10-D 1 nac06ar2_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: 333-126812-07 Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-126812 Nomura Asset Acceptance Corporation (Exact name of depositor as specified in its charter) Nomura Credit & Capital, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196580 54-2196581 54-2196582 54-2196583 54-2196584 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-X _____ _____ __X___ ____________ III-A-1 _____ _____ __X___ ____________ III-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___ ____________ P _____ _____ __X___ ____________ III-M-1 _____ _____ __X___ ____________ III-M-2 _____ _____ __X___ ____________ III-M-3 _____ _____ __X___ ____________ III-M-4 _____ _____ __X___ ____________ III-M-5 _____ _____ __X___ ____________ III-X _____ _____ __X___ ____________ III-P _____ _____ __X___ ____________ III-R _____ _____ __X___ ____________ 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 Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR2. 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 Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR2, 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. Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Beth Belfield Beth Belfield, Officer Date: July 7, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR2, relating to the June 26, 2006 distribution. EX-99.1 Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates Series 2006-AR2 Contact: CTSLink Customer Service Wells Fargo Bank, N.A. Corporate Trust Services 9062 Old Annapolis Road Columbia, MD 21045-1951 @ www.ctslink.com/cmbs Telephone: (301) 815-6600 Fax: (301) 815-6600

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance I-A 65535VUH9 6.~~15981~~16099% 2928,~~418~~946,~~526~~321.2577 ~~151~~148,~~010~~615.3402 II-A-1 65535VUJ5 5.~~70479~~70654% 24,~~911~~512,~~303~~826.5954 ~~118~~116,~~428~~569.1761 II-A-2 65535VUK2 6.~~59479~~59654% 7978,~~437~~166,~~164~~501.8826 ~~436~~429,~~559~~690.6567 II-A-3 65535VUZ9 6.~~59479~~59654% 11,~~593~~408,~~720~~269.6947 6362,~~715~~712.1563 II-X 65535VVA3 0.89000% 0.00 18,~~475~~180.8835 III-A-1 65535VUS5 5.~~15938~~28125% ~~159~~156,~~432~~426,~~219~~405.6231 ~~685~~734,~~476~~335.1707 III-A-2 65535VUT3 5.~~20938~~33125% 17,~~714~~380,~~252~~281.3929 7682,~~900~~363.2322 C-B-1 65535VUL0 6.~~50699~~50864% 3,971,~~545~~086.1000 21,~~535~~538.6963 C-B-2 65535VUM8 6.~~50699~~50864% 2,938,~~663~~323.4170 15,~~934~~937.8906 C-B-3 65535VUN6 6.~~50699~~50864% 2,302,~~736~~470.2505 12,~~486~~488.5828 C-B-4 65535VUP1 6.~~50699~~50864% 1,111,~~872~~744.6512 6,029.1295 C-B-5 65535VUQ9 6.~~50699~~50864% 713,~~918~~835.2370 3,871.2275 C-B-6 65535VUR7 6.~~50699~~50864% 2,068,~~883~~643.1599 11,~~218~~220.5104 P 65535VVF2 0.00000% 100.00 ~~30,362~~0.7800 III-M-1 65535VUU0 5.~~34938~~47125% 12,429,000.00 5560,~~406~~446.2037 III-M-2 65535VUV8 5.~~47938~~60125% 3,536,000.00 1617,~~145~~605.9135 III-M-3 65535VUW6 5.~~57938~~70125% 2,526,000.00 1112,~~744~~801.5921 III-M-4 65535VUX4 6.~~20938~~33125% 1,212,000.00 6,~~271~~820.4787 III-M-5 65535VUY2 67.~~95938~~08125% 1,819,000.00 1011,~~549~~449.2659 III-X 65535VVB1 0.00000% 1,111,609.75 ~~325~~240,~~026~~679.0588 III-P 65535VVC9 0.00000% 100.00 8935,~~133~~663.1736 III-R 65535VVD7 0.00000% 0.00 0.00 R 65535VVE5 0.00000% 0.00 0.00 Totals ~~358~~352,~~248~~580,~~615~~518.9695 2,~~166~~049,~~281~~018.0391

