - Group 2 0.00 3 Interest Transfer Amount - Group 3 0.00 Principal Transfer Amount - Group 3 0.00 4 Interest Transfer Amount - Group 4 0.00 Principal Transfer Amount - Group 4 0.00 5 Interest Transfer Amount - Group 5 0.00 Principal Transfer Amount - Group 5 0.00 Structural Reporting 1 Excess Cash Amount ~~298~~216,~~684~~431.2782 Extra Principal Distribution Amount 0.00 Overcollateralization Amount 5,335,081.69 Overcollateralization Deficiency Amount 0.00 Overcollateralization Floor 1,616,691.42 Overcollateralization Release Amount 0.00 Overcollateralization Target Amount 5,335,081.69 2 Senior % - Group 2 94.~~169644~~075890% Senior Prepayment % - Group 2 100.000000% Subordinate % - Group 2 5.~~830356~~924110% Subordinate Prepayment % - Group 2 0.000000% 3 Senior % - Group 3 94.~~146922~~077323% Senior Prepayment % - Group 3 100.000000% Subordinate % - Group 3 5.~~853078~~922677% Subordinate Prepayment % - Group 3 0.000000% 4 Senior % - Group 4 94.~~222560~~196745% Senior Prepayment % - Group 4 100.000000% Subordinate % - Group 4 5.~~777440~~803255% Subordinate Prepayment % - Group 4 0.000000% 5 Senior % - Group 5 94.~~176140~~175405% Senior Prepayment % - Group 5 100.000000% Subordinate % - Group 5 5.~~823860~~824595% Subordinate Prepayment % - Group 5 0.000000% Trigger Event Reporting 1 Cumulative Loss Test - Pool 1 Trigger Result Pass Threshold Value 0.600000% Calculated Value 0.000000% Delinquency Test - Pool 1 Trigger Result Pass Threshold Value 3.~~200195~~277644% Calculated Value 01.~~661730~~340500% Trigger Event - Pool 1 Trigger Result Pass 2 Cumulative Loss Test Calculation 0.000000% Result Pass Threshold 0.000000% Delinquency Test Calculation 4.~~490688~~101228% Trigger Result Pass Threshold Value 50.000000% Senior-StepDown Test Trigger Result Pass 3 Cumulative Loss Test Calculation 0.000000% Trigger Result Pass Threshold Value 0.000000% Delinquency Test Calculated Value 34.~~113969~~671835% Trigger Result Pass Threshold Value 50.000000% Senior-StepDown Test Trigger Result Pass 4 Cumulative Loss Test Calculation 0.000000% Trigger Result Pass Threshold Value 0.000000% Delinquency Test Calculated Value 25.~~161527~~515305% Trigger Result Pass Threshold Value 50.000000% Senior-StepDown Test Trigger Result Pass 5 Cumulative Loss Test Calculation 0.000000% Trigger Result Pass Threshold Value 0.000000% Delinquency Test Calculated Value 01.~~000000~~526207% Trigger Result Pass Threshold Value 0.500000% Senior-StepDown Test Trigger Result Pass

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 1 0 0 1 134,~~873~~638.6822 0.00 0.00 134,~~873~~638.6822 30 Days 6448 0 0 0 6448 1915,~~086~~967,~~041~~095.4871 0.00 0.00 0.00 1915,~~086~~967,~~041~~095.4871 60 Days 1213 0 0 0 1213 34,~~957~~875,~~363~~462.7252 0.00 0.00 0.00 34,~~957~~875,~~363~~462.7252 90 Days 16 0 0 0 16 731,~~232~~683,520.7147 0.00 0.00 0.00 731,~~232~~683,520.7147 120 Days 01 0 0 0 01 073,232.0071 0.00 0.00 0.00 073,232.0071 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 7768 1 0 0 7869 2322,~~116~~599,~~637~~311.9141 134,~~873~~638.6822 0.00 0.00 2322,~~251~~733,~~511~~949.5963 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.~~039185~~039777% 0.000000% 0.000000% 0.~~039185~~039777% 0.~~016031~~016242% 0.000000% 0.000000% 0.