10-D 1 baf0600e_10d-200608.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: July 21, 2006 to August 21, 2006 Commission File Number of issuing entity: 333-130536-04 Banc of America Funding 2006-E Trust (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130536 Banc of America Funding Corporation (Exact name of depositor as specified in its charter) Bank of America, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196857 54-2196858 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) 1-A-R _____ _____ __X___ ____________ 1-A-1 _____ _____ __X___ ____________ 1-A-2 _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 2-A-3 _____ _____ __X___ ____________ 2-A-4 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ B-5 _____ _____ __X___ ____________ B-6 _____ _____ __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 August 21, 2006 a distribution was made to holders of Banc of America Funding 2006-E Trust. 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 Banc of America Funding 2006-E Trust, relating to the August 21, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Banc of America Funding Corporation (Depositor) /s/ Adam Glassner Adam Glassner, President and CEO Date: August 28, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Banc of America Funding 2006-E Trust, relating to the August 21, 2006 distribution. EX-99.1 Banc of America Funding Corporation Mortgage Pass-Through Certificates Distribution Date: 8/21/2006 Banc of America Funding Corporation Mortgage Pass-Through Certificates Series 2006-E 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-R 05950DAC4 5.~~90992~~91475% ~~100~~0.00 0.4900 1-A-1 05950DAA8 5.~~90992~~91338% 3330,~~433~~526,~~000~~653.0097 ~~164~~150,~~655~~429.1985 1-A-2 05950DAB6 5.~~90992~~91338% 1,~~454~~327,~~000~~603.0011 76,~~160~~542.8519 2-A-1 05950DAD2 5.~~89140~~88744% ~~113~~110,~~000~~864,~~000~~933.0011 ~~554~~543,~~773~~925.1433 2-A-2 05950DAE0 5.~~89140~~88744% ~~201~~197,~~149~~348,~~000~~410.0089 ~~987~~968,~~540~~230.3742 2-A-3 05950DAS9 5.~~89140~~88744% 98,~~144~~971,~~000~~229.0063 44,~~892~~014.4463 2-A-4 05950DAR1 5.~~89140~~88744% 1413,~~056~~790,~~000~~420.0035 6967,~~007~~658.8954 3-A-1 05950DAF7 5.~~99347~~98280% 7271,~~054~~106,~~000~~551.0029 ~~359~~354,~~877~~513.8844 3-A-2 05950DAG5 5.~~99347~~98280% 6,~~551~~464,~~000~~859.0093 32,~~719~~231.3563 4-A-1 05950DAH3 6.~~03053~~03111% ~~154~~153,~~363~~758,~~000~~894.0052 ~~775~~772,~~742~~781.5817 4-A-2 05950DAJ9 6.~~03053~~03111% 6,~~711~~684,~~000~~736.0025 33,~~725~~597.7500 B-1 05950DAK6 5.~~94219~~93900% 12,~~431~~425,~~000~~118.0075 61,~~556~~493.1398 B-2 05950DAL4 5.~~94219~~93900% 4,~~461~~458,~~000~~889.0045 22,~~090~~067.0979 B-3 05950DAM2 5.~~94219~~93900% 3,~~506~~504,~~000~~341.0027 17,~~361~~343.1057 B-4 05950DAN0 5.~~94219~~93900% 1,~~912~~911,~~000~~095.0041 9,~~467~~458.8933 B-5 05950DAP5 5.~~94219~~93900% 1,~~594~~593,~~000~~245.0086 7,~~893~~885.2124 B-6 05950DAQ3 5.~~94219~~93900% 1,~~594~~593,~~047~~293.6044 7,~~893~~885.4447 Totals ~~637~~626,~~413~~330,~~147~~277.6023 3,~~156~~100,~~357~~058.7958

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-R ~~100~~0.00 0.00 0.00 ~~100~~0.4900 0.00 1-A-1 ~~916~~677,~~000~~942.2607 0.00 3229,~~516~~848,~~999~~711.7490 1828,~~080,655~~371.4592 0.00 1-A-2 3929,~~836~~483.8268 0.00 1,~~414~~298,~~163~~119.1844 4636,~~997~~025.6787 0.00 2-A-1 ~~407~~1,~~491~~738,450.0395 0.00 ~~112~~109,~~592~~126,~~508~~482.9717 ~~962~~2,~~264~~282,376.1728 0.00 2-A-2 ~~725~~3,~~366~~094,581.4914 0.00 ~~200~~194,~~423~~253,~~633~~829.5175 14,~~712~~062,~~906~~811.8656 0.00 2-A-3 32140,~~974~~676.3207 0.00 98,~~111~~830,~~025~~553.6857 77184,~~866~~690.7670 0.00 2-A-4 50216,~~687~~244.5684 0.00 1413,~~005~~574,~~312~~175.4452 ~~119~~283,~~695~~903.4538 0.00 3-A-1 2454,~~644~~918.6059 0.00 7271,~~029~~051,~~355~~632.4070 ~~384~~409,~~522~~432.4803 0.00 3-A-2 24,~~240~~993.6408 0.00 6,~~548~~459,~~759~~866.3685 3437,~~959~~224.9971 0.00 4-A-1 ~~198~~364,~~371~~747.3227 0.00 ~~154~~153,~~164~~394,~~628~~147.6826 ~~974~~1,~~113~~137,528.9044 0.00 4-A-2 815,~~624~~857.2855 0.00 6,~~702~~668,~~375~~878.7270 4249,~~350~~454.0355 0.00 B-1 2,~~917~~984.2086 0.00 12,~~428~~422,~~082~~133.8089 64,~~473~~478.3384 0.00 B-2 1,~~046~~071.8715 0.00 4,~~459~~457,~~953~~818.1330 23,~~136~~138.9694 0.00 B-3 ~~822~~841.7684 0.00 3,~~505~~503,~~177~~499.2443 18,~~183~~185.8641 0.00 B-4 ~~448~~459.6910 0.00 1,~~911~~910,~~551~~636.31 9,~~916~~917.5843 0.00 B-5 ~~374~~382.0774 0.00 1,~~593~~592,~~625~~863.9312 8,267.2898 0.00 B-6 ~~374~~382.0875 0.00 1,~~593~~592,~~673~~910.5268 8,~~267~~268.5222 0.00 Totals 26,~~412~~344,~~320~~017.9968 0.00 ~~635~~619,~~000~~986,~~826~~259.6159 59,~~568~~444,~~678~~076.7826 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A-R 100.00 ~~100~~0.00 10.1700 980.8300 0.00 0.00 1-A-1 33,433,000.00 3330,~~433~~526,~~000~~653.0097 1011,~~704~~776.6538 ~~905~~666,~~295~~165.6169 0.00 0.00 1-A-2 1,454,000.00 1,~~454~~327,~~000~~603.0011 ~~465~~512.5415 3928,~~371~~971.2752 0.00 0.00 2-A-1 113,000,000.00 ~~113~~110,~~000~~864,~~000~~933.0011 3433,~~217~~991.2204 ~~373~~1,~~273~~704,459.8190 0.00 0.00 2-A-2 201,149,000.00 ~~201~~197,~~149~~348,~~000~~410.0089 60,~~909~~506.3876 ~~664~~3,~~457~~034,074.1138 0.00 0.00 2-A-3 9,144,000.00 