10-D 1 gsp0603f_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: 333-127620-26 GSR Mortgage Loan Trust 2006-3F (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127620 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) 54-2196546 54-2196547 54-2196548 (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)) 1A-1 _____ _____ __X___ ____________ 1A-2 _____ _____ __X___ ____________ 1A-3 _____ _____ __X___ ____________ 1A-4 _____ _____ __X___ ____________ 1A-5 _____ _____ __X___ ____________ 1A-6 _____ _____ __X___ ____________ 1A-7 _____ _____ __X___ ____________ 2A-1 _____ _____ __X___ ____________ 2A-2 _____ _____ __X___ ____________ 2A-3 _____ _____ __X___ ____________ 2A-4 _____ _____ __X___ ____________ 2A-5 _____ _____ __X___ ____________ 2A-6 _____ _____ __X___ ____________ 2A-7 _____ _____ __X___ ____________ 2A-8 _____ _____ __X___ ____________ 3A-1 _____ _____ __X___ ____________ 3A-2 _____ _____ __X___ ____________ 3A-3 _____ _____ __X___ ____________ 3A-4 _____ _____ __X___ ____________ 3A-5 _____ _____ __X___ ____________ 3A-6 _____ _____ __X___ ____________ 3A-7 _____ _____ __X___ ____________ 3A-8 _____ _____ __X___ ____________ 3A-9 _____ _____ __X___ ____________ 3A-10 _____ _____ __X___ ____________ 3A-11 _____ _____ __X___ ____________ 3A-12 _____ _____ __X___ ____________ 3A-13 _____ _____ __X___ ____________ 3A-14 _____ _____ __X___ ____________ 3A-15 _____ _____ __X___ ____________ 3A-16 _____ _____ __X___ ____________ 3A-17 _____ _____ __X___ ____________ 3A-18 _____ _____ __X___ ____________ 4A-1 _____ _____ __X___ ____________ 5A-1 _____ _____ __X___ ____________ 5A-2 _____ _____ __X___ ____________ A-P _____ _____ __X___ ____________ A-X _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __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 2006-3F. 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 2006-3F, 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 2006-3F (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 2006-3F, 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 2006-3F Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance 1-A-1 362334JG0 5.50000% 49,~~979~~673,~~955~~618.4493 ~~229~~227,~~074~~670.8075 1-A-2 362334JH8 5.50000% 3736,~~257~~951,~~955~~618.4493 ~~170~~169,~~765~~361.6359 1-A-3 362334JJ4 5.50000% 3,~~797~~779,~~143~~204.3382 17,~~403~~321.5736 1-A-4 362334JK1 5.50000% 3,~~913~~931,~~856~~795.6718 1718,~~938~~020.5173 1-A-5 362334JL9 5.50000% 7,711,000.00 35,342.08 1-A-6 362334JM7 5.50000% 4,691,000.00 21,500.42 1-A-7 362334JN5 5.50000% 320,000.00 1,466.67 2-A-1 362334JP0 5.75000% 174,~~631~~272,~~997~~107.1179 ~~836~~835,~~778~~053.3285 2-A-2 362334GM0 5.75000% 121,~~797~~438,~~997~~107.1179 ~~583~~581,~~615~~890.4093 2-A-3 362334JR6 5.75000% 132,~~803~~444,~~997~~107.1179 ~~636~~634,~~352~~628.4902 2-A-4 362334JS4 5.75000% 11,006,000.00 52,737.08 2-A-5 362334JT2 5.75000% 17,856,000.00 85,560.00 2-A-6 362334JU9 5.75000% 6,850,000.00 32,822.92 2-A-7 362334JV7 5.75000% 32,757,000.00 156,960.63 2-A-8 362334JW5 5.75000% 2,221,000.00 10,642.29 3-A-1 362334HG2 6.00000% ~~239~~238,~~129~~396,~~012~~290.6067 1,~~195~~191,~~645~~981.0645 3-A-2 362334JY1 5.50000% 4544,~~011~~611,~~457~~033.4977 ~~206~~204,~~302~~467.5124 3-A-3 362334JZ8 6.00000% 0.00 18,~~754~~587.7793 3-A-4 362334KA1 5.50000% 60,437,000.00 277,002.92 3-A-5 362334KB9 6.00000% 0.00 25,182.08 3-A-6 362334KC7 6.00000% 4544,~~011~~611,~~457~~033.4977 ~~225~~223,~~057~~055.2817 3-A-7 362334KD5 6.00000% 60,437,000.00 302,185.00 3-A-8 362334KE3 5.50000% 105,~~448~~048,~~457~~033.4977 ~~483~~481,~~305~~470.4315 3-A-9 362334KF0 6.00000% 105,~~448~~048,~~457~~033.4977 ~~527~~525,~~242~~240.2816 3-A-10 362334KG8 6.00000% 0.00 43,~~936~~770.8501 3-A-11 362334KH6 6.00000% ~~181~~180,~~673~~940,~~012~~290.6067 ~~908~~904,~~365~~701.0645 3-A-12 362334KJ2 6.00000% 67,046,~~950~~899.0075 335,234.7550 3-A-13 362334KK9 6.00000% 98,~~167~~835,~~555~~256.1190 4544,~~837~~176.7828 3-A-14 362334KL7 6.00000% 10,~~050~~100.0025 50.2550 3-A-15 362334KM5 6.00000% 9,480,000.00 47,400.00 3-A-16 362334KN3 6.00000% 44,930,000.00 224,650.00 3-A-17 362334KP8 6.00000% 3,046,000.00 15,230.00 3-A-18 362334KQ6 6.00000% 7675,~~224~~892,~~555~~256.1190 ~~381~~379,~~122~~461.7828 4-A-1 362334HH0 6.00000% ~~126~~125,~~668~~451,~~842~~079.1160 ~~633~~627,~~344~~255.2140 5-A-1 362334HJ6 5.~~30938~~43125% 49,~~488~~204,~~197~~410.0264 ~~218~~222,~~959~~701.7021 5-A-2 362334KT0 2.~~19062~~06875% 0.00 9084,~~341~~826.5335 A-P 362334KU7 0.00000% 66,~~856~~840.2625 0.00 A-X 362334KV5 6.00000% 0.00 184.2816 M-1 362334KW3 6.~~00929~~00930% 6,~~007~~002,~~347~~673.9189 30,~~083~~059.2590 B-1 362334KX1 6.~~00929~~00930% 9,~~009~~002,~~023~~013.4194 45,~~114~~079.8685 B-2 362334KY9 6.~~00929~~00930% 4,~~003~~000,~~899~~784.3814 20,~~050~~034.4993 B-3 362334KZ6 6.~~00929~~00930% 2,~~668~~666,~~933~~856.1861 13,~~365~~354.3396 B-4 362334LA0 6.~~00929~~00930% 1,~~667~~666,~~708~~410.5396 8,~~351~~344.4597 B-5 362334LB8 6.~~00929~~00930% 1999,~~000,225~~447.4220 5,~~008~~004.8798 B-6 362334LC6 6.~~00929~~00930% 1,~~671~~670,~~939~~639.8500 8,~~372~~366.6415 R 362334LE2 0.00000% 0.00 0.00 R-C 362334LD4 0.00000% 0.00 0.00 Totals 1,~~862~~855,~~348~~402,~~840~~947.6668 9,~~224~~190,~~642~~038.2230