~~016031~~016242% 30 Days 21.~~507837~~909308% 0.000000% 0.000000% 0.000000% 21.~~507837~~909308% 21.~~268521~~926142% 0.000000% 0.000000% 0.000000% 21.~~268521~~926142% 60 Days 0.~~470219~~517104% 0.000000% 0.000000% 0.000000% 0.~~470219~~517104% 0.~~470363~~588137% 0.000000% 0.000000% 0.000000% 0.~~470363~~588137% 90 Days 0.~~039185~~238663% 0.000000% 0.000000% 0.000000% 0.~~039185~~238663% 0.~~008704~~203086% 0.000000% 0.000000% 0.000000% 0.~~008704~~203086% 120 Days 0.~~000000~~039777% 0.000000% 0.000000% 0.000000% 0.~~000000~~039777% 0.~~000000~~008834% 0.000000% 0.000000% 0.000000% 0.~~000000~~008834% 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 32.~~017241~~704853% 0.~~039185~~039777% 0.000000% 0.000000% 32.~~056426~~744630% 2.~~747588~~726200% 0.~~016031~~016242% 0.000000% 0.000000% 2.~~763619~~742441%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~123~~120,~~712~~298.6027

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 134,~~873~~638.6822 0.00 0.00 134,~~873~~638.6822 30 Days 3729 0 0 0 3729 118,~~780~~556,~~994~~653.7830 0.00 0.00 0.00 118,~~780~~556,~~994~~653.7830 60 Days 6 0 0 0 6 12,~~801~~393,~~136~~004.1126 0.00 0.00 0.00 12,~~801~~393,~~136~~004.1126 90 Days 15 0 0 0 15 731,~~232~~372,270.7147 0.00 0.00 0.00 731,~~232~~372,270.7147 120 Days 01 0 0 0 01 073,232.0071 0.00 0.00 0.00 073,232.0071 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 4441 1 0 0 4542 1312,~~655~~395,~~363~~160.6074 134,~~873~~638.6822 0.00 0.00 1312,~~790~~529,~~237~~798.2896 0-29 Days 0.~~098522~~100806% 0.000000% 0.000000% 0.~~098522~~100806% 0.~~044446~~045442% 0.000000% 0.000000% 0.~~044446~~045442% 30 Days 32.~~645320~~923387% 0.000000% 0.000000% 0.000000% 32.~~645320~~923387% 32.~~882245~~887959% 0.000000% 0.000000% 0.000000% 32.~~882245~~887959% 60 Days 0.~~591133~~604839% 0.000000% 0.000000% 0.000000% 0.~~591133~~604839% 0.~~593537~~807664% 0.000000% 0.000000% 0.000000% 0.~~593537~~807664% 90 Days 0.~~098522~~504032% 0.000000% 0.000000% 0.000000% 0.~~098522~~504032% 0.~~024133~~463155% 0.000000% 0.000000% 0.000000% 0.~~024133~~463155% 120 Days 0.~~000000~~100806% 0.000000% 0.000000% 0.000000% 0.~~000000~~100806% 0.~~000000~~024717% 0.000000% 0.000000% 0.000000% 0.~~000000~~024717% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 4.~~334975~~133065% 0.~~098522~~100806% 0.000000% 0.000000% 4.~~433498~~233871% 4.~~499914~~183495% 0.~~044446~~045442% 0.000000% 0.000000% 4.~~544359~~228936% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 11 0 0 0 11 2,~~262~~534,~~773~~078.8982 0.00 0.00 0.00 2,~~262~~534,~~773~~078.8982 60 Days 31 0 0 0 31 ~~866~~271,~~276~~926.79 0.00 0.00 0.00 ~~866~~271,~~276~~926.79 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 1412 0 0 0 1412 32,~~129~~806,~~050~~005.6861 0.00 0.00 0.00 32,~~129~~806,~~050~~005.6861 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~620029~~624815% 0.000000% 0.000000% 0.000000% 1.~~620029~~624815% 1.~~444560~~624855% 0.000000% 0.000000% 0.000000% 1.~~444560~~624855% 60 Days 0.~~441826~~147710% 0.000000% 0.000000% 0.000000% 0.~~441826~~147710% 0.~~553033~~174360% 0.000000% 0.000000% 0.000000% 0.~~553033~~174360% 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 21.