10-D 1 srm06004_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 2, 2006 to November 1, 2006 Commission File Number of issuing entity: 333-129480-06 Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-129480 Structured Asset Securities Corporation (Exact name of depositor as specified in its charter) Lehman Brothers Holdings, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) Not Applicable (I.R.S. Employer Identification No.) 745 Seventh Avenue, 7th Floor New York, NY 10019 (Address of principal executive offices of the issuing entity) (Zip Code) (212) 526-7000 (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-A1 _____ _____ __X___ ____________ 1-A2 _____ _____ __X___ ____________ 2-A1 _____ _____ __X___ ____________ 2-A2 _____ _____ __X___ ____________ 3-A1 _____ _____ __X___ ____________ 3-A2 _____ _____ __X___ ____________ 4-A1 _____ _____ __X___ ____________ 4-A2 _____ _____ __X___ ____________ 5-A1 _____ _____ __X___ ____________ 5-A2 _____ _____ __X___ ____________ 6-A _____ _____ __X___ ____________ 7-A1 _____ _____ __X___ ____________ 7-A2 _____ _____ __X___ ____________ 7-A3 _____ _____ __X___ ____________ 7-A4 _____ _____ __X___ ____________ B1-I _____ _____ __X___ ____________ B2-I _____ _____ __X___ ____________ B3-I _____ _____ __X___ ____________ B4-I _____ _____ __X___ ____________ B1-II _____ _____ __X___ ____________ B2-II _____ _____ __X___ ____________ B3-II _____ _____ __X___ ____________ B4-II _____ _____ __X___ ____________ B5-II _____ _____ __X___ ____________ B6-II _____ _____ __X___ ____________ R _____ _____ __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 Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4. 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 Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4, 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. Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4 (Issuing Entity) Aurora Loan Services LLC (Master Servicer) /s/ Michele Olds Michele Olds, Vice President Servicer Oversight Date: December 05, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4, relating to the November 27, 2006 distribution. EX-99.1 Structured Adjustable Rate Mortgage Loan Trust Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 Structured Adjustable Rate Mortgage Loan Trust Mortgage Pass-Through Certificates Series 2006-4 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-A1 86360BAA6 6.~~44861~~43739% ~~119~~112,~~678~~214,~~398~~165.8849 ~~643~~601,~~132~~971.5073 1-A2 86360BAB4 6.~~44861~~43739% 8,~~941~~383,~~432~~763.5247 4844,~~049~~974.8261 2-A1 86360BAC2 65.~~01182~~99075% ~~178~~163,~~079~~408,~~359~~328.3611 ~~892~~815,~~150~~781.3488 2-A2 86360BAD0 65.~~01182~~99075% 1312,~~303~~207,~~781~~752.7241 6660,~~649~~944.9165 3-A1 86360BAE8 6.~~14973~~11955% ~~196~~183,~~649~~807,~~330~~068.3598 1937,~~007,784~~347.1250 3-A2 86360BAF5 6.~~14973~~11955% 1413,~~691~~731,~~353~~928.2568 7570,~~289~~027.9272 4-A1 86360BAG3 5.~~99457~~96445% ~~120~~111,~~582~~671,~~616~~736.4447 ~~602~~555,~~367~~050.1728 4-A2 86360BAH1 5.~~99457~~96445% 54,~~241~~854,~~739~~382.9398 2624,~~184~~128.9710 5-A1 86360BAJ7 5.~~99100~~96550% ~~390~~365,~~496~~927,~~750~~373.8226 1,~~949~~819,~~553~~117.6273 5-A2 86360BAK4 5.~~99100~~96550% 1615,~~977~~909,~~429~~239.8242 8479,~~759~~088.7686 6-A 86360BAL2 5.~~99604~~96099% ~~254~~242,~~006~~444,~~569~~971.4172 1,~~269~~204,~~194~~343.2220 7-A1 86360BAM0 5.24631% ~~309~~297,~~457~~413,~~912~~349.1826 1,~~352~~300,~~927~~268.4714 7-A2 86360BAN8 5.24631% 83,315,000.00 364,~~247~~246.1273 7-A3 86360BAP3 5.24631% 20,000,000.00 87,438.5445 7-A4 86360BAQ1 5.24631% 870,000.00 3,803.5857 B1-I 86360BAR9 6.~~17232~~15001% 18,~~948~~940,~~405~~735.3174 97,~~463~~071.0246 B2-I 86360BAS7 6.~~17232~~15001% 6,~~028~~026,~~492~~052.6555 3130,~~008~~883.1658 B3-I 86360BAT5 6.~~17232~~15001% 4,~~592~~590,~~613~~754.4958 23,~~622~~527.5766 B4-I 86360BAU2 6.~~17232~~15001% 1,147,~~903~~438.3977 5,~~904~~880.3664 B5-I 86360BBC1 6.~~17232~~15001% 2,008,~~830~~017.9484 10,~~332~~291.6211 B6-I 86360BBD9 6.~~17232~~15001% 2,~~295~~294,~~806~~877.7953 11,~~808~~761.7127 B7-I 86360BBE7 6.~~17232~~15001% 2,~~301~~300,~~916~~984.2755 11,~~840~~792.1457 B1-II 86360BAV0 5.~~73535~~71619% 13,~~890~~880,~~147~~772.5248 66,~~387~~120.4297 B2-II 86360BAW8 5.~~73535~~71619% 8,~~838~~832,~~821~~855.2051 42,~~244~~075.8125 B3-II 86360BAX6 5.~~73535~~71619% 3,~~787~~784,~~494~~938.8754 18,~~102~~029.1953 B4-II 86360BAY4 5.~~73535~~71619% 6,~~313~~308,~~158~~897.0402 30,~~173~~052.5039 B5-II 86360BAZ1 5.~~73535~~71619% 5,~~050~~046,~~326~~917.4678 24,~~137~~040.8496 B6-II 86360BBA5 5.~~73535~~71619% 2,~~524~~522,~~663~~959.29 12,~~066~~018.5310 B7-II 86360BBF4 5.~~73535~~71619% 3,~~156~~154,~~579~~448.0251 15,~~086~~026.7520 B8-II 86360BBG2 5.~~73535~~71619% 3,~~787~~784,~~494~~938.8754 18,~~102~~029.1953 B9-II 86360BBH0 5.~~73535~~71619% 3,~~165~~163,~~551~~415.8226 15,~~129~~068.6391 P-I SRM0604P1 0.00000% 0.00 083,673.0082 P-II SRM0604P2 0.00000% 0.00 031,875.00 R 86360BBB3 6.~~44262~~43877% 0.00 0.01 Totals 1,~~820~~723,~~129~~948,~~880~~064.6174 8,~~906~~515,~~943~~752.5111

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A1 13,~~352~~526,~~582~~724.1194 0.00 ~~118~~108,~~325~~687,~~816~~440.7656 14,~~995~~128,~~714~~696.6167 0.00 1-A2 ~~101~~263,~~054~~489.3426 0.00 8,~~840~~120,~~378~~274.1821 ~~149~~308,~~104~~463.1687 0.00 2-A1 32,~~458~~086,~~435~~425.69 0.00 ~~174~~161,~~620~~321,~~923~~902.6743 42,~~350~~902,~~586~~207.0357 0.00 2-A2 ~~258~~155,~~369~~870.4969 0.00 1312,~~045~~051,~~412~~881.2372 ~~325~~216,~~019~~815.4034 0.00 3-A1 27,~~644~~042,~~060~~314.0324 0.00 ~~194~~176,~~005~~764,~~270~~754.3174 37,~~651~~979,~~844~~661.1574 0.00 3-A2 ~~197~~526,~~533~~119.4590 0.00 1413,~~493~~205,~~819~~808.8078 ~~272~~596,~~823~~147.3762 0.00 4-A1 ~~445~~852,~~588~~251.1920 0.00 ~~120~~110,~~137~~819,~~028~~485.2527 1,~~047~~407,~~955~~301.3648 0.00 4-A2 1937,~~369~~047.7746 0.00 54,~~222~~817,~~370~~335.1752 4561,~~554~~175.7456 0.00 5-A1 35,~~875~~426,~~686~~226.7722 0.00 ~~386~~360,~~621~~501,~~064~~147.04 57,~~825~~245,~~240~~343.3995 0.00 5-A2 ~~168~~235,~~501~~913.2729 0.00 1615,~~808~~673,~~928~~326.5512 ~~253~~315,~~261~~002.0315 0.00 6-A 23,~~010~~046,~~568~~122.3805 0.00 ~~251~~239,~~996~~398,~~001~~849.0367 34,~~279~~250,~~762~~465.6025 0.00 7-A1 12,~~505~~725,~~006~~828.8465 0.00 ~~307~~294,~~952~~687,~~905~~520.3461 24,~~857~~026,~~934~~096.3179 0.00 7-A2 0.00 0.00 83,315,000.00 364,~~247~~246.1273 0.00 7-A3 0.00 0.00 20,000,000.00 87,438.5445 0.00 7-A4 0.00 0.00 870,000.00 3,803.5857 0.00 B1-I 1,~~448~~662.4683 0.00 18,~~946~~939,~~956~~072.8691 98,~~911~~734.4829 0.00 B2-I ~~460~~529.8304 0.00 6,~~028~~025,~~031~~523.8251 31,~~468~~412.9962 0.00 B3-I ~~351~~403.0703 0.00 4,~~592~~590,~~262~~351.4255 23,~~973~~930.6469 0.00 B4-I 87100.7574 0.00 1,147,~~815~~338.6503 5,~~992~~981.1138 0.00 B5-I ~~153~~176.5629 0.00 2,~~008~~007,~~677~~841.3856 10,~~486~~467.1840 0.00 B6-I ~~175~~201.5047 0.00 2,~~295~~294,~~631~~676.2906 11,~~984~~962.2174 0.00 B7-I ~~175~~202.9601 0.00 2,~~301~~300,~~740~~782.3154 1211,~~016~~994.1058 0.00 B1-II 1,~~820~~949.3229 0.00 13,~~888~~878,~~327~~823.2019 68,~~207~~070.7426 0.00 B2-II 1,~~158~~240.3440 0.00 8,~~837~~831,~~662~~615.8610 43,~~403~~315.1565 0.00 B3-II ~~496~~531.3652 0.00 3,~~786~~784,~~998~~407.5201 18,~~598~~561.5505 0.00 B4-II ~~827~~885.3596 0.00 6,~~312~~308,~~330~~011.6906 3130,~~000~~938.8535 0.00 B5-II ~~661~~708.8574 0.00 5,~~049~~046,~~664~~209.6004 24,~~799~~749.6970 0.00 B6-II ~~330~~354.8630 0.00 2,~~524~~522,~~332~~604.4399 12,~~397~~372.3940 0.00 B7-II ~~413~~442.6798 0.00 3,~~156~~154,~~165~~005.3453 15,~~500~~469.4218 0.00 B8-II ~~496~~531.3652 0.00 3,~~786~~784,~~998~~407.5201 18,~~598~~561.5505 0.00 B9-II ~~414~~444.8524 0.00 3,~~165~~162,~~136~~971.9702 15,~~544~~513.4815 0.00 P-I 0.00 0.00 0.00 083,673.0082 0.00 P-II 0.00 0.00 0.00 031,875.00 0.00 R 0.00 0.00 0.00 0.01 0.00 Totals 1625,~~046~~934,~~229~~697.4295 0.00 1,~~804~~698,~~083~~013,~~651~~366.1978 2434,~~953~~450,~~172~~450.9306 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-A1 120,556,000.00 ~~119~~112,~~678~~214,~~398~~165.8849 43,~~046~~040.4978 13,~~348~~523,~~535~~684.6215 0.00 0.00 1-A2 9,007,000.00 8,~~941~~383,~~432~~763.5247 ~~302~~227.3218 ~~100~~263,~~752~~262.0208 0.00 0.00 2-A1 179,461,000.00 ~~178~~163,~~079~~408,~~359~~328.3611 1716,~~083~~497.7573 32,~~441~~069,~~351~~927.9496 0.00 0.00 2-A2 13,407,000.00 1312,~~303~~207,~~781~~752.7241 1,~~276~~232.2850 ~~257~~154,~~093~~638.2219 0.00 0.00 3-A1 199,576,000.00 ~~196~~183,~~649~~807,~~330~~068.3598 1620,~~650~~701.2579 27,~~627~~021,~~409~~612.7945 0.00 0.00 3-A2 14,910,000.00 1413,~~691~~731,~~353~~928.2568 1,~~243~~546.9160 ~~196~~524,~~289~~573.5330 0.00 0.00 4-A1 122,728,000.00 ~~120~~111,~~582~~671,~~616~~736.4447 5,~~060~~021.7724 ~~440~~847,~~527~~229.4297 0.00 0.00 4-A2 5,335,000.00 54,~~241~~854,~~739~~382.9398 ~~219~~218.9927 1936,~~149~~829.7818 0.00 0.00 5-A1 393,822,000.00 ~~390~~365,~~496~~927,~~750~~373.8226 50,~~451~~895.5432 35,~~825~~375,~~235~~330.2391 0.00 0.00 5-A2 17,122,000.00 1615,~~977~~909,~~429~~239.8242 2,~~193~~212.4675 ~~166~~233,~~307~~700.8254 0.00 0.00 6-A 254,867,000.00 ~~254~~242,~~006~~444,~~569~~971.4172 3536,~~859~~391.44 13,~~974~~009,~~708~~730.9461 0.00 0.00 7-A1 314,399,000.00 ~~309~~297,~~457~~413,~~912~~349.1826 6366,~~687~~301.3375 12,~~441~~659,~~319~~526.5190 0.00 0.00 7-A2 83,315,000.00 83,315,000.00 0.00 0.00 0.00 0.00 7-A3 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 7-A4 870,000.00 870,000.00 0.00 0.00 0.00 0.00 B1-I 18,950,000.00 18,~~948~~940,~~405~~735.3174 1,~~448~~662.4683 0.00 0.00 0.00 B2-I 6,029,000.00 6,~~028~~026,~~492~~052.6555 ~~460~~529.8304 0.00 0.00 0.00 B3-I 4,593,000.00 4,~~592~~590,~~613~~754.4958 ~~351~~403.0703 0.00 0.00 0.00 B4-I 1,148,000.00 1,147,~~903~~438.3977 87100.7574 0.00 0.00 0.00 B5-I 2,009,000.00 2,008,~~830~~017.9484 ~~153~~176.5629 0.00 0.00 0.00 B6-I 2,296,000.00 2,~~295~~294,~~806~~877.7953 ~~175~~201.5047 0.00 0.00 0.00 B7-I 2,302,110.00 2,~~301~~300,~~916~~984.2755 ~~175~~202.9601 0.00 0.00 0.00 B1-II 13,892,000.00 13,~~890~~880,~~147~~772.5248 1,~~820~~949.3229 0.00 0.00 0.00 B2-II 8,840,000.00 8,~~838~~832,~~821~~855.2051 1,~~158~~240.3440 0.00 0.00 0.00 B3-II 3,788,000.00 3,~~787~~784,~~494~~938.8754 ~~496~~531.3652 0.00 0.00 0.00 B4-II 6,314,000.00 6,~~313~~308,~~158~~897.0402 ~~827~~885.3596 0.00 0.00 0.00 B5-II 5,051,000.00 5,~~050~~046,~~326~~917.4678 ~~661~~708.8574 0.00 0.00 0.00 B6-II 2,525,000.00 2,~~524~~522,~~663~~959.29 ~~330~~354.8630 0.00 0.00 0.00 B7-II 3,157,000.00 3,~~156~~154,~~579~~448.0251 ~~413~~442.6798 0.00 0.00 0.00 B8-II 3,788,000.00 3,~~787~~784,~~494~~938.8754 ~~496~~531.3652 0.00 0.00 0.00 B9-II 3,165,974.00 3,~~165~~163,~~551~~415.8226 ~~414~~444.8524 0.00 0.00 0.00 P-I 0.00 0.00 0.00 0.00 0.00 0.00 P-II 0.00 0.00 0.00 0.00 0.00 0.00 R 100.00 0.00 0.00 0.00 0.00 0.00 Totals 1,837,223,184.00 1,~~820~~723,~~129~~948,~~880~~064.6174 ~~207~~214,~~548~~651.6271 1525,~~838~~720,~~680~~046.8224 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A1 13,~~352~~526,~~582~~724.1194 ~~118~~108,~~325~~687,~~816~~440.7656 0.~~98150085~~90155148 13,~~352~~526,~~582~~724.1194 1-A2 ~~101~~263,~~054~~489.3426 8,~~840~~120,~~378~~274.1821 0.~~98150085~~90155148 ~~101~~263,~~054~~489.3426 2-A1 32,~~458~~086,~~435~~425.69 ~~174~~161,~~620~~321,~~923~~902.6743 0.~~97302993~~89892457 32,~~458~~086,~~435~~425.69 2-A2 ~~258~~155,~~369~~870.4969 1312,~~045~~051,~~412~~881.2372 0.~~97302993~~89892457 ~~258~~155,~~369~~870.4969 3-A1 27,~~644~~042,~~060~~314.0324 ~~194~~176,~~005~~764,~~270~~754.3174 0.~~97208718~~88570146 27,~~644~~042,~~060~~314.0324 3-A2 ~~197~~526,~~533~~119.4590 1413,~~493~~205,~~819~~808.8078 0.~~97208718~~88570146 ~~197~~526,~~533~~119.4590 4-A1 ~~445~~852,~~588~~251.1920 ~~120~~110,~~137~~819,~~028~~485.2527 0.~~97888850~~90296823 ~~445~~852,~~588~~251.1920 4-A2 1937,~~369~~047.7746 54,~~222~~817,~~370~~335.1752 0.~~97888850~~90296823 1937,~~369~~047.7746 5-A1 35,~~875~~426,~~686~~226.7722 ~~386~~360,~~621~~501,~~064~~147.04 0.~~98171525~~91539108 35,~~875~~426,~~686~~226.7722 5-A2 ~~168~~235,~~501~~913.2729 1615,~~808~~673,~~928~~326.5512 0.~~98171525~~91539108 ~~168~~235,~~501~~913.2729 6-A 23,~~010~~046,~~568~~122.3805 ~~251~~239,~~996~~398,~~001~~849.0367 0.~~98873531~~93930893 23,~~010~~046,~~568~~122.3805 7-A1 12,~~505~~725,~~006~~828.8465 ~~307~~294,~~952~~687,~~905~~520.3461 0.~~97949709~~93730426 12,~~505~~725,~~006~~828.8465 7-A2 0.00 83,315,000.00 1.00000000 0.00 7-A3 0.00 20,000,000.00 1.00000000 0.00 7-A4 0.00 870,000.00 1.00000000 0.00 B1-I 1,~~448~~662.4683 18,~~946~~939,~~956~~072.8691 0.~~99983941~~99942337 1,~~448~~662.4683 B2-I ~~460~~529.8304 6,~~028~~025,~~031~~523.8251 0.~~99983941~~99942337 ~~460~~529.8304 B3-I ~~351~~403.0703 4,~~592~~590,~~262~~351.4255 0.~~99983941~~99942337 ~~351~~403.0703 B4-I 87100.7574 1,147,~~815~~338.6503 0.~~99983942~~99942337 87100.7574 B5-I ~~153~~176.5629 2,~~008~~007,~~677~~841.3856 0.~~99983941~~99942337 ~~153~~176.5629 B6-I ~~175~~201.5047 2,~~295~~294,~~631~~676.2906 0.~~99983941~~99942337 ~~175~~201.5047 B7-I ~~175~~202.9601 2,~~301~~300,~~740~~782.3154 0.~~99983941~~99942337 ~~175~~202.9601 B1-II 1,~~820~~949.3229 13,~~888~~878,~~327~~823.2019 0.~~99973562~~99905148 1,~~820~~949.3229 B2-II 1,~~158~~240.3440 8,~~837~~831,~~662~~615.8610 0.~~99973562~~99905148 1,~~158~~240.3440 B3-II ~~496~~531.3652 3,~~786~~784,~~998~~407.5201 0.~~99973562~~99905148 ~~496~~531.3652 B4-II ~~827~~885.3596 6,~~312~~308,~~330~~011.6906 0.~~99973562~~99905148 ~~827~~885.3596 B5-II ~~661~~708.8574 5,~~049~~046,~~664~~209.6004 0.~~99973562~~99905148 ~~661~~708.8574 B6-II ~~330~~354.8630 2,~~524~~522,~~332~~604.4399 0.~~99973562~~99905148 ~~330~~354.8630 B7-II ~~413~~442.6798 3,~~156~~154,~~165~~005.3453 0.~~99973562~~99905148 ~~413~~442.6798 B8-II ~~496~~531.3652 3,~~786~~784,~~998~~407.5201 0.~~99973562~~99905148 ~~496~~531.3652 B9-II ~~414~~444.8524 3,~~165~~162,~~136~~971.9702 0.~~99973562~~99905148 ~~414~~444.8524 P-I 0.00 0.00 0.00000000 0.00 P-II 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 1625,~~046~~934,~~229~~697.4295 1,~~804~~698,~~083~~013,~~651~~366.1978 0.~~98196216~~92422814 1625,~~046~~934,~~229~~697.4295