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A ~~472~~9,~~204~~225.4796 0.00 28,~~946~~937,~~321~~095.7781 ~~623~~157,~~214~~840.8198 0.00 II-A-1 ~~398~~100,~~477~~879.0595 0.00 24,~~512~~411,~~826~~946.5459 ~~516~~217,~~905~~449.2256 0.00 II-A-2 1321,~~270,663~~685.6298 0.00 7877,~~166~~844,~~501~~815.2629 1751,~~707,223~~376.2765 0.00 II-A-3 ~~185~~46,~~451~~949.2253 0.00 11,~~408~~361,~~269~~319.4794 ~~249~~109,~~166~~662.3716 0.00 II-X 0.00 0.00 0.00 18,~~475~~180.8835 0.00 III-A-1 3,~~005~~186,~~814~~536.3178 0.00 ~~156~~153,~~426~~239,~~405~~868.3153 3,~~691~~920,~~290~~871.4885 0.00 III-A-2 ~~333~~354,~~971~~050.1087 0.00 17,~~380~~026,~~281~~230.2942 ~~410~~436,~~871~~414.3309 0.00 C-B-1 ~~459~~456.1164 0.00 3,~~971~~970,~~086~~629.0036 21,~~994~~995.8027 0.00 C-B-2 ~~339~~337.7188 0.00 2,~~938~~937,~~323~~985.7082 16,274.6094 0.00 C-B-3 ~~266~~264.1976 0.00 2,302,~~470~~205.0529 12,~~752~~753.7704 0.00 C-B-4 ~~128~~127.5384 0.00 1,111,~~744~~616.1228 6,157.6579 0.00 C-B-5 82.5308 0.00 713,~~835~~753.7062 3,953.7583 0.00 C-B-6 ~~239~~237.1688 0.00 2,068,~~643~~406.9912 11,457.6792 0.00 P 0.00 0.00 100.00 ~~30,362~~0.7800 0.00 III-M-1 0.00 0.00 12,429,000.00 5560,~~406~~446.2037 0.00 III-M-2 0.00 0.00 3,536,000.00 1617,~~145~~605.9135 0.00 III-M-3 0.00 0.00 2,526,000.00 1112,~~744~~801.5921 0.00 III-M-4 0.00 0.00 1,212,000.00 6,~~271~~820.4787 0.00 III-M-5 0.00 0.00 1,819,000.00 1011,~~549~~449.2659 0.00 III-X 0.00 0.00 1,111,609.75 ~~325~~240,~~026~~679.0588 0.00 III-P 0.00 0.00 100.00 8935,~~133~~663.1736 0.00 III-R 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 54,~~668~~020,~~097~~836.0015 0.00 ~~352~~348,~~580~~559,~~518~~682.9582 76,~~834~~069,~~378~~855.0306 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-A 29,424,000.00 2928,~~418~~946,~~526~~321.2577 4,~~115~~132.6247 ~~468~~5,~~088~~093.8549 0.00 0.00 II-A-1 25,000,000.00 24,~~911~~512,~~303~~826.5954 2,~~726~~646.6360 ~~395~~98,~~750~~233.4235 0.00 0.00 II-A-2 79,720,000.00 7978,~~437~~166,~~164~~501.8826 8,~~694~~439.6948 1313,~~261,968~~246.9349 0.00 0.00 II-A-3 11,635,000.00 11,~~593~~408,~~720~~269.6947 1,~~268~~231.9873 ~~184~~45,~~182~~717.2480 0.00 0.00 II-X 25,000,000.00 0.00 0.00 0.00 0.00 0.00 III-A-1 161,527,000.00 ~~159~~156,~~432~~426,~~219~~405.6231 0.00 3,~~005~~186,~~814~~536.3178 0.00 0.00 III-A-2 17,947,000.00 17,~~714~~380,~~252~~281.3929 0.00 ~~333~~354,~~971~~050.1087 0.00 0.00 C-B-1 3,972,000.00 3,971,~~545~~086.1000 ~~459~~456.1164 0.00 0.00 0.00 C-B-2 2,939,000.00 2,938,~~663~~323.4170 ~~339~~337.7188 0.00 0.00 0.00 C-B-3 2,303,000.00 2,302,~~736~~470.2505 ~~266~~264.1976 0.00 0.00 0.00 C-B-4 1,112,000.00 1,111,~~872~~744.6512 ~~128~~127.5384 0.00 0.00 0.00 C-B-5 714,000.00 713,~~918~~835.2370 82.5308 0.00 0.00 0.00 C-B-6 2,069,120.12 2,068,~~883~~643.1599 ~~239~~237.1688 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 III-M-1 12,429,000.00 12,429,000.00 0.00 0.00 0.00 0.00 III-M-2 3,536,000.00 3,536,000.00 0.00 0.00 0.00 0.00 III-M-3 2,526,000.00 2,526,000.00 0.00 0.00 0.00 0.00 III-M-4 1,212,000.00 1,212,000.00 0.00 0.00 0.00 0.00 III-M-5 1,819,000.00 1,819,000.00 0.00 0.00 0.00 0.00 III-X 1,114,863.80 1,111,609.75 0.00 0.00 0.00 0.00 III-P 100.00 100.00 0.00 0.00 0.00 0.00 III-R 0.00 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 385,999,183.92 ~~358~~352,~~248~~580,~~615~~518.9695 1817,~~321~~957.1536 54,~~649~~002,~~775~~878.8578 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A ~~472~~9,~~204~~225.4796 28,~~946~~937,~~321~~095.7781 0.~~98376569~~98345214 ~~472~~9,~~204~~225.4796 II-A-1 ~~398~~100,~~477~~879.0595 24,~~512~~411,~~826~~946.5459 0.~~98051306~~97647786 ~~398~~100,~~477~~879.0595 II-A-2 1321,~~270,663~~685.6298 7877,~~166~~844,~~501~~815.2629 0.~~98051306~~97647786 1321,~~270,663~~685.6298 II-A-3 ~~185~~46,~~451~~949.2253 11,~~408~~361,~~269~~319.4794 0.~~98051306~~97647786 ~~185~~46,~~451~~949.2253 II-X 0.00 0.00 0.00000000 0.00 III-A-1 3,~~005~~186,~~814~~536.3178 ~~156~~153,~~426~~239,~~405~~868.3153 0.~~96842265~~94869507 3,~~005~~186,~~814~~536.3178 III-A-2 ~~333~~354,~~971~~050.1087 17,~~380~~026,~~281~~230.2942 0.~~96842265~~94869507 ~~333~~354,~~971~~050.1087 C-B-1 ~~459~~456.1164 3,~~971~~970,~~086~~629.0036 0.~~99976989~~99965492 ~~459~~456.1164 C-B-2 ~~339~~337.7188 2,~~938~~937,~~323~~985.7082 0.~~99976989~~99965492 ~~339~~337.7188 C-B-3 ~~266~~264.1976 2,302,~~470~~205.0529 0.~~99976989~~99965492 ~~266~~264.1976 C-B-4 ~~128~~127.5384 1,111,~~744~~616.1228 0.~~99976989~~99965493 ~~128~~127.5384 C-B-5 82.5308 713,~~835~~753.7062 0.~~99976989~~99965493 82.5308 C-B-6 ~~239~~237.1688 2,068,~~643~~406.9912 0.~~99976989~~99965493 ~~239~~237.1688 P 0.00 100.00 1.00000000 0.00 III-M-1 0.00 12,429,000.00 1.00000000 0.00 III-M-2 0.00 3,536,000.00 1.00000000 0.00 III-M-3 0.00 2,526,000.00 1.00000000 0.00 III-M-4 0.00 1,212,000.00 1.00000000 0.00 III-M-5 0.00 1,819,000.00 1.00000000 0.00 III-X 0.00 1,111,609.75 0.99708121 0.00 III-P 0.00 100.00 1.00000000 0.00 III-R 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 54,~~668~~020,~~097~~836.0015 ~~352~~348,~~580~~559,~~518~~682.9582 0.~~91342296~~90300627 54,~~668~~020,~~097~~836.0015