~~061856~~772526% 0.000000% 0.000000% 0.000000% 21.~~061856~~772526% 1.~~997594~~799215% 0.000000% 0.000000% 0.000000% 1.~~997594~~799215% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 31 0 0 0 3 1 900,~~372,774~~000.9600 0.00 0.00 0.00 1900,~~372,774~~000.9600 60 Days 1 0 0 0 1 650,000.00 0.00 0.00 0.00 650,000.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 42 0 0 0 4 2 1,~~022~~550,~~774~~000.9600 0.00 0.00 0.00 21,~~022~~550,~~774~~000.9600 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~538462~~518135% 0.000000% 0.000000% 0.000000% 10.~~538462~~518135% 10.~~168594~~772207% 0.000000% 0.000000% 0.000000% 10.~~168594~~772207% 60 Days 0.~~512821~~518135% 0.000000% 0.000000% 0.000000% 0.~~512821~~518135% 0.~~553322~~557705% 0.000000% 0.000000% 0.000000% 0.~~553322~~557705% 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 21.~~051282~~036269% 0.000000% 0.000000% 0.000000% 21.~~051282~~036269% 1.~~721916~~329911% 0.000000% 0.000000% 0.000000% 1.~~721916~~329911% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 105 0 0 0 105 2,~~865~~439,~~597~~006.8560 0.00 0.00 0.00 2,~~865~~439,~~597~~006.8560 60 Days 24 0 0 0 24 ~~639~~1,~~950~~227,331.8247 0.00 0.00 0.00 ~~639~~1,~~950~~227,331.8247 90 Days 01 0 0 0 01 0311,250.00 0.00 0.00 0.00 0311,250.00 120 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 1210 0 0 0 1210 3,~~505~~977,~~548~~588.6707 0.00 0.00 0.00 3,~~505~~977,~~548~~588.6707 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 21.~~325581~~190476% 0.000000% 0.000000% 0.000000% 21.~~325581~~190476% 1.~~685149~~463694% 0.000000% 0.000000% 0.000000% 1.~~685149~~463694% 60 Days 0.~~465116~~952381% 0.000000% 0.000000% 0.000000% 0.~~465116~~952381% 0.~~376331~~736545% 0.000000% 0.000000% 0.000000% 0.~~376331~~736545% 90 Days 0.~~000000~~238095% 0.000000% 0.000000% 0.000000% 0.~~000000~~238095% 0.~~000000~~186787% 0.000000% 0.000000% 0.000000% 0.~~000000~~186787% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.~~790698~~380952% 0.000000% 0.000000% 0.000000% 2.~~790698~~380952% 2.~~061480~~387026% 0.000000% 0.000000% 0.000000% 2.~~061480~~387026% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 5 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 32 0 0 0 32 ~~803~~1,~~900~~537,356.0099 0.00 0.00 0.00 ~~803~~1,~~900~~537,356.0099 60 Days 01 0 0 0 01 0333,200.00 0.00 0.00 0.00 0333,200.00 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 3 0 0 0 3 ~~803~~1,~~900~~870,556.0099 0.00 0.00 0.00 ~~803~~1,~~900~~870,556.0099 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~287554~~862069% 0.000000% 0.000000% 0.000000% 10.~~287554~~862069% 01.~~857758~~643521% 0.000000% 0.000000% 0.000000% 01.~~857758~~643521% 60 Days 0.~~000000~~431034% 0.000000% 0.000000% 0.000000% 0.~~000000~~431034% 0.~~000000~~356210% 0.000000% 0.000000% 0.000000% 0.~~000000~~356210% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.~~287554~~293103% 0.000000% 0.000000% 0.000000% 1.~~287554~~293103% 01.~~857758~~999731% 0.000000% 0.000000% 0.000000% 01.~~857758~~999731%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 178,693.33 0.02048160% 178,693.33 0.~~02124162~~02155882% Fraud 10,982,388.63 1.25878750% 10,982,388.63 1.~~30549745~~32499280% Special Hazard 5,836,600.00 0.66898371% 5,836,600.00 0.