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A1 120,556,000.00 ~~992~~930.~~72038621~~80531446 0.~~03356523~~02522297 1129.~~18596851~~22860870 0.00000000 1-A2 9,007,000.00 ~~992~~930.~~72038637~~80531476 0.~~03356500~~02522260 1129.~~18596869~~22860886 0.00000000 2-A1 179,461,000.00 ~~992~~910.~~30116493~~55063836 0.~~09519478~~09192933 1911.~~17604349~~53413811 0.00000000 2-A2 13,407,000.00 ~~992~~910.~~30116506~~55063847 0.~~09519505~~09192959 1911.~~17604386~~53413814 0.00000000 3-A1 199,576,000.00 ~~985~~920.~~33556314~~98783912 0.~~08342812~~10372886 1335.~~16495866~~18264947 0.00000000 3-A2 14,910,000.00 ~~985~~920.~~33556338~~98783903 0.~~08342790~~10372904 1335.~~16495842~~18264923 0.00000000 4-A1 122,728,000.00 ~~982~~909.~~51920051~~91246064 0.~~04123566~~04091356 36.~~58946141~~90331440 0.00000000 4-A2 5,335,000.00 ~~982~~909.~~51919963~~91246111 0.~~04123524~~04091284 36.~~58946204~~90331396 0.00000000 5-A1 393,822,000.00 ~~991~~929.~~55646668~~16945539 0.~~12810747~~12923432 913.~~71310701~~64913821 0.00000000 5-A2 17,122,000.00 ~~991~~929.~~55646653~~16945567 0.~~12810770~~12923432 913.~~71310711~~64913795 0.00000000 6-A 254,867,000.00 ~~996~~951.~~62400158~~26074274 0.~~14069864~~14278600 711.~~74799774~~80902435 0.00000000 7-A1 314,399,000.00 ~~984~~945.~~28402183~~97422148 0.~~20256849~~21088410 48.~~58436417~~45908193 0.00000000 7-A2 83,315,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 7-A3 20,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 7-A4 870,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1-I 18,950,000.00 999.~~91584749~~51112084 0.~~07643588~~08774828 0.00000000 0.00000000 B2-I 6,029,000.00 999.~~91584840~~51112125 0.~~07643556~~08774921 0.00000000 0.00000000 B3-I 4,593,000.00 999.~~91584803~~51112127 0.~~07643588~~08774875 0.00000000 0.00000000 B4-I 1,148,000.00 999.~~91584495~~51112369 0.~~07643728~~08775261 0.00000000 0.00000000 B5-I 2,009,000.00 999.~~91584868~~51111996 0.~~07643604~~08775012 0.00000000 0.00000000 B6-I 2,296,000.00 999.~~91584930~~51111934 0.~~07643728~~08774826 0.00000000 0.00000000 B7-I 2,302,110.00 999.~~91584677~~51112241 0.~~07643423~~08774993 0.00000000 0.00000000 B1-II 13,892,000.00 999.~~86665131~~19179960 0.~~13103369~~14031745 0.00000000 0.00000000 B2-II 8,840,000.00 999.~~86665158~~19179977 0.~~13103394~~14031674 0.00000000 0.00000000 B3-II 3,788,000.00 999.~~86664995~~19180042 0.~~13103485~~14031679 0.00000000 0.00000000 B4-II 6,314,000.00 999.~~86665188~~19179918 0.~~13103421~~14031676 0.00000000 0.00000000 B5-II 5,051,000.00 999.~~86665215~~19179964 0.~~13103346~~14031677 0.00000000 0.00000000 B6-II 2,525,000.00 999.~~86664950~~19179802 0.~~13103366~~14031683 0.00000000 0.00000000 B7-II 3,157,000.00 999.~~86665188~~19179918 0.~~13103263~~14031676 0.00000000 0.00000000 B8-II 3,788,000.00 999.~~86664995~~19180042 0.~~13103485~~14031679 0.00000000 0.00000000 B9-II 3,165,974.00 999.~~86665083~~19180006 0.~~13103393~~14031701 0.00000000 0.00000000 P-I 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P-II 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A1 0.00000000 1129.~~21953374~~25383175 ~~981~~901.~~50085238~~55148280 0.~~98150085~~90155148 1129.~~21953374~~25383175 1-A2 0.00000000 1129.~~21953370~~25383146 ~~981~~901.~~50085267~~55148329 0.~~98150085~~90155148 1129.~~21953370~~25383146 2-A1 0.00000000 1911.~~27123826~~62606745 ~~973~~898.~~02992667~~92457097 0.~~97302993~~89892457 1911.~~27123826~~62606745 2-A2 0.00000000 1911.~~27123816~~62606773 ~~973~~898.~~02992690~~92457075 0.~~97302993~~89892457 1911.~~27123816~~62606773 3-A1 0.00000000 1335.~~24838673~~28637832 ~~972~~885.~~08717636~~70146080 0.~~97208718~~88570146 1335.~~24838673~~28637832 3-A2 0.00000000 1335.~~24838699~~28637827 ~~972~~885.~~08717639~~70146076 0.~~97208718~~88570146 1335.~~24838699~~28637827 4-A1 0.00000000 36.~~63069707~~94422789 ~~978~~902.~~88850344~~96823276 0.~~97888850~~90296823 36.~~63069707~~94422789 4-A2 0.00000000 36.~~63069728~~94422868 ~~978~~902.~~88850422~~96823243 0.~~97888850~~90296823 36.~~63069728~~94422868 5-A1 0.00000000 913.~~84121448~~77837251 ~~981~~915.~~71525217~~39108288 0.~~98171525~~91539108 913.~~84121448~~77837251 5-A2 0.00000000 913.~~84121423~~77837227 ~~981~~915.~~71525231~~39108282 0.~~98171525~~91539108 913.~~84121423~~77837227 6-A 0.00000000 711.~~88869638~~95181036 ~~988~~939.~~73530520~~30893238 0.~~98873531~~93930893 711.~~88869638~~95181036 7-A1 0.00000000 48.~~78693266~~66996603 ~~979~~937.~~49708918~~30425545 0.~~97949709~~93730426 48.~~78693266~~66996603 7-A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 7-A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 7-A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B1-I 0.00000000 0.~~07643588~~08774828 999.~~83941214~~42337256 0.~~99983941~~99942337 0.~~07643588~~08774828 B2-I 0.00000000 0.~~07643556~~08774921 999.~~83941284~~42337204 0.~~99983941~~99942337 0.~~07643556~~08774921 B3-I 0.00000000 0.~~07643588~~08774875 999.~~83941215~~42337252 0.~~99983941~~99942337 0.~~07643588~~08774875 B4-I 0.00000000 0.~~07643728~~08775261 999.~~83941638~~42337108 0.~~99983942~~99942337 0.~~07643728~~08775261 B5-I 0.00000000 0.~~07643604~~08775012 999.~~83941264~~42337481 0.~~99983941~~99942337 0.~~07643604~~08775012 B6-I 0.00000000 0.~~07643728~~08774826 999.~~83941202~~42337108 0.~~99983941~~99942337 0.~~07643728~~08774826 B7-I 0.00000000 0.~~07643423~~08774993 999.~~83941254~~42337247 0.~~99983941~~99942337 0.~~07643423~~08774993 B1-II 0.00000000 0.~~13103369~~14031745 999.~~73561762~~05148215 0.~~99973562~~99905148 0.~~13103369~~14031745 B2-II 0.00000000 0.~~13103394~~14031674 999.~~73561765~~05148190 0.~~99973562~~99905148 0.~~13103394~~14031674 B3-II 0.00000000 0.~~13103485~~14031679 999.~~73561774~~05148099 0.~~99973562~~99905148 0.~~13103485~~14031679 B4-II 0.00000000 0.~~13103421~~14031676 999.~~73561768~~05148242 0.~~99973562~~99905148 0.~~13103421~~14031676 B5-II 0.00000000 0.~~13103346~~14031677 999.~~73561671~~05148287 0.~~99973562~~99905148 0.~~13103346~~14031677 B6-II 0.00000000 0.~~13103366~~14031683 999.~~73561584~~05148119 0.~~99973562~~99905148 0.~~13103366~~14031683 B7-II 0.00000000 0.~~13103263~~14031676 999.~~73561609~~05148242 0.~~99973562~~99905148 0.~~13103263~~14031676 B8-II 0.00000000 0.~~13103485~~14031679 999.~~73561774~~05148099 0.~~99973562~~99905148 0.~~13103485~~14031679 B9-II 0.00000000 0.~~13103393~~14031701 999.~~73561691~~05148305 0.~~99973562~~99905148 0.~~13103393~~14031701 P-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A1 0510/01/06 - 0510/30/06 30 6.~~44861~~43739% ~~119~~112,~~678~~214,~~398~~165.8849 ~~643~~601,~~132~~971.5073 0.00 1-A2 0510/01/06 - 0510/30/06 30 6.~~44861~~43739% 8,~~941~~383,~~432~~763.5247 4844,~~049~~974.8261 0.00 2-A1 0510/01/06 - 0510/30/06 30 65.~~01182~~99075% ~~178~~163,~~079~~408,~~359~~328.3611 ~~892~~815,~~150~~781.3488 0.00 2-A2 0510/01/06 - 0510/30/06 30 65.~~01182~~99075% 1312,~~303~~207,~~781~~752.7241 6660,~~649~~944.9165 0.00 3-A1 0510/01/06 - 0510/30/06 30 6.~~14973~~11955% ~~196~~183,~~649~~807,~~330~~068.3598 1937,~~007,784~~347.1250 0.00 3-A2 0510/01/06 - 0510/30/06 30 6.~~14973~~11955% 1413,~~691~~731,~~353~~928.2568 7570,~~289~~027.9272 0.00 4-A1 0510/01/06 - 0510/30/06 30 5.~~99457~~96445% ~~120~~111,~~582~~671,~~616~~736.4447 ~~602~~555,~~367~~050.1728 0.00 4-A2 0510/01/06 - 0510/30/06 30 5.~~99457~~96445% 54,~~241~~854,~~739~~382.9398 2624,~~184~~128.9710 0.00 5-A1 0510/01/06 - 0510/30/06 30 5.~~99100~~96550% ~~390~~365,~~496~~927,~~750~~373.8226 1,~~949~~819,~~553~~117.6273 0.00 5-A2 0510/01/06 - 0510/30/06 30 5.~~99100~~96550% 1615,~~977~~909,~~429~~239.8242 8479,~~759~~088.7686 0.00 6-A 0510/01/06 - 0510/30/06 30 5.~~99604~~96099% ~~254~~242,~~006~~444,~~569~~971.4172 1,~~269~~204,~~194~~343.2220 0.00 7-A1 0510/01/06 - 0510/30/06 30 5.24631% ~~309~~297,~~457~~413,~~912~~349.1826 1,~~352~~300,~~927~~268.4714 0.00 7-A2 0510/01/06 - 0510/30/06 30 5.24631% 83,315,000.00 364,~~247~~246.1273 0.00 7-A3 0510/01/06 - 0510/30/06 30 5.24631% 20,000,000.00 87,438.5445 0.00 7-A4 0510/01/06 - 0510/30/06 30 5.24631% 870,000.00 3,803.5857 0.00 B1-I 0510/01/06 - 0510/30/06 30 6.~~17232~~15001% 18,~~948~~940,~~405~~735.3174 97,~~463~~071.0246 0.00 B2-I 0510/01/06 - 0510/30/06 30 6.~~17232~~15001% 6,~~028~~026,~~492~~052.6555 3130,~~008~~883.1658 0.00 B3-I 0510/01/06 - 0510/30/06 30 6.~~17232~~15001% 4,~~592~~590,~~613~~754.4958 23,~~622~~527.5766 0.00 B4-I 0510/01/06 - 0510/30/06 30 6.~~17232~~15001% 1,147,~~903~~438.3977 5,~~904~~880.3664 0.00 B5-I 0510/01/06 - 0510/30/06 30 6.~~17232~~15001% 2,008,~~830~~017.9484 10,~~332~~291.6211 0.00 B6-I 0510/01/06 - 0510/30/06 30 6.~~17232~~15001% 2,~~295~~294,~~806~~877.7953 11,~~808~~761.7127 0.00 B7-I 0510/01/06 - 0510/30/06 30 6.~~17232~~15001% 2,~~301~~300,~~916~~984.2755 11,~~840~~792.1457 0.00 B1-II 0510/01/06 - 0510/30/06 30 5.~~73535~~71619% 13,~~890~~880,~~147~~772.5248 66,~~387~~120.4297 0.00 B2-II 0510/01/06 - 0510/30/06 30 5.~~73535~~71619% 8,~~838~~832,~~821~~855.2051 42,~~244~~075.8125 0.00 B3-II 0510/01/06 - 0510/30/06 30 5.~~73535~~71619% 3,~~787~~784,~~494~~938.8754 18,~~102~~029.1953 0.00 B4-II 0510/01/06 - 0510/30/06 30 5.~~73535~~71619% 6,~~313~~308,~~158~~897.0402 30,~~173~~052.5039 0.00 B5-II 0510/01/06 - 0510/30/06 30 5.~~73535~~71619% 5,~~050~~046,~~326~~917.4678 24,~~137~~040.8496 0.00 B6-II 0510/01/06 - 0510/30/06 30 5.~~73535~~71619% 2,~~524~~522,~~663~~959.29 12,~~066~~018.5310 0.00 B7-II 0510/01/06 - 0510/30/06 30 5.~~73535~~71619% 3,~~156~~154,~~579~~448.0251 15,~~086~~026.7520 0.00 B8-II 0510/01/06 - 0510/30/06 30 5.