10-D 1 csm06001_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: 333-127872-07 CSMC Mortgage-Backed Trust Series 2006-1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127872 Credit Suisse First Boston Mortgage Securities Corp. (Exact name of depositor as specified in its charter) DLJ Mortgage Capital, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2193476 54-2193477 54-2193478 54-2193479 54-2193480 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Rd. Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) 1-A-1 _____ _____ __X___ ____________ 1-A-2 _____ _____ __X___ ____________ 1-A-3 _____ _____ __X___ ____________ 1-A-4 _____ _____ __X___ ____________ 1-A-5 _____ _____ __X___ ____________ 1-A-6 _____ _____ __X___ ____________ 1-A-7 _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-10 _____ _____ __X___ ____________ 3-A-11 _____ _____ __X___ ____________ 3-A-12 _____ _____ __X___ ____________ 3-A-13 _____ _____ __X___ ____________ 3-A-14 _____ _____ __X___ ____________ 3-A-15 _____ _____ __X___ ____________ 3-A-16 _____ _____ __X___ ____________ 3-A-17 _____ _____ __X___ ____________ 3-A-18 _____ _____ __X___ ____________ 3-A-19 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 3-A-20 _____ _____ __X___ ____________ 3-A-21 _____ _____ __X___ ____________ 3-A-3 _____ _____ __X___ ____________ 3-A-4 _____ _____ __X___ ____________ 3-A-5 _____ _____ __X___ ____________ 3-A-6 _____ _____ __X___ ____________ 3-A-7 _____ _____ __X___ ____________ 3-A-8 _____ _____ __X___ ____________ 3-A-9 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-10 _____ _____ __X___ ____________ 4-A-11 _____ _____ __X___ ____________ 4-A-12 _____ _____ __X___ ____________ 4-A-13 _____ _____ __X___ ____________ 4-A-14 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ 4-A-3 _____ _____ __X___ ____________ 4-A-4 _____ _____ __X___ ____________ 4-A-5 _____ _____ __X___ ____________ 4-A-6 _____ _____ __X___ ____________ 4-A-7 _____ _____ __X___ ____________ 4-A-8 _____ _____ __X___ ____________ 4-A-9 _____ _____ __X___ ____________ 5-A-1 _____ _____ __X___ ____________ 5-A-2 _____ _____ __X___ ____________ A-P _____ _____ __X___ ____________ A-X _____ _____ __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___ ____________ D-B-1 _____ _____ __X___ ____________ D-B-2 _____ _____ __X___ ____________ D-B-3 _____ _____ __X___ ____________ D-B-4 _____ _____ __X___ ____________ D-B-5 _____ _____ __X___ ____________ D-B-6 _____ _____ __X___ ____________ D-B-7 _____ _____ __X___ ____________ D-X _____ _____ __X___ ____________ AR _____ _____ __X___ ____________ AR-L _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On June 26, 2006 a distribution was made to holders of CSMC Mortgage-Backed Trust Series 2006-1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of CSMC Mortgage-Backed Trust Series 2006-1, 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. CSMC Mortgage-Backed Trust Series 2006-1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Craig Driver Craig Driver, Vice President Date: July 7, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of CSMC Mortgage-Backed Trust Series 2006-1, relating to the June 26, 2006 distribution. EX-99.1 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Distribution Date: 6/26/2006 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Series 2006-1 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 225470UH4 56.~~90938~~03125% 80,~~378~~319,~~673~~504.8759 ~~395~~403,~~828~~107.5809 1-A-2 225470UJ0 32.~~24841~~57813% 14,~~614~~603,~~305~~547.4338 3931,~~561~~329.5657 1-A-3 225470UK7 5.50000% ~~150~~148,~~106~~475,~~399~~356.9403 ~~687~~679,~~996~~530.6180 1-A-4 225470UL5 5.50000% 31,000,000.00 ~~142~~141,~~085~~878.1846 1-A-5 225470UM3 5.50000% 15,~~221~~290,~~082~~846.2444 69,~~764~~981.2099 1-A-6 225470UN1 5.50000% 2,677,000.00 12,~~269~~251.7489 1-A-7 225470UP6 5.50000% 1,395,000.00 6,~~393~~384.8353 2-A-1 225470UQ4 6.00000% 7574,~~822~~947,~~982~~363.4574 ~~379~~374,~~114~~736.9182 2-A-2 225470VN0 6.00000% 3,~~411~~372,~~936~~535.9826 1716,~~059~~862.68 3-A-1 225470UR2 5.75000% 13,248,075.00 63,480.36 3-A-2 225470US0 5.75000% 2,657,000.00 12,731.46 3-A-3 225470UT8 5.75000% 5,353,000.00 25,649.79 3-A-4 225470UU5 5.75000% 1,000,000.00 4,791.67 3-A-5 225470UV3 5.50000% 2,500,000.00 11,458.33 3-A-6 225470UW1 5.75000% 1,000,000.00 4,791.67 3-A-7 225470UX9 6.00000% 2,500,000.00 12,500.00 3-A-8 225470UY7 5.75000% 18,239,000.00 87,395.21 3-A-9 225470UZ4 5.75000% 1,605,000.00 7,690.63 3-A-10 225470VA8 5.75000% 1,471,925.00 7,052.97 3-A-11 225470VB6 5.75000% 1,825,000.00 8,744.79 3-A-12 225470VC4 5.75000% 1,027,000.00 4,921.04 3-A-13 225470VD2 5.25000% 29,~~780~~708,~~044~~457.8715 ~~130~~129,~~287~~974.7050 3-A-14 225470VE0 5.75000% 0.00 12,~~408~~378.3552 3-A-15 225470VF7 5.75000% 26,144,000.00 125,273.33 3-A-16 225470VG5 5.75000% 4,550,000.00 21,802.08 3-A-17 225470VH3 5.50000% 1,000,000.00 4,583.33 3-A-18 225470VJ9 5.75000% 1,000,000.00 4,791.67 3-A-19 225470VK6 6.00000% 1,000,000.00 5,000.00 3-A-20 225470VL4 5.75000% 16,~~564~~486,~~980~~537.5006 7978,~~373~~997.8699 3-A-21 225470VM2 5.75000% 17,743,000.00 85,018.54 4-A-1 225470VQ3 5.25000% 1,844,294.46 8,068.79 4-A-2 225470VR1 5.75000% 5,098,190.55 24,428.83 4-A-3 225470VS9 5.50000% 10,896,091.66 49,940.42 4-A-4 225470VT7 5.50000% 3,881,000.00 17,787.92 4-A-5 225470VU4 5.50000% 4,691,636.00 21,503.33 4-A-6 225470VV2 5.50000% 5,647,000.00 25,882.08 4-A-7 225470VW0 5.25000% 24,~~614~~548,~~487~~750.0263 107,~~688~~400.3878 4-A-8 225470VX8 5.50000% 0.00 5,~~128~~114.0232 4-A-9 225470VY6 5.50000% 10,000,000.00 45,833.33 4-A-10 225470VZ3 5.50000% 13,~~617~~586,~~266~~107.8580 62,~~412~~269.4766 4-A-11 225470WA7 5.75000% 3,000,000.00 14,375.00 4-A-12 225470WB5 0.00000% 284,269.04 0.00 4-A-13 225470VP5 5.50000% 13,289,000.00 60,907.92 4-A-14 225470WW9 5.50000% 1,985,000.00 9,097.92 5-A-1 225470WC3 6.00000% ~~176~~174,~~317~~824,~~405~~313.0757 ~~881~~874,~~587~~121.0357 5-A-2 225470WD1 6.00000% 19,~~590~~424,~~822~~923.7973 97,~~954~~124.1162 A-X 225470WE9 5.50000% 0.00 21,~~404~~382.6151 D-X 225470WF6 5.50000% 0.00 ~~106~~105,~~387~~644.9179 A-P 225470WG4 0.00000% 1,~~283~~282,~~393~~408.1804 0.00 D-B-1 225470WM1 5.~~74167~~74170% 14,~~185~~175,~~530~~597.5074 67,~~874~~772.3550 D-B-2 225470WN9 5.~~74167~~74170% 6,~~782~~778,~~908~~159.9554 32,~~454~~405.5989 D-B-3 225470WP4 5.~~74167~~74170% 3,~~699~~696,~~314~~724.9264 17,~~700~~673.3377 D-B-4 225470WQ2 5.~~74167~~74170% 1,~~540~~539,~~799~~720.0922 7,~~372~~361.3529 D-B-5 225470WR0 5.~~74167~~74170% 2,~~465~~464,~~877~~150.3069 11,~~798~~780.6393 D-B-6 225470WX7 5.~~74167~~74170% 3,~~082~~080,~~596~~437.1167 14,~~749~~727.4835 D-B-7 225470WY5 5.~~74167~~74170% 2,~~163~~161,~~175~~660.1548 10,~~350~~334.2774 C-B-1 225470WH2 5.64973% 5,~~215~~211,~~750~~271.1488 24,~~556~~535.3024 C-B-2 225470WJ8 5.64973% 1,~~694~~693,~~694~~239.8780 7,~~978~~971.8096 C-B-3 225470WK5 5.64973% 1,~~173~~172,~~020~~012.1195 5,~~522~~517.7097 C-B-4 225470WL3 5.64973% ~~651~~650,~~345~~786.3510 3,~~066~~063.6097 C-B-5 225470WU3 5.64973% 520,~~677~~230.2924 2,~~451~~449.4030 C-B-6 225470WV1 5.64973% ~~523~~522,~~398~~949.5112 2,~~464~~462.2210 AR 225470WS8 6.50000% 0.00 017.0070 AR-L 225470WT6 6.50000% 0.00 0.00 Totals ~~864~~860,~~574~~089,~~351~~074.1920 4,~~238~~214,~~549~~050.1621