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 29,424,000.00 ~~999~~983.~~81396989~~76569365 0.~~13987289~~14044555 150.~~90840300~~17310665 0.00000000 II-A-1 25,000,000.00 ~~996~~980.~~45214360~~51306160 0.~~10906520~~10586400 153.~~83001680~~92933400 0.00000000 II-A-2 79,720,000.00 ~~996~~980.~~45214350~~51306147 0.~~10906535~~10586402 153.~~83001668~~92933379 0.00000000 II-A-3 11,635,000.00 ~~996~~980.~~45214353~~51306145 0.~~10906575~~10586420 153.~~83001633~~92933391 0.00000000 II-X 25,000,000.00 0.00000000 0.00000000 0.00000000 0.00000000 III-A-1 161,527,000.00 ~~987~~968.~~03139178~~42264953 0.00000000 1819.~~60874225~~72757979 0.00000000 III-A-2 17,947,000.00 ~~987~~968.~~03139188~~42264947 0.00000000 1819.~~60874241~~72757954 0.00000000 C-B-1 3,972,000.00 999.~~88547331~~76988922 0.~~11558661~~11496475 0.00000000 0.00000000 C-B-2 2,939,000.00 999.~~88547465~~76988772 0.~~11558693~~11496427 0.00000000 0.00000000 C-B-3 2,303,000.00 999.~~88547547~~76988710 0.~~11558402~~11496309 0.00000000 0.00000000 C-B-4 1,112,000.00 999.~~88547662~~76989209 0.~~11558453~~11496403 0.00000000 0.00000000 C-B-5 714,000.00 999.~~88547619~~76988796 0.~~11558824~~11495798 0.00000000 0.00000000 C-B-6 2,069,120.12 999.~~88547306~~76988770 0.~~11558536~~11496674 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-M-1 12,429,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-M-2 3,536,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-M-3 2,526,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-M-4 1,212,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-M-5 1,819,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-X 1,114,863.80 997.08121297 0.00000000 0.00000000 0.00000000 III-P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00000000 160.~~04827590~~31355220 983.~~76569365~~45214145 0.~~98376569~~98345214 160.~~04827590~~31355220 II-A-1 0.00000000 154.~~93908200~~03519800 ~~980~~976.~~51306160~~47786360 0.~~98051306~~97647786 154.~~93908200~~03519800 II-A-2 0.00000000 154.~~93908204~~03519794 ~~980~~976.~~51306147~~47786365 0.~~98051306~~97647786 154.~~93908204~~03519794 II-A-3 0.00000000 154.~~93908208~~03519811 ~~980~~976.~~51306145~~47786334 0.~~98051306~~97647786 154.~~93908208~~03519811 II-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-A-1 0.00000000 1819.~~60874225~~72757979 ~~968~~948.~~42264953~~69506974 0.~~96842265~~94869507 1819.~~60874225~~72757979 III-A-2 0.00000000 1819.~~60874241~~72757954 ~~968~~948.~~42264947~~69506993 0.~~96842265~~94869507 1819.~~60874241~~72757954 C-B-1 0.00000000 0.~~11558661~~11496475 999.~~76988922~~65492447 0.~~99976989~~99965492 0.~~11558661~~11496475 C-B-2 0.00000000 0.~~11558693~~11496427 999.~~76988772~~65492344 0.~~99976989~~99965492 0.~~11558693~~11496427 C-B-3 0.00000000 0.~~11558402~~11496309 999.~~76988710~~65492401 0.~~99976989~~99965492 0.~~11558402~~11496309 C-B-4 0.00000000 0.~~11558453~~11496403 999.~~76989209~~65492806 0.~~99976989~~99965493 0.~~11558453~~11496403 C-B-5 0.00000000 0.~~11558824~~11495798 999.~~76988796~~65492997 0.~~99976989~~99965493 0.~~11558824~~11495798 C-B-6 0.00000000 0.~~11558536~~11496674 999.~~76988770~~65492579 0.~~99976989~~99965493 0.~~11558536~~11496674 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 III-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 III-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 III-M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 III-M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 III-M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 III-X 0.00000000 0.00000000 997.08121297 0.99708121 0.00000000 III-P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 III-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes are per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A 0405/01/06 - 0405/30/06 30 6.~~15981~~16099% 2928,~~418~~946,~~526~~321.2577 ~~151~~148,~~010~~615.3402 0.00 II-A-1 0405/01/06 - 0405/30/06 30 5.~~70479~~70654% 24,~~911~~512,~~303~~826.5954 ~~118~~116,~~428~~569.1761 0.00 II-A-2 0405/01/06 - 0405/30/06 30 6.~~59479~~59654% 7978,~~437~~166,~~164~~501.8826 ~~436~~429,~~559~~690.6567 0.00 II-A-3 0405/01/06 - 0405/30/06 30 6.~~59479~~59654% 11,~~593~~408,~~720~~269.6947 6362,~~715~~712.1563 0.00 II-X 0405/01/06 - 0405/30/06 30 0.89000% 24,~~911~~512,~~303~~826.5954 18,~~475~~180.8835 0.00 III-A-1 0405/25/06 - 0506/2425/06 3032 5.~~15938~~28125% ~~159~~156,~~432~~426,~~219~~405.6231 ~~685~~734,~~476~~335.1707 0.00 III-A-2 0405/25/06 - 0506/2425/06 3032 5.~~20938~~33125% 17,~~714~~380,~~252~~281.3929 7682,~~900~~363.2322 0.00 C-B-1 0405/01/06 - 0405/30/06 30 6.~~50699~~50864% 3,971,~~545~~086.1000 21,~~535~~538.6963 0.00 C-B-2 0405/01/06 - 0405/30/06 30 6.~~50699~~50864% 2,938,~~663~~323.4170 15,~~934~~937.8906 0.00 C-B-3 0405/01/06 - 0405/30/06 30 6.~~50699~~50864% 2,302,~~736~~470.2505 12,~~486~~488.5828 0.00 C-B-4 0405/01/06 - 0405/30/06 30 6.~~50699~~50864% 1,111,~~872~~744.6512 6,029.1295 0.00 C-B-5 0405/01/06 - 0405/30/06 30 6.~~50699~~50864% 713,~~918~~835.2370 3,871.2275 0.00 C-B-6 0405/01/06 - 0405/30/06 30 6.~~50699~~50864% 2,068,~~883~~643.1599 11,~~218~~220.5104 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 III-M-1 0405/25/06 - 0506/2425/06 3032 5.~~34938~~47125% 12,429,000.00 5560,~~406~~446.2037 0.00 III-M-2 0405/25/06 - 0506/2425/06 3032 5.~~47938~~60125% 3,536,000.00 1617,~~145~~605.9135 0.00 III-M-3 0405/25/06 - 0506/2425/06 3032 5.~~57938~~70125% 2,526,000.00 1112,~~744~~801.5921 0.00 III-M-4 0405/25/06 - 0506/2425/06 3032 6.~~20938~~33125% 1,212,000.00 6,~~271~~820.4787 0.00 III-M-5 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 1,819,000.00 1011,~~549~~449.2659 0648.0001 III-X N/A N/A 0.00000% ~~199~~196,~~780~~440,~~081~~296.7635 0.00 0.00 III-P N/A N/A 0.00000% 100.00 0.00 0.00 III-R N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 1,~~721~~772,~~759~~675.0367 0648.0001

