10-D 1 gsp06ar2_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: 333-132809-06 GSR Mortgage Loan Trust 2006-AR2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-132809 GS Mortgage Securities Corp. (Exact name of depositor as specified in its charter) Goldman Sachs Mortgage Company (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196729 54-2196730 54-2196731 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) 1A1 _____ _____ __X___ ____________ 2A1 _____ _____ __X___ ____________ 2A2 _____ _____ __X___ ____________ 2A3 _____ _____ __X___ ____________ 3A1 _____ _____ __X___ ____________ 3A2 _____ _____ __X___ ____________ 4A1 _____ _____ __X___ ____________ 4A2 _____ _____ __X___ ____________ 5A1 _____ _____ __X___ ____________ 5A2 _____ _____ __X___ ____________ 1X _____ _____ __X___ ____________ 1B1 _____ _____ __X___ ____________ 1B2 _____ _____ __X___ ____________ 1B3 _____ _____ __X___ ____________ 2B1 _____ _____ __X___ ____________ 2B2 _____ _____ __X___ ____________ 2B3 _____ _____ __X___ ____________ R _____ _____ __X___ ____________ 1RC _____ _____ __X___ ____________ 2RC _____ _____ __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 GSR Mortgage Loan Trust 2006-AR2. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of GSR Mortgage Loan Trust 2006-AR2, relating to the June 26, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to this form 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. GSR Mortgage Loan Trust 2006-AR2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Sherri Sharps Sherri Sharps, Vice President Date: July 10, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of GSR Mortgage Loan Trust 2006-AR2, relating to the June 26, 2006 distribution. EX-99.1 GS Mortgage Securities Corp Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 GS Mortgage Securities Corp Mortgage Pass-Through Certificates Series 2006-AR2 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 1A-1 36297TAA0 5.~~18000~~26125% 5042,~~673~~141,~~000~~917.0049 ~~196~~197,~~864~~083.6070 2A-1 36297TAB8 5.~~50595~~50117% ~~104~~101,~~564~~995,~~000~~545.0011 ~~479~~467,~~770~~579.1330 2A-2 36297TAC6 5.~~50595~~50117% 19,~~982~~491,~~000~~172.0070 9189,~~683~~353.2460 2A-3 36297TAD4 5.~~50595~~50117% 6,~~159~~007,~~000~~713.0058 2827,~~259~~541.2923 3A-1 36297TAE2 5.~~77751~~77635% ~~222~~220,~~647~~777,~~000~~692.0049 1,~~071~~062,~~954~~741.3917 3A-2 36297TAF9 5.~~77751~~77635% 1110,~~011~~918,~~000~~553.0046 5352,~~013~~557.4783 4A-1 36297TAG7 5.~~88339~~88332% 190,~~796~~561,~~000~~923.0045 ~~935~~934,~~439~~280.4037 4A-2 36297TAH5 5.~~88339~~88332% 9,~~435~~423,~~000~~424.0075 46,~~258~~200.1584 5A-1 36297TAJ1 5.~~62535~~62266% ~~287~~283,~~215~~905,~~000~~861.0016 1,~~346~~330,~~404~~255.0891 5A-2 36297TAK8 5.~~62535~~62266% 14,~~204~~040,~~000~~349.0005 6665,~~585~~786.3980 1B-1 36297TAM4 5.~~35000~~43125% 2,~~284~~283,~~000~~701.0092 911,~~164~~025.5521 1B-2 36297TAN2 5.~~52000~~60125% 1,~~002~~001,~~000~~869.0023 4,~~148~~988.2820 1B-3 36297TAP7 6.~~50000~~58125% ~~557~~556,~~000~~927.0031 23,~~715~~258.3802 1B-4 36297TAV4 6.~~50000~~58125% ~~501~~500,~~000~~934.0062 2,~~442~~930.3847 1B-5 36297TAW2 6.~~50000~~58125% ~~278~~277,~~000~~963.0072 1,~~355~~626.2509 1B-6 36297TAX0 6.~~50000~~58125% 390,~~666~~615.0001 12,~~904~~285.5010 2B-1 36297TAQ5 5.~~70804~~70606% 19,~~044~~041,~~000~~565.0066 90,~~586~~543.5955 2B-2 36297TAR3 5.~~70804~~70606% 7,~~254~~253,~~000~~072.0074 34,~~505~~488.1071 2B-3 36297TAS1 5.~~70804~~70606% 4,~~534~~533,~~000~~420.0043 21,~~566~~556.8863 2B-4 36297TAY8 5.~~70804~~70606% 4,~~081~~080,~~000~~478.0034 19,~~412~~402.1087 2B-5 36297TAZ5 5.~~70804~~70606% 3,~~174~~173,~~000~~594.0028 15,~~097~~090.7759 2B-6 36297TBA9 5.~~70804~~70606% 2,~~721~~720,~~016~~668.0018 12,~~943~~936.0691 1-X 36297TAL6 10.~~05954~~11656% 0.00 ~~49,048~~786.9152 R 36297TAT9 5.~~50595~~49732% ~~100~~0.00 0.4600 1R-C 36297TAU6 5.~~58560~~60265% ~~100~~0.00 0.4700 2R-C 36297TBB7 5.~~50595~~49732% ~~100~~0.00 0.4600 Totals ~~962~~945,~~506~~078,~~982~~964.0068 4,~~581~~494,~~124~~299.2862