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 5964,~~169~~992.2754 0.00 80,~~319~~254,~~504~~512.5905 ~~454~~468,~~997~~099.8563 0.00 1-A-2 1011,~~758~~816.0583 0.00 14,~~603~~591,~~547~~730.3855 5043,~~319~~146.6140 0.00 1-A-3 1,~~631~~750,~~043~~000.9200 0.00 ~~148~~146,~~475~~725,356.03 2,~~319~~429,~~040~~530.5380 0.00 1-A-4 0.00 0.00 31,000,000.00 ~~142~~141,~~085~~878.1846 0.00 1-A-5 ~~(69~~273,~~764~~046.~~20)~~62 0.00 15,~~290~~017,~~846~~799.4482 0343,028.0061 0.00 1-A-6 0.00 0.00 2,677,000.00 12,~~269~~251.7489 0.00 1-A-7 0.00 0.00 1,395,000.00 6,~~393~~384.8353 0.00 2-A-1 ~~875~~815,~~618~~872.7170 0.00 74,~~947~~131,~~363~~491.7403 1,~~254~~190,~~733~~609.6252 0.00 2-A-2 3936,~~401~~713.7223 0.00 3,~~372~~335,~~535~~822.2603 5653,~~461~~575.4091 0.00 3-A-1 0.00 0.00 13,248,075.00 63,480.36 0.00 3-A-2 0.00 0.00 2,657,000.00 12,731.46 0.00 3-A-3 0.00 0.00 5,353,000.00 25,649.79 0.00 3-A-4 0.00 0.00 1,000,000.00 4,791.67 0.00 3-A-5 0.00 0.00 2,500,000.00 11,458.33 0.00 3-A-6 0.00 0.00 1,000,000.00 4,791.67 0.00 3-A-7 0.00 0.00 2,500,000.00 12,500.00 0.00 3-A-8 0.00 0.00 18,239,000.00 87,395.21 0.00 3-A-9 0.00 0.00 1,605,000.00 7,690.63 0.00 3-A-10 0.00 0.00 1,471,925.00 7,052.97 0.00 3-A-11 0.00 0.00 1,825,000.00 8,744.79 0.00 3-A-12 0.00 0.00 1,027,000.00 4,921.04 0.00 3-A-13 71253,~~587~~740.7235 0.00 29,~~708~~454,~~457~~716.1580 ~~201~~383,~~875~~714.4285 0.00 3-A-14 0.00 0.00 0.00 12,~~408~~378.3552 0.00 3-A-15 0.00 0.00 26,144,000.00 125,273.33 0.00 3-A-16 0.00 0.00 4,550,000.00 21,802.08 0.00 3-A-17 0.00 0.00 1,000,000.00 4,583.33 0.00 3-A-18 0.00 0.00 1,000,000.00 4,791.67 0.00 3-A-19 0.00 0.00 1,000,000.00 5,000.00 0.00 3-A-20 78278,~~443~~040.4322 0.00 16,~~486~~208,~~537~~496.0684 ~~157~~357,~~817~~038.2921 0.00 3-A-21 0.00 0.00 17,743,000.00 85,018.54 0.00 4-A-1 033,065.0048 0.00 1,~~844~~811,~~294~~228.4698 841,~~068~~134.7927 0.00 4-A-2 091,403.0003 0.00 5,~~098~~006,~~190~~787.5552 24115,~~428~~831.8386 0.00 4-A-3 0195,350.0084 0.00 10,~~896~~700,~~091~~740.6682 49245,~~940~~291.4226 0.00 4-A-4 0.00 0.00 3,881,000.00 17,787.92 0.00 4-A-5 0.00 0.00 4,691,636.00 21,503.33 0.00 4-A-6 0.00 0.00 5,647,000.00 25,882.08 0.00 4-A-7 65251,~~736~~306.3964 0.00 24,~~548~~297,~~750~~443.6398 ~~173~~358,~~424~~707.7742 0.00 4-A-8 0.00 0.00 0.00 5,~~128~~114.0232 0.00 4-A-9 0.00 0.00 10,000,000.00 45,833.33 0.00 4-A-10 31119,~~159~~119.0535 0.00 13,~~586~~466,~~107~~988.8045 93181,~~571~~389.5201 0.00 4-A-11 0.00 0.00 3,000,000.00 14,375.00 0.00 4-A-12 02,651.0072 0.00 ~~284~~281,~~269~~617.0432 02,651.0072 0.00 4-A-13 0.00 0.00 13,289,000.00 60,907.92 0.00 4-A-14 0.00 0.00 1,985,000.00 9,097.92 0.00 5-A-1 12,~~493~~319,~~091~~699.5143 0.00 ~~174~~172,~~824~~504,~~313~~614.5714 23,~~374~~193,~~678~~821.5400 0.00 5-A-2 ~~165~~257,~~899~~744.0638 0.00 19,~~424~~167,~~923~~179.7335 ~~263~~354,~~853~~869.1700 0.00 A-X 0.00 0.00 0.00 21,~~404~~382.6151 0.00 D-X 0.00 0.00 0.00 ~~106~~105,~~387~~644.9179 0.00 A-P ~~985~~922.1461 0.00 1,~~282~~281,~~408~~485.0442 ~~985~~922.1461 0.00 D-B-1 910,~~932~~008.7579 0.00 14,~~175~~165,~~597~~588.7495 77,~~807~~781.1029 0.00 D-B-2 4,~~749~~785.4277 0.00 6,~~778~~773,~~159~~373.5476 37,~~204~~191.0166 0.00 D-B-3 2,~~590~~610.2710 0.00 3,~~696~~694,~~724~~114.6454 20,~~290~~283.6087 0.00 D-B-4 1,~~078~~087.8713 0.00 1,~~539~~538,~~720~~633.2209 8,~~451~~448.2242 0.00 D-B-5 1,~~726~~739.6283 0.00 2,~~464~~462,~~150~~410.6985 13,~~525~~520.2576 0.00 D-B-6 2,~~158~~174.4497 0.00 3,~~080~~078,~~437~~262.6770 16,~~907~~902.9232 0.00 D-B-7 1,~~514~~526.6626 0.00 2,~~161~~160,~~660~~134.4823 11,~~864~~861.9300 0.00 C-B-1 4,~~478~~504.2613 0.00 5,~~211~~206,~~271~~767.8875 29,~~034~~039.5637 0.00 C-B-2 1,~~455~~463.0748 0.00 1,~~693~~691,~~239~~776.8033 9,~~433~~435.8744 0.00 C-B-3 1,~~007~~012.1698 0.00 1,~~172~~170,~~012~~999.9598 6,~~529~~530.8695 0.00 C-B-4 ~~559~~562.2548 0.00 650,~~786~~223.1063 3,~~625~~626.8545 0.00 C-B-5 ~~447~~449.0664 0.00 ~~520~~519,~~230~~780.2460 2,898.4694 0.00 C-B-6 ~~449~~451.3999 0.00 522,~~949~~497.1213 2,~~913~~914.6109 0.00 AR 0.00 0.00 0.00 017.0070 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 Totals 46,~~485~~787,~~276~~863.9952 0.00 ~~860~~853,~~089~~301,~~074~~210.2067 811,~~723~~001,~~826~~913.1573 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 80,558,076.00 80,~~378~~319,~~673~~504.8759 87,~~635~~387.6536 5057,~~533~~605.6218 0.00 0.00 1-A-2 14,646,924.00 14,~~614~~603,~~305~~547.4338 1,~~570~~343.1216 910,~~187~~473.9367 0.00 0.00 1-A-3 154,772,000.00 ~~150~~148,~~106~~475,~~399~~356.9403 ~~238~~198,~~048~~913.0132 1,~~392~~551,~~995~~086.9068 0.00 0.00 1-A-4 31,000,000.00 31,000,000.00 0.00 0.00 0.00 0.00 1-A-5 15,498,900.00 15,~~221~~290,~~082~~846.2444 038,990.0026 0304,038.0034 (69,~~764~~981.2099) 0.00 1-A-6 2,677,000.00 2,677,000.00 0.00 0.00 0.00 0.00 1-A-7 1,395,000.00 1,395,000.00 0.00 0.00 0.00 0.00 2-A-1 77,980,000.00 7574,~~822~~947,~~982~~363.4574 3837,~~103~~773.6226 ~~837~~778,~~515~~099.0945 0.00 0.00 2-A-2 3,509,000.00 3,~~411~~372,~~936~~535.9826 1,~~714~~699.6175 3735,~~687~~013.1148 0.00 0.00 3-A-1 13,248,075.00 13,248,075.00 0.00 0.00 0.00 0.00 3-A-2 2,657,000.00 2,657,000.00 0.00 0.00 0.00 0.00 3-A-3 5,353,000.00 5,353,000.00 0.00 0.00 0.00 0.00 3-A-4 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 3-A-5 2,500,000.00 2,500,000.00 0.00 0.00 0.00 0.00 3-A-6 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 3-A-7 2,500,000.00 2,500,000.00 0.00 0.00 0.00 0.00 3-A-8 18,239,000.00 18,239,000.00 0.00 0.00 0.00 0.00 3-A-9 1,605,000.00 1,605,000.00 0.00 0.00 0.00 0.00 3-A-10 1,471,925.00 1,471,925.00 0.00 0.00 0.00 0.00 3-A-11 1,825,000.00 1,825,000.00 0.00 0.00 0.00 0.00 3-A-12 1,027,000.00 1,027,000.00 0.00 0.00 0.00 0.00 3-A-13 30,000,000.00 29,~~780~~708,~~044~~457.8715 59,~~257~~613.6926 12194,~~330~~127.0309 0.00 0.00 3-A-14 0.00 0.00 0.00 0.00 0.00 0.00 3-A-15 26,144,000.00 26,144,000.00 0.00 0.00 0.00 0.00 3-A-16 4,550,000.00 4,550,000.00 0.00 0.00 0.00 0.00 3-A-17 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 3-A-18 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 3-A-19 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 3-A-20 16,806,000.00 16,~~564~~486,~~980~~537.5006 6465,~~932~~322.6022 13212,~~510~~718.8300 0.00 0.00 3-A-21 17,743,000.00 17,743,000.00 0.00 0.00 0.00 0.00 4-A-1 2,000,000.00 1,844,294.46 04,296.0027 028,769.0021 0.00 0.00 4-A-2 5,528,608.00 5,098,190.55 011,876.0019 079,526.0084 0.00 0.00 4-A-3 11,816,000.00 10,896,091.66 025,382.0035 0169,968.0048 0.00 0.00 4-A-4 3,881,000.00 3,881,000.00 0.00 0.00 0.00 0.00 4-A-5 4,691,636.00 4,691,636.00 0.00 0.00 0.00 0.00 4-A-6 5,647,000.00 5,647,000.00 0.00 0.00 0.00 0.00 4-A-7 25,000,000.00 24,~~614~~548,~~487~~750.0263 6032,~~764~~652.7581 4218,~~971~~653.6584 0.00 0.00 4-A-8 0.00 0.00 0.00 0.00 0.00 0.00 4-A-9 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 4-A-10 13,800,000.00 13,~~617~~586,~~266~~107.8580 2815,~~802~~477.4943 2103,~~356~~641.5692 0.00 0.00 4-A-11 3,000,000.00 3,000,000.00 0.00 0.00 0.00 0.00 4-A-12 296,756.00 284,269.04 0344.0054 02,307.0018 0.00 0.00 4-A-13 13,289,000.00 13,289,000.00 0.00 0.00 0.00 0.00 4-A-14 1,985,000.00 1,985,000.00 0.00 0.00 0.00 0.00 5-A-1 180,586,800.00 ~~176~~174,~~317~~824,~~405~~313.0757 109,~~589~~822.6068 12,~~383~~209,~~501~~876.9175 0.00 0.00 5-A-2 20,065,200.00 19,~~590~~424,~~822~~923.7973 12,~~176~~202.6252 ~~153~~245,~~722~~541.4386 0.00 0.00 A-X 0.00 0.00 0.00 0.00 0.00 0.00 D-X 0.00 0.00 0.00 0.00 0.00 0.00 A-P 1,297,736.27 1,~~283~~282,~~393~~408.1804 ~~698~~701.3662 ~~286~~221.7800 0.00 0.00 D-B-1 14,215,000.00 14,~~185~~175,~~530~~597.5074 910,~~932~~008.7579 0.00 0.00 0.00 D-B-2 6,797,000.00 6,~~782~~778,~~908~~159.9554 4,~~749~~785.4277 0.00 0.00 0.00 D-B-3 3,707,000.00 3,~~699~~696,~~314~~724.9264 2,~~590~~610.2710 0.00 0.00 0.00 D-B-4 1,544,000.00 1,~~540~~539,~~799~~720.0922 1,~~078~~087.8713 0.00 0.00 0.00 D-B-5 2,471,000.00 2,~~465~~464,~~877~~150.3069 1,~~726~~739.6283 0.00 0.00 0.00 D-B-6 3,089,000.00 3,~~082~~080,~~596~~437.1167 2,~~158~~174.4497 0.00 0.00 0.00 D-B-7 2,167,669.00 2,~~163~~161,~~175~~660.1548 1,~~514~~526.6626 0.00 0.00 0.00 C-B-1 5,229,000.00 5,~~215~~211,~~750~~271.1488 4,~~478~~504.2613 0.00 0.00 0.00 C-B-2 1,699,000.00 1,~~694~~693,~~694~~239.8780 1,~~455~~463.0748 0.00 0.00 0.00 C-B-3 1,176,000.00 1,~~173~~172,~~020~~012.1195 1,~~007~~012.1698 0.00 0.00 0.00 C-B-4 653,000.00 ~~651~~650,~~345~~786.3510 ~~559~~562.2548 0.00 0.00 0.00 C-B-5 522,000.00 520,~~677~~230.2924 ~~447~~449.0664 0.00 0.00 0.00 C-B-6 524,728.13 ~~523~~522,~~398~~949.5112 ~~449~~451.3999 0.00 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 AR-L 50.00 0.00 0.00 0.00 0.00 0.00 Totals 879,385,133.40 ~~864~~860,~~574~~089,~~351~~074.1920 656,~~441~~176.3455 36,~~898~~201,~~599~~668.8497 (69,~~764~~981.2099) 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 5964,~~169~~992.2754 80,~~319~~254,~~504~~512.5905 0.~~99703852~~99623174 5964,~~169~~992.2754 1-A-2 1011,~~758~~816.0583 14,~~603~~591,~~547~~730.3855 0.~~99703852~~99623174 1011,~~758~~816.0583 1-A-3 1,~~631~~750,~~043~~000.9200 ~~148~~146,~~475~~725,356.03 0.~~95931665~~94800969 1,~~631~~750,~~043~~000.9200 1-A-4 0.00 31,000,000.00 1.00000000 0.00 1-A-5 ~~(69~~273,~~764~~046.~~20)~~62 15,~~290~~017,~~846~~799.4482 0.~~98657624~~96895908 ~~(69~~273,~~764~~046.~~20)~~62 1-A-6 0.00 2,677,000.00 1.00000000 0.00 1-A-7 0.00 1,395,000.00 1.00000000 0.00 2-A-1 ~~875~~815,~~618~~872.7170 74,~~947~~131,~~363~~491.7403 0.~~96111008~~95064749 ~~875~~815,~~618~~872.7170 2-A-2 3936,~~401~~713.7223 3,~~372~~335,~~535~~822.2603 0.~~96111008~~95064749 3936,~~401~~713.7223 3-A-1 0.00 13,248,075.00 1.00000000 0.00 3-A-2 0.00 2,657,000.00 1.00000000 0.00 3-A-3 0.00 5,353,000.00 1.00000000 0.00 3-A-4 0.00 1,000,000.00 1.00000000 0.00 3-A-5 0.00 2,500,000.00 1.00000000 0.00 3-A-6 0.00 1,000,000.00 1.00000000 0.00 3-A-7 0.00 2,500,000.00 1.00000000 0.00 3-A-8 0.00 18,239,000.00 1.00000000 0.00 3-A-9 0.00 1,605,000.00 1.00000000 0.00 3-A-10 0.00 1,471,925.00 1.00000000 0.00 3-A-11 0.00 1,825,000.00 1.00000000 0.00 3-A-12 0.00 1,027,000.00 1.00000000 0.00 3-A-13 71253,~~587~~740.7235 29,~~708~~454,~~457~~716.1580 0.~~99028190~~98182389 71253,~~587~~740.7235 3-A-14 0.00 0.00 0.00000000 0.00 3-A-15 0.00 26,144,000.00 1.00000000 0.00 3-A-16 0.00 4,550,000.00 1.00000000 0.00 3-A-17 0.00 1,000,000.00 1.00000000 0.00 3-A-18 0.00 1,000,000.00 1.00000000 0.00 3-A-19 0.00 1,000,000.00 1.00000000 0.00 3-A-20 78278,~~443~~040.4322 16,~~486~~208,~~537~~496.0684 0.~~98099114~~96444703 78278,~~443~~040.4322 3-A-21 0.00 17,743,000.00 1.00000000 0.00 4-A-1 033,065.0048 1,~~844~~811,~~294~~228.4698 0.~~92214723~~90561449 033,065.0048 4-A-2 091,403.0003 5,~~098~~006,~~190~~787.5552 0.~~92214723~~90561449 091,403.0003 4-A-3 0195,350.0084 10,~~896~~700,~~091~~740.6682 0.~~92214723~~90561449 0195,350.0084 4-A-4 0.00 3,881,000.00 1.00000000 0.00 4-A-5 0.00 4,691,636.00 1.00000000 0.00 4-A-6 0.00 5,647,000.00 1.00000000 0.00 4-A-7 65251,~~736~~306.3964 24,~~548~~297,~~750~~443.6398 0.~~98195003~~97189776 65251,~~736~~306.3964 4-A-8 0.00 0.00 0.00000000 0.00 4-A-9 0.00 10,000,000.00 1.00000000 0.00 4-A-10 31119,~~159~~119.0535 13,~~586~~466,~~107~~988.8045 0.~~98450057~~97586873 31119,~~159~~119.0535 4-A-11 0.00 3,000,000.00 1.00000000 0.00 4-A-12 02,651.0072 ~~284~~281,~~269~~617.0432 0.~~95792179~~94898610 02,651.0072 4-A-13 0.00 13,289,000.00 1.00000000 0.00 4-A-14 0.00 1,985,000.00 1.00000000 0.00 5-A-1 12,~~493~~319,~~091~~699.5143 ~~174~~172,~~824~~504,~~313~~614.5714 0.~~96809021~~95524487 12,~~493~~319,~~091~~699.5143 5-A-2 ~~165~~257,~~899~~744.0638 19,~~424~~167,~~923~~179.7335 0.~~96809021~~95524487 ~~165~~257,~~899~~744.0638 A-X 0.00 0.00 0.00000000 0.00 D-X 0.00 0.00 0.00000000 0.00 A-P ~~985~~922.1461 1,~~282~~281,~~408~~485.0442 0.~~98818849~~98747754 ~~985~~922.1461 D-B-1 910,~~932~~008.7579 14,~~175~~165,~~597~~588.7495 0.~~99722812~~99652402 910,~~932~~008.7579 D-B-2 4,~~749~~785.4277 6,~~778~~773,~~159~~373.5476 0.~~99722812~~99652402 4,~~749~~785.4277 D-B-3 2,~~590~~610.2710 3,~~696~~694,~~724~~114.6454 0.~~99722812~~99652402 2,~~590~~610.2710 D-B-4 1,~~078~~087.8713 1,~~539~~538,~~720~~633.2209 0.~~99722812~~99652402 1,~~078~~087.8713 D-B-5 1,~~726~~739.6283 2,~~464~~462,~~150~~410.6985 0.~~99722812~~99652402 1,~~726~~739.6283 D-B-6 2,~~158~~174.4497 3,~~080~~078,~~437~~262.6770 0.~~99722812~~99652402 2,~~158~~174.4497 D-B-7 1,~~514~~526.6626 2,~~161~~160,~~660~~134.4823 0.~~99722812~~99652402 1,~~514~~526.6626 C-B-1 4,~~478~~504.2613 5,~~211~~206,~~271~~767.8875 0.~~99660965~~99574828 4,~~478~~504.2613 C-B-2 1,~~455~~463.0748 1,~~693~~691,~~239~~776.8033 0.~~99660965~~99574828 1,~~455~~463.0748 C-B-3 1,~~007~~012.1698 1,~~172~~170,~~012~~999.9598 0.~~99660965~~99574828 1,~~007~~012.1698 C-B-4 ~~559~~562.2548 650,~~786~~223.1063 0.~~99660965~~99574828 ~~559~~562.2548 C-B-5 ~~447~~449.0664 ~~520~~519,~~230~~780.2460 0.~~99660966~~99574828 ~~447~~449.0664 C-B-6 ~~449~~451.3999 522,~~949~~497.1213 0.~~99660965~~99574827 ~~449~~451.3999 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 Totals 46,~~485~~787,~~276~~863.9952 ~~860~~853,~~089~~301,~~074~~210.2067 0.~~97805733~~97033845 46,~~485~~787,~~276~~863.9952

