10-D 1 mlm06a02_10d-200611.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: October 26, 2006 to November 27, 2006 Commission File Number of issuing entity: 333-130545-06 Merrill Lynch Mortgage Investors Trust, Series 2006-A2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130545 Merrill Lynch Mortgage Investors, Inc. (Exact name of depositor as specified in its charter) Merrill Lynch Mortgage Lending, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196758 54-2196759 54-2196832 54-6709426 54-6717259 (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)) I-A _____ _____ __X___ ____________ II-A1 _____ _____ __X___ ____________ II-A2 _____ _____ __X___ ____________ III-A _____ _____ __X___ ____________ IV-A _____ _____ __X___ ____________ X-A _____ _____ __X___ ____________ A-R _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ P _____ _____ __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 November 27, 2006 a distribution was made to holders of Merrill Lynch Mortgage Investors Trust, Series 2006-A2. 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 Merrill Lynch Mortgage Investors Trust, Series 2006-A2, relating to the November 27, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Merrill Lynch Mortgage Investors Trust, Series 2006-A2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: December 11, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Merrill Lynch Mortgage Investors Trust, Series 2006-A2, relating to the November 27, 2006 distribution. EX-99.1 Merrill Lynch Mortgage Investors Trust Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 Merrill Lynch Mortgage Investors Trust Mortgage Pass-Through Certificates Series 2006-A02 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 I-A 590215AA7 5.~~26125~~50000% ~~216~~166,~~629~~573,~~017~~693.3369 1839,~~013,101~~809.7004 II-A1 590215AB5 5.~~93238~~91839% 5348,~~730~~843,~~175~~779.5465 ~~265~~240,~~623~~897.3112 II-A2 590215AP4 5.~~93238~~91839% 2,~~828~~571,~~410~~186.8704 1312,~~982~~681.6807 III-A 590215AC3 5.~~62096~~62536% 21,~~402~~108,~~765~~485.2452 ~~100~~98,~~253~~952.4533 IV-A 590215AD1 6.~~73681~~71131% 118,~~089~~782,~~896~~068.5868 6249,~~258~~115.7399 X-A 590215AE9 0.~~69738~~61024% 0.00 ~~134~~93,~~286~~179.5104 A-R 590215AM1 6.~~36491~~63131% 0.00 0.00 M-1 590215AF6 6.~~24319~~50073% 14,~~649~~644,~~746~~368.7524 7679,~~217~~332.6653 M-2 590215AG4 6.~~24319~~50073% 6,~~278~~276,~~462~~157.8982 3233,~~664~~999.7166 M-3 590215AH2 6.~~24319~~50073% 4,~~185~~184,~~641~~105.93 21 22,~~776~~666.4844 B-1 590215AJ8 6.~~24319~~50073% 4,~~185~~184,~~641~~105.93 21 22,~~776~~666.4844 B-2 590215AK5 6.~~24319~~50073% 3,~~138~~137,~~731~~579.4914 16,~~329~~997.7612 B-3 590215AL3 6.~~24319~~50073% 2,~~443~~442,~~883~~985.2499 1213,~~714~~234.7032 P 590215AN9 0.00000% 0.00 1715,~~317~~812.7025 Totals ~~340~~282,~~562~~748,~~373~~515.7919 1,~~788~~539,~~303~~343.8735

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 12,~~374~~064,~~487~~477.3969 0.00 ~~204~~154,~~254~~509,~~529~~216.9400 1312,~~387~~904,~~589~~286.0973 0.00 II-A1 ~~698~~282,~~323~~324.5710 0.00 5348,~~031~~561,~~851~~455.9856 ~~963~~523,~~946~~221.8822 0.00 II-A2 3614,~~760~~861.4683 0.00 2,~~791~~556,~~650~~324.4121 5027,~~743~~542.1490 0.00 III-A 23,~~973~~256.6335 0.00 21,~~399~~105,~~791~~229.6117 ~~103~~102,~~227~~208.0868 0.00 IV-A ~~502~~414,~~175~~107.8308 0.00 108,~~587~~367,~~720~~961.7560 ~~564~~463,~~434~~223.5607 0.00 X-A 0.00 0.00 0.00 ~~134~~93,~~286~~179.5104 0.00 A-R 0.00 0.00 0.00 0.00 0.00 M-1 1,~~052~~141.4621 0.00 14,~~648~~643,~~694~~227.2904 7780,~~270~~473.1274 0.00 M-2 ~~451~~489.0609 0.00 6,~~278~~275,~~011~~668.8473 3334,~~115~~488.7775 0.00 M-3 ~~300~~326.7006 0.00 4,~~185~~183,~~341~~779.2215 22,~~077~~992.1850 0.00 B-1 ~~300~~326.7006 0.00 4,~~185~~183,~~341~~779.2215 22,~~077~~992.1850 0.00 B-2 ~~225~~244.4951 0.00 3,~~138~~137,~~506~~334.0063 1617,~~555~~241.2563 0.00 B-3 ~~175~~190.5738 0.00 2,~~443~~442,~~707~~795.6762 1213,~~890~~424.2770 0.00 P 0.00 0.00 0.00 1715,~~317~~812.7025 0.00 Totals 1312,~~617~~781,~~226~~744.8636 0.00 ~~326~~269,~~945~~966,~~146~~770.9386 1514,~~405~~321,~~530~~087.7371 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-A 224,023,038.00 ~~216~~166,~~629~~573,~~017~~693.3369 1612,~~414~~342.1309 12,~~358~~052,~~073~~135.2660 0.00 0.00 II-A1 54,026,316.00 5348,~~730~~843,~~175~~779.5465 34,~~593~~842.8735 ~~694~~277,~~729~~481.7075 0.00 0.00 II-A2 2,844,000.00 2,~~828~~571,~~410~~186.8704 ~~189~~254.1891 3614,~~571~~606.2792 0.00 0.00 III-A 21,405,560.00 21,~~402~~108,~~765~~485.2452 ~~420~~644.1672 2,~~553~~611.4763 0.00 0.00 IV-A 11,654,004.00 118,~~089~~782,~~896~~068.5868 1,~~290~~187.7019 ~~500~~412,~~885~~919.1389 0.00 0.00 X-A 0.00 0.00 0.00 0.00 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 M-1 14,651,000.00 14,~~649~~644,~~746~~368.7524 1,~~052~~141.4621 0.00 0.00 0.00 M-2 6,279,000.00 6,~~278~~276,~~462~~157.8982 ~~451~~489.0609 0.00 0.00 0.00 M-3 4,186,000.00 4,~~185~~184,~~641~~105.9321 ~~300~~326.7006 0.00 0.00 0.00 B-1 4,186,000.00 4,~~185~~184,~~641~~105.9321 ~~300~~326.7006 0.00 0.00 0.00 B-2 3,139,000.00 3,~~138~~137,~~731~~579.4914 ~~225~~244.4951 0.00 0.00 0.00 B-3 2,444,092.31 2,~~443~~442,~~883~~985.2499 ~~175~~190.5738 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 348,838,110.31 ~~340~~282,~~562~~748,~~373~~515.7919 2421,~~414~~988.0257 1312,~~592~~759,~~812~~755.8379 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 12,~~374~~064,~~487~~477.3969 ~~204~~154,~~254~~509,~~529~~216.9400 0.~~91175681~~68970235 12,~~374~~064,~~487~~477.3969 II-A1 ~~698~~282,~~323~~324.5710 5348,~~031~~561,~~851~~455.9856 0.~~98159297~~89884818 ~~698~~282,~~323~~324.5710 II-A2 3614,~~760~~861.4683 2,~~791~~556,~~650~~324.4121 0.~~98159297~~89884818 3614,~~760~~861.4683 III-A 23,~~973~~256.6335 21,~~399~~105,~~791~~229.6117 0.~~99973052~~98596949 23,~~973~~256.6335 IV-A ~~502~~414,~~175~~107.8308 108,~~587~~367,~~720~~961.7560 0.~~90850499~~71803318 ~~502~~414,~~175~~107.8308 X-A 0.00 0.00 0.00000000 0.00 A-R 0.00 0.00 0.00000000 0.00 M-1 1,~~052~~141.4621 14,~~648~~643,~~694~~227.2904 0.~~99984262~~99946946 1,~~052~~141.4621 M-2 ~~451~~489.0609 6,~~278~~275,~~011~~668.8473 0.~~99984262~~99946946 ~~451~~489.0609 M-3 ~~300~~326.7006 4,~~185~~183,~~341~~779.2215 0.~~99984262~~99946946 ~~300~~326.7006 B-1 ~~300~~326.7006 4,~~185~~183,~~341~~779.2215 0.~~99984262~~99946946 ~~300~~326.7006 B-2 ~~225~~244.4951 3,~~138~~137,~~506~~334.0063 0.~~99984263~~99946946 ~~225~~244.4951 B-3 ~~175~~190.5738 2,~~443~~442,~~707~~795.6762 0.~~99984262~~99946946 ~~175~~190.5738 P 0.00 0.00 0.00000000 0.00 Totals 1312,~~617~~781,~~226~~744.8636 ~~326~~269,~~945~~966,~~146~~770.9386 0.~~93724033~~77390274 1312,~~617~~781,~~226~~744.8636

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 224,023,038.00 ~~966~~743.~~99437372~~55608770 0.~~07326983~~05509295 5553.~~16429636~~79864369 0.00000000 II-A1 54,026,316.00 ~~994~~904.~~51858868~~07385264 0.~~06652073~~08962947 125.~~85909815~~13604796 0.00000000 II-A2 2,844,000.00 ~~994~~904.~~51859001~~07385373 0.~~06651899~~08963080 125.~~85909634~~13604782 0.00000000 III-A 21,405,560.00 ~~999~~986.~~86943766~~12162074 0.~~01962855~~03011928 0.~~11929003~~12200709 0.00000000 IV-A 11,654,004.00 ~~951~~753.~~59539846~~56664370 0.~~11075164~~10186971 4235.~~97966004~~43158986 0.00000000 X-A 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 M-1 14,651,000.00 999.~~91445976~~54735103 0.~~07183537~~07789298 0.00000000 0.00000000 M-2 6,279,000.00 999.~~91445931~~54735149 0.~~07183628~~07789298 0.00000000 0.00000000 M-3 4,186,000.00 999.~~91446011~~54735069 0.~~07183469~~07789298 0.00000000 0.00000000 B-1 4,186,000.00 999.~~91446011~~54735069 0.~~07183469~~07789298 0.00000000 0.00000000 B-2 3,139,000.00 999.~~91446002~~54735266 0.~~07183498~~07789423 0.00000000 0.00000000 B-3 2,444,092.31 999.~~91445904~~54734934 0.~~07183444~~07789395 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00000000 5553.~~23756619~~85373664 ~~911~~689.~~75680753~~70235106 0.~~91175681~~68970235 5553.~~23756619~~85373664 II-A1 0.00000000 125.~~92561888~~22567743 ~~981~~898.~~59296999~~84817540 0.~~98159297~~89884818 125.~~92561888~~22567743 II-A2 0.00000000 125.~~92561885~~22567862 ~~981~~898.~~59297117~~84817511 0.~~98159297~~89884818 125.~~92561885~~22567862 III-A 0.00000000 0.~~13891858~~15212636 ~~999~~985.~~73051908~~96949437 0.~~99973052~~98596949 0.~~13891858~~15212636 IV-A 0.00000000 4335.~~09041167~~53345957 ~~908~~718.~~50498678~~03318413 0.~~90850499~~71803318 4335.~~09041167~~53345957 X-A 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M-1 0.00000000 0.~~07183537~~07789298 999.~~84262439~~46945874 0.~~99984262~~99946946 0.~~07183537~~07789298 M-2 0.00000000 0.~~07183628~~07789298 999.~~84262462~~46945851 0.~~99984262~~99946946 0.~~07183628~~07789298 M-3 0.00000000 0.~~07183469~~07789298 999.~~84262303~~46945772 0.~~99984262~~99946946 0.~~07183469~~07789298 B-1 0.00000000 0.~~07183469~~07789298 999.~~84262303~~46945772 0.~~99984262~~99946946 0.~~07183469~~07789298 B-2 0.00000000 0.~~07183498~~07789423 999.~~84262504~~46945843 0.~~99984263~~99946946 0.~~07183498~~07789423 B-3 0.00000000 0.~~07183444~~07789395 999.~~84262460~~46945948 0.~~99984262~~99946946 0.~~07183444~~07789395 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes are per $1,000 Denomination

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A 0510/25/06 - 0611/2526/06 3233 5.~~26125~~50000% ~~216~~166,~~629~~573,~~017~~693.3369 1839,~~013,101~~809.7004 0.00 II-A1 0510/01/06 - 0510/30/06 30 5.~~93238~~91839% 5348,~~730~~843,~~175~~779.5465 ~~265~~240,~~623~~897.3112 0.00 II-A2 0510/01/06 - 0510/30/06 30 5.~~93238~~91839% 2,~~828~~571,~~410~~186.8704 1312,~~982~~681.6807 0.00 III-A 0510/01/06 - 0510/30/06 30 5.~~62096~~62536% 21,~~402~~108,~~765~~485.2452 ~~100~~98,~~253~~952.4533 0.00 IV-A 0510/01/06 - 0510/30/06 30 6.~~73681~~71131% 118,~~089~~782,~~896~~068.5868 6249,~~258~~115.7399 0.00 X-A 0510/25/06 - 0611/2526/06 3233 0.~~69738~~61024% ~~216~~166,~~629~~573,~~017~~693.3369 ~~134~~93,~~286~~179.5104 0.00 A-R N/A N/A 6.~~36491~~63131% 0.00 0.00 0.00 M-1 0510/01/06 - 0510/30/06 30 6.~~24319~~50073% 14,~~649~~644,~~746~~368.7524 7679,~~217~~332.6653 0.00 M-2 0510/01/06 - 0510/30/06 30 6.~~24319~~50073% 6,~~278~~276,~~462~~157.8982 3233,~~664~~999.7166 0.00 M-3 0510/01/06 - 0510/30/06 30 6.~~24319~~50073% 4,~~185~~184,~~641~~105.93 21 22,~~776~~666.4844 0.00 B-1 0510/01/06 - 0510/30/06 30 6.~~24319~~50073% 4,~~185~~184,~~641~~105.93 21 22,~~776~~666.4844 0.00 B-2 0510/01/06 - 0510/30/06 30 6.~~24319~~50073% 3,~~138~~137,~~731~~579.4914 16,~~329~~997.7612 0.00 B-3 0510/01/06 - 0510/30/06 30 6.~~24319~~50073% 2,~~443~~442,~~883~~985.2499 1213,~~714~~234.7032 0.00 P N/A N/A 0.00000% 0.00 0.00 0.00 Totals 1,~~770~~523,~~986~~531.1710 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 I-A 0.00 0.00 1839,~~013,101~~809.7004 0.00 ~~204~~154,~~254~~509,~~529~~216.9400 II-A1 0.00 0.00 ~~265~~240,~~623~~897.3112 0.00 5348,~~031~~561,~~851~~455.9856 II-A2 0.00 0.00 1312,~~982~~681.6807 0.00 2,~~791~~556,~~650~~324.4121 III-A 0.00 0.00 ~~100~~98,~~253~~952.4533 0.00 21,~~399~~105,~~791~~229.6117 IV-A 0.00 0.00 6249,~~258~~115.7399 0.00 108,~~587~~367,~~720~~961.7560 X-A 0.00 0.00 ~~134~~93,~~286~~179.5104 0.00 ~~204~~154,~~254~~509,~~529~~216.9400 A-R 0.00 0.00 0.00 0.00 0.00 M-1 0.00 0.00 7679,~~217~~332.6653 0.00 14,~~648~~643,~~694~~227.2904 M-2 0.00 0.00 3233,~~664~~999.7166 0.00 6,~~278~~275,~~011~~668.8473 M-3 0.00 0.00 2122,~~776~~666.4844 0.00 4,~~185~~183,~~341~~779.2215 B-1 0.00 0.00 2122,~~776~~666.4844 0.00 4,~~185~~183,~~341~~779.2215 B-2 0.00 0.00 16,~~329~~997.7612 0.00 3,~~138~~137,~~506~~334.0063 B-3 0.00 0.00 1213,~~714~~234.7032 0.00 2,~~443~~442,~~707~~795.6762 P 0.00 0.00 1715,~~317~~812.7025 0.00 0.00 Totals 0.00 0.00 1,~~788~~539,~~303~~343.8735 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 I-A 224,023,038.00 5.~~26125~~50000% ~~966~~743.~~99437372~~55608770 43.~~52231033~~74876195 0.00000000 II-A1 54,026,316.00 5.~~93238~~91839% ~~994~~904.~~51858868~~07385264 4.~~91655418~~45888481 0.00000000 II-A2 2,844,000.00 5.~~93238~~91839% ~~994~~904.~~51859001~~07385373 4.~~91655415~~45888537 0.00000000 III-A 21,405,560.00 5.~~62096~~62536% ~~999~~986.~~86943766~~12162074 4.~~68352381~~62273961 0.00000000 IV-A 11,654,004.00 6.~~73681~~71131% ~~951~~753.~~59539846~~56664370 54.~~34226091~~21451632 0.00000000 X-A 0.00 0.~~69738~~61024% ~~966~~743.~~99437372~~55608770 0.~~59943170~~41593508 0.00000000 A-R 100.00 6.~~36491~~63131% 0.00000000 0.00000000 0.00000000 M-1 14,651,000.00 6.~~24319~~50073% 999.~~91445976~~54735103 5.~~20221555~~41482015 0.00000000 M-2 6,279,000.00 6.~~24319~~50073% 999.~~91445931~~54735149 5.~~20221532~~41482083 0.00000000 M-3 4,186,000.00 6.~~24319~~50073% 999.~~91446011~~54735069 5.~~20221691~~41482083 0.00000000 B-1 4,186,000.00 6.~~24319~~50073% 999.~~91446011~~54735069 5.~~20221691~~41482083 0.00000000 B-2 3,139,000.00 6.~~24319~~50073% 999.~~91446002~~54735266 5.~~20221727~~41482001 0.00000000 B-3 2,444,092.31 6.~~24319~~50073% 999.~~91445904~~54734934 5.~~20221759~~41482003 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00000000 0.00000000 43.~~52231033~~74876195 0.00000000 ~~911~~689.~~75680753~~70235106 II-A1 0.00000000 0.00000000 4.~~91655418~~45888481 0.00000000 ~~981~~898.~~59296999~~84817540 II-A2 0.00000000 0.00000000 4.~~91655415~~45888537 0.00000000 ~~981~~898.~~59297117~~84817511 III-A 0.00000000 0.00000000 4.~~68352381~~62273961 0.00000000 ~~999~~985.~~73051908~~96949437 IV-A 0.00000000 0.00000000 54.~~34226091~~21451632 0.00000000 ~~908~~718.~~50498678~~03318413 X-A 0.00000000 0.00000000 0.~~59943170~~41593508 0.00000000 ~~911~~689.~~75680753~~70235106 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M-1 0.00000000 0.00000000 5.~~20221555~~41482015 0.00000000 999.~~84262439~~46945874 M-2 0.00000000 0.00000000 5.~~20221532~~41482083 0.00000000 999.~~84262462~~46945851 M-3 0.00000000 0.00000000 5.~~20221691~~41482083 0.00000000 999.~~84262303~~46945772 B-1 0.00000000 0.00000000 5.~~20221691~~41482083 0.00000000 999.~~84262303~~46945772 B-2 0.00000000 0.00000000 5.~~20221727~~41482001 0.00000000 999.~~84262504~~46945843 B-3 0.00000000 0.00000000 5.~~20221759~~41482003 0.00000000 999.~~84262460~~46945948 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes are per $1,000 Denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1514,~~514~~376,~~239~~961.1017 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 7573,~~179~~545.0394 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 1715,~~317~~812.7025 Swap/Cap Payments 0.00 Total Deposits 1514,~~606~~466,~~735~~319.8336 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~116~~76,~~315~~107.9645 Total Administration Fees 8469,~~889~~124.1420 Payment of Interest and Principal 1514,~~405~~321,~~530~~087.7371 Total Withdrawals (Pool Distribution Amount) 1514,~~606~~466,~~735~~319.8336 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* 8469,~~889~~124.1420 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 8469,~~889~~124.1420 *Servicer Payees include: CITIMORTGAGE, INC ~~(MO)~~.; COUNTRYWIDE HOME LOANS ~~INC.~~SERVICING LP; GREENPOINT ~~MTG~~MORTGAGE FUNDING, INC

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.~~540945~~760287% Weighted Average Net Coupon 6.~~241831~~466920% Weighted Average Pass-Through Rate 6.~~241831~~465949% Weighted Average Remaining Term ~~353~~348 Beginning Scheduled Collateral Loan Count ~~1,162~~995 Number Of Loans Paid In Full 3840 Ending Scheduled Collateral Loan Count ~~1,124~~955 Beginning Scheduled Collateral Balance ~~340~~282,~~562~~748,~~373~~515.7921 Ending Scheduled Collateral Balance ~~326~~269,~~945~~966,~~146~~770.9287 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 ~~326~~269,~~959~~982,~~764~~921.7357 Monthly P&I Constant 1,~~879~~614,~~230~~872.6682 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 1715,~~317~~812.7025 Prepayment Penalty Paid Count 25 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 2221,~~897~~988.6051 Unscheduled Principal 1312,~~594~~759,~~329~~755.2783

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 67.~~677399~~036745 6.~~182384~~168391 Weighted Average Net Rate 6.~~358144~~722699 5.~~932384~~918391 Pass-Through Rate 6.~~358144~~721264 5.~~932384~~918391 Weighted Average Remaining Term ~~353~~348 ~~354~~349 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 1,~~360~~136,~~714~~866.8723 ~~328~~302,~~148~~478.1249 Beginning Loan Count ~~803~~662 ~~249~~231 Loans Paid in Full 3436 3 Ending Loan Count ~~769~~626 ~~246~~228 Beginning Scheduled Balance ~~241~~191,~~518~~454,~~808~~538.5754 6257,~~877~~730,~~191~~800.0507 Ending Scheduled Balance ~~229~~179,~~142~~388,~~435~~217.2633 6257,~~141~~432,~~684~~988.3900 Scheduled Principal 1614,~~783~~185.61 45,~~205~~723.6936 Unscheduled Principal 12,~~359~~052,~~589~~135.7060 ~~731~~292,~~300~~088.9771 Scheduled Interest 1,~~343~~122,~~931~~680.2662 ~~323~~296,~~942~~755.4313 Servicing Fees 6450,~~255~~104.0663 1312,~~099~~027.4125 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0228.0090 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~279~~072,~~676~~347.2009 ~~310~~284,~~843~~727.0288 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 1715,~~317~~812.7025 0.00 Prepayment Penalty Paid Count 25 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.~~870960~~875356 6.~~986807~~961314 Weighted Average Net Rate 5.~~620960~~625356 6.~~736806~~711314 Pass-Through Rate 5.~~620960~~625356 6.~~736807~~711314 Weighted Average Remaining Term ~~354~~349 ~~354~~349 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~116~~115,~~815~~711.8009 7359,~~551~~817.8701 Beginning Loan Count 7574 3528 Loans Paid in Full 0 1 Ending Loan Count 7574 3427 Beginning Scheduled Balance 23,~~781~~486,~~245~~659.2041 1210,~~385~~076,~~128~~517.9719 Ending Scheduled Balance 23,~~778~~483,~~224~~330.8842 119,~~882~~662,~~802~~235.3912 Scheduled Principal ~~466~~717.8536 1,~~441~~362.4518 Unscheduled Principal 2,~~553~~611.4763 ~~500~~412,~~885~~919.1389 Scheduled Interest ~~116~~114,~~348~~993.9573 7258,~~110~~454.4283 Servicing Fees 4,~~954~~893.4305 2,~~580~~099.2427 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~111~~110,~~394~~100.5268 6956,~~530~~355.1856 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 6.~~540945~~760287 Weighted Average Net Rate 6.~~241831~~466920 Pass-Through Rate 6.~~241831~~465949 Weighted Average Remaining Term ~~353~~348 Record Date 0510/31/2006 Principal And Interest Constant 1,~~879~~614,~~230~~872.6682 Beginning Loan Count ~~1,162~~995 Loans Paid in Full 3840 Ending Loan Count ~~1,124~~955 Beginning Scheduled Balance ~~340~~282,~~562~~748,~~373~~515.7921 Ending Scheduled Balance ~~326~~269,~~945~~966,~~146~~770.9287 Scheduled Principal 2221,~~897~~988.6051 Unscheduled Principal 1312,~~594~~759,~~329~~755.2783 Scheduled Interest 1,~~856~~592,~~333~~884.0631 Servicing Fees 8469,~~889~~124.1420 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0228.0090 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 1,~~771~~523,~~443~~531.9221 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 1715,~~317~~812.7025 Prepayment Penalty Paid Count 25 Special Servicing Fee 0.00

Additional Reporting - Group Level Trigger Event Reporting Group 1 6-Month Avg Delinquency (a) Trigger Result Pass Threshold Value 50.000000% Calculated Value 314.~~178422~~496698% 6-Month Avg Delinquency (b) Trigger Result Pass Threshold Value 50.000000% Calculated Value 314.~~178422~~496698% Cumulative Loss Trigger (a) Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Cumulative Loss Trigger (b) Trigger Result Pass Threshold Value 10.000000% Calculated Value 0.000000% Shifting Interest Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Sub Two Times Delq Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Two Times Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 314.~~178422~~496698% Group 2 6-Month Avg Delinquency (a) Trigger Result Pass Threshold Value 50.000000% Calculated Value 08.~~818503~~348258% 6-Month Avg Delinquency (b) Trigger Result Pass Threshold Value 50.000000% Calculated Value 08.~~818503~~348258% Cumulative Loss Trigger (a) Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Cumulative Loss Trigger (b) Trigger Result Pass Threshold Value 10.000000% Calculated Value 0.000000% Shifting Interest Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Sub Two Times Delq Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Two Times Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 08.~~818503~~348258% Group 3 6-Month Avg Delinquency (a) Trigger Result Pass Threshold Value 50.000000% Calculated Value 06.~~000000~~181213% 6-Month Avg Delinquency (b) Trigger Result Pass Threshold Value 50.000000% Calculated Value 06.~~000000~~181213% Cumulative Loss Trigger (a) Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Cumulative Loss Trigger (b) Trigger Result Pass Threshold Value 10.000000% Calculated Value 0.000000% Shifting Interest Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Sub Two Times Delq Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Two Times Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 06.~~000000~~181213% Group 4 6-Month Avg Delinquency (a) Trigger Result Pass Threshold Value 50.000000% Calculated Value 1224.~~322091~~659105% 6-Month Avg Delinquency (b) Trigger Result Pass Threshold Value 50.000000% Calculated Value 1224.~~322091~~659105% Cumulative Loss Trigger (a) Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Cumulative Loss Trigger (b) Trigger Result Pass Threshold Value 10.000000% Calculated Value 0.000000% Shifting Interest Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Sub Two Times Delq Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Two Times Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 1224.~~322091~~659105%

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 4021 0 0 0 4021 126,~~641~~113,~~081~~882.3691 0.00 0.00 0.00 126,~~641~~113,~~081~~882.3691 60 Days 68 01 01 0 610 1,~~544~~686,~~861~~665.2505 0114,420.0091 0246,400.00 0.00 12,~~544~~047,~~861~~485.2596 90 Days 03 0 0 0 03 01,266,197.0053 0.00 0.00 0.00 01,266,197.0053 120 Days 0 0 03 0 03 0.00 0.00 0879,999.0098 0.00 0879,999.0098 150 Days 0 01 04 0 05 0.00 0999,585.0024 0996,636.00 0.00 01,996,221.0024 180+ Days 0 0 05 0 05 0.00 0.00 01,090,222.0089 0.00 01,090,222.0089 Totals 4632 02 013 0 4647 149,~~185~~066,~~942~~745.6149 01,114,006.0015 03,213,258.0087 0.00 1413,~~185~~394,~~942~~010.6151 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 32.~~558719~~198953% 0.000000% 0.000000% 0.000000% 32.~~558719~~198953% 32.~~866250~~264544% 0.000000% 0.000000% 0.000000% 32.~~866250~~264544% 60 Days 0.~~533808~~837696% 0.~~000000~~104712% 0.~~000000~~104712% 0.000000% 01.~~533808~~047120% 0.~~472493~~624730% 0.~~000000~~042381% 0.~~000000~~091265% 0.000000% 0.~~472493~~758376% 90 Days 0.~~000000~~314136% 0.000000% 0.000000% 0.000000% 0.~~000000~~314136% 0.~~000000~~468992% 0.000000% 0.000000% 0.000000% 0.~~000000~~468992% 120 Days 0.000000% 0.000000% 0.~~000000~~314136% 0.000000% 0.~~000000~~314136% 0.000000% 0.000000% 0.~~000000~~325947% 0.000000% 0.~~000000~~325947% 150 Days 0.000000% 0.~~000000~~104712% 0.~~000000~~418848% 0.000000% 0.~~000000~~523560% 0.000000% 0.~~000000~~370240% 0.~~000000~~369148% 0.000000% 0.~~000000~~739388% 180+ Days 0.000000% 0.000000% 0.~~000000~~523560% 0.000000% 0.~~000000~~523560% 0.000000% 0.000000% 0.~~000000~~403812% 0.000000% 0.~~000000~~403812% Totals 43.~~092527~~350785% 0.~~000000~~209424% 01.~~000000~~361257% 0.000000% 4.~~092527~~921466% 43.~~338743~~358266% 0.~~000000~~412621% 01.~~000000~~190171% 0.000000% 4.~~338743~~961058%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 7573,~~179~~545.0394

Delinquency Status By 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 2814 0 0 0 2814 104,~~251~~595,~~742~~296.5071 0.00 0.00 0.00 104,~~251~~595,~~742~~296.5071 60 Days 45 0 01 0 46 1,~~122~~190,~~225~~657.8345 0.00 0246,400.00 0.00 1,~~122~~437,~~225~~057.8345 90 Days 01 0 0 0 01 0650,000.00 0.00 0.00 0.00 0650,000.00 120 Days 0 0 03 0 03 0.00 0.00 0879,999.0098 0.00 0879,999.0098 150 Days 0 01 02 0 03 0.00 0999,585.0024 0703,200.00 0.00 01,702,785.0024 180+ Days 0 0 04 0 04 0.00 0.00 0771,023.0047 0.00 0771,023.0047 Totals 3220 01 010 0 3231 116,~~373~~435,~~968~~954.3316 0999,585.0024 02,600,623.0045 0.00 1110,~~373~~036,~~968~~162.3385 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 32.~~641092~~236422% 0.000000% 0.000000% 0.000000% 32.~~641092~~236422% 42.~~473775~~561500% 0.000000% 0.000000% 0.000000% 42.~~473775~~561500% 60 Days 0.~~520156~~798722% 0.000000% 0.~~000000~~159744% 0.000000% 0.~~520156~~958466% 0.~~489730~~663694% 0.000000% 0.~~000000~~137348% 0.000000% 0.~~489730~~801041% 90 Days 0.~~000000~~159744% 0.000000% 0.000000% 0.000000% 0.~~000000~~159744% 0.~~000000~~362322% 0.000000% 0.000000% 0.000000% 0.~~000000~~362322% 120 Days 0.000000% 0.000000% 0.~~000000~~479233% 0.000000% 0.~~000000~~479233% 0.000000% 0.000000% 0.~~000000~~490528% 0.000000% 0.~~000000~~490528% 150 Days 0.000000% 0.~~000000~~159744% 0.~~000000~~319489% 0.000000% 0.~~000000~~479233% 0.000000% 0.~~000000~~557187% 0.~~000000~~391976% 0.000000% 0.~~000000~~949163% 180+ Days 0.000000% 0.000000% 0.~~000000~~638978% 0.000000% 0.~~000000~~638978% 0.000000% 0.000000% 0.~~000000~~429782% 0.000000% 0.~~000000~~429782% Totals 43.~~161248~~194888% 0.~~000000~~159744% 01.~~000000~~597444% 0.000000% 4.~~161248~~952077% 43.~~963505~~587515% 0.~~000000~~557187% 01.~~000000~~449634% 0.000000% 45.~~963505~~594336% 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 106 0 0 0 106 21,~~017~~396,~~385~~054.1538 0.00 0.00 0.00 21,~~017~~396,~~385~~054.1538 60 Days 3 1 0 0 04 ~~1 103~~496,~~436~~007.0060 0114,420.0091 0.00 0.00 ~~103~~610,~~436~~428.0051 90 Days 01 0 0 0 01 0175,197.0053 0.00 0.00 0.00 0175,197.0053 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 02 0 02 0.00 0.00 0293,436.00 0.00 0293,436.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1110 01 02 0 1113 2,~~120~~067,~~821~~259.1551 0114,420.0091 0293,436.00 0.00 2,~~120~~475,~~821~~116.1542 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 42.~~065041~~631579% 0.000000% 0.000000% 0.000000% 42.~~065041~~631579% 32.~~246233~~430595% 0.000000% 0.000000% 0.000000% 32.~~246233~~430595% 60 Days 01.~~406504~~315789% 0.~~000000~~438596% 0.000000% 0.000000% 01.~~406504~~754386% 0.~~166442~~863572% 0.~~000000~~199212% 0.000000% 0.000000% 01.~~166442~~062784% 90 Days 0.~~000000~~438596% 0.000000% 0.000000% 0.000000% 0.~~000000~~438596% 0.~~000000~~305027% 0.000000% 0.000000% 0.000000% 0.~~000000~~305027% 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~~877193% 0.000000% 0.~~000000~~877193% 0.000000% 0.000000% 0.~~000000~~510886% 0.000000% 0.~~000000~~510886% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 4.~~471545~~385965% 0.~~000000~~438596% 0.~~000000~~877193% 0.000000% 45.~~471545~~701754% 3.~~412675~~599194% 0.~~000000~~199212% 0.~~000000~~510886% 0.000000% 34.~~412675~~309292% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 ~~151~~122,~~959~~531.6382 0.00 0.00 0.00 ~~151~~122,~~959~~531.6382 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 01 0 0 0 01 0441,000.00 0.00 0.00 0.00 0441,000.00 120 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 12 0 0 0 12 ~~151~~563,~~959~~531.6382 0.00 0.00 0.00 ~~151~~563,~~959~~531.6382 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~333333~~351351% 0.000000% 0.000000% 0.000000% 1.~~333333~~351351% 0.~~639061~~521769% 0.000000% 0.000000% 0.000000% 0.~~639061~~521769% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 01.~~000000~~351351% 0.000000% 0.000000% 0.000000% 01.~~000000~~351351% 01.~~000000~~877880% 0.000000% 0.000000% 0.000000% 01.~~000000~~877880% 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 12.~~333333~~702703% 0.000000% 0.000000% 0.000000% 12.~~333333~~702703% 02.~~639061~~399648% 0.000000% 0.000000% 0.000000% 02.~~639061~~399648% 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 10 0 0 0 10 ~~219,994~~0.0800 0.00 0.00 0.00 ~~219,994~~0.0800 60 Days 10 0 0 0 10 ~~319,199~~0.4200 0.00 0.00 0.00 ~~319,199~~0.4200 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 01 0 01 0.00 0.00 0319,199.0042 0.00 0319,199.0042 Totals 2 0 0 1 0 21 ~~539,193.50~~ 0.00 0.00 319,199.42 0.00 ~~539~~319,~~193~~199.5042 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 20.~~941176~~000000% 0.000000% 0.000000% 0.000000% 20.~~941176~~000000% 10.~~851210~~000000% 0.000000% 0.000000% 0.000000% 10.~~851210~~000000% 60 Days 20.~~941176~~000000% 0.000000% 0.000000% 0.000000% 20.~~941176~~000000% 20.~~686004~~000000% 0.000000% 0.000000% 0.000000% 20.~~686004~~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% 03.~~000000~~703704% 0.000000% 03.~~000000~~703704% 0.000000% 0.000000% 03.~~000000~~303112% 0.000000% 03.~~000000~~303112% Totals 50.~~882353~~000000% 0.000000% 03.~~000000~~703704% 0.000000% 53.~~882353~~703704% 40.~~537214~~000000% 0.000000% 03.~~000000~~303112% 0.000000% 43.~~537214~~303112%

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12Days ~~Month~~Number ~~REO~~of History*Outstanding ~~New REO Loans Month REO~~ Percentage ~~Loans~~of inNumber ~~REO~~of 0Outstanding Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month REO History* New REO Loans Month REO Percentage ~~Loans~~of inDelinquent ~~REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000%~~ Loans ~~in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current~~ Actual Balance ~~0.00 Feb-06 0.000~~(%) Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 12 Month REO History* New REO Loans ~~Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current~~ Actual Balance ~~0.00 Sep-05 0.000~~(%) ~~Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal~~ Balance($) ~~0.00 Jan-06 0.000% Current Actual~~ Balance($) ~~0.00~~180 ~~Feb~~-06 ~~0.000%~~209 ~~Mar-06~~4 0771,023.~~000%~~47 ~~Apr-06~~ 0.~~000%~~286 May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~771,023.~~000%~~47 ~~Original Principal Balance~~ 0.00430 ~~Aug-05~~210 ~~0.000% Current Actual Balance 0.00 Sep~~-05 ~~0.000%~~239 ~~Oct-05~~1 0319,199.~~000%~~42 ~~Current REO Total Nov-05~~ 0.~~000%~~118 ~~Loans in REO~~ 0 ~~Dec-05~~ 0.~~000% Original Principal Balance 0.~~00 ~~Jan-06~~ 0.000% ~~Current~~Total ~~Actual~~5 ~~Balance 0~~1,090,222.0089 ~~Feb-06~~ 0.~~000%~~404 ~~Mar-06~~4 0771,023.~~000%~~47 ~~Apr-06~~ 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.430

REO Detail - All Mortgage Loans in REO during Current Period

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 03 ~~Jul~~Dec-05 0.000% Original Principal Balance 0902,400.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0902,399.0099 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 013 ~~Dec~~May-0506 0.000% Original Principal Balance 03,511,000.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 03,213,258.0087 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.~~000~~230% ~~Apr~~Sep-06 0.~~000~~448% ~~May~~Oct-06 01.~~000~~302% ~~Jun~~Nov-06 01.~~000~~190% *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 03 ~~Jul~~Dec-05 0.000% Original Principal Balance 0902,400.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0902,399.0099 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 010 ~~Dec~~May-0506 0.000% Original Principal Balance 02,601,800.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 02,600,623.0045 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.~~000~~182% ~~Apr~~Sep-06 0.~~000~~497% ~~May~~Oct-06 01.~~000~~603% ~~Jun~~Nov-06 01.~~000~~450% *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~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 02 ~~Dec~~May-0506 0.000% Original Principal Balance 0590,000.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0293,436.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.~~000~~508% ~~Jun~~Nov-06 0.~~000~~511% *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~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-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~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0319,200.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0319,199.0042 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 02.~~000~~688% ~~Apr~~Sep-06 02.~~000~~859% ~~May~~Oct-06 03.~~000~~167% ~~Jun~~Nov-06 03.~~000~~303% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance NoGroup ~~Foreclosure~~1 ~~Loans~~0087077293 ~~this~~Sep-2006 ~~Period~~01-Sep-2005 DE 80.00 224,000.00 Group 1 0087521894 Aug-2006 01-Sep-2005 CA 71.25 285,000.00 Group 1 0087691754 Nov-2006 01-Nov-2005 CA 80.00 384,000.00 Group 1 0087777405 Oct-2006 01-Nov-2005 MN 80.00 203,200.00 Group 1 0087832317 Nov-2006 01-Nov-2005 VT 80.00 272,000.00 Group 1 0087885489 Aug-2006 01-Nov-2005 IL 67.11 100,000.00 Group 1 0202469714 Oct-2006 01-Aug-2005 CA 75.87 500,000.00 Group 1 0202491502 Nov-2006 01-Sep-2005 CA 80.00 246,400.00 Group 1 7079863895 Sep-2006 01-Dec-2005 MI 65.45 180,000.00 Group 1 7079874926 Sep-2006 01-Jan-2006 MA 80.00 207,200.00 Group 2 7079861980 Oct-2006 01-Dec-2005 MI 79.83 190,000.00 Group 2 7079865106 Oct-2006 01-Dec-2005 NJ 69.57 400,000.00 Group 4 7079867409 Aug-2006 01-Dec-2005 MA 80.00 319,200.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoGroup ~~Foreclosure~~1 ~~Loans~~0087077293 ~~this~~223,999.99 ~~Period~~01-Jun-2006 4 8.750% 8,889.99 Group 1 0087521894 285,000.00 01-Apr-2006 6 7.750% 11,756.28 Group 1 0087691754 384,000.00 01-Jun-2006 4 8.000% 12,640.00 Group 1 0087777405 203,200.00 01-May-2006 5 7.625% 8,233.85 Group 1 0087832317 271,999.99 01-Jun-2006 4 6.875% 9,009.96 Group 1 0087885489 99,998.99 01-Apr-2006 6 6.500% 3,645.81 Group 1 0202469714 500,000.00 01-May-2006 5 7.250% 19,114.56 Group 1 0202491502 246,400.00 01-Aug-2006 2 6.375% 5,030.68 Group 1 7079863895 178,824.73 01-Apr-2006 6 7.125% 7,041.23 Group 1 7079874926 207,199.75 01-Apr-2006 6 7.875% 9,065.00 Group 2 7079861980 190,000.00 01-May-2006 5 6.125% 6,511.47 Group 2 7079865106 103,436.00 01-May-2006 5 7.750% 4,525.29 Group 4 7079867409 319,199.42 01-Mar-2006 7 7.375% 13,266.75

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,000,000.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0999,585.0024 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 02 ~~Dec~~May-0506 0.000% Original Principal Balance 01,114,450.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 01,114,006.0015 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~039% ~~May~~Oct-06 0.~~000~~040% ~~Jun~~Nov-06 0.~~000~~413% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,000,000.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0999,585.0024 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 01 ~~Dec~~May-0506 0.000% Original Principal Balance 01,000,000.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0999,585.0024 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.~~000~~557% *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~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 01 ~~Dec~~May-0506 0.000% Original Principal Balance 0114,450.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0114,420.0091 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~197% ~~May~~Oct-06 0.~~000~~198% ~~Jun~~Nov-06 0.~~000~~199% *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~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-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~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance NoGroup ~~Bankruptcy~~1 ~~Loans~~0087958310 ~~this~~Nov-2006 ~~Period~~01-Nov-2005 MI 74.52 1,000,000.00 Group 2 7079858705 Sep-2006 01-Nov-2005 MI 79.98 114,450.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest NoGroup ~~Bankruptcy~~1 ~~Loans~~0087958310 ~~this~~999,585.24 ~~Period~~01-May-2006 5 6.750% 37,902.97 Group 2 7079858705 114,420.91 01-Aug-2006 2 6.000% 2,193.04

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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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). Includes losses on loans liquidating in the current period only.

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 3436 12,~~640~~055,~~699~~700.00 12,~~307~~039,~~933~~843.4590 0 0.00 0.00 Group 2 3 ~~726~~289,100.00 ~~726~~288,~~077~~986.6154 0 0.00 0.00 Group 3 0 0.00 0.00 0 0.00 0.00 Group 4 1 ~~500~~415,000.00 ~~500~~412,~~000~~132.0048 0 0.00 0.00 Total 3840 1312,~~866~~759,~~799~~800.00 1312,~~534~~740,~~011~~962.0692 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 5412,~~315~~896.3664 Group 2 0 0.00 0.00 0 0.00 0.00 53,~~223~~102.3617 Group 3 0 0.00 0.00 0 0.00 0.00 2,~~553~~611.4763 Group 4 0 0.00 0.00 0 0.00 0.00 ~~885~~787.1341 Total 0 0.00 0.00 0 0.00 0.00 6219,~~977~~397.3285

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0087047221~~0087222824 UTTX 8074.0099 01-~~Aug~~Sep-2005 93144,~~600~~350.00 93142,~~597~~267.0852 Group 1 ~~0087333316~~0087224168 GATX 8074.0096 01-~~Oct~~Sep-2005 92144,~~000~~300.00 92142,~~000~~069.0041 Group 1 ~~0087449393~~0087225801 MDFL 3279.2697 01-~~Nov~~Sep-2005 ~~100~~185,~~000~~900.00 99185,~~999~~900.9900 Group 1 ~~0087475547~~0087393013 CONV 80.00 01-Sep-2005 ~~245~~370,~~600~~800.00 ~~245~~370,~~600~~800.00 Group 1 ~~0087476891~~0087457040 MICA 7080.00 01-~~Sep~~Nov-2005 ~~107~~360,~~800~~000.00 ~~107~~359,~~770~~954.2350 Group 1 ~~0087545653~~0087533261 CANJ 7875.3200 01-Sep-2005 ~~560~~372,~~000~~750.00 ~~559~~367,~~811~~859.0041 Group 1 ~~0087572277~~0087569190 PAOH 9080.00 01-~~Sep~~Nov-2005 8276,~~800~~000.00 8275,~~086~~532.1591 Group 1 ~~0087582979~~0087682308 CAFL 7080.00 01-Oct-2005 ~~409~~417,~~500~~600.00 ~~109~~417,~~035~~600.9900 Group 1 ~~0087723581~~0087698510 CA 7580.00 01-~~Nov~~Oct-2005 ~~498~~281,~~750~~600.00 ~~498~~281,~~749~~600.9800 Group 1 ~~0087733747~~0087721437 MDCA 80.00 01-~~Nov~~Oct-2005 ~~576~~288,000.00 ~~576~~288,000.00 Group 1 ~~0087853107~~0087754024 CAIL 7980.7200 01-Nov-2005 ~~224~~169,~~000~~600.00 ~~224~~169,~~000~~599.0099 Group 1 ~~0087883211~~0087754297 AZVA 80.00 01-Nov-2005 ~~176~~152,000.00 ~~176~~151,~~000~~999.0099 Group 1 ~~0087914586~~0087767547 CAMA 8780.5000 01-Nov-2005 ~~350~~372,000.00 ~~349~~371,~~968~~990.3400 Group 1 ~~0087929600~~0087892162 CAVA 80.00 01-~~Nov~~Oct-2005 ~~880~~425,~~000~~800.00 ~~874~~425,~~850~~797.9813 Group 1 ~~0087949376~~0087921557 ILMD 6280.1100 01-Nov-2005 1368,000~~,000~~.00 ~~993~~368,~~306~~000.9500 Group 1 ~~0087966172~~0087924155 CARI 7680.0200 01-Nov-2005 ~~650~~228,000.00 ~~649~~228,~~970~~000.3500 Group 1 ~~0087970695~~0087924502 WACA 80.00 01-Nov-2005 ~~223~~562,~~200~~800.00 ~~223~~562,~~141~~770.8736 Group 1 ~~0087984852~~0087970869 CA 80.00 01-Nov-2005 ~~310~~614,400.00 ~~308~~614,~~694~~400.3800 Group 1 ~~0088083027~~0087997391 UT 79.9996 01-Nov-2005 ~~196~~113,~~450~~300.00 ~~196~~113,~~449~~299.9880 Group 1 ~~0088083290~~0088007646 CA 80.00 01-Nov-2005 ~~451~~343,~~900~~600.00 ~~451~~343,~~900~~600.00 Group 1 ~~0088091939~~0088051990 PATN 9574.00 01-~~Dec~~Nov-2005 ~~123~~46,~~500~~250.00 ~~123~~46,~~499~~250.4300 Group 1 ~~0111604482~~0088069430 TXGA 8069.0099 01-Nov-2005 ~~416~~300,~~000~~900.00 ~~413~~300,~~077~~899.5995 Group 1 ~~0114018468~~0088084215 VANJ 80.00 01-Nov-2005 ~~548~~320,000.00 ~~545~~320,~~868~~000.0900 Group 1 ~~0202151577~~0104483618 CAGA 7774.8224 01-~~Apr~~Nov-2005 1612,~~000,000~~500.00 ~~983~~611,~~427~~674.0630 Group 1 ~~0202408753~~0105431044 CA 8047.0067 01-~~Jul~~Nov-2005 ~~340~~572,000.00 ~~339~~571,999.9834 Group 1 ~~0202425237~~0113929537 FLOH 7479.3758 01-~~Sep~~Nov-2005 ~~118~~449,~~999~~600.00 ~~118~~449,~~965~~600.5300 Group 1 ~~0202563391~~0202427662 CAOH 8079.0099 01-~~Nov~~Aug-2005 ~~448~~135,~~000~~900.00 ~~447~~135,~~975~~895.0020 Group 1 ~~0202592960~~0202472304 AZ 80.00 01-~~Nov~~Sep-2005 ~~220~~124,000.00 ~~219~~123,~~991~~421.6756 Group 1 ~~7077912512~~0202513693 MICA 8079.93 01-Sep-2005 487,200.00 484,662.50 Group 1 0202524518 AZ 79.46 01-~~May~~Oct-2005 ~~244~~147,000.00 ~~245~~146,~~355~~819.8933 Group 1 ~~7079855677~~0202558904 SCIL 6480.8300 01-Oct-2005 1332,~~037,300~~000.00 1327,~~038,163~~935.9298 Group 1 ~~7079857939~~0202592762 AZOR 4979.6860 01-Nov-2005 77199,000.00 77199,000.00 Group 1 ~~7079861030~~7079852435 OHCO 8091.0096 01-Oct-2005 ~~152~~140,~~000~~700.00 ~~152~~140,~~000~~620.0012 Group 1 ~~7079865569~~7079855537 NJSC 8065.00 01-~~Dec~~Oct-2005 ~~176~~1,495,000.00 ~~176~~1,~~000~~496,944.0096 Group 1 ~~7079866286~~7079861402 GAMI 8077.0092 01-Dec-2005 ~~511~~102,~~900~~850.00 ~~511~~102,~~016~~757.9114 Group 21 ~~7079858697~~7079865270 MINJ 9064.0086 01-Dec-2005 ~~108~~600,000.00 ~~108~~599,~~000~~717.0056 Group 2 ~~7079858796~~7079852732 CAAZ 7393.8505 01-~~Nov~~Sep-2005 ~~480~~133,~~000~~900.00 ~~480~~133,~~000~~900.00 Group 2 ~~7079863242~~7079861212 VANJ 6880.0300 01-~~Dec~~Jan-~~2005~~2006 ~~138~~43,~~100~~200.00 ~~138~~43,~~077~~086.6154 Group 2 7079863150 FL 72.26 01-Jan-2006 112,000.00 112,000.00 Group 4 ~~0088141395~~0088094826 NVCA 7467.7870 01-Nov-2005 ~~500~~415,000.00 ~~500~~412,~~000~~132.0048

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0087047221~~0087222824 Loan Paid in Full 10 56.875% 360 1014 Group 1 ~~0087333316~~0087224168 Loan Paid in Full 0 76.~~125~~875% 360 814 Group 1 ~~0087449393~~0087225801 Loan Paid in Full ~~(1)~~0 68.~~250~~750% 360 714 Group 1 ~~0087475547~~0087393013 Loan Paid in Full ~~(1)~~4 78.~~125~~625% 360 914 Group 1 ~~0087476891~~0087457040 Loan Paid in Full 0 7.~~000~~750% 360 912 Group 1 ~~0087545653~~0087533261 Loan Paid in Full 0 76.~~000~~875% 360 914 Group 1 ~~0087572277~~0087569190 Loan Paid in Full 01 67.875% 360 912 Group 1 ~~0087582979~~0087682308 Loan Paid in Full (1) 68.~~750~~000% 360 813 Group 1 ~~0087723581~~0087698510 Loan Paid in Full 0 57.750% 360 713 Group 1 ~~0087733747~~0087721437 Loan Paid in Full ~~(1)~~0 68.~~375~~125% 360 713 Group 1 ~~0087853107~~0087754024 Loan Paid in Full 01 78.~~500~~625% 360 712 Group 1 ~~0087883211~~0087754297 Loan Paid in Full 0 6.~~375~~875% 360 712 Group 1 ~~0087914586~~0087767547 Loan Paid in Full 0 78.~~000~~625% 360 712 Group 1 ~~0087929600~~0087892162 Loan Paid in Full 0 7.~~625~~750% 360 713 Group 1 ~~0087949376~~0087921557 Loan Paid in Full 0 78.000% 360 712 Group 1 ~~0087966172~~0087924155 Loan Paid in Full 0 68.250% 360 12 Group 1 0087924502 Loan Paid in Full 0 7.500% 360 12 Group 1 0087970869 Loan Paid in Full 0 7.625% 360 12 Group 1 ~~0087970695~~0087997391 Loan Paid in Full 0 67.250% 360 712 Group 1 ~~0087984852~~0088007646 Loan Paid in Full 0 87.~~000~~875% 360 712 Group 1 ~~0088083027~~0088051990 Loan Paid in Full 0 6.750% 360 712 Group 1 ~~0088083290~~0088069430 Loan Paid in Full 0 67.~~625~~125% 360 712 Group 1 ~~0088091939~~0088084215 Loan Paid in Full ~~(1)~~0 78.~~375~~000% 360 612 Group 1 ~~0111604482~~0104483618 Loan Paid in Full 0 6.750% 360 712 Group 1 ~~0114018468~~0105431044 Loan Paid in Full 0 57.~~750~~125% 360 712 Group 1 ~~0202151577~~0113929537 Loan Paid in Full ~~(1)~~0 5.~~625~~875% 360 1412 Group 1 ~~0202408753~~0202427662 Loan Paid in Full 01 7.~~125~~250% 360 1115 Group 1 ~~0202425237~~0202472304 Loan Paid in Full 01 67.~~750~~375% 360 914 Group 1 ~~0202563391~~0202513693 Loan Paid in Full 0 7.~~625~~875% 360 714 Group 1 ~~0202592960~~0202524518 Loan Paid in Full 0 6.~~500~~250% 360 713 Group 1 ~~7077912512~~0202558904 Loan Paid in Full 0 78.~~000~~125% 360 13 Group 1 ~~7079855677~~0202592762 Loan Paid in Full 0 78.000% 360 812 Group 1 ~~7079857939~~7079852435 Loan Paid in Full 0 65.~~375~~625% 360 713 Group 1 ~~7079861030~~7079855537 Loan Paid in Full 0 67.~~250~~375% 360 813 Group 1 ~~7079865569~~7079861402 Loan Paid in Full 01 76.~~250~~750% 360 611 Group 1 ~~7079866286~~7079865270 Loan Paid in Full 0 75.~~125~~375% 360 611 Group 2 ~~7079858697~~7079852732 Loan Paid in Full 0 6.~~875~~375% 360 614 Group 2 ~~7079858796~~7079861212 Loan Paid in Full 0 67.~~375~~625% 360 710 Group 2 ~~7079863242~~7079863150 Loan Paid in Full 0 6.~~625~~750% 360 610 Group 4 ~~0088141395~~0088094826 Loan Paid in Full 0 7.~~750~~375% 360 712

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 34.~~992~~513% Current Month 3842.~~668~~545% Current Month 21,~~754~~780.~~064~~862% 3 Month Average 04.~~000~~144% 3 Month Average 039.~~000~~741% 3 Month Average 01,820.~~000~~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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~24.956% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~2,060.267% N/A ~~Jan~~Jun-2006 ~~N/A~~38.668% N/A ~~Jan~~Jun-2006 ~~N/A~~2,754.064% N/A ~~Feb~~Jul-2006 ~~N/A~~24.710% N/A ~~Feb~~Jul-2006 ~~N/A~~1,542.979% N/A ~~Mar~~Aug-2006 ~~N/A~~38.462% N/A ~~Mar~~Aug-2006 ~~N/A~~2,134.952% N/A ~~Apr~~Sep-2006 ~~N/A~~41.653% N/A ~~Apr~~Sep-2006 ~~N/A~~2,084.668% N/A ~~May~~Oct-2006 2435.~~956~~025% N/A ~~May~~Oct-2006 21,~~060~~596.~~267~~149% N/A ~~Jun~~Nov-2006 3842.~~668~~545% N/A ~~Jun~~Nov-2006 21,~~754~~780.~~064~~862% 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 56.~~118~~296% Current Month 4654.~~763~~173% Current Month 32,~~151~~187.~~802~~151% 3 Month Average 05.~~000~~320% 3 Month Average 047.~~000~~845% 3 Month Average 02,103.~~000~~055% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~30.304% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~2,349.021% N/A ~~Jan~~Jun-2006 ~~N/A~~46.763% N/A ~~Jan~~Jun-2006 ~~N/A~~3,151.802% N/A ~~Feb~~Jul-2006 ~~N/A~~26.914% N/A ~~Feb~~Jul-2006 ~~N/A~~1,600.605% N/A ~~Mar~~Aug-2006 ~~N/A~~47.812% N/A ~~Mar~~Aug-2006 ~~N/A~~2,535.868% N/A ~~Apr~~Sep-2006 ~~N/A~~48.573% N/A ~~Apr~~Sep-2006 ~~N/A~~2,332.414% N/A ~~May~~Oct-2006 3040.~~304~~789% N/A ~~May~~Oct-2006 21,~~349~~789.~~021~~601% N/A ~~Jun~~Nov-2006 4654.~~763~~173% N/A ~~Jun~~Nov-2006 32,~~151~~187.~~802~~151% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 10.~~163~~506% Current Month 135.~~099~~906% Current Month ~~1,061~~264.~~141~~737% 3 Month Average 01.~~000~~172% 3 Month Average 012.~~000~~843% 3 Month Average 0666.~~000~~237% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~5.634% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~544.042% N/A ~~Jan~~Jun-2006 ~~N/A~~13.099% N/A ~~Jan~~Jun-2006 ~~N/A~~1,061.141% N/A ~~Feb~~Jul-2006 ~~N/A~~28.680% N/A ~~Feb~~Jul-2006 ~~N/A~~2,003.016% N/A ~~Mar~~Aug-2006 ~~N/A~~16.180% N/A ~~Mar~~Aug-2006 ~~N/A~~991.676% N/A ~~Apr~~Sep-2006 ~~N/A~~23.980% N/A ~~Apr~~Sep-2006 ~~N/A~~1,308.589% N/A ~~May~~Oct-2006 58.~~634~~642% N/A ~~May~~Oct-2006 ~~544~~425.~~042~~386% N/A ~~Jun~~Nov-2006 135.~~099~~906% N/A ~~Jun~~Nov-2006 ~~1,061~~264.~~141~~737% 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 0.011% Current Month 0.~~129~~133% Current Month 106.~~812~~081% 3 Month Average 0.~~000~~400% 3 Month Average 04.~~000~~518% 3 Month Average 0227.~~000~~173% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.099% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~9.969% N/A ~~Jan~~Jun-2006 ~~N/A~~0.129% N/A ~~Jan~~Jun-2006 ~~N/A~~10.812% N/A ~~Feb~~Jul-2006 ~~N/A~~0.171% N/A ~~Feb~~Jul-2006 ~~N/A~~12.299% N/A ~~Mar~~Aug-2006 ~~N/A~~0.151% N/A ~~Mar~~Aug-2006 ~~N/A~~9.487% N/A ~~Apr~~Sep-2006 ~~N/A~~0.383% N/A ~~Apr~~Sep-2006 ~~N/A~~21.400% N/A ~~May~~Oct-2006 013.~~099~~036% N/A ~~May~~Oct-2006 9654.~~969~~038% N/A ~~Jun~~Nov-2006 0.~~129~~133% N/A ~~Jun~~Nov-2006 106.~~812~~081% 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 4.~~045~~098% Current Month 39.~~071~~478% Current Month 31,~~307~~815.~~166~~258% 3 Month Average 06.~~000~~604% 3 Month Average 054.~~000~~171% 3 Month Average 02,768.~~000~~596% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~41.333% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~4,174.119% N/A ~~Jan~~Jun-2006 ~~N/A~~39.071% N/A ~~Jan~~Jun-2006 ~~N/A~~3,307.166% N/A ~~Feb~~Jul-2006 ~~N/A~~0.354% N/A ~~Feb~~Jul-2006 ~~N/A~~25.616% N/A ~~Mar~~Aug-2006 ~~N/A~~0.022% N/A ~~Mar~~Aug-2006 ~~N/A~~1.418% N/A ~~Apr~~Sep-2006 ~~N/A~~52.305% N/A ~~Apr~~Sep-2006 ~~N/A~~2,925.493% N/A ~~May~~Oct-2006 4170.~~333~~731% N/A ~~May~~Oct-2006 43,~~174~~565.~~119~~039% N/A ~~Jun~~Nov-2006 39.~~071~~478% N/A ~~Jun~~Nov-2006 31,~~307~~815.~~166~~258% 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($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.749 5 3,122,468.26 0.955 5 3,122,468.26 1.363 4.750 4.999 8 3,472,503.95 1.062 1 525,600.00 0.229 5.000 5.249 12 3,890,001.74 1.190 1 498,582.73 0.218 5.250 5.499 39 11,779,162.68 3.603 11 3,295,357.29 1.438 5.500 5.749 57 19,531,137.39 5.974 22 8,195,961.10 3.577 5.750 5.999 110 33,507,597.67 10.249 50 18,398,539.43 8.029 6.000 6.249 81 27,806,014.96 8.505 45 17,110,823.33 7.467 6.250 6.499 117 39,764,418.88 12.162 80 29,341,559.82 12.805 6.500 6.749 146 42,125,780.78 12.885 107 31,982,339.50 13.957 6.750 6.999 183 48,138,797.89 14.724 142 37,763,018.44 16.480 7.000 7.249 119 30,829,535.52 9.430 101 25,978,197.18 11.337 7.250 7.499 106 26,783,421.88 8.192 94 23,535,626.76 10.271 7.500 7.749 69 17,898,615.36 5.475 55 14,979,964.63 6.537 7.750 7.999 49 10,996,707.56 3.363 37 8,524,642.87 3.720 8.000 8.249 14 5,324,345.43 1.629 12 4,345,204.18 1.896 8.250 8.499 5 654,981.08 0.200 3 496,893.85 0.217 8.500 8.749 2 352,451.57 0.108 1 80,451.57 0.035 8.750 8.999 1 543,620.82 0.166 1 543,620.82 0.237 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 1 423,583.50 0.130 1 423,583.50 0.185 >= 9.500 0 0.00 0.000 0 0.00 0.000 Total 1,124 326,945,146.92 100.000 769 229,142,435.26 100.000Period

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($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.749 01 0769,288.0008 0.~~000~~285 01 0769,288.0008 0.~~000~~429 4.750 4.999 78 23,~~946~~468,~~903~~404.9505 41.~~742~~285 01 0525,600.00 0.~~000~~293 5.000 5.249 512 ~~762~~3,~~970~~886,342.2723 1.~~228~~440 61 2495,~~628,448~~482.7412 110.~~054~~276 5.250 5.499 2438 712,~~106~~083,~~973~~750.2195 114.~~437~~476 411 14,~~376~~034,~~832~~525.1864 52.~~790~~249 5.500 5.749 1844 514,~~314~~119,~~597~~737.4386 85.~~552~~230 1712 63,~~020~~758,~~578~~451.8628 252.~~320~~095 5.750 5.999 4382 1023,~~966~~779,~~206~~624.9584 178.~~647~~808 1626 39,~~986~~168,~~858~~112.1594 165.~~767~~111 6.000 6.249 2262 520,~~213~~253,~~179~~510.9302 87.~~389~~502 1026 39,~~678~~570,~~787~~647.6249 155.~~471~~335 6.250 6.499 2480 727,~~099~~530,~~544~~260.39 1110.~~425~~198 1146 218,~~506~~529,~~968~~576.3971 10.~~543~~329 6.500 6.749 27105 628,~~184~~799,~~066~~013.2800 910.~~952~~668 767 119,~~509~~460,~~204~~504.0836 610.~~347~~848 6.750 6.999 35118 830,~~137~~618,~~854~~924.4503 1311.~~096~~342 283 ~~645~~21,~~600~~471,943.0080 211.~~715~~970 7.000 7.249 1581 319,~~104~~815,~~869~~904.5129 47.~~996~~340 164 ~~975~~15,~~000~~278,143.0066 48.~~100~~517 7.250 7.499 880 117,~~843~~580,~~654~~602.8337 26.~~967~~512 169 ~~449~~14,~~946~~750,692.8651 18.~~892~~223 7.500 7.749 970 119,~~412~~399,~~992~~199.9561 27.~~274~~186 061 017,451,665.0013 09.~~000~~728 7.750 7.999 962 215,~~047~~883,~~870~~727.2475 35.~~295~~884 051 013,554,055.0081 07.~~000~~556 8.000 8.249 070 021,381,421.0068 07.~~000~~920 068 020,402,280.0043 011.~~000~~373 8.250 8.499 022 04,271,952.0006 01.~~000~~582 020 04,114,134.0071 02.~~000~~293 8.500 8.749 013 03,132,886.0006 01.~~000~~160 012 02,860,891.0006 01.~~000~~595 8.750 8.999 06 02,768,638.0010 01.~~000~~026 06 02,768,638.0010 01.~~000~~543 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 01 0423,583.0050 0.~~000~~157 01 0423,583.0050 0.~~000~~236 >= 9.500 0 0.00 0.000 0 0.00 0.000 Total ~~246~~955 62269,~~141~~966,~~684~~770.3987 100.000 75626 23179,~~778~~388,~~224~~217.8833 100.000

Interest Rate Stratification (continued) Group 42 Group 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.749 0 0.00 0.000 0 0.00 0.000 4.750 4.999 7 2,942,804.05 5.124 0 0.00 0.000 5.000 5.249 05 0762,814.0035 01.~~000~~328 6 2,628,045.76 11.191 5.250 5.499 023 06,672,393.0049 011.~~000~~618 4 1,376,831.82 5.863 5.500 5.749 016 04,619,087.0024 08.~~000~~043 16 5,742,199.34 24.452 5.750 5.999 140 ~~155~~10,~~993~~633,489.1457 118.~~313~~515 16 3,978,022.33 16.940 6.000 6.249 422 15,~~803~~209,~~224~~502.0826 9.071 10 3,671,888.90 15.~~175~~636 6.250 6.499 221 ~~816~~5,~~346~~679,689.2867 69.~~870~~889 11 2,506,911.38 10.675 6.500 6.749 527 26,~~450~~181,~~170~~115.9233 2010.~~619~~762 7 1,508,980.32 6.426 6.750 6.999 430 17,~~592~~040,~~325~~380.23 12.258 2 645,600.00 132.~~400~~749 7.000 7.249 14 2,792,138.61 ~~771~~4.862 1 975,~~468~~000.8300 64.~~492~~152 7.250 7.499 8 1,840,866.98 3.205 ~~954~~1 449,~~193~~850.4357 81.~~030~~916 7.500 7.749 56 1,~~505~~014,~~657~~034.7828 121.~~671~~766 0 0.00 0.000 7.750 7.999 39 ~~424~~2,~~194~~044,671.4594 3.~~570~~560 0 0.00 0.000 8.000 8.249 20 ~~979,141~~0.2500 80.~~240~~000 0 0.00 0.000 8.250 8.499 20 ~~158,087~~0.2300 10.~~330~~000 0 0.00 0.000 8.500 8.749 10 ~~272,~~0.00 0.000 0 0.00 20.~~289~~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 0 0.00 0.000 0 0.00 0.000 Total 34228 1157,~~882~~432,~~802~~988.3900 100.000 74 23,483,330.42 100.000

Filing Compare · MERRILL LYNCH INVESTORS TRUST, SERIES 2006-A2