98,~~144~~971,~~000~~229.0063 2,~~768~~750.8757 30137,~~205~~925.4550 0.00 0.00 2-A-4 14,056,000.00 1413,~~056~~790,~~000~~420.0035 4,~~256~~228.2612 46212,~~431~~016.3071 0.00 0.00 3-A-1 72,054,000.00 7271,~~054~~106,~~000~~551.0029 18,~~732~~220.0244 536,~~912~~698.5816 0.00 0.00 3-A-2 6,551,000.00 6,~~551~~464,~~000~~859.0093 1,~~703~~656.0856 ~~537~~3,336.5652 0.00 0.00 4-A-1 154,363,000.00 ~~154~~153,~~363~~758,~~000~~894.0052 9,~~431~~529.2012 ~~188~~355,~~940~~218.1214 0.00 0.00 4-A-2 6,711,000.00 6,~~711~~684,~~000~~736.0025 ~~410~~414.0328 815,~~214~~443.2627 0.00 0.00 B-1 12,431,000.00 12,~~431~~425,~~000~~118.0075 2,~~917~~984.2086 0.00 0.00 0.00 B-2 4,461,000.00 4,~~461~~458,~~000~~889.0045 1,~~046~~071.8715 0.00 0.00 0.00 B-3 3,506,000.00 3,~~506~~504,~~000~~341.0027 ~~822~~841.7684 0.00 0.00 0.00 B-4 1,912,000.00 1,~~912~~911,~~000~~095.0041 ~~448~~459.6910 0.00 0.00 0.00 B-5 1,594,000.00 1,~~594~~593,~~000~~245.0086 ~~374~~382.0774 0.00 0.00 0.00 B-6 1,594,047.60 1,~~594~~593,~~047~~293.6044 ~~374~~382.0875 0.00 0.00 0.00 Totals 637,413,147.60 ~~637~~626,~~413~~330,~~147~~277.6023 149,~~583~~707.0986 26,~~262~~194,~~737~~309.9079 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-R ~~100~~0.00 0.00 0.00000000 ~~100~~0.00 1-A-1 ~~916~~677,~~000~~942.2607 3229,~~516~~848,~~999~~711.7490 0.~~97260191~~89279191 ~~916~~677,~~000~~942.2607 1-A-2 3929,~~836~~483.8268 1,~~414~~298,~~163~~119.1844 0.~~97260191~~89279191 3929,~~836~~483.8268 2-A-1 ~~407~~1,~~491~~738,450.0395 ~~112~~109,~~592~~126,~~508~~482.9717 0.~~99639388~~96572108 ~~407~~1,~~491~~738,450.0395 2-A-2 ~~725~~3,~~366~~094,581.4914 ~~200~~194,~~423~~253,~~633~~829.5175 0.~~99639388~~96572108 ~~725~~3,~~366~~094,581.4914 2-A-3 32140,~~974~~676.3207 98,~~111~~830,~~025~~553.6857 0.~~99639388~~96572108 32140,~~974~~676.3207 2-A-4 50216,~~687~~244.5684 1413,~~005~~574,~~312~~175.4452 0.~~99639388~~96572108 50216,~~687~~244.5684 3-A-1 2454,~~644~~918.6059 7271,~~029~~051,~~355~~632.4070 0.~~99965797~~98608867 2454,~~644~~918.6059 3-A-2 24,~~240~~993.6408 6,~~548~~459,~~759~~866.3685 0.~~99965797~~98608867 24,~~240~~993.6408 4-A-1 ~~198~~364,~~371~~747.3227 ~~154~~153,~~164~~394,~~628~~147.6826 0.~~99871490~~99372354 ~~198~~364,~~371~~747.3227 4-A-2 815,~~624~~857.2855 6,~~702~~668,~~375~~878.7270 0.~~99871490~~99372354 815,~~624~~857.2855 B-1 2,~~917~~984.2086 12,~~428~~422,~~082~~133.8089 0.~~99976533~~99928677 2,~~917~~984.2086 B-2 1,~~046~~071.8715 4,~~459~~457,~~953~~818.1330 0.~~99976533~~99928677 1,~~046~~071.8715 B-3 ~~822~~841.7684 3,~~505~~503,~~177~~499.2443 0.~~99976533~~99928677 ~~822~~841.7684 B-4 ~~448~~459.6910 1,~~911~~910,~~551~~636.31 0.~~99976533~~99928677 ~~448~~459.6910 B-5 ~~374~~382.0774 1,~~593~~592,~~625~~863.9312 0.~~99976533~~99928678 ~~374~~382.0774 B-6 ~~374~~382.0875 1,~~593~~592,~~673~~910.5268 0.~~99976533~~99928677 ~~374~~382.0875 Totals 26,~~412~~344,~~320~~017.9968 ~~635~~619,~~000~~986,~~826~~259.6159 0.~~99621545~~97265998 26,~~412~~344,~~320~~017.9968

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-R 100.00 ~~1000~~0.00000000 110.~~70000000~~00000000 ~~988~~0.~~30000000~~00000000 0.00000000 1-A-1 33,433,000.00 ~~1000~~913.~~00000000~~06954117 0.~~32018216~~35223821 2719.~~07790536~~92539377 0.00000000 1-A-2 1,454,000.00 ~~1000~~913.~~00000000~~06953920 0.~~32017882~~35223521 2719.~~07790234~~92539202 0.00000000 2-A-1 113,000,000.00 ~~1000~~981.~~00000000~~10560274 0.~~30280726~~30080566 315.~~30330805~~08371593 0.00000000 2-A-2 201,149,000.00 ~~1000~~981.~~00000000~~10560276 0.~~30280727~~30080567 315.~~30330805~~08371595 0.00000000 2-A-3 9,144,000.00 ~~1000~~981.~~00000000~~10560258 0.~~30280731~~30080599 315.~~30330818~~08371610 0.00000000 2-A-4 14,056,000.00 ~~1000~~981.~~00000000~~10560259 0.~~30280734~~30080535 315.~~30330820~~08371585 0.00000000 3-A-1 72,054,000.00 ~~1000~~986.~~00000000~~85085200 0.~~25997197~~25287201 0.~~08205762~~50931468 0.00000000 3-A-2 6,551,000.00 ~~1000~~986.~~00000000~~85085178 0.~~25997252~~25287132 0.~~08205770~~50931461 0.00000000 4-A-1 154,363,000.00 ~~1000~~996.~~00000000~~08646191 0.~~06109754~~06173189 12.~~22399876~~30118707 0.00000000 4-A-2 6,711,000.00 ~~1000~~996.~~00000000~~08646252 0.~~06109820~~06173149 12.~~22399940~~30118760 0.00000000 B-1 12,431,000.00 ~~1000~~999.~~00000000~~52688842 0.~~23467139~~24011423 0.00000000 0.00000000 B-2 4,461,000.00 ~~1000~~999.~~00000000~~52688859 0.~~23467160~~24011432 0.00000000 0.00000000 B-3 3,506,000.00 ~~1000~~999.~~00000000~~52688819 0.~~23467199~~24011409 0.00000000 0.00000000 B-4 1,912,000.00 ~~1000~~999.~~00000000~~52688808 0.~~23467050~~24011506 0.00000000 0.00000000 B-5 1,594,000.00 ~~1000~~999.~~00000000~~52688833 0.~~23467378~~24011292 0.00000000 0.00000000 B-6 1,594,047.60 ~~1000~~999.~~00000000~~52688991 0.~~23467304~~24011203 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-R 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 1-A-1 0.00000000 2720.~~39808752~~27763198 ~~972~~892.~~60191248~~79190919 0.~~97260191~~89279191 2720.~~39808752~~27763198 1-A-2 0.00000000 2720.~~39808803~~27763411 ~~972~~892.~~60191197~~79191197 0.~~97260191~~89279191 2720.~~39808803~~27763411 2-A-1 0.00000000 315.~~60611531~~38452168 ~~996~~965.~~39388469~~72108115 0.~~99639388~~96572108 315.~~60611531~~38452168 2-A-2 0.00000000 315.