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 80,558,076.00 997.~~77300875~~03851654 0.~~10719782~~09170229 0.~~62729428~~71507641 0.00000000 1-A-2 14,646,924.00 997.~~77300886~~03851676 0.~~10719793~~09170253 0.~~62729417~~71507642 0.00000000 1-A-3 154,772,000.00 ~~969~~959.~~85501215~~31664662 1.~~53805604~~28520223 910.~~00030949~~02175251 0.00000000 1-A-4 31,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-5 15,498,900.00 ~~982~~986.~~07500145~~57623702 02.~~00000000~~51567918 019.~~00000000~~61676893 (4.~~50123557~~51528754) 1-A-6 2,677,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-7 1,395,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-1 77,980,000.00 ~~972~~961.~~33883624~~11007617 0.~~48863324~~48439677 109.~~74012683~~97819249 0.00000000 2-A-2 3,509,000.00 ~~972~~961.~~33883728~~11007694 0.~~48863209~~48439726 109.~~74012824~~97819322 0.00000000 3-A-1 13,248,075.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-2 2,657,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-3 5,353,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-4 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-5 2,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-6 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-7 2,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-8 18,239,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-9 1,605,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-10 1,471,925.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-11 1,825,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-12 1,027,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-13 30,000,000.00 ~~992~~990.~~66816233~~28190500 1.~~97525633~~98710867 06.~~41100100~~47090300 0.00000000 3-A-14 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-15 26,144,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-16 4,550,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-17 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-18 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-19 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-20 16,806,000.00 ~~985~~980.~~65872308~~99113769 3.~~86365584~~88683922 012.~~80392895~~65726526 0.00000000 3-A-21 17,743,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-1 2,000,000.00 922.14723000 02.~~00000000~~14813500 014.~~00000000~~38460500 0.00000000 4-A-2 5,528,608.00 922.14722947 02.~~00000000~~14813385 014.~~00000000~~38460459 0.00000000 4-A-3 11,816,000.00 922.14722918 02.~~00000000~~14813389 014.~~00000000~~38460393 0.00000000 4-A-4 3,881,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-5 4,691,636.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-6 5,647,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-7 25,000,000.00 ~~984~~981.~~57948080~~95002520 21.~~43059000~~30611240 08.~~19886600~~74615360 0.00000000 4-A-8 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4-A-9 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-10 13,800,000.00 ~~986~~984.~~75846739~~50056522 21.~~08713696~~12155290 07.~~17076522~~51028406 0.00000000 4-A-11 3,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-12 296,756.00 957.92179434 01.~~00000000~~16102118 07.~~00000000~~77467010 0.00000000 4-A-13 13,289,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-14 1,985,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-1 180,586,800.00 ~~976~~968.~~35821151~~09021241 0.~~60685277~~60814345 712.~~66114639~~23719978 0.00000000 5-A-2 20,065,200.00 ~~976~~968.~~35821173~~09021241 0.~~60685266~~60814345 712.~~66114616~~23719973 0.00000000 A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-P 1,297,736.27 988.~~94760798~~18848609 0.~~53813707~~54064914 0.~~22098481~~17029654 0.00000000 D-B-1 14,215,000.00 997.~~92687302~~22812100 0.~~69875132~~70410060 0.00000000 0.00000000 D-B-2 6,797,000.00 997.~~92687215~~22812123 0.~~69875239~~70410034 0.00000000 0.00000000 D-B-3 3,707,000.00 997.~~92687348~~22811977 0.~~69875101~~70410035 0.00000000 0.00000000 D-B-4 1,544,000.00 997.~~92687176~~22812176 0.~~69875000~~70409974 0.00000000 0.00000000 D-B-5 2,471,000.00 997.~~92687171~~22812222 0.~~69875354~~70409955 0.00000000 0.00000000 D-B-6 3,089,000.00 997.~~92687277~~22812237 0.~~69875040~~70410165 0.00000000 0.00000000 D-B-7 2,167,669.00 997.~~92687444~~22811924 0.~~69875059~~70410196 0.00000000 0.00000000 C-B-1 5,229,000.00 ~~997~~996.~~46608147~~60965385 0.~~85642762~~86137502 0.00000000 0.00000000 C-B-2 1,699,000.00 ~~997~~996.~~46608005~~60965274 0.~~85642731~~86137728 0.00000000 0.00000000 C-B-3 1,176,000.00 ~~997~~996.~~46607993~~60965136 0.~~85642857~~86137755 0.00000000 0.00000000 C-B-4 653,000.00 ~~997~~996.~~46607963~~60964778 0.~~85643185~~86137825 0.00000000 0.00000000 C-B-5 522,000.00 ~~997~~996.~~46607280~~60965517 0.~~85643678~~86137931 0.00000000 0.00000000 C-B-6 524,728.13 ~~997~~996.~~46607829~~60965384 0.~~85642445~~86137940 0.00000000 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 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 1-A-1 0.00000000 0.~~73449209~~80677870 ~~997~~996.~~03851654~~23173783 0.~~99703852~~99623174 0.~~73449209~~80677870 1-A-2 0.00000000 0.~~73449210~~80677895 ~~997~~996.~~03851676~~23173780 0.~~99703852~~99623174 0.~~73449210~~80677895 1-A-3 0.00000000 1011.~~53836560~~30695475 ~~959~~948.~~31664662~~00969187 0.~~95931665~~94800969 1011.~~53836560~~30695475 1-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-5 0.00000000 (417.~~50123557)~~61716122 ~~986~~968.~~57623702~~95907581 0.~~98657624~~96895908 (417.~~50123557)~~61716122 1-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-1 0.00000000 1110.~~22876007~~46258913 ~~961~~950.~~11007617~~64748692 0.~~96111008~~95064749 1110.~~22876007~~46258913 2-A-2 0.00000000 1110.~~22876033~~46259048 ~~961~~950.~~11007694~~64748646 0.~~96111008~~95064749 1110.~~22876033~~46259048 3-A-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-12 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-13 0.00000000 28.~~38625733~~45801167 ~~990~~981.~~28190500~~82389333 0.~~99028190~~98182389 28.~~38625733~~45801167 3-A-14 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-15 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-16 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-17 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-18 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-19 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-20 0.00000000 416.~~66758479~~54410449 ~~980~~964.~~99113769~~44703320 0.~~98099114~~96444703 416.~~66758479~~54410449 3-A-21 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-1 0.00000000 016.~~00000000~~53274000 ~~922~~905.~~14723000~~61449000 0.~~92214723~~90561449 016.~~00000000~~53274000 4-A-2 0.00000000 016.~~00000000~~53273844 ~~922~~905.~~14722947~~61449103 0.~~92214723~~90561449 016.~~00000000~~53273844 4-A-3 0.00000000 016.~~00000000~~53273866 ~~922~~905.~~14722918~~61449052 0.~~92214723~~90561449 016.~~00000000~~53273866 4-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-7 0.00000000 210.~~62945560~~05226560 ~~981~~971.~~95002520~~89775920 0.~~98195003~~97189776 210.~~62945560~~05226560 4-A-8 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4-A-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-10 0.00000000 28.~~25790217~~63183696 ~~984~~975.~~50056522~~86872826 0.~~98450057~~97586873 28.~~25790217~~63183696 4-A-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-12 0.00000000 08.~~00000000~~93569127 ~~957~~948.~~92179434~~98610306 0.~~95792179~~94898610 08.~~00000000~~93569127 4-A-13 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-14 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-1 0.00000000 812.~~26799916~~84534324 ~~968~~955.~~09021241~~24486917 0.~~96809021~~95524487 812.~~26799916~~84534324 5-A-2 0.00000000 812.~~26799932~~84534318 ~~968~~955.~~09021241~~24486923 0.~~96809021~~95524487 812.~~26799932~~84534318 A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-P 0.00000000 0.~~75912188~~71093798 ~~988~~987.~~18848609~~47754041 0.~~98818849~~98747754 0.~~75912188~~71093798 D-B-1 0.00000000 0.~~69875132~~70410060 ~~997~~996.~~22812100~~52402040 0.~~99722812~~99652402 0.~~69875132~~70410060 D-B-2 0.00000000 0.~~69875239~~70410034 ~~997~~996.~~22812123~~52401942 0.~~99722812~~99652402 0.~~69875239~~70410034 D-B-3 0.00000000 0.~~69875101~~70410035 ~~997~~996.~~22811977~~52401942 0.~~99722812~~99652402 0.~~69875101~~70410035 D-B-4 0.00000000 0.~~69875000~~70409974 ~~997~~996.~~22812176~~52402202 0.~~99722812~~99652402 0.~~69875000~~70409974 D-B-5 0.00000000 0.~~69875354~~70409955 ~~997~~996.~~22812222~~52401862 0.~~99722812~~99652402 0.~~69875354~~70409955 D-B-6 0.00000000 0.~~69875040~~70410165 ~~997~~996.~~22812237~~52402072 0.~~99722812~~99652402 0.~~69875040~~70410165 D-B-7 0.00000000 0.~~69875059~~70410196 ~~997~~996.~~22811924~~52402189 0.~~99722812~~99652402 0.~~69875059~~70410196 C-B-1 0.00000000 0.~~85642762~~86137502 ~~996~~995.~~60965385~~74827883 0.~~99660965~~99574828 0.~~85642762~~86137502 C-B-2 0.00000000 0.~~85642731~~86137728 ~~996~~995.~~60965274~~74828134 0.~~99660965~~99574828 0.~~85642731~~86137728 C-B-3 0.00000000 0.~~85642857~~86137755 ~~996~~995.~~60965136~~74828231 0.~~99660965~~99574828 0.~~85642857~~86137755 C-B-4 0.00000000 0.~~85643185~~86137825 ~~996~~995.~~60964778~~74828484 0.~~99660965~~99574828 0.~~85643185~~86137825 C-B-5 0.00000000 0.~~85643678~~86137931 ~~996~~995.~~60965517~~74827586 0.~~99660966~~99574828 0.~~85643678~~86137931 C-B-6 0.00000000 0.~~85642445~~86137940 ~~996~~995.~~60965384~~74827444 0.~~99660965~~99574827 0.~~85642445~~86137940 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A-1 0405/25/06 - 0506/24/06 30 56.~~90938~~03125% 80,~~378~~319,~~673~~504.8759 ~~395~~403,~~823~~689.4418 0.00 1-A-2 0405/25/06 - 0506/24/06 30 32.~~24841~~57813% 14,~~614~~603,~~305~~547.4338 3931,~~561~~374.0581 0.00 1-A-3 0405/01/06 - 0405/30/06 30 5.50000% ~~150~~148,~~106~~475,~~399~~356.9403 ~~687~~680,~~987~~512.6705 0.00 1-A-4 0405/01/06 - 0405/30/06 30 5.50000% 31,000,000.00 142,083.33 0.00 1-A-5 0405/01/06 - 0405/30/06 30 5.50000% 15,~~221~~290,~~082~~846.2444 6970,~~763~~083.2905 0.00 1-A-6 0405/01/06 - 0405/30/06 30 5.50000% 2,677,000.00 12,269.58 0.00 1-A-7 0405/01/06 - 0405/30/06 30 5.50000% 1,395,000.00 6,393.75 0.00 2-A-1 0405/01/06 - 0405/30/06 30 6.00000% 7574,~~822~~947,~~982~~363.4574 ~~379~~374,~~114~~736.9182 0.00 2-A-2 0405/01/06 - 0405/30/06 30 6.00000% 3,~~411~~372,~~936~~535.9826 1716,~~059~~862.68 0.00 3-A-1 0405/01/06 - 0405/30/06 30 5.75000% 13,248,075.00 63,480.36 0.00 3-A-2 0405/01/06 - 0405/30/06 30 5.75000% 2,657,000.00 12,731.46 0.00 3-A-3 0405/01/06 - 0405/30/06 30 5.75000% 5,353,000.00 25,649.79 0.00 3-A-4 0405/01/06 - 0405/30/06 30 5.75000% 1,000,000.00 4,791.67 0.00 3-A-5 0405/01/06 - 0405/30/06 30 5.50000% 2,500,000.00 11,458.33 0.00 3-A-6 0405/01/06 - 0405/30/06 30 5.75000% 1,000,000.00 4,791.67 0.00 3-A-7 0405/01/06 - 0405/30/06 30 6.00000% 2,500,000.00 12,500.00 0.00 3-A-8 0405/01/06 - 0405/30/06 30 5.75000% 18,239,000.00 87,395.21 0.00 3-A-9 0405/01/06 - 0405/30/06 30 5.75000% 1,605,000.00 7,690.63 0.00 3-A-10 0405/01/06 - 0405/30/06 30 5.75000% 1,471,925.00 7,052.97 0.00 3-A-11 0405/01/06 - 0405/30/06 30 5.75000% 1,825,000.00 8,744.79 0.00 3-A-12 0405/01/06 - 0405/30/06 30 5.75000% 1,027,000.00 4,921.04 0.00 3-A-13 0405/01/06 - 0405/30/06 30 5.25000% 29,~~780~~708,~~044~~457.8715 ~~130~~129,~~287~~974.7050 0.00 3-A-14 0405/01/06 - 0405/30/06 30 5.75000% 2,~~589~~583,~~569~~344.1210 12,~~408~~378.3552 0.00 3-A-15 0405/01/06 - 0405/30/06 30 5.75000% 26,144,000.00 125,273.33 0.00 3-A-16 0405/01/06 - 0405/30/06 30 5.75000% 4,550,000.00 21,802.08 0.00 3-A-17 0405/01/06 - 0405/30/06 30 5.50000% 1,000,000.00 4,583.33 0.00 3-A-18 0405/01/06 - 0405/30/06 30 5.75000% 1,000,000.00 4,791.67 0.00 3-A-19 0405/01/06 - 0405/30/06 30 6.00000% 1,000,000.00 5,000.00 0.00 3-A-20 0405/01/06 - 0405/30/06 30 5.75000% 16,~~564~~486,~~980~~537.5006 7978,~~373~~997.8699 0.00 3-A-21 0405/01/06 - 0405/30/06 30 5.75000% 17,743,000.00 85,018.54 0.00 4-A-1 0405/01/06 - 0405/30/06 30 5.25000% 1,844,294.46 8,068.79 0.00 4-A-2 0405/01/06 - 0405/30/06 30 5.75000% 5,098,190.55 24,428.83 0.00 4-A-3 0405/01/06 - 0405/30/06 30 5.50000% 10,896,091.66 49,940.42 0.00 4-A-4 0405/01/06 - 0405/30/06 30 5.50000% 3,881,000.00 17,787.92 0.00 4-A-5 0405/01/06 - 0405/30/06 30 5.50000% 4,691,636.00 21,503.33 0.00 4-A-6 0405/01/06 - 0405/30/06 30 5.50000% 5,647,000.00 25,882.08 0.00 4-A-7 0405/01/06 - 0405/30/06 30 5.25000% 24,~~614~~548,~~487~~750.0263 107,~~688~~400.3878 0.00 4-A-8 0405/01/06 - 0405/30/06 30 5.50000% 1,~~118~~115,~~840~~852.3230 5,~~128~~114.0232 0.00 4-A-9 0405/01/06 - 0405/30/06 30 5.50000% 10,000,000.00 45,833.33 0.00 4-A-10 0405/01/06 - 0405/30/06 30 5.50000% 13,~~617~~586,~~266~~107.8580 62,~~412~~269.4766 0.00 4-A-11 0405/01/06 - 0405/30/06 30 5.75000% 3,000,000.00 14,375.00 0.00 4-A-12 N/A N/A 0.00000% 284,269.04 0.00 0.00 4-A-13 0405/01/06 - 0405/30/06 30 5.50000% 13,289,000.00 60,907.92 0.00 4-A-14 0405/01/06 - 0405/30/06 30 5.50000% 1,985,000.00 9,097.92 0.00 5-A-1 0405/01/06 - 0405/30/06 30 6.00000% ~~176~~174,~~317~~824,~~405~~313.0757 ~~881~~874,~~587~~121.0357 0.00 5-A-2 0405/01/06 - 0405/30/06 30 6.00000% 19,~~590~~424,~~822~~923.7973 97,~~954~~124.1162 0.00 A-X 0405/25/06 - 0506/24/06 30 5.50000% 4,~~670~~665,~~097~~274.1756 21,~~404~~382.6151 0.00 D-X 0405/25/06 - 0506/24/06 30 5.50000% 23,~~211~~063,~~782~~481.6155 ~~106~~105,~~387~~707.3462 0.00 A-P N/A N/A 0.00000% 1,~~283~~282,~~393~~408.1804 0.00 0.00 D-B-1 0405/01/06 - 0405/30/06 30 5.~~74167~~74170% 14,~~185~~175,~~530~~597.5074 67,~~873~~826.8666 0.00 D-B-2 0405/01/06 - 0405/30/06 30 5.~~74167~~74170% 6,~~782~~778,~~908~~159.9554 32,~~454~~431.3578 0.00 D-B-3 0405/01/06 - 0405/30/06 30 5.~~74167~~74170% 3,~~699~~696,~~314~~724.9264 17,~~700~~687.2089 0.00 D-B-4 0405/01/06 - 0405/30/06 30 5.~~74167~~74170% 1,~~540~~539,~~799~~720.0922 7,~~372~~367.3017 0.00 D-B-5 0405/01/06 - 0405/30/06 30 5.~~74167~~74170% 2,~~465~~464,~~877~~150.3069 11,~~798~~790.5434 0.00 D-B-6 0405/01/06 - 0405/30/06 30 5.~~74167~~74170% 3,~~082~~080,~~596~~437.1167 14,~~749~~739.3712 0.00 D-B-7 0405/01/06 - 0405/30/06 30 5.~~74167~~74170% 2,~~163~~161,~~175~~660.1548 10,~~350~~343.2000 0.00 C-B-1 0405/01/06 - 0405/30/06 30 5.64973% 5,~~215~~211,~~750~~271.1488 24,~~556~~535.3024 0.00 C-B-2 0405/01/06 - 0405/30/06 30 5.64973% 1,~~694~~693,~~694~~239.8780 7,~~978~~971.8096 0.00 C-B-3 0405/01/06 - 0405/30/06 30 5.64973% 1,~~173~~172,~~020~~012.1195 5,~~522~~517.7097 0.00 C-B-4 0405/01/06 - 0405/30/06 30 5.64973% ~~651~~650,~~345~~786.3510 3,~~066~~063.6097 0.00 C-B-5 0405/01/06 - 0405/30/06 30 5.64973% 520,~~677~~230.2924 2,~~451~~449.4030 0.00 C-B-6 0405/01/06 - 0405/30/06 30 5.64973% ~~523~~522,~~398~~949.5112 2,~~464~~462.2210 0.00 AR N/A N/A 6.50000% 0.00 0.00 0.00 AR-L N/A N/A 6.50000% 0.00 0.00 0.00 Totals 4,~~238~~216,~~529~~166.8225 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00 (5582.