~~69380776~~70416858% 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 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 5 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-05 0.000% Original Principal Balance 135,900.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 134,~~873~~638.6822 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.~~000~~016% ~~Mar~~Apr-06 0.016% ~~Apr~~May-06 0.016% ~~May~~Jun-06 0.016% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-05 0.000% Original Principal Balance 135,900.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 134,~~873~~638.6822 ~~Jan-06 0.000%~~ Feb-06 0.000% Mar-06 0.042% Apr-06 0.043% May-06 0.044% Jun-06 0.045% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 4 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 5 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest 1 0601643133 134,~~873~~638.6822 01-~~Apr~~Jun-2006 0(1) 7.000% ~~1,489~~743.8797

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 4 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 5 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance 1 23 86,~~418~~928,~~679~~775.00 86,~~413~~824,~~983~~779.0104 0 0.00 0.00 2 9 2 651,~~289,136~~000.00 2651,~~289,006~~000.7700 0 0.00 0.00 3 2 1889,~~247,000~~980.00 1889,~~246,817~~979.2598 0 0.00 0.00 4 310 ~~688~~3,~~050~~069,350.00 ~~685~~3,~~120~~067,953.3083 0 0.00 0.00 5 01 0154,800.00 0154,800.00 0 0.00 0.00 Total 3738 1211,~~642~~693,~~865~~905.00 1211,~~634~~588,~~927~~512.3385 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount 1 0 0.00 0.00 0 0.00 0.00 ~~578~~305,135.9421 2 0 0.00 0.00 0 0.00 0.00 ~~229~~6,~~530~~916.6472 3 0 0.00 0.00 0 0.00 0.00 ~~149~~11,~~867~~169.9049 4 0 0.00 0.00 0 0.00 0.00 74330,~~972~~507.2823 5 0 0.00 0.00 0 0.00 0.00 119,~~839~~934.0886 Total 0 0.00 0.00 0 0.00 0.00 1663,~~044,345~~663.8451

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 ~~0032295776~~0032286049 CAMA 6680.0200 01-~~Feb~~Jan-2006 ~~340~~288,000.00 ~~340~~287,~~000~~955.0091 1 ~~0032512980~~0032296493 NVCA 8060.0029 01-Jan-2006 ~~461~~205,~~592~~000.00 ~~461~~205,~~592~~000.00 1 ~~0034037903~~0032512295 PACA 80.00 01-Feb-2006 94388,000.00 93387,~~968~~905.1804 1 ~~0034102285~~0033971847 NVMD 80.00 01-Feb-2006 ~~187~~388,~~200~~160.00 ~~187~~388,~~200~~157.0056 1 ~~0034455667~~0034026633 KYFL 9580.00 01-Feb-2006 ~~228~~115,~~000~~520.00 ~~227~~115,~~299~~520.6100 1 ~~0601605045~~0034063859 CAAZ 8060.0091 01-~~May~~Feb-~~2005~~2006 ~~387~~201,~~992~~015.00 ~~387~~201,~~991~~015.00 1 ~~0601643128~~0034087932 FLAL 7595.00 01-~~Aug~~Feb-~~2005~~2006 73165,~~500~~205.00 72164,~~924~~531.9629 1 ~~0601643219~~0034099721 CAIL 80.00 01-~~Aug~~Feb-~~2005~~2006 ~~256~~139,~~000~~200.00 ~~256~~40,~~000~~012.48 1 0034501999 OR 95.00 01-Feb-2006 271,700.00 270,661.74 1 ~~0601649648~~0601643106 FL 80.00 01-~~Sep~~Jul-2005 ~~380~~320,000.00 ~~380~~320,000.00 1 ~~0601703734~~0601649425 CAFL 7094.0089 01-~~Nov~~Sep-2005 ~~553~~152,~~000~~769.00 ~~549~~152,~~269~~769.1400 1 ~~1311589335~~0601649572 FLIL 087.0036 01-~~Jan~~Sep-~~2006~~2005 ~~216~~622,000.00 ~~215~~621,~~999~~993.5045 1 ~~1311594390~~0601649594 FL 076.0038 01-~~Jan~~Sep-~~2006~~2005 ~~491~~202,~~745~~400.00 ~~491~~202,~~745~~400.00 