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 ~~306~~224,~~336~~919.5187 0.00 49,~~673~~448,~~618~~699.9306 ~~535~~452,~~411~~590.3162 0.00 1-A-2 ~~306~~224,~~336~~919.5187 0.00 36,~~951~~726,~~618~~699.9306 ~~477~~394,~~102~~281.1446 0.00 1-A-3 1718,~~938~~020.5173 0.00 3,~~779~~761,~~204~~184.8210 35,342.0809 0.00 1-A-4 (1718,~~938~~020.5073) 0.00 3,~~931~~949,~~795~~815.1890 0.0100 0.00 1-A-5 0.00 0.00 7,711,000.00 35,342.08 0.00 1-A-6 0.00 0.00 4,691,000.00 21,500.42 0.00 1-A-7 0.00 0.00 320,000.00 1,466.67 0.00 2-A-1 ~~359~~195,~~889~~426.3182 0.00 174,~~272~~076,~~107~~680.7997 1,~~196~~030,~~667~~480.6367 0.00 2-A-2 ~~359~~195,~~889~~426.3182 0.00 121,~~438~~242,~~107~~680.7997 ~~943~~777,~~504~~317.7175 0.00 2-A-3 ~~359~~195,~~889~~426.3182 0.00 132,~~444~~248,~~107~~680.7997 ~~996~~830,~~241~~054.8084 0.00 2-A-4 0.00 0.00 11,006,000.00 52,737.08 0.00 2-A-5 0.00 0.00 17,856,000.00 85,560.00 0.00 2-A-6 0.00 0.00 6,850,000.00 32,822.92 0.00 2-A-7 0.00 0.00 32,757,000.00 156,960.63 0.00 2-A-8 0.00 0.00 2,221,000.00 10,642.29 0.00 3-A-1 ~~732~~2,~~721~~654,414.9319 0.00 ~~238~~235,~~396~~741,~~290~~876.6748 13,~~928~~846,~~366~~395.9964 0.00 3-A-2 ~~400~~453,~~423~~183.7206 0.00 44,~~611~~157,~~033~~850.7771 ~~606~~657,~~726~~650.2330 0.00 3-A-3 0.00 0.00 0.00 18,~~754~~587.7793 0.00 3-A-4 0.00 0.00 60,437,000.00 277,002.92 0.00 3-A-5 0.00 0.00 0.00 25,182.08 0.00 3-A-6 ~~400~~453,~~423~~183.7206 0.00 44,~~611~~157,~~033~~850.7771 ~~625~~676,~~481~~238.0023 0.00 3-A-7 0.00 0.00 60,437,000.00 302,185.00 0.00 3-A-8 ~~400~~453,~~423~~183.7206 0.00 ~~105~~104,~~048~~594,~~033~~850.7771 ~~883~~934,~~729~~653.1521 0.00 3-A-9 ~~400~~453,~~423~~183.7206 0.00 ~~105~~104,~~048~~594,~~033~~850.7771 ~~927~~978,~~666~~423.0022 0.00 3-A-10 0.00 0.00 0.00 43,~~936~~770.8501 0.00 3-A-11 ~~732~~2,~~721~~654,414.9319 0.00 ~~180~~178,~~940~~285,~~290~~876.6748 13,~~641~~559,~~086~~115.9964 0.00 3-A-12 50.2551 0.00 67,046,~~899~~849.7524 335,285.0001 0.00 3-A-13 ~~332~~2,~~298~~201,231.2112 0.00 86,~~835~~634,~~256~~025.9077 ~~378~~2,~~135~~245,407.9940 0.00 3-A-14 (50.2550) 0.00 10,~~100~~150.2575 0.00 0.00 3-A-15 0.00 0.00 9,480,000.00 47,400.00 0.00 3-A-16 0.00 0.00 44,930,000.00 224,650.00 0.00 3-A-17 0.00 0.00 3,046,000.00 15,230.00 0.00 3-A-18 ~~332~~2,~~298~~201,231.2113 0.00 7573,~~892~~691,~~256~~025.9077 ~~713~~2,~~420~~580,692.9941 0.00 4-A-1 1,~~217~~339,~~762~~404.5157 0.00 ~~125~~124,~~451~~111,~~079~~675.6003 1,~~851~~966,~~106~~659.7297 0.00 5-A-1 ~~283~~1,~~786~~416,974.3807 0.00 4947,~~204~~787,~~410~~436.6458 ~~502~~1,~~746~~639,675.0828 0.00 5-A-2 0.00 0.00 0.00 9084,~~341~~826.5335 0.00 A-P 16.0108 0.00 66,~~840~~824.2517 16.0108 0.00 A-X 0.00 0.00 0.00 184.2816 0.00 M-1 4,~~674~~739.0285 0.00 65,~~002~~997,~~673~~934.8904 34,~~757~~799.2775 0.00 B-1 7,~~009~~108.4720 0.00 98,~~002~~994,~~013~~905.9474 52,~~124~~188.3305 0.00 B-2 3,~~115~~159.2311 0.00 43,~~000~~997,~~784~~625.1403 23,~~165~~194.7204 0.00 B-3 2,~~076~~105.5681 0.00 2,~~666~~664,~~856~~750.6180 15,~~441~~460.8977 0.00 B-4 1,~~297~~315.5684 0.00 1,~~666~~665,~~410~~095.9613 9,~~649~~660.0181 0.00 B-5 ~~778~~789.2319 0.00 ~~999~~998,~~447~~658.2001 5,~~787~~794.1017 0.00 B-6 1,~~300~~319.8006 0.00 1,~~670~~669,~~639~~319.0082 9,~~673~~685.4421 0.00 R 0.00 0.00 0.00 0.00 0.00 R-C 0.00 0.00 0.00 0.00 0.00 Totals 615,~~945~~337,~~892~~074.8986 0.00 1,~~855~~840,~~402~~065,~~947~~872.6871 1624,~~170~~527,~~535~~113.1116 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A-1 50,105,000.00 49,~~979~~673,~~955~~618.4493 5420,~~345~~123.8827 ~~251~~204,~~990~~796.6360 0.00 0.00 1-A-2 37,383,000.00 3736,~~257~~951,~~955~~618.4493 45,~~078~~294.5530 ~~261~~179,~~257~~625.9657 0.00 0.00 1-A-3 3,815,000.00 3,~~797~~779,~~143~~204.3382 23,~~639~~629.7201 1514,~~298~~391.7972 0.00 0.00 1-A-4 3,896,000.00 3,~~913~~931,~~856~~795.6718 0.00 0.00 (1718,~~938~~020.5073) 0.00 1-A-5 7,711,000.00 7,711,000.00 0.00 0.00 0.00 0.00 1-A-6 4,691,000.00 4,691,000.00 0.00 0.00 0.00 0.00 1-A-7 320,000.00 320,000.00 0.00 0.00 0.00 0.00 2-A-1 174,888,000.00 174,~~631~~272,~~997~~107.1179 6317,~~846~~484.4656 ~~296~~177,~~042~~942.8526 0.00 0.00 2-A-2 122,054,000.00 121,~~797~~438,~~997~~107.1179 ~~147~~148,~~305~~122.2521 ~~212~~47,~~584~~304.0661 0.00 0.00 2-A-3 133,060,000.00 132,~~803~~444,~~997~~107.1179 6317,~~846~~484.4656 ~~296~~177,~~042~~942.8526 0.00 0.00 2-A-4 11,006,000.00 11,006,000.00 0.00 0.00 0.00 0.00 2-A-5 17,856,000.00 17,856,000.00 0.00 0.00 0.00 0.00 2-A-6 6,850,000.00 6,850,000.00 0.00 0.00 0.00 0.00 2-A-7 32,757,000.00 32,757,000.00 0.00 0.00 0.00 0.00 2-A-8 2,221,000.00 2,221,000.00 0.00 0.00 0.00 0.00 3-A-1 239,878,000.00 ~~239~~238,~~129~~396,~~012~~290.6067 ~~129~~237,~~989~~486.1572 ~~602~~2,~~732~~416,927.7847 0.00 0.00 3-A-2 45,359,000.00 4544,~~011~~611,~~457~~033.4977 9229,~~870~~128.7268 ~~307~~424,~~553~~054.0038 0.00 0.00 3-A-3 0.00 0.00 0.00 0.00 0.00 0.00 3-A-4 60,437,000.00 60,437,000.00 0.00 0.00 0.00 0.00 3-A-5 0.00 0.00 0.00 0.00 0.00 0.00 3-A-6 45,359,000.00 4544,~~011~~611,~~457~~033.4977 7140,~~037~~545.5065 ~~329~~412,~~386~~637.2241 0.00 0.00 3-A-7 60,437,000.00 60,437,000.00 0.00 0.00 0.00 0.00 3-A-8 105,796,000.00 105,~~448~~048,~~457~~033.4977 7140,~~037~~545.5065 ~~329~~412,~~386~~637.2241 0.00 0.00 3-A-9 105,796,000.00 105,~~448~~048,~~457~~033.4977 7140,~~037~~545.5065 ~~329~~412,~~386~~637.2241 0.00 0.00 3-A-10 0.00 0.00 0.00 0.00 0.00 0.00 3-A-11 182,422,000.00 ~~181~~180,~~673~~940,~~012~~290.6067 ~~129~~237,~~989~~486.1572 ~~602~~2,~~732~~416,927.7847 0.00 0.00 3-A-12 67,047,000.00 67,046,~~950~~899.0075 113.6525 3847.6026 0.00 0.00 3-A-13 9,569,000.00 98,~~167~~835,~~555~~256.1190 77141,~~070~~485.3077 ~~255~~2,~~227~~059,745.9135 0.00 0.00 3-A-14 10,000.00 10,~~050~~100.0025 0.00 0.00 (50.2550) 0.00 3-A-15 9,480,000.00 9,480,000.00 0.00 0.00 0.00 0.00 3-A-16 44,930,000.00 44,930,000.00 0.00 0.00 0.00 0.00 3-A-17 3,046,000.00 3,046,000.00 0.00 0.00 0.00 0.00 3-A-18 76,626,000.00 7675,~~224~~892,~~555~~256.1190 58196,~~951~~941.6407 ~~273~~2,~~346~~004,290.5706 0.00 0.00 4-A-1 127,059,000.00 ~~126~~125,~~668~~451,~~842~~079.1160 98101,~~236~~081.1233 1,~~119~~238,~~526~~323.3924 0.00 0.00 5-A-1 49,835,000.00 49,~~488~~204,~~197~~410.0264 37,~~331~~877.8424 ~~246~~1,~~454~~379,096.5382 0.00 0.00 5-A-2 0.00 0.00 0.00 0.00 0.00 0.00 A-P 66,872.00 66,~~856~~840.2625 1516.9806 0.03 0.00 0.00 A-X 0.00 0.00 0.00 0.00 0.00 0.00 M-1 6,012,000.00 6,~~007~~002,~~347~~673.9189 4,~~674~~739.0285 0.00 0.00 0.00 B-1 9,016,000.00 9,~~009~~002,~~023~~013.4194 7,~~009~~108.4720 0.00 0.00 0.00 B-2 4,007,000.00 4,~~003~~000,~~899~~784.3814 3,~~115~~159.2311 0.00 0.00 0.00 B-3 2,671,000.00 2,~~668~~666,~~933~~856.1861 2,~~076~~105.5681 0.00 0.00 0.00 B-4 1,669,000.00 1,~~667~~666,~~708~~410.5396 1,~~297~~315.5684 0.00 0.00 0.00 B-5 1,001,000.00 1999,~~000,225~~447.4220 ~~778~~789.2319 0.00 0.00 0.00 B-6 1,673,234.00 1,~~671~~670,~~939~~639.8500 1,~~300~~319.8006 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 R-C 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,867,815,106.00 1,~~862~~855,~~348~~402,~~840~~947.6668 1,~~234~~375,~~893~~818.2476 513,~~728~~979,~~988~~327.3933 (1718,~~988~~071.7523) 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 ~~306~~224,~~336~~919.5187 49,~~673~~448,~~618~~699.9306 0.~~99139046~~98690149 ~~306~~224,~~336~~919.5187 1-A-2 ~~306~~224,~~336~~919.5187 36,~~951~~726,~~618~~699.9306 0.~~98846050~~98244387 ~~306~~224,~~336~~919.5187 1-A-3 1718,~~938~~020.5173 3,~~779~~761,~~204~~184.8210 0.~~99061725~~98589360 1718,~~938~~020.5173 1-A-4 (1718,~~938~~020.5073) 3,~~931~~949,~~795~~815.1890 1.~~00918767~~01381312 (1718,~~938~~020.5073) 1-A-5 0.00 7,711,000.00 1.00000000 0.00 1-A-6 0.00 4,691,000.00 1.00000000 0.00 1-A-7 0.00 320,000.00 1.00000000 0.00 2-A-1 ~~359~~195,~~889~~426.3182 174,~~272~~076,~~107~~680.7997 0.~~99647836~~99536092 ~~359~~195,~~889~~426.3182 2-A-2 ~~359~~195,~~889~~426.3182 121,~~438~~242,~~107~~680.7997 0.~~99495394~~99335279 ~~359~~195,~~889~~426.3182 2-A-3 ~~359~~195,~~889~~426.3182 132,~~444~~248,~~107~~680.7997 0.~~99537132~~99390261 ~~359~~195,~~889~~426.3182 2-A-4 0.00 11,006,000.00 1.00000000 0.00 2-A-5 0.00 17,856,000.00 1.00000000 0.00 2-A-6 0.00 6,850,000.00 1.00000000 0.00 2-A-7 0.00 32,757,000.00 1.00000000 0.00 2-A-8 0.00 2,221,000.00 1.00000000 0.00 3-A-1 ~~732~~2,~~721~~654,414.9319 ~~238~~235,~~396~~741,~~290~~876.6748 0.~~99382307~~98275739 ~~732~~2,~~721~~654,414.9319 3-A-2 ~~400~~453,~~423~~183.7206 44,~~611~~157,~~033~~850.7771 0.~~98351008~~97351905 ~~400~~453,~~423~~183.7206 3-A-3 0.00 0.00 0.00000000 0.00 3-A-4 0.00 60,437,000.00 1.00000000 0.00 3-A-5 0.00 0.00 0.00000000 0.00 3-A-6 ~~400~~453,~~423~~183.7206 44,~~611~~157,~~033~~850.7771 0.~~98351008~~97351905 ~~400~~453,~~423~~183.7206 3-A-7 0.00 60,437,000.00 1.00000000 0.00 3-A-8 ~~400~~453,~~423~~183.7206 ~~105~~104,~~048~~594,~~033~~850.7771 0.~~99293011~~98864655 ~~400~~453,~~423~~183.7206 3-A-9 ~~400~~453,~~423~~183.7206 ~~105~~104,~~048~~594,~~033~~850.7771 0.~~99293011~~98864655 ~~400~~453,~~423~~183.7206 3-A-10 0.00 0.00 0.00000000 0.00 3-A-11 ~~732~~2,~~721~~654,414.9319 ~~180~~178,~~940~~285,~~290~~876.6748 0.~~99187757~~97732662 ~~732~~2,~~721~~654,414.9319 3-A-12 50.2551 67,046,~~899~~849.7524 0.~~99999850~~99999775 50.2551 3-A-13 ~~332~~2,~~298~~201,231.2112 86,~~835~~634,~~256~~025.9077 0.~~92332082~~69328308 ~~332~~2,~~298~~201,231.2112 3-A-14 (50.2550) 10,~~100~~150.2575 1.~~01002500~~01507500 (50.2550) 3-A-15 0.00 9,480,000.00 1.00000000 0.00 3-A-16 0.00 44,930,000.00 1.00000000 0.00 3-A-17 0.00 3,046,000.00 1.00000000 0.00 3-A-18 ~~332~~2,~~298~~201,231.2113 7573,~~892~~691,~~256~~025.9077 0.~~99042436~~96169741 ~~332~~2,~~298~~201,231.2113 4-A-1 1,~~217~~339,~~762~~404.5157 ~~125~~124,~~451~~111,~~079~~675.6003 0.~~98734509~~97680349 1,~~217~~339,~~762~~404.5157 5-A-1 ~~283~~1,~~786~~416,974.3807 4947,~~204~~787,~~410~~436.6458 0.~~98734646~~95891314 ~~283~~1,~~786~~416,974.3807 5-A-2 0.00 0.00 0.00000000 0.00 A-P 16.0108 66,~~840~~824.2517 0.~~99952521~~99928475 16.0108 A-X 0.00 0.00 0.00000000 0.00 M-1 4,~~674~~739.0285 65,~~002~~997,~~673~~934.8904 0.~~99844875~~99766035 4,~~674~~739.0285 B-1 7,~~009~~108.4720 98,~~002~~994,~~013~~905.9474 0.~~99844875~~99766035 7,~~009~~108.4720 B-2 3,~~115~~159.2311 43,~~000~~997,~~784~~625.1403 0.~~99844875~~99766035 3,~~115~~159.2311 B-3 2,~~076~~105.5681 2,~~666~~664,~~856~~750.6180 0.~~99844875~~99766035 2,~~076~~105.5681 B-4 1,~~297~~315.5684 1,~~666~~665,~~410~~095.9613 0.~~99844875~~99766035 1,~~297~~315.5684 B-5 ~~778~~789.2319 ~~999~~998,~~447~~658.2001 0.~~99844875~~99766035 ~~778~~789.2319 B-6 1,~~300~~319.8006 1,~~670~~669,~~639~~319.0082 0.~~99844911~~99766071 1,~~300~~319.8006 R 0.00 0.00 0.00000000 0.00 R-C 0.00 0.00 0.00000000 0.00 Totals 615,~~945~~337,~~892~~074.8986 1,~~855~~840,~~402~~065,~~947~~872.6871 0.~~99335472~~98514348 615,~~945~~337,~~892~~074.8986