~~14)~~09 ~~395~~403,~~828~~107.5809 0.00 80,~~319~~254,~~504~~512.5905 1-A-2 0.00 (045.~~51)~~24 3931,~~561~~329.5657 0.00 14,~~603~~591,~~547~~730.3855 1-A-3 0.00 (8981.~~94)~~25 ~~687~~679,~~996~~530.6180 0.00 ~~148~~146,~~475~~725,356.03 1-A-4 0.00 (1204.~~85)~~87 ~~142~~141,~~085~~878.1846 0.00 31,000,000.00 1-A-5 0.00 (0101.~~91)~~05 69,~~764~~981.2099 0.00 15,~~290~~017,~~846~~799.4482 1-A-6 0.00 (017.~~16)~~69 12,~~269~~251.7489 0.00 2,677,000.00 1-A-7 0.00 (09.~~08)~~22 6,~~393~~384.8353 0.00 1,395,000.00 2-A-1 0.00 0.00 ~~379~~374,~~114~~736.9182 0.00 74,~~947~~131,~~363~~491.7403 2-A-2 0.00 0.00 1716,~~059~~862.68 0.00 3,~~372~~335,~~535~~822.2603 3-A-1 0.00 0.00 63,480.36 0.00 13,248,075.00 3-A-2 0.00 0.00 12,731.46 0.00 2,657,000.00 3-A-3 0.00 0.00 25,649.79 0.00 5,353,000.00 3-A-4 0.00 0.00 4,791.67 0.00 1,000,000.00 3-A-5 0.00 0.00 11,458.33 0.00 2,500,000.00 3-A-6 0.00 0.00 4,791.67 0.00 1,000,000.00 3-A-7 0.00 0.00 12,500.00 0.00 2,500,000.00 3-A-8 0.00 0.00 87,395.21 0.00 18,239,000.00 3-A-9 0.00 0.00 7,690.63 0.00 1,605,000.00 3-A-10 0.00 0.00 7,052.97 0.00 1,471,925.00 3-A-11 0.00 0.00 8,744.79 0.00 1,825,000.00 3-A-12 0.00 0.00 4,921.04 0.00 1,027,000.00 3-A-13 0.00 0.00 ~~130~~129,~~287~~974.7050 0.00 29,~~708~~454,~~457~~716.1580 3-A-14 0.00 0.00 12,~~408~~378.3552 0.00 2,~~583~~561,~~344~~279.1072 3-A-15 0.00 0.00 125,273.33 0.00 26,144,000.00 3-A-16 0.00 0.00 21,802.08 0.00 4,550,000.00 3-A-17 0.00 0.00 4,583.33 0.00 1,000,000.00 3-A-18 0.00 0.00 4,791.67 0.00 1,000,000.00 3-A-19 0.00 0.00 5,000.00 0.00 1,000,000.00 3-A-20 0.00 0.00 7978,~~373~~997.8699 0.00 16,~~486~~208,~~537~~496.0684 3-A-21 0.00 0.00 85,018.54 0.00 17,743,000.00 4-A-1 0.00 0.00 8,068.79 0.00 1,~~844~~811,~~294~~228.4698 4-A-2 0.00 0.00 24,428.83 0.00 5,~~098~~006,~~190~~787.5552 4-A-3 0.00 0.00 49,940.42 0.00 10,~~896~~700,~~091~~740.6682 4-A-4 0.00 0.00 17,787.92 0.00 3,881,000.00 4-A-5 0.00 0.00 21,503.33 0.00 4,691,636.00 4-A-6 0.00 0.00 25,882.08 0.00 5,647,000.00 4-A-7 0.00 0.00 107,~~688~~400.3878 0.00 24,~~548~~297,~~750~~443.6398 4-A-8 0.00 0.00 5,~~128~~114.0232 0.00 1,~~115~~104,~~852~~429.3027 4-A-9 0.00 0.00 45,833.33 0.00 10,000,000.00 4-A-10 0.00 0.00 62,~~412~~269.4766 0.00 13,~~586~~466,~~107~~988.8045 4-A-11 0.00 0.00 14,375.00 0.00 3,000,000.00 4-A-12 0.00 0.00 0.00 0.00 ~~284~~281,~~269~~617.0432 4-A-13 0.00 0.00 60,907.92 0.00 13,289,000.00 4-A-14 0.00 0.00 9,097.92 0.00 1,985,000.00 5-A-1 0.00 0.00 ~~881~~874,~~587~~121.0357 0.00 ~~174~~172,~~824~~504,~~313~~614.5714 5-A-2 0.00 0.00 97,~~954~~124.1162 0.00 19,~~424~~167,~~923~~179.7335 A-X 0.00 0.00 21,~~404~~382.6151 0.00 4,~~665~~638,~~274~~602.5654 D-X 0.00 (062.~~57)~~83 ~~106~~105,~~387~~644.9179 0.00 2322,~~063~~805,~~481~~202.5507 A-P 0.00 0.00 0.00 0.00 1,~~282~~281,~~408~~485.0442 D-B-1 0.00 (054.~~49)~~15 67,~~874~~772.3550 0.00 14,~~175~~165,~~597~~588.7495 D-B-2 0.00 (025.~~23)~~89 32,~~454~~405.5989 0.00 6,~~778~~773,~~159~~373.5476 D-B-3 0.00 (014.~~13)~~12 17,~~700~~673.3377 0.00 3,~~696~~694,~~724~~114.6454 D-B-4 0.00 (05.~~05)~~88 7,~~372~~361.3529 0.00 1,~~539~~538,~~720~~633.2209 D-B-5 0.00 (09.~~08)~~41 11,~~798~~780.6393 0.00 2,~~464~~462,~~150~~410.6985 D-B-6 0.00 ~~(0.~~11).77 14,~~749~~727.4835 0.00 3,~~080~~078,~~437~~262.6770 D-B-7 0.00 (08.~~07)~~26 10,~~350~~334.2774 0.00 2,~~161~~160,~~660~~134.4823 C-B-1 0.00 0.00 24,~~556~~535.3024 0.00 5,~~211~~206,~~271~~767.8875 C-B-2 0.00 0.00 7,~~978~~971.8096 0.00 1,~~693~~691,~~239~~776.8033 C-B-3 0.00 0.00 5,~~522~~517.7097 0.00 1,~~172~~170,~~012~~999.9598 C-B-4 0.00 0.00 3,~~066~~063.6097 0.00 650,~~786~~223.1063 C-B-5 0.00 0.00 2,~~451~~449.4030 0.00 ~~520~~519,~~230~~780.2460 C-B-6 0.00 0.00 2,~~464~~462.2210 0.00 522,~~949~~497.1213 AR 0.00 0.00 017.0070 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 Totals 0.00 ~~(19~~2,133.~~32)~~72 4,~~238~~214,~~549~~050.1621 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 80,558,076.00 56.~~90938~~03125% 997.~~77300875~~03851654 45.~~91351655~~01115717 0.00000000 1-A-2 14,646,924.00 32.~~24841~~57813% 997.~~77300886~~03851676 2.~~70098008~~14207502 0.00000000 1-A-3 154,772,000.00 5.50000% ~~969~~959.~~85501215~~31664662 4.~~44516883~~39686797 0.00000000 1-A-4 31,000,000.00 5.50000% 1000.00000000 4.58333323 0.00000000 1-A-5 15,498,900.00 5.50000% ~~982~~986.~~07500145~~57623702 4.~~50117686~~52180800 0.00000000 1-A-6 2,677,000.00 5.50000% 1000.00000000 4.58333209 0.00000000 1-A-7 1,395,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 2-A-1 77,980,000.00 6.00000% ~~972~~961.~~33883624~~11007617 4.~~86169415~~80555040 0.00000000 2-A-2 3,509,000.00 6.00000% ~~972~~961.~~33883728~~11007694 4.~~86169279~~80555144 0.00000000 3-A-1 13,248,075.00 5.75000% 1000.00000000 4.79166671 0.00000000 3-A-2 2,657,000.00 5.75000% 1000.00000000 4.79166729 0.00000000 3-A-3 5,353,000.00 5.75000% 1000.00000000 4.79166636 0.00000000 3-A-4 1,000,000.00 5.75000% 1000.00000000 4.79167000 0.00000000 3-A-5 2,500,000.00 5.50000% 1000.00000000 4.58333200 0.00000000 3-A-6 1,000,000.00 5.75000% 1000.00000000 4.79167000 0.00000000 3-A-7 2,500,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 3-A-8 18,239,000.00 5.75000% 1000.00000000 4.79166676 0.00000000 3-A-9 1,605,000.00 5.75000% 1000.00000000 4.79166978 0.00000000 3-A-10 1,471,925.00 5.75000% 1000.00000000 4.79166398 0.00000000 3-A-11 1,825,000.00 5.75000% 1000.00000000 4.79166575 0.00000000 3-A-12 1,027,000.00 5.75000% 1000.00000000 4.79166504 0.00000000 3-A-13 30,000,000.00 5.25000% ~~992~~990.~~66816233~~28190500 4.~~34292333~~33248333 0.00000000 3-A-14 0.00 5.75000% ~~992~~990.~~66841083~~28215257 4.~~75653536~~74510052 0.00000000 3-A-15 26,144,000.00 5.75000% 1000.00000000 4.79166654 0.00000000 3-A-16 4,550,000.00 5.75000% 1000.00000000 4.79166593 0.00000000 3-A-17 1,000,000.00 5.50000% 1000.00000000 4.58333000 0.00000000 3-A-18 1,000,000.00 5.75000% 1000.00000000 4.79167000 0.00000000 3-A-19 1,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 3-A-20 16,806,000.00 5.75000% ~~985~~980.~~65872308~~99113769 4.~~72294776~~70058253 0.00000000 3-A-21 17,743,000.00 5.75000% 1000.00000000 4.79166657 0.00000000 4-A-1 2,000,000.00 5.25000% 922.14723000 4.03439500 0.00000000 4-A-2 5,528,608.00 5.75000% 922.14722947 4.41862219 0.00000000 4-A-3 11,816,000.00 5.50000% 922.14722918 4.22650812 0.00000000 4-A-4 3,881,000.00 5.50000% 1000.00000000 4.58333419 0.00000000 4-A-5 4,691,636.00 5.50000% 1000.00000000 4.58333298 0.00000000 4-A-6 5,647,000.00 5.50000% 1000.00000000 4.58333274 0.00000000 4-A-7 25,000,000.00 5.25000% ~~984~~981.~~57948080~~95002520 4.~~30753520~~29603120 0.00000000 4-A-8 0.00 5.50000% ~~984~~981.~~58003296~~95057389 4.~~51266013~~50060412 0.00000000 4-A-9 10,000,000.00 5.50000% 1000.00000000 4.58333300 0.00000000 4-A-10 13,800,000.00 5.50000% ~~986~~984.~~75846739~~50056522 4.~~52264275~~51229420 0.00000000 4-A-11 3,000,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 4-A-12 296,756.00 0.00000% 957.92179434 0.00000000 0.00000000 4-A-13 13,289,000.00 5.50000% 1000.00000000 4.58333358 0.00000000 4-A-14 1,985,000.00 5.50000% 1000.00000000 4.58333501 0.00000000 5-A-1 180,586,800.00 6.00000% ~~976~~968.~~35821151~~09021241 4.~~88179108~~84045107 0.00000000 5-A-2 20,065,200.00 6.00000% ~~976~~968.~~35821173~~09021241 4.~~88179086~~84045113 0.00000000 A-X 0.00 5.50000% ~~981~~980.~~57015118~~55652558 4.~~49886277~~49421775 0.00000000 D-X 0.00 5.50000% ~~974~~967.~~05322496~~82995775 4.~~46441074~~43588715 0.00000000 A-P 1,297,736.27 0.00000% 988.~~94760798~~18848609 0.00000000 0.00000000 D-B-1 14,215,000.00 5.~~74167~~74170% 997.~~92687302~~22812100 4.~~77480549~~77148505 0.00000000 D-B-2 6,797,000.00 5.~~74167~~74170% 997.~~92687215~~22812123 4.~~77480506~~77148448 0.00000000 D-B-3 3,707,000.00 5.~~74167~~74170% 997.~~92687348~~22811977 4.~~77480442~~77148368 0.00000000 D-B-4 1,544,000.00 5.~~74167~~74170% 997.~~92687176~~22812176 4.~~77480570~~77148316 0.00000000 D-B-5 2,471,000.00 5.~~74167~~74170% 997.~~92687171~~22812222 4.~~77480372~~77148523 0.00000000 D-B-6 3,089,000.00 5.~~74167~~74170% 997.~~92687277~~22812237 4.~~77480414~~77148592 0.00000000 D-B-7 2,167,669.00 5.~~74167~~74170% 997.~~92687444~~22811924 4.~~77480649~~77148495 0.00000000 C-B-1 5,229,000.00 5.64973% ~~997~~996.~~46608147~~60965385 4.~~69617518~~69214764 0.00000000 C-B-2 1,699,000.00 5.64973% ~~997~~996.~~46608005~~60965274 4.~~69617422~~69214832 0.00000000 C-B-3 1,176,000.00 5.64973% ~~997~~996.~~46607993~~60965136 4.~~69617347~~69215136 0.00000000 C-B-4 653,000.00 5.64973% ~~997~~996.~~46607963~~60964778 4.~~69617152~~69214395 0.00000000 C-B-5 522,000.00 5.64973% ~~997~~996.~~46607280~~60965517 4.~~69616858~~69214559 0.00000000 C-B-6 524,728.13 5.64973% ~~997~~996.~~46607829~~60965384 4.~~69618429~~69214410 0.00000000 AR 50.00 6.50000% 0.00000000 0.00000000 0.00000000 AR-L 50.00 6.50000% 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 1-A-1 0.00000000 (0.~~00006380)~~00722572 45.~~91358036~~00393145 0.00000000 ~~997~~996.~~03851654~~23173783 1-A-2 0.00000000 (0.~~00003482)~~00308870 2.~~70101490~~13898632 0.00000000 ~~997~~996.~~03851676~~23173780 1-A-3 0.00000000 (0.~~00005776)~~00633997 4.~~44522659~~39052800 0.00000000 ~~959~~948.~~31664662~~00969187 1-A-4 0.00000000 (0.~~00005968)~~00660871 4.~~58339290~~57672452 0.00000000 1000.00000000 1-A-5 0.00000000 (0.~~00005871)~~00651982 4.~~50123557~~51528754 0.00000000 ~~986~~968.~~57623702~~95907581 1-A-6 0.00000000 (0.~~00005977)~~00660814 4.~~58339186~~57672394 0.00000000 1000.00000000 1-A-7 0.00000000 (0.~~00005735)~~00660932 4.~~58339068~~57672401 0.00000000 1000.00000000 2-A-1 0.00000000 0.00000000 4.~~86169415~~80555040 0.00000000 ~~961~~950.~~11007617~~64748692 2-A-2 0.00000000 0.00000000 4.~~86169279~~80555144 0.00000000 ~~961~~950.~~11007694~~64748646 3-A-1 0.00000000 0.00000000 4.79166671 0.00000000 1000.00000000 3-A-2 0.00000000 0.00000000 4.79166729 0.00000000 1000.00000000 3-A-3 0.00000000 0.00000000 4.79166636 0.00000000 1000.00000000 3-A-4 0.00000000 0.00000000 4.79167000 0.00000000 1000.00000000 3-A-5 0.00000000 0.00000000 4.58333200 0.00000000 1000.00000000 3-A-6 0.00000000 0.00000000 4.79167000 0.00000000 1000.00000000 3-A-7 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 3-A-8 0.00000000 0.00000000 4.79166676 0.00000000 1000.00000000 3-A-9 0.00000000 0.00000000 4.79166978 0.00000000 1000.00000000 3-A-10 0.00000000 0.00000000 4.79166398 0.00000000 1000.00000000 3-A-11 0.00000000 0.00000000 4.79166575 0.00000000 1000.00000000 3-A-12 0.00000000 0.00000000 4.79166504 0.00000000 1000.00000000 3-A-13 0.00000000 0.00000000 4.~~34292333~~33248333 0.00000000 ~~990~~981.~~28190500~~82389333 3-A-14 0.00000000 0.00000000 4.~~75653536~~74510052 0.00000000 ~~990~~981.~~28215257~~82413812 3-A-15 0.00000000 0.00000000 4.79166654 0.00000000 1000.00000000 3-A-16 0.00000000 0.00000000 4.79166593 0.00000000 1000.00000000 3-A-17 0.00000000 0.00000000 4.58333000 0.00000000 1000.00000000 3-A-18 0.00000000 0.00000000 4.79167000 0.00000000 1000.00000000 3-A-19 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 3-A-20 0.00000000 0.00000000 4.~~72294776~~70058253 0.00000000 ~~980~~964.~~99113769~~44703320 3-A-21 0.00000000 0.00000000 4.79166657 0.00000000 1000.00000000 4-A-1 0.00000000 0.00000000 4.03439500 0.00000000 ~~922~~905.~~14723000~~61449000 4-A-2 0.00000000 0.00000000 4.41862219 0.00000000 ~~922~~905.~~14722947~~61449103 4-A-3 0.00000000 0.00000000 4.22650812 0.00000000 ~~922~~905.~~14722918~~61449052 4-A-4 0.00000000 0.00000000 4.58333419 0.00000000 1000.00000000 4-A-5 0.00000000 0.00000000 4.58333298 0.00000000 1000.00000000 4-A-6 0.00000000 0.00000000 4.58333274 0.00000000 1000.00000000 4-A-7 0.00000000 0.00000000 4.~~30753520~~29603120 0.00000000 ~~981~~971.~~95002520~~89775920 4-A-8 0.00000000 0.00000000 4.~~51266013~~50060412 0.00000000 ~~981~~971.~~95057389~~89830186 4-A-9 0.00000000 0.00000000 4.58333300 0.00000000 1000.00000000 4-A-10 0.00000000 0.00000000 4.~~52264275~~51229420 0.00000000 ~~984~~975.~~50056522~~86872826 4-A-11 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 4-A-12 0.00000000 0.00000000 0.00000000 0.00000000 ~~957~~948.~~92179434~~98610306 4-A-13 0.00000000 0.00000000 4.58333358 0.00000000 1000.00000000 4-A-14 0.00000000 0.00000000 4.58333501 0.00000000 1000.00000000 5-A-1 0.00000000 0.00000000 4.~~88179108~~84045107 0.00000000 ~~968~~955.~~09021241~~24486917 5-A-2 0.00000000 0.00000000 4.~~88179086~~84045113 0.00000000 ~~968~~955.~~09021241~~24486923 A-X 0.00000000 0.00000000 4.~~49886277~~49421775 0.00000000 ~~980~~974.~~55652558~~95054828 D-X 0.00000000 (0.~~00002392)~~00263658 4.~~46443466~~43325057 0.00000000 ~~967~~956.~~82995775~~99158464 A-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~988~~987.~~18848609~~47754041 D-B-1 0.00000000 (0.~~00003447)~~00380936 4.~~77483996~~76767499 0.00000000 ~~997~~996.~~22812100~~52402040 D-B-2 0.00000000 (0.~~00003384)~~00380903 4.~~77484037~~76767545 0.00000000 ~~997~~996.~~22812123~~52401942 D-B-3 0.00000000 (0.~~00003507)~~00380901 4.~~77483949~~76767467 0.00000000 ~~997~~996.~~22811977~~52401942 D-B-4 0.00000000 (0.~~00003238)~~00380829 4.~~77483808~~76767487 0.00000000 ~~997~~996.~~22812176~~52402202 D-B-5 0.00000000 (0.~~00003238)~~00380817 4.~~77484015~~76767705 0.00000000 ~~997~~996.~~22812222~~52401862 D-B-6 0.00000000 (0.~~00003561)~~00381029 4.~~77483975~~76767562 0.00000000 ~~997~~996.~~22812237~~52402072 D-B-7 0.00000000 (0.~~00003229)~~00381054 4.~~77483878~~76767440 0.00000000 ~~997~~996.~~22811924~~52402189 C-B-1 0.00000000 0.00000000 4.~~69617518~~69214764 0.00000000 ~~996~~995.~~60965385~~74827883 C-B-2 0.00000000 0.00000000 4.~~69617422~~69214832 0.00000000 ~~996~~995.~~60965274~~74828134 C-B-3 0.00000000 0.00000000 4.~~69617347~~69215136 0.00000000 ~~996~~995.~~60965136~~74828231 C-B-4 0.00000000 0.00000000 4.~~69617152~~69214395 0.00000000 ~~996~~995.~~60964778~~74828484 C-B-5 0.00000000 0.00000000 4.~~69616858~~69214559 0.00000000 ~~996~~995.~~60965517~~74827586 C-B-6 0.00000000 0.00000000 4.~~69618429~~69214410 0.00000000 ~~996~~995.~~60965384~~74827444 AR 0.00000000 0.00000000 0354.00000000 0.00000000 0.00000000 AR-L 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 per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 811,~~922~~199,~~501~~536.2567 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Total Deposits 811,~~922~~199,~~501~~536.2567 Withdrawals Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~198~~197,~~675~~622.1094 Payment of Interest and Principal 811,~~723~~001,~~826~~913.1573 Total Withdrawals (Pool Distribution Amount) 811,~~922~~199,~~501~~536.2567 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall ~~(19~~2,133.~~32)~~72