1 ~~1474022190~~0601649671 CAFL 080.00 01-~~Dec~~Sep-2005 ~~337~~140,~~500~~000.00 ~~337~~140,~~500~~000.00 1 ~~1539696211~~1063035727 TXWA 0.00 01-~~Dec~~Jan-~~2005~~2006 ~~117~~471,~~600~~000.00 ~~117~~471,~~581~~000.0900 1 ~~1596712885~~1063049255 CA 0.00 01-Feb-2006 ~~746~~532,~~850~~000.00 ~~746~~529,~~849~~739.9949 1 ~~1742175040~~1063053671 MOCA 0.00 01-~~Jan~~Feb-2006 ~~171~~560,000.00 ~~171~~560,000.00 1 ~~1760389715~~1193312806 RIIL 0.00 01-Jan-2006 ~~251~~56,~~000~~250.00 ~~251~~55,~~000~~933.0076 1 ~~1760418201~~1203235506 CTAZ 0.00 01-Feb-2006 2588,~~000,000~~306.00 1588,~~999,999~~306.9800 1 ~~1842134850~~1461404105 NCIL 0.00 01-Jan-2006 ~~480~~158,~~600~~400.00 ~~480~~158,~~600~~400.00 1 ~~1845275949~~1742172835 ALNJ 900.00 01-~~Jul~~Feb-~~2005~~2006 36634,~~000~~500.00 35634,~~546~~500.1900 1 ~~4000270928~~1846368320 ILNV 9473.9986 01-~~Nov~~Jan-~~2005~~2006 ~~175~~243,~~250~~750.00 ~~175~~242,~~250~~275.0078 1 ~~4000271505~~4000267713 MOIL 80.00 01-~~Nov~~Oct-2005 ~~272~~85,~~000~~600.00 ~~272~~85,~~000~~600.00 12 ~~4000276105~~0601649558 FLCA 7570.00 01-~~Nov~~Sep-2005 ~~161~~315,~~850~~000.00 ~~161~~315,~~847~~000.0600 2 ~~0032296188~~1846368524 CA 8061.0009 01-Jan-2006 ~~391~~336,~~200~~000.00 ~~391~~336,~~199~~000.9200 23 ~~0032510190~~1101747527 CANJ 770.7000 01-~~Feb~~Jan-2006 ~~223~~441,000.00 ~~222~~440,~~943~~999.1098 23 ~~0032833774~~1101776933 UTFL ~~100~~0.00 01-Feb-2006 ~~208~~448,~~000~~980.00 ~~207~~448,~~942~~980.5900 24 ~~1203233420~~0601605345 AZFL 078.0051 01-~~Jan~~Jul-~~2006~~2005 ~~244~~475,~~636~~000.00 ~~244~~475,~~636~~000.00 24 ~~1302211934~~0601643240 FL 075.0095 01-~~Jan~~Aug-~~2006~~2005 ~~318~~151,~~500~~900.00 ~~318~~151,~~500~~566.0020 24 ~~1574339143~~1136427409 VANY 0.00 01-Jan-2006 ~~163~~850,~~400~~000.00 ~~163~~850,~~390~~000.8400 24 ~~1596682296~~1200103972 CAAZ 0.00 01-~~Feb~~Jan-2006 ~~300~~252,000.00 ~~300~~252,000.00 24 ~~1760387040~~1230205982 DECA 0.00 01-~~Dec~~Oct-2005 ~~237~~200,~~900~~000.00 ~~237~~200,~~894~~000.3200 24 ~~1842166845~~1329054597 DETX 0.00 01-~~Jan~~Oct-~~2006~~2005 ~~202~~78,~~500~~750.00 ~~202~~78,~~500~~140.0073 34 ~~1846360442~~1610075269 CAIL 780.8400 01-~~Jan~~Dec-~~2006~~2005 ~~611~~192,000.00 ~~611~~192,000.00 34 ~~4000279694~~1742136900 NVFL 800.00 01-Nov-2005 ~~636~~269,~~000~~800.00 ~~635~~269,~~817~~800.2500 4 ~~1302206639~~1742158390 FLWV 0.00 01-~~Oct~~Dec-2005 ~~200~~175,~~000~~900.00 ~~198~~175,~~453~~900.9300 4 ~~1319127130~~1846349111 FLCA 080.00 01-~~Oct~~Dec-2005 ~~165~~424,~~050~~000.00 ~~163~~423,~~318~~477.5965 45 ~~1732092536~~0034390096 CAIL 080.00 01-~~Oct~~Feb-~~2005~~2006 ~~323~~154,~~000~~800.00 ~~323~~154,~~000~~800.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 ~~0032295776~~0032286049 Loan Paid in Full ~~(1)~~0 6.~~750~~125% 360 35 1 ~~0032512980~~0032296493 Loan Paid in Full 0 76.~~875~~000% 360 45 1 ~~0034037903~~0032512295 Loan Paid in Full 0(1) 85.~~125~~875% 360 34 1 ~~0034102285~~0033971847 Loan Paid in Full 0 6.875% 360 34 1 ~~0034455667~~0034026633 Loan Paid in Full (1) 7.~~375~~250% 360 34 1 ~~0601605045~~0034063859 Loan Paid in Full 0 56.~~375~~670% 360 124 1 ~~0601643128~~0034087932 Loan Paid in Full 0 7.~~375~~085% 360 94 1 ~~0601643219~~0034099721 Loan Paid in Full (1) 67.