~~73535~~71619% 3,~~787~~784,~~494~~938.8754 18,~~102~~029.1953 0.00 B9-II 0510/01/06 - 0510/30/06 30 5.~~73535~~71619% 3,~~165~~163,~~551~~415.8226 15,~~129~~068.6391 0.00 P-I N/A N/A 0.00000% 0.00 0.00 0.00 P-II N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 6.~~44262~~43877% 0.00 0.00 0.00 Totals 8,~~906~~400,~~943~~203.5028 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-A1 0.00 0.00 ~~643~~601,~~132~~971.5073 0.00 ~~118~~108,~~325~~687,~~816~~440.7656 1-A2 0.00 0.00 4844,~~049~~974.8261 0.00 8,~~840~~120,~~378~~274.1821 2-A1 0.00 0.00 ~~892~~815,~~150~~781.3488 0.00 ~~174~~161,~~620~~321,~~923~~902.6743 2-A2 0.00 0.00 6660,~~649~~944.9165 0.00 1312,~~045~~051,~~412~~881.2372 3-A1 0.00 0.00 1937,~~007,784~~347.1250 0.00 ~~194~~176,~~005~~764,~~270~~754.3174 3-A2 0.00 0.00 7570,~~289~~027.9272 0.00 1413,~~493~~205,~~819~~808.8078 4-A1 0.00 0.00 ~~602~~555,~~367~~050.1728 0.00 ~~120~~110,~~137~~819,~~028~~485.2527 4-A2 0.00 0.00 2624,~~184~~128.9710 0.00 54,~~222~~817,~~370~~335.1752 5-A1 0.00 0.00 1,~~949~~819,~~553~~117.6273 0.00 ~~386~~360,~~621~~501,~~064~~147.04 5-A2 0.00 0.00 8479,~~759~~088.7686 0.00 1615,~~808~~673,~~928~~326.5512 6-A 0.00 0.00 1,~~269~~204,~~194~~343.2220 0.00 ~~251~~239,~~996~~398,~~001~~849.0367 7-A1 0.00 0.00 1,~~352~~300,~~927~~268.4714 0.00 ~~307~~294,~~952~~687,~~905~~520.3461 7-A2 0.00 0.00 364,~~247~~246.1273 0.00 83,315,000.00 7-A3 0.00 0.00 87,438.5445 0.00 20,000,000.00 7-A4 0.00 0.00 3,803.5857 0.00 870,000.00 B1-I 0.00 0.00 97,~~463~~071.0246 0.00 18,~~946~~939,~~956~~072.8691 B2-I 0.00 0.00 3130,~~008~~883.1658 0.00 6,~~028~~025,~~031~~523.8251 B3-I 0.00 0.00 23,~~622~~527.5766 0.00 4,~~592~~590,~~262~~351.4255 B4-I 0.00 0.00 5,~~904~~880.3664 0.00 1,147,~~815~~338.6503 B5-I 0.00 0.00 10,~~332~~291.6211 0.00 2,~~008~~007,~~677~~841.3856 B6-I 0.00 0.00 11,~~808~~761.7127 0.00 2,~~295~~294,~~631~~676.2906 B7-I 0.00 0.00 11,~~840~~792.1457 0.00 2,~~301~~300,~~740~~782.3154 B1-II 0.00 0.00 66,~~387~~120.4297 0.00 13,~~888~~878,~~327~~823.2019 B2-II 0.00 0.00 42,~~244~~075.8125 0.00 8,~~837~~831,~~662~~615.8610 B3-II 0.00 0.00 18,~~102~~029.1953 0.00 3,~~786~~784,~~998~~407.5201 B4-II 0.00 0.00 30,~~173~~052.5039 0.00 6,~~312~~308,~~330~~011.6906 B5-II 0.00 0.00 24,~~137~~040.8496 0.00 5,~~049~~046,~~664~~209.6004 B6-II 0.00 0.00 12,~~066~~018.5310 0.00 2,~~524~~522,~~332~~604.4399 B7-II 0.00 0.00 15,~~086~~026.7520 0.00 3,~~156~~154,~~165~~005.3453 B8-II 0.00 0.00 18,~~102~~029.1953 0.00 3,~~786~~784,~~998~~407.5201 B9-II 0.00 0.00 15,~~129~~068.6391 0.00 3,~~165~~162,~~136~~971.9702 P-I 0.00 0.00 083,673.0082 0.00 0.00 P-II 0.00 0.00 031,875.00 0.00 0.00 R 0.00 0.00 0.01 0.00 0.00 Totals 0.00 0.00 8,~~906~~515,~~943~~752.5111 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-A1 120,556,000.00 6.~~44861~~43739% ~~992~~930.~~72038621~~80531446 54.~~33471996~~99329548 0.00000000 1-A2 9,007,000.00 6.~~44861~~43739% ~~992~~930.~~72038637~~80531476 54.~~33471966~~99329521 0.00000000 2-A1 179,461,000.00 65.~~01182~~99075% ~~992~~910.~~30116493~~55063836 4.~~97127699~~54573350 0.00000000 2-A2 13,407,000.00 65.~~01182~~99075% ~~992~~910.~~30116506~~55063847 4.~~97127694~~54573357 0.00000000 3-A1 199,576,000.00 6.~~14973~~11955% ~~985~~920.~~33556314~~98783912 54.~~04962581~~69669449 0.00000000 3-A2 14,910,000.00 6.~~14973~~11955% ~~985~~920.~~33556338~~98783903 54.~~04962575~~69669484 0.00000000 4-A1 122,728,000.00 5.~~99457~~96445% ~~982~~909.~~51920051~~91246064 4.~~90814786~~52260511 0.00000000 4-A2 5,335,000.00 5.~~99457~~96445% ~~982~~909.~~51919963~~91246111 4.~~90814808~~52260544 0.00000000 5-A1 393,822,000.00 5.~~99100~~96550% ~~991~~929.~~55646668~~16945539 4.~~95034208~~61913689 0.00000000 5-A2 17,122,000.00 5.~~99100~~96550% ~~991~~929.~~55646653~~16945567 4.~~95034225~~61913678 0.00000000 6-A 254,867,000.00 5.~~99604~~96099% ~~996~~951.~~62400158~~26074274 4.~~97982956~~72537912 0.00000000 7-A1 314,399,000.00 5.24631% ~~984~~945.~~28402183~~97422148 4.~~30321811~~13572607 0.00000000 7-A2 83,315,000.00 5.24631% 1000.00000000 4.~~37192726~~37192258 0.00000000 7-A3 20,000,000.00 5.24631% 1000.00000000 4.~~37192700~~37192250 0.00000000 7-A4 870,000.00 5.24631% 1000.00000000 4.~~37193103~~37191954 0.00000000 B1-I 18,950,000.00 6.~~17232~~15001% 999.~~91584749~~51112084 5.~~14316728~~12250449 0.00000000 B2-I 6,029,000.00 6.~~17232~~15001% 999.~~91584840~~51112125 5.~~14316802~~12250456 0.00000000 B3-I 4,593,000.00 6.~~17232~~15001% 999.~~91584803~~51112127 5.~~14316786~~12250381 0.00000000 B4-I 1,148,000.00 6.~~17232~~15001% 999.~~91584495~~51112369 5.~~14317073~~12250871 0.00000000 B5-I 2,009,000.00 6.~~17232~~15001% 999.~~91584868~~51111996 5.~~14316575~~12250373 0.00000000 B6-I 2,296,000.00 6.~~17232~~15001% 999.~~91584930~~51111934 5.~~14316638~~12250436 0.00000000 B7-I 2,302,110.00 6.~~17232~~15001% 999.~~91584677~~51112241 5.~~14316866~~12250501 0.00000000 B1-II 13,892,000.00 5.~~73535~~71619% 999.~~86665131~~19179960 4.~~77882378~~75964368 0.00000000 B2-II 8,840,000.00 5.~~73535~~71619% 999.~~86665158~~19179977 4.~~77882466~~75964367 0.00000000 B3-II 3,788,000.00 5.~~73535~~71619% 999.~~86664995~~19180042 4.~~77882524~~75964361 0.00000000 B4-II 6,314,000.00 5.~~73535~~71619% 999.~~86665188~~19179918 4.~~77882483~~75964365 0.00000000 B5-II 5,051,000.00 5.~~73535~~71619% 999.~~86665215~~19179964 4.~~77882400~~75964363 0.00000000 B6-II 2,525,000.00 5.~~73535~~71619% 999.~~86664950~~19179802 4.~~77882376~~75964356 0.00000000 B7-II 3,157,000.00 5.~~73535~~71619% 999.~~86665188~~19179918 4.~~77882483~~75964523 0.00000000 B8-II 3,788,000.00 5.~~73535~~71619% 999.~~86664995~~19180042 4.~~77882524~~75964361 0.00000000 B9-II 3,165,974.00 5.~~73535~~71619% 999.~~86665083~~19180006 4.~~77882320~~75964427 0.00000000 P-I 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P-II 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 100.00 6.~~44262~~43877% 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 1-A1 0.00000000 0.00000000 54.~~33471996~~99329548 0.00000000 ~~981~~901.~~50085238~~55148280 1-A2 0.00000000 0.00000000 54.~~33471966~~99329521 0.00000000 ~~981~~901.~~50085267~~55148329 2-A1 0.00000000 0.00000000 4.~~97127699~~54573350 0.00000000 ~~973~~898.~~02992667~~92457097 2-A2 0.00000000 0.00000000 4.~~97127694~~54573357 0.00000000 ~~973~~898.~~02992690~~92457075 3-A1 0.00000000 0.00000000 54.~~04962581~~69669449 0.00000000 ~~972~~885.~~08717636~~70146080 3-A2 0.00000000 0.00000000 54.~~04962575~~69669484 0.00000000 ~~972~~885.~~08717639~~70146076 4-A1 0.00000000 0.00000000 4.~~90814786~~52260511 0.00000000 ~~978~~902.~~88850344~~96823276 4-A2 0.00000000 0.00000000 4.~~90814808~~52260544 0.00000000 ~~978~~902.~~88850422~~96823243 5-A1 0.00000000 0.00000000 4.~~95034208~~61913689 0.00000000 ~~981~~915.~~71525217~~39108288 5-A2 0.00000000 0.00000000 4.~~95034225~~61913678 0.00000000 ~~981~~915.~~71525231~~39108282 6-A 0.00000000 0.00000000 4.~~97982956~~72537912 0.00000000 ~~988~~939.~~73530520~~30893238 7-A1 0.00000000 0.00000000 4.~~30321811~~13572607 0.00000000 ~~979~~937.~~49708918~~30425545 7-A2 0.00000000 0.00000000 4.~~37192726~~37192258 0.00000000 1000.00000000 7-A3 0.00000000 0.00000000 4.~~37192700~~37192250 0.00000000 1000.00000000 7-A4 0.00000000 0.00000000 4.~~37193103~~37191954 0.00000000 1000.00000000 B1-I 0.00000000 0.00000000 5.~~14316728~~12250449 0.00000000 999.~~83941214~~42337256 B2-I 0.00000000 0.00000000 5.~~14316802~~12250456 0.00000000 999.~~83941284~~42337204 B3-I 0.00000000 0.00000000 5.~~14316786~~12250381 0.00000000 999.~~83941215~~42337252 B4-I 0.00000000 0.00000000 5.~~14317073~~12250871 0.00000000 999.~~83941638~~42337108 B5-I 0.00000000 0.00000000 5.~~14316575~~12250373 0.00000000 999.~~83941264~~42337481 B6-I 0.00000000 0.00000000 5.~~14316638~~12250436 0.00000000 999.~~83941202~~42337108 B7-I 0.00000000 0.00000000 5.~~14316866~~12250501 0.00000000 999.~~83941254~~42337247 B1-II 0.00000000 0.00000000 4.~~77882378~~75964368 0.00000000 999.~~73561762~~05148215 B2-II 0.00000000 0.00000000 4.~~77882466~~75964367 0.00000000 999.~~73561765~~05148190 B3-II 0.00000000 0.00000000 4.~~77882524~~75964361 0.00000000 999.~~73561774~~05148099 B4-II 0.00000000 0.00000000 4.~~77882483~~75964365 0.00000000 999.~~73561768~~05148242 B5-II 0.00000000 0.00000000 4.~~77882400~~75964363 0.00000000 999.~~73561671~~05148287 B6-II 0.00000000 0.00000000 4.~~77882376~~75964356 0.00000000 999.~~73561584~~05148119 B7-II 0.00000000 0.00000000 4.~~77882483~~75964523 0.00000000 999.~~73561609~~05148242 B8-II 0.00000000 0.00000000 4.~~77882524~~75964361 0.00000000 999.~~73561774~~05148099 B9-II 0.00000000 0.00000000 4.~~77882320~~75964427 0.00000000 999.~~73561691~~05148305 P-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.10000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2534,~~341~~762,~~684~~252.7310 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~127~~163,~~601~~928.3512 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0115,548.0082 Total Deposits 2535,~~469~~041,~~286~~729.0804 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~107~~204,~~997~~606.5054 Total Administration Fees ~~408~~386,~~115~~672.6544 Payment of Interest and Principal 2434,~~953~~450,~~172~~450.9306 Total Withdrawals (Pool Distribution Amount) 2535,~~469~~041,~~286~~729.0804 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~402~~381,~~806~~414.9559 Primary Mortgage Insurance Fee 229.67 Securities Admin Fee - Wells Fargo Bank N.A. 5,~~308~~028.7018 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~408~~386,~~115~~672.6544 *Servicer Payees include: AURORA LOAN ~~SRVCS~~SERVICING INC.

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.~~141510~~116339% Weighted Average Net Coupon 5.~~875942~~850845% Weighted Average Pass-Through Rate 5.~~872290~~847185% Weighted Average Remaining Term ~~355~~350 Beginning Scheduled Collateral Loan Count 3,~~725~~533 Number Of Loans Paid In Full 2849 Ending Scheduled Collateral Loan Count 3,~~697~~484 Beginning Scheduled Collateral Balance 1,~~820~~723,~~129~~948,~~882~~066.1829 Ending Scheduled Collateral Balance 1,~~804~~698,~~083~~013,~~652~~368.7735 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 1,~~804~~698,~~238~~180,~~989~~159.2672 Monthly P&I Constant 9,~~522~~001,~~836~~526.6674 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 0115,548.0082 Prepayment Penalty Paid Count 09 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~207~~214,~~548~~651.5970 Unscheduled Principal 1525,~~838~~720,~~680~~046.8224

Group Level Collateral Statement Group 1 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 6.~~702107~~690887 6.~~315848~~295661 Weighted Average Net Rate 6.~~452107~~440887 65.~~015315~~994248 Pass-Through Rate 6.~~448607~~437387 65.~~011815~~990748 Weighted Average Remaining Term ~~357~~352 ~~356~~351 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~773~~726,~~313~~149.0416 1,~~097~~010,~~497~~734.0816 Beginning Loan Count ~~606~~574 ~~393~~361 Loans Paid in Full 516 64 Ending Loan Count ~~601~~558 ~~387~~357 Beginning Scheduled Balance ~~137~~129,~~627~~603,~~115~~822.2637 ~~204~~189,~~789~~016,~~780~~089.5105 Ending Scheduled Balance ~~136~~125,~~173~~813,~~174~~364.2613 ~~201~~186,~~071~~772,~~689~~439.1881 Scheduled Principal 43,~~653~~512.3601 19,~~646~~083.1709 Unscheduled Principal 13,~~449~~786,~~287~~946.6423 32,~~698~~224,~~445~~566.1615 Scheduled Interest ~~768~~722,~~659~~637.6815 1991,~~077,850~~651.9107 Servicing Fees 2827,~~672~~000.3280 5147,~~288~~476.3163 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 ~~401~~378.4101 ~~597~~551.30 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 ~~739~~695,~~585~~258.9534 1943,~~025,965~~623.3014 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 022,314.0016 019,611.0060 Prepayment Penalty Paid Count 03 01 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group 3 4 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 6.~~423138~~392432 6.~~329264~~300382 Weighted Average Net Rate 6.~~154451~~124349 5.~~998067~~967948 Pass-Through Rate 6.~~149733~~119552 5.~~994567~~964448 Weighted Average Remaining Term ~~357~~353 ~~357~~352 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 1,~~230~~155,~~189~~610.7082 ~~697~~645,~~298~~292.9305 Beginning Loan Count ~~457~~430 ~~232~~216 Loans Paid in Full 513 12 Ending Loan Count ~~452~~417 ~~231~~214 Beginning Scheduled Balance ~~226~~212,~~250~~441,~~729~~958.9105 ~~131~~121,~~161~~861,~~065~~688.0804 Ending Scheduled Balance ~~223~~204,~~407~~871,~~874~~845.0042 ~~130~~120,~~695~~972,~~883~~149.1447 Scheduled Principal 1923,~~156~~926.5988 5,~~504~~479.7442 Unscheduled Principal 27,~~823~~546,~~699~~185.3275 ~~459~~884,~~677~~059.2015 Scheduled Interest 1,~~211~~131,~~033~~683.1194 ~~691~~639,~~794~~812.1963 Servicing Fees 5047,~~658~~460.9605 3633,~~200~~759.1807 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 ~~889~~849.5929 ~~382~~355.5543 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,~~159~~083,~~484~~374.5660 ~~655~~605,~~211~~698.4613 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 041,748.0006 0.00 Prepayment Penalty Paid Count 04 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group 5 6 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 6.~~244830~~219359 6.~~260751~~226201 Weighted Average Net Rate 5.~~994495~~969004 5.~~999538~~964489 Pass-Through Rate 5.~~990995~~965504 5.~~996038~~960989 Weighted Average Remaining Term ~~355~~350 ~~356~~350 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 2,~~264~~123,~~459~~143.0993 1,~~417~~350,~~984~~963.0967 Beginning Loan Count ~~848~~800 ~~526~~505 Loans Paid in Full 78 24 Ending Loan Count ~~841~~792 ~~524~~501 Beginning Scheduled Balance ~~424~~398,~~594~~945,~~843~~866.4763 ~~264~~253,~~624~~055,~~929~~661.7483 Ending Scheduled Balance ~~420~~393,~~548~~281,~~443~~347.46 ~~262~~250,~~612~~007,~~862~~947.3110 Scheduled Principal 5455,~~856~~487.9672 37,~~358~~984.4912 Unscheduled Principal 35,~~991~~609,~~543~~031.0545 13,~~974~~009,~~708~~730.9461 Scheduled Interest 2,~~209~~067,~~602~~656.1321 1,~~380~~312,~~625~~979.6055 Servicing Fees 8883,~~575~~231.7075 5755,~~602~~189.8584 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 1,~~238~~163.4059 ~~771~~738.8208 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 21,~~119~~983,~~788~~260.0387 1,~~322~~257,~~250~~051.9363 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 0.00 031,875.00 Prepayment Penalty Paid Count 0 01 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group 7 Total Collateral Description Fixed 15/30 & ARM Mixed ARM Weighted Average Coupon Rate 5.~~499812~~499807 6.~~141510~~116339 Weighted Average Net Rate 5.~~249812~~249807 5.~~875942~~850845 Pass-Through Rate 5.~~246312~~246307 5.~~872290~~847185 Weighted Average Remaining Term ~~352~~347 ~~355~~350 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 21,~~042~~989,~~094~~632.7395 9,~~522~~001,~~836~~526.6674 Beginning Loan Count ~~663~~647 3,~~725~~533 Loans Paid in Full 2 2849 Ending Loan Count ~~661~~645 3,~~697~~484 Beginning Scheduled Balance ~~431~~419,~~081~~022,~~418~~980.2132 1,~~820~~723,~~129~~948,~~882~~066.1829 Ending Scheduled Balance ~~429~~416,~~573~~294,~~726~~274.4296 1,~~804~~698,~~083~~013,~~652~~368.7735 Scheduled Principal 6669,~~372~~178.2846 ~~207~~214,~~548~~651.5970 Unscheduled Principal 12,~~441~~659,~~319~~526.5190 1525,~~838~~720,~~680~~046.8224 Scheduled Interest 1,~~975~~920,~~722~~454.4549 98,~~315~~786,~~288~~875.0704 Servicing Fees 8987,~~808~~296.6345 ~~402~~381,~~806~~414.9559 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 1,~~257~~222.3215 5,~~538~~257.3985 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,~~884~~831,~~656~~935.5089 8,~~906~~400,~~942~~202.7360 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 0115,548.0082 Prepayment Penalty Paid Count 0 09 Special Servicing Fee 0.00 0.00

Group Miscellaneous Reporting Items 1 ~~Bankrutcpy~~Special Hazard Loss Limit Pools 1-3 ~~$220~~12,~~404~~000,000.00 1 ~~Special~~Fraud ~~Hazard~~ Loss Limit Pools 1-3 ~~$12~~11,~~000~~484,~~000~~884.00 1 ~~Fraud~~Bankruptcy Loss Limit Pools 1-3 ~~$11~~220,~~484,884~~404.00 2 Fraud Loss Limit Pools 4-7 $12,629,790.00 2 Bankruptcy Loss Limit Pools 4-7 $290,904.00 2 Special Hazard Loss Limit Pools 4-7 ~~$12~~11,~~514~~805,~~622~~557.5719

Additional Reporting - Deal Level Informational Reporting Pool 14-37 Underlying Subordinate Rate 65.~~172320~~716193% Pool 41-73 Underlying Subordinate Rate 56.~~735354~~150012% Trigger Event Reporting Two Times Test ~~Orig~~ Senior Enhancement % - Mrtg Grp I 67.~~500000~~025333% Orig Senior Enhancement % - Mrtg Grp III 46.~~000000~~500000% Trigger Result - Grp 1 Pass Senior Enhancement % - Mrtg Grp III 64.~~563407~~231765% Orig Senior Enhancement % - Mrtg Grp II 4.~~036417~~000000% Trigger Result - Grp ~~1 Pass Trigger Result - Grp~~ 2 Pass

Additional Reporting - Group Level ~~Cash Reporting 3 Funding Amount - Interest 0.00 Funding Amount - Principal 0.00 7 Funding Amount - Interest 0.00 Funding Amount - Principal 0.00~~ Informational Reporting 1 Senior % 93.~~455299~~051213% Senior Prepayment % 100.000000% Subordinate % 6.~~544701~~948787% Subordinate Prepayment % 0.000000% 2 Senior % 9392.~~453463~~910652% Senior Prepayment % 100.000000% Subordinate % 67.~~546537~~089348% Subordinate Prepayment % 0.000000% 3 Senior % 9392.~~409946~~984926% Senior Prepayment % 100.000000% Subordinate % 67.~~590054~~015074% Subordinate Prepayment % 0.000000% 4 Senior % 95.~~931179~~621619% Senior Prepayment % 100.000000% Subordinate % 4.~~068821~~378381% Subordinate Prepayment % 0.000000% 5 Senior % 95.~~967765~~711385% Senior Prepayment % 100.000000% Subordinate % 4.~~032235~~288615% Subordinate Prepayment % 0.000000% 6 Senior % 95.~~987392~~806974% Senior Prepayment % 100.000000% Subordinate % 4.~~012608~~193026% Subordinate Prepayment % 0.000000% 7 Senior % 95.~~954707~~841605% Senior Prepayment % 100.000000% Subordinate % 4.~~045293~~158395% Subordinate Prepayment % 0.000000% Trigger Event Reporting 1 Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 329.~~663702~~340496% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% 2 Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 1618.~~782356~~041606% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% 3 Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 06.~~000000~~207356% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% 4 Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 313.~~199538~~635026% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% 5 Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 15.~~233889~~143414% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% 6 Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 012.~~000000~~577713% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% 7 Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 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 5042 0 0 0 5042 2016,~~566~~296,~~133~~934.0429 0.00 0.00 0.00 2016,~~566~~296,~~133~~934.0429 60 Days 49 0 0 0 49 24,~~082~~338,~~500~~685.0016 0.00 0.00 0.00 24,~~082~~338,~~500~~685.0016 90 Days 16 0 0 0 16 12,~~000~~321,~~000~~104.0080 0.00 0.00 0.00 12,~~000~~321,~~000~~104.0080 120 Days 01 0 03 0 04 0255,000.00 0.00 01,075,174.0060 0.00 01,330,174.0060 150 Days 0 0 05 0 05 0.00 0.00 02,221,161.0068 0.00 02,221,161.0068 180+ Days 0 0 06 0 06 0.00 0.00 03,507,650.00 0.00 03,507,650.00 Totals 5558 0 014 0 5572 23,~~648~~211,~~633~~724.0425 0.00 06,803,986.0028 0.00 2330,~~648~~015,~~633~~710.0453 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 1.~~352448~~205511% 0.000000% 0.000000% 0.000000% 1.~~352448~~205511% 10.~~139879~~959671% 0.000000% 0.000000% 0.000000% 10.~~139879~~959671% 60 Days 0.~~108196~~258324% 0.000000% 0.000000% 0.000000% 0.~~108196~~258324% 0.~~115423~~255490% 0.000000% 0.000000% 0.000000% 0.~~115423~~255490% 90 Days 0.~~027049~~172216% 0.000000% 0.000000% 0.000000% 0.~~027049~~172216% 0.~~055425~~136682% 0.000000% 0.000000% 0.000000% 0.~~055425~~136682% 120 Days 0.~~000000~~028703% 0.000000% 0.~~000000~~086108% 0.000000% 0.~~000000~~114811% 0.~~000000~~015016% 0.000000% 0.~~000000~~063313% 0.000000% 0.~~000000~~078329% 150 Days 0.000000% 0.000000% 0.~~000000~~143513% 0.000000% 0.~~000000~~143513% 0.000000% 0.000000% 0.~~000000~~130797% 0.000000% 0.~~000000~~130797% 180+ Days 0.000000% 0.000000% 0.~~000000~~172216% 0.000000% 0.~~000000~~172216% 0.000000% 0.000000% 0.~~000000~~206553% 0.000000% 0.~~000000~~206553% Totals 1.~~487693~~664753% 0.000000% 0.~~000000~~401837% 0.000000% 12.~~487693~~066590% 1.~~310726~~366859% 0.000000% 0.~~000000~~400663% 0.000000% 1.~~310726~~767522%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~127~~163,~~601~~928.3512

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 1413 0 0 0 1413 32,~~198~~542,~~471~~970.2417 0.00 0.00 0.00 32,~~198~~542,~~471~~970.2417 60 Days 23 0 0 0 23 ~~660~~790,~~000~~001.0076 0.00 0.00 0.00 ~~660~~790,~~000~~001.0076 90 Days 03 0 0 0 03 0792,600.00 0.00 0.00 0.00 0792,600.00 120 Days 01 0 01 0 02 0255,000.00 0.00 056,000.00 0.00 0311,000.00 150 Days 0 0 04 0 04 0.00 0.00 01,341,161.0068 0.00 01,341,161.0068 180+ Days 0 0 03 0 03 0.00 0.00 0843,650.00 0.00 0843,650.00 Totals 1620 0 08 0 1628 34,~~858~~380,~~471~~571.2493 0.00 02,240,811.0068 0.00 36,~~858~~621,~~471~~383.2461 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.~~329451~~329749% 0.000000% 0.000000% 0.000000% 2.~~329451~~329749% 2.~~348784~~021180% 0.000000% 0.000000% 0.000000% 2.~~348784~~021180% 60 Days 0.~~332779~~537634% 0.000000% 0.000000% 0.000000% 0.~~332779~~537634% 0.~~484668~~627902% 0.000000% 0.000000% 0.000000% 0.~~484668~~627902% 90 Days 0.~~000000~~537634% 0.000000% 0.000000% 0.000000% 0.~~000000~~537634% 0.~~000000~~629967% 0.000000% 0.000000% 0.000000% 0.~~000000~~629967% 120 Days 0.~~000000~~179211% 0.000000% 0.~~000000~~179211% 0.000000% 0.~~000000~~358423% 0.~~000000~~202677% 0.000000% 0.~~000000~~044509% 0.000000% 0.~~000000~~247186% 150 Days 0.000000% 0.000000% 0.~~000000~~716846% 0.000000% 0.~~000000~~716846% 0.000000% 0.000000% 01.~~000000~~065970% 0.000000% 01.~~000000~~065970% 180+ Days 0.000000% 0.000000% 0.~~000000~~537634% 0.000000% 0.~~000000~~537634% 0.000000% 0.000000% 0.~~000000~~670542% 0.000000% 0.~~000000~~670542% Totals 23.~~662230~~584229% 0.000000% 01.~~000000~~433692% 0.000000% 25.~~662230~~017921% 23.~~833453~~481726% 0.000000% 01.~~000000~~781021% 0.000000% 25.~~833453~~262747% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 59 0 0 0 59 23,~~891~~866,~~240~~243.0023 0.00 0.00 0.00 23,~~891~~866,~~240~~243.0023 60 Days 10 0 0 0 10 ~~1,000,000~~0.00 0.00 0.00 0.00 ~~1,000,000~~0.00 90 Days 1 0 0 0 1 1477,~~000,000~~691.0011 0.00 0.00 0.00 1477,~~000,000~~691.0011 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 02 0 02 0.00 0.00 02,000,000.00 0.00 02,000,000.00 Totals 710 0 02 0 712 4,~~891~~343,~~240~~934.0034 0.00 02,000,000.00 0.00 46,~~891~~343,~~240~~934.0034 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~291990~~521008% 0.000000% 0.000000% 0.000000% 12.~~291990~~521008% 12.~~437793~~069833% 0.000000% 0.000000% 0.000000% 12.~~437793~~069833% 60 Days 0.~~258398~~000000% 0.000000% 0.000000% 0.000000% 0.~~258398~~000000% 0.~~497293~~000000% 0.000000% 0.000000% 0.000000% 0.~~497293~~000000% 90 Days 0.~~258398~~280112% 0.000000% 0.000000% 0.000000% 0.~~258398~~280112% 0.~~497293~~255737% 0.000000% 0.000000% 0.000000% 0.~~497293~~255737% 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~~560224% 0.000000% 0.~~000000~~560224% 0.000000% 0.000000% 01.~~000000~~070721% 0.000000% 01.~~000000~~070721% Totals 12.~~808786~~801120% 0.000000% 0.~~000000~~560224% 0.000000% 13.~~808786~~361345% 2.~~432379~~325570% 0.000000% 01.~~000000~~070721% 0.000000% 23.~~432379~~396291% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 24 0 0 0 24 1,~~187~~896,~~250~~000.00 0.00 0.00 0.00 1,~~187~~896,~~250~~000.00 60 Days 02 0 0 0 02 01,142,258.0065 0.00 0.00 0.00 01,142,258.0065 90 Days 01 0 0 0 01 0466,813.0069 0.00 0.00 0.00 0466,813.0069 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 27 0 0 0 27 13,~~187~~505,~~250~~072.0034 0.00 0.00 0.00 13,~~187~~505,~~250~~072.0034 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~442478~~959233% 0.000000% 0.000000% 0.000000% 0.~~442478~~959233% 0.~~531407~~925398% 0.000000% 0.000000% 0.000000% 0.~~531407~~925398% 60 Days 0.~~000000~~479616% 0.000000% 0.000000% 0.000000% 0.~~000000~~479616% 0.~~000000~~557513% 0.000000% 0.000000% 0.000000% 0.~~000000~~557513% 90 Days 0.~~000000~~239808% 0.000000% 0.000000% 0.000000% 0.~~000000~~239808% 0.~~000000~~227842% 0.000000% 0.000000% 0.000000% 0.~~000000~~227842% 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.~~442478~~678657% 0.000000% 0.000000% 0.000000% 01.~~442478~~678657% 01.~~531407~~710753% 0.000000% 0.000000% 0.000000% 01.~~531407~~710753% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 23 0 0 0 23 ~~859~~1,~~908~~751,407.12 0.00 0.00 0.00 ~~859~~1,~~908~~751,407.12 60 Days 02 0 0 0 02 01,238,931.0061 0.00 0.00 0.00 01,238,931.0061 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 25 0 0 0 25 ~~859~~2,~~908~~990,338.1273 0.00 0.00 0.00 ~~859~~2,~~908~~990,338.1273 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~865801~~401869% 0.000000% 0.000000% 0.000000% 01.~~865801~~401869% 01.~~657920~~447693% 0.000000% 0.000000% 0.000000% 01.~~657920~~447693% 60 Days 0.~~000000~~934579% 0.000000% 0.000000% 0.000000% 0.~~000000~~934579% 01.~~000000~~024087% 0.000000% 0.000000% 0.000000% 01.~~000000~~024087% 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 02.~~865801~~336449% 0.000000% 0.000000% 0.000000% 02.~~865801~~336449% 02.~~657920~~471780% 0.000000% 0.000000% 0.000000% 02.~~657920~~471780% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 186 0 0 0 186 73,~~497~~408,~~272~~783.1941 0.00 0.00 0.00 73,~~497~~408,~~272~~783.1941 60 Days 10 0 0 0 10 ~~422,500~~0.00 0.00 0.00 0.00 ~~422,500~~0.00 90 Days 01 0 0 0 01 0584,000.00 0.00 0.00 0.00 0584,000.00 120 Days 0 0 02 0 02 0.00 0.00 01,019,174.0060 0.00 01,019,174.0060 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 197 0 02 0 199 73,~~919~~992,~~772~~783.1941 0.00 01,019,174.0060 0.00 75,~~919~~011,~~772~~958.1901 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 20.~~140309~~757576% 0.000000% 0.000000% 0.000000% 20.~~140309~~757576% 10.~~782548~~866650% 0.000000% 0.000000% 0.000000% 10.~~782548~~866650% 60 Days 0.~~118906~~000000% 0.000000% 0.000000% 0.000000% 0.~~118906~~000000% 0.~~100453~~000000% 0.000000% 0.000000% 0.000000% 0.~~100453~~000000% 90 Days 0.~~000000~~126263% 0.000000% 0.000000% 0.000000% 0.~~000000~~126263% 0.~~000000~~148476% 0.000000% 0.000000% 0.000000% 0.~~000000~~148476% 120 Days 0.000000% 0.000000% 0.~~000000~~252525% 0.000000% 0.~~000000~~252525% 0.000000% 0.000000% 0.~~000000~~259115% 0.000000% 0.~~000000~~259115% 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.~~259215~~883838% 0.000000% 0.~~000000~~252525% 0.000000% 21.~~259215~~136364% 1.~~883002~~015126% 0.000000% 0.~~000000~~259115% 0.000000% 1.~~883002~~274241% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 75 0 0 0 75 31,~~722~~651,~~491~~777.4965 0.00 0.00 0.00 31,~~722~~651,~~491~~777.4965 60 Days 02 0 0 0 02 01,167,493.0014 0.00 0.00 0.00 01,167,493.0014 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 01 0 01 0.00 0.00 0880,000.00 0.00 0880,000.00 180+ Days 0 0 01 0 01 0.00 0.00 0664,000.00 0.00 0664,000.00 Totals 7 0 02 0 79 32,~~722~~819,~~491~~270.4979 0.00 01,544,000.00 0.00 34,~~722~~363,~~491~~270.4979 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~335878~~998004% 0.000000% 0.000000% 0.000000% 10.~~335878~~998004% 10.~~417330~~660615% 0.000000% 0.000000% 0.000000% 10.~~417330~~660615% 60 Days 0.~~000000~~399202% 0.000000% 0.000000% 0.000000% 0.~~000000~~399202% 0.~~000000~~466929% 0.000000% 0.000000% 0.000000% 0.~~000000~~466929% 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~~199601% 0.000000% 0.~~000000~~199601% 0.000000% 0.000000% 0.~~000000~~351949% 0.000000% 0.~~000000~~351949% 180+ Days 0.000000% 0.000000% 0.~~000000~~199601% 0.000000% 0.~~000000~~199601% 0.000000% 0.000000% 0.~~000000~~265561% 0.000000% 0.~~000000~~265561% Totals 1.~~335878~~397206% 0.000000% 0.~~000000~~399202% 0.000000% 1.~~335878~~796407% 1.~~417330~~127544% 0.000000% 0.~~000000~~617510% 0.000000% 1.~~417330~~745054% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 2 0 0 0 2 1,~~209~~179,~~500~~752.0071 0.00 0.00 0.00 1,~~209~~179,~~500~~752.0071 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 2 0 0 0 2 1,~~209~~179,~~500~~752.0071 0.00 0.00 0.00 1,~~209~~179,~~500~~752.0071 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~302572~~310078% 0.000000% 0.000000% 0.000000% 0.~~302572~~310078% 0.~~281526~~283360% 0.000000% 0.000000% 0.000000% 0.~~281526~~283360% 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.~~302572~~310078% 0.000000% 0.000000% 0.000000% 0.~~302572~~310078% 0.~~281526~~283360% 0.000000% 0.000000% 0.000000% 0.~~281526~~283360%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 511,308.00 0.02783048% 511,308.00 0.~~02834170~~03011213% Fraud 24,114,674.00 1.31256095% 24,114,674.00 1.~~33667161~~42016986% Special Hazard 26,001,355.00 1.41525293% 2423,~~514~~805,~~622~~557.5719 1.~~35884068~~40196524% Limit of Subordinate's Exposure to Certain Types of Losses

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*1 ~~New~~Days ~~REO~~Number ~~Loans~~of ~~Month~~Outstanding ~~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. 1 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. 2 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 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. 3 ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~1,187,650.~~000% Original Principal Balance 0.~~00 ~~Aug-05~~ 0.~~000%~~070 ~~Current~~2 ~~Actual Balance 0~~523,650.00 ~~Sep-05~~ 0.~~000%~~416 ~~Oct-05~~210 ~~0.000% Current REO Total Nov~~-05 ~~0.000%~~239 ~~Loans~~2 ~~in REO 0 Dec-05 0.~~1,320,000~~% Original Principal Balance 0~~.00 ~~Jan-06~~ 0.~~000%~~078 ~~Current~~1 ~~Actual Balance 0.00 Feb-06 0.~~320,000~~% 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. 4 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%~~254 ~~Current~~240 ~~Actual Balance 0.00 Sep~~-05 ~~0.000%~~269 ~~Oct-05~~1 0.1,000~~% Current REO Total Nov-05 0.~~,000~~% Loans in REO 0 Dec-05 0~~.~~000% Original Principal Balance 0.~~00 ~~Jan-06~~ 0.~~000%~~059 ~~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. 5 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 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. 6 ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~3,507,650.~~000% Original Principal Balance 0.~~00 ~~Aug-05~~ 0.~~000%~~207 ~~Current~~3 ~~Actual Balance 0~~843,650.00 ~~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. 7 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 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.670

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 01,075,200.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 01,075,174.0060 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 014 ~~Dec~~May-0506 0.000% Original Principal Balance 06,804,038.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 06,803,986.0028 ~~Feb~~Jul-06 0.~~000~~056% ~~Mar~~Aug-06 0.~~000~~131% ~~Apr~~Sep-06 0.~~000~~201% ~~May~~Oct-06 0.~~000~~370% ~~Jun~~Nov-06 0.~~000~~401% *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. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 056,000.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 056,000.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 08 ~~Dec~~May-0506 0.000% Original Principal Balance 02,240,838.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 02,240,811.0068 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.~~000~~241% ~~Apr~~Sep-06 0.~~000~~645% ~~May~~Oct-06 01.~~000~~686% ~~Jun~~Nov-06 01.~~000~~781% *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. 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 02,000,000.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 02,000,000.00 ~~Feb~~Jul-06 0.~~000~~503% ~~Mar~~Aug-06 01.~~000~~023% ~~Apr~~Sep-06 01.~~000~~040% ~~May~~Oct-06 01.~~000~~058% ~~Jun~~Nov-06 01.~~000~~071% *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. 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~~306% ~~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. 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 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. 5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 02 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,019,200.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 01,019,174.0060 ~~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 01,019,200.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 01,019,174.0060 ~~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~~259% *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. 6 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 01,544,000.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 01,544,000.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~261% ~~May~~Oct-06 0.~~000~~610% ~~Jun~~Nov-06 0.~~000~~618% *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. 7 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.

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 No1 ~~Foreclosure~~0032261232 ~~Loans~~Oct-2006 ~~this~~01-Feb-2006 ~~Period~~FL 75.00 356,250.00 1 0032310443 Oct-2006 01-Mar-2006 FL 80.00 352,000.00 1 0032376519 Oct-2006 01-Mar-2006 FL 74.46 417,000.00 1 0032439457 Sep-2006 01-Apr-2006 CA 80.00 334,400.00 1 0037293099 Aug-2006 01-Mar-2006 CA 80.00 320,000.00 1 0037547031 Nov-2006 01-Apr-2006 MI 80.00 56,000.00 1 0037576113 Sep-2006 01-Apr-2006 FL 79.89 189,250.00 1 0037741253 Oct-2006 01-Apr-2006 AZ 80.00 215,938.00 2 0032226516 Jul-2006 01-Feb-2006 FL 80.00 1,000,000.00 2 0119244457 Aug-2006 01-Feb-2006 CA 74.07 1,000,000.00 5 0032575649 Nov-2006 01-May-2006 NV 80.00 631,200.00 5 0032625584 Nov-2006 01-May-2006 CA 80.00 388,000.00 6 0032565269 Oct-2006 01-May-2006 CA 80.00 880,000.00 6 0032639270 Sep-2006 01-May-2006 CA 80.00 664,000.00

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 No1 ~~Foreclosure~~0032261232 ~~Loans~~356,250.00 ~~this~~01-May-2006 ~~Period~~5 7.250% 14,546.84 1 0032310443 352,000.00 01-May-2006 5 7.375% 14,630.00 1 0032376519 417,000.00 01-May-2006 5 6.625% 15,507.17 1 0032439457 334,400.00 01-Apr-2006 6 6.875% 14,769.28 1 0037293099 320,000.00 01-Mar-2006 7 7.000% 14,400.00 1 0037547031 56,000.00 01-Jun-2006 4 6.625% 1,785.00 1 0037576113 189,250.00 01-Apr-2006 6 6.625% 8,043.12 1 0037741253 215,911.68 01-May-2006 5 7.625% 9,289.04 2 0032226516 1,000,000.00 01-Feb-2006 8 6.875% 44,166.72 2 0119244457 1,000,000.00 01-Mar-2006 7 7.250% 46,666.72 5 0032575649 631,200.00 01-Jun-2006 4 7.750% 23,670.00 5 0032625584 387,974.60 01-Jun-2006 4 6.625% 12,367.08 6 0032565269 880,000.00 01-May-2006 5 7.625% 37,858.38 6 0032639270 664,000.00 01-Apr-2006 6 6.875% 25,522.55

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~~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. 1 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. 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 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. 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. 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. 5 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. 6 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. 7 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.

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. 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. 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. 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. 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. 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~~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. 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~~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. 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~~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 1 516 13,~~377~~772,~~500~~426.00 13,~~376~~771,~~554~~869.1575 0 0.00 0.00 2 64 32,~~371~~098,~~192~~400.00 32,~~371~~098,~~192~~400.00 0 0.00 0.00 3 513 28,~~312~~057,~~782~~760.00 27,~~312~~462,~~712~~357.8044 0 0.00 0.00 4 12 ~~359~~856,~~650~~000.00 ~~359~~855,~~650~~586.0057 0 0.00 0.00 5 78 35,~~563~~282,200.00 35,~~563~~274,~~200~~441.0003 0 0.00 0.00 6 24 12,~~473~~960,~~750~~150.00 12,~~473~~959,~~750~~349.00 0 0.00 0.00 7 2 ~~912~~2,~~750~~428,000.00 ~~912~~2,~~750~~425,963.0072 0 0.00 0.00 Total 2849 1325,~~370~~454,~~824~~936.00 1324,~~369~~847,~~808~~967.9551 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 1 0 0.00 0.00 0 0.00 0.00 7215,~~973~~076.5948 2 0 0.00 0.00 0 0.00 0.00 ~~327~~126,~~253~~166.1615 3 0 0.00 0.00 0 0.00 0.00 ~~511~~88,~~056~~452.1627 4 0 0.00 0.00 0 0.00 0.00 ~~100~~28,~~027~~472.2058 5 0 0.00 0.00 0 0.00 0.00 ~~428~~335,~~343~~118.0553 6 0 0.00 0.00 0 0.00 0.00 ~~500~~50,~~958~~381.9461 7 0 0.00 0.00 0 0.00 0.00 ~~528~~233,~~569~~563.5118 Total 0 0.00 0.00 0 0.00 0.00 2877,~~469,181~~230.6180

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 ~~0032302614~~0031726987 AZNM 80.00 01-Nov-2005 100,800.00 100,750.00 1 0031754526 GA 80.00 01-Dec-2005 176,000.00 175,950.50 1 0031846645 CT 85.00 01-Dec-2005 216,750.00 216,704.84 1 0032049256 DC 52.98 01-Jan-2006 151,000.00 150,908.37 1 0032070393 IL 70.00 01-Feb-2006 182,000.00 181,925.49 1 0032087843 MA 56.87 01-Jan-2006 240,000.00 240,000.00 1 0032140865 MA 80.00 01-Feb-2006 256,000.00 256,000.00 1 0032244808 CA 79.9998 01-Feb-2006 ~~307~~391,~~900~~300.00 ~~306~~391,~~714~~199.0744 1 ~~0032352767~~0032256026 COCA 71.66 01-Feb-2006 389,850.00 389,850.00 1 0032319170 CA 80.00 01-Mar-2006 ~~273~~340,~~600~~000.00 ~~273~~339,~~600~~915.00 1 ~~0032359101~~0032333627 AZWA 79.93 01-Dec-2005 239,000.00 239,000.00 1 0032404188 NM 80.00 01-Mar-2006 ~~320~~207,~~000~~920.00 ~~319~~207,~~999~~860.9843 1 ~~0037506177~~0032478638 FLAZ 80.00 01-Apr-2006 ~~348~~264,~~000~~436.00 ~~348~~264,436.00 1 0037243912 WA 80.00 01-Mar-2005 156,000.00 155,999.68 1 ~~0037671617~~0037448628 NCCA 75.00 01-Mar-2006 326,250.00 326,250.00 1 0037685047 VA 80.00 01-Apr-2006 ~~128~~135,~~000~~120.00 ~~128~~135,~~000~~120.00 2 ~~0032288615~~0032481830 CA 80.00 01-~~Feb~~Apr-2006 ~~520~~664,~~000~~800.00 ~~520~~664,~~000~~800.00 2 ~~0032516197~~0032489494 CACO 7080.4000 01-Apr-2006 ~~440~~522,~~000~~400.00 ~~440~~522,~~000~~400.00 2 ~~0032521460~~0119790756 AZCA 7559.5852 01-~~Apr~~Mar-2006 ~~650~~500,000.00 ~~650~~500,000.00 2 ~~0032523656~~0120088638 CAMD 80.00 01-Apr-2006 ~~439~~411,~~192~~200.00 ~~439~~411,~~192~~200.00 23 ~~0119243012~~0032444796 GA 80.00 01-May-2006 117,600.00 117,498.96 3 0032488694 CA 7780.5300 01-~~Nov~~May-~~2005~~2006 ~~650~~492,000.00 ~~650~~492,000.00 23 ~~0119405322~~0032500100 CAVA 80.00 01-~~Mar~~Apr-2006 ~~672~~592,000.00 ~~672~~588,226.43 3 0032501991 TX 80.00 01-Apr-2006 440,000.00 440,000.00 3 ~~0032488264~~0032532079 CAAZ 80.00 01-Apr-2006 ~~460~~184,800.00 183,557.08 3 0032571754 CA 80.00 01-May-2006 360,000.00 ~~460~~360,000.00 3 ~~0032492654~~0032619124 CAFL 7873.4128 01-~~Apr~~May-2006 650,000.00 650,000.00 3 ~~0037743572~~0037933876 FLCA 7180.3400 01-May-2006 95480,~~599~~360.00 95480,~~460~~360.1600 3 ~~0120231295~~0120231162 ILMA 80.00 01-May-2006 ~~478~~572,~~619~~000.00 ~~478~~572,~~619~~000.00 3 ~~0120232053~~0120231220 NVCA 80.00 01-May-2006 ~~628~~644,~~564~~000.00 ~~628~~643,~~564~~941.03 3 0120231329 CA 63.64 01-May-2006 875,000.00 280,150.02 3 0120231881 WA 67.36 01-May-2006 650,000.00 650,000.00 3 0120232004 CO 68.97 01-May-2006 2,000,000.00 1,999,999.96 4 ~~0119790566~~0032475634 CA 7980.00 01-Apr-2006 576,000.00 575,586.57 4 0119792877 CA 65.12 01-Feb-2006 ~~359~~280,~~650~~000.00 ~~359~~280,~~650~~000.00 5 ~~0031527237~~0032489551 CA 2860.9771 01-~~Nov~~May-~~2005~~2006 ~~420~~850,000.00 ~~420~~850,000.00 5 ~~0031961667~~0032559791 COSC 7965.2700 01-~~Mar~~May-2006 ~~432~~910,000.00 ~~432~~910,000.00 5 ~~0032402828~~0032585424 CA 7875.7946 01-~~Mar~~May-2006 ~~650~~615,000.00 ~~650~~615,000.00 5 ~~0032446718~~0037516184 CA 80.00 01-~~May~~Apr-2006 ~~483~~448,~~200~~000.00 ~~483~~448,~~200~~000.00 5 ~~0032575615~~0037827649 INVA 6880.8700 01-May-2006 ~~427~~599,~~000~~200.00 ~~427~~599,~~000~~200.00 5 ~~0037717014~~0037897501 CA 6974.1483 01-~~May~~Apr-2006 ~~726~~535,000.00 ~~726~~535,000.00 5 ~~0120141668~~0120143672 FLMD 5970.8600 01-Aug-2005 ~~425~~875,000.00 ~~425~~875,000.00 5 0120143920 VA 63.38 01-Aug-2005 450,000.00 441,712.92 6 ~~0032253106~~0032365280 CA 7580.00 01-~~Apr~~May-2006 ~~483~~675,~~750~~550.00 ~~483~~675,~~750~~550.00 6 ~~0037861713~~0032533564 CA 7980.2000 01-May-2006 ~~990~~540,000.00 ~~990~~540,000.00 76 ~~0120145735~~0037976016 CA 7953.1042 01-~~Aug~~May-~~2005~~2006 ~~462~~1,~~750~~250,000.00 ~~462~~1,~~750~~249,199.00 6 0120088539 AZ 80.00 01-Feb-2006 494,600.00 494,600.00 7 ~~0120156666~~0120150099 CA 3452.6263 01-~~Sep~~Jan-~~2005~~2006 ~~450~~2,000,000.00 ~~450~~2,000,000.00 7 0120151121 NJ 80.00 01-Aug-2005 428,000.00 425,963.72

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 ~~0032302614~~0031726987 Loan Paid in Full 0 76.~~375~~500% 360 412 1 ~~0032352767~~0031754526 Loan Paid in Full (0 6.750% 360 11 1) 70031846645 Loan Paid in Full 0 6.~~375~~625% 360 311 1 ~~0032359101~~0032049256 Loan Paid in Full 0 76.~~250~~625% 360 310 1 ~~0037506177~~0032070393 Loan Paid in Full 0 76.~~375~~750% 360 29 1 ~~0037671617~~0032087843 Loan Paid in Full 0 5.750% 360 10 1 0032140865 Loan Paid in Full 0 6.~~875~~750% 360 29 21 ~~0032288615~~0032244808 Loan Paid in Full 0 6.750% 360 49 21 ~~0032516197~~0032256026 Loan Paid in Full 0 6.375% 360 9 1 0032319170 Loan Paid in Full 0 6.000% 360 8 1 0032333627 Loan Paid in Full 0 7.250% 360 11 1 0032404188 Loan Paid in Full (21) 7.250% 360 8 1 0032478638 Loan Paid in Full 0 7.625% 360 7 1 0037243912 Loan Paid in Full 0 6.000% 360 20 1 0037448628 Loan Paid in Full 0 6.375% 360 28 21 ~~0032521460~~0037685047 Loan Paid in Full 0 7.~~375~~500% 360 27 2 ~~0032523656~~0032481830 Loan Paid in Full (1) 67.375% 360 7 2 0032489494 Loan Paid in Full 3 7.000% 360 7 2 ~~0119243012~~0119790756 Loan Paid in Full 0 5.875% 360 8 2 0120088638 Loan Paid in Full 0 6.~~500~~125% 360 7 23 ~~0119405322~~0032444796 Loan Paid in Full 0 6.~~750~~875% 360 7 3 0032488694 Loan Paid in Full 0 6.875% 360 7 3 ~~0032488264~~0032500100 Loan Paid in Full 0 7.~~000~~250% 360 27 3 ~~0032492654~~0032501991 Loan Paid in Full 0 7.~~375~~250% 360 27 3 ~~0037743572~~0032532079 Loan Paid in Full 0 7.~~625~~250% 360 27 3 ~~0120231295~~0032571754 Loan Paid in Full 0(1) 7.~~000~~250% 360 27 3 ~~0120232053~~0032619124 Loan Paid in Full 4 7.250% 360 7 3 0037933876 Loan Paid in Full 0 6.875% 360 27 43 ~~0119790566~~0120231162 Loan Paid in Full 0 7.875% 360 7 3 0120231220 Loan Paid in Full 0 6.500% 360 7 3 0120231329 Loan Paid in Full 0 6.500% 360 7 3 0120231881 Loan Paid in Full 0 6.375% 360 7 3 0120232004 Loan Paid in Full 0 6.500% 360 7 4 50032475634 ~~0031527237~~Loan Paid in Full 2 6.750% 360 7 4 0119792877 Loan Paid in Full (1) 6.~~000~~625% 360 79 5 ~~0031961667~~0032489551 Loan Paid in Full 0 6.875% 360 37 5 ~~0032402828~~0032559791 Loan Paid in Full 0 6.~~625~~500% 360 37 5 ~~0032446718~~0032585424 Loan Paid in Full (1) 7.250% 360 7 5 0037516184 Loan Paid in Full 0 6.~~500~~750% 360 27 5 ~~0032575615~~0037827649 Loan Paid in Full 0 76.~~125~~750% 360 27 5 ~~0037717014~~0037897501 Loan Paid in Full 0 6.500% 360 7 5 0120143672 Loan Paid in Full 0 5.~~625~~500% 360 215 5 ~~0120141668~~0120143920 Loan Paid in Full 0 5.500% 360 1015 6 ~~0032253106~~0032365280 Loan Paid in Full 0 6.375% 360 7 6 0032533564 Loan Paid in Full (1) 7.~~500~~125% 360 27 6 ~~0037861713~~0037976016 Loan Paid in Full 0 76.375% 360 27 6 0120088539 Loan Paid in Full 0 6.875% 360 9 7 ~~0120145735~~0120150099 Loan Paid in Full 0 5.500% 360 10 7 ~~0120156666~~0120151121 Loan Paid in Full (1) 5.500% 360 915

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 01.~~870~~492% Current Month 916.~~958~~507% Current Month ~~1,004~~822.~~126~~659% 3 Month Average 01.~~000~~254% 3 Month Average 014.~~000~~033% 3 Month Average 0779.~~000~~039% 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~~6.271% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~794.120% N/A ~~Jan~~Jun-2006 ~~N/A~~9.958% N/A ~~Jan~~Jun-2006 ~~N/A~~1,004.126% N/A ~~Feb~~Jul-2006 ~~N/A~~12.000% N/A ~~Feb~~Jul-2006 ~~N/A~~1,004.950% N/A ~~Mar~~Aug-2006 ~~N/A~~12.874% N/A ~~Mar~~Aug-2006 ~~N/A~~922.187% N/A ~~Apr~~Sep-2006 ~~N/A~~13.267% N/A ~~Apr~~Sep-2006 ~~N/A~~830.377% N/A ~~May~~Oct-2006 612.~~271~~324% N/A ~~May~~Oct-2006 ~~794~~684.~~120~~082% N/A ~~Jun~~Nov-2006 916.~~958~~507% N/A ~~Jun~~Nov-2006 ~~1,004~~822.~~126~~659% 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. 1 SMM CPR PSA Current Month 12.~~053~~922% Current Month 1129.~~930~~943% Current Month 1,~~999~~890.~~900~~131% 3 Month Average 01.~~000~~745% 3 Month Average 018.~~000~~643% 3 Month Average 01,313.~~000~~201% 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~~7.834% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,976.624% N/A ~~Jan~~Jun-2006 ~~N/A~~11.930% N/A ~~Jan~~Jun-2006 ~~N/A~~1,999.900% N/A ~~Feb~~Jul-2006 ~~N/A~~16.994% N/A ~~Feb~~Jul-2006 ~~N/A~~2,136.680% N/A ~~Mar~~Aug-2006 ~~N/A~~11.888% N/A ~~Mar~~Aug-2006 ~~N/A~~1,193.481% N/A ~~Apr~~Sep-2006 ~~N/A~~15.293% N/A ~~Apr~~Sep-2006 ~~N/A~~1,282.133% N/A ~~May~~Oct-2006 710.~~834~~693% N/A ~~May~~Oct-2006 ~~1,976~~767.~~624~~340% N/A ~~Jun~~Nov-2006 1129.~~930~~943% N/A ~~Jun~~Nov-2006 1,~~999~~890.~~900~~131% 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. 2 SMM CPR PSA Current Month 1.~~806~~177% Current Month 1913.~~645~~245% Current Month ~~2,778~~774.~~206~~987% 3 Month Average 01.~~000~~514% 3 Month Average 016.~~000~~698% 3 Month Average 01,136.~~000~~244% 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~~8.193% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,616.386% N/A ~~Jan~~Jun-2006 ~~N/A~~19.645% N/A ~~Jan~~Jun-2006 ~~N/A~~2,778.206% N/A ~~Feb~~Jul-2006 ~~N/A~~11.866% N/A ~~Feb~~Jul-2006 ~~N/A~~1,303.993% N/A ~~Mar~~Aug-2006 ~~N/A~~18.421% N/A ~~Mar~~Aug-2006 ~~N/A~~1,665.137% N/A ~~Apr~~Sep-2006 ~~N/A~~18.315% N/A ~~Apr~~Sep-2006 ~~N/A~~1,403.662% N/A ~~May~~Oct-2006 818.~~193~~533% N/A ~~May~~Oct-2006 1,~~616~~230.~~386~~083% N/A ~~Jun~~Nov-2006 1913.~~645~~245% N/A ~~Jun~~Nov-2006 ~~2,778~~774.~~206~~987% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3 SMM CPR PSA Current Month 13.~~248~~553% Current Month 1335.~~991~~213% Current Month 2,~~789~~342.~~715~~135% 3 Month Average 01.~~000~~879% 3 Month Average 019.~~000~~608% 3 Month Average 01,438.~~000~~103% 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~~3.466% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,153.386% N/A ~~Jan~~Jun-2006 ~~N/A~~13.991% N/A ~~Jan~~Jun-2006 ~~N/A~~2,789.715% N/A ~~Feb~~Jul-2006 ~~N/A~~17.916% N/A ~~Feb~~Jul-2006 ~~N/A~~2,558.770% N/A ~~Mar~~Aug-2006 ~~N/A~~13.978% N/A ~~Mar~~Aug-2006 ~~N/A~~1,551.381% N/A ~~Apr~~Sep-2006 ~~N/A~~11.237% N/A ~~Apr~~Sep-2006 ~~N/A~~1,020.241% N/A ~~May~~Oct-2006 312.~~466~~373% N/A ~~May~~Oct-2006 ~~1,153~~951.~~386~~933% N/A ~~Jun~~Nov-2006 1335.~~991~~213% N/A ~~Jun~~Nov-2006 2,~~789~~342.~~715~~135% 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. 4 SMM CPR PSA Current Month 0.~~350~~725% Current Month 48.~~126~~367% Current Month ~~678~~518.~~439~~189% 3 Month Average 01.~~000~~993% 3 Month Average 020.~~000~~348% 3 Month Average 01,468.~~000~~641% 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~~18.329% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~4,486.531% N/A ~~Jan~~Jun-2006 ~~N/A~~4.126% N/A ~~Jan~~Jun-2006 ~~N/A~~678.439% N/A ~~Feb~~Jul-2006 ~~N/A~~9.423% N/A ~~Feb~~Jul-2006 ~~N/A~~1,164.746% N/A ~~Mar~~Aug-2006 ~~N/A~~9.299% N/A ~~Mar~~Aug-2006 ~~N/A~~921.773% N/A ~~Apr~~Sep-2006 ~~N/A~~13.712% N/A ~~Apr~~Sep-2006 ~~N/A~~1,132.151% N/A ~~May~~Oct-2006 1838.~~329~~965% N/A ~~May~~Oct-2006 42,~~486~~755.~~531~~584% N/A ~~Jun~~Nov-2006 48.~~126~~367% N/A ~~Jun~~Nov-2006 ~~678~~518.~~439~~189% 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. 5 SMM CPR PSA Current Month 01.~~940~~406% Current Month 1015.~~717~~628% Current Month ~~1,092~~782.~~962~~825% 3 Month Average 01.~~000~~273% 3 Month Average 014.~~000~~234% 3 Month Average 0800.~~000~~996% 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~~9.171% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,176.332% N/A ~~Jan~~Jun-2006 ~~N/A~~10.717% N/A ~~Jan~~Jun-2006 ~~N/A~~1,092.962% N/A ~~Feb~~Jul-2006 ~~N/A~~13.845% N/A ~~Feb~~Jul-2006 ~~N/A~~1,169.916% N/A ~~Mar~~Aug-2006 ~~N/A~~16.962% N/A ~~Mar~~Aug-2006 ~~N/A~~1,224.052% N/A ~~Apr~~Sep-2006 ~~N/A~~15.586% N/A ~~Apr~~Sep-2006 ~~N/A~~979.849% N/A ~~May~~Oct-2006 911.~~171~~488% N/A ~~May~~Oct-2006 ~~1,176~~640.~~332~~314% N/A ~~Jun~~Nov-2006 1015.~~717~~628% N/A ~~Jun~~Nov-2006 ~~1,092~~782.~~962~~825% 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. 6 SMM CPR PSA Current Month 01.~~746~~190% Current Month 813.~~597~~377% Current Month ~~954~~696.~~403~~125% 3 Month Average 0.~~000~~896% 3 Month Average 010.~~000~~190% 3 Month Average 0593.~~000~~972% 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~~3.662% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~524.916% N/A ~~Jan~~Jun-2006 ~~N/A~~8.597% N/A ~~Jan~~Jun-2006 ~~N/A~~954.403% N/A ~~Feb~~Jul-2006 ~~N/A~~11.172% N/A ~~Feb~~Jul-2006 ~~N/A~~1,010.934% N/A ~~Mar~~Aug-2006 ~~N/A~~12.981% N/A ~~Mar~~Aug-2006 ~~N/A~~990.913% N/A ~~Apr~~Sep-2006 ~~N/A~~10.794% N/A ~~Apr~~Sep-2006 ~~N/A~~712.907% N/A ~~May~~Oct-2006 36.~~662~~400% N/A ~~May~~Oct-2006 ~~524~~372.~~916~~883% N/A ~~Jun~~Nov-2006 813.~~597~~377% N/A ~~Jun~~Nov-2006 ~~954~~696.~~403~~125% 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. 7 SMM CPR PSA Current Month 0.~~334~~635% Current Month 37.~~940~~357% Current Month ~~233~~273.~~366~~546% 3 Month Average 0.~~000~~637% 3 Month Average 07.~~000~~348% 3 Month Average 0300.~~000~~242% 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~~0.854% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~57.386% N/A ~~Jan~~Jun-2006 ~~N/A~~3.940% N/A ~~Jan~~Jun-2006 ~~N/A~~233.366% N/A ~~Feb~~Jul-2006 ~~N/A~~6.566% N/A ~~Feb~~Jul-2006 ~~N/A~~347.954% N/A ~~Mar~~Aug-2006 ~~N/A~~6.690% N/A ~~Mar~~Aug-2006 ~~N/A~~320.616% N/A ~~Apr~~Sep-2006 ~~N/A~~10.298% N/A ~~Apr~~Sep-2006 ~~N/A~~450.708% N/A ~~May~~Oct-2006 04.~~854~~388% N/A ~~May~~Oct-2006 57176.~~386~~472% N/A ~~Jun~~Nov-2006 37.~~940~~357% N/A ~~Jun~~Nov-2006 ~~233~~273.~~366~~546% 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 1Current 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 1 435,500.00 0.024 0 0.00 0.000 4.750 4.999 5 2,722,378.14 0.151 0 0.00 0.000 5.000 5.249 10 6,069,413.61 0.336 0 0.00 0.000 5.250 5.499 24 12,247,559.24 0.679 0 0.00 0.000 5.500 5.749 1,100 704,186,975.14 39.033 1 256,500.00 0.188 5.750 5.999 193 92,789,568.69 5.143 20 5,414,135.10 3.976 6.000 6.249 285 138,902,210.28 7.699 32 7,974,280.10 5.856 6.250 6.499 467 208,311,426.47 11.547 83 20,440,397.46 15.011 6.500 6.749 540 212,446,122.25 11.776 139 31,352,946.91 23.024 6.750 6.999 570 236,205,413.14 13.093 161 37,358,603.59 27.435 7.000 7.249 212 79,914,850.00 4.430 73 15,308,723.91 11.242 7.250 7.499 166 57,633,035.56 3.195 60 11,984,817.94 8.801 7.500 7.749 90 35,968,735.85 1.994 26 5,167,470.94 3.795 7.750 7.999 31 15,811,002.80 0.876 6 915,298.31 0.672 8.000 8.249 1 137,900.00 0.008 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 >= 8.500 2 301,561.60 0.017 0 0.00 0.000 Total 3,697 1,804,083,652.77 100.000 601 136,173,174.26 100.000Period