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1A-1 87,~~531~~843,~~082~~202.5132 0.00 4234,~~141~~298,~~917~~715.4917 8,~~727~~040,~~947~~286.1102 0.00 2A-1 2,~~568~~092,~~454~~119.8942 0.00 ~~101~~99,~~995~~903,~~545~~425.1170 32,~~048~~559,~~225~~698.0272 0.00 2A-2 ~~490~~399,~~827~~800.3041 0.00 19,~~491~~091,~~172~~372.7029 ~~582~~489,~~510~~154.5401 0.00 2A-3 ~~151~~123,~~286~~229.4244 0.00 65,~~007~~884,~~713~~484.5813 ~~179~~150,~~545~~770.7167 0.00 3A-1 1,~~869~~145,~~307~~194.5187 0.00 ~~220~~219,~~777~~632,~~692~~497.4961 2,~~941~~207,~~261~~936.9004 0.00 3A-2 9256,~~446~~635.5457 0.00 10,~~918~~861,~~553~~917.4688 ~~145~~109,~~460~~193.0140 0.00 4A-1 ~~234~~736,~~076~~284.5578 0.00 ~~190~~189,~~561~~825,~~923~~638.4567 1,~~169~~670,~~515~~565.9515 0.00 4A-2 1136,~~575~~409.2581 0.00 9,~~423~~387,~~424~~014.7593 5782,~~833~~610.4065 0.00 5A-1 3989,~~309,138~~266.8434 0.00 ~~283~~282,~~905~~916,~~861~~594.1682 42,~~655~~319,~~542~~522.9225 0.00 5A-2 ~~163~~48,~~650~~923.9542 0.00 1413,~~040~~991,~~349~~425.0563 ~~230~~114,~~236~~710.3422 0.00 1B-1 ~~298~~316.08 0.00 2,283,~~701~~385.9284 911,~~462~~341.6329 0.00 1B-2 ~~130~~138.7766 0.00 1,001,~~869~~730.2357 45,~~279~~126.0586 0.00 1B-3 7277.6908 0.00 556,~~927~~850.3122 23,~~788~~335.0710 0.00 1B-4 6569.3833 0.00 500,~~934~~865.6228 2,~~507~~999.7680 0.00 1B-5 3638.2847 0.00 277,~~963~~925.7225 1,~~391~~664.5356 0.00 1B-6 5054.9906 0.00 390,~~615~~560.0195 12,~~955~~339.4916 0.00 2B-1 2,~~434~~452.3459 0.00 19,~~041~~039,~~565~~113.6606 9392,~~020~~996.9314 0.00 2B-2 ~~927~~934.2621 0.00 7,~~253~~252,~~072~~138.7453 35,~~432~~422.3692 0.00 2B-3 ~~579~~583.5791 0.00 4,~~533~~532,~~420~~836.4352 22,~~146~~140.4554 0.00 2B-4 ~~521~~525.6657 0.00 4,~~080~~079,~~478~~952.3476 19,~~933~~928.7644 0.00 2B-5 ~~405~~408.7277 0.00 3,173,~~594~~185.2851 15,~~503~~499.4936 0.00 2B-6 ~~347~~350.8243 0.00 2,720,~~668~~317.1875 13,~~290~~287.8834 0.00 1-X 0.00 0.00 0.00 ~~49,048~~786.9152 0.00 R ~~100~~0.00 0.00 0.00 ~~100~~0.4600 0.00 1R-C ~~100~~0.00 0.00 0.00 ~~100~~0.4700 0.00 2R-C ~~100~~0.00 0.00 0.00 ~~100~~0.4600 0.00 Totals 1713,~~428~~477,~~017~~015.3254 0.00 ~~945~~931,~~078~~601,~~964~~949.6807 2217,~~009~~971,~~141~~315.6016 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 1A-1 50,673,000.00 5042,~~673~~141,~~000~~917.0049 65,~~613~~832.2069 87,~~524~~837,~~469~~369.3263 0.00 0.00 2A-1 104,564,000.00 ~~104~~101,~~564~~995,~~000~~545.0011 17,~~386~~109.6294 2,~~551~~075,~~068~~009.2747 0.00 0.00 2A-2 19,982,000.00 19,~~982~~491,~~000~~172.0070 3,~~322~~269.5568 ~~487~~396,~~504~~530.7473 0.00 0.00 2A-3 6,159,000.00 6,~~159~~007,~~000~~713.0058 1,~~024~~007.1081 ~~150~~122,~~262~~221.3264 0.00 0.00 3A-1 222,647,000.00 ~~222~~220,~~647~~777,~~000~~692.0049 41,~~340~~184.2889 1,~~827~~104,~~967~~009.2398 0.00 0.00 3A-2 11,011,000.00 1110,~~011~~918,~~000~~553.0046 2,~~044~~036.4880 9054,~~402~~598.0678 0.00 0.00 4A-1 190,796,000.00 190,~~796~~561,~~000~~923.0045 26,~~159~~301.9037 ~~207~~709,~~916~~983.6541 0.00 0.00 4A-2 9,435,000.00 9,~~435~~423,~~000~~424.0075 1,~~293~~300.6362 1035,~~281~~109.6319 0.00 0.00 5A-1 287,215,000.00 ~~287~~283,~~215~~905,~~000~~861.0016 17,~~273~~328.69 3971,~~291,865~~937.1565 0.00 0.00 5A-2 14,204,000.00 14,~~204~~040,~~000~~349.0005 ~~854~~856.2698 ~~162~~48,~~796~~066.6944 0.00 0.00 1B-1 2,284,000.00 2,~~284~~283,~~000~~701.0092 ~~298~~316.08 0.00 0.00 0.00 1B-2 1,002,000.00 1,~~002~~001,~~000~~869.0023 ~~130~~138.7766 0.00 0.00 0.00 1B-3 557,000.00 ~~557~~556,~~000~~927.0031 7277.6908 0.00 0.00 0.00 1B-4 501,000.00 ~~501~~500,~~000~~934.0062 6569.3833 0.00 0.00 0.00 1B-5 278,000.00 ~~278~~277,~~000~~963.0072 3638.2847 0.00 0.00 0.00 1B-6 390,666.00 390,~~666~~615.0001 5054.9906 0.00 0.00 0.00 2B-1 19,044,000.00 19,~~044~~041,~~000~~565.0066 2,~~434~~452.3459 0.00 0.00 0.00 2B-2 7,254,000.00 7,~~254~~253,~~000~~072.0074 ~~927~~934.2621 0.00 0.00 0.00 2B-3 4,534,000.00 4,~~534~~533,~~000~~420.0043 ~~579~~583.5791 0.00 0.00 0.00 2B-4 4,081,000.00 4,~~081~~080,~~000~~478.0034 ~~521~~525.6657 0.00 0.00 0.00 2B-5 3,174,000.00 3,~~174~~173,~~000~~594.0028 ~~405~~408.7277 0.00 0.00 0.00 2B-6 2,721,016.00 2,~~721~~720,~~016~~668.0018 ~~347~~350.8243 0.00 0.00 0.00 R 100.00 ~~100~~0.00 0.6800 990.3200 0.00 0.00 1R-C 100.00 ~~100~~0.00 0.0800 990.9200 0.00 0.00 2R-C 100.00 ~~100~~0.00 0.6800 990.3200 0.00 0.00 Totals 962,506,982.00 ~~962~~945,~~506~~078,~~982~~964.0068 ~~123~~122,~~184~~178.7163 1713,~~304~~354,~~832~~836.6292 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1A-1 87,~~531~~843,~~082~~202.5132 4234,~~141~~298,~~917~~715.4917 0.~~83164442~~67686372 87,~~531~~843,~~082~~202.5132 2A-1 2,~~568~~092,~~454~~119.8942 ~~101~~99,~~995~~903,~~545~~425.1170 0.~~97543653~~95542850 2,~~568~~092,~~454~~119.8942 2A-2 ~~490~~399,~~827~~800.3041 19,~~491~~091,~~172~~372.7029 0.~~97543653~~95542850 ~~490~~399,~~827~~800.3041 2A-3 ~~151~~123,~~286~~229.4244 65,~~007~~884,~~713~~484.5813 0.~~97543653~~95542850 ~~151~~123,~~286~~229.4244 3A-1 1,~~869~~145,~~307~~194.5187 ~~220~~219,~~777~~632,~~692~~497.4961 0.~~99160416~~98646062 1,~~869~~145,~~307~~194.5187 3A-2 9256,~~446~~635.5457 10,~~918~~861,~~553~~917.4688 0.~~99160416~~98646062 9256,~~446~~635.5457 4A-1 ~~234~~736,~~076~~284.5578 ~~190~~189,~~561~~825,~~923~~638.4567 0.~~99877316~~99491414 ~~234~~736,~~076~~284.5578 4A-2 1136,~~575~~409.2581 9,~~423~~387,~~424~~014.7593 0.~~99877316~~99491414 1136,~~575~~409.2581 5A-1 3989,~~309,138~~266.8434 ~~283~~282,~~905~~916,~~861~~594.1682 0.~~98847853~~98503419 3989,~~309,138~~266.8434 5A-2 ~~163~~48,~~650~~923.9542 1413,~~040~~991,~~349~~425.0563 0.~~98847853~~98503419 ~~163~~48,~~650~~923.9542 1B-1 ~~298~~316.08 2,283,~~701~~385.9284 0.~~99986949~~99973110 ~~298~~316.08 1B-2 ~~130~~138.7766 1,001,~~869~~730.2357 0.~~99986949~~99973111 ~~130~~138.7766 1B-3 7277.6908 556,~~927~~850.3122 0.~~99986950~~99973110 7277.6908 1B-4 6569.3833 500,~~934~~865.6228 0.~~99986950~~99973110 6569.3833 1B-5 3638.2847 277,~~963~~925.7225 0.~~99986950~~99973112 3638.2847 1B-6 5054.9906 390,~~615~~560.0195 0.~~99986948~~99973110 5054.9906 2B-1 2,~~434~~452.3459 19,~~041~~039,~~565~~113.6606 0.~~99987217~~99974339 2,~~434~~452.3459 2B-2 ~~927~~934.2621 7,~~253~~252,~~072~~138.7453 0.~~99987217~~99974339 ~~927~~934.2621 2B-3 ~~579~~583.5791 4,~~533~~532,~~420~~836.4352 0.~~99987217~~99974339 ~~579~~583.5791 2B-4 ~~521~~525.6657 4,~~080~~079,~~478~~952.3476 0.~~99987217~~99974339 ~~521~~525.6657 2B-5 ~~405~~408.7277 3,173,~~594~~185.2851 0.~~99987217~~99974339 ~~405~~408.7277 2B-6 ~~347~~350.8243 2,720,~~668~~317.1875 0.~~99987217~~99974339 ~~347~~350.8243 R ~~100~~0.00 0.00 0.00000000 ~~100~~0.00 1R-C ~~100~~0.00 0.00 0.00000000 ~~100~~0.00 2R-C ~~100~~0.00 0.00 0.00000000 ~~100~~0.00 Totals 1713,~~428~~477,~~017~~015.3254 ~~945~~931,~~078~~601,~~964~~949.6807 0.~~98189310~~96789111 1713,~~428~~477,~~017~~015.3254