~~750~~375% 360 94 1 ~~0601649648~~0034501999 Loan Paid in Full ~~(1)~~0 67.~~875~~415% 360 84 1 ~~0601703734~~0601643106 Loan Paid in Full 0 6.~~250~~000% 360 611 1 ~~1311589335~~0601649425 Loan Paid in Full 0 6.~~875~~500% 360 49 1 ~~1311594390~~0601649572 Loan Paid in Full 0 76.~~000~~750% 360 49 1 ~~1474022190~~0601649594 Loan Paid in Full ~~(1)~~0 6.~~625~~125% 360 59 1 ~~1539696211~~0601649671 Loan Paid in Full 0 6.~~875~~500% 360 59 1 ~~1596712885~~1063035727 Loan Paid in Full (1) 6.~~750~~875% 360 35 1 ~~1742175040~~1063049255 Loan Paid in Full 0(1) 6.875% 360 4 1 ~~1760389715~~1063053671 Loan Paid in Full 0 67.~~750~~000% 360 4 1 ~~1760418201~~1193312806 Loan Paid in Full 0 6.~~875~~750% 360 35 1 ~~1842134850~~1203235506 Loan Paid in Full 0 6.875% 360 4 1 ~~1845275949~~1461404105 Loan Paid in Full 0(1) 56.~~375~~875% 360 105 1 ~~4000270928~~1742172835 Loan Paid in Full ~~(1)~~0 7.~~125~~000% 360 64 1 ~~4000271505~~1846368320 Loan Paid in Full 0 76.000% 360 65 1 ~~4000276105~~4000267713 Loan Paid in Full 0 76.~~125~~750% 360 68 2 ~~0032296188~~0601649558 Loan Paid in Full ~~(1)~~0 6.~~625~~375% 360 49 2 ~~0032510190~~1846368524 Loan Paid in Full ~~(1)~~0 65.~~125~~875% 360 5 3 21101747527 ~~0032833774~~ Loan Paid in Full 0 6.~~625~~250% 360 5 3 21101776933 ~~1203233420~~ Loan Paid in Full 0 65.~~375~~875% 360 4 24 ~~1302211934~~0601605345 Loan Paid in Full ~~(1)~~0 65.~~375~~750% 360 11 4 20601643240 ~~1574339143~~ Loan Paid in Full 0 6.~~125~~625% 360 10 4 21136427409 ~~1596682296~~ Loan Paid in Full 0 6.~~500~~125% 360 35 24 ~~1760387040~~1200103972 Loan Paid in Full 0 56.~~625~~250% 360 5 24 ~~1842166845~~1230205982 Loan Paid in Full 0 6.250% 360 8 4 31329054597 ~~1846360442~~ Loan Paid in Full 10 56.875% 360 8 4 31610075269 ~~4000279694~~ Loan Paid in Full 0 6.~~250~~625% 360 6 4 ~~1302206639~~1742136900 Loan Paid in Full 10 67.~~250~~125% 360 7 4 ~~1319127130~~1742158390 Loan Paid in Full 0 67.~~750~~125% 360 76 4 ~~1732092536~~1846349111 Loan Paid in Full 0 6.~~375~~250% 360 76 5 0034390096 Loan Paid in Full (1) 6.975% 360 4

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 1.~~600~~457% Current Month 1716.~~597~~144% Current Month 1,~~851~~403.~~425~~155% 3 Month Average 1.~~192~~476% 3 Month Average 1316.~~295~~343% 3 Month Average 1,~~721~~764.~~465~~357% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 7.000% N/A Mar-2006 1,274.479% N/A Apr-2006 15.287% N/A Apr-2006 2,038.489% N/A May-2006 17.597% N/A May-2006 1,851.425% N/A Jun-2006 16.144% N/A Jun-2006 1,403.155% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 SMM CPR PSA Current Month 2.~~878~~350% Current Month 2924.~~561~~824% Current Month 2,~~948~~058.~~713~~991% 3 Month Average 2.~~082~~515% 3 Month Average 2126.~~992~~302% 3 Month Average 2,~~669~~690.~~954~~897% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 11.896% N/A Mar-2006 1,996.163% N/A Apr-2006 24.519% N/A Apr-2006 3,064.987% N/A May-2006 29.561% N/A May-2006 2,948.713% N/A Jun-2006 24.824% N/A Jun-2006 2,058.991% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2 SMM CPR PSA Current Month 10.~~583~~420% Current Month 174.~~422~~927% Current Month ~~1,757~~413.~~331~~817% 3 Month Average 0.~~986~~974% 3 Month Average 1110.