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 50,105,000.00 ~~997~~991.~~50434967~~39045864 10.~~08463986~~40162199 54.~~02925117~~08734857 0.00000000 1-A-2 37,383,000.00 ~~996~~988.~~65504213~~46050156 1.~~20585694~~21162828 64.~~98868363~~80500682 0.00000000 1-A-3 3,815,000.00 ~~995~~990.~~31935256~~61725295 0.~~69193185~~95124771 43.~~01016776~~77240367 0.00000000 1-A-4 3,896,000.00 ~~1004~~1009.~~58333419~~18767454 0.00000000 0.00000000 (4.~~60433778~~62544405) 1-A-5 7,711,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-6 4,691,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-7 320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-1 174,888,000.00 ~~998~~996.~~53618950~~47836209 0.~~36507056~~09997576 1.~~69275679~~01746409 0.00000000 2-A-2 122,054,000.00 ~~997~~994.~~90254404~~95393670 1.~~20688589~~21357932 10.~~74172137~~38757116 0.00000000 2-A-3 133,060,000.00 ~~998~~995.~~07603420~~37131963 0.~~47983211~~13140358 21.~~22488238~~33730843 0.00000000 2-A-4 11,006,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-5 17,856,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-6 6,850,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-7 32,757,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-8 2,221,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-1 239,878,000.00 ~~996~~993.~~87763196~~82307119 0.~~54189692~~99003127 210.~~51266385~~07565292 0.00000000 3-A-2 45,359,000.00 ~~992~~983.~~33795917~~51008113 20.~~04745960~~64218082 69.~~78041844~~34884764 0.00000000 3-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 60,437,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-5 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-6 45,359,000.00 ~~992~~983.~~33795917~~51008113 10.~~56611698~~89388324 79.~~26176106~~09714522 0.00000000 3-A-7 60,437,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-8 105,796,000.00 ~~996~~992.~~71497495~~93010861 0.~~67145733~~38324370 3.~~11340901~~90031202 0.00000000 3-A-9 105,796,000.00 ~~996~~992.~~71497495~~93010861 0.~~67145733~~38324370 3.~~11340901~~90031202 0.00000000 3-A-10 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-11 182,422,000.00 ~~995~~991.~~89420465~~87757326 01.~~71257387~~30185350 313.~~30405751~~24910082 0.00000000 3-A-12 67,047,000.00 999.~~99925425~~99850478 0.~~00017376~~00004847 0.~~00057572~~00070488 0.00000000 3-A-13 9,569,000.00 ~~958~~923.~~04735187~~32081722 814.~~05416449~~78584701 26215.~~67237015~~25189152 0.00000000 3-A-14 10,000.00 ~~1005~~1010.~~00000000~~02500000 0.00000000 0.00000000 (5.~~02500000~~05000000) 3-A-15 9,480,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-16 44,930,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-17 3,046,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-18 76,626,000.00 ~~994~~990.~~76098335~~42435857 02.~~76934252~~57015987 326.~~56728225~~15678830 0.00000000 4-A-1 127,059,000.00 ~~996~~987.~~92931717~~34508850 0.~~77315357~~79554640 89.~~81107509~~74604900 0.00000000 5-A-1 49,835,000.00 ~~993~~987.~~04097562~~34645611 0.~~74910886~~76005297 427.~~94541045~~67325815 0.00000000 5-A-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-P 66,872.00 999.~~76462496~~52521235 0.~~23896399~~24016031 0.00044862 0.00000000 A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M-1 6,012,000.00 ~~999~~998.~~22619927~~44875083 0.~~77744844~~78839820 0.00000000 0.00000000 B-1 9,016,000.00 ~~999~~998.~~22619898~~44875111 0.~~77744787~~78839840 0.00000000 0.00000000 B-2 4,007,000.00 ~~999~~998.~~22619915~~44874969 0.~~77744697~~78839780 0.00000000 0.00000000 B-3 2,671,000.00 ~~999~~998.~~22619993~~44874953 0.~~77744665~~78839760 0.00000000 0.00000000 B-4 1,669,000.00 ~~999~~998.~~22620132~~44874775 0.~~77744757~~78840024 0.00000000 0.00000000 B-5 1,001,000.00 ~~999~~998.~~22619381~~44875125 0.~~77745255~~78840160 0.00000000 0.00000000 B-6 1,673,234.00 ~~999~~998.~~22655767~~44911112 0.~~77741667~~78832967 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-C 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 0.00000000 64.~~11389103~~48897056 ~~991~~986.~~39045864~~90148808 0.~~99139046~~98690149 64.~~11389103~~48897056 1-A-2 0.00000000 86.~~19454057~~01663510 ~~988~~982.~~46050156~~44386646 0.~~98846050~~98244387 86.~~19454057~~01663510 1-A-3 0.00000000 4.~~70209961~~72365138 ~~990~~985.~~61725295~~89360419 0.~~99061725~~98589360 4.~~70209961~~72365138 1-A-4 0.00000000 (4.~~60433778~~62544405) ~~1009~~1013.~~18767454~~81311602 1.~~00918767~~01381312 (4.~~60433778~~62544405) 1-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-1 0.00000000 21.~~05782735~~11743985 ~~996~~995.~~47836209~~36092225 0.~~99647836~~99536092 21.~~05782735~~11743985 2-A-2 0.00000000 21.~~94860726~~60115047 ~~994~~993.~~95393670~~35278623 0.~~99495394~~99335279 21.~~94860726~~60115047 2-A-3 0.00000000 21.~~70471449~~46871201 ~~995~~993.~~37131963~~90260762 0.~~99537132~~99390261 21.~~70471449~~46871201 2-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-1 0.00000000 311.~~05456078~~06568418 ~~993~~982.~~82307119~~75738701 0.~~99382307~~98275739 311.~~05456078~~06568418 3-A-2 0.00000000 89.~~82787804~~99102846 ~~983~~973.~~51008113~~51905267 0.~~98351008~~97351905 89.~~82787804~~99102846 3-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-6 0.00000000 89.~~82787804~~99102846 ~~983~~973.~~51008113~~51905267 0.~~98351008~~97351905 89.~~82787804~~99102846 3-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-8 0.00000000 34.~~78486635~~28355571 ~~992~~988.~~93010861~~64655289 0.~~99293011~~98864655 34.~~78486635~~28355571 3-A-9 0.00000000 34.~~78486635~~28355571 ~~992~~988.~~93010861~~64655289 0.~~99293011~~98864655 34.~~78486635~~28355571 3-A-10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-11 0.00000000 414.~~01663138~~55095433 ~~991~~977.~~87757326~~32661894 0.~~99187757~~97732662 414.~~01663138~~55095433 3-A-12 0.00000000 0.~~00074947~~00075335 999.~~99850478~~99775143 0.~~99999850~~99999775 0.~~00074947~~00075335 3-A-13 0.00000000 34230.~~72653464~~03773853 ~~923~~693.~~32081722~~28307765 0.~~92332082~~69328308 34230.~~72653464~~03773853 3-A-14 0.00000000 (5.~~02500000~~05000000) ~~1010~~1015.~~02500000~~07500000 1.~~01002500~~01507500 (5.~~02500000~~05000000) 3-A-15 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-16 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-17 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-18 0.00000000 428.~~33662477~~72694816 ~~990~~961.~~42435857~~69741041 0.~~99042436~~96169741 428.~~33662477~~72694816 4-A-1 0.00000000 910.~~58422867~~54159540 ~~987~~976.~~34508850~~80349310 0.~~98734509~~97680349 910.~~58422867~~54159540 5-A-1 0.00000000 528.~~69451951~~43331133 ~~987~~958.~~34645611~~91314498 0.~~98734646~~95891314 528.~~69451951~~43331133 5-A-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-P 0.00000000 0.~~23941261~~24045939 999.~~52521235~~28475296 0.~~99952521~~99928475 0.~~23941261~~24045939 A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M-1 0.00000000 0.~~77744844~~78839820 ~~998~~997.~~44875083~~66035263 0.~~99844875~~99766035 0.~~77744844~~78839820 B-1 0.00000000 0.~~77744787~~78839840 ~~998~~997.~~44875111~~66035271 0.~~99844875~~99766035 0.~~77744787~~78839840 B-2 0.00000000 0.~~77744697~~78839780 ~~998~~997.~~44874969~~66035188 0.~~99844875~~99766035 0.~~77744697~~78839780 B-3 0.00000000 0.~~77744665~~78839760 ~~998~~997.~~44874953~~66035193 0.~~99844875~~99766035 0.~~77744665~~78839760 B-4 0.00000000 0.~~77744757~~78840024 ~~998~~997.~~44874775~~66035351 0.~~99844875~~99766035 0.~~77744757~~78840024 B-5 0.00000000 0.~~77745255~~78840160 ~~998~~997.~~44875125~~66034965 0.~~99844875~~99766035 0.~~77745255~~78840160 B-6 0.00000000 0.~~77741667~~78832967 ~~998~~997.~~44911112~~66070974 0.~~99844911~~99766071 0.~~77741667~~78832967 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-C 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes are per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A-1 0405/01/06 - 0405/30/06 30 5.50000% 49,~~979~~673,~~955~~618.4493 ~~229~~227,~~074~~670.8075 0.00 1-A-2 0405/01/06 - 0405/30/06 30 5.50000% 3736,~~257~~951,~~955~~618.4493 ~~170~~169,~~765~~361.6359 0.00 1-A-3 0405/01/06 - 0405/30/06 30 5.50000% 3,~~797~~779,~~143~~204.3382 17,~~403~~321.5736 0.00 1-A-4 0405/01/06 - 0405/30/06 30 5.50000% 3,~~913~~931,~~856~~795.6718 1718,~~938~~020.5173 0.00 1-A-5 0405/01/06 - 0405/30/06 30 5.50000% 7,711,000.00 35,342.08 0.00 1-A-6 0405/01/06 - 0405/30/06 30 5.50000% 4,691,000.00 21,500.42 0.00 1-A-7 0405/01/06 - 0405/30/06 30 5.50000% 320,000.00 1,466.67 0.00 2-A-1 0405/01/06 - 0405/30/06 30 5.75000% 174,~~631~~272,~~997~~107.1179 ~~836~~835,~~778~~053.3285 0.00 2-A-2 0405/01/06 - 0405/30/06 30 5.75000% 121,~~797~~438,~~997~~107.1179 ~~583~~581,~~615~~890.4093 0.00 2-A-3 0405/01/06 - 0405/30/06 30 5.75000% 132,~~803~~444,~~997~~107.1179 ~~636~~634,~~352~~628.4902 0.00 2-A-4 0405/01/06 - 0405/30/06 30 5.75000% 11,006,000.00 52,737.08 0.00 2-A-5 0405/01/06 - 0405/30/06 30 5.75000% 17,856,000.00 85,560.00 0.00 2-A-6 0405/01/06 - 0405/30/06 30 5.75000% 6,850,000.00 32,822.92 0.00 2-A-7 0405/01/06 - 0405/30/06 30 5.75000% 32,757,000.00 156,960.63 0.00 2-A-8 0405/01/06 - 0405/30/06 30 5.75000% 2,221,000.00 10,642.29 0.00 3-A-1 0405/01/06 - 0405/30/06 30 6.00000% ~~239~~238,~~129~~396,~~012~~290.6067 1,~~195~~191,~~645~~981.0645 0.00 3-A-2 0405/01/06 - 0405/30/06 30 5.50000% 4544,~~011~~611,~~457~~033.4977 ~~206~~204,~~302~~467.5124 0.00 3-A-3 0405/01/06 - 0405/30/06 30 6.00000% 3,~~750~~717,~~954~~585.1349 18,~~754~~587.7793 0.00 3-A-4 0405/01/06 - 0405/30/06 30 5.50000% 60,437,000.00 277,002.92 0.00 3-A-5 0405/01/06 - 0405/30/06 30 6.00000% 5,036,416.00 25,182.08 0.00 3-A-6 0405/01/06 - 0405/30/06 30 6.00000% 4544,~~011~~611,~~457~~033.4977 ~~225~~223,~~057~~055.2917 0.00 3-A-7 0405/01/06 - 0405/30/06 30 6.00000% 60,437,000.00 302,185.00 0.00 3-A-8 0405/01/06 - 0405/30/06 30 5.50000% 105,~~448~~048,~~457~~033.4977 ~~483~~481,~~305~~470.4315 0.00 3-A-9 0405/01/06 - 0405/30/06 30 6.00000% 105,~~448~~048,~~457~~033.4977 ~~527~~525,~~242~~240.2917 0.00 3-A-10 0405/01/06 - 0405/30/06 30 6.00000% 8,~~787~~754,~~370~~001.1349 43,~~936~~770.8501 0.00 3-A-11 0405/01/06 - 0405/30/06 30 6.00000% ~~181~~180,~~673~~940,~~012~~290.6067 ~~908~~904,~~365~~701.0645 0.00 3-A-12 0405/01/06 - 0405/30/06 30 6.00000% 67,046,~~950~~899.0075 335,234.7550 0.00 3-A-13 0405/01/06 - 0405/30/06 30 6.00000% 98,~~167~~835,~~555~~256.1190 4544,~~837~~176.7828 0.00 3-A-14 0405/01/06 - 0405/30/06 30 6.00000% 10,~~050~~100.0025 50.2550 0.00 3-A-15 0405/01/06 - 0405/30/06 30 6.00000% 9,480,000.00 47,400.00 0.00 3-A-16 0405/01/06 - 0405/30/06 30 6.00000% 44,930,000.00 224,650.00 0.00 3-A-17 0405/01/06 - 0405/30/06 30 6.00000% 3,046,000.00 15,230.00 0.00 3-A-18 0405/01/06 - 0405/30/06 30 6.00000% 7675,~~224~~892,~~555~~256.1190 ~~381~~379,~~122~~461.7828 0.00 4-A-1 0405/01/06 - 0405/30/06 30 6.00000% ~~126~~125,~~668~~451,~~842~~079.1160 ~~633~~627,~~344~~255.2140 0.00 5-A-1 0405/25/06 - 0506/24/06 30 5.~~30938~~43125% 49,~~488~~204,~~197~~410.0264 ~~218~~222,~~959~~701.7021 0.00 5-A-2 0405/25/06 - 0506/24/06 30 2.~~19062~~06875% 49,~~488~~204,~~197~~410.0264 9084,~~341~~826.5335 0.00 A-P N/A N/A 0.00000% 66,~~856~~840.2625 0.00 0.00 A-X 0405/01/06 - 0405/30/06 30 6.00000% 36,~~855~~831.9840 184.2816 0.00 M-1 0405/01/06 - 0405/30/06 30 6.~~00929~~00930% 6,~~007~~002,~~347~~673.9189 30,~~083~~059.2590 0.00 B-1 0405/01/06 - 0405/30/06 30 6.~~00929~~00930% 9,~~009~~002,~~023~~013.4194 45,~~114~~079.8685 0.00 B-2 0405/01/06 - 0405/30/06 30 6.~~00929~~00930% 4,~~003~~000,~~899~~784.3814 20,~~050~~034.4993 0.00 B-3 0405/01/06 - 0405/30/06 30 6.~~00929~~00930% 2,~~668~~666,~~933~~856.1861 13,~~365~~354.3396 0.00 B-4 0405/01/06 - 0405/30/06 30 6.~~00929~~00930% 1,~~667~~666,~~708~~410.5396 8,~~351~~344.4597 0.00 B-5 0405/01/06 - 0405/30/06 30 6.~~00929~~00930% 1999,~~000,225~~447.4220 5,~~008~~004.8798 0.00 B-6 0405/01/06 - 0405/30/06 30 6.~~00929~~00930% 1,~~671~~670,~~939~~639.8500 8,~~372~~366.6415 0.00 R N/A N/A 0.00000% ~~665~~663,~~993~~073,~~938~~173.2063 0.00 0.00 R-C N/A N/A 0.00000% ~~665~~663,~~993~~073,~~938~~173.2063 0.00 0.00 Totals 9,~~224~~190,~~642~~038.2431 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00 0.00 ~~229~~227,~~074~~670.8075 0.00 49,~~673~~448,~~618~~699.9306 1-A-2 0.00 0.00 ~~170~~169,~~765~~361.6359 0.00 36,~~951~~726,~~618~~699.9306 1-A-3 0.00 0.00 17,~~403~~321.5736 0.00 3,~~779~~761,~~204~~184.8210 1-A-4 0.00 0.00 1718,~~938~~020.5173 0.00 3,~~931~~949,~~795~~815.1890 1-A-5 0.00 0.00 35,342.08 0.00 7,711,000.00 1-A-6 0.00 0.00 21,500.42 0.00 4,691,000.00 1-A-7 0.00 0.00 1,466.67 0.00 320,000.00 2-A-1 0.00 0.00 ~~836~~835,~~778~~053.3285 0.00 174,~~272~~076,~~107~~680.7997 2-A-2 0.00 0.00 ~~583~~581,~~615~~890.4093 0.00 121,~~438~~242,~~107~~680.7997 2-A-3 0.00 0.00 ~~636~~634,~~352~~628.4902 0.00 132,~~444~~248,~~107~~680.7997 2-A-4 0.00 0.00 52,737.08 0.00 11,006,000.00 2-A-5 0.00 0.00 85,560.00 0.00 17,856,000.00 2-A-6 0.00 0.00 32,822.92 0.00 6,850,000.00 2-A-7 0.00 0.00 156,960.63 0.00 32,757,000.00 2-A-8 0.00 0.00 10,642.29 0.00 2,221,000.00 3-A-1 0.00 0.00 1,~~195~~191,~~645~~981.0645 0.00 ~~238~~235,~~396~~741,~~290~~876.6748 3-A-2 0.00 0.00 ~~206~~204,~~302~~467.5124 0.00 44,~~611~~157,~~033~~850.7771 3-A-3 0.00 0.00 18,~~754~~587.7793 0.00 3,~~717~~679,~~585~~820.4924 3-A-4 0.00 0.00 277,002.92 0.00 60,437,000.00 3-A-5 0.00 0.00 25,182.08 0.00 5,036,416.00 3-A-6 0.00 0.00 ~~225~~223,~~057~~055.2817 0.00 44,~~611~~157,~~033~~850.7771 3-A-7 0.00 0.00 302,185.00 0.00 60,437,000.00 3-A-8 0.00 0.00 ~~483~~481,~~305~~470.4315 0.00 ~~105~~104,~~048~~594,~~033~~850.7771 3-A-9 0.00 0.00 ~~527~~525,~~242~~240.2816 0.00 ~~105~~104,~~048~~594,~~033~~850.7771 3-A-10 0.00 0.00 43,~~936~~770.8501 0.00 8,~~754~~716,~~001~~236.4924 3-A-11 0.00 0.00 ~~908~~904,~~365~~701.0645 0.00 ~~180~~178,~~940~~285,~~290~~876.6748 3-A-12 0.00 0.00 335,234.7550 0.00 67,046,~~899~~849.7524 3-A-13 0.00 0.00 4544,~~837~~176.7828 0.00 86,~~835~~634,~~256~~025.9077 3-A-14 0.00 0.00 50.2550 0.00 10,~~100~~150.2575 3-A-15 0.00 0.00 47,400.00 0.00 9,480,000.00 3-A-16 0.00 0.00 224,650.00 0.00 44,930,000.00 3-A-17 0.00 0.00 15,230.00 0.00 3,046,000.00 3-A-18 0.00 0.00 ~~381~~379,~~122~~461.7828 0.00 7573,~~892~~691,~~256~~025.9077 4-A-1 0.00 0.00 ~~633~~627,~~344~~255.2140 0.00 ~~125~~124,~~451~~111,~~079~~675.6003 5-A-1 0.00 0.00 ~~218~~222,~~959~~701.7021 0.00 4947,~~204~~787,~~410~~436.6458 5-A-2 0.00 0.00 9084,~~341~~826.5335 0.00 4947,~~204~~787,~~410~~436.6458 A-P 0.00 0.00 0.00 0.00 66,~~840~~824.2517 A-X 0.00 0.00 184.2816 0.00 36,~~831~~806.4065 M-1 0.00 0.00 30,~~083~~059.2590 0.00 65,~~002~~997,~~673~~934.8904 B-1 0.00 0.00 45,~~114~~079.8685 0.00 98,~~002~~994,~~013~~905.9474 B-2 0.00 0.00 20,~~050~~034.4993 0.00 43,~~000~~997,~~784~~625.1403 B-3 0.00 0.00 13,~~365~~354.3396 0.00 2,~~666~~664,~~856~~750.6180 B-4 0.00 0.00 8,~~351~~344.4597 0.00 1,~~666~~665,~~410~~095.9613 B-5 0.00 0.00 5,~~008~~004.8798 0.00 ~~999~~998,~~447~~658.2001 B-6 0.00 0.00 8,~~372~~366.6415 0.00 1,~~670~~669,~~639~~319.0082 R 0.00 0.00 0.00 0.00 ~~663~~657,~~073~~221,~~173~~480.6386 R-C 0.00 0.00 0.00 0.00 ~~663~~657,~~073~~221,~~173~~480.6386 Totals 0.00 0.00 9,~~224~~190,~~642~~038.2230 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance 1-A-1 50,105,000.00 5.50000% ~~997~~991.~~50434967~~39045864 4.~~57189502~~54387287 0.00000000 1-A-2 37,383,000.00 5.50000% ~~996~~988.~~65504213~~46050156 4.~~56800230~~53044405 0.00000000 1-A-3 3,815,000.00 5.50000% ~~995~~990.~~31935256~~61725295 4.~~56187942~~54033028 0.00000000 1-A-4 3,896,000.00 5.50000% ~~1004~~1009.~~58333419~~18767454 4.~~60434035~~62544405 0.00000000 1-A-5 7,711,000.00 5.50000% 1000.00000000 4.58333290 0.00000000 1-A-6 4,691,000.00 5.50000% 1000.00000000 4.58333404 0.00000000 1-A-7 320,000.00 5.50000% 1000.00000000 4.58334375 0.00000000 2-A-1 174,888,000.00 5.75000% ~~998~~996.~~53618950~~47836209 4.~~78465258~~77479215 0.00000000 2-A-2 122,054,000.00 5.75000% ~~997~~994.~~90254404~~95393670 4.~~78161633~~76748759 0.00000000 2-A-3 133,060,000.00 5.75000% ~~998~~995.~~07603420~~37131963 4.~~78244769~~76948760 0.00000000 2-A-4 11,006,000.00 5.75000% 1000.00000000 4.79166636 0.00000000 2-A-5 17,856,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 2-A-6 6,850,000.00 5.75000% 1000.00000000 4.79166715 0.00000000 2-A-7 32,757,000.00 5.75000% 1000.00000000 4.79166682 0.00000000 2-A-8 2,221,000.00 5.75000% 1000.00000000 4.79166592 0.00000000 3-A-1 239,878,000.00 6.00000% ~~996~~993.~~87763196~~82307119 4.~~98438815~~96911534 0.00000000 3-A-2 45,359,000.00 5.50000% ~~992~~983.~~33795917~~51008113 4.~~54821557~~50775458 0.00000000 3-A-3 0.00 6.00000% ~~992~~983.~~33795936~~51008065 4.~~96168962~~91755108 0.00000000 3-A-4 60,437,000.00 5.50000% 1000.00000000 4.58333339 0.00000000 3-A-5 0.00 6.00000% 1000.00000000 5.00000000 0.00000000 3-A-6 45,359,000.00 6.00000% ~~992~~983.~~33795917~~51008113 4.~~96168985~~91755043 0.00000000 3-A-7 60,437,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 3-A-8 105,796,000.00 5.50000% ~~996~~992.~~71497495~~93010861 4.~~56827697~~55092962 0.00000000 3-A-9 105,796,000.00 6.00000% ~~996~~992.~~71497495~~93010861 4.~~98357490~~96465055 0.00000000 3-A-10 0.00 6.00000% ~~996~~992.~~71497512~~93010858 4.~~98357480~~96465083 0.00000000 3-A-11 182,422,000.00 6.00000% ~~995~~991.~~89420465~~87757326 4.~~97947101~~95938785 0.00000000 3-A-12 67,047,000.00 6.00000% 999.~~99925425~~99850478 4.~~99999627~~99999254 0.00000000 3-A-13 9,569,000.00 6.00000% ~~958~~923.~~04735187~~32081722 4.~~79023722~~61660362 0.00000000 3-A-14 10,000.00 6.00000% ~~1005~~1010.~~00000000~~02500000 5.~~02500000~~05000000 0.00000000 3-A-15 9,480,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 3-A-16 44,930,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 3-A-17 3,046,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 3-A-18 76,626,000.00 6.00000% ~~994~~990.~~76098335~~42435857 4.~~97380497~~95212173 0.00000000 4-A-1 127,059,000.00 6.00000% ~~996~~987.~~92931717~~34508850 4.~~98464658~~93672546 0.00000000 5-A-1 49,835,000.00 5.~~30938~~43125% ~~993~~987.~~04097562~~34645611 4.~~39369319~~46877114 0.00000000 5-A-2 0.00 2.~~19062~~06875% ~~993~~987.~~04097562~~34645611 1.~~81281288~~70214408 0.00000000 A-P 66,872.00 0.00000% 999.~~76462496~~52521235 0.00000000 0.00000000 A-X 0.00 6.00000% ~~999~~998.~~34869848~~68221258 4.~~99674620~~99349241 0.00000000 M-1 6,012,000.00 6.~~00929~~00930% ~~999~~998.~~22619927~~44875083 54.~~00386727~~99998337 0.00000000 B-1 9,016,000.00 6.~~00929~~00930% ~~999~~998.~~22619898~~44875111 54.~~00386646~~99998336 0.00000000 B-2 4,007,000.00 6.~~00929~~00930% ~~999~~998.~~22619915~~44874969 54.~~00386573~~99998253 0.00000000 B-3 2,671,000.00 6.~~00929~~00930% ~~999~~998.~~22619993~~44874953 54.~~00386747~~99998502 0.00000000 B-4 1,669,000.00 6.~~00929~~00930% ~~999~~998.~~22620132~~44874775 54.~~00386459~~99998203 0.00000000 B-5 1,001,000.00 6.~~00929~~00930% ~~999~~998.~~22619381~~44875125 54.~~00386613~~99998002 0.00000000 B-6 1,673,234.00 6.~~00929~~00930% ~~999~~998.~~22655767~~44911112 54.~~00386676~~99998805 0.00000000 R 0.00 0.00000% ~~997~~992.~~17439438~~80121397 0.00000000 0.00000000 R-C 0.00 0.00000% ~~997~~992.~~17439438~~80121397 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00000000 0.00000000 4.~~57189502~~54387287 0.00000000 ~~991~~986.~~39045864~~90148808 1-A-2 0.00000000 0.00000000 4.~~56800230~~53044405 0.00000000 ~~988~~982.~~46050156~~44386646 1-A-3 0.00000000 0.00000000 4.~~56187942~~54033028 0.00000000 ~~990~~985.~~61725295~~89360419 1-A-4 0.00000000 0.00000000 4.~~60434035~~62544405 0.00000000 ~~1009~~1013.~~18767454~~81311602 1-A-5 0.00000000 0.00000000 4.58333290 0.00000000 1000.00000000 1-A-6 0.00000000 0.00000000 4.58333404 0.00000000 1000.00000000 1-A-7 0.00000000 0.00000000 4.58334375 0.00000000 1000.00000000 2-A-1 0.00000000 0.00000000 4.~~78465258~~77479215 0.00000000 ~~996~~995.~~47836209~~36092225 2-A-2 0.00000000 0.00000000 4.~~78161633~~76748759 0.00000000 ~~994~~993.~~95393670~~35278623 2-A-3 0.00000000 0.00000000 4.~~78244769~~76948760 0.00000000 ~~995~~993.~~37131963~~90260762 2-A-4 0.00000000 0.00000000 4.79166636 0.00000000 1000.00000000 2-A-5 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 2-A-6 0.00000000 0.00000000 4.79166715 0.00000000 1000.00000000 2-A-7 0.00000000 0.00000000 4.79166682 0.00000000 1000.00000000 2-A-8 0.00000000 0.00000000 4.79166592 0.00000000 1000.00000000 3-A-1 0.00000000 0.00000000 4.~~98438815~~96911534 0.00000000 ~~993~~982.~~82307119~~75738701 3-A-2 0.00000000 0.00000000 4.~~54821557~~50775458 0.00000000 ~~983~~973.~~51008113~~51905267 3-A-3 0.00000000 0.00000000 4.~~96168962~~91755108 0.00000000 ~~983~~973.~~51008065~~51905175 3-A-4 0.00000000 0.00000000 4.58333339 0.00000000 1000.00000000 3-A-5 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 3-A-6 0.00000000 0.00000000 4.~~96168963~~91755043 0.00000000 ~~983~~973.~~51008113~~51905267 3-A-7 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 3-A-8 0.00000000 0.00000000 4.~~56827697~~55092962 0.00000000 ~~992~~988.~~93010861~~64655289 3-A-9 0.00000000 0.00000000 4.~~98357480~~96465046 0.00000000 ~~992~~988.~~93010861~~64655289 3-A-10 0.00000000 0.00000000 4.~~98357480~~96465083 0.00000000 ~~992~~988.~~93010858~~64655278 3-A-11 0.00000000 0.00000000 4.~~97947101~~95938785 0.00000000 ~~991~~977.~~87757326~~32661894 3-A-12 0.00000000 0.00000000 4.~~99999627~~99999254 0.00000000 999.~~99850478~~99775143 3-A-13 0.00000000 0.00000000 4.~~79023722~~61660362 0.00000000 ~~923~~693.~~32081722~~28307765 3-A-14 0.00000000 0.00000000 5.~~02500000~~05000000 0.00000000 ~~1010~~1015.~~02500000~~07500000 3-A-15 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 3-A-16 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 3-A-17 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 3-A-18 0.00000000 0.00000000 4.~~97380497~~95212173 0.00000000 ~~990~~961.~~42435857~~69741041 4-A-1 0.00000000 0.00000000 4.~~98464658~~93672546 0.00000000 ~~987~~976.~~34508850~~80349310 5-A-1 0.00000000 0.00000000 4.~~39369319~~46877114 0.00000000 ~~987~~958.~~34645611~~91314498 5-A-2 0.00000000 0.00000000 1.~~81281288~~70214408 0.00000000 ~~987~~958.~~34645611~~91314498 A-P 0.00000000 0.00000000 0.00000000 0.00000000 999.~~52521235~~28475296 A-X 0.00000000 0.00000000 4.~~99674620~~99349241 0.00000000 998.~~68221258~~01111714 M-1 0.00000000 0.00000000 54.~~00386727~~99998337 0.00000000 ~~998~~997.~~44875083~~66035263 B-1 0.00000000 0.00000000 54.~~00386646~~99998336 0.00000000 ~~998~~997.~~44875111~~66035271 B-2 0.00000000 0.00000000 54.~~00386573~~99998253 0.00000000 ~~998~~997.~~44874969~~66035188 B-3 0.00000000 0.00000000 54.~~00386747~~99998502 0.00000000 ~~998~~997.~~44874953~~66035193 B-4 0.00000000 0.00000000 54.~~00386459~~99998203 0.00000000 ~~998~~997.~~44874775~~66035351 B-5 0.00000000 0.00000000 54.~~00386613~~99998002 0.00000000 ~~998~~997.~~44875125~~66034965 B-6 0.00000000 0.00000000 54.~~00386676~~99998805 0.00000000 ~~998~~997.~~44911112~~66070974 R 0.00000000 0.00000000 0.00000000 0.00000000 ~~992~~984.~~80121397~~03963544 R-C 0.00000000 0.00000000 0.00000000 0.00000000 ~~992~~984.~~80121397~~03963544 (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 69,~~347~~290,~~378~~875.9699 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 4441,~~353~~814.0541 Gains & Subsequent Recoveries (Realized Losses) 0.00 Total Deposits 69,~~391~~332,~~732~~690.0140 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 1944,~~043~~353.1805 Total Administration Fees ~~117~~116,~~249~~725.4666 Payment of Interest and Principal 69,~~255~~171,~~439~~611.3769 Total Withdrawals (Pool Distribution Amount) 69,~~391~~332,~~732~~690.0140 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest. NOTE: Of the mortgage loans that have primary mortgage insurance policies ("PMI"), the mortgage insurance policies are provided by Republic Mortgage Insurance Co., United Guaranty Insurance Company, Radian Guaranty Insurance, and 5 other insurers.

ADMINISTRATION FEES Gross Servicing Fee* 116,~~910~~387.8925 Lender Paid Mortgage Insurance Fee - See Note 338.5741 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~117~~116,~~249~~725.4666 *Servicer Payees include: AVELO MORTGAGE, LLC; COUNTRYWIDE HOME LOANS INC.; GMAC MTG CORP; GREENPOINT MTG FUNDING, INC; INDYMAC

COLLATERAL STATEMENT Collateral Description Fixed 30 Year Weighted Average Gross Coupon 6.~~219740~~219485% Weighted Average Net Coupon 6.~~009088~~008852% Weighted Average Pass-Through Rate 6.~~008478~~008240% Weighted Average Remaining Term ~~356~~355 Beginning Scheduled Collateral Loan Count 1,~~206~~201 Number Of Loans Paid In Full 58 Ending Scheduled Collateral Loan Count 1,~~201~~193 Beginning Scheduled Collateral Balance ~~665~~663,~~993~~073,~~938~~173.2063 Ending Scheduled Collateral Balance ~~663~~657,~~073~~221,~~173~~480.6386 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~663~~657,~~447~~592,~~364~~457.3711 Monthly P&I Constant 3,~~970~~960,~~084~~187.9937 Special Servicing Fee 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~518~~523,~~160~~542.6876 Unscheduled Principal 25,~~402~~328,~~603~~150.8901

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 6.~~202035~~202322 6.~~257974~~256700 Weighted Average Net Rate 5.~~991974~~992279 6.~~046046~~044789 Pass-Through Rate 5.~~991082~~991385 6.~~046046~~044789 Weighted Average Remaining Term ~~356~~355 ~~356~~355 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 2,~~701~~696,~~755~~268.5589 1,~~268~~263,~~329~~918.4448 Beginning Loan Count ~~817~~814 ~~389~~387 Loans Paid in Full 36 2 Ending Loan Count ~~814~~808 ~~387~~385 Beginning Scheduled Balance ~~455~~453,~~205~~793,~~901~~866.7259 ~~210~~209,~~788~~279,~~036~~307.4804 Ending Scheduled Balance ~~453~~450,~~793~~209,~~866~~916.5973 ~~209~~207,~~279~~011,~~307~~564.0413 Scheduled Principal ~~349~~350,~~086~~789.3017 ~~169~~172,~~074~~753.3859 Unscheduled Principal 13,~~062~~233,~~948~~160.8369 12,~~339~~094,~~655~~989.0632 Scheduled Interest 2,~~352~~345,~~669~~479.2572 1,~~099~~091,~~255~~164.0689 Servicing Fees 79,~~684~~429.2699 3736,~~226~~957.6326 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 338.5741 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 2,~~272~~265,~~646~~711.4232 1,~~062~~054,~~028~~207.4363 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 Total Collateral Description Fixed 30 Year Weighted Average Coupon Rate 6.~~219740~~219485 Weighted Average Net Rate 6.~~009088~~008852 Pass-Through Rate 6.~~008478~~008240 Weighted Average Remaining Term ~~356~~355 Record Date 0405/3031/2006 Principal And Interest Constant 3,~~970~~960,~~084~~187.9937 Beginning Loan Count 1,~~206~~201 Loans Paid in Full 58 Ending Loan Count 1,~~201~~193 Beginning Scheduled Balance ~~665~~663,~~993~~073,~~938~~173.2063 Ending Scheduled Balance ~~663~~657,~~073~~221,~~173~~480.6386 Scheduled Principal ~~518~~523,~~160~~542.6876 Unscheduled Principal 25,~~402~~328,~~603~~150.8901 Scheduled Interest 3,~~451~~436,~~924~~644.3161 Servicing Fees 116,~~910~~387.8925 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 338.5741 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,~~334~~319,~~674~~918.8595 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Special Servicing Fee 0.00

Additional Reporting - Deal Level Structural Reporting Senior Percentage - Collateral Group 1 96.~~087960~~068193% Senior Percentage - Collateral Group 2 96.~~097552~~092978% Senior Percentage - Collateral Group 3 96.~~090880~~082014% Senior Percentage - Collateral Group 4 96.~~090928~~057419% Senior Percentage - Collateral Group 5 96.~~075624~~056742% Sr Prepay Percentage - Collat Group 1 100.000000% Sr Prepay Percentage - Collat Group 2 100.000000% Sr Prepay Percentage - Collat Group 3 100.000000% Sr Prepay Percentage - Collat Group 4 100.000000% Sr Prepay Percentage - Collat Group 5 100.000000% Subordinate Percentage - Collat Group 1 3.~~912040~~931807% Subordinate Percentage - Collat Group 2 3.~~902448~~907022% Subordinate Percentage - Collat Group 3 3.~~909120~~917986% Subordinate Percentage - Collat Group 4 3.~~909072~~942581% Subordinate Percentage - Collat Group 5 3.~~924376~~943258% Sub Prepay Percentage - Collat Group 1 0.000000% Sub Prepay Percentage - Collat Group 2 0.000000% Sub Prepay Percentage - Collat Group 3 0.000000% Sub Prepay Percentage - Collat Group 4 0.000000% Sub Prepay Percentage - Collat Group 5 0.000000% Trigger Event Reporting Collateral Group 1 - Delinquency Event Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Collateral Group 1 - Cumulative Loss Event Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Int. Collat. Group 1 Delin./Loss Trigger Trigger Result Pass Collateral Group 2 - Delinquency Event Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Collateral Group 2 - Cumulative Loss Event Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Int. Collat. Group 2 Delin./Loss Trigger Trigger Result Pass Collateral Group 3 - Delinquency Event Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Collateral Group 3 - Cumulative Loss Event Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Int. Collat. Group 3 Delin./Loss Trigger Trigger Result Pass Collateral Group 4 - Delinquency Event Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Collateral Group 4 - Cumulative Loss Event Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Int. Collat. Group 4 Delin./Loss Trigger Trigger Result Pass Collateral Group 5 - Delinquency Event Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Collateral Group 5 - Cumulative Loss Event Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Int. Collat. Group 5 Delin./Loss Trigger Trigger Result Pass

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3132 0 0 0 3132 8,~~825~~311,~~008~~775.7236 0.00 0.00 0.00 8,~~825~~311,~~008~~775.7236 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 3132 0 0 0 3132 8,~~825~~311,~~008~~775.7236 0.00 0.00 0.00 8,~~825~~311,~~008~~775.7236 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.~~581182~~682313% 0.000000% 0.000000% 0.000000% 2.~~581182~~682313% 1.~~330175~~263971% 0.000000% 0.000000% 0.000000% 1.~~330175~~263971% 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 2.~~581182~~682313% 0.000000% 0.000000% 0.000000% 2.~~581182~~682313% 1.~~330175~~263971% 0.000000% 0.000000% 0.000000% 1.~~330175~~263971%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 4441,~~353~~814.0541

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 25 0 0 0 25 76,~~128~~484,~~701~~684.7875 0.00 0.00 0.00 76,~~128~~484,~~701~~684.7875 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 25 0 0 0 25 76,~~128~~484,~~701~~684.7875 0.00 0.00 0.00 76,~~128~~484,~~701~~684.7875 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.~~071253~~094059% 0.000000% 0.000000% 0.000000% 3.~~071253~~094059% 1.~~570026~~439565% 0.000000% 0.000000% 0.000000% 1.~~570026~~439565% 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 3.~~071253~~094059% 0.000000% 0.000000% 0.000000% 3.~~071253~~094059% 1.~~570026~~439565% 0.000000% 0.000000% 0.000000% 1.~~570026~~439565% 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 67 0 0 0 67 1,~~696~~827,~~306~~090.9461 0.00 0.00 0.00 1,~~696~~827,~~306~~090.9461 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 67 0 0 0 67 1,~~696~~827,~~306~~090.9461 0.00 0.00 0.00 1,~~696~~827,~~306~~090.9461 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~550388~~818182% 0.000000% 0.000000% 0.000000% 1.~~550388~~818182% 0.~~810090~~882094% 0.000000% 0.000000% 0.000000% 0.~~810090~~882094% 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 1.~~550388~~818182% 0.000000% 0.000000% 0.000000% 1.~~550388~~818182% 0.~~810090~~882094% 0.000000% 0.000000% 0.000000% 0.~~810090~~882094%

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.

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.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

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

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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 36 ~~892~~2,~~500~~576,567.00 ~~889~~2,~~486~~571,951.2822 0 0.00 0.00 Group 2 2 ~~885~~1,~~000~~654,500.00 ~~805~~1,~~311~~644,861.2642 0 0.00 0.00 Total 58 14,~~777~~231,~~500~~067.00 14,~~694~~216,~~797~~812.5464 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 ~~173~~662,~~973~~130.0272 Group 2 0 0.00 0.00 0 0.00 0.00 ~~534~~451,~~343~~550.8048 Total 0 0.00 0.00 0 0.00 0.00 ~~708~~1,~~316~~113,681.8220

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0115894734~~0105073808 MEMD 80.00 01-~~Dec~~Nov-2005 ~~512~~414,~~000~~760.00 ~~508~~414,~~975~~760.8100 Group 1 ~~0424380558~~0105192406 MDAZ 6875.23 01-Jan-2006 436,200.00 433,801.75 Group 1 0105930370 MD 80.00 01-~~Aug~~Nov-2005 ~~258~~507,~~000~~272.00 ~~258~~507,272.00 Group 1 0106585565 VA 59.89 01-Jan-2006 530,000.00 526,943.14 Group 1 ~~0601252072~~0107071807 NJMD 7080.00 01-~~Jul~~Feb-~~2005~~2006 ~~122~~516,~~500~~335.00 ~~122~~516,~~000~~335.00 Group 21 ~~0071506972~~0601284522 NJFL 6780.1400 01-Aug-2005 ~~470~~172,000.00 ~~391~~171,~~021~~918.5308 Group 2 ~~0120995123~~0003280999 PACA 6931.1067 01-Jan-2006 ~~415~~902,500.00 898,211.47 Group 2 0116255948 CA 80.00 01-Jan-2006 752,000.00 ~~414~~745,~~289~~227.7337

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0115894734~~0105073808 Loan Paid in Full 0 6.~~125~~375% 360 57 Group 1 ~~0424380558~~0105192406 Loan Paid in Full 0 6.500% 360 5 Group 1 0105930370 Loan Paid in Full 0 6.~~750~~875% 360 97 Group 1 ~~0601252072~~0106585565 Loan Paid in Full (1) 6.250% 360 5 Group 1 0107071807 Loan Paid in Full 0 6.500% 360 4 Group 1 0601284522 Loan Paid in Full 1 5.750% 360 10 Group 2 ~~0071506972~~0003280999 Loan Paid in Full 0 67.250% 360 95 Group 2 ~~0120995123~~0116255948 Loan Paid in Full 0(1) 6.~~750~~625% 360 45

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 0.~~361~~804% Current Month 49.~~247~~235% Current Month ~~512~~897.~~513~~694% 3 Month Average 0.~~000~~457% 3 Month Average 05.~~000~~306% 3 Month Average 0599.~~000~~016% 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 2.437% N/A Apr-2006 386.842% N/A May-2006 4.247% N/A May-2006 512.513% N/A Jun-2006 9.235% N/A Jun-2006 897.694% 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 0.~~234~~713% Current Month 28.~~769~~229% Current Month ~~335~~802.~~200~~489% 3 Month Average 0.~~000~~386% 3 Month Average 04.~~000~~503% 3 Month Average 0512.~~000~~716% 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 2.511% N/A Apr-2006 400.459% N/A May-2006 2.769% N/A May-2006 335.200% N/A Jun-2006 8.229% N/A Jun-2006 802.489% 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 01.~~636~~002% Current Month 711.~~371~~382% Current Month ~~882~~1,098.~~934~~676% 3 Month Average 0.~~000~~610% 3 Month Average 07.~~000~~010% 3 Month Average 0779.~~000~~811% 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 2.276% N/A Apr-2006 357.823% N/A May-2006 7.371% N/A May-2006 882.934% N/A Jun-2006 11.382% N/A Jun-2006 1,098.676% 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($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 1 300,000.00 0.~~045~~046 1 300,000.00 0.~~066~~067 5.500 5.749 5 1,~~626~~625,~~357~~914.0981 0.~~245~~247 4 1,246,999.85 0.~~275~~277 5.750 5.999 ~~196~~195 ~~107~~106,~~173~~887,~~921~~354.2117 16.~~163~~264 ~~184~~183 101,~~603~~321,~~205~~161.3591 22.~~390~~505 6.000 6.249 316 175,~~906~~713,~~558~~817.7885 26.~~529~~736 167 95,~~834~~748,~~042~~463.6604 21.~~118~~268 6.250 6.499 ~~424~~422 ~~238~~236,~~990~~842,~~398~~443.7724 36.~~043~~037 ~~285~~283 ~~162~~160,~~472~~792,~~026~~297.7421 35.~~803~~715 6.500 6.749 ~~225~~222 ~~121~~119,~~669~~863,~~251~~800.5691 18.~~349~~238 ~~153~~151 8281,~~268~~247,~~986~~002.2141 18.~~129~~046 6.750 6.999 2423 1211,~~177~~662,~~637~~525.6296 1.~~837~~775 1312 6,~~666~~155,~~169~~287.9954 1.~~469~~367 7.000 7.249 5 2,~~607~~604,~~391~~185.7265 0.~~393~~396 4 2,~~127~~125,~~982~~180.6918 0.~~469~~472 7.250 7.499 2 1 447,~~347,203~~913.7868 0.~~203~~068 0 0.00 0.000 7.500 7.749 1 425,~~734~~402.3959 0.~~064~~065 1 425,~~734~~402.3959 0.094 7.750 7.999 1 406,~~741~~442.9123 0.~~061~~062 1 406,~~741~~442.9123 0.090 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 1 441,~~976~~679.8077 0.067 1 441,~~976~~679.8077 0.~~097~~098 >= 8.500 0 0.00 0.000 0 0.00 0.000 Total 1,~~201~~193 ~~663~~657,~~073~~221,~~173~~480.6386 100.000 ~~814~~808 ~~453~~450,~~793~~209,~~866~~916.5973 100.000

Interest Rate Stratification (continued) Group 2 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 5.250 5.499 0 0.00 0.000 5.500 5.749 1 ~~379~~378,~~357~~914.2496 0.~~181~~183 5.750 5.999 12 5,~~570~~566,~~715~~192.8626 2.~~662~~689 6.000 6.249 149 8079,~~072~~965,~~516~~354.1281 38.~~261~~628 6.250 6.499 139 76,~~518~~050,~~372~~146.03 36.~~563~~737 6.500 6.749 7271 3938,~~400~~616,~~265~~798.3550 18.~~827~~654 6.750 6.999 11 5,~~511~~507,~~467~~238.6342 2.~~634~~660 7.000 7.249 1 479,~~409~~005.0347 0.~~229~~231 7.250 7.499 2 1 447,~~347,203~~913.7868 0.~~644~~216 7.500 7.749 0 0.00 0.000 7.750 7.999 0 0.00 0.000 8.000 8.249 0 0.00 0.000 8.250 8.499 0 0.00 0.000 >= 8.500 0 0.00 0.000 Total ~~387~~385 ~~209~~207,~~279~~011,~~307~~564.0413 100.000

Filing Compare · GSR Mortgage Loan Trust 2006-3F