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00 0.00 ~~151~~148,~~010~~615.3402 0.00 28,~~946~~937,~~321~~095.7781 II-A-1 0.00 0.00 ~~118~~116,~~428~~569.1761 0.00 24,~~512~~411,~~826~~946.5459 II-A-2 0.00 0.00 ~~436~~429,~~559~~690.6567 0.00 7877,~~166~~844,~~501~~815.2629 II-A-3 0.00 0.00 6362,~~715~~712.1563 0.00 11,~~408~~361,~~269~~319.4794 II-X 0.00 0.00 18,~~475~~180.8835 0.00 24,~~512~~411,~~826~~946.5459 III-A-1 0.00 0.00 ~~685~~734,~~476~~335.1707 0.00 ~~156~~153,~~426~~239,~~405~~868.3153 III-A-2 0.00 0.00 7682,~~900~~363.2322 0.00 17,~~380~~026,~~281~~230.2942 C-B-1 0.00 0.00 21,~~535~~538.6963 0.00 3,~~971~~970,~~086~~629.0036 C-B-2 0.00 0.00 15,~~934~~937.8906 0.00 2,~~938~~937,~~323~~985.7082 C-B-3 0.00 0.00 12,~~486~~488.5828 0.00 2,302,~~470~~205.0529 C-B-4 0.00 0.00 6,029.1295 0.00 1,111,~~744~~616.1228 C-B-5 0.00 0.00 3,871.2275 0.00 713,~~835~~753.7062 C-B-6 0.00 0.00 11,~~218~~220.5104 0.00 2,068,~~643~~406.9912 P 0.00 0.00 ~~30,362~~0.7800 0.00 100.00 III-M-1 0.00 0.00 5560,~~406~~446.2037 0.00 12,429,000.00 III-M-2 0.00 0.00 1617,~~145~~605.9135 0.00 3,536,000.00 III-M-3 0.00 0.00 1112,~~744~~801.5921 0.00 2,526,000.00 III-M-4 0.00 0.00 6,~~271~~820.4787 0.00 1,212,000.00 III-M-5 0648.0001 0.00 1011,~~549~~449.2659 0.00 1,819,000.00 III-X 0.00 0.00 ~~325~~240,~~026~~679.0588 0.00 ~~196~~192,~~440~~899,~~296~~708.3570 III-P 0.00 0.00 8935,~~133~~663.1736 0.00 100.00 III-R 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0648.0001 0.00 2,~~166~~049,~~281~~018.0391 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A 29,424,000.00 6.~~15981~~16099% ~~999~~983.~~81396989~~76569365 5.~~13221656~~05080954 0.00000000 II-A-1 25,000,000.00 5.~~70479~~70654% ~~996~~980.~~45214360~~51306160 4.~~73712680~~66278440 0.00000000 II-A-2 79,720,000.00 6.~~59479~~59654% ~~996~~980.~~45214350~~51306147 5.~~47616219~~38999837 0.00000000 II-A-3 11,635,000.00 6.~~59479~~59654% ~~996~~980.~~45214353~~51306145 5.~~47616244~~38999828 0.00000000 II-X 25,000,000.00 0.89000% ~~996~~980.~~45214360~~51306160 0.~~73903520~~72721400 0.00000000 III-A-1 161,527,000.00 5.~~15938~~28125% ~~987~~968.~~03139178~~42264953 4.~~24372501~~54620633 0.00000000 III-A-2 17,947,000.00 5.~~20938~~33125% ~~987~~968.~~03139188~~42264947 4.~~28485151~~58924723 0.00000000 C-B-1 3,972,000.00 6.~~50699~~50864% 999.~~88547331~~76988922 5.~~42187563~~42261581 0.00000000 C-B-2 2,939,000.00 6.~~50699~~50864% 999.~~88547465~~76988772 5.~~42187479~~42261313 0.00000000 C-B-3 2,303,000.00 6.~~50699~~50864% 999.~~88547547~~76988710 5.~~42187581~~42261398 0.00000000 C-B-4 1,112,000.00 6.~~50699~~50864% 999.~~88547662~~76989209 5.~~42187050~~42261691 0.00000000 C-B-5 714,000.00 6.~~50699~~50864% 999.~~88547619~~76988796 5.~~42187675~~42261905 0.00000000 C-B-6 2,069,120.12 6.~~50699~~50864% 999.~~88547306~~76988770 5.~~42187469~~42261413 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 III-M-1 12,429,000.00 5.~~34938~~47125% 1000.00000000 4.~~45781640~~86333333 0.00000000 III-M-2 3,536,000.00 5.~~47938~~60125% 1000.00000000 4.~~56615102~~97888857 0.00000000 III-M-3 2,526,000.00 5.~~57938~~70125% 1000.00000000 45.~~64948139~~06777910 0.00000000 III-M-4 1,212,000.00 6.~~20938~~33125% 1000.00000000 5.~~17448020~~62778053 0.00000000 III-M-5 1,819,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948323~~29444200 0.~~00000000~~35624519 III-X 1,114,863.80 0.00000% ~~179196~~176201.~~85055699~~16138850 0.00000000 0.00000000 III-P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 III-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00000000 0.00000000 5.~~13221656~~05080954 0.00000000 983.~~76569365~~45214145 II-A-1 0.00000000 0.00000000 4.~~73712680~~66278440 0.00000000 ~~980~~976.~~51306160~~47786360 II-A-2 0.00000000 0.00000000 5.~~47616219~~38999837 0.00000000 ~~980~~976.~~51306147~~47786365 II-A-3 0.00000000 0.00000000 5.~~47616244~~38999828 0.00000000 ~~980~~976.~~51306145~~47786334 II-X 0.00000000 0.00000000 0.~~73903520~~72721400 0.00000000 ~~980~~976.~~51306160~~47786360 III-A-1 0.00000000 0.00000000 4.~~24372501~~54620633 0.00000000 ~~968~~948.~~42264953~~69506974 III-A-2 0.00000000 0.00000000 4.~~28485151~~58924723 0.00000000 ~~968~~948.~~42264947~~69506993 C-B-1 0.00000000 0.00000000 5.~~42187563~~42261581 0.00000000 999.~~76988922~~65492447 C-B-2 0.00000000 0.00000000 5.~~42187479~~42261313 0.00000000 999.~~76988772~~65492344 C-B-3 0.00000000 0.00000000 5.~~42187581~~42261398 0.00000000 999.~~76988710~~65492401 C-B-4 0.00000000 0.00000000 5.~~42187050~~42261691 0.00000000 999.~~76989209~~65492806 C-B-5 0.00000000 0.00000000 5.~~42187675~~42261905 0.00000000 999.~~76988796~~65492997 C-B-6 0.00000000 0.00000000 5.~~42187469~~42261413 0.00000000 999.~~76988770~~65492579 P 0.00000000 0.00000000 ~~303627~~0.~~80000000~~00000000 0.00000000 1000.00000000 III-M-1 0.00000000 0.00000000 4.~~45781640~~86333333 0.00000000 1000.00000000 III-M-2 0.00000000 0.00000000 4.~~56615102~~97888857 0.00000000 1000.00000000 III-M-3 0.00000000 0.00000000 45.~~64948139~~06777910 0.00000000 1000.00000000 III-M-4 0.00000000 0.00000000 5.~~17448020~~62778053 0.00000000 1000.00000000 III-M-5 0.~~00000000~~35624519 0.00000000 56.~~79948323~~29444200 0.00000000 1000.00000000 III-X 0.00000000 0.00000000 ~~291~~215.~~53879604~~88276523 0.00000000 ~~176201~~173025.~~16138850~~35852362 III-P 0.00000000 0.00000000 ~~891331~~356633.~~70000000~~60000000 0.00000000 1000.00000000 III-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes are per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 75,~~606~~908,~~003~~221.4962 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~195~~405,~~012~~057.1942 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~119~~35,~~475~~663.9536 Swap/Cap Payments 0.00 Total Deposits 76,~~920~~348,~~491~~942.6340 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~810~~195,012.2419 Total Administration Fees 8584,~~303~~075.3615 Payment of Interest and Principal 76,~~834~~069,~~378~~855.0306 Total Withdrawals (Pool Distribution Amount) 76,~~920~~348,~~491~~942.6340 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* 7573,~~129~~948.5463 Credit Risk Management Fee- Portfolio Surveillance 1,~~492~~469.7008 Lender Paid Mortgage Insurance * 7,188.4236 Master Service Fee - Wells Fargo Bank, N.A. 1,~~492~~469.7008 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 8584,~~303~~075.3615 *Servicer Payees include: WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Shortfall Reserve Fund 5,000.00 0648.0001 0648.0001 5,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Fund-Nomura-Group III-A-1 0.00 0.00 0.00 Cap Fund-Nomura-Group III-A-2 0.00 0.00 0.00