~~089~~942% 3 Month Average 1,~~333~~166.~~026~~921% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 5.367% N/A Mar-2006 912.134% N/A Apr-2006 10.478% N/A Apr-2006 1,329.614% N/A May-2006 17.422% N/A May-2006 1,757.331% N/A Jun-2006 4.927% N/A Jun-2006 413.817% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3 SMM CPR PSA Current Month 10.~~175~~767% Current Month 138.~~225~~830% Current Month ~~1,660~~885.~~809~~583% 3 Month Average 01.~~984~~068% 3 Month Average 1112.~~128~~064% 3 Month Average 1,~~846~~636.~~126~~506% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 6.020% N/A Mar-2006 1,514.443% N/A Apr-2006 14.138% N/A Apr-2006 2,363.125% N/A May-2006 13.225% N/A May-2006 1,660.809% N/A Jun-2006 8.830% N/A Jun-2006 885.583% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 4 SMM CPR PSA Current Month 01.~~445~~999% Current Month 521.~~209~~518% Current Month ~~585~~1,983.~~522~~278% 3 Month Average 0.~~303~~955% 3 Month Average 310.~~559~~560% 3 Month Average ~~468~~1,095.~~799~~039% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.514% N/A Mar-2006 104.558% N/A Apr-2006 4.954% N/A Apr-2006 716.317% N/A May-2006 5.209% N/A May-2006 585.522% N/A Jun-2006 21.518% N/A Jun-2006 1,983.278% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 5 SMM CPR PSA Current Month 0.~~013~~176% Current Month 02.~~151~~090% Current Month 14171.~~899~~653% 3 Month Average 0.~~427~~336% 3 Month Average 43.~~934~~876% 3 Month Average ~~669~~445.~~881~~226% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 5.265% N/A Mar-2006 845.617% N/A Apr-2006 9.387% N/A Apr-2006 1,149.128% N/A May-2006 0.151% N/A May-2006 14.899% N/A Jun-2006 2.090% N/A Jun-2006 171.653% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.250 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 0 0.00 0.000 0 0.00 0.000 4.750 4.999 3 1,~~690~~688,~~731~~456.34 0.~~201~~204 2 ~~615~~614,~~018~~223.5160 0.~~203~~207 5.000 5.249 7 3,~~684~~681,~~113~~381.9326 0.~~438~~444 4 2,~~404~~402,~~963~~231.9326 0.~~793~~811 5.250 5.499 30 11,~~630~~628,~~769~~384.6320 1.~~383~~403 6 2,~~028~~027,~~253~~305.2147 0.~~668~~684 5.500 5.749 86 32,~~720~~709,~~141~~183.1249 3.~~890~~946 19 5,~~387~~384,~~014~~060.8962 1.~~775~~817 5.750 5.999 ~~296~~292 ~~111~~109,~~343~~657,~~503~~077.2199 13.~~236~~230 4746 15,~~424~~034,~~070~~453.1118 5.~~083~~075 6.000 6.249 ~~280~~274 9896,~~909~~785,~~118~~073.9921 11.~~758~~677 4641 1513,~~063~~804,~~967~~700.0083 4.~~965~~660 6.250 6.499 ~~493~~488 ~~167~~165,~~684~~708,~~682~~340.1527 19.~~933~~992 74 22,~~945~~939,~~844~~713.5067 7.~~562~~743 6.500 6.749 ~~527~~522 ~~170~~169,~~649~~786,~~304~~207.1415 20.~~285~~484 ~~155~~152 51,~~743~~246,~~702~~649.9497 17.~~053~~298 6.750 6.999 ~~529~~519 ~~163~~160,~~461~~003,~~828~~594.9978 19.~~431~~304 ~~426~~418 ~~129~~126,~~480~~272,~~201~~965.0340 42.~~673~~623 7.000 7.249 ~~188~~183 5452,~~171~~359,~~987~~655.8708 6.~~440~~317 ~~131~~128 3432,~~128~~764,~~717~~407.2983 11.~~248~~060 7.250 7.499 6663 13,~~489~~052,~~165~~903.8684 1.~~603~~575 6259 1312,~~002~~566,~~605~~363.58 4.~~285~~242 7.500 7.749 28 8,~~108~~106,~~733~~504.2951 0.~~964~~978 24 7,~~499~~497,~~799~~687.1689 2.~~472~~531 7.750 7.999 7 1,611,~~909~~861.4702 0.~~192~~194 7 1,611,~~909~~861.4702 0.~~531~~544 8.000 8.249 6 1,268,~~309~~095.3828 0.~~151~~153 6 1,268,~~309~~095.3828 0.~~418~~428 8.250 8.499 3 396,~~622~~551.7039 0.~~047~~048 3 396,~~622~~551.7039 0.~~131~~134 8.500 8.749 2 283,005.00 0.034 2 283,005.00 0.~~093~~096 8.750 8.999 1 137,750.00 0.~~016~~017 1 137,750.00 0.~~045~~046 9.000 9.249 0 0.00 0.000 0 0.00 0.000 >= 9.250 0 0.00 0.000 0 0.00 0.000 Total 2,~~552~~514 ~~841~~828,~~241~~864,~~677~~024.0781 100.000 ~~1,015~~992 ~~303~~296,~~421~~252,~~754~~025.7099 100.000

Interest Rate Stratification (continued) 2 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.250 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 0 0.00 0.000 0 0.00 0.000 4.750 4.999 0 0.00 0.000 1 1,~~075~~074,~~712~~232.8374 0.~~916~~922 5.000 5.249 0 0.00 0.000 1 533,150.00 0.~~454~~458 5.250 5.499 14 3,~~340~~339,~~409~~393.4798 2.~~133~~141 5 3,649,025.00 3.~~107~~131 5.500 5.749 33 7,~~639~~637,~~275~~046.8746 4.~~878~~897 12 8,~~414~~412,~~537~~369.9194 7.~~164~~219 5.750 5.999 ~~123~~122 30,~~914~~571,~~802~~482.9008 19.~~738~~605 3938 21,~~555~~091,~~204~~871.2290 18.~~352~~099 6.000 6.249 117 28,~~598~~595,~~996~~870.1861 18.~~260~~338 29 15,~~950~~948,~~575~~271.4790 13.~~580~~686 6.250 6.499 ~~213~~212 48,~~656~~330,~~665~~202.6984 3130.~~066~~993 6261 39,~~973~~524,~~017~~047.2069 3433.~~032~~917 6.500 6.749 178 37,~~415~~408,~~169~~250.9925 23.~~889~~989 45 25,~~871~~865,~~320~~820.8207 22.~~026~~196 6.750 6.999 1 56,~~700~~699.0028 0.036 0 0.00 0.000 7.000 7.249 0 0.00 0.000 1 434,150.00 0.~~370~~373 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 0 0.00 0.000 0 0.00 0.000 Total ~~679~~677 ~~156~~155,~~622~~938,~~020~~945.1050 100.000 ~~195~~193 ~~117~~116,~~456~~532,~~693~~939.4524 100.000

Interest Rate Stratification (continued) 4 5 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.250 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 0 0.00 0.000 0 0.00 0.000 4.750 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.249 2 746,000.00 0.~~439~~448 0 0.00 0.000 5.250 5.499 4 1,~~961~~960,~~081~~659.9575 1.~~153~~177 1 652,000.00 0.~~696~~697 5.500 5.749 16 8,~~018~~015,~~274~~674.2769 4.~~716~~811 6 3,~~261~~260,~~038~~031.1878 3.~~480~~486 5.750 5.999 5150 25,~~833~~352,~~636~~669.3936 15.~~193~~216 36 17,~~615~~606,~~789~~601.5947 18.~~799~~826 6.000 6.249 4948 2019,~~060~~205,~~530~~386.7890 11.~~798~~527 39 19,~~235~~230,~~049~~842.5697 20.~~527~~563 6.250 6.499 8784 3533,~~077~~888,~~201~~435.6285 20.~~629~~339 57 21,~~031~~025,~~953~~940.1422 22.~~445~~482 6.500 6.749 ~~100~~98 35,~~794~~444,~~244~~652.7092 21.~~051~~273 49 19,~~824~~820,~~865~~833.6994 21.~~157~~193 6.750 6.999 6968 25,~~453~~359,~~412~~874.4611 1415.~~969~~221 3332 8,~~471~~314,~~515~~055.5099 98.~~041~~890 7.000 7.249 4644 1615,~~256~~808,~~285~~301.6858 9.~~561~~488 10 3,352,~~834~~795.9067 3.~~578~~585 7.250 7.499 2 225,975.62 0.~~133~~136 2 260,~~584~~564.6664 0.~~278~~279 7.500 7.749 4 608,~~934~~816.1362 0.~~358~~365 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 0 0.00 0.000 0 0.00 0.000 Total ~~430~~420 ~~170~~166,~~035~~616,~~577~~447.6040 100.000 ~~233~~232 93,~~705~~523,~~631~~666.2268 100.000

Filing Compare · J.P. Morgan Alternative Loan Trust 2006-A1