ADMINISTRATION FEES Gross Servicing Fee* ~~178~~177,~~725~~792.7363 LPMI and Excess Fees 19,~~480~~376.0346 Wells Fargo Master Servicing Fee ~~469~~453.3485 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~198~~197,~~675~~622.1094 *Servicer Payees include: CHEVY CHASE FSB; COUNTRYWIDE HOME LOANS INC.; FIFTH THIRD MTG COMPANY; FIRST HORIZON HOME LOAN CORP; GMAC MTG CORP; GREENPOINT MTG FUNDING, INC; HSBC BANK USA, NA; JP MORGAN CHASE BANK, NA; NAVY FEDERAL CREDIT UNION; SELECT PORTFOLIO SERVICING,INC; WACHOVIA MORTGAGE CORPORATION; WASHINGTON MUTUAL MTG SEC CORP; WELLS FARGO BANK, N.A.

COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.~~158718~~158162% Weighted Average Net Coupon 5.~~910652~~910105% Weighted Average Pass-Through Rate 5.~~882963~~882438% Weighted Average Remaining Term ~~352~~351 Beginning Scheduled Collateral Loan Count 2,~~981~~965 Number Of Loans Paid In Full 1624 Ending Scheduled Collateral Loan Count 2,~~965~~941 Beginning Scheduled Collateral Balance ~~864~~860,~~574~~089,~~351~~074.1819 Ending Scheduled Collateral Balance ~~860~~853,~~089~~301,~~074~~210.1967 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~860~~853,~~633~~831,~~502~~649.0255 Monthly P&I Constant 5,~~083~~062,~~483~~028.7085 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 0.00 Prepayment Penalty Paid Count 0 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~646~~648,~~259~~222.3807 Unscheduled Principal 36,~~839~~139,~~017~~641.6145