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 7.~~141709~~138563% Weighted Average Net Coupon 6.~~890053~~886880% Weighted Average Pass-Through Rate 6.~~855974~~852415% Weighted Average Remaining Term ~~356~~355 Beginning Scheduled Collateral Loan Count 1,~~091~~077 Number Of Loans Paid In Full 1410 Ending Scheduled Collateral Loan Count 1,~~077~~067 Beginning Scheduled Collateral Balance ~~358~~352,~~248~~580,~~415~~318.9798 Ending Scheduled Collateral Balance ~~352~~348,~~580~~559,~~318~~482.9883 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~352~~348,~~622~~609,~~521~~908.1120 Monthly P&I Constant 2,~~176~~141,~~239~~198.7030 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~119~~35,~~475~~663.9536 Prepayment Penalty Paid Count 114 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 4443,~~151~~767.4063 Unscheduled Principal 53,~~623~~977,~~945~~068.5952 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 1,111,609.75 Overcollateralized Amount 1,111,609.75 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Coupon Rate 7.~~141709~~138563% Weighted Average Net Rate 6.~~890053~~886880% Weighted Average Pass Through Rate 6.~~855974~~852415% Weighted Average ~~Maturity~~Remaining ~~356~~Term 355 Record Date 0405/3031/2006 Principal and Interest Constant 2,~~176~~141,~~239~~198.7030 Beginning Loan Count 1,~~091~~077 Loans Paid in Full 1410 Ending Loan Count 1,~~077~~067 Beginning Scheduled Balance ~~358~~352,~~248~~580,~~415~~318.9798 Ending Scheduled Balance ~~352~~348,~~580~~559,~~318~~482.9883 Ending Actual Balance at 3031-~~Apr~~May-2006 ~~352~~348,~~622~~609,~~521~~908.1120 Scheduled Principal 4443,~~151~~767.4063 Unscheduled Principal 53,~~623~~977,~~945~~068.5952 Scheduled Interest 2,~~132~~097,~~088~~430.3067 Servicing Fee 7573,~~129~~948.5463 Master Servicing Fee 1,~~492~~469.7008 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 8,~~681~~657.1244 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~046~~013,~~784~~355.9452 ~~CumulativesRealized~~Realized Loss Amount 0.00 Cumulatives Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~119~~35,~~475~~663.9536 Prepayment Penalty Paid Count 114 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 1,111,609.75 Overcollateralized Amount 1,111,609.75 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00

Group Level Collateral Statement Group GROUP 1 GROUP 2 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~419804~~420990 6.~~863056~~864932 Weighted Average Net Rate 6.~~169804~~170990 6.~~613056~~614932 Pass-Through Rate 6.~~159804~~160990 6.~~594792~~596545 Weighted Average Remaining Term 355 356 ~~357~~ Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~176~~173,~~023~~551.6910 ~~736~~725,~~767~~961.8715 Beginning Loan Count ~~120~~118 ~~377~~372 Loans Paid in Full 20 51 Ending Loan Count 118 ~~372~~371 Beginning Scheduled Balance 3231,~~064~~591,~~147~~573.8324 ~~126~~124,~~404~~548,~~186~~449.3839 Ending Scheduled Balance 31,~~591~~581,~~573~~969.2463 124,~~548~~077,~~449~~804.3950 Scheduled Principal 4,~~485~~510.7412 13,~~835~~447.4025 Unscheduled Principal ~~468~~5,~~088~~093.8549 1457,~~841,901~~197.5964 Scheduled Interest ~~171~~169,~~537~~040.9598 ~~722~~712,~~932~~513.4790 Servicing Fees 6,~~680~~581.0358 2625,~~334~~947.2159 Master Servicing Fees ~~133~~131.6063 ~~526~~518.6895 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~133~~131.6063 1,~~397~~389.1946 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 ~~164~~162,~~590~~196.7214 ~~694~~684,~~674~~657.3990 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~11,849~~0.9600 ~~18,512~~0.8200 Prepayment Penalty Paid Count 20 30 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group GROUP 3 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~433882~~427452 7.~~141709~~138563 Weighted Average Net Rate 7.~~180912~~174432 6.~~890053~~886880 Pass-Through Rate 7.~~132962~~125838 6.~~855974~~852415 Weighted Average Remaining Term ~~356~~355 ~~356~~355 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~263~~241,~~448~~686.1405 2,~~176~~141,~~239~~198.7030 Beginning Loan Count ~~594~~587 1,~~091~~077 Loans Paid in Full 79 1410 Ending Loan Count ~~587~~578 1,~~077~~067 Beginning Scheduled Balance ~~199~~196,~~780~~440,~~081~~296.7635 ~~358~~352,~~248~~580,~~415~~318.9798 Ending Scheduled Balance ~~196~~192,~~440~~899,~~296~~708.3570 ~~352~~348,~~580~~559,~~318~~482.9883 Scheduled Principal 25,~~830~~810.26 4443,~~151~~767.4063 Unscheduled Principal 3,~~313~~514,~~955~~777.1539 53,~~623~~977,~~945~~068.5952 Scheduled Interest 1,~~237~~215,~~617~~875.8879 2,~~132~~097,~~088~~430.3067 Servicing Fees 4241,~~115~~419.3046 7573,~~129~~948.5463 Master Servicing Fees ~~832~~818.4250 1,~~492~~469.7008 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 7,~~150~~136.3335 8,~~681~~657.1244 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~187~~166,~~519~~501.8348 2,~~046~~013,~~784~~355.9452 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 8935,~~113~~663.1736 ~~119~~35,~~475~~663.9536 Prepayment Penalty Paid Count 64 114 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Structural Reporting Cap Ending Balance III-A-1 ~~150~~145,~~988~~948,~~020~~486.3356 Cap Balance III-A-1 ~~156~~150,~~180~~988,~~374~~020.2333 Cap Balance III-A-2 1716,~~352~~776,~~945~~031.1826 Cap Ceiling III-A-1 10.80 Cap Ceiling III-A-2 10.75 Cap ~~Rate III-A-1 692.000000% Cap Rate III-A-2 687.000000% Cap~~ Shortfall III-A-1 0.00 Cap Shortfall III-A-2 0.00 Cap Shortfall III-M-1 0.00 Cap Shortfall III-M-2 0.00 Cap Shortfall III-M-3 0.00 Cap Shortfall III-M-4 0.00 Cap Shortfall III-M-5 0648.0001 Rolling 3 month deliquency average 0.~~000000%~~01 OC Amount 1,111,609.75 OC Deficiency Amount 0.00 OC Increase Amount 0.00 OC Target Amount 1,111,609.75 ~~Senior Percentage 91.73~~ Trigger Event Reporting Stepdown Occured NO Step Up Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.000000% Calculated Value 0.000000% Step Up Enhancement Deliquency Trigger Trigger Result Pass Threshold Value 3.526173% Calculated Value 0.~~254301~~841698% Step Up Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000%

