10-D 1 baf0600b_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: 333-121559-18 Banc of America Funding 2006-B Trust (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-121559 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) 54-2195419 54-2195420 54-2195421 (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___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ 5-A-1 _____ _____ __X___ ____________ 6-A-1 _____ _____ __X___ ____________ 6-A-2 _____ _____ __X___ ____________ 7-A-1 _____ _____ __X___ ____________ 7-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-B 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-B 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-B 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-B 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 058928AC6 5.~~66340~~65033% 0.00 0.00 1-A-1 058928AA0 5.~~66340~~65042% 24,~~645~~163,~~491~~690.8043 ~~116~~113,~~314~~779.3523 1-A-2 058928AB8 5.~~66340~~65042% 1,~~145~~122,~~073~~688.4914 5,~~404~~286.1739 2-A-1 058928AD4 5.~~59023~~58540% ~~136~~133,~~687~~998,~~938~~978.1112 ~~636~~623,~~764~~698.4384 2-A-2 058928AE2 5.~~59023~~58540% 6,~~349~~224,~~445~~537.0010 2928,~~579~~972.0614 3-A-1 058928AF9 5.~~72649~~71065% 2322,~~489~~475,~~885~~121.3012 ~~112~~106,~~095~~956.4337 3-A-2 058928AG7 5.~~72649~~71065% 1,~~091~~044,~~484~~332.7555 54,~~208~~969.6485 4-A-1 058928AH5 5.~~79480~~79086% 25,~~828~~642,~~248~~947.3445 ~~124~~123,~~724~~745.6960 4-A-2 058928AJ1 5.~~79480~~79086% 1,~~200~~191,~~088~~478.6075 5,~~795~~749.2374 5-A-1 058928AK8 5.~~84410~~83587% ~~131~~129,~~822~~370,~~905~~121.9101 ~~641~~629,~~989~~156.0703 6-A-1 058928AL6 5.~~90029~~90027% 21,~~073~~060,~~776~~507.8975 103,~~617~~552.8028 6-A-2 058928AM4 5.~~90029~~90027% ~~978~~977,~~537~~921.1905 4,~~811~~808.3833 7-A-1 058928AN2 5.~~90302~~90471% 6665,~~329~~700,~~543~~645.8645 ~~326~~323,~~287~~286.0128 7-A-2 058928AP7 5.~~90302~~90471% 6,~~462~~400,~~042~~773.6934 31,~~787~~495.9661 B-1 058928AQ5 5.~~75370~~74811% 8,~~917~~912,~~189~~600.8466 42,~~755~~692.6616 B-2 058928AR3 5.~~75370~~74811% 4,~~578~~576,~~503~~147.3404 21,~~952~~920.7615 B-3 058928AS1 5.~~75370~~74811% 3,~~132~~130,~~607~~995.5941 1514,~~020~~997.0675 B-4 058928AT9 5.~~75370~~74811% 1,~~204~~203,~~080~~460.4376 5,~~773~~764.2668 B-5 058928AU6 5.~~75370~~74811% 1,445,~~895~~151.7563 6,~~932~~922.7041 B-6 058928AV4 5.~~75370~~74811% 1,~~205~~204,~~274~~654.5223 5,~~778~~770.9940 Totals ~~467~~459,~~588~~846,~~013~~751.4099 2,~~242~~203,~~592~~524.6524

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-R 0.00 0.00 0.00 0.00 0.00 1-A-1 830,~~003~~881.3381 0.00 24,~~637~~132,~~488~~808.4763 ~~124~~144,~~317~~661.6804 0.00 1-A-2 ~~371~~1,434.8582 0.00 1,~~144~~121,~~701~~253.6532 56,~~776~~721.0221 0.00 2-A-1 1645,~~778,488~~318.1920 0.00 ~~134~~133,~~909~~353,~~449~~659.9291 21,~~415~~269,~~252~~017.6204 0.00 2-A-2 8229,~~614~~976.5540 0.00 6,~~266~~194,~~830~~560.4570 ~~112~~58,~~193~~948.6154 0.00 3-A-1 1413,~~820~~307.0614 0.00 2322,~~475~~461,~~065~~813.2498 ~~126~~120,~~915~~263.4951 0.00 3-A-2 ~~688~~618.6333 0.00 1,~~090~~043,~~796~~714.1222 5,~~897~~588.2718 0.00 4-A-1 ~~183~~564,~~477~~308.3332 0.00 25,~~644~~078,~~771~~639.0112 ~~308~~688,~~202~~053.0292 0.00 4-A-2 826,~~525~~220.13 0.00 1,~~191~~165,~~563~~258.4862 1431,~~320~~969.3687 0.00 5-A-1 ~~651~~743,~~207~~565.4244 0.00 ~~131~~128,~~171~~626,~~698~~555.5056 1,~~293~~372,~~196~~721.4947 0.00 6-A-1 7436,~~047~~400.0872 0.00 2120,~~066~~624,~~729~~107.8103 ~~110~~539,~~664~~953.8800 0.00 6-A-2 ~~327~~20,263.2278 0.00 ~~978~~957,~~209~~657.9727 525,~~138~~072.6011 0.00 7-A-1 71,~~097~~464,077.0592 0.00 6664,~~322~~236,~~446~~567.8153 ~~333~~1,~~384~~787,364.0620 0.00 7-A-2 ~~691~~142,635.4229 0.00 6,~~461~~258,~~351~~138.2704 32174,~~479~~130.3890 0.00 B-1 2,~~285~~325.3692 0.00 8,~~914~~910,~~904~~274.4874 45,~~041~~018.0208 0.00 B-2 1,~~173~~194.4123 0.00 4,~~577~~574,~~329~~952.9381 23,~~126~~114.1738 0.00 B-3 ~~802~~817.8409 0.00 3,~~131~~130,~~804~~178.7532 15,~~822~~814.9084 0.00 B-4 ~~308~~314.5907 0.00 1,203,~~771~~146.8469 6,~~081~~078.8575 0.00 B-5 ~~370~~377.5614 0.00 1,~~445~~444,~~525~~774.1949 7,~~303~~299.2655 0.00 B-6 ~~308~~314.9038 0.00 1,204,~~965~~339.6285 6,~~087~~084.8978 0.00 Totals 24,~~748~~124,~~608~~351.9213 0.00 ~~464~~455,~~839~~722,~~404~~400.5183 46,~~991~~327,~~201~~875.5737 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 0.00 0.00 0.00 0.00 0.00 1-A-1 28,927,000.00 24,~~645~~163,~~491~~690.8043 7,~~008~~072.1688 ~~995~~23,808.1793 0.00 0.00 1-A-2 1,344,000.00 1,~~145~~122,~~073~~688.4914 ~~325~~328.6162 461,106.2421 0.00 0.00 2-A-1 141,479,000.00 ~~136~~133,~~687~~998,~~938~~978.1112 5556,~~561~~345.0573 1588,~~722,927~~972.1448 0.00 0.00 2-A-2 6,572,000.00 6,~~349~~224,~~445~~537.0010 2,~~580~~617.9338 8027,~~033~~359.6202 0.00 0.00 3-A-1 24,039,000.00 2322,~~489~~475,~~885~~121.30 12 11,~~516~~918.7701 21,~~303~~389.2913 0.00 0.00 3-A-2 1,117,000.00 1,~~091~~044,~~484~~332.7555 ~~581~~553.6178 ~~107~~64.0255 0.00 0.00 4-A-1 26,472,000.00 25,~~828~~642,~~248~~947.3445 1,~~558~~575.0234 ~~181~~562,~~919~~732.3298 0.00 0.00 4-A-2 1,230,000.00 1,~~200~~191,~~088~~478.6075 7273.3920 826,~~452~~146.7393 0.00 0.00 5-A-1 134,373,000.00 ~~131~~129,~~822~~370,~~905~~121.9101 29,~~939~~220.2298 ~~621~~714,~~268~~344.2046 0.00 0.00 6-A-1 21,536,000.00 21,~~073~~060,~~776~~507.8975 2,~~933~~972.6974 4433,~~113~~427.3998 0.00 0.00 6-A-2 1,000,000.00 ~~978~~977,~~537~~921.1905 ~~136~~138.2204 ~~191~~20,125.0074 0.00 0.00 7-A-1 67,140,000.00 6665,~~329~~700,~~543~~645.8645 ~~775~~783.4943 61,~~321~~463,294.5549 0.00 0.00 7-A-2 6,541,000.00 6,~~462~~400,~~042~~773.6934 7576.5532 ~~615~~142,558.8797 0.00 0.00 B-1 8,924,000.00 8,~~917~~912,~~189~~600.8466 2,~~285~~325.3692 0.00 0.00 0.00 B-2 4,582,000.00 4,~~578~~576,~~503~~147.3404 1,~~173~~194.4123 0.00 0.00 0.00 B-3 3,135,000.00 3,~~132~~130,~~607~~995.5941 ~~802~~817.8409 0.00 0.00 0.00 B-4 1,205,000.00 1,~~204~~203,~~080~~460.4376 ~~308~~314.5907 0.00 0.00 0.00 B-5 1,447,000.00 1,445,~~895~~151.7563 ~~370~~377.5614 0.00 0.00 0.00 B-6 1,206,195.00 1,~~205~~204,~~274~~654.5223 ~~308~~314.9038 0.00 0.00 0.00 Totals 482,269,295.00 ~~467~~459,~~588~~846,~~013~~751.4099 119,~~314~~019.3728 24,~~629~~005,~~294~~331.5487 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-R 0.00 0.00 0.00000000 0.00 1-A-1 830,~~003~~881.3381 24,~~637~~132,~~488~~808.4763 0.~~85171253~~83426586 830,~~003~~881.3381 1-A-2 ~~371~~1,434.8582 1,~~144~~121,~~701~~253.6532 0.~~85171254~~83426586 ~~371~~1,434.8582 2-A-1 1645,~~778,488~~318.1920 ~~134~~133,~~909~~353,~~449~~659.9291 0.~~95356519~~94256858 1645,~~778,488~~318.1920 2-A-2 8229,~~614~~976.5540 6,~~266~~194,~~830~~560.4570 0.~~95356519~~94256858 8229,~~614~~976.5540 3-A-1 1413,~~820~~307.0614 2322,~~475~~461,~~065~~813.2498 0.~~97654084~~93439053 1413,~~820~~307.0614 3-A-2 ~~688~~618.6333 1,~~090~~043,~~796~~714.1222 0.~~97654084~~93439053 ~~688~~618.6333 4-A-1 ~~183~~564,~~477~~308.3332 25,~~644~~078,~~771~~639.0112 0.~~96875079~~94736473 ~~183~~564,~~477~~308.3332 4-A-2 826,~~525~~220.13 1,~~191~~165,~~563~~258.4862 0.~~96875080~~94736473 826,~~525~~220.13 5-A-1 ~~651~~743,~~207~~565.4244 ~~131~~128,~~171~~626,~~698~~555.5056 0.~~97617601~~95723513 ~~651~~743,~~207~~565.4244 6-A-1 7436,~~047~~400.0872 2120,~~066~~624,~~729~~107.8103 0.~~97820997~~95765727 7436,~~047~~400.0872 6-A-2 ~~327~~20,263.2278 ~~978~~957,~~209~~657.9727 0.~~97820997~~95765727 ~~327~~20,263.2278 7-A-1 71,~~097~~464,077.0592 6664,~~322~~236,~~446~~567.8153 0.~~98782316~~95675555 71,~~097~~464,077.0592 7-A-2 ~~691~~142,635.4229 6,~~461~~258,~~351~~138.2704 0.~~98782316~~95675555 ~~691~~142,635.4229 B-1 2,~~285~~325.3692 8,~~914~~910,~~904~~274.4874 0.~~99898078~~99846198 2,~~285~~325.3692 B-2 1,~~173~~194.4123 4,~~577~~574,~~329~~952.9381 0.~~99898078~~99846198 1,~~173~~194.4123 B-3 ~~802~~817.8409 3,~~131~~130,~~804~~178.7532 0.~~99898078~~99846198 ~~802~~817.8409 B-4 ~~308~~314.5907 1,203,~~771~~146.8469 0.~~99898078~~99846198 ~~308~~314.5907 B-5 ~~370~~377.5614 1,~~445~~444,~~525~~774.1949 0.~~99898078~~99846198 ~~370~~377.5614 B-6 ~~308~~314.9038 1,204,~~965~~339.6285 0.~~99898078~~99846198 ~~308~~314.9038 Totals 24,~~748~~124,~~608~~351.9213 ~~464~~455,~~839~~722,~~404~~400.5183 0.~~96385859~~94495421 24,~~748~~124,~~608~~351.9213

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-1 28,927,000.00 ~~851~~835.~~98920731~~33344038 0.~~24227054~~24450790 0.~~03440281~~82306945 0.00000000 1-A-2 1,344,000.00 ~~851~~835.~~98920387~~33343750 0.~~24226935~~24450893 0.~~03440476~~82307292 0.00000000 2-A-1 141,479,000.00 ~~966~~947.~~13587960~~12980810 0.~~39271588~~39826214 124.~~17797086~~16296751 0.00000000 2-A-2 6,572,000.00 ~~966~~947.~~13587949~~12980828 0.~~39271607~~39826233 124.~~17797018~~16296713 0.00000000 3-A-1 24,039,000.00 ~~977~~934.~~15734016~~94409584 0.~~52068597~~49577811 0.~~09581472~~05778651 0.00000000 3-A-2 1,117,000.00 ~~977~~934.~~15734109~~94409132 0.~~52068935~~49577440 0.~~09581021~~05778872 0.00000000 4-A-1 26,472,000.00 ~~975~~968.~~68178982~~68190730 0.~~05885539~~05950967 621.~~87214113~~25766772 0.00000000 4-A-2 1,230,000.00 ~~975~~968.~~68178862~~68191057 0.~~05885366~~05951220 621.~~87213821~~25766667 0.00000000 5-A-1 134,373,000.00 ~~981~~962.~~02227315~~76871849 0.~~22280681~~21746169 45.~~62346007~~31613092 0.00000000 6-A-1 21,536,000.00 ~~978~~977.~~53718843~~92105080 0.~~13622260~~13803585 020.~~19100065~~12574201 0.00000000 6-A-2 1,000,000.00 ~~978~~977.~~53719000~~92105000 0.~~13622000~~13804000 020.~~19100000~~12574000 0.00000000 7-A-1 67,140,000.00 ~~987~~978.~~92886297~~56189231 0.~~01155034~~01166860 021.~~09415475~~79467516 0.00000000 7-A-2 6,541,000.00 ~~987~~978.~~92886256~~56189268 0.~~01155022~~01166794 021.~~09415533~~79467513 0.00000000 B-1 8,924,000.00 ~~999~~998.~~23687136~~72261990 0.~~25609144~~26063649 0.00000000 0.00000000 B-2 4,582,000.00 ~~999~~998.~~23687036~~72261894 0.~~25609123~~26063509 0.00000000 0.00000000 B-3 3,135,000.00 ~~999~~998.~~23687081~~72261882 0.~~25608931~~26063477 0.00000000 0.00000000 B-4 1,205,000.00 ~~999~~998.~~23687137~~72262241 0.~~25609129~~26063900 0.00000000 0.00000000 B-5 1,447,000.00 ~~999~~998.~~23686938~~72261921 0.~~25608846~~26063580 0.00000000 0.00000000 B-6 1,206,195.00 ~~999~~998.~~23687298~~72261948 0.~~25609458~~26063779 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 0.00000000 0.00000000 0.00000000 0.00000000 1-A-1 0.00000000 01.~~27667335~~06757735 ~~851~~834.~~71253396~~26586338 0.~~85171253~~83426586 01.~~27667335~~06757735 1-A-2 0.00000000 01.~~27667411~~06757440 ~~851~~834.~~71253720~~26586310 0.~~85171254~~83426586 01.~~27667411~~06757440 2-A-1 0.00000000 124.~~57068675~~56122958 ~~953~~942.~~56519286~~56857845 0.~~95356519~~94256858 124.~~57068675~~56122958 2-A-2 0.00000000 124.~~57068624~~56122946 ~~953~~942.~~56519324~~56857882 0.~~95356519~~94256858 124.~~57068624~~56122946 3-A-1 0.00000000 0.~~61650069~~55356462 ~~976~~934.~~54083947~~39053122 0.~~97654084~~93439053 0.~~61650069~~55356462 3-A-2 0.00000000 0.~~61649955~~55356312 ~~976~~934.~~54084154~~39052820 0.~~97654084~~93439053 0.~~61649955~~55356312 4-A-1 0.00000000 621.~~93099615~~31717739 ~~968~~947.~~75079367~~36472953 0.~~96875079~~94736473 621.~~93099615~~31717739 4-A-2 0.00000000 621.~~93100000~~31717886 ~~968~~947.~~75079675~~36473171 0.~~96875080~~94736473 621.~~93100000~~31717886 5-A-1 0.00000000 45.~~84626688~~53359261 ~~976~~957.~~17600634~~23512581 0.~~97617601~~95723513 45.~~84626688~~53359261 6-A-1 0.00000000 020.~~32722325~~26377786 ~~978~~957.~~20996517~~65727294 0.~~97820997~~95765727 020.~~32722325~~26377786 6-A-2 0.00000000 020.~~32722000~~26378000 ~~978~~957.~~20997000~~65727000 0.~~97820997~~95765727 020.~~32722000~~26378000 7-A-1 0.00000000 021.~~10570524~~80634376 ~~987~~956.~~82315773~~75554856 0.~~98782316~~95675555 021.~~10570524~~80634376 7-A-2 0.00000000 021.~~10570555~~80634307 ~~987~~956.~~82315701~~75554808 0.~~98782316~~95675555 021.~~10570555~~80634307 B-1 0.00000000 0.~~25609144~~26063649 998.~~98077992~~46198342 0.~~99898078~~99846198 0.~~25609144~~26063649 B-2 0.00000000 0.~~25609123~~26063509 998.~~98077914~~46198385 0.~~99898078~~99846198 0.~~25609123~~26063509 B-3 0.00000000 0.~~25608931~~26063477 998.~~98078150~~46198405 0.~~99898078~~99846198 0.~~25608931~~26063477 B-4 0.00000000 0.~~25609129~~26063900 998.~~98078008~~46198340 0.~~99898078~~99846198 0.~~25609129~~26063900 B-5 0.00000000 0.~~25608846~~26063580 998.~~98078093~~46198341 0.~~99898078~~99846198 0.~~25608846~~26063580 B-6 0.00000000 0.~~25609458~~26063779 998.~~98077840~~46198169 0.~~99898078~~99846198 0.~~25609458~~26063779 NOTE: All classes are per 1,000 dollar 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 N/A N/A 5.~~66340~~65033% 0.00 0.00 0.00 1-A-1 0507/01/06 - 0507/30/06 30 5.~~66340~~65042% 24,~~645~~163,~~491~~690.8043 ~~116~~113,~~314~~779.3523 0.00 1-A-2 0507/01/06 - 0507/30/06 30 5.~~66340~~65042% 1,~~145~~122,~~073~~688.4914 5,~~404~~286.1739 0.00 2-A-1 0507/01/06 - 0507/30/06 30 5.~~59023~~58540% ~~136~~133,~~687~~998,~~938~~978.1112 ~~636~~623,~~764~~698.4384 0.00 2-A-2 0507/01/06 - 0507/30/06 30 5.~~59023~~58540% 6,~~349~~224,~~445~~537.0010 2928,~~579~~972.0614 0.00 3-A-1 0507/01/06 - 0507/30/06 30 5.~~72649~~71065% 2322,~~489~~475,~~885~~121.3012 ~~112~~106,~~095~~956.4337 0.00 3-A-2 0507/01/06 - 0507/30/06 30 5.~~72649~~71065% 1,~~091~~044,~~484~~332.7555 54,~~208~~969.6485 0.00 4-A-1 0507/01/06 - 0507/30/06 30 5.~~79480~~79086% 25,~~828~~642,~~248~~947.3445 ~~124~~123,~~724~~745.6960 0.00 4-A-2 0507/01/06 - 0507/30/06 30 5.~~79480~~79086% 1,~~200~~191,~~088~~478.6075 5,~~795~~749.2374 0.00 5-A-1 0507/01/06 - 0507/30/06 30 5.~~84410~~83587% ~~131~~129,~~822~~370,~~905~~121.9101 ~~641~~629,~~989~~156.0703 0.00 6-A-1 0507/01/06 - 0507/30/06 30 5.~~90029~~90027% 21,~~073~~060,~~776~~507.8975 103,~~617~~552.8028 0.00 6-A-2 0507/01/06 - 0507/30/06 30 5.~~90029~~90027% ~~978~~977,~~537~~921.1905 4,~~811~~808.3833 0.00 7-A-1 0507/01/06 - 0507/30/06 30 5.~~90302~~90471% 6665,~~329~~700,~~543~~645.8645 ~~326~~323,~~287~~286.0128 0.00 7-A-2 0507/01/06 - 0507/30/06 30 5.~~90302~~90471% 6,~~462~~400,~~042~~773.6934 31,~~787~~495.9661 0.00 B-1 0507/01/06 - 0507/30/06 30 5.~~75370~~74811% 8,~~917~~912,~~189~~600.8466 42,~~755~~692.6616 0.00 B-2 0507/01/06 - 0507/30/06 30 5.~~75370~~74811% 4,~~578~~576,~~503~~147.3404 21,~~952~~920.7615 0.00 B-3 0507/01/06 - 0507/30/06 30 5.~~75370~~74811% 3,~~132~~130,~~607~~995.5941 1514,~~020~~997.0675 0.00 B-4 0507/01/06 - 0507/30/06 30 5.~~75370~~74811% 1,~~204~~203,~~080~~460.4376 5,~~773~~764.2668 0.00 B-5 0507/01/06 - 0507/30/06 30 5.~~75370~~74811% 1,445,~~895~~151.7563 6,~~932~~922.7041 0.00 B-6 0507/01/06 - 0507/30/06 30 5.~~75370~~74811% 1,~~205~~204,~~274~~654.5223 5,~~778~~770.9940 0.00 Totals 2,~~242~~203,~~592~~524.6524 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 0.00 0.00 0.00 1-A-1 0.00 0.00 ~~116~~113,~~314~~779.3523 0.00 24,~~637~~132,~~488~~808.4763 1-A-2 0.00 0.00 5,~~404~~286.1739 0.00 1,~~144~~121,~~701~~253.6532 2-A-1 0.00 0.00 ~~636~~623,~~764~~698.4384 0.00 ~~134~~133,~~909~~353,~~449~~659.9291 2-A-2 0.00 0.00 2928,~~579~~972.0614 0.00 6,~~266~~194,~~830~~560.4570 3-A-1 0.00 0.00 ~~112~~106,~~095~~956.4337 0.00 2322,~~475~~461,~~065~~813.2498 3-A-2 0.00 0.00 54,~~208~~969.6485 0.00 1,~~090~~043,~~796~~714.1222 4-A-1 0.00 0.00 ~~124~~123,~~724~~745.6960 0.00 25,~~644~~078,~~771~~639.0112 4-A-2 0.00 0.00 5,~~795~~749.2374 0.00 1,~~191~~165,~~563~~258.4862 5-A-1 0.00 0.00 ~~641~~629,~~989~~156.0703 0.00 ~~131~~128,~~171~~626,~~698~~555.5056 6-A-1 0.00 0.00 103,~~617~~552.8028 0.00 2120,~~066~~624,~~729~~107.8103 6-A-2 0.00 0.00 4,~~811~~808.3833 0.00 ~~978~~957,~~209~~657.9727 7-A-1 0.00 0.00 ~~326~~323,~~287~~286.0128 0.00 6664,~~322~~236,~~446~~567.8153 7-A-2 0.00 0.00 31,~~787~~495.9661 0.00 6,~~461~~258,~~351~~138.2704 B-1 0.00 0.00 42,~~755~~692.6616 0.00 8,~~914~~910,~~904~~274.4874 B-2 0.00 0.00 21,~~952~~920.7615 0.00 4,~~577~~574,~~329~~952.9381 B-3 0.00 0.00 1514,~~020~~997.0675 0.00 3,~~131~~130,~~804~~178.7532 B-4 0.00 0.00 5,~~773~~764.2668 0.00 1,203,~~771~~146.8469 B-5 0.00 0.00 6,~~932~~922.7041 0.00 1,~~445~~444,~~525~~774.1949 B-6 0.00 0.00 5,~~778~~770.9940 0.00 1,204,~~965~~339.6285 Totals 0.00 0.00 2,~~242~~203,~~592~~524.6524 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.~~66340~~65033% 0.00000000 0.00000000 0.00000000 1-A-1 28,927,000.00 5.~~66340~~65042% ~~851~~835.~~98920731~~33344038 43.~~02096139~~93332285 0.00000000 1-A-2 1,344,000.00 5.~~66340~~65042% ~~851~~835.~~98920387~~33343750 43.~~02095982~~93332589 0.00000000 2-A-1 141,479,000.00 5.~~59023~~58540% ~~966~~947.~~13587960~~12980810 4.~~50076994~~40841991 0.00000000 2-A-2 6,572,000.00 5.~~59023~~58540% ~~966~~947.~~13587949~~12980828 4.~~50076993~~40842057 0.00000000 3-A-1 24,039,000.00 5.~~72649~~71065% ~~977~~934.~~15734016~~94409584 4.~~66306544~~44928533 0.00000000 3-A-2 1,117,000.00 5.~~72649~~71065% ~~977~~934.~~15734109~~94409132 4.~~66306177~~44928380 0.00000000 4-A-1 26,472,000.00 5.~~79480~~79086% ~~975~~968.~~68178982~~68190730 4.~~71157034~~67458447 0.00000000 4-A-2 1,230,000.00 5.~~79480~~79086% ~~975~~968.~~68178862~~68191057 4.~~71156911~~67458537 0.00000000 5-A-1 134,373,000.00 5.~~84410~~83587% ~~981~~962.~~02227315~~76871849 4.~~77766419~~68216107 0.00000000 6-A-1 21,536,000.00 5.~~90029~~90027% ~~978~~977.~~53718843~~92105080 4.~~81137630~~80833395 0.00000000 6-A-2 1,000,000.00 5.~~90029~~90027% ~~978~~977.~~53719000~~92105000 4.~~81138000~~80833000 0.00000000 7-A-1 67,140,000.00 5.~~90302~~90471% ~~987~~978.~~92886297~~56189231 4.~~85980057~~81510694 0.00000000 7-A-2 6,541,000.00 5.~~90302~~90471% ~~987~~978.~~92886256~~56189268 4.~~85980125~~81510625 0.00000000 B-1 8,924,000.00 5.~~75370~~74811% ~~999~~998.~~23687136~~72261990 4.~~79108696~~78397131 0.00000000 B-2 4,582,000.00 5.~~75370~~74811% ~~999~~998.~~23687036~~72261894 4.~~79108686~~78396988 0.00000000 B-3 3,135,000.00 5.~~75370~~74811% ~~999~~998.~~23687081~~72261882 4.~~79108772~~78397129 0.00000000 B-4 1,205,000.00 5.~~75370~~74811% ~~999~~998.~~23687137~~72262241 4.~~79108714~~78396680 0.00000000 B-5 1,447,000.00 5.~~75370~~74811% ~~999~~998.~~23686938~~72261921 4.~~79108500~~78397374 0.00000000 B-6 1,206,195.00 5.~~75370~~74811% ~~999~~998.~~23687298~~72261948 4.~~79109099~~78396942 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 0.00000000 0.00000000 0.00000000 1-A-1 0.00000000 0.00000000 43.~~02096139~~93332285 0.00000000 ~~851~~834.~~71253396~~26586338 1-A-2 0.00000000 0.00000000 43.~~02095982~~93332589 0.00000000 ~~851~~834.~~71253720~~26586310 2-A-1 0.00000000 0.00000000 4.~~50076994~~40841991 0.00000000 ~~953~~942.~~56519286~~56857845 2-A-2 0.00000000 0.00000000 4.~~50076993~~40842057 0.00000000 ~~953~~942.~~56519324~~56857882 3-A-1 0.00000000 0.00000000 4.~~66306544~~44928533 0.00000000 ~~976~~934.~~54083947~~39053122 3-A-2 0.00000000 0.00000000 4.~~66306177~~44928380 0.00000000 ~~976~~934.~~54084154~~39052820 4-A-1 0.00000000 0.00000000 4.~~71157034~~67458447 0.00000000 ~~968~~947.~~75079367~~36472953 4-A-2 0.00000000 0.00000000 4.~~71156911~~67458537 0.00000000 ~~968~~947.~~75079675~~36473171 5-A-1 0.00000000 0.00000000 4.~~77766419~~68216107 0.00000000 ~~976~~957.~~17600634~~23512581 6-A-1 0.00000000 0.00000000 4.~~81137630~~80833395 0.00000000 ~~978~~957.~~20996517~~65727294 6-A-2 0.00000000 0.00000000 4.~~81138000~~80833000 0.00000000 ~~978~~957.~~20997000~~65727000 7-A-1 0.00000000 0.00000000 4.~~85980057~~81510694 0.00000000 ~~987~~956.~~82315773~~75554856 7-A-2 0.00000000 0.00000000 4.~~85980125~~81510625 0.00000000 ~~987~~956.~~82315701~~75554808 B-1 0.00000000 0.00000000 4.~~79108696~~78397131 0.00000000 998.~~98077992~~46198342 B-2 0.00000000 0.00000000 4.~~79108686~~78396988 0.00000000 998.~~98077914~~46198385 B-3 0.00000000 0.00000000 4.~~79108772~~78397129 0.00000000 998.~~98078150~~46198405 B-4 0.00000000 0.00000000 4.~~79108714~~78396680 0.00000000 998.~~98078008~~46198340 B-5 0.00000000 0.00000000 4.~~79108500~~78397374 0.00000000 998.~~98078093~~46198341 B-6 0.00000000 0.00000000 4.~~79109099~~78396942 0.00000000 998.~~98077840~~46198169 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes are per 1,000 dollar denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 56,~~085~~414,~~951~~735.7598 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 1424,~~781~~063.8857 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Total Deposits 56,~~100~~438,~~733~~799.6355 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 48,~~984~~084.1544 Total Administration Fees ~~104~~102,~~547~~839.9174 Payment of Interest and Principal 46,~~991~~327,~~201~~875.5737 Total Withdrawals (Pool Distribution Amount) 56,~~100~~438,~~733~~799.6355 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~103~~101,~~184~~498.1052 Trustee Fee - Wells Fargo Bank N.A 1,~~363~~341.8122 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~104~~102,~~547~~839.9174 *Servicer Payees include: BANK OF AMERICA (NY)

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.~~023612~~018606% Weighted Average Net Coupon 5.~~758804~~753739% Weighted Average Pass-Through Rate 5.~~755304~~750239% Weighted Average Remaining Term ~~354~~352 Beginning Scheduled Collateral Loan Count 1,~~188~~169 Number Of Loans Paid In Full 710 Ending Scheduled Collateral Loan Count 1,~~181~~159 Beginning Scheduled Collateral Balance ~~467~~459,~~588~~846,~~013~~752.8847 Ending Scheduled Collateral Balance ~~464~~455,~~839~~722,~~404~~401.9833 Ending Actual Collateral Balance at 31-~~May~~Jul-2006 ~~464~~455,~~933~~820,~~952~~557.1594 Monthly P&I Constant 2,~~466~~425,~~454~~383.8313 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 119,~~314~~019.3728 Unscheduled Principal 24,~~629~~005,~~294~~331.5386

Group Level Collateral Statement Group GROUP 1 GROUP 2 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~041897~~028922 5.~~843732~~838904 Weighted Average Net Rate 5.~~666897~~653922 5.~~593732~~588904 Pass-Through Rate 5.~~663397~~650422 5.~~590232~~585404 Weighted Average Remaining Term ~~356~~354 ~~351~~349 Record Date 0507/31/2006 0507/31/2006 Principal And Interest Constant ~~144~~141,~~329~~577.2060 ~~789~~775,~~334~~925.2451 Beginning Loan Count 4847 ~~277~~272 Loans Paid in Full 0 31 Ending Loan Count 4847 ~~274~~271 Beginning Scheduled Balance 2726,~~133~~628,~~255~~303.8254 ~~149~~146,~~601~~781,~~163~~912.1160 Ending Scheduled Balance 2726,~~124~~595,~~498~~594.8412 ~~147~~146,~~737~~103,~~392~~860.3223 Scheduled Principal 7,~~715~~794.5829 6061,~~810~~720.0387 Unscheduled Principal 124,~~041~~915.4013 1616,~~802,960~~331.7650 Scheduled Interest ~~136~~133,~~613~~783.6231 ~~728~~714,~~524~~204.2164 Servicing Fees 8,~~479~~321.1434 3130,~~166~~579.9157 Master Servicing Fees 0.00 0.00 Trustee Fee 7977.1467 ~~436~~428.3411 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 ~~128~~125,~~055~~384.3430 ~~696~~683,~~920~~196.96 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 3 GROUP 4 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~979986~~964154 6.~~173302~~169359 Weighted Average Net Rate 5.~~729986~~714154 5.~~798302~~794359 Pass-Through Rate 5.~~726486~~710654 5.~~794802~~790859 Weighted Average Remaining Term ~~356~~354 ~~355~~353 Record Date 0507/31/2006 0507/31/2006 Principal And Interest Constant ~~141~~135,~~746~~493.3747 ~~147~~146,~~076~~005.1004 Beginning Loan Count 4241 9190 Loans Paid in Full 0 12 Ending Loan Count 4241 9088 Beginning Scheduled Balance 2524,~~696~~633,~~475~~367.0916 28,~~258~~064,~~102~~042.4034 Ending Scheduled Balance 2524,~~680~~618,~~372~~851.2101 2827,~~066~~473,~~025~~438.7635 Scheduled Principal 13,~~692~~062.5747 1,~~704~~724.5908 Unscheduled Principal 21,~~410~~453.3168 ~~190~~588,~~372~~879.0591 Scheduled Interest ~~128~~122,~~053~~431.8000 ~~145~~144,~~371~~280.5196 Servicing Fees 5,~~353~~131.4395 8,~~830~~770.6601 Master Servicing Fees 0.00 0.00 Trustee Fee 7471.9585 8281.4285 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 ~~122~~117,~~625~~227.4220 ~~136~~135,~~458~~429.4310 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 5 GROUP 6 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~097605~~089370 6.~~153789~~153774 Weighted Average Net Rate 5.~~847605~~839370 5.~~903790~~903774 Pass-Through Rate 5.~~844105~~835870 5.~~900289~~900274 Weighted Average Remaining Term ~~355~~353 ~~356~~354 Record Date 0507/31/2006 0507/31/2006 Principal And Interest Constant ~~731~~717,~~420~~288.9487 121,~~427~~397.9579 Beginning Loan Count ~~476~~466 70 Loans Paid in Full 3 01 Ending Loan Count ~~473~~463 7069 Beginning Scheduled Balance ~~137~~135,~~784~~328,~~158~~676.3676 23,~~052~~038,~~868~~703.5192 Ending Scheduled Balance ~~137~~134,~~131~~583,~~597~~765.0445 2322,~~045~~581,~~354~~898.9223 Scheduled Principal 3130,~~293~~566.1285 3,~~209~~251.2097 Unscheduled Principal ~~621~~714,~~268~~344.2046 4453,~~304~~553.3972 Scheduled Interest ~~700~~686,~~127~~722.8202 118,~~218~~145.7582 Servicing Fees 28,~~705~~193.0347 4,~~802~~799.6873 Master Servicing Fees 0.00 0.00 Trustee Fee ~~401~~394.8771 67.2420 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 ~~671~~658,~~020~~133.9284 113,~~348~~278.8389 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 7 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~156517~~158214 6.~~023612~~018606 Weighted Average Net Rate 5.~~906516~~908214 5.~~758804~~753739 Pass-Through Rate 5.~~903016~~904714 5.~~755304~~750239 Weighted Average Remaining Term ~~356~~ 354 352 Record Date 0507/31/2006 0507/31/2006 Principal And Interest Constant ~~391~~387,~~120~~694.0385 2,~~466~~425,~~454~~383.8313 Beginning Loan Count ~~184~~183 1,~~188~~169 Loans Paid in Full 03 710 Ending Loan Count ~~184~~180 1,~~181~~159 Beginning Scheduled Balance 7675,~~061~~371,~~990~~746.5915 ~~467~~459,~~588~~846,~~013~~752.8847 Ending Scheduled Balance 7673,~~054~~764,~~163~~993.8994 ~~464~~455,~~839~~722,~~404~~401.9833 Scheduled Principal ~~889~~898.2875 119,~~314~~019.3728 Unscheduled Principal 61,~~937~~605,853.4246 24,~~629~~005,~~294~~331.5386 Scheduled Interest ~~390~~386,~~230~~796.7510 2,~~347~~306,~~140~~363.4685 Servicing Fees 15,~~846~~702.2545 ~~103~~101,~~184~~498.1052 Master Servicing Fees 0.00 0.00 Trustee Fee ~~221~~219.8583 1,~~363~~341.8122 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 ~~374~~370,~~162~~873.6582 2,~~242~~203,~~592~~524.5511 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Trigger Event Reporting Shifting Interest Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.~~000000~~183168% Shifting Interest Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Shifting Interest Delinquency/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Two Times Test- Delinquency Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.~~000000~~183168% Two Times Test- Cumulative Loss Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Sub Two Times Delinquency/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000%

Additional Reporting - Group Level Miscellaneous Reporting GROUP 1 CPR% 01.~~046061~~117361% Senior Percentage 9594.~~051495~~960532% Senior Prepayment Percentage 100.000000% Subordinate Percentage 45.~~948505~~039468% Subordinate Prepayment Percentage 0.000000% GROUP 2 CPR% 134.~~546152~~926024% Senior Percentage 95.~~612481~~531877% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.~~387519~~468123% Subordinate Prepayment Percentage 0.000000% GROUP 3 CPR% 0.~~112561~~070830% Senior Percentage 95.~~660475~~478030% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.~~339525~~521970% Subordinate Prepayment Percentage 0.000000% GROUP 4 CPR% 722.~~791814~~469312% Senior Percentage 95.~~648097~~618536% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.~~351903~~381464% Subordinate Prepayment Percentage 0.000000% GROUP 5 CPR% 56.~~279776~~154955% Senior Percentage 95.~~673485~~596975% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.~~326515~~403025% Subordinate Prepayment Percentage 0.000000% GROUP 6 CPR% 021.~~223863~~229337% Senior Percentage 95.~~659740~~658284% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.~~340260~~341716% Subordinate Prepayment Percentage 0.000000% GROUP 7 CPR% 022.~~109395~~774104% Senior Percentage 95.~~700344~~661070% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.~~299656~~338930% 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 811 0 0 0 811 34,~~108~~448,~~112~~874.1489 0.00 0.00 0.00 34,~~108~~448,~~112~~874.1489 60 Days 01 0 0 0 01 0225,000.00 0.00 0.00 0.00 0225,000.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 812 0 0 0 812 34,~~108~~673,~~112~~874.1489 0.00 0.00 0.00 34,~~108~~673,~~112~~874.1489 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.~~677392~~949094% 0.000000% 0.000000% 0.000000% 0.~~677392~~949094% 0.~~668506~~976015% 0.000000% 0.000000% 0.000000% 0.~~668506~~976015% 60 Days 0.~~000000~~086281% 0.000000% 0.000000% 0.000000% 0.~~000000~~086281% 0.~~000000~~049362% 0.000000% 0.000000% 0.000000% 0.~~000000~~049362% 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.~~677392~~035375% 0.000000% 0.000000% 0.000000% 01.~~677392~~035375% 01.~~668506~~025376% 0.000000% 0.000000% 0.000000% 01.~~668506~~025376%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1424,~~781~~063.8857

Delinquency Status By ~~Groups~~Group 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 02 0 0 0 02 01,568,310.00 0.00 0.00 0.00 01,568,310.00 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 02 0 0 0 02 01,568,310.00 0.00 0.00 0.00 01,568,310.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 04.~~000000~~255319% 0.000000% 0.000000% 0.000000% 04.~~000000~~255319% 05.~~000000~~895151% 0.000000% 0.000000% 0.000000% 05.~~000000~~895151% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 04.~~000000~~255319% 0.000000% 0.000000% 0.000000% 04.~~000000~~255319% 05.~~000000~~895151% 0.000000% 0.000000% 0.000000% 05.~~000000~~895151% 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 03 0 0 0 03 01,583,765.0056 0.00 0.00 0.00 01,583,765.0056 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 03 0 0 0 03 01,583,765.0056 0.00 0.00 0.00 01,583,765.0056 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~000000~~107011% 0.000000% 0.000000% 0.000000% 01.~~000000~~107011% 01.~~000000~~083637% 0.000000% 0.000000% 0.000000% 01.~~000000~~083637% 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~~107011% 0.000000% 0.000000% 0.000000% 01.~~000000~~107011% 01.~~000000~~083637% 0.000000% 0.000000% 0.000000% 01.~~000000~~083637% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 3 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 10 0 0 0 10 ~~1,000,000~~0.00 0.00 0.00 0.00 ~~1,000,000~~0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 0 0 0 10 ~~1,000,000~~0.00 0.00 0.00 0.00 ~~1,000,000~~0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 20.~~380952~~000000% 0.000000% 0.000000% 0.000000% 20.~~380952~~000000% 30.~~892233~~000000% 0.000000% 0.000000% 0.000000% 30.~~892233~~000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 20.~~380952~~000000% 0.000000% 0.000000% 0.000000% 20.~~380952~~000000% 30.~~892233~~000000% 0.000000% 0.000000% 0.000000% 30.~~892233~~000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 4 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 21 0 0 0 21 ~~496~~375,~~798~~000.5400 0.00 0.00 0.00 ~~496~~375,~~798~~000.5400 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 21 0 0 0 21 ~~496~~375,~~798~~000.5400 0.00 0.00 0.00 ~~496~~375,~~798~~000.5400 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 21.~~222222~~136364% 0.000000% 0.000000% 0.000000% 21.~~222222~~136364% 1.~~770025~~364897% 0.000000% 0.000000% 0.000000% 1.~~770025~~364897% 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 21.~~222222~~136364% 0.000000% 0.000000% 0.000000% 21.~~222222~~136364% 1.~~770025~~364897% 0.000000% 0.000000% 0.000000% 1.~~770025~~364897% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 5 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 35 0 0 0 35 ~~756~~921,~~313~~799.6033 0.00 0.00 0.00 ~~756~~921,~~313~~799.6033 60 Days 01 0 0 0 01 0225,000.00 0.00 0.00 0.00 0225,000.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 36 0 0 0 36 ~~756~~1,~~313~~146,799.6033 0.00 0.00 0.00 ~~756~~1,~~313~~146,799.6033 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~634249~~079914% 0.000000% 0.000000% 0.000000% 01.~~634249~~079914% 0.~~551422~~684795% 0.000000% 0.000000% 0.000000% 0.~~551422~~684795% 60 Days 0.~~000000~~215983% 0.000000% 0.000000% 0.000000% 0.~~000000~~215983% 0.~~000000~~167150% 0.000000% 0.000000% 0.000000% 0.~~000000~~167150% 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.~~634249~~295896% 0.000000% 0.000000% 0.000000% 01.~~634249~~295896% 0.~~551422~~851945% 0.000000% 0.000000% 0.000000% 0.~~551422~~851945% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 6 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 20 0 0 0 20 ~~855,000~~0.00 0.00 0.00 0.00 ~~855,000~~0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 20 0 0 0 20 ~~855,000~~0.00 0.00 0.00 0.00 ~~855,000~~0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 20.~~857143~~000000% 0.000000% 0.000000% 0.000000% 20.~~857143~~000000% 30.~~709646~~000000% 0.000000% 0.000000% 0.000000% 30.~~709646~~000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 20.~~857143~~000000% 0.000000% 0.000000% 0.000000% 20.~~857143~~000000% 30.~~709646~~000000% 0.000000% 0.000000% 0.000000% 30.~~709646~~000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 7 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

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 1 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 2 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 3 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 4 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 5 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 6 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 7 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 1 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 2 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 3 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 4 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 5 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 6 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 7 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 1 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 2 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 3 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 4 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 5 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 6 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 7 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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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 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. ~~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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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 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. ~~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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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 3 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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 4 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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 5 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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 6 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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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 7 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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 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 1 0 0.00 0.00 0 0.00 0.00 GROUP 2 3 1 546,~~730,~~000.00 1516,~~700,000~~595.0012 0 0.00 0.00 GROUP 3 0 0.00 0.00 0 0.00 0.00 GROUP 4 12 ~~190~~590,~~000~~600.00 ~~190~~588,~~000~~860.0020 0 0.00 0.00 GROUP 5 3 ~~602~~686,~~080~~216.00 ~~599~~685,~~495~~371.0548 0 0.00 0.00 GROUP 6 01 0448,000.00 0448,000.00 0 0.00 0.00 GROUP 7 03 01,550,450.00 01,548,936.0033 0 0.00 0.00 Total 710 23,~~522~~821,~~080~~266.00 23,~~489~~787,~~495~~763.0513 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 0.00 124,~~041~~915.4013 GROUP 2 0 0.00 0.00 0 0.00 0.00 ~~102~~100,~~960~~426.7695 GROUP 3 0 0.00 0.00 0 0.00 0.00 21,~~410~~453.3168 GROUP 4 0 0.00 0.00 0 0.00 0.00 ~~372~~231.0564 GROUP 5 0 0.00 0.00 0 0.00 0.00 2229,~~336~~116.4641 GROUP 6 0 0.00 0.00 0 0.00 0.00 45,~~304~~553.3972 GROUP 7 0 0.00 0.00 0 0.00 0.00 656,~~937~~917.4213 Total 0 0.00 0.00 0 0.00 0.00 ~~140~~218,~~362~~614.7966

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount GROUP 2 ~~6348813962~~6639380176 UTCA 7957.8417 01-~~Feb~~Aug-~~2006~~2002 ~~590~~546,000.00 ~~560~~515,904.55 GROUP 4 6140562452 IL 80.00 01-Feb-2006 224,000.00 222,048.27 GROUP 24 ~~6406900792~~6694223816 CA 7579.99 01-Jan-2006 366,600.00 366,600.00 GROUP 5 6089270521 FL 80.00 01-Feb-2006 ~~675~~151,~~000~~920.00 ~~675~~151,~~000~~920.00 GROUP 25 ~~6587695807~~6229873200 CAGA 6280.00 01-~~Jul~~Feb-~~2002~~2006 ~~465~~380,~~000~~696.00 ~~465~~380,~~000~~696.00 GROUP 45 ~~6214273218~~6742286708 ILTX 6780.8600 01-Feb-2006 ~~190~~153,600.00 152,612.05 GROUP 6 6045426555 CA 80.00 01-Feb-2006 448,000.00 ~~190~~448,000.00 GROUP 57 ~~6106094904~~6344836124 SCCA 8075.00 01-Feb-2006 ~~110~~581,~~880~~250.00 ~~110~~579,~~309~~736.1933 GROUP 57 ~~6409213284~~6459697790 CA 6937.5756 01-Jan-2006 ~~400~~770,000.00 ~~397~~770,~~800~~000.7400 GROUP 57 ~~6572384383~~6822559511 TXMI 80.00 01-Feb-2006 91199,200.00 90199,~~821~~200.8100

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning GROUP 2 ~~6348813962~~6639380176 Loan Paid in Full 0 6.~~375~~000% 360 448 GROUP 24 ~~6406900792~~6140562452 Loan Paid in Full 0(1) 6.500% 360 46 GROUP 24 ~~6587695807~~6694223816 Loan Paid in Full 0(1) 5.~~875~~625% 360 477 GROUP 45 ~~6214273218~~6089270521 Loan Paid in Full ~~(1)~~0 6.~~750~~875% 360 46 GROUP 5 ~~6106094904~~6229873200 Loan Paid in Full 0 56.~~875~~125% 360 46 GROUP 5 ~~6409213284~~6742286708 Loan Paid in Full 0 6.500% 360 56 GROUP 56 ~~6572384383~~6045426555 Loan Paid in Full 0 6.750% 360 6 GROUP 7 6344836124 Loan Paid in Full 0 6.~~000~~250% 360 46 GROUP 7 6459697790 Loan Paid in Full 0 6.500% 360 7 GROUP 7 6822559511 Loan Paid in Full 0 6.625% 360 6

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 0.~~562~~871% Current Month 69.~~545~~968% Current Month ~~580~~654.~~235~~992% 3 Month Average 0.~~914~~827% 3 Month Average 109.~~385~~465% 3 Month Average ~~1,202~~709.~~923~~365% 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-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 9.402% N/A Mar-2006 1,730.193% N/A Apr-2006 14.184% N/A Apr-2006 1,913.308% N/A May-2006 10.427% N/A May-2006 1,115.227% N/A Jun-2006 6.545% N/A Jun-2006 580.235% N/A Jul-2006 11.883% N/A Jul-2006 892.868% N/A Aug-2006 9.968% N/A Aug-2006 654.992% 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.~~004~~094% Current Month 01.~~046~~117% Current Month 589.~~422~~372% 3 Month Average 20.~~717~~633% 3 Month Average 256.~~118~~920% 3 Month Average ~~5,074~~653.~~265~~509% 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-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 55.996% N/A Mar-2006 22,794.608% N/A Apr-2006 52.455% N/A Apr-2006 11,698.422% N/A May-2006 22.854% N/A May-2006 3,518.952% N/A Jun-2006 0.046% N/A Jun-2006 5.422% N/A Jul-2006 19.597% N/A Jul-2006 1,865.732% N/A Aug-2006 1.117% N/A Aug-2006 89.372% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 2 SMM CPR PSA Current Month 10.~~206~~420% Current Month 134.~~546~~926% Current Month ~~822~~244.~~983~~089% 3 Month Average 10.~~432~~744% 3 Month Average 158.~~864~~501% 3 Month Average ~~1,111~~482.~~755~~370% 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-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 0.808% N/A Mar-2006 74.584% N/A Apr-2006 18.957% N/A Apr-2006 1,480.924% N/A May-2006 15.089% N/A May-2006 1,031.358% N/A Jun-2006 13.546% N/A Jun-2006 822.983% N/A Jul-2006 7.030% N/A Jul-2006 380.036% N/A Aug-2006 4.926% N/A Aug-2006 244.089% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 3 SMM CPR PSA Current Month 0.~~009~~006% Current Month 0.~~113~~071% Current Month 135.~~990~~879% 3 Month Average 01.~~682~~347% 3 Month Average 713.~~588~~036% 3 Month Average 1,~~377~~297.~~574~~965% 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-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 0.077% N/A Mar-2006 37.591% N/A Apr-2006 4.549% N/A Apr-2006 1,124.487% N/A May-2006 18.103% N/A May-2006 2,994.246% N/A Jun-2006 0.113% N/A Jun-2006 13.990% N/A Jul-2006 38.925% N/A Jul-2006 3,874.027% N/A Aug-2006 0.071% N/A Aug-2006 5.879% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 4 SMM CPR PSA Current Month 02.~~674~~098% Current Month 722.~~792~~469% Current Month ~~851~~1,709.~~610~~016% 3 Month Average 0.~~225~~924% 3 Month Average 210.~~597~~091% 3 Month Average ~~283~~853.~~564~~886% 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-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 24.474% N/A Mar-2006 7,790.195% N/A Apr-2006 (0.012)% N/A Apr-2006 (2.371)% N/A May-2006 0.010% N/A May-2006 1.452% N/A Jun-2006 7.792% N/A Jun-2006 851.610% N/A Jul-2006 0.011% N/A Jul-2006 1.031% N/A Aug-2006 22.469% N/A Aug-2006 1,709.016% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 5 SMM CPR PSA Current Month 0.~~451~~528% Current Month 56.~~280~~155% Current Month ~~583~~470.~~075~~783% 3 Month Average 0.~~590~~757% 3 Month Average 68.~~847~~629% 3 Month Average ~~1,044~~786.~~788~~560% 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-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 5.190% N/A Mar-2006 1,699.600% N/A Apr-2006 6.906% N/A Apr-2006 1,367.094% N/A May-2006 8.356% N/A May-2006 1,184.194% N/A Jun-2006 5.280% N/A Jun-2006 583.075% N/A Jul-2006 14.454% N/A Jul-2006 1,305.821% N/A Aug-2006 6.155% N/A Aug-2006 470.783% 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 6 SMM CPR PSA Current Month 01.~~019~~969% Current Month 021.~~224~~229% Current Month 251,642.~~127~~240% 3 Month Average 0.~~354~~667% 3 Month Average 47.~~063~~210% 3 Month Average ~~611~~561.~~205~~235% 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-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 11.198% N/A Mar-2006 3,858.821% N/A Apr-2006 1.294% N/A Apr-2006 264.108% N/A May-2006 10.670% N/A May-2006 1,544.380% N/A Jun-2006 0.224% N/A Jun-2006 25.127% N/A Jul-2006 0.178% N/A Jul-2006 16.339% N/A Aug-2006 21.229% N/A Aug-2006 1,642.240% 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 7 SMM CPR PSA Current Month 02.~~009~~131% Current Month 022.~~109~~774% Current Month 121,777.~~411~~305% 3 Month Average 01.~~287~~012% 3 Month Average 311.~~297~~041% 3 Month Average ~~678~~912.~~282~~092% 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-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 3.569% N/A Mar-2006 1,271.155% N/A Apr-2006 9.629% N/A Apr-2006 2,000.167% N/A May-2006 0.152% N/A May-2006 22.266% N/A Jun-2006 0.109% N/A Jun-2006 12.411% N/A Jul-2006 10.239% N/A Jul-2006 946.561% N/A Aug-2006 22.774% N/A Aug-2006 1,777.305% 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 1 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 4 1,985,482.19 0.427 0 0.00 0.000 4.750 4.999 11 6,621,527.49 1.424 0 0.00 0.000 5.000 5.249 27 13,660,964.10 2.939 1 671,748.11 2.477 5.250 5.499 42 17,242,589.99 3.709 2 956,330.82 3.526 5.500 5.749 113 48,707,221.24 10.478 5 3,001,726.14 11.066 5.750 5.999 254 108,799,101.05 23.406 13 7,591,500.74 27.988 6.000 6.249 242 98,722,344.58 21.238 6 3,038,484.28 11.202 6.250 6.499 252 93,966,951.85 20.215 15 8,464,593.08 31.206 6.500 6.749 140 46,903,983.90 10.090 4 2,356,115.67 8.686 6.750 6.999 80 24,433,770.17 5.256 2 1,044,000.00 3.849 7.000 7.249 5 878,040.30 0.189 0 0.00 0.000 7.250 7.499 7 2,311,110.48 0.497 0 0.00 0.000 7.500 7.749 4 606,317.64 0.130 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 10.000 10.249 0 0.00 0.000 0 0.00 0.000 10.250 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.749 0 0.00 0.000 0 0.00 0.000 10.750 10.999 0 0.00 0.000 0 0.00 0.000 11.000 11.249 0 0.00 0.000 0 0.00 0.000 >= 11.250 0 0.00 0.000 0 0.00 0.000 Total 1,181 464,839,404.98 100.000 48 27,124,498.84 100.000Period

Interest Rate Stratification ~~(continued)~~Summary GROUP 21 ~~GROUP 3~~ Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.250 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 24 1,~~093~~981,~~482~~856.1981 0.~~740~~435 0 0.00 0.000 4.750 4.999 811 56,~~536~~619,~~917~~832.4870 31.~~748~~453 0 0.00 0.000 5.000 5.249 1627 813,~~591~~644,~~422~~342.4439 52.~~815~~994 3 1 670,~~388,559~~076.9529 52.~~407~~520 5.250 5.499 1942 917,~~971~~224,~~583~~288.9928 63.~~750~~780 02 0956,330.0080 03.~~000~~596 5.500 5.749 33111 1848,~~069~~132,~~033~~810.4975 1210.~~231~~562 75 3,~~712~~000,~~322~~415.0897 1411.~~456~~282 5.750 5.999 86253 46107,~~322~~846,~~867~~692.6000 3123.~~355~~665 913 57,~~746~~587,~~976~~859.5913 2228.~~379~~531 6.000 6.249 52237 2796,~~492~~625,~~740~~879.1157 1821.~~609~~203 9 6 3,~~121~~011,~~788~~941.6333 2311.~~838~~325 6.250 6.499 35250 1892,~~152~~294,~~876~~647.0811 1220.~~287~~252 1115 78,~~149~~459,~~669~~247.2144 2731.~~841~~807 6.500 6.749 15135 845,~~253~~248,~~043~~082.9390 59.~~586~~929 24 12,~~059~~353,~~250~~723.0016 48.~~125~~850 6.750 6.999 774 322,~~781~~436,~~425~~920.0124 24.~~560~~923 1 ~~501~~556,~~805~~000.7500 12.~~954~~091 7.000 7.249 05 0873,888.0090 0.~~000~~192 0 0.00 0.000 7.250 7.499 17 ~~472~~2,~~000~~308,909.0082 0.~~319~~507 0 0.00 0.000 7.500 7.749 03 0484,249.0086 0.~~000~~106 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 ~~8.000~~>= 8.~~249 0 0.00 0.~~000 0 0.00 0.000 ~~8.250 8.499~~ 0 0.00 0.000 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 10.000 10.249 0 0.00 0.000 0 0.00 0.000 10.250 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.749 0 0.00 0.000 0 0.00 0.000 10.750 10.999 0 0.00 0.000 0 0.00 0.000 11.000 11.249 0 0.00 0.000 0 0.00 0.000 >= 11.250 0 0.00 0.000 0 0.00 0.000 Total ~~274~~1,159 ~~147~~455,~~737~~722,~~392~~401.3233 100.000 4247 2526,~~680~~595,~~372~~594.2112 100.000

Interest Rate Stratification (continued) GROUP 42 GROUP 53 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 12 ~~272~~1,~~000~~089,856.0081 0.~~969~~746 10 ~~620,000~~0.00 0.~~452~~000 4.750 4.999 08 05,535,403.0002 03.~~000~~789 30 ~~1,084,610~~0.0100 0.~~791~~000 5.000 5.249 116 ~~164~~8,~~000~~578,718.0058 05.~~584~~872 63 21,~~845~~386,~~233~~926.6098 25.~~075~~634 5.250 5.499 319 ~~738~~9,~~975~~957,490.1231 26.~~633~~815 150 ~~4,198,998~~0.3000 30.~~062~~000 5.500 5.749 632 117,~~889~~875,~~441~~811.1767 612.~~732~~235 527 173,~~710~~706,~~443~~219.7299 1215.~~915~~054 5.750 5.999 1385 445,~~160~~576,~~911~~309.6319 1431.~~825~~194 819 245,~~648~~734,~~209~~696.1065 1723.~~974~~294 6.000 6.249 1651 726,~~265~~858,~~811~~909.8987 2518.~~888~~383 999 286,~~864~~079,~~228~~408.8848 2124.~~049~~694 6.250 6.499 2235 518,~~260~~135,~~107~~042.7729 1812.~~742~~412 9210 256,~~016~~151,~~903~~438.1523 1824.~~243~~987 6.500 6.749 1715 58,~~009~~245,~~621~~705.7796 175.~~849~~644 602 161,~~953~~059,~~062~~250.6300 124.~~363~~303 6.750 6.999 87 23,~~619~~778,~~122~~612.6653 ~~9.332 52 12,552,472.98 9.154 7.000 7.249~~ 2 ~~546,825~~.19586 1~~.948~~ ~~3 331~~500,~~215~~910.1168 02.~~242~~035 7.~~250 7.499 0 0.00 0.~~000 ~~6 1,839,110.48 1.341~~ 7.~~500 7.749 1 139,208.56 0.496 3 467,109.08 0.341 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.~~249 0 0.00 0.000 0 0.00 0.000 87.250 87.499 01 ~~0.00 0.~~472,000 ~~0 0~~.00 0.~~000~~323 ~~8.500 8.749~~ 0 0.00 0.000 ~~0 0~~7.~~00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.~~500 97.749 0 0.00 0.000 0 0.00 0.000 97.750 97.999 0 0.00 0.000 0 0.00 0.000 ~~10.000 10.249 0 0.00 0.000 0 0.00 0.000 10.250 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.749 0 0.00 0.000 0 0.00 0.000 10.750 10.999 0 0.00 0.000 0 0.00 0.000 11.000 11.249 0 0.00 0.000 0 0.00 0.000~~ >= 118.~~250~~000 0 0.00 0.000 0 0.00 0.000 Total 90271 28146,~~066~~103,~~025~~860.7623 100.000 ~~473~~41 ~~137~~24,~~131~~618,~~597~~851.0401 100.000

Interest Rate Stratification (continued) GROUP 64 GROUP 75 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 01 0272,000.00 0.~~000~~990 01 0620,000.00 0.~~000~~461 4.750 4.999 0 0.00 0.000 03 01,084,429.0068 0.~~000~~806 5.000 5.249 01 0164,000.00 0.~~000~~597 06 02,844,620.0054 02.~~000~~114 5.250 5.499 03 0738,737.0046 02.~~000~~689 315 14,~~376~~196,~~701~~445.7665 13.~~810~~118 5.500 5.749 45 1,~~164~~522,~~054~~841.6417 5.~~051~~543 652 317,~~160~~703,~~200~~770.0045 413.~~155~~154 5.750 5.999 1413 54,~~080~~160,~~267~~779.4073 2215.~~045~~145 3881 1524,~~248~~638,~~367~~765.9933 2018.~~049~~307 6.000 6.249 1716 7,~~574~~264,~~274~~923.3711 3226.~~867~~443 4396 1827,~~365~~981,~~016~~500.4278 2420.~~147~~791 6.250 6.499 1822 5,~~113~~259,~~168~~854.3353 2219.~~187~~145 5992 2425,~~809~~004,~~634~~200.2350 3218.~~621~~579 6.500 6.749 1416 34,~~224~~786,~~790~~445.1891 1317.~~993~~422 2858 1016,~~048~~503,~~099~~783.7227 1312.~~212~~263 6.750 6.999 38 ~~888~~2,~~800~~618,253.0069 39.~~857~~530 748 311,~~046~~496,~~143~~803.7742 48.~~005~~542 7.000 7.249 02 0546,612.0059 01.~~000~~990 03 0327,276.0031 0.~~000~~243 7.250 7.499 0 0.00 0.000 06 01,836,909.0082 01.~~000~~365 7.500 7.749 01 0138,990.0016 0.~~000~~506 02 0345,259.0070 0.~~000~~257 7.750 7.999 0 0.00 0.000 0 0.00 0.000 ~~8.000~~>= 8.~~249 0 0.00 0.~~000 0 0.00 0.000 ~~8.250 8.499~~ 0 0.00 0.000 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 10.000 10.249 0 0.00 0.000 0 0.00 0.000 10.250 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.749 0 0.00 0.000 0 0.00 0.000 10.750 10.999 0 0.00 0.000 0 0.00 0.000 11.000 11.249 0 0.00 0.000 0 0.00 0.000 >= 11.250 0 0.00 0.000 0 0.00 0.000 Total 7088 2327,~~045~~473,~~354~~438.9235 100.000 ~~184~~463 76134,~~054~~583,~~163~~765.8945 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Record~~Stratification ~~Date~~(continued) ~~With~~GROUP ~~respect~~6 toGROUP ~~each~~7 ~~Certificate,~~Current ~~the~~Number ~~last~~of ~~day~~Outstanding Percentage of ~~the~~Number ~~month~~of ~~or,~~Outstanding ifPercentage ~~such~~of ~~day~~Interest isRate ~~not~~Loans aScheduled ~~Business~~Balance(%) ~~Day,~~Loans ~~the~~Scheduled ~~preceding~~Balance(%) ~~Business~~Range(%) ~~Day,~~Balance($) ~~preceding~~Balance($) ~~the~~< ~~month~~4.250 of0 ~~the~~0.00 ~~related~~0.000 ~~Distribution~~0 ~~Date~~0.00 ~~Remittance~~0.000 ~~Date~~4.250 As4.499 to0 ~~any~~0.00 ~~Distribution~~0.000 ~~Date,~~0 by0.00 2:0.000 4.500 4.749 0 0.00 p0.m000 0 0.00 ~~Eastern~~0.000 ~~time~~4.750 on4.999 ~~the~~0 ~~18th~~0.00 ~~calendar~~0.000 ~~day~~0 of0.00 ~~each~~0.000 ~~month~~5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 0 0.00 0.000 3 1,375,284.06 or1.864 if5.500 ~~such~~5.749 ~~day~~4 is1,163,686.66 ~~not~~5.153 a6 ~~Business~~3,160,064.84 ~~Day~~4.284 5.750 5.999 14 5,075,755.36 ~~the~~22.477 ~~Business~~38 ~~Day~~15,072,526.61 ~~Immediately~~20.433 ~~preceding~~6.000 ~~such~~6.249 ~~day~~17 7,569,208.30 ~~Determination~~33.519 ~~Date~~42 ~~The~~17,859,987.70 ~~16th~~24.212 ~~day~~6.250 of6.499 ~~each~~18 ~~month~~5,111,584.83 in22.636 ~~which~~58 a24,173,279.29 ~~Distribution~~32.771 ~~Date~~6.500 ~~occurs~~6.749 or14 3,220,874.11 if14.263 ~~such~~26 ~~day~~9,078,300.49 is12.307 ~~not~~6.750 a6.999 ~~Business~~2 ~~Day~~440,788.97 ~~the~~1.952 ~~immediately~~7 ~~preceding~~3,045,550.95 ~~Business~~4.129 ~~Day~~7.000 ~~Distribution~~7.249 ~~Date~~0 ~~The~~0.00 ~~20th~~0.000 ~~day~~0 of0.00 ~~each~~0.000 ~~month~~7.250 ~~beginning~~7.499 in0 ~~March~~0.00 ~~2006~~0.000 ~~or,~~0 if0.00 ~~such~~0.000 ~~day~~7.500 is7.749 ~~not~~0 a0.00 ~~Business~~0.000 ~~Day,~~0 ~~the~~0.00 ~~next~~0.000 ~~Business~~7.750 ~~Day~~7.999 ~~Closing~~0 ~~Date~~0.00 ~~February~~0.000 ~~28th~~0 0.00 0.000 >= 8.000 0 0.00 0.000 0 0.00 0.000 Total 69 22,581,898.23 ~~2006~~100.000 180 73,764,993.94 100.000

Filing Compare · Banc of America Funding 2006-B Trust