Group Level Collateral Statement Group G1 30Yr Conf Alt-A G2 30Yr Conf Alt-A Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.~~924396~~924332 6.~~642265~~642870 Weighted Average Net Rate 5.~~675172~~675112 6.~~393231~~393846 Pass-Through Rate 5.~~645311~~645207 6.~~345005~~345472 Weighted Average Remaining Term ~~352~~351 ~~350~~349 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~803~~796,~~980~~550.7269 ~~507~~501,~~004~~628.0441 Beginning Loan Count 1,~~286~~280 ~~313~~310 Loans Paid in Full 68 34 Ending Loan Count 1,~~280~~272 ~~310~~306 Beginning Scheduled Balance ~~314~~312,~~176~~529,~~242~~927.7903 83,~~972~~054,~~216~~815.5909 Ending Scheduled Balance ~~312~~310,~~529~~414,~~927~~921.0385 8382,~~054~~199,~~815~~842.0914 Scheduled Principal ~~252~~253,~~893~~608.7603 4241,~~199~~859.3081 Unscheduled Principal 1,~~393~~861,~~422~~397.0015 ~~875~~813,~~202~~113.2014 Scheduled Interest 1,~~551~~542,~~086~~942.9666 ~~464~~459,~~804~~768.7460 Servicing Fees 6564,~~250~~907.0426 17,~~426~~235.6050 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 7,~~818~~788.1554 3,~~374~~348.7109 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,~~478~~470,~~018~~246.7786 ~~444~~439,~~003~~185.4301 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group G3 30Yr Jumbo AltA G4 30Yr Jumbo AltA Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~116039~~116025 5.~~850216~~850235 Weighted Average Net Rate 5.~~871329~~871313 5.~~603848~~603868 Pass-Through Rate 5.~~857183~~857165 5.~~587251~~587268 Weighted Average Remaining Term ~~353~~352 ~~353~~352 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 924,~~447~~431.2212 594,~~145~~138.7059 Beginning Loan Count 266 180 Loans Paid in Full 0 01 Ending Loan Count 266 ~~180~~179 Beginning Scheduled Balance ~~156~~155,~~064~~909,~~684~~810.2083 102,~~770~~670,~~463~~013.0261 Ending Scheduled Balance 155,~~909~~373,~~810~~158.8314 ~~102~~101,~~670~~973,~~013~~543.6198 Scheduled Principal 129,~~032~~807.5160 93,~~121~~602.2017 Unscheduled Principal 25406,~~840~~845.8609 7602,~~328~~867.2146 Scheduled Interest ~~795~~794,~~414~~623.7152 ~~501~~500,~~024~~536.5042 Servicing Fees 31,~~825~~794.4711 21,~~099~~078.4973 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 1,~~839~~838.6620 1,~~421~~420.3926 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 ~~761~~760,~~749~~991.5821 478,~~503~~037.6243 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group G5 30Yr Conf Alt-A Total Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~502564~~502979 6.~~158717~~158162 Weighted Average Net Rate 6.~~253280~~253701 5.~~910652~~910105 Pass-Through Rate 6.~~221513~~222028 5.~~882963~~882438 Weighted Average Remaining Term ~~352~~351 ~~352~~351 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~253~~245,~~906~~280.0204 5,~~083~~062,~~483~~028.7085 Beginning Loan Count ~~936~~929 2,~~981~~965 Loans Paid in Full 711 1624 Ending Loan Count ~~929~~918 2,~~965~~941 Beginning Scheduled Balance ~~207~~205,~~590~~924,~~744~~507.5863 ~~864~~860,~~574~~089,~~351~~074.1819 Ending Scheduled Balance ~~205~~203,~~924~~339,~~507~~744.6356 ~~860~~853,~~089~~301,~~074~~210.1967 Scheduled Principal 129,~~012~~344.6146 ~~646~~648,~~259~~222.3807 Unscheduled Principal 12,~~537~~455,~~224~~418.3461 36,~~839~~139,~~017~~641.6145 Scheduled Interest 1,~~124~~115,~~893~~935.4158 4,~~437~~413,~~224~~806.3278 Servicing Fees 4342,~~124~~777.1303 ~~178~~177,~~725~~792.7363 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 5,~~495~~435.4622 19,~~949~~830.3731 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,~~076~~067,~~273~~723.8233 4,~~238~~216,~~549~~183.2284 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Additional Reporting - Group Level Miscellaneous Reporting G1 30Yr Conf Alt-A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 G2 30Yr Conf Alt-A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 G3 30Yr Jumbo AltA Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 G4 30Yr Jumbo AltA Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 G5 30Yr Conf Alt-A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Trigger Event Reporting G1 30Yr Conf Alt-A Cumulative Loss Trigger Calculated Value 0.000000% Threshold Value 30.000000% Trigger Result Pass Delinquency Trigger Calculated Value 0.~~453256~~362897% Threshold Value 50.000000% Trigger Result Pass Shifting Interest Trigger Calculated Value 0.000000% Threshold Value 0.000000% Trigger Result Pass G2 30Yr Conf Alt-A Cumulative Loss Trigger Calculated Value 0.000000% Threshold Value 30.000000% Trigger Result Pass Delinquency Trigger Calculated Value 14.~~334361~~587244% Threshold Value 50.000000% Trigger Result Pass Shifting Interest Trigger Calculated Value 0.000000% Threshold Value 0.000000% Trigger Result Pass G3 30Yr Jumbo AltA Cumulative Loss Trigger Calculated Value 0.000000% Threshold Value 30.000000% Trigger Result Pass Delinquency Trigger Calculated Value 0.000000% Threshold Value 50.000000% Trigger Result Pass Shifting Interest Trigger Calculated Value 0.000000% Threshold Value 0.000000% Trigger Result Pass G4 30Yr Jumbo AltA Cumulative Loss Trigger Calculated Value 0.000000% Threshold Value 30.000000% Trigger Result Pass Delinquency Trigger Calculated Value 24.~~810200~~500398% Threshold Value 50.000000% Trigger Result Pass Shifting Interest Trigger Calculated Value 0.000000% Threshold Value 0.000000% Trigger Result Pass G5 30Yr Conf Alt-A Cumulative Loss Trigger Calculated Value 0.000000% Threshold Value 30.000000% Trigger Result Pass Delinquency Trigger Calculated Value 02.~~950991~~332421% Threshold Value 50.000000% Trigger Result Pass Shifting Interest Trigger Calculated Value 0.000000% Threshold Value 0.000000% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 97 0 0 0 97 21,~~477~~436,~~842~~614.9290 0.00 0.00 0.00 21,~~477~~436,~~842~~614.9290 60 Days 46 0 0 0 46 1,~~137~~500,~~689~~587.7594 0.00 0.00 0.00 1,~~137~~500,~~689~~587.7594 90 Days 0 0 02 0 02 0.00 0.00 0693,689.0075 0.00 0693,689.0075 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 13 0 02 0 1315 32,~~615~~937,~~532~~202.6784 0.00 0693,689.0075 0.00 3,~~615~~630,~~532~~892.6759 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~303541~~238014% 0.000000% 0.000000% 0.000000% 0.~~303541~~238014% 0.~~287909~~168255% 0.000000% 0.000000% 0.000000% 0.~~287909~~168255% 60 Days 0.~~134907~~204012% 0.000000% 0.000000% 0.000000% 0.~~134907~~204012% 0.~~132192~~175748% 0.000000% 0.000000% 0.000000% 0.~~132192~~175748% 90 Days 0.000000% 0.000000% 0.~~000000~~068004% 0.000000% 0.~~000000~~068004% 0.000000% 0.000000% 0.~~000000~~081244% 0.000000% 0.~~000000~~081244% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~438449~~442027% 0.000000% 0.~~000000~~068004% 0.000000% 0.~~438449~~510031% 0.~~420101~~344003% 0.000000% 0.~~000000~~081244% 0.000000% 0.~~420101~~425247%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 9770,~~376~~341.7866

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Yr Conf Alt-A 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 02 0 0 0 02 0526,775.0090 0.00 0.00 0.00 0526,775.0090 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 02 0 0 0 02 0526,775.0090 0.00 0.00 0.00 0526,775.0090 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~157233% 0.000000% 0.000000% 0.000000% 0.~~000000~~157233% 0.~~000000~~169585% 0.000000% 0.000000% 0.000000% 0.~~000000~~169585% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~000000~~157233% 0.000000% 0.000000% 0.000000% 0.~~000000~~157233% 0.~~000000~~169585% 0.000000% 0.000000% 0.000000% 0.~~000000~~169585% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2 30Yr Conf Alt-A 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 51 0 0 0 5 1 380,~~559,464~~393.2774 0.00 0.00 0.00 1380,~~559,464~~393.2774 60 Days 12 0 0 0 12 ~~252~~582,~~800~~209.0029 0.00 0.00 0.00 ~~252~~582,~~800~~209.0029 90 Days 0 0 01 0 01 0.00 0.00 0252,800.00 0.00 0252,800.00 120 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 63 0 01 0 64 1962,~~812,264~~603.2703 0.00 0252,800.00 0.00 1,~~812~~215,~~264~~403.2703 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~612903~~326797% 0.000000% 0.000000% 0.000000% 10.~~612903~~326797% 10.~~876806~~462580% 0.000000% 0.000000% 0.000000% 10.~~876806~~462580% 60 Days 0.~~322581~~653595% 0.000000% 0.000000% 0.000000% 0.~~322581~~653595% 0.~~304243~~708000% 0.000000% 0.000000% 0.000000% 0.~~304243~~708000% 90 Days 0.000000% 0.000000% 0.~~000000~~326797% 0.000000% 0.~~000000~~326797% 0.000000% 0.000000% 0.~~000000~~307419% 0.000000% 0.~~000000~~307419% 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 10.~~935484~~980392% 0.000000% 0.~~000000~~326797% 0.000000% 1.~~935484~~307190% 21.~~181050~~170580% 0.000000% 0.~~000000~~307419% 0.000000% 21.~~181050~~477999% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3 30Yr Jumbo AltA No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 30Yr Jumbo AltA No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 10 0 0 0 10 ~~440,889~~0.7500 0.00 0.00 0.00 ~~440,889~~0.7500 90 Days 0 0 01 0 01 0.00 0.00 0440,889.0075 0.00 0440,889.0075 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 1 0 0 1 0 1 ~~440,889.75~~ 0.00 0.00 440,889.75 0.00 440,889.75 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.~~555556~~000000% 0.000000% 0.000000% 0.000000% 0.~~555556~~000000% 0.~~429109~~000000% 0.000000% 0.000000% 0.000000% 0.~~429109~~000000% 90 Days 0.000000% 0.000000% 0.~~000000~~558659% 0.000000% 0.~~000000~~558659% 0.000000% 0.000000% 0.~~000000~~432053% 0.000000% 0.~~000000~~432053% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~555556~~000000% 0.000000% 0.~~000000~~558659% 0.000000% 0.~~555556~~558659% 0.~~429109~~000000% 0.000000% 0.~~000000~~432053% 0.000000% 0.~~429109~~432053% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 30Yr Conf Alt-A 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 4 0 0 0 4 ~~918~~529,~~378~~445.6526 0.00 0.00 0.00 ~~918~~529,~~378~~445.6526 60 Days 24 0 0 0 24 ~~444~~918,~~000~~378.0065 0.00 0.00 0.00 ~~444~~918,~~000~~378.0065 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 68 0 0 0 68 1,~~362~~447,~~378~~823.6591 0.00 0.00 0.00 1,~~362~~447,~~378~~823.6591 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~430571~~435730% 0.000000% 0.000000% 0.000000% 0.~~430571~~435730% 0.~~445738~~260235% 0.000000% 0.000000% 0.000000% 0.~~445738~~260235% 60 Days 0.~~215285~~435730% 0.000000% 0.000000% 0.000000% 0.~~215285~~435730% 0.~~215497~~451406% 0.000000% 0.000000% 0.000000% 0.~~215497~~451406% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~645856~~871460% 0.000000% 0.000000% 0.000000% 0.~~645856~~871460% 0.~~661236~~711641% 0.000000% 0.000000% 0.000000% 0.~~661236~~711641%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 292,589.00 0.03327200% 292,589.00 0.~~03401845~~03428906% Fraud 21,153,399.00 2.40547608% 21,153,399.00 2.~~45944282~~47900726% Special Hazard 9,170,770.00 1.04286161% 9,170,770.00 1.~~06625817~~07474007% 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. G1 30Yr Conf Alt-A 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. G2 30Yr Conf Alt-A 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. G3 30Yr Jumbo AltA 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. G4 30Yr Jumbo AltA 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. G5 30Yr Conf Alt-A 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 02 ~~Jun~~Jul-05 0.000% Original Principal Balance 0693,800.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0693,689.0075 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 02 ~~Nov~~Dec-05 0.000% Original Principal Balance 0693,800.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0693,689.0075 ~~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~~081% *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. G1 30Yr Conf Alt-A 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. G2 30Yr Conf Alt-A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 0252,800.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0252,800.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 01 ~~Nov~~Dec-05 0.000% Original Principal Balance 0252,800.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0252,800.00 ~~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~~307% *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. G3 30Yr Jumbo AltA 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. G4 30Yr Jumbo AltA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 0441,000.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0440,889.0075 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 01 ~~Nov~~Dec-05 0.000% Original Principal Balance 0441,000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0440,889.0075 ~~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~~432% *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. G5 30Yr Conf Alt-A 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.

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 NoG2 ~~Foreclosure~~30Yr ~~Loans~~Conf ~~this~~Alt-A ~~Period~~0500394819 Jun-2006 01-Jun-2005 NV 80.00 252,800.00 G4 30Yr Jumbo AltA 0700153962 Jun-2006 01-Nov-2005 AZ 75.00 441,000.00

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 NoG2 ~~Foreclosure~~30Yr ~~Loans~~Conf ~~this~~Alt-A ~~Period~~0500394819 252,800.00 01-Jan-2006 3 6.625% 6,662.35 G4 30Yr Jumbo AltA 0700153962 440,889.75 01-Jan-2006 3 6.000% 10,471.15

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. G1 30Yr Conf Alt-A 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. G2 30Yr Conf Alt-A 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. G3 30Yr Jumbo AltA 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. G4 30Yr Jumbo AltA 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. G5 30Yr Conf Alt-A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% 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 0.000% N/A Feb-2006 0.000% 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. G1 30Yr Conf Alt-A 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 0.000% N/A Feb-2006 0.000% 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 0.000% N/A Feb-2006 0.000% 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. G2 30Yr Conf Alt-A 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 0.000% N/A Feb-2006 0.000% 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 0.000% N/A Feb-2006 0.000% 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. G3 30Yr Jumbo AltA 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 0.000% N/A Feb-2006 0.000% 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 0.000% N/A Feb-2006 0.000% 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. G4 30Yr Jumbo AltA 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 0.000% N/A Feb-2006 0.000% 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 0.000% N/A Feb-2006 0.000% 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. G5 30Yr Conf Alt-A 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 0.000% N/A Feb-2006 0.000% 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 0.000% N/A Feb-2006 0.000% 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 G1 30Yr Conf Alt-A 68 1,~~367~~762,~~305~~150.00 1,~~362~~744,~~929~~823.2301 0 0.00 0.00 G2 30Yr Conf Alt-A 34 ~~884~~805,~~050~~600.00 ~~863~~804,~~276~~514.8530 0 0.00 0.00 G3 30Yr Jumbo AltA 0 0.00 0.00 0 0.00 0.00 G4 30Yr Jumbo AltA 01 0602,000.00 0598,272.0002 0 0.00 0.00 G5 30Yr Conf Alt-A 711 12,~~527~~467,~~000~~170.00 12,~~524~~438,~~149~~776.1499 0 0.00 0.00 Total 1624 35,~~778~~636,~~355~~920.00 35,~~750~~586,~~355~~386.2232 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 G1 30Yr Conf Alt-A 0 0.00 0.00 0 0.00 0.00 31118,~~135~~308.4125 G2 30Yr Conf Alt-A 0 0.00 0.00 0 0.00 0.00 128,~~559~~756.2554 G3 30Yr Jumbo AltA 0 0.00 0.00 0 0.00 0.00 25406,~~840~~845.8609 G4 30Yr Jumbo AltA 0 0.00 0.00 0 0.00 0.00 75,~~328~~227.2146 G5 30Yr Conf Alt-A 0 0.00 0.00 0 0.00 0.00 1318,~~484~~035.1025 Total 0 0.00 0.00 0 0.00 0.00 90557,~~347~~172.8359

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount G1 30Yr Conf Alt-A ~~0405779093~~0405215832 NJLA 6180.3300 01-~~Dec~~Jul-2005 ~~202~~164,~~400~~000.00 ~~201~~161,~~116~~461.8053 G1 30Yr Conf Alt-A ~~0405991401~~0405531421 ALCA 8579.5699 01-~~Jul~~Nov-2005 ~~121~~226,~~500~~150.00 ~~119~~224,~~812~~359.2485 G1 30Yr Conf Alt-A ~~0405991625~~0405532477 NYNH 7980.2600 01-~~Sep~~Nov-2005 ~~363~~236,000.00 ~~362~~232,~~985~~996.6043 G1 30Yr Conf Alt-A ~~0405991793~~0405620111 VACA 6960.7217 01-~~Oct~~Nov-2005 ~~148~~355,~~500~~000.00 ~~148~~351,~~500~~945.54 G1 30Yr Conf Alt-A 0405991836 OR 75.63 01-Nov-2005 135,000.00 134,743.39 G1 30Yr Conf Alt-A ~~0500533045~~0405992115 CANV 79.9902 01-Mar-2005 324,000.00 318,388.60 G1 30Yr Conf Alt-A 0500560754 MD 54.04 01-Oct-2005 ~~251~~127,~~200~~000.00 ~~251~~125,~~199~~811.9958 G1 30Yr Conf Alt-A ~~0500589826~~0500588302 COCA 5541.5994 01-Nov-2005 ~~280~~195,~~705~~000.00 ~~278~~193,~~671~~381.9698 G2 30Yr Conf Alt-A ~~0405272657~~0405531905 CAAZ 80.00 01-~~Oct~~Nov-2005 ~~281~~117,600.00 ~~281~~117,~~600~~319.04 G2 30Yr Conf Alt-A 0405532462 UT 69.98 01-Nov-2005 97,900.00 97,872.98 G2 30Yr Conf Alt-A ~~0405940332~~0500515163 CA 4080.5400 01-~~Feb~~Sep-~~2002~~2005 ~~375~~412,000.00 ~~354~~411,~~700~~997.5965 G2 30Yr Conf Alt-A ~~0405956934~~0500631102 AZ 6979.99 01-Jan-2006 178,100.00 177,166.93 G4 30Yr Jumbo AltA 0405810143 CA 77.68 01-Dec-2005 ~~227~~602,~~450~~000.00 ~~226~~597,~~342~~640.3600 G5 30Yr Conf Alt-A ~~0405531864~~0402706529 ORGA 7680.3900 01-~~Oct~~Dec-2001 388,000.00 366,974.47 G5 30Yr Conf Alt-A 0405531766 MD 79.96 01-Nov-2005 ~~102~~227,900.00 ~~102~~227,900.00 G5 30Yr Conf Alt-A ~~0405531946~~0405531820 WAFL 8075.0047 01-~~Oct~~Nov-2005 ~~180~~120,000.00 ~~180~~120,000.00 G5 30Yr Conf Alt-A ~~0405532166~~0405532308 ORFL 5274.3340 01-Nov-2005 ~~135~~125,000.00 ~~134~~124,~~110~~078.7062 G5 30Yr Conf Alt-A ~~0405532464~~0405980424 SCAZ 8063.0083 01-Nov-2005 ~~316~~150,000.00 ~~316~~150,000.00 G5 30Yr Conf Alt-A ~~0405991466~~0405991855 NEWA 9080.00 01-~~Jun~~Oct-2005 ~~157~~260,~~500~~000.00 ~~155~~260,~~654~~000.4600 G5 30Yr Conf Alt-A ~~0500588027~~0405992225 NYAK 74.56 01-Apr-2005 192,000.00 189,165.39 G5 30Yr Conf Alt-A 0405992464 AZ 79.70 01-Oct-2005 199,250.00 197,632.47 G5 30Yr Conf Alt-A 0406078184 CA 65.00 01-Jan-2006 ~~497~~292,~~000~~500.00 ~~497~~292,~~000~~500.00 G5 30Yr Conf Alt-A ~~0700219253~~0500589522 MOCA 9075.00 01-~~Feb~~Dec-~~2006~~2005 ~~138~~386,~~600~~250.00 ~~138~~383,~~075~~882.0847 G5 30Yr Conf Alt-A 0500607016 PA 80.00 01-Dec-2005 126,270.00 125,249.94

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning G1 30Yr Conf Alt-A ~~0405779093~~0405215832 Loan Paid in Full 0 5.~~750~~875% 360 511 G1 30Yr Conf Alt-A ~~0405991401~~0405531421 Loan Paid in Full 0 56.~~875~~125% 360 107 G1 30Yr Conf Alt-A ~~0405991625~~0405532477 Loan Paid in Full 0(1) 6.000% 360 87 G1 30Yr Conf Alt-A ~~0405991793~~0405620111 Loan Paid in Full ~~(1)~~0 5.875% 360 7 G1 30Yr Conf Alt-A ~~0500533045~~0405991836 Loan Paid in Full 0(4) 6.~~125~~000% 360 7 G1 30Yr Conf Alt-A ~~0500589826~~0405992115 Loan Paid in Full ~~(1)~~0 5.750% 360 15 G1 30Yr Conf Alt-A 0500560754 Loan Paid in Full 0 5.875% 360 8 G1 30Yr Conf Alt-A 0500588302 Loan Paid in Full 0 5.875% 360 7 G2 30Yr Conf Alt-A 0405531905 Loan Paid in Full 0 6.625% 360 7 G2 30Yr Conf Alt-A ~~0405272657~~0405532462 Loan Paid in Full 0 6.~~250~~625% 360 7 G2 30Yr Conf Alt-A ~~0405940332~~0500515163 Loan Paid in Full 0 6.~~500~~875% 360 519 G2 30Yr Conf Alt-A ~~0405956934~~0500631102 Loan Paid in Full 0 76.~~125~~750% 360 5 G4 30Yr Jumbo AltA 0405810143 Loan Paid in Full 0 5.875% 360 6 G5 30Yr Conf Alt-A ~~0405531864~~0402706529 Loan Paid in Full 0 6.875% 360 54 G5 30Yr Conf Alt-A 0405531766 Loan Paid in Full 0 6.500% 360 7 G5 30Yr Conf Alt-A ~~0405531946~~0405531820 Loan Paid in Full 0 6.625% 360 7 G5 30Yr Conf Alt-A 0405532308 Loan Paid in Full (1) 6.~~375~~500% 360 7 G5 30Yr Conf Alt-A ~~0405532166~~0405980424 Loan Paid in Full 0 6.~~375~~250% 360 67 G5 30Yr Conf Alt-A ~~0405532464~~0405991855 Loan Paid in Full 0 6.~~375~~250% 360 68 G5 30Yr Conf Alt-A ~~0405991466~~0405992225 Loan Paid in Full 0 6.250% 360 1114 G5 30Yr Conf Alt-A ~~0500588027~~0405992464 Loan Paid in Full 0 6.~~500~~625% 360 48 G5 30Yr Conf Alt-A ~~0700219253~~0406078184 Loan Paid in Full (1) 6.375% 360 5 G5 30Yr Conf Alt-A 0500589522 Loan Paid in Full 0 6.750% 360 36 G5 30Yr Conf Alt-A 0500607016 Loan Paid in Full 0 7.000% 360 6

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 0.~~444~~714% Current Month 58.~~204~~244% Current Month ~~339~~476.~~518~~519% 3 Month Average 0.~~513~~566% 3 Month Average 56.~~982~~575% 3 Month Average ~~458~~428.~~952~~678% 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 4.460% N/A Feb-2006 474.893% N/A Mar-2006 6.466% N/A Mar-2006 567.342% N/A Apr-2006 6.277% N/A Apr-2006 469.996% N/A May-2006 5.204% N/A May-2006 339.518% N/A Jun-2006 8.244% N/A Jun-2006 476.519% 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. G1 30Yr Conf Alt-A SMM CPR PSA Current Month 0.~~444~~596% Current Month 56.~~198~~923% Current Month ~~356~~417.~~207~~388% 3 Month Average 0.~~487~~475% 3 Month Average 5.~~679~~543% 3 Month Average ~~468~~377.~~062~~230% 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 4.549% N/A Feb-2006 527.865% N/A Mar-2006 7.328% N/A Mar-2006 689.884% N/A Apr-2006 4.509% N/A Apr-2006 358.095% N/A May-2006 5.198% N/A May-2006 356.207% N/A Jun-2006 6.923% N/A Jun-2006 417.388% 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. G2 30Yr Conf Alt-A SMM CPR PSA Current Month 10.~~043~~980% Current Month 11.~~820~~141% Current Month ~~601~~513.~~219~~095% 3 Month Average 01.~~967~~083% 3 Month Average 1012.~~965~~245% 3 Month Average ~~608~~626.~~578~~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 7.408% N/A Feb-2006 532.905% N/A Mar-2006 7.300% N/A Mar-2006 458.066% N/A Apr-2006 13.775% N/A Apr-2006 766.450% N/A May-2006 11.820% N/A May-2006 601.219% N/A Jun-2006 11.141% N/A Jun-2006 513.095% 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. G3 30Yr Jumbo AltA SMM CPR PSA Current Month 0.~~017~~261% Current Month 03.~~199~~089% Current Month 13187.~~744~~680% 3 Month Average 0.~~024~~096% 3 Month Average 01.~~285~~138% 3 Month Average 2470.~~868~~521% 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 0.056% N/A Feb-2006 6.593% N/A Mar-2006 0.530% N/A Mar-2006 50.719% N/A Apr-2006 0.126% N/A Apr-2006 10.140% N/A May-2006 0.199% N/A May-2006 13.744% N/A Jun-2006 3.089% N/A Jun-2006 187.680% 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. G4 30Yr Jumbo AltA SMM CPR PSA Current Month 0.~~007~~588% Current Month 06.~~086~~829% Current Month 6423.~~065~~162% 3 Month Average 0.~~533~~294% 3 Month Average 63.~~020~~437% 3 Month Average ~~576~~236.~~432~~486% 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 1.805% N/A Feb-2006 222.248% N/A Mar-2006 14.580% N/A Mar-2006 1,442.999% N/A Apr-2006 3.395% N/A Apr-2006 280.231% N/A May-2006 0.086% N/A May-2006 6.065% N/A Jun-2006 6.829% N/A Jun-2006 423.162% 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. G5 30Yr Conf Alt-A SMM CPR PSA Current Month 01.~~741~~193% Current Month 813.~~538~~414% Current Month ~~534~~752.~~992~~467% 3 Month Average 0.~~722~~981% 3 Month Average 811.~~297~~138% 3 Month Average ~~587~~703.~~809~~379% 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 7.538% N/A Feb-2006 750.193% N/A Mar-2006 4.891% N/A Mar-2006 405.759% N/A Apr-2006 11.461% N/A Apr-2006 822.676% N/A May-2006 8.538% N/A May-2006 534.992% N/A Jun-2006 13.414% N/A Jun-2006 752.467% 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 G1 30Yr Conf Alt-A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 2 ~~519~~517,~~181~~842.8648 0.~~060~~061 2 ~~519~~517,~~181~~842.8648 0.~~166~~167 5.250 5.499 20 5,~~675~~672,~~594~~165.2527 0.~~660~~665 20 5,~~675~~672,~~594~~165.2527 1.~~816~~827 5.500 5.749 100 25,~~622~~606,~~209~~222.6452 23.~~979~~001 100 25,~~622~~606,~~209~~222.6452 8.~~198~~249 5.750 5.999 ~~701~~695 ~~229~~227,~~126~~142,~~311~~770.0736 26.~~640~~619 ~~534~~529 ~~134~~132,~~006~~717,~~272~~421.9743 42.~~878~~755 6.000 6.249 ~~804~~801 ~~264~~263,~~352~~435,~~025~~099.0854 30.~~735~~872 ~~597~~594 ~~141~~140,~~311~~511,~~803~~416.8447 45.~~215~~266 6.250 6.499 ~~575~~571 ~~157~~156,~~410~~015,~~625~~530.1280 18.~~302~~284 4 ~~745~~744,~~648~~913.2785 0.~~239~~240 6.500 6.749 ~~451~~445 9897,~~377~~429,~~807~~906.8476 11.~~438~~418 4 ~~757~~756,~~335~~561.8452 0.~~242~~244 6.750 6.999 ~~226~~222 5756,~~848~~463,~~563~~917.9052 6.~~726~~617 19 3,~~891~~888,~~880~~378.3631 1.~~245~~253 7.000 7.249 8584 20,~~755~~617,~~867~~164.5518 2.~~413~~416 0 0.00 0.000 7.250 7.499 0 0.00 0.000 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 1 400,~~887~~591.8824 0.047 0 0.00 0.000 >= 8.000 0 0.00 0.000 0 0.00 0.000 Total 2,~~965~~941 ~~860~~853,~~089~~301,~~074~~210.1967 100.000 1,~~280~~272 ~~312~~310,~~529~~414,~~927~~921.0385 100.000

Interest Rate Stratification (continued) G2 30Yr Conf Alt-A G3 30Yr Jumbo AltA Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.749 0 0.00 0.000 0 0.00 0.000 5.750 5.999 0 0.00 0.000 0 0.00 0.000 6.000 6.249 0 0.00 0.000 194 115,~~490~~375,~~245~~488.7302 74.~~075~~257 6.250 6.499 86 22,~~434~~425,~~901~~455.5533 27.~~012~~282 72 4039,~~419~~997,~~565~~670.1012 25.~~925~~743 6.500 6.749 9593 23,~~275~~043,~~842~~676.8776 28.~~025~~034 0 0.00 0.000 6.750 6.999 9088 26,~~931~~324,~~481~~404.6151 32.~~426~~025 0 0.00 0.000 7.000 7.249 38 10,~~011~~005,~~701~~714.1830 12.~~054~~172 0 0.00 0.000 7.250 7.499 0 0.00 0.000 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 1 400,~~887~~591.8824 0.~~483~~487 0 0.00 0.000 >= 8.000 0 0.00 0.000 0 0.00 0.000 Total ~~310~~306 8382,~~054~~199,~~815~~842.0914 100.000 266 155,~~909~~373,~~810~~158.8314 100.000

Interest Rate Stratification (continued) G4 30Yr Jumbo AltA G5 30Yr Conf Alt-A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.749 0 0.00 0.000 0 0.00 0.000 5.750 5.999 ~~167~~166 9594,~~120~~425,~~038~~348.1093 92.~~646~~598 0 0.00 0.000 6.000 6.249 13 7,~~549~~548,~~975~~195.5105 7.~~354~~402 0 0.00 0.000 6.250 6.499 0 0.00 0.000 ~~413~~409 9392,~~810~~847,~~510~~491.2050 45.~~556~~661 6.500 6.749 0 0.00 0.000 ~~352~~348 7473,~~344,~~629,668.1348 36.~~103~~210 6.750 6.999 0 0.00 0.000 ~~117~~115 2726,~~025~~251,~~201~~134.9370 1312.~~124~~910 7.000 7.249 0 0.00 0.000 4746 10,~~744~~611,~~166~~449.3788 5.~~218~~219 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 0 0.00 0.000 0 0.00 0.000 Total ~~180~~179 ~~102~~101,~~670~~973,~~013~~543.6198 100.000 ~~929~~918 ~~205~~203,~~924~~339,~~507~~744.6356 100.000

Filing Compare · CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-1