Additional Reporting - Group Level Trigger Event Reporting GROUP 1 Cumulative Loss Test 1 Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Deliquency Test 1 Trigger Result Pass Threshold Value 50.000000% Calculated Value 05.~~000000~~494122% Shifting Interest Delinq/Loss ~~Trigger~~Trigger1 1 Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% GROUP 2 Cumulative Loss Test 2 Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Deliquency Test 2 Trigger Result Pass Threshold Value 50.000000% Calculated Value 13.~~431849~~441969% Shifting Interest Delinq/Loss ~~Trigger~~Trigger2 2 Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000%

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 3 10 0 43 633,100.00 ~~665,600~~0.00 0.00 1633,~~298,700~~100.00 30 Days 231 0 0 0 231 ~~325~~10,~~245~~602,430.5415 0.00 0.00 0.00 ~~325~~10,~~245~~602,430.5415 60 Days 012 0 0 0 012 04,455,156.0013 0.00 0.00 0.00 04,455,156.0013 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 243 3 10 0 646 ~~325~~15,~~245~~057,586.5428 633,100.00 ~~665,600~~0.00 0.00 115,~~623~~690,~~945~~686.5428 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.~~278552~~281162% 0.~~092851~~000000% 0.000000% 0.~~371402~~281162% 0.~~179540~~181607% 0.~~188757~~000000% 0.000000% 0.~~368298~~181607% 30 Days 02.~~185701~~905342% 0.000000% 0.000000% 0.000000% 02.~~185701~~905342% 03.~~092236~~041345% 0.000000% 0.000000% 0.000000% 03.~~092236~~041345% 60 Days 01.~~000000~~124649% 0.000000% 0.000000% 0.000000% 01.~~000000~~124649% 01.~~000000~~277977% 0.000000% 0.000000% 0.000000% 01.~~000000~~277977% 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 04.~~185701~~029991% 0.~~278552~~281162% 0.~~092851~~000000% 0.000000% 04.~~557103~~311153% 04.~~092236~~319323% 0.~~179540~~181607% 0.~~188757~~000000% 0.000000% 04.~~460534~~500930%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~195~~405,~~012~~057.1942

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 03 0 0 0 03 0769,054.0067 0.00 0.00 0.00 0769,054.0067 60 Days 02 0 0 0 02 0436,000.00 0.00 0.00 0.00 0436,000.00 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 05 0 0 0 05 01,205,054.0067 0.00 0.00 0.00 01,205,054.0067 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~000000~~542373% 0.000000% 0.000000% 0.000000% 02.~~000000~~542373% 02.~~000000~~434607% 0.000000% 0.000000% 0.000000% 02.~~000000~~434607% 60 Days 01.~~000000~~694915% 0.000000% 0.000000% 0.000000% 01.~~000000~~694915% 01.~~000000~~380251% 0.000000% 0.000000% 0.000000% 01.~~000000~~380251% 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 04.~~000000~~237288% 0.000000% 0.000000% 0.000000% 04.~~000000~~237288% 03.~~000000~~814858% 0.000000% 0.000000% 0.000000% 03.~~000000~~814858% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 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 2 0 0 2 299,600.00 0.00 0.00 299,600.00 30 Days 112 0 0 0 112 ~~215~~5,~~995~~433,197.5415 0.00 0.00 0.00 ~~215~~5,~~995~~433,197.5415 60 Days 01 0 0 0 01 0480,977.0085 0.00 0.00 0.00 0480,977.0085 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 113 2 0 0 315 ~~215~~5,~~995~~914,175.5400 299,600.00 0.00 0.00 ~~515~~6,~~595~~213,775.5400 0-29 Days 0.~~537634~~539084% 0.000000% 0.000000% 0.~~537634~~539084% 0.~~240523~~241426% 0.000000% 0.000000% 0.~~240523~~241426% 30 Days 03.~~268817~~234501% 0.000000% 0.000000% 0.000000% 03.~~268817~~234501% 04.~~173404~~378229% 0.000000% 0.000000% 0.000000% 04.~~173404~~378229% 60 Days 0.~~000000~~269542% 0.000000% 0.000000% 0.000000% 0.~~000000~~269542% 0.~~000000~~387586% 0.000000% 0.000000% 0.000000% 0.~~000000~~387586% 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 03.~~268817~~504043% 0.~~537634~~539084% 0.000000% 0.000000% 04.~~806452~~043127% 04.~~173404~~765815% 0.~~240523~~241426% 0.000000% 0.000000% 05.~~413928~~007241% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 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 1 10 0 21 333,500.00 ~~665,600~~0.00 0.00 ~~999~~333,~~100~~500.00 30 Days 116 0 0 0 116 ~~109~~4,~~250~~400,178.0033 0.00 0.00 0.00 ~~109~~4,~~250~~400,178.0033 60 Days 09 0 0 0 09 03,538,178.0028 0.00 0.00 0.00 03,538,178.0028 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 125 1 10 0 326 ~~109~~7,~~250~~938,356.0061 333,500.00 ~~665,600~~0.00 0.00 18,~~108~~271,~~350~~856.0061 0-29 Days 0.~~170358~~173010% 0.~~170358~~000000% 0.000000% 0.~~340716~~173010% 0.~~169751~~172864% 0.~~338789~~000000% 0.000000% 0.~~508539~~172864% 30 Days 02.~~170358~~768166% 0.000000% 0.000000% 0.000000% 02.~~170358~~768166% 02.~~055608~~280763% 0.000000% 0.000000% 0.000000% 02.~~055608~~280763% 60 Days 01.~~000000~~557093% 0.000000% 0.000000% 0.000000% 01.~~000000~~557093% 01.~~000000~~833959% 0.000000% 0.000000% 0.000000% 01.~~000000~~833959% 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 04.~~170358~~325260% 0.~~170358~~173010% 0.~~170358~~000000% 0.000000% 04.~~511073~~498270% 04.~~055608~~114723% 0.~~169751~~172864% 0.~~338789~~000000% 0.000000% 04.~~564147~~287587%