Interest Rate Stratification ~~(continued)~~Summary 21 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 1 435,500.00 0.~~217~~026 0 0.00 0.000 4.750 4.999 4 2,~~348~~054,~~302~~108.2066 10.~~168~~121 10 ~~374,075~~0.9400 0.~~167~~000 5.000 5.249 510 36,~~090~~055,~~523~~481.9195 10.~~537~~357 40 ~~1,978,890~~0.7000 0.~~886~~000 5.250 5.499 1324 611,~~410~~925,~~534~~313.0313 30.~~188~~702 60 ~~3,473,431~~0.2400 10.~~555~~000 5.500 5.749 291,072 14683,~~022~~344,~~378~~243.0031 640.~~974~~244 121 6256,~~447,554~~470.2600 20.~~886~~204 5.750 5.999 66185 3190,~~117~~263,~~645~~548.6861 155.~~476~~316 4318 224,~~328~~778,~~016~~203.3695 93.~~994~~798 6.000 6.249 64274 34134,~~136~~293,~~931~~288.3938 167.~~977~~909 6230 367,~~469~~473,~~991~~200.1074 165.~~324~~940 6.250 6.499 40447 17198,~~560~~806,~~074~~805.6707 811.~~733~~708 9677 4918,~~194~~604,~~195~~300.4321 2214.~~020~~787 6.500 6.749 65514 30197,~~881~~495,~~871~~875.1578 1511.~~359~~631 82134 4330,~~032~~242,~~365~~552.4900 1924.~~262~~038 6.750 6.999 50526 33216,~~618~~224,~~077~~652.1586 1612.~~719~~734 71150 3234,~~298~~842,~~819~~108.2693 1427.~~457~~693 7.000 7.249 25190 1370,~~016~~297,~~099~~353.1491 64.~~473~~140 2466 813,~~956~~571,~~127~~679.5851 410.~~009~~787 7.250 7.499 25137 1445,~~433~~498,~~751~~239.8644 72.~~178~~679 2953 1110,~~718~~583,~~790~~341.9252 58.~~245~~412 7.500 7.749 074 028,387,726.0080 01.~~000~~672 1224 4,~~939~~768,~~998~~137.6684 23.~~211~~790 7.750 7.999 023 012,493,211.0057 0.~~000~~736 75 1693,~~756,155~~369.4643 0.~~786~~551 8.000 8.249 01 0137,900.00 0.~~000~~008 10 ~~137,900~~0.00 0.~~062~~000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 >= 8.500 02 0300,118.0088 0.~~000~~018 20 ~~301,561~~0.6000 0.~~135~~000 Total ~~387~~3,484 ~~201~~1,~~071~~698,~~689~~013,368.1835 100.000 ~~452~~558 ~~223~~125,~~407~~813,~~874~~364.0013 100.000

Interest Rate Stratification (continued) 42 53 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 0435,500.00 0.~~000~~233 0 0.00 0.000 4.750 4.999 03 01,681,497.0057 0.~~000~~900 01 0372,611.0009 0.~~000~~182 5.000 5.249 15 ~~999~~3,~~999~~082,180.0072 01.~~765~~650 04 01,973,302.0023 0.~~000~~963 5.250 5.499 213 ~~590~~6,~~000~~107,341.0064 03.~~451~~270 06 03,454,982.0001 01.~~000~~686 5.500 5.749 527 313,~~155~~193,~~156~~817.3313 27.~~414~~064 ~~266~~12 ~~173~~6,~~852~~436,~~247~~417.4713 413.~~339~~142 5.750 5.999 3063 1929,~~172~~889,~~057~~264.7994 1416.~~669~~003 1841 621,~~920~~941,~~649~~539.1262 110.~~646~~710 6.000 6.249 5260 2732,~~679~~976,~~336~~486.0746 2117.~~178~~656 3161 1035,~~719~~720,~~346~~342.9583 217.~~549~~435 6.250 6.499 6237 3416,~~917~~654,~~669~~836.2989 268.~~717~~917 8493 3147,~~909~~135,~~060~~306.1766 723.~~587~~007 6.500 6.749 3861 1728,~~686~~642,~~593~~057.0918 1315.~~533~~335 ~~142~~78 5839,~~692~~031,~~513~~546.0323 1319.~~956~~052 6.750 6.999 2547 1631,~~287~~869,~~900~~701.2214 1217.~~462~~063 ~~176~~62 7427,~~228~~870,~~614~~105.7778 1713.~~650~~604 7.000 7.249 1021 610,~~220~~768,~~132~~825.9626 45.~~759~~766 5722 268,~~855~~362,~~847~~133.6389 64.~~386~~082 7.250 7.499 119 ~~623~~11,~~000~~470,930.0088 06.~~477~~142 3121 128,~~897~~113,~~693~~519.4347 3.~~067~~960 7.500 7.749 30 ~~1,729,223~~0.4600 10.~~323~~000 269 153,~~861~~243,~~681~~995.6809 31.~~772~~583 7.750 7.999 20 ~~1,634,814~~0.9300 10.~~251~~000 104 8778,~~610,789~~024.2151 20.~~048~~380 8.000 8.249 0 0.00 0.000 01 0137,900.00 0.~~000~~067 8.250 8.499 0 0.00 0.000 0 0.00 0.000 >= 8.500 0 0.00 0.000 02 0300,118.0088 0.~~000~~146 Total ~~231~~357 ~~130~~186,~~695~~772,~~883~~439.1481 100.000 ~~841~~417 ~~420~~204,~~548~~871,~~443~~845.4642 100.000

Interest Rate Stratification (continued) 64 75 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 0 0.00 0.000 0 0.00 0.000 5.000 5.249 01 0999,999.00 0.~~000~~827 0 0.00 0.000 5.250 5.499 2 1590,~~125,593~~000.9700 0.~~429~~488 10 ~~648,000~~0.00 0.~~151~~000 5.500 5.749 ~~127~~4 772,~~527~~983,~~412~~146.6612 292.~~522~~466 ~~660~~257 ~~428~~167,~~925~~575,~~726~~211.4248 9942.~~849~~609 5.750 5.999 1629 718,~~837~~926,~~064~~677.6485 215.~~984~~645 018 06,910,037.0076 01.~~000~~757 6.000 6.249 4451 2126,~~922~~546,~~324~~631.6708 821.~~348~~944 028 010,093,355.0078 02.~~000~~566 6.250 6.499 ~~102~~60 5434,~~290~~194,~~029~~467.4576 2028.~~673~~266 081 030,732,812.0021 07.~~000~~814 6.500 6.749 7433 3014,~~799~~380,~~832~~973.5855 11.~~728~~888 0136 055,334,280.0017 014.~~000~~070 6.750 6.999 8723 4215,~~413~~166,~~398~~353.1520 1612.~~151~~537 0164 067,322,246.0020 017.~~000~~118 7.000 7.249 23 9 5,~~557~~406,~~918~~233.7837 34.~~640~~469 052 024,281,980.0046 06.~~000~~174 7.250 7.499 201 5623,~~974,981~~000.4100 20.~~275~~515 024 09,030,159.0042 02.~~000~~296 7.500 7.749 ~~23 8,270,361.11 3.149~~ 0 0.00 0.000 23 13,806,230.85 3.511 7.750 7.999 61 21,~~893~~154,~~944~~667.8954 10.~~102~~954 09 08,195,033.0013 02.~~000~~084 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 >= 8.500 0 0.00 0.000 0 0.00 0.000 Total ~~524~~214 ~~262~~120,~~612~~972,~~862~~149.3147 100.000 ~~661~~792 ~~429~~393,~~573~~281,~~726~~347.4246 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Determination~~Stratification ~~Date~~(continued) ~~With~~6 ~~respect~~7 toCurrent ~~each~~Number ~~Distribution~~of ~~Date,~~Outstanding ~~the~~Percentage ~~Remittance~~of ~~Date~~Number ~~immediately~~of ~~preceding~~Outstanding ~~such~~Percentage ~~Distribution Date. Distribution Date The 25th day~~ of ~~each~~Interest ~~month,~~Rate ~~or,~~Loans ifScheduled ~~such~~Balance(%) ~~25th~~Loans ~~day~~Scheduled isBalance(%) ~~not~~Range(%) aBalance($) ~~Business~~Balance($) ~~Day,~~< ~~the~~4.500 ~~next~~0 ~~succeeding~~0.00 ~~Business~~0.000 ~~Day~~0 ~~commencing~~0.00 in0.000 ~~May~~4.500 ~~2006~~4.749 ~~Record~~0 ~~Date~~0.00 ~~With~~0.000 ~~respect~~0 to0.00 ~~any~~0.000 ~~Distribution~~4.750 ~~Date~~4.999 ~~and~~0 ~~each~~0.00 ~~Class~~0.000 of0 ~~Certificates,~~0.00 ~~the~~0.000 ~~close~~5.000 of5.249 ~~business~~0 on0.00 ~~the~~0.000 ~~last~~0 ~~Business~~0.00 ~~Day~~0.000 of5.250 ~~the~~5.499 ~~month~~2 ~~immediately~~1,124,989.48 ~~preceding~~0.450 ~~the~~1 ~~month~~648,000.00 in0.156 ~~which~~5.500 ~~such~~5.749 ~~Distribution~~127 ~~Date~~77,252,906.49 ~~occurs~~30.900 ~~Closing~~644 ~~Date April 28~~415,646,274.96 ~~2006~~99.844 ~~Remittance~~5.750 ~~Date~~5.999 ~~The~~16 ~~day~~7,817,824.49 in3.127 ~~each~~0 ~~month~~0.00 on0.000 ~~which~~6.000 ~~each~~6.249 ~~Servicer~~44 is21,483,271.49 ~~required~~8.593 to0 ~~remit~~0.00 ~~payments~~0.000 to6.250 ~~the~~6.499 ~~account~~99 ~~maintained by the Master Servicer~~51, ~~as specified in the applicable Servicing Agreement~~485,081.34 ~~which~~20.593 is0 ~~the~~0.00 ~~18th~~0.000 ~~day~~6.500 of6.749 ~~each~~72 ~~month (or if such 18th day is not a Business Day~~29,864,466.65 ~~the~~11.945 ~~next~~0 ~~succeeding~~0.00 ~~Business~~0.000 ~~Day)~~6.750 ~~Business~~6.999 ~~Day~~80 ~~Any day other than (i) a Saturday or a Sunday~~39,154,137.61 ~~(ii)~~15.661 a0 ~~day~~0.00 