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1A-1 50,673,000.00 ~~1000~~831.~~00000000~~64441596 0.~~13050737~~11510449 ~~168~~154.~~22507687~~66559371 0.00000000 2A-1 104,564,000.00 ~~1000~~975.~~00000000~~43652796 0.~~16627730~~16363127 2419.~~39719473~~84439645 0.00000000 2A-2 19,982,000.00 ~~1000~~975.~~00000000~~43652788 0.~~16627715~~16363127 2419.~~39719448~~84439646 0.00000000 2A-3 6,159,000.00 ~~1000~~975.~~00000000~~43652866 0.~~16627699~~16363208 2419.~~39719435~~84439682 0.00000000 3A-1 222,647,000.00 ~~1000~~991.~~00000000~~60416484 0.~~18567634~~18497842 84.~~21015882~~95856661 0.00000000 3A-2 11,011,000.00 ~~1000~~991.~~00000000~~60416493 0.~~18567614~~18497866 84.~~21015893~~95856689 0.00000000 4A-1 190,796,000.00 ~~1000~~998.~~00000000~~77315798 0.~~13710927~~13785074 13.~~08973275~~72116507 0.00000000 4A-2 9,435,000.00 ~~1000~~998.~~00000000~~77315845 0.~~13710970~~13785056 13.~~08973291~~72116481 0.00000000 5A-1 287,215,000.00 ~~1000~~988.~~00000000~~47853058 0.~~06014202~~06033351 113.~~46132740~~38400728 0.00000000 5A-2 14,204,000.00 ~~1000~~988.~~00000000~~47853070 0.~~06014221~~06033371 113.~~46132709~~38400732 0.00000000 1B-1 2,284,000.00 ~~1000~~999.~~00000000~~86949212 0.~~13050788~~13838879 0.00000000 0.00000000 1B-2 1,002,000.00 ~~1000~~999.~~00000000~~86949102 0.~~13050898~~13838323 0.00000000 0.00000000 1B-3 557,000.00 ~~1000~~999.~~00000000~~86949731 0.~~13050269~~13838420 0.00000000 0.00000000 1B-4 501,000.00 ~~1000~~999.~~00000000~~86950100 0.~~13049900~~13838323 0.00000000 0.00000000 1B-5 278,000.00 ~~1000~~999.~~00000000~~86949640 0.~~13050360~~13838129 0.00000000 0.00000000 1B-6 390,666.00 ~~1000~~999.~~00000000~~86947930 0.~~13052070~~13837908 0.00000000 0.00000000 2B-1 19,044,000.00 ~~1000~~999.~~00000000~~87217286 0.~~12782714~~12878544 0.00000000 0.00000000 2B-2 7,254,000.00 ~~1000~~999.~~00000000~~87217259 0.~~12782741~~12878550 0.00000000 0.00000000 2B-3 4,534,000.00 ~~1000~~999.~~00000000~~87217247 0.~~12782753~~12878474 0.00000000 0.00000000 2B-4 4,081,000.00 ~~1000~~999.~~00000000~~87217349 0.~~12782651~~12878461 0.00000000 0.00000000 2B-5 3,174,000.00 ~~1000~~999.~~00000000~~87217391 0.~~12782609~~12878702 0.00000000 0.00000000 2B-6 2,721,016.00 ~~1000~~999.~~00000000~~87217275 0.~~12782725~~12878645 0.00000000 0.00000000 1-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 ~~1000~~0.00000000 60.~~80000000~~00000000 ~~993~~0.~~20000000~~00000000 0.00000000 1R-C 100.00 ~~1000~~0.00000000 0.~~80000000~~00000000 ~~999~~0.~~20000000~~00000000 0.00000000 2R-C 100.00 ~~1000~~0.00000000 60.~~80000000~~00000000 ~~993~~0.~~20000000~~00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1A-1 0.00000000 ~~168~~154.~~35558404~~78069820 ~~831~~676.~~64441596~~86371776 0.~~83164442~~67686372 ~~168~~154.~~35558404~~78069820 2A-1 0.00000000 2420.~~56347204~~00802781 ~~975~~955.~~43652796~~42850025 0.~~97543653~~95542850 2420.~~56347204~~00802781 2A-2 0.00000000 2420.~~56347212~~00802772 ~~975~~955.~~43652788~~42850015 0.~~97543653~~95542850 2420.~~56347212~~00802772 2A-3 0.00000000 2420.~~56347134~~00802728 ~~975~~955.~~43652866~~42849976 0.~~97543653~~95542850 2420.~~56347134~~00802728 3A-1 0.00000000 85.~~39583516~~14354503 ~~991~~986.~~60416484~~46061977 0.~~99160416~~98646062 85.~~39583516~~14354503 3A-2 0.00000000 85.~~39583507~~14354464 ~~991~~986.~~60416493~~46061938 0.~~99160416~~98646062 85.~~39583507~~14354464 4A-1 0.00000000 13.~~22684202~~85901581 ~~998~~994.~~77315798~~91414217 0.~~99877316~~99491414 13.~~22684202~~85901581 4A-2 0.00000000 13.~~22684155~~85901537 ~~998~~994.~~77315845~~91414202 0.~~99877316~~99491414 13.~~22684155~~85901537 5A-1 0.00000000 113.~~52146942~~44434079 ~~988~~985.~~47853058~~03418979 0.~~98847853~~98503419 113.~~52146942~~44434079 5A-2 0.00000000 113.~~52146930~~44434103 ~~988~~985.~~47853070~~03418966 0.~~98847853~~98503419 113.~~52146930~~44434103 1B-1 0.00000000 0.~~13050788~~13838879 999.~~86949212~~73110333 0.~~99986949~~99973110 0.~~13050788~~13838879 1B-2 0.00000000 0.~~13050898~~13838323 999.~~86949102~~73110778 0.~~99986949~~99973111 0.~~13050898~~13838323 1B-3 0.00000000 0.~~13050269~~13838420 999.~~86949731~~73109515 0.~~99986950~~99973110 0.~~13050269~~13838420 1B-4 0.00000000 0.~~13049900~~13838323 999.~~86950100~~73109780 0.~~99986950~~99973110 0.~~13049900~~13838323 1B-5 0.00000000 0.~~13050360~~13838129 999.~~86949640~~73111511 0.~~99986950~~99973112 0.~~13050360~~13838129 1B-6 0.00000000 0.~~13052070~~13837908 999.~~86947930~~73110022 0.~~99986948~~99973110 0.~~13052070~~13837908 2B-1 0.00000000 0.~~12782714~~12878544 999.~~87217286~~74338689 0.~~99987217~~99974339 0.~~12782714~~12878544 2B-2 0.00000000 0.~~12782741~~12878550 999.~~87217259~~74338710 0.~~99987217~~99974339 0.~~12782741~~12878550 2B-3 0.00000000 0.~~12782753~~12878474 999.~~87217247~~74338774 0.~~99987217~~99974339 0.~~12782753~~12878474 2B-4 0.00000000 0.~~12782651~~12878461 999.~~87217349~~74338642 0.~~99987217~~99974339 0.~~12782651~~12878461 2B-5 0.00000000 0.~~12782609~~12878702 999.~~87217391~~74338689 0.~~99987217~~99974339 0.~~12782609~~12878702 2B-6 0.00000000 0.~~12782725~~12878645 999.~~87217275~~74338629 0.~~99987217~~99974339 0.~~12782725~~12878645 1-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 1R-C 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 2R-C 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 NOTE: All classes are per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1A-1 0405/2825/06 - 0506/2425/06 2732 5.~~18000~~26125% 5042,~~673~~141,~~000~~917.0049 ~~196~~197,~~864~~083.6070 0.00 2A-1 0405/01/06 - 0405/30/06 30 5.~~50595~~50117% ~~104~~101,~~564~~995,~~000~~545.0011 ~~479~~467,~~770~~579.1330 0.00 2A-2 0405/01/06 - 0405/30/06 30 5.~~50595~~50117% 19,~~982~~491,~~000~~172.0070 9189,~~683~~353.2460 0.00 2A-3 0405/01/06 - 0405/30/06 30 5.~~50595~~50117% 6,~~159~~007,~~000~~713.0058 2827,~~259~~541.2923 0.00 3A-1 0405/01/06 - 0405/30/06 30 5.~~77751~~77635% ~~222~~220,~~647~~777,~~000~~692.0049 1,~~071~~062,~~954~~741.3917 0.00 3A-2 0405/01/06 - 0405/30/06 30 5.~~77751~~77635% 1110,~~011~~918,~~000~~553.0046 5352,~~013~~557.4783 0.00 4A-1 0405/01/06 - 0405/30/06 30 5.~~88339~~88332% 190,~~796~~561,~~000~~923.0045 ~~935~~934,~~439~~280.4037 0.00 4A-2 0405/01/06 - 0405/30/06 30 5.~~88339~~88332% 9,~~435~~423,~~000~~424.0075 46,~~258~~200.1584 0.00 5A-1 0405/01/06 - 0405/30/06 30 5.~~62535~~62266% ~~287~~283,~~215~~905,~~000~~861.0016 1,~~346~~330,~~404~~255.0891 0.00 5A-2 0405/01/06 - 0405/30/06 30 5.~~62535~~62266% 14,~~204~~040,~~000~~349.0005 6665,~~585~~786.3980 0.00 1B-1 0405/2825/06 - 0506/2425/06 2732 5.~~35000~~43125% 2,~~284~~283,~~000~~701.0092 911,~~164~~025.5521 0855.0050 1B-2 0405/2825/06 - 0506/2425/06 2732 5.~~52000~~60125% 1,~~002~~001,~~000~~869.0023 4,~~148~~988.2820 0526.0070 1B-3 0405/2825/06 - 0506/2425/06 2732 6.~~50000~~58125% ~~557~~556,~~000~~927.0031 23,~~715~~258.3802 38777.2593 1B-4 0405/2825/06 - 0506/2425/06 2732 6.~~50000~~58125% ~~501~~500,~~000~~934.0062 2,~~442~~930.3847 34699.4172 1B-5 0405/2825/06 - 0506/2425/06 2732 6.~~50000~~58125% ~~278~~277,~~000~~963.0072 1,~~355~~626.2509 19388.0927 1B-6 0405/2825/06 - 0506/2425/06 2732 6.~~50000~~58125% 390,~~666~~615.0001 12,~~904~~285.5010 26545.8362 2B-1 0405/01/06 - 0405/30/06 30 5.~~70804~~70606% 19,~~044~~041,~~000~~565.0066 90,~~586~~543.5955 0.00 2B-2 0405/01/06 - 0405/30/06 30 5.~~70804~~70606% 7,~~254~~253,~~000~~072.0074 34,~~505~~488.1071 0.00 2B-3 0405/01/06 - 0405/30/06 30 5.~~70804~~70606% 4,~~534~~533,~~000~~420.0043 21,~~566~~556.8863 0.00 2B-4 0405/01/06 - 0405/30/06 30 5.~~70804~~70606% 4,~~081~~080,~~000~~478.0034 19,~~412~~402.1087 0.00 2B-5 0405/01/06 - 0405/30/06 30 5.~~70804~~70606% 3,~~174~~173,~~000~~594.0028 15,~~097~~090.7759 0.00 2B-6 0405/01/06 - 0405/30/06 30 5.~~70804~~70606% 2,~~721~~720,~~016~~668.0018 12,~~943~~936.0691 0.00 1-X 0405/01/06 - 0405/30/06 30 10.~~05954~~11656% 5547,~~685~~153,~~666~~929.0076 494,~~167~~580.4928 0.00 R 04N/~~01/06~~A ~~- 04~~N/~~30/06~~A 30 5.~~50595~~49732% ~~100~~0.00 0.4600 0.00 1R-C 04N/~~01/06~~A ~~- 04~~N/~~30/06~~A 30 5.~~58560~~60265% ~~100~~0.00 0.4700 0.00 2R-C 04N/~~01/06~~A ~~- 04~~N/~~30/06~~A 30 5.~~50595~~49732% ~~100~~0.00 0.4600 0.00 Totals 4,~~581~~498,~~242~~093.8638 ~~118~~3,793.5874

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 1A-1 0.00 0.00 ~~196~~197,~~864~~083.6070 0.00 4234,~~141~~298,~~917~~715.4917 2A-1 0.00 0.00 ~~479~~467,~~770~~579.1330 0.00 ~~101~~99,~~995~~903,~~545~~425.1170 2A-2 0.00 0.00 9189,~~683~~353.2460 0.00 19,~~491~~091,~~172~~372.7029 2A-3 0.00 0.00 2827,~~259~~541.2923 0.00 65,~~007~~884,~~713~~484.5813 3A-1 0.00 0.00 1,~~071~~062,~~954~~741.3917 0.00 ~~220~~219,~~777~~632,~~692~~497.4961 3A-2 0.00 0.00 5352,~~013~~557.4783 0.00 10,~~918~~861,~~553~~917.4688 4A-1 0.00 0.00 ~~935~~934,~~439~~280.4037 0.00 ~~190~~189,~~561~~825,~~923~~638.4567 4A-2 0.00 0.00 46,~~258~~200.1584 0.00 9,~~423~~387,~~424~~014.7593 5A-1 0.00 0.00 1,~~346~~330,~~404~~255.0891 0.00 ~~283~~282,~~905~~916,~~861~~594.1682 5A-2 0.00 0.00 6665,~~585~~786.3980 0.00 1413,~~040~~991,~~349~~425.0563 1B-1 0855.0050 0.00 911,~~164~~025.5521 0.00 2,283,~~701~~385.9284 1B-2 0526.0070 0.00 4,~~148~~988.2820 0.00 1,001,~~869~~730.2357 1B-3 38777.2593 0.00 23,~~715~~258.3802 0.00 556,~~927~~850.3122 1B-4 34699.4172 0.00 2,~~442~~930.3847 0.00 500,~~934~~865.6228 1B-5 19388.0927 0.00 1,~~355~~626.2509 0.00 277,~~963~~925.7225 1B-6 26545.8362 0.00 12,~~904~~285.5010 0.00 390,~~615~~560.0195 2B-1 0.00 0.00 90,~~586~~543.5955 0.00 19,~~041~~039,~~565~~113.6606 2B-2 0.00 0.00 34,~~505~~488.1071 0.00 7,~~253~~252,~~072~~138.7453 2B-3 0.00 0.00 21,~~566~~556.8863 0.00 4,~~533~~532,~~420~~836.4352 2B-4 0.00 0.00 19,~~412~~402.1087 0.00 4,~~080~~079,~~478~~952.3476 2B-5 0.00 0.00 15,~~097~~090.7759 0.00 3,173,~~594~~185.2851 2B-6 0.00 0.00 12,~~943~~936.0691 0.00 2,720,~~668~~317.1875 1-X 0.00 0.00 ~~49,048~~786.9152 0.00 4739,~~153~~310,~~929~~033.7628 R 0.00 0.00 0.4600 0.00 0.00 1R-C 0.00 0.00 0.4700 0.00 0.00 2R-C 0.00 0.00 0.4600 0.00 0.00 Totals ~~118~~3,793.5874 0.00 4,~~581~~494,~~124~~299.2862 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 1A-1 50,673,000.00 5.~~18000~~26125% ~~1000~~831.~~00000000~~64441596 3.~~88499990~~88932370 0.00000000 2A-1 104,564,000.00 5.~~50595~~50117% ~~1000~~975.~~00000000~~43652796 4.~~58829167~~47170441 0.00000000 2A-2 19,982,000.00 5.~~50595~~50117% ~~1000~~975.~~00000000~~43652788 4.~~58829146~~47170453 0.00000000 2A-3 6,159,000.00 5.~~50595~~50117% ~~1000~~975.~~00000000~~43652866 4.~~58829193~~47170482 0.00000000 3A-1 222,647,000.00 5.~~77751~~77635% ~~1000~~991.~~00000000~~60416484 4.~~81459166~~77321127 0.00000000 3A-2 11,011,000.00 5.~~77751~~77635% ~~1000~~991.~~00000000~~60416493 4.~~81459177~~77321133 0.00000000 4A-1 190,796,000.00 5.~~88339~~88332% ~~1000~~998.~~00000000~~77315798 4.~~90282501~~89675030 0.00000000 4A-2 9,435,000.00 5.~~88339~~88332% ~~1000~~998.~~00000000~~77315845 4.~~90282459~~89675040 0.00000000 5A-1 287,215,000.00 5.~~62535~~62266% ~~1000~~988.~~00000000~~47853058 4.~~68779165~~63156837 0.00000000 5A-2 14,204,000.00 5.~~62535~~62266% ~~1000~~988.~~00000000~~47853070 4.~~68779147~~63156857 0.00000000 1B-1 2,284,000.00 5.~~35000~~43125% ~~1000~~999.~~00000000~~86949212 4.~~01250000~~82714974 0.~~00000000~~37456217 1B-2 1,002,000.00 5.~~52000~~60125% ~~1000~~999.~~00000000~~86949102 4.~~14000000~~97824351 0.~~00000000~~52564870 1B-3 557,000.00 6.~~50000~~58125% ~~1000~~999.~~00000000~~86949731 45.~~87500898~~84922801 01.~~06867145~~39664273 1B-4 501,000.00 6.~~50000~~58125% ~~1000~~999.~~00000000~~86950100 45.~~87500998~~84924152 01.~~06868263~~39664671 1B-5 278,000.00 6.~~50000~~58125% ~~1000~~999.~~00000000~~86949640 45.~~87500000~~84924460 01.~~06866906~~39665468 1B-6 390,666.00 6.~~50000~~58125% ~~1000~~999.~~00000000~~86947930 45.~~87500832~~84924206 01.~~06867759~~39664061 2B-1 19,044,000.00 5.~~70804~~70606% ~~1000~~999.~~00000000~~87217286 4.~~75669975~~75443972 0.00000000 2B-2 7,254,000.00 5.~~70804~~70606% ~~1000~~999.~~00000000~~87217259 4.~~75669975~~75444031 0.00000000 2B-3 4,534,000.00 5.~~70804~~70606% ~~1000~~999.~~00000000~~87217247 4.~~75670049~~75443979 0.00000000 2B-4 4,081,000.00 5.~~70804~~70606% ~~1000~~999.~~00000000~~87217349 4.~~75670179~~75444009 0.00000000 2B-5 3,174,000.00 5.~~70804~~70606% ~~1000~~999.~~00000000~~87217391 4.~~75670132~~75443919 0.00000000 2B-6 2,721,016.00 5.~~70804~~70606% ~~1000~~999.~~00000000~~87217275 4.~~75670117~~75444099 0.00000000 1-X 0.00 10.~~05954~~11656% ~~1000~~846.~~00000000~~78756935 0.~~88294697~~08225241 0.00000000 R 100.00 5.~~50595~~49732% ~~1000~~0.00000000 40.~~60000000~~00000000 0.00000000 1R-C 100.00 5.~~58560~~60265% ~~1000~~0.00000000 40.~~70000000~~00000000 0.00000000 2R-C 100.00 5.~~50595~~49732% ~~1000~~0.00000000 40.~~60000000~~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 1A-1 0.00000000 0.00000000 3.~~88499990~~88932370 0.00000000 ~~831~~676.~~64441596~~86371776 2A-1 0.00000000 0.00000000 4.~~58829167~~47170441 0.00000000 ~~975~~955.~~43652796~~42850025 2A-2 0.00000000 0.00000000 4.~~58829146~~47170453 0.00000000 ~~975~~955.~~43652788~~42850015 2A-3 0.00000000 0.00000000 4.~~58829193~~47170482 0.00000000 ~~975~~955.~~43652866~~42849976 3A-1 0.00000000 0.00000000 4.~~81459166~~77321127 0.00000000 ~~991~~986.~~60416484~~46061977 3A-2 0.00000000 0.00000000 4.~~81459177~~77321133 0.00000000 ~~991~~986.~~60416493~~46061938 4A-1 0.00000000 0.00000000 4.~~90282501~~89675030 0.00000000 ~~998~~994.~~77315798~~91414217 4A-2 0.00000000 0.00000000 4.~~90282459~~89675040 0.00000000 ~~998~~994.~~77315845~~91414202 5A-1 0.00000000 0.00000000 4.~~68779165~~63156837 0.00000000 ~~988~~985.~~47853058~~03418979 5A-2 0.00000000 0.00000000 4.~~68779147~~63156857 0.00000000 ~~988~~985.~~47853070~~03418966 1B-1 0.~~00000000~~37456217 0.00000000 4.~~01250000~~82714974 0.00000000 999.~~86949212~~73110333 1B-2 0.~~00000000~~52564870 0.00000000 4.~~14000000~~97824351 0.00000000 999.~~86949102~~73110778 1B-3 01.~~06867145~~39664273 0.00000000 45.~~87500898~~84922801 0.00000000 999.~~86949731~~73109515 1B-4 01.~~06868263~~39664671 0.00000000 45.~~87500998~~84924152 0.00000000 999.~~86950100~~73109780 1B-5 01.~~06866906~~39665468 0.00000000 45.~~87500000~~84924460 0.00000000 999.~~86949640~~73111511 1B-6 01.~~06867759~~39664061 0.00000000 45.~~87500832~~84924206 0.00000000 999.~~86947930~~73110022 2B-1 0.00000000 0.00000000 4.~~75669975~~75443972 0.00000000 999.~~87217286~~74338689 2B-2 0.00000000 0.00000000 4.~~75669975~~75444031 0.00000000 999.~~87217259~~74338710 2B-3 0.00000000 0.00000000 4.~~75670049~~75443979 0.00000000 999.~~87217247~~74338774 2B-4 0.00000000 0.00000000 4.~~75670179~~75444009 0.00000000 999.~~87217349~~74338642 2B-5 0.00000000 0.00000000 4.~~75670132~~75443919 0.00000000 999.~~87217391~~74338689 2B-6 0.00000000 0.00000000 4.~~75670117~~75444099 0.00000000 999.~~87217275~~74338629 1-X 0.00000000 0.00000000 0.~~88081752~~01412428 0.00000000 ~~846~~705.~~78756935~~92732571 R 0.00000000 0.00000000 40.~~60000000~~00000000 0.00000000 0.00000000 1R-C 0.00000000 0.00000000 40.~~70000000~~00000000 0.00000000 0.00000000 2R-C 0.00000000 0.00000000 40.~~60000000~~00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes are per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2218,~~215~~175,~~368~~678.9354 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 1324,~~539~~713.8060 Gains & Subsequent Recoveries (Realized Losses) 0.00 ~~Prepayment Penalties 0.00~~ Total Deposits 2218,~~228~~200,~~908~~392.7314 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 013,539.0080 Total Administration Fees ~~219~~215,~~767~~537.1318 Payment of Interest and Principal 2217,~~009~~971,~~141~~315.6016 Total Withdrawals (Pool Distribution Amount) 2218,~~228~~200,~~908~~392.7314 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest. NOTE: The mortgage insurance policies are provided by Republic Mortgage Insurance Co. and Mortgage Guaranty Insurance Co.

ADMINISTRATION FEES Gross Servicing Fee* ~~219~~215,~~398~~168.1947 Lender Paid Mortgage Insurance Fee - See Note 368.9471 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~219~~215,~~767~~537.1318 *Servicer Payees include: AMERICAN HOME MTG CORP; COUNTRYWIDE HOME LOANS INC.; GMAC MTG CORP; NATIONAL CITY MTG CO; PHH US MTG CORP; RESIDENTIAL FUNDING CORP; VIRTUAL BANK MORTGAGE; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Net WAC Reserve Fund 1,000.00 ~~118~~3,793.5875 ~~118~~3,793.5875 1,000.00

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 5.~~985481~~980245% Weighted Average Net Coupon 5.~~711947~~707038% Weighted Average Pass-Through Rate 5.~~711487~~706570% Weighted Average Remaining Term ~~356~~355 Beginning Scheduled Collateral Loan Count 2,~~149~~106 Number Of Loans Paid In Full 4331 Ending Scheduled Collateral Loan Count 2,~~106~~075 Beginning Scheduled Collateral Balance ~~962~~945,~~506~~078,~~982~~965.0063 Ending Scheduled Collateral Balance ~~945~~931,~~078~~601,~~965~~950.6307 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~945~~931,~~169~~689,~~430~~906.6520 Monthly P&I Constant 4,~~924~~832,~~073~~015.9731 Special Servicing Fee 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~123~~122,~~184~~178.7264 Unscheduled Principal 1713,~~304~~354,~~832~~836.6392

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 65.~~037994~~966560 5.~~784120~~779104 Weighted Average Net Rate 5.~~767588~~700053 5.~~505946~~501174 Pass-Through Rate 5.~~767588~~700053 5.~~505946~~501174 Weighted Average Remaining Term ~~349~~348 ~~355~~354 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~287~~240,~~459~~982.4201 ~~682~~666,~~456~~078.6349 Beginning Loan Count ~~159~~137 ~~429~~420 Loans Paid in Full 2216 9 Ending Loan Count ~~137~~121 ~~420~~411 Beginning Scheduled Balance 5547,~~685~~153,~~766~~930.8110 ~~136~~133,~~863~~652,~~943~~150.6087 Ending Scheduled Balance 4739,~~153~~310,~~930~~034.1009 ~~133~~131,~~652~~035,~~150~~968.8763 Scheduled Principal 76,~~267~~526.4738 22,~~758~~420.7540 Unscheduled Principal 87,~~524~~837,~~569~~369.2463 32,~~189~~593,~~033~~761.9884 Scheduled Interest ~~280~~234,~~191~~455.9563 ~~659~~643,~~697~~658.8809 Servicing Fees 1210,~~548~~472.1736 3130,~~726~~955.6803 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~267~~223,~~643~~983.7827 ~~627~~612,~~971~~703.2006 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group 3 Group 4 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 6.~~072548~~071184 6.~~142916~~142849 Weighted Average Net Rate 5.~~779316~~778174 5.~~883395~~883318 Pass-Through Rate 5.~~777506~~776351 5.~~883395~~883318 Weighted Average Remaining Term ~~357~~356 ~~357~~356 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~283~~273,~~563~~196.6307 1,~~102~~100,~~047~~928.6158 Beginning Loan Count ~~573~~568 402 Loans Paid in Full 53 02 Ending Loan Count ~~568~~565 ~~402~~400 Beginning Scheduled Balance ~~244~~242,~~668~~704,~~524~~726.7328 209,~~665~~419,~~985~~040.5007 Ending Scheduled Balance ~~242~~241,~~704~~500,~~726~~842.2826 ~~209~~208,~~419~~645,~~040~~043.0744 Scheduled Principal 45,~~429~~275.1626 28,~~747~~904.1503 Unscheduled Principal 1,~~918~~158,~~369~~608.2976 ~~218~~745,~~198~~092.2860 Scheduled Interest 1,~~238~~227,~~134~~920.4781 1,~~073~~072,~~300~~024.4655 Servicing Fees 59,~~787~~262.2740 45,~~344~~292.0116 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 368.9471 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~177~~168,~~978~~289.2670 1,~~027~~026,~~956~~732.4539 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group 5 Total Collateral Description Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 5.~~891455~~888638 5.~~985481~~980245 Weighted Average Net Rate 5.~~625345~~622663 5.~~711947~~707038 Pass-Through Rate 5.~~625345~~622663 5.~~711487~~706570 Weighted Average Remaining Term 354 355 ~~356~~ Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~568~~550,~~546~~830.6816 4,~~924~~832,~~073~~015.9731 Beginning Loan Count ~~586~~579 2,~~149~~106 Loans Paid in Full 71 4331 Ending Loan Count ~~579~~578 2,~~106~~075 Beginning Scheduled Balance ~~315~~312,~~622~~149,~~762~~118.3431 ~~962~~945,~~506~~078,~~982~~965.9863 Ending Scheduled Balance ~~312~~311,~~149~~110,~~118~~061.3165 ~~945~~931,~~078~~601,~~965~~950.6307 Scheduled Principal 1819,~~982~~052.1957 ~~123~~122,~~184~~178.7264 Unscheduled Principal 31,~~454~~020,~~661~~004.8409 1713,~~304~~354,~~832~~836.6392 Scheduled Interest 1,~~549~~531,~~564~~777.4959 4,~~800~~709,~~889~~836.2567 Servicing Fees 69,~~992~~186.0652 ~~219~~215,~~398~~168.1947 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 368.9471 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,~~479~~462,~~572~~591.4307 4,~~581~~494,~~122~~299.1249 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Structural Reporting Senior Percentage - Group 1 9089.~~998298~~370955% Senior Percentage - Group 2 95.~~500098~~392727% Senior Percentage - Group 3 95.~~499820~~464250% Senior Percentage - Group 4 95.~~499992~~495304% Senior Percentage - Group 5 95.~~499766~~449961% Senior Prepay Percentage - Group 1 100.000000% Senior Prepay Percentage - Group 2 100.000000% Senior Prepay Percentage - Group 3 100.000000% Senior Prepay Percentage - Group 4 100.000000% Senior Prepay Percentage - Group 5 100.000000% Subordinate Prepay Percentage - Group 1 0.000000% Subordinate Prepay Percentage - Group 2 0.000000% Subordinate Prepay Percentage - Group 3 0.000000% Subordinate Prepay Percentage - Group 4 0.000000% Subordinate Prepay Percentage - Group 5 0.000000% Trigger Event Reporting Delinquency Test - Short Reset Loan Group Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Cumulative Loss Test - Short Reset Loan Group Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Interest Trigger - Short Reset Loan Group Trigger Result Pass Two Times Test Trigger - Short Reset Loan Group Trigger Result Pass Delinquency Test - Hybrid Loan Group Trigger Result Pass Threshold Value 50.000000% Calculated Value 1.~~915310~~469507% Cumulative Loss Test - Hybrid Loan Group Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Interest Trigger - Hybrid Loan Group Shifting Interest Trigger - Hybrid Loan Group Trigger Result Pass Two Times Test Trigger - Hybrid Loan Group 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 01 0 0 01 0398,999.0036 0.00 0.00 0398,999.0036 30 Days 414 0 0 0 414 24,~~027~~582,~~916~~565.6240 0.00 0.00 0.00 24,~~027~~582,~~916~~565.6240 60 Days 21 0 0 0 21 ~~781~~417,600.00 0.00 0.00 0.00 ~~781~~417,600.00 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 615 01 0 0 616 25,~~809~~000,~~516~~165.6240 0398,999.0036 0.00 0.00 25,~~809~~399,~~516~~164.6276 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~~048193% 0.000000% 0.000000% 0.~~000000~~048193% 0.~~000000~~042825% 0.000000% 0.000000% 0.~~000000~~042825% 30 Days 0.~~189934~~674699% 0.000000% 0.000000% 0.000000% 0.~~189934~~674699% 0.~~214556~~491855% 0.000000% 0.000000% 0.000000% 0.~~214556~~491855% 60 Days 0.~~094967~~048193% 0.000000% 0.000000% 0.000000% 0.~~094967~~048193% 0.~~082694~~044822% 0.000000% 0.000000% 0.000000% 0.~~082694~~044822% 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.~~284900~~722892% 0.~~000000~~048193% 0.000000% 0.000000% 0.~~284900~~771084% 0.~~297250~~536677% 0.~~000000~~042825% 0.000000% 0.000000% 0.~~297250~~579502% NOTE: More detailed information regarding the mortgage loans, including the percentage of mortgage loans affected by Hurricane Katrina, can be viewed at http://www.absnet.net/subscribe/gsdata.asp. The information will be posted when it becomes available.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1324,~~539~~713.8060

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 0398,999.0036 0.00 0.00 0398,999.0036 30 Days 05 0 0 0 05 01,462,518.0084 0.00 0.00 0.00 01,462,518.0084 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 05 01 0 0 06 01,462,518.0084 0398,999.0036 0.00 0.00 01,861,518.0020 0-29 Days 0.~~000000~~826446% 0.000000% 0.000000% 0.~~000000~~826446% 01.~~000000~~014919% 0.000000% 0.000000% 01.~~000000~~014919% 30 Days 04.~~000000~~132231% 0.000000% 0.000000% 0.000000% 04.~~000000~~132231% 03.~~000000~~720153% 0.000000% 0.000000% 0.000000% 03.~~000000~~720153% 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 04.~~000000~~132231% 0.~~000000~~826446% 0.000000% 0.000000% 04.~~000000~~958678% 03.~~000000~~720153% 01.~~000000~~014919% 0.000000% 0.000000% 04.~~000000~~735073% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 14 0 0 0 14 ~~240~~855,~~000~~203.0044 0.00 0.00 0.00 ~~240~~855,~~000~~203.0044 60 Days 21 0 0 0 21 ~~781~~417,600.00 0.00 0.00 0.00 ~~781~~417,600.00 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 35 0 0 0 35 1,~~021~~272,~~600~~803.0044 0.00 0.00 0.00 1,~~021~~272,~~600~~803.0044 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~238095~~973236% 0.000000% 0.000000% 0.000000% 0.~~238095~~973236% 0.~~179550~~652575% 0.000000% 0.000000% 0.000000% 0.~~179550~~652575% 60 Days 0.~~476190~~243309% 0.000000% 0.000000% 0.000000% 0.~~476190~~243309% 0.~~584733~~318655% 0.000000% 0.000000% 0.000000% 0.~~584733~~318655% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~714286~~216545% 0.000000% 0.000000% 0.000000% 01.~~714286~~216545% 0.~~764282~~971230% 0.000000% 0.000000% 0.000000% 0.~~764282~~971230% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 1184,000~~,000~~.00 0.00 0.00 0.00 1184,000~~,000~~.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 1 0 0 0 1 1184,000~~,000~~.00 0.00 0.00 0.00 1184,000~~,000~~.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~176056~~176991% 0.000000% 0.000000% 0.000000% 0.~~176056~~176991% 0.~~411963~~076179% 0.000000% 0.000000% 0.000000% 0.~~411963~~076179% 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.~~176056~~176991% 0.000000% 0.000000% 0.000000% 0.~~176056~~176991% 0.~~411963~~076179% 0.000000% 0.000000% 0.000000% 0.~~411963~~076179% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 03 0 0 0 03 01,621,143.0012 0.00 0.00 0.00 01,621,143.0012 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 03 0 0 0 03 01,621,143.0012 0.00 0.00 0.00 01,621,143.0012 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~750000% 0.000000% 0.000000% 0.000000% 0.~~000000~~750000% 0.~~000000~~776919% 0.000000% 0.000000% 0.000000% 0.~~000000~~776919% 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~~750000% 0.000000% 0.000000% 0.000000% 0.~~000000~~750000% 0.~~000000~~776919% 0.000000% 0.000000% 0.000000% 0.~~000000~~776919% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 21 0 0 0 21 ~~787~~459,~~916~~700.6200 0.00 0.00 0.00 ~~787~~459,~~916~~700.6200 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 21 0 0 0 21 ~~787~~459,~~916~~700.6200 0.00 0.00 0.00 ~~787~~459,~~916~~700.6200 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~345423~~173010% 0.000000% 0.000000% 0.000000% 0.~~345423~~173010% 0.~~252406~~147753% 0.000000% 0.000000% 0.000000% 0.~~252406~~147753% 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.~~345423~~173010% 0.000000% 0.000000% 0.000000% 0.~~345423~~173010% 0.~~252406~~147753% 0.000000% 0.000000% 0.000000% 0.~~252406~~147753%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 364,580.89 0.03787826% 364,580.89 0.~~03857676~~03913484% Fraud 10,181,927.50 1.05785492% 10,181,927.50 1.~~07736262~~09294828% Special Hazard 11,061,940.00 1.14928413% 11,061,940.00 1.~~17047785~~18741057% Limit of Subordinate's Exposure to Certain Types of Losses

REO Detail - All Mortgage Loans in REO during Current Period

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

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

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

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 0399,200.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0398,999.0036 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 01 ~~Nov~~Dec-05 0.000% Original Principal Balance 0399,200.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0398,999.0036 ~~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~~043% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 0399,200.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0398,999.0036 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 01 ~~Nov~~Dec-05 0.000% Original Principal Balance 0399,200.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0398,999.0036 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 01.~~000~~015% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 5 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance NoGroup ~~Bankruptcy~~1 ~~Loans~~0601192646 ~~this~~Jun-2006 ~~Period~~01-Apr-2005 CA 80.00 399,200.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest NoGroup ~~Bankruptcy~~1 ~~Loans~~0601192646 ~~this~~398,999.36 ~~Period~~01-May-2006 0 6.875% 4,405.62

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

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1 2216 87,~~573~~408,~~270~~850.00 86,~~515~~930,~~146~~735.0694 0 0.00 0.00 Group 2 9 32,~~170~~564,~~467~~208.00 32,~~166~~563,~~013~~138.8270 0 0.00 0.00 Group 3 53 1,~~903~~042,~~920~~000.00 1,~~901~~041,~~565~~650.2369 0 0.00 0.00 Group 4 02 0639,516.00 0638,647.0086 0 0.00 0.00 Group 5 71 2362,~~513,400~~000.00 2361,~~512,420~~994.5463 0 0.00 0.00 Total 4331 1612,~~161~~016,~~057~~574.00 1611,~~095~~536,~~145~~167.6582 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 10909,~~075~~314.6140 Group 2 0 0.00 0.00 0 0.00 0.00 2330,~~475~~893.4371 Group 3 0 0.00 0.00 0 0.00 0.00 17116,~~198~~958.07 Group 4 0 0.00 0.00 0 0.00 0.00 ~~218~~106,~~198~~444.2874 Group 5 0 0.00 0.00 0 0.00 0.00 ~~942~~658,~~241~~009.3046 Total 0 0.00 0.00 0 0.00 0.00 1,~~211~~821,~~188~~620.6938

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0004199942~~0004097474 AZFL 7075.0013 01-~~Oct~~Jul-2005 ~~178~~140,500.00 ~~178~~140,~~499~~500.6700 Group 1 ~~0004211812~~0004222218 GANJ 8084.0093 01-Oct-2005 ~~352~~310,000.00 ~~352~~310,000.00 Group 1 ~~0004221391~~0004227482 NMIL 8873.~~36 01-Oct-2005 243,000.00 242,949.~~38 ~~Group 1 0004229709 NC 47.79~~ 01-~~Oct~~Dec-2005 ~~540~~499,000.00 ~~540~~499,000.00 Group 1 ~~0004260079~~0004269215 AZGA 8075.0016 01-Oct-2005 ~~288~~409,~~000~~600.00 ~~288~~409,~~000~~600.00 Group 1 ~~0004264312~~0004297434 ILTX 6280.~~38 01-Oct-2005 602,000.~~00 ~~601,871.45 Group 1 0004269917 NJ 63.64~~ 01-~~Oct~~Nov-2005 ~~210~~416,000.00 ~~210~~411,~~000~~657.0079 Group 1 ~~0004289206~~0004305228 CAVA 7580.00 01-~~Oct-2005 450,000.00 450,000.00 Group 1 0004304551 CA 45.89 01-~~Nov-2005 ~~401~~533,~~500~~600.00 ~~398~~174,~~969~~002.9914 Group 1 ~~0601151258~~0577794605 MIOH 7150.2445 01-Apr-2005 ~~634~~252,~~000~~250.00 ~~616~~250,~~125~~175.9200 Group 1 ~~0601176997~~0601138073 WIVA 6473.3603 01-~~May~~Apr-2005 650,000.00 ~~637~~545,~~830~~422.8224 Group 1 ~~0601178291~~0601153209 AZNC 7163.7482 01-~~Apr~~May-2005 ~~699~~181,~~500~~900.00 ~~699~~181,~~500~~900.00 Group 1 ~~0601181809~~0601162033 MDAZ 80.00 01-Apr-2005 ~~280~~420,000.00 ~~279~~419,~~064~~796.4786 Group 1 ~~0601195465~~0601163185 CA 4777.6230 01-~~May~~Apr-2005 1487,000~~,000~~.00 ~~999~~486,~~863~~999.8799 Group 1 ~~0601196169~~0601171722 MDIL 64.1000 01-May-2005 ~~250~~960,000.00 ~~246~~960,~~329~~000.1700 Group 1 ~~0601197954~~0601172895 FLIL 8051.0084 01-Apr-2005 ~~328~~395,~~320~~000.00 ~~324~~395,~~723~~000.8600 Group 1 ~~0601199002~~0601179075 MIAZ 8058.0015 01-May-2005 ~~257~~756,~~600~~000.00 ~~250~~756,~~850~~000.00 Group 1 ~~0601208146~~0601179635 IL 8047.0040 01-May-2005 ~~370~~237,~~400.00 370,400.00 Group 1 0601208469 MI 44.54 01-Mar-2005 216,~~000.00 ~~210~~227,~~000~~001.0021 Group 1 ~~0601209836~~0601203402 NJAZ 1560.4978 01-~~Apr~~May-2005 ~~127~~761,000.00 ~~126~~761,~~999.94 Group 1 0601209847 IL 59.84 01-Apr-2005 254,300.00 250,~~000.00 Group 12 ~~0601211149~~0004254611 VAWA 6580.00 01-~~Apr~~Oct-2005 ~~241~~174,~~150~~400.00 ~~240~~174,~~515~~399.0994 Group 2 ~~0003886827~~0004318423 CA 8059.0063 01-~~Feb~~Nov-~~2006~~2005 ~~496~~195,000.00 ~~496~~195,000.00 Group 2 ~~0004526524~~0004335084 SCWA ~~75.00 01-Mar-2006 118,332.00 118,332.00 Group 2 0009910401 IN~~ 80.00 01-~~Jun~~Nov-2005 ~~288~~244,~~000~~908.00 ~~284~~244,~~030~~906.5031 Group 2 ~~0010221661~~0010224171 CACO 8075.00 01-Dec-2005 ~~386~~487,~~710~~500.00 ~~386~~487,~~710~~500.00 Group 2 ~~0010232245~~0010257385 NVFL 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~908~~358,~~000~~400.00 ~~908~~358,~~000.00 Group 2 0010283333 CO 69.98 01-Dec-2005 437,~~400.00 ~~437,399.99~~ Group 2 ~~0010288713~~0010288639 NVAZ 8073.0083 01-~~May~~Jan-~~2005~~2006 ~~225~~426,~~600~~000.00 ~~225~~425,~~058~~999.1697 Group 2 ~~0010303823~~0010303925 VACO 80.00 01-Feb-2006 ~~192~~228,000.00 ~~191~~228,~~950~~000.00 Group 2 ~~7104211722~~0010314317 FLMI 7557.0014 01-~~Mar~~Feb-2006 ~~118~~300,~~425~~000.00 ~~118~~298,~~077~~661.9091 Group 32 ~~0114459017~~0588029801 VAIN 8076.0092 01-Nov-2005 ~~375~~150,~~200~~000.00 ~~372~~150,~~461~~000.0700 Group 3 ~~0115876988~~0004197698 MDCA 80.00 01-~~Feb~~Mar-2006 ~~433~~659,~~520~~600.00 ~~433~~659,~~520~~600.00 Group 3 ~~9000012824~~0004482185 AZIL 8057.0014 01-~~Nov~~Mar-~~2005~~2006 ~~187,~~200~~.00 187~~,~~200~~000.00 ~~Group 3 9000012844 CA 65.82 01-Nov-2005 260~~200,000.00 ~~259,990.15~~ Group 3 ~~9000014269~~0004482197 CAIL 80.00 01-Feb-2006 ~~648~~182,~~000.00 648,000.00 Group 5 0009867728 VA 80.00 01-Aug-2005 540,000.00 540,000.00 Group 5 0009927208 NV 51.00 01-Sep-2005 137,~~400.00 ~~137~~182,~~395~~050.4569 Group 54 ~~0009927432~~0003830778 GAFL 9077.0050 01-~~Sep~~Mar-~~2005~~2006 ~~139~~135,~~500~~900.00 ~~138~~135,~~536~~031.4486 Group 54 ~~0010157251~~0107234643 CA 80.00 01-~~Oct~~Feb-~~2005 488,000.00 488,000.00 Group 5 0124698956 CA 46.92 01-Mar-~~2006 ~~563~~503,~~000~~616.00 ~~562~~503,~~990~~616.~~94 Group 5 1000996023 WA 79.63 01-Dec-2005 189,500.~~00 ~~189,497.70~~ Group 5 ~~1001025970~~0009927252 CA 8061.00 01-~~Dec~~Sep-2005 ~~456~~362,000.00 ~~456~~361,~~000~~994.0163

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0004199942~~0004097474 Loan Paid in Full 0 6.~~875~~500% 360 711 Group 1 ~~0004211812~~0004222218 Loan Paid in Full 0 6.875% 360 78 Group 1 ~~0004221391~~0004227482 Loan Paid in Full 0 65.~~875~~750% 360 ~~7 Group 1 0004229709 Loan Paid in Full 0~~ 6~~.875%~~ ~~360 7~~ Group 1 ~~0004260079~~0004269215 Loan Paid in Full ~~0 6.875% 360 7 Group~~ (1) ~~0004264312 Loan Paid in Full 0~~ 6.875% 360 78 Group 1 ~~0004269917~~0004297434 Loan Paid in Full 0 64.~~875~~625% 360 7 Group 1 ~~0004289206~~0004305228 Loan Paid in Full ~~0 6.875% 360 7 Group~~ (1) ~~0004304551 Loan Paid in Full 0~~ 5.000% 360 67 Group 1 ~~0601151258~~0577794605 Loan Paid in Full 0 6.~~375% 360 13 Group 1 0601176997 Loan Paid in Full 0 6.~~250% 360 1214 Group 1 ~~0601178291~~0601138073 Loan Paid in Full 0 65.~~375~~875% 360 1314 Group 1 ~~0601181809~~0601153209 Loan Paid in Full ~~0 6.500% 360 13 Group~~ (1) ~~0601195465 Loan Paid in Full 0 6~~7.250% 360 1213 Group 1 ~~0601196169~~0601162033 Loan Paid in Full ~~0 6.500% 360 12 Group~~ (1) ~~0601197954 Loan Paid in Full 0~~ 6.~~625~~375% 360 1314 Group 1 ~~0601199002~~0601163185 Loan Paid in Full 0 6.875% 360 1214 Group 1 ~~0601208146~~0601171722 Loan Paid in Full 0 6.~~375~~125% 360 1213 Group 1 ~~0601208469~~0601172895 Loan Paid in Full 0 6.~~000~~375% 360 14 Group 1 ~~0601209836~~0601179075 Loan Paid in Full 0 6.~~750~~250% 360 13 Group 1 ~~0601209847~~0601179635 Loan Paid in Full 0 67.~~750~~000% 360 13 Group 1 ~~0601211149~~0601203402 Loan Paid in Full 0 6.~~750~~875% 360 13 Group 2 ~~0003886827~~0004254611 Loan Paid in Full 0 65.~~250~~500% 360 38 Group 2 ~~0004526524~~0004318423 Loan Paid in Full 0 65.625% 360 27 Group 2 ~~0009910401~~0004335084 Loan Paid in Full 0 5.~~375~~250% 360 117 Group 2 ~~0010221661~~0010224171 Loan Paid in Full 0 65.~~000~~875% 360 56 Group 2 ~~0010232245~~0010257385 Loan Paid in Full 0 6.~~125~~375% 360 5 Group 2 ~~0010283333~~0010288639 Loan Paid in Full 0 6.~~375~~625% 360 5 Group 2 ~~0010288713~~0010303925 Loan Paid in Full 0 46.~~750~~375% 360 124 Group 2 ~~0010303823~~0010314317 Loan Paid in Full 0 56.~~750~~625% 360 34 Group 2 ~~7104211722~~0588029801 Loan Paid in Full 0 6.125% 360 27 Group 3 ~~0114459017~~0004197698 Loan Paid in Full 0 56.~~875~~625% 360 63 Group 3 ~~0115876988~~0004482185 Loan Paid in Full 0(1) 6.~~875~~250% 360 3 Group 3 ~~9000012824~~0004482197 Loan Paid in Full 0 6.500% 360 64 Group 34 ~~9000012844~~0003830778 Loan Paid in Full 0(1) ~~5.875% 360~~ 6 ~~Group 3 9000014269 Loan Paid in Full 0 6~~.~~125~~000% 360 3 Group 54 ~~0009867728~~0107234643 Loan Paid in Full 0(1) ~~5.875% 360 9 Group 5 0009927208 Loan Paid in Full 0~~ 6.~~125% 360 8 Group 5 0009927432 Loan Paid in Full 0 6.~~250% 360 84 Group 5 ~~0010157251~~0009927252 Loan Paid in Full 0(1) ~~6.500% 360 7 Group~~ 5 ~~0124698956 Loan Paid in Full 0 6~~.~~375% 360 2 Group 5 1000996023 Loan Paid in Full 0 5.625% 360 5 Group 5 1001025970 Loan Paid in Full 0 5.~~750% 360 59