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class 2A1 331,575,183.92 91.84928926% ~~299~~295,~~121~~210,~~370~~640.6442 84.~~83779568~~69447970% 67.~~952409~~003667% 0.000000% Class 2A2 251,855,183.92 69.76613679% ~~220~~217,~~954~~365,~~869~~825.3813 62.~~66795323~~36118535% 22.~~169842~~333294% 0.000000% Class 2A3 240,220,183.92 66.54313781% ~~209~~206,~~546~~004,~~599~~505.9119 59.~~43230198~~10167858% 3.~~235651~~259507% 0.000000% Class P 22,636,963.80 6.27064128% 22,633,709.75 6.~~41944786~~49349992% 0.~~000028~~000029% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 150,000.00 0.04155134% 150,000.00 0.~~04254350~~04303426% Fraud 3,172,762.00 0.87888343% 3,172,762.00 0.~~89986929~~91024980% Special Hazard 5,600,000.00 1.55125005% 5,600,000.00 1.~~58829058~~60661244% 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. GROUP 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. GROUP 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. GROUP 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.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 10 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~665,600~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~665,600~~0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 10 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~665,600~~0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~665,600~~0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~189% ~~May~~Jun-06 0.~~189~~000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 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. GROUP 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current 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. GROUP 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 10 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~665,600~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~665,600~~0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 10 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~665,600~~0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~665,600~~0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~339% ~~May~~Jun-06 0.~~339~~000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance ~~GROUP~~No 3Foreclosure ~~0170300507~~Loans ~~May-2006~~this ~~01-Sep-2005 NV 70.00 665,600.00~~Period

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest ~~GROUP~~No 3Foreclosure ~~0170300507~~Loans ~~665,600.00~~this ~~01-Mar-2006 0 5.500% 5,824.00~~Period

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 30 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~633,100~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~633,100~~0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 3 ~~Nov~~Dec-05 0.000% Original Principal Balance 633,100.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 633,100.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~180% ~~May~~Jun-06 0.~~180~~182% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current 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. GROUP 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 20 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~299,600~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~299,600~~0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 2 ~~Nov~~Dec-05 0.000% Original Principal Balance 299,600.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 299,600.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~241% ~~May~~Jun-06 0.241% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~333,500~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~333,500~~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 333,500.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 333,500.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~170% ~~May~~Jun-06 0.~~170~~173% *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 GROUP 2 0170479377 149,800.00 01-~~Apr~~May-2006 0 6.625% 1,591.62 GROUP 2 0170479378 149,800.00 01-~~Apr~~May-2006 0 6.625% 1,591.62 GROUP 3 0170459743 333,500.00 01-~~Apr~~May-2006 0 7.375% 3,960.32

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

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance GROUP 1 20 ~~467,190~~0.00 ~~467,189~~0.7000 0 0.00 0.00 GROUP 2 5 1 451,~~838,700~~200.00 1451,~~836,838~~200.3800 0 0.00 0.00 GROUP 3 79 3,~~308~~512,~~480~~600.00 3,~~306~~508,~~893~~997.9845 0 0.00 0.00 Total 1410 53,~~614~~963,~~370~~800.00 53,~~610~~960,~~922~~197.0645 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount GROUP 1 0 0.00 0.00 0 0.00 0.00 ~~899~~5,093.1549 GROUP 2 0 0.00 0.00 0 0.00 0.00 5,~~532~~997.8564 GROUP 3 0 0.00 0.00 0 0.00 0.00 76,~~192~~267.1290 Total 0 0.00 0.00 0 0.00 0.00 1317,~~624~~359.1203

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount GROUP 12 ~~0170492912~~0170620596 FLNH ~~100~~80.00 01-Nov-2005 ~~292~~451,~~990~~200.00 ~~292~~451,~~990.00 GROUP 1 0170772784 FL 69.68 01-Mar-2006 174,~~200.00 ~~174,199.70~~ GROUP 23 ~~0170680842~~0170493054 CA 6380.00 01-~~Feb~~Nov-~~2006~~2005 ~~378~~315,~~000~~350.00 ~~376~~315,~~238~~350.~~98 GROUP 2 0170718143 NJ 70.~~00 ~~01-Feb-2006 539,000.00 539,000.00~~ GROUP 23 ~~0170756405~~0170523004 CA 6580.00 01-~~Mar~~Oct-~~2006~~2005 ~~392~~423,~~600~~200.00 ~~392~~423,~~600~~200.00 GROUP 23 ~~0170765330~~0170553776 MDVA 80.00 01-~~Mar~~Dec-~~2006~~2005 ~~348~~344,000.00 ~~348~~344,000.00 GROUP ~~2 0170772788 FL 67.07 01-Feb-2006 181,100.00 180,529.76 GROUP~~ 3 ~~0170493024~~0170553791 CAVA 80.00 01-~~Nov~~Dec-2005 ~~436~~593,~~000~~550.00 ~~436~~593,~~000~~467.0016 GROUP 3 ~~0170493048~~0170589347 CAHI 7080.00 01-~~Nov~~Feb-~~2005~~2006 ~~455~~360,000.00 ~~455~~357,~~000~~097.0039 GROUP 3 ~~0170523056~~0170652350 VANM 80.00 01-~~Nov~~Jan-~~2005~~2006 ~~133~~512,~~680~~800.00 ~~132~~512,~~100~~800.2200 GROUP 3 ~~0170680749~~0170706200 CA 6470.9300 01-Feb-2006 ~~237~~427,000.00 ~~236~~427,~~862~~000.8200 GROUP 3 ~~0170710488~~0170735646 CAFL 7079.7499 01-~~Nov~~Dec-2005 ~~477~~184,~~500~~700.00 ~~477~~183,~~500~~594.0094 GROUP 3 ~~0170714841~~0170735649 FL 9480.~~98 01-Feb-2006 309,300.~~00 ~~309,299.99 GROUP 3 0170826342 CA 70.00~~ 01-~~Mar~~Nov-~~2006~~2005 1352,~~260,~~000.00 1352,~~260,~~000.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning GROUP 12 ~~0170492912~~0170620596 Loan Paid in Full 0 57.~~875~~000% 360 ~~6 GROUP 1 0170772784 Loan Paid in Full (1)~~ 7~~.125%~~ ~~360 2~~ GROUP 23 ~~0170680842~~0170493054 Loan Paid in Full 0 67.~~875~~625% 360 37 GROUP ~~2 0170718143 Loan Paid in Full 0 6.500% 360~~ 3 ~~GROUP~~0170523004 ~~2 0170756405~~ Loan Paid in Full 0 6.~~125~~300% 360 28 GROUP ~~2 0170765330 Loan Paid in Full 0 7.375% 360 2 GROUP 2 0170772788 Loan Paid in Full 0 7.250% 360~~ 3 ~~GROUP~~0170553776 ~~3 0170493024~~ Loan Paid in Full 0 68.~~625~~000% 360 6 GROUP 3 ~~0170493048~~0170553791 Loan Paid in Full 0 78.~~750~~125% 360 6 GROUP 3 ~~0170523056~~0170589347 Loan Paid in Full 0 6.~~400~~700% 360 64 GROUP 3 ~~0170680749~~0170652350 Loan Paid in Full 0 67.~~990~~750% 360 35 GROUP 3 ~~0170710488~~0170706200 Loan Paid in Full 0 7.375% 360 64 GROUP 3 ~~0170714841~~0170735646 Loan Paid in Full 0 76.~~625~~875% 360 36 GROUP 3 ~~0170826342~~0170735649 Loan Paid in Full 0 87.875% 360 27