~~60611532~~38452162 ~~996~~965.~~39388468~~72108114 0.~~99639388~~96572108 315.~~60611532~~38452162 2-A-3 0.00000000 315.~~60611549~~38452209 ~~996~~965.~~39388451~~72108158 0.~~99639388~~96572108 315.~~60611549~~38452209 2-A-4 0.00000000 315.~~60611554~~38452191 ~~996~~965.~~39388446~~72108139 0.~~99639388~~96572108 315.~~60611554~~38452191 3-A-1 0.00000000 0.~~34202959~~76218655 ~~999~~986.~~65797041~~08866545 0.~~99965797~~98608867 0.~~34202959~~76218655 3-A-2 0.00000000 0.~~34203022~~76218593 ~~999~~986.~~65796978~~08866585 0.~~99965797~~98608867 0.~~34203022~~76218593 4-A-1 0.00000000 12.~~28509630~~36291903 ~~998~~993.~~71490370~~72354295 0.~~99871490~~99372354 12.~~28509630~~36291903 4-A-2 0.00000000 12.~~28509611~~36291909 ~~998~~993.~~71490389~~72354344 0.~~99871490~~99372354 12.~~28509611~~36291909 B-1 0.00000000 0.~~23467139~~24011423 999.~~76532861~~28677419 0.~~99976533~~99928677 0.~~23467139~~24011423 B-2 0.00000000 0.~~23467160~~24011432 999.~~76532840~~28677427 0.~~99976533~~99928677 0.~~23467160~~24011432 B-3 0.00000000 0.~~23467199~~24011409 999.~~76532801~~28677410 0.~~99976533~~99928677 0.~~23467199~~24011409 B-4 0.00000000 0.~~23467050~~24011506 999.~~76532950~~28677301 0.~~99976533~~99928677 0.~~23467050~~24011506 B-5 0.00000000 0.~~23467378~~24011292 999.~~76532622~~28677541 0.~~99976533~~99928678 0.~~23467378~~24011292 B-6 0.00000000 0.~~23467304~~24011203 999.~~76532696~~28677161 0.~~99976533~~99928677 0.~~23467304~~24011203 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A-R 05N/~~01/06~~A ~~- 05~~N/~~30/06~~A 30 5.~~90992~~91475% ~~100~~0.00 0.4900 0.00 1-A-1 0507/01/06 - 0507/30/06 30 5.~~90992~~91338% 3330,~~433~~526,~~000~~653.0097 ~~164~~150,~~655~~429.1985 0.00 1-A-2 0507/01/06 - 0507/30/06 30 5.~~90992~~91338% 1,~~454~~327,~~000~~603.0011 76,~~160~~542.8519 0.00 2-A-1 0507/01/06 - 0507/30/06 30 5.~~89140~~88744% ~~113~~110,~~000~~864,~~000~~933.0011 ~~554~~543,~~773~~925.1433 0.00 2-A-2 0507/01/06 - 0507/30/06 30 5.~~89140~~88744% ~~201~~197,~~149~~348,~~000~~410.0089 ~~987~~968,~~540~~230.3742 0.00 2-A-3 0507/01/06 - 0507/30/06 30 5.~~89140~~88744% 98,~~144~~971,~~000~~229.0063 44,~~892~~014.4463 0.00 2-A-4 0507/01/06 - 0507/30/06 30 5.~~89140~~88744% 1413,~~056~~790,~~000~~420.0035 6967,~~007~~658.8954 0.00 3-A-1 0507/01/06 - 0507/30/06 30 5.~~99347~~98280% 7271,~~054~~106,~~000~~551.0029 ~~359~~354,~~877~~513.8844 0.00 3-A-2 0507/01/06 - 0507/30/06 30 5.~~99347~~98280% 6,~~551~~464,~~000~~859.0093 32,~~719~~231.3563 0.00 4-A-1 0507/01/06 - 0507/30/06 30 6.~~03053~~03111% ~~154~~153,~~363~~758,~~000~~894.0052 ~~775~~772,~~742~~781.5817 0.00 4-A-2 0507/01/06 - 0507/30/06 30 6.~~03053~~03111% 6,~~711~~684,~~000~~736.0025 33,~~725~~597.7500 0.00 B-1 0507/01/06 - 0507/30/06 30 5.~~94219~~93900% 12,~~431~~425,~~000~~118.0075 61,~~556~~493.1398 0.00 B-2 0507/01/06 - 0507/30/06 30 5.~~94219~~93900% 4,~~461~~458,~~000~~889.0045 22,~~090~~067.0979 0.00 B-3 0507/01/06 - 0507/30/06 30 5.~~94219~~93900% 3,~~506~~504,~~000~~341.0027 17,~~361~~343.1057 0.00 B-4 0507/01/06 - 0507/30/06 30 5.~~94219~~93900% 1,~~912~~911,~~000~~095.0041 9,~~467~~458.8933 0.00 B-5 0507/01/06 - 0507/30/06 30 5.~~94219~~93900% 1,~~594~~593,~~000~~245.0086 7,~~893~~885.2124 0.00 B-6 0507/01/06 - 0507/30/06 30 5.~~94219~~93900% 1,~~594~~593,~~047~~293.6044 7,~~893~~885.4447 0.00 Totals 3,~~156~~100,~~357~~058.7958 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-R 0.00 0.00 0.4900 0.00 0.00 1-A-1 0.00 0.00 ~~164~~150,~~655~~429.1985 0.00 3229,~~516~~848,~~999~~711.7490 1-A-2 0.00 0.00 76,~~160~~542.8519 0.00 1,~~414~~298,~~163~~119.1844 2-A-1 0.00 0.00 ~~554~~543,~~773~~925.1433 0.00 ~~112~~109,~~592~~126,~~508~~482.9717 2-A-2 0.00 0.00 ~~987~~968,~~540~~230.3742 0.00 ~~200~~194,~~423~~253,~~633~~829.5175 2-A-3 0.00 0.00 44,~~892~~014.4463 0.00 98,~~111~~830,~~025~~553.6857 2-A-4 0.00 0.00 6967,~~007~~658.8954 0.00 1413,~~005~~574,~~312~~175.4452 3-A-1 0.00 0.00 ~~359~~354,~~877~~513.8844 0.00 7271,~~029~~051,~~355~~632.4070 3-A-2 0.00 0.00 32,~~719~~231.3563 0.00 6,~~548~~459,~~759~~866.3685 4-A-1 0.00 0.00 ~~775~~772,~~742~~781.5817 0.00 ~~154~~153,~~164~~394,~~628~~147.6826 4-A-2 0.00 0.00 33,~~725~~597.7500 0.00 6,~~702~~668,~~375~~878.7270 B-1 0.00 0.00 61,~~556~~493.1398 0.00 12,~~428~~422,~~082~~133.8089 B-2 0.00 0.00 22,~~090~~067.0979 0.00 4,~~459~~457,~~953~~818.1330 B-3 0.00 0.00 17,~~361~~343.1057 0.00 3,~~505~~503,~~177~~499.2443 B-4 0.00 0.00 9,~~467~~458.8933 0.00 1,~~911~~910,~~551~~636.31 B-5 0.00 0.00 7,~~893~~885.2124 0.00 1,~~593~~592,~~625~~863.9312 B-6 0.00 0.00 7,~~893~~885.4447 0.00 1,~~593~~592,~~673~~910.5268 Totals 0.00 0.00 3,~~156~~100,~~357~~058.7958 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-R 100.00 5.~~90992~~91475% ~~1000~~0.00000000 40.~~90000000~~00000000 0.00000000 1-A-1 33,433,000.00 5.~~90992~~91338% ~~1000~~913.~~00000000~~06954117 4.~~92493016~~49944217 0.00000000 1-A-2 1,454,000.00 5.~~90992~~91338% ~~1000~~913.~~00000000~~06953920 4.~~92493122~~49944292 0.00000000 2-A-1 113,000,000.00 5.~~89140~~88744% ~~1000~~981.~~00000000~~10560274 4.~~90949681~~81349850 0.00000000 2-A-2 201,149,000.00 5.~~89140~~88744% ~~1000~~981.~~00000000~~10560276 4.~~90949679~~81349855 0.00000000 2-A-3 9,144,000.00 5.~~89140~~88744% ~~1000~~981.~~00000000~~10560258 4.~~90949694~~81349847 0.00000000 2-A-4 14,056,000.00 5.~~89140~~88744% ~~1000~~981.~~00000000~~10560259 4.~~90949701~~81349886 0.00000000 3-A-1 72,054,000.00 5.~~99347~~98280% ~~1000~~986.~~00000000~~85085200 4.~~99455797~~92010770 0.00000000 3-A-2 6,551,000.00 5.~~99347~~98280% ~~1000~~986.~~00000000~~85085178 4.~~99455808~~92010838 0.00000000 4-A-1 154,363,000.00 6.~~03053~~03111% ~~1000~~996.~~00000000~~08646191 5.~~02544379~~00625908 0.00000000 4-A-2 6,711,000.00 6.~~03053~~03111% ~~1000~~996.~~00000000~~08646252 5.~~02544330~~00625838 0.00000000 B-1 12,431,000.00 5.~~94219~~93900% ~~1000~~999.~~00000000~~52688842 4.~~95182447~~94682487 0.00000000 B-2 4,461,000.00 5.~~94219~~93900% ~~1000~~999.~~00000000~~52688859 4.~~95182470~~94682582 0.00000000 B-3 3,506,000.00 5.~~94219~~93900% ~~1000~~999.~~00000000~~52688819 4.~~95182544~~94682544 0.00000000 B-4 1,912,000.00 5.~~94219~~93900% ~~1000~~999.~~00000000~~52688808 4.~~95182531~~94682531 0.00000000 B-5 1,594,000.00 5.~~94219~~93900% ~~1000~~999.~~00000000~~52688833 4.~~95182560~~94682560 0.00000000 B-6 1,594,047.60 5.~~94219~~93900% ~~1000~~999.~~00000000~~52688991 4.~~95182202~~94682217 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-R 0.00000000 0.00000000 40.~~90000000~~00000000 0.00000000 0.00000000 1-A-1 0.00000000 0.00000000 4.~~92493016~~49944217 0.00000000 ~~972~~892.~~60191248~~79190919 1-A-2 0.00000000 0.00000000 4.~~92493122~~49944292 0.00000000 ~~972~~892.~~60191197~~79191197 2-A-1 0.00000000 0.00000000 4.~~90949681~~81349850 0.00000000 ~~996~~965.~~39388469~~72108115 2-A-2 0.00000000 0.00000000 4.~~90949679~~81349855 0.00000000 ~~996~~965.~~39388468~~72108114 2-A-3 0.00000000 0.00000000 4.~~90949694~~81349847 0.00000000 ~~996~~965.~~39388451~~72108158 2-A-4 0.00000000 0.00000000 4.~~90949701~~81349886 0.00000000 ~~996~~965.~~39388446~~72108139 3-A-1 0.00000000 0.00000000 4.~~99455797~~92010770 0.00000000 ~~999~~986.~~65797041~~08866545 3-A-2 0.00000000 0.00000000 4.~~99455808~~92010838 0.00000000 ~~999~~986.~~65796978~~08866585 4-A-1 0.00000000 0.00000000 5.~~02544379~~00625908 0.00000000 ~~998~~993.~~71490370~~72354295 4-A-2 0.00000000 0.00000000 5.~~02544330~~00625838 0.00000000 ~~998~~993.~~71490389~~72354344 B-1 0.00000000 0.00000000 4.~~95182447~~94682487 0.00000000 999.~~76532861~~28677419 B-2 0.00000000 0.00000000 4.~~95182470~~94682582 0.00000000 999.~~76532840~~28677427 B-3 0.00000000 0.00000000 4.~~95182544~~94682544 0.00000000 999.~~76532801~~28677410 B-4 0.00000000 0.00000000 4.~~95182531~~94682531 0.00000000 999.~~76532950~~28677301 B-5 0.00000000 0.00000000 4.~~95182560~~94682560 0.00000000 999.~~76532622~~28677541 B-6 0.00000000 0.00000000 4.~~95182202~~94682217 0.00000000 999.~~76532696~~28677161 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 59,~~706~~592,~~587~~218.0278 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 026,819.0044 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Total Deposits 59,~~706~~619,~~587~~038.0222 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 039,702.0016 Total Administration Fees ~~137~~135,~~908~~259.2480 Payment of Interest and Principal 59,~~568~~444,~~678~~076.7826 Total Withdrawals (Pool Distribution Amount) 59,~~706~~619,~~587~~038.0222 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~136~~133,~~580~~954.3094 Trustee Fee - Wells Fargo Bank, N.A. 1,~~327~~304.9486 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~137~~135,~~908~~259.2480 *Servicer Payees include: BANK OF AMERICA (NY)

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.~~201815~~198618% Weighted Average Net Coupon 5.~~944689~~941971% Weighted Average Pass-Through Rate 5.~~942189~~939470% Weighted Average Remaining Term ~~359~~357 Beginning Scheduled Collateral Loan Count 1,~~030~~014 Number Of Loans Paid In Full 38 Ending Scheduled Collateral Loan Count 1,~~027~~006 Beginning Scheduled Collateral Balance ~~637~~626,~~413~~330,~~147~~277.6024 Ending Scheduled Collateral Balance ~~635~~619,~~000~~986,~~826~~259.6257 Ending Actual Collateral Balance at 31-~~May~~Jul-2006 ~~635~~620,~~119~~103,~~123~~955.1100 Monthly P&I Constant 3,~~443~~385,~~848~~026.6418 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 0.00 Prepayment Penalty Paid Count 0 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 149,~~583~~707.0788 Unscheduled Principal 26,~~262~~194,~~737~~309.9179

Group Level Collateral Statement Group Group One Group Two Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~287416~~290885 6.~~143896~~139937 Weighted Average Net Rate 5.~~912416~~915885 5.~~893896~~889937 Pass-Through Rate 5.~~909916~~913385 5.~~891396~~887437 Weighted Average Remaining Term ~~358~~356 ~~359~~357 Record Date 0507/31/2006 0507/31/2006 Principal And Interest Constant ~~202~~187,~~045~~457.0049 1,~~905~~871,~~576~~135.1942 Beginning Loan Count 6157 ~~588~~577 Loans Paid in Full 1 2 6 Ending Loan Count 6055 ~~586~~571 Beginning Scheduled Balance 3633,~~340~~306,~~803~~959.8370 ~~351~~345,~~405~~023,~~929~~392.8509 Ending Scheduled Balance 3532,~~384~~598,~~401~~973.2554 ~~350~~339,~~185~~829,~~153~~131.9188 Scheduled Principal 1112,~~636~~848.8695 ~~106~~105,~~408~~783.2772 Unscheduled Principal ~~944~~695,~~765~~137.7221 15,~~114~~088,~~367~~476.6749 Scheduled Interest ~~190~~174,~~408~~608.1454 1,~~799~~765,~~167~~351.9270 Servicing Fees 1110,~~356~~408.5042 7371,~~209~~879.5787 Master Servicing Fees 0.00 0.00 Trustee Fee 7569.7139 ~~732~~718.1080 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 ~~178~~164,~~975~~130.9373 1,~~725~~692,~~226~~753.2503 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group Three Group Four Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~245969~~235298 6.~~283032~~283614 Weighted Average Net Rate 5.~~995969~~985298 6.~~033032~~033614 Pass-Through Rate 5.~~993469~~982798 6.~~030532~~031114 Weighted Average Remaining Term ~~359~~357 ~~359~~357 Record Date 0507/31/2006 0507/31/2006 Principal And Interest Constant ~~447~~440,~~472~~794.7635 ~~888~~885,~~754~~638.6992 Beginning Loan Count ~~127~~126 254 Loans Paid in Full 0 0 Ending Loan Count ~~127~~126 254 Beginning Scheduled Balance 8180,~~880~~845,~~538~~242.6115 167,~~785~~154,~~875~~683.3130 Ending Scheduled Balance 8180,~~852~~784,~~801~~491.8358 ~~167~~166,~~578~~773,~~469~~662.6357 Scheduled Principal 2120,~~286~~715.6489 10,~~251~~359.3032 Unscheduled Principal 640,~~450~~034.1468 ~~197~~370,~~154~~661.3841 Scheduled Interest ~~426~~420,~~186~~078.1246 ~~878~~875,~~503~~279.3960 Servicing Fees 1716,~~058~~842.4576 34,~~955~~823.3989 Master Servicing Fees 0.00 0.00 Trustee Fee ~~170~~168.5843 ~~349~~348.5524 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 ~~408~~403,~~957~~067.0927 ~~843~~840,~~198~~107.4547 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 6.~~201815~~198618 Weighted Average Net Rate 5.~~944689~~941971 Pass-Through Rate 5.~~942189~~939470 Weighted Average Remaining Term ~~359~~357 Record Date 0507/31/2006 Principal And Interest Constant 3,~~443~~385,~~848~~026.6418 Beginning Loan Count 1,~~030~~014 Loans Paid in Full 38 Ending Loan Count 1,~~027~~006 Beginning Scheduled Balance ~~637~~626,~~413~~330,~~147~~277.6024 Ending Scheduled Balance ~~635~~619,~~000~~986,~~826~~259.6257 Scheduled Principal 149,~~583~~707.0788 Unscheduled Principal 26,~~262~~194,~~737~~309.9179 Scheduled Interest 3,~~294~~235,~~265~~318.5730 Servicing Fees ~~136~~133,~~579~~954.9194 Master Servicing Fees 0.00 Trustee Fee 1,~~327~~304.9486 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,~~156~~100,~~357~~058.7250 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 0.00 Prepayment Penalty Paid Count 0 Special Servicing Fee 0.00

Additional Reporting - Deal Level Miscellaneous Reporting Aggregate Senior Percentage 95.~~999762~~930904% Aggregate Subordinate Percentage 4.~~000238~~069096% Trigger Event Reporting Shifting Interest Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 01.~~000000~~307908% Shifting Interest Cumulative Losses Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Senior Step Down Test Trigger Result Pass 60 Day Delinquency Senior Step Down Condition Trigger Result Pass Threshold Value 50.000000% Calculated Value 01.~~000000~~307908% Cumulative Losses Senior Step Down Condition Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Two Times Test Trigger Result Pass

Additional Reporting - Group Level Miscellaneous Reporting Group One Pool Distribution Amount 1872,~~135,378~~116.5086 CPR% 2722.~~108491~~368484% Loan Recovery Amount 0.00 Senior Percentage 95.~~999803~~638442% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.~~000197~~361558% Subordinate Prepayment Percentage 0.000000% Group Two Pool Distribution Amount 26,~~946~~887,~~002~~013.2235 CPR% 316.~~740841~~335180% Loan Recovery Amount 0.00 Senior Percentage 95.~~999803~~928277% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.~~000197~~071723% Subordinate Prepayment Percentage 0.000000% Group Three Pool Distribution Amount ~~436~~463,~~693~~817.8886 CPR% 0.~~094514~~592777% Loan Recovery Amount 0.00 Senior Percentage 95.~~999613~~950497% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.~~000387~~049503% Subordinate Prepayment Percentage 0.000000% Group Four Pool Distribution Amount 1,~~050~~221,~~604~~128.17 CPR% 12.~~401051~~628917% Loan Recovery Amount 0.00 Senior Percentage 95.~~999738~~985125% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.~~000262~~014875% Subordinate Prepayment Percentage 0.000000%

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 010 0 0 0 010 05,105,126.0011 0.00 0.00 0.00 05,105,126.0011 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 010 0 0 0 010 05,105,126.0011 0.00 0.00 0.00 05,105,126.0011 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~994036% 0.000000% 0.000000% 0.000000% 0.~~000000~~994036% 0.~~000000~~823269% 0.000000% 0.000000% 0.000000% 0.~~000000~~823269% 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~~994036% 0.000000% 0.000000% 0.000000% 0.~~000000~~994036% 0.~~000000~~823269% 0.000000% 0.000000% 0.000000% 0.~~000000~~823269%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 026,819.0044

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group One 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 01 0 0 0 01 0534,200.00 0.00 0.00 0.00 0534,200.00 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 01 0 0 0 01 0534,200.00 0.00 0.00 0.00 0534,200.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~000000~~818182% 0.000000% 0.000000% 0.000000% 01.~~000000~~818182% 01.~~000000~~638303% 0.000000% 0.000000% 0.000000% 01.~~000000~~638303% 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 01.~~000000~~818182% 0.000000% 0.000000% 0.000000% 01.~~000000~~818182% 01.~~000000~~638303% 0.000000% 0.000000% 0.000000% 01.~~000000~~638303% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group Two 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 07 0 0 0 07 03,595,176.0011 0.00 0.00 0.00 03,595,176.0011 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 07 0 0 0 07 03,595,176.0011 0.00 0.00 0.00 03,595,176.0011 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~000000~~225919% 0.000000% 0.000000% 0.000000% 01.~~000000~~225919% 01.~~000000~~057675% 0.000000% 0.000000% 0.000000% 01.~~000000~~057675% 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 01.~~000000~~225919% 0.000000% 0.000000% 0.000000% 01.~~000000~~225919% 01.~~000000~~057675% 0.000000% 0.000000% 0.000000% 01.~~000000~~057675% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group Three 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 01 0 0 0 01 0483,750.00 0.00 0.00 0.00 0483,750.00 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 01 0 0 0 01 0483,750.00 0.00 0.00 0.00 0483,750.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~793651% 0.000000% 0.000000% 0.000000% 0.~~000000~~793651% 0.~~000000~~598696% 0.000000% 0.000000% 0.000000% 0.~~000000~~598696% 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~~793651% 0.000000% 0.000000% 0.000000% 0.~~000000~~793651% 0.~~000000~~598696% 0.000000% 0.000000% 0.000000% 0.~~000000~~598696% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group Four 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 01 0 0 0 01 0492,000.00 0.00 0.00 0.00 0492,000.00 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 01 0 0 0 01 0492,000.00 0.00 0.00 0.00 0492,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~393701% 0.000000% 0.000000% 0.000000% 0.~~000000~~393701% 0.~~000000~~294993% 0.000000% 0.000000% 0.000000% 0.~~000000~~294993% 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~~393701% 0.000000% 0.000000% 0.000000% 0.~~000000~~393701% 0.~~000000~~294993% 0.000000% 0.000000% 0.000000% 0.~~000000~~294993%

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 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current REO Total ~~Nov~~Jan-0506 0.000% Loans in REO 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 One 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current REO Total ~~Nov~~Jan-0506 0.000% Loans in REO 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 Two 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current REO Total ~~Nov~~Jan-0506 0.000% Loans in REO 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 Three 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current REO Total ~~Nov~~Jan-0506 0.000% Loans in REO 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 Four 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current REO Total ~~Nov~~Jan-0506 0.000% Loans in REO 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current Foreclosure Total ~~Nov~~Jan-0506 0.000% Loans in Foreclosure 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 One 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current Foreclosure Total ~~Nov~~Jan-0506 0.000% Loans in Foreclosure 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 Two 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current Foreclosure Total ~~Nov~~Jan-0506 0.000% Loans in Foreclosure 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 Three 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current Foreclosure Total ~~Nov~~Jan-0506 0.000% Loans in Foreclosure 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 Four 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current Foreclosure Total ~~Nov~~Jan-0506 0.000% Loans in Foreclosure 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current Bankruptcy Total ~~Nov~~Jan-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 One 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current Bankruptcy Total ~~Nov~~Jan-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 Two 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current Bankruptcy Total ~~Nov~~Jan-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 Three 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current Bankruptcy Total ~~Nov~~Jan-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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 Four 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Sep-05 0.000% Original Principal Balance 0.00 ~~Aug~~Oct-05 0.000% Current Actual Balance 0.00 ~~Sep~~Nov-05 0.000% ~~Oct~~Dec-05 0.000% Current Bankruptcy Total ~~Nov~~Jan-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~Feb-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Mar-06 0.000% Current Actual Balance 0.00 ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.000% ~~May~~Jul-06 0.000% ~~Jun~~Aug-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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-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 One 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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-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 Two 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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-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 Three 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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-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 Four 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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-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 One 12 ~~599~~1,~~000~~218,800.00 ~~599~~697,~~000~~439.0063 0 0.00 0.00 Group Two 26 ~~704~~4,~~000~~664,386.00 ~~702~~4,~~948~~662,030.5058 0 0.00 0.00 Group Three 0 0.00 0.00 0 0.00 0.00 Group Four 0 0.00 0.00 0 0.00 0.00 Total 38 15,~~303~~883,~~000~~186.00 15,~~301~~359,~~948~~470.5021 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 One 0 0.00 0.00 0 0.00 0.00 ~~346~~29,~~294~~118.2182 Group Two 0 0.00 0.00 0 0.00 0.00 ~~411~~427,~~949~~012.2026 Group Three 0 0.00 0.00 0 0.00 0.00 640,~~450~~034.1468 Group Four 0 0.00 0.00 0 0.00 0.00 ~~197~~370,~~154~~661.3841 Total 0 0.00 0.00 0 0.00 0.00 ~~961~~866,~~847~~827.9317

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group One ~~6345141953~~6452333237 PACA 7280.2600 01-May-2006 668,800.00 668,800.00 Group One 6529862887 CA 51.50 01-Jun-2006 ~~599~~550,000.00 ~~598~~(2,~~471~~781.5161) Group Two ~~6797303911~~6154434762 AZSC 80.00 01-Apr-2006 ~~580~~128,186.00 127,490.42 Group Two 6275087804 CA 80.00 01-May-2006 2,472,000.00 ~~578~~2,~~418~~472,000.4700 Group Two ~~6836731791~~6313861137 NVFL 80.00 01-~~Dec~~Apr-~~2005~~2006 ~~124~~487,200.00 484,973.81 Group Two 6618210717 UT 80.00 01-Jun-2006 492,000.00 ~~124~~492,000.00 Group Two 6652407849 UT 80.00 01-Jun-2006 460,000.00 460,000.00 Group Two 6898280265 NV 56.82 01-Jun-2006 625,000.00 625,000.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group One ~~6345141953~~6452333237 Loan Paid in Full (1) 6.250% 360 3 Group One 6529862887 Loan Paid in Full (5) 5.625% 360 13 Group Two ~~6797303911~~6154434762 Loan Paid in Full 0 6.~~500~~625% 360 24 Group Two ~~6836731791~~6275087804 Loan Paid in Full 0 56.625% 360 3 Group Two 6313861137 Loan Paid in Full 0 6.500% 360 4 Group Two 6618210717 Loan Paid in Full 0 6.000% 360 3 Group Two 6652407849 Loan Paid in Full 0 6.000% 360 3 Group Two 6898280265 Loan Paid in Full 0 6.875% 360 3

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 0.~~355~~989% Current Month 411.~~179~~246% Current Month 1,~~577~~694.~~205~~393% 3 Month Average 0.~~000~~895% 3 Month Average 010.~~000~~130% 3 Month Average 02,167.~~000~~396% 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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~4.179% N/A ~~Apr~~Jun-2006 ~~N/A~~1,577.205% N/A ~~May~~Jul-2006 ~~N/A~~14.966% N/A ~~May~~Jul-2006 ~~N/A~~3,230.591% N/A ~~Jun~~Aug-2006 411.~~179~~246% N/A ~~Jun~~Aug-2006 1,~~577~~694.~~205~~393% 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 One SMM CPR PSA Current Month 2.~~601~~088% Current Month 2722.~~108~~368% Current Month 72,~~174~~872.~~511~~164% 3 Month Average 03.~~000~~508% 3 Month Average 033.~~000~~627% 3 Month Average 06,328.~~000~~101% 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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~27.108% N/A ~~Apr~~Jun-2006 ~~N/A~~7,174.511% N/A ~~May~~Jul-2006 ~~N/A~~51.404% N/A ~~May~~Jul-2006 ~~N/A~~8,937.627% N/A ~~Jun~~Aug-2006 2722.~~108~~368% N/A ~~Jun~~Aug-2006 72,~~174~~872.~~511~~164% 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 Two SMM CPR PSA Current Month 01.~~317~~475% Current Month 316.~~741~~335% Current Month 12,~~456~~493.~~874~~987% 3 Month Average 01.~~000~~079% 3 Month Average 012.~~000~~031% 3 Month Average 02,491.~~000~~524% 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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~3.741% N/A ~~Apr~~Jun-2006 ~~N/A~~1,456.874% N/A ~~May~~Jul-2006 ~~N/A~~16.016% N/A ~~May~~Jul-2006 ~~N/A~~3,523.710% N/A ~~Jun~~Aug-2006 316.~~741~~335% N/A ~~Jun~~Aug-2006 12,~~456~~493.~~874~~987% 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 Three SMM CPR PSA Current Month 0.~~008~~050% Current Month 0.~~095~~593% Current Month 4194.~~146~~082% 3 Month Average 0.~~000~~421% 3 Month Average 04.~~000~~743% 3 Month Average 01,094.~~000~~567% 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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.095% N/A ~~Apr~~Jun-2006 ~~N/A~~41.146% N/A ~~May~~Jul-2006 ~~N/A~~13.540% N/A ~~May~~Jul-2006 ~~N/A~~3,148.471% N/A ~~Jun~~Aug-2006 0.~~095~~593% N/A ~~Jun~~Aug-2006 4194.~~146~~082% 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 Four SMM CPR PSA Current Month 0.~~118~~222% Current Month 12.~~401~~629% Current Month ~~508~~389.~~779~~327% 3 Month Average 0.~~000~~195% 3 Month Average 02.~~000~~317% 3 Month Average 0504.~~000~~331% 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. ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~1.401% N/A ~~Apr~~Jun-2006 ~~N/A~~508.779% N/A ~~May~~Jul-2006 ~~N/A~~2.921% N/A ~~May~~Jul-2006 ~~N/A~~614.886% N/A ~~Jun~~Aug-2006 12.~~401~~629% N/A ~~Jun~~Aug-2006 ~~508~~389.~~779~~327% 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~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current ~~One~~ Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.250 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 2 676,600.00 0.107 0 0.00 0.000 4.750 4.999 3 1,996,608.16 0.314 0 0.00 0.000 5.000 5.249 15 7,940,162.91 1.250 2 1,538,363.00 4.348 5.250 5.499 34 17,335,485.46 2.730 0 0.00 0.000 5.500 5.749 57 31,945,158.62 5.031 3 1,341,337.01 3.791 5.750 5.999 147 89,178,609.06 14.044 8 4,000,488.96 11.306 6.000 6.249 221 138,034,715.99 21.738 13 6,875,835.88 19.432 6.250 6.499 293 179,581,983.14 28.281 13 7,156,088.32 20.224 6.500 6.749 166 104,140,598.21 16.400 13 8,726,560.06 24.662 6.750 6.999 62 40,937,295.57 6.447 3 3,142,000.00 8.880 7.000 7.249 16 13,274,162.44 2.090 3 1,672,505.83 4.727 7.250 7.499 5 5,506,524.64 0.867 1 485,620.87 1.372 7.500 7.749 5 4,007,321.10 0.631 0 0.00 0.000 >= 7.750 1 445,601.32 0.070 1 445,601.32 1.259 Total 1,027 635,000,826.62 100.000 60 35,384,401.25 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group ~~Two~~One ~~Group Three~~ Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.250 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 2 676,600.00 0.~~193~~109 0 0.00 0.000 4.750 4.999 3 1,~~996~~991,~~608~~403.1640 0.~~570~~321 0 0.00 0.000 5.000 5.249 1315 67,~~401~~935,~~799~~436.9164 1.~~828~~280 02 01,538,363.00 04.~~000~~719 5.250 5.499 2834 1317,~~882~~322,~~808~~486.8746 32.~~964~~794 20 ~~1,280,000~~0.00 10.~~564~~000 5.500 5.749 4456 2331,~~633~~371,~~180~~350.5384 65.~~749~~060 62 3791,~~936,283~~925.2800 42.~~809~~429 5.750 5.999 ~~103~~146 6588,~~151~~512,~~820~~555.9537 1814.~~605~~277 108 54,~~211~~000,~~119~~252.8454 612.~~366~~271 6.000 6.249 ~~118~~217 70134,~~931~~962,~~824~~924.0075 2021.~~256~~769 2912 206,~~424~~325,~~233~~767.9039 2419.~~952~~405 6.250 6.499 ~~138~~289 82177,~~155~~389,~~622~~784.2620 2328.~~461~~612 5311 316,~~516~~058,~~261~~796.8270 3818.~~504~~586 6.500 6.749 87157 5197,~~722~~439,~~729~~288.8695 1415.~~770~~716 18 12 8,~~317~~141,~~795~~526.4000 1524.~~049~~975 6.750 6.999 3261 1640,~~882~~156,~~259~~327.5783 46.~~821~~477 73 53,~~741~~141,~~489~~828.8044 79.~~014~~638 7.000 7.249 1015 912,~~216~~280,~~038~~556.8248 21.~~632~~981 23 1,~~425~~670,~~617~~711.7944 15.~~742~~125 7.250 7.499 45 5,~~020~~498,~~903~~673.7727 10.~~434~~887 01 0484,855.0073 01.~~000~~487 7.500 7.749 45 24,~~512~~003,~~957~~924.2108 0.~~718~~646 0 0.00 0.000 >= 7.750 01 0444,947.0030 0.~~000~~072 01 0444,947.0030 01.~~000~~365 Total ~~586~~1,006 ~~350~~619,~~185~~986,~~153~~259.9157 100.000 ~~127~~55 8132,~~852~~598,~~801~~973.8354 100.000

Interest Rate Stratification (continued) Group ~~Four~~Two Group Three Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.250 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 2 676,600.00 0.199 0 0.00 0.000 4.750 4.999 3 1,991,403.40 0.586 0 0.00 0.000 5.000 5.249 13 6,397,073.64 1.882 0 0.00 0.000 5.250 5.499 28 13,873,060.54 4.082 2 1,~~172~~280,~~676~~000.5900 1.~~297~~584 5.500 5.749 444 23,614,205.63 6.949 6 3,~~034~~932,~~357~~155.8009 14.~~811~~867 5.750 5.999 26102 1464,~~815~~497,~~179~~484.3124 818.~~841~~979 10 5,206,525.60 6.445 6.000 6.249 61115 3969,~~802~~000,~~822~~991.2180 2320.~~752~~305 29 20,406,991.28 25.261 6.250 6.499 89136 5881,~~754~~119,~~010~~262.7425 3523.~~061~~871 53 31,469,897.44 38.955 6.500 6.749 4879 3145,~~373~~679,~~512~~013.8934 13.442 18 12,311,090.~~722~~74 15.239 6.750 6.999 2031 1516,~~171~~245,~~546~~175.2032 94.~~053~~780 7 5,737,166.31 7.102 7.000 7.249 10 9,209,179.92 2.710 1 ~~960~~440,~~000~~665.0012 0.~~573~~545 7.250 7.499 4 5,013,817.54 1.475 0 0.00 0.000 7.500 7.749 14 12,~~494~~511,~~363~~864.8926 0.~~892~~739 0 0.00 0.000 >= 7.750 0 0.00 0.000 0 0.00 0.000 Total ~~254~~571 ~~167~~339,~~578~~829,~~469~~131.6388 100.000 126 80,784,491.58 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Closing~~Stratification ~~Date~~(continued) ~~May~~Group ~~31,~~Four ~~2006.~~Current ~~Determination~~Number ~~Date With respect to any Distribution Date, the 16th day~~ of ~~the~~Outstanding ~~month~~Percentage of ~~the~~Interest ~~related~~Rate ~~Distribution~~Loans ~~Date~~Scheduled ~~or,~~Balance(%) ifRange(%) ~~such~~Balance($) ~~16th~~< ~~day~~4.250 is0 ~~not~~0.00 a0.000 ~~Business~~4.250 ~~Day,~~4.499 ~~the~~0 ~~Business~~0.00 ~~Day~~0.000 ~~immediately~~4.500 ~~preceding~~4.749 ~~such~~0 ~~16th~~0.00 ~~day~~0.000 ~~Distribution~~4.750 ~~Date~~4.999 ~~The~~0 ~~20th~~0.00 ~~day~~0.000 of5.000 ~~each~~5.249 ~~month~~0 ~~beginning~~0.00 in0.000 ~~June~~5.250 ~~2006~~5.499 ~~(or~~4 2,169,425.92 if1.301 ~~such~~5.500 ~~day~~5.749 is4 ~~not a Business Day~~3,033,065.12 ~~the~~1.819 ~~next~~5.750 ~~Business Day)~~5.999 ~~Record~~26 ~~Date~~14,808,292.99 ~~With~~8.879 ~~respect~~6.000 to6.249 ~~each~~61 ~~Certificate~~39,229,174.28 ~~the~~23.522 ~~last~~6.250 ~~day~~6.499 of89 ~~the month (or~~58,741,827.81 if35.222 ~~such~~6.500 ~~day~~6.749 is48 ~~not a Business Day~~31,307,658.87 ~~the~~18.773 ~~preceding~~6.750 ~~Business~~6.999 ~~Day)~~20 ~~preceding~~15,032,157.76 ~~the~~9.014 ~~month~~7.000 ~~of the related Distribution Date~~7.249 ~~Remittance~~1 ~~Date As to any Distribution Date~~960, ~~by 2:~~000.00 p0.m576 7.250 ~~Eastern~~7.499 ~~time~~0 on0.00 ~~the~~0.000 ~~18th~~7.500 ~~calendar~~7.749 ~~day~~1 ~~of each month~~1,492,059.82 or0.895 if>= ~~such~~7.750 ~~day~~0 is0.00 ~~not~~0.000 aTotal ~~Business~~254 ~~Day~~166,773,662.57 ~~the Business Day immediately preceding such day~~100.000

Filing Compare · Banc of America Funding 2006-E Trust