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 1.~~798~~413% Current Month 1915.~~566~~701% Current Month 21,~~218~~465.~~161~~029% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 19.566% N/A May-2006 2,218.161% N/A Jun-2006 15.701% N/A Jun-2006 1,465.029% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 1516.~~310~~623% Current Month 8688.~~387~~714% Current Month 3,~~976~~739.~~394~~819% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 86.387% N/A May-2006 3,976.394% N/A Jun-2006 88.714% N/A Jun-2006 3,739.819% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 21.~~330~~941% Current Month 2420.~~645~~960% Current Month 21,~~533~~785.~~408~~860% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 24.645% N/A May-2006 2,533.408% N/A Jun-2006 20.960% N/A Jun-2006 1,785.860% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 SMM CPR PSA Current Month 0.~~784~~477% Current Month 95.~~015~~581% Current Month ~~1,460~~682.~~293~~151% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 9.015% N/A May-2006 1,460.293% N/A Jun-2006 5.581% N/A Jun-2006 682.151% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 4 SMM CPR PSA Current Month 0.~~104~~356% Current Month 14.~~242~~187% Current Month ~~205~~519.~~160~~843% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 1.242% N/A May-2006 205.160% N/A Jun-2006 4.187% N/A Jun-2006 519.843% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 5 SMM CPR PSA Current Month 10.~~095~~327% Current Month 123.~~373~~852% Current Month ~~1,189~~310.~~841~~667% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 12.373% N/A May-2006 1,189.841% N/A Jun-2006 3.852% N/A Jun-2006 310.667% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.500 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 1 9695,~~117~~867.25 0.010 0 0.00 0.000 4.000 4.249 4 1,~~767~~766,~~554~~455.1386 0.~~187~~190 3 1,~~545~~544,~~554~~455.1386 3.~~278~~929 4.250 4.499 4 1,935,142.00 0.~~205~~208 3 1,480,750.00 3.~~140~~767 4.500 4.749 1211 43,~~053~~639,~~197~~242.9014 0.~~429~~391 98 32,~~064~~651,~~737~~924.5668 6.~~499~~746 4.750 4.999 29 8,~~362~~357,~~007~~093.2834 0.~~885~~897 9 2,~~999~~998,~~584~~047.7562 67.~~361~~627 5.000 5.249 5553 20,~~696~~270,~~594~~860.4472 2.~~190~~176 97 3,~~720~~305,~~796~~310.8838 78.~~891~~408 5.250 5.499 ~~143~~142 56,~~748~~084,~~462~~886.1803 6.~~005~~020 6 2,~~362~~064,~~630~~878.2666 5.~~010~~253 5.500 5.749 ~~297~~295 129,~~925~~513,~~511~~387.4618 13.~~748~~902 2 385,~~881~~746.0716 0.~~818~~981 5.750 5.999 ~~511~~507 ~~234~~232,~~254~~279,~~670~~035.8426 24.~~787~~933 42 1838,~~883,751~~715.7487 32.~~995~~134 6.000 6.249 ~~368~~365 ~~172~~171,~~998~~622,~~758~~061.4956 18.~~305~~422 87 21,~~573~~613,~~736~~458.0107 54.~~458~~104 6.250 6.499 ~~362~~354 ~~171~~167,~~018~~361,~~233~~546.78 18 17.~~096~~965 2218 87,~~873~~051,~~270~~164.7211 1817.~~818~~937 6.500 6.749 ~~176~~171 8078,~~590~~800,~~726~~931.4449 8.~~527~~459 1312 3,~~890~~749,~~890~~878.0287 89.~~251~~539 6.750 6.999 ~~126~~122 5552,~~325~~906,~~262~~242.5009 5.~~854~~679 4440 1310,~~354~~944,~~545~~360.7535 2827.~~321~~841 7.000 7.249 1110 3,~~563~~336,~~883~~434.0190 0.~~377~~358 43 ~~835~~608,~~901~~900.2100 1.~~773~~549 7.250 7.499 43 21,~~057~~874,~~443~~920.9361 0.~~218~~201 10 ~~181,900~~0.00 0.~~386~~000 7.500 7.749 34 1,~~685~~757,~~400~~843.0046 0.~~178~~189 01 072,443.0046 0.~~000~~184 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 >= 8.500 0 0.00 0.000 0 0.00 0.000 Total 2,~~106~~075 ~~945~~931,~~078~~601,~~965~~950.6307 100.000 ~~137~~121 4739,~~153~~310,~~930~~034.1009 100.000

Interest Rate Stratification (continued) Group 2 Group 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.500 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 1 9695,~~117~~867.25 0.~~072~~073 0 0.00 0.000 4.000 4.249 1 222,000.00 0.~~166~~169 0 0.00 0.000 4.250 4.499 0 0.00 0.000 1 454,392.00 0.~~187~~188 4.500 4.749 1 337,~~312~~301.0052 0.~~252~~257 1 295,920.00 0.~~122~~123 4.750 4.999 13 3,~~174~~173,~~605~~800.2158 2.~~375~~422 5 1,~~360~~359,~~459~~488.0157 0.~~561~~563 5.000 5.249 29 8,~~689~~680,~~643~~439.5867 6.~~502~~624 4 1,~~798~~797,~~194~~335.9035 0.~~741~~744 5.250 5.499 5958 1817,~~148~~898,~~571~~446.1979 13.~~579~~659 26 10,~~708~~601,~~313~~800.0334 4.~~412~~390 5.500 5.749 7674 24,~~983~~609,~~544~~760.1627 18.~~693~~781 71 30,~~712~~696,~~866~~480.3158 12.~~654~~711 5.750 5.999 9897 3332,~~223~~723,~~830~~218.4977 24.~~858~~973 137 56,~~313~~300,~~835~~514.9795 23.~~203~~313 6.000 6.249 5251 16,~~604~~450,~~559~~988.8735 12.~~424~~555 100 42,~~298~~290,~~300~~270.7698 17.~~428~~511 6.250 6.499 5250 1716,~~378~~777,~~446~~979.9743 1312.~~003~~804 ~~105~~104 46,~~523~~317,~~286~~405.8114 19.~~169~~179 6.500 6.749 3028 87,~~056~~330,~~725~~631.6745 65.~~028~~594 6967 2928,~~107~~261,~~551~~487.1247 11.~~993~~702 6.750 6.999 7 1,~~959~~958,~~250~~613.5594 1.~~466~~495 43 21,~~053~~048,~~549~~132.2229 8.~~675~~716 7.000 7.249 0 0.00 0.000 4 1,~~255~~254,~~057~~614.1559 0.~~517~~520 7.250 7.499 1 ~~777~~776,~~543~~920.9361 0.~~582~~593 1 448,000.00 0.~~185~~186 7.500 7.749 0 0.00 0.000 1 375,000.00 0.155 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 >= 8.500 0 0.00 0.000 0 0.00 0.000 Total ~~420~~411 ~~133~~131,~~652~~035,~~150~~968.8763 100.000 ~~568~~565 ~~242~~241,~~704~~500,~~726~~842.2826 100.000

Interest Rate Stratification (continued) Group 4 Group 5 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.500 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 0 0.00 0.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 1 ~~355~~354,~~228~~095.3494 0.170 0 0.00 0.000 4.750 4.999 1 ~~297~~296,~~126~~216.3559 0.142 1 ~~530~~529,~~231~~539.9698 0.170 5.000 5.249 4 1,792,~~853~~669.3559 0.~~856~~859 9 4,695,105.73 1.~~504~~509 5.250 5.499 12 4,~~077~~075,~~012~~853.0326 1.~~947~~953 40 21,~~451~~443,~~935~~906.6798 6.~~872~~893 5.500 5.749 42 14,~~809~~805,~~996~~346.8877 7.~~072~~096 106 59,~~033~~016,~~223~~053.0440 18.~~912~~970 5.750 5.999 87 41,~~048~~037,~~051~~583.2497 19.~~601~~669 ~~185~~184 101,~~785~~379,~~201~~001.4070 32.~~608~~586 6.000 6.249 9594 50,~~402~~163,~~412~~577.1312 24.~~068~~043 113 61,~~119~~103,~~749~~767.7204 19.~~580~~641 6.250 6.499 9796 5251,~~383~~874,~~845~~518.1283 2524.~~014~~863 86 45,~~859~~340,~~384~~478.1667 14.~~691~~574 6.500 6.749 39 27,~~083~~078,~~603~~033.3896 12.~~933~~978 25 12,~~451~~380,~~956~~899.2574 3.~~989~~980 6.750 6.999 20 14,~~324~~322,~~511~~747.2541 6.~~840~~865 12 4,~~633~~632,~~405~~388.7310 1.~~484~~489 7.000 7.249 1 884,000.00 0.~~422~~424 2 588,~~924~~920.6531 0.189 7.250 7.499 1 650,000.00 0.~~310~~312 0 0.00 0.000 7.500 7.749 2 1,310,400.00 0.~~626~~628 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 >= 8.500 0 0.00 0.000 0 0.00 0.000 Total ~~402~~400 ~~209~~208,~~419~~645,~~040~~043.0744 100.000 ~~579~~578 ~~312~~311,~~149~~110,~~118~~061.3165 100.000

Filing Compare · GSR 2006-AR2