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 1.~~570~~128% Current Month 1712.~~296~~728% Current Month 21,~~333~~356.~~268~~401% 3 Month Average 01.~~000~~149% 3 Month Average 012.~~000~~887% 3 Month Average 01,762.~~000~~121% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 8.636% N/A Apr-2006 1,596.695% N/A May-2006 17.296% N/A May-2006 2,333.268% N/A Jun-2006 12.728% N/A Jun-2006 1,356.401% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 1 SMM CPR PSA Current Month 10.~~460~~016% Current Month 160.~~180~~193% Current Month ~~1,974~~18.~~200~~962% 3 Month Average 0.~~000~~493% 3 Month Average 05.~~000~~475% 3 Month Average 0667.~~000~~160% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.052% N/A Apr-2006 8.317% N/A May-2006 16.180% N/A May-2006 1,974.200% N/A Jun-2006 0.193% N/A Jun-2006 18.962% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 2 SMM CPR PSA Current Month 10.~~457~~367% Current Month 164.~~152~~318% Current Month ~~2,354~~488.~~099~~280% 3 Month Average 0.~~000~~713% 3 Month Average 08.~~000~~064% 3 Month Average 01,203.~~000~~979% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 3.722% N/A Apr-2006 769.559% N/A May-2006 16.152% N/A May-2006 2,354.099% N/A Jun-2006 4.318% N/A Jun-2006 488.280% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 3 SMM CPR PSA Current Month 1.~~659~~789% Current Month 1819.~~188~~481% Current Month 2,~~381~~029.~~812~~450% 3 Month Average 01.~~000~~530% 3 Month Average 016.~~000~~843% 3 Month Average 02,230.~~000~~205% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 12.860% N/A Apr-2006 2,279.353% N/A May-2006 18.188% N/A May-2006 2,381.812% N/A Jun-2006 19.481% N/A Jun-2006 2,029.450% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary GROUP 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.999 1 269,345.28 0.~~076~~077 0 0.00 0.000 5.000 5.499 10 3,~~264~~263,~~202~~406.8431 0.~~926~~936 5 1,494,~~718~~059.3715 4.731 5.500 5.999 64 19,~~155~~150,~~926~~961.0006 5.~~433~~494 21 5,~~509~~508,~~888~~713.3231 17.~~441~~443 6.000 6.499 ~~122~~119 4039,~~653~~248,~~542~~170.0916 11.~~530~~260 28 8,~~613~~612,~~885~~008.6805 27.~~266~~269 6.500 6.999 ~~273~~271 91,~~690~~135,~~084~~487.8822 26.~~005~~146 45 11,~~551~~550,~~863~~676.2633 36.~~566~~574 7.000 7.499 ~~229~~227 7372,~~348~~718,~~705~~116.8558 20.~~803~~862 19 4,~~421~~416,~~217~~512.6179 13.~~995~~984 7.500 7.999 ~~248~~250 8384,~~764~~739,~~239~~545.6993 2324.~~757~~311 0 0.00 0.000 8.000 8.499 6662 2119,~~950~~868,~~107~~464.0896 65.~~226~~700 0 0.00 0.000 8.500 8.999 4645 13,~~365~~047,~~393~~844.3557 3.~~791~~743 0 0.00 0.000 9.000 9.499 14 4,~~314~~313,~~229~~631.4001 1.~~224~~238 0 0.00 0.000 9.500 9.999 4 804,~~542~~509.5275 0.~~228~~231 0 0.00 0.000 10.000 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.999 0 0.00 0.000 0 0.00 0.000 11.000 11.499 0 0.00 0.000 0 0.00 0.000 11.500 11.999 0 0.00 0.000 0 0.00 0.000 >= 12.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~077~~067 ~~352~~348,~~580~~559,~~318~~482.9883 100.000 118 31,~~591~~581,~~573~~969.2463 100.000

Interest Rate Stratification (continued) GROUP 2 GROUP 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.999 0 0.00 0.000 1 269,345.28 0.~~137~~140 5.000 5.499 0 0.00 0.000 5 1,769,~~484~~347.4716 0.~~901~~917 5.500 5.999 17 5,~~071~~068,~~064~~433.9624 4.~~072~~085 26 8,~~574~~573,~~972~~814.7251 4.~~365~~445 6.000 6.499 49 17,~~256~~253,~~109~~259.8817 13.~~855~~905 4542 1413,~~783~~382,~~546~~902.5394 76.~~526~~938 6.500 6.999 136 49,~~360~~353,~~445~~766.7490 39.~~632~~776 9290 30,~~777~~231,~~775~~043.8899 15.~~668~~672 7.000 7.499 ~~118~~117 3837,~~396~~939,~~744~~865.5889 30.~~829~~577 9291 30,~~530~~361,~~743~~737.6690 15.~~542~~740 7.500 7.999 52 14,~~464~~462,~~084~~479.2330 11.~~613~~656 ~~196~~198 6970,~~300~~277,~~155~~066.4663 3536.~~278~~432 8.000 8.499 0 0.00 0.000 6662 2119,~~950~~868,~~107~~464.0896 1110.~~174~~300 8.500 8.999 0 0.00 0.000 4645 13,~~365~~047,~~393~~844.3557 6.~~804~~764 9.000 9.499 0 0.00 0.000 14 4,~~314~~313,~~229~~631.4001 2.~~196~~236 9.500 9.999 0 0.00 0.000 4 804,~~542~~509.5275 0.~~410~~417 10.000 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.999 0 0.00 0.000 0 0.00 0.000 11.000 11.499 0 0.00 0.000 0 0.00 0.000 11.500 11.999 0 0.00 0.000 0 0.00 0.000 >= 12.000 0 0.00 0.000 0 0.00 0.000 Total ~~372~~371 124,~~548~~077,~~449~~804.3950 100.000 ~~587~~578 ~~196~~192,~~440~~899,~~296~~708.3570 100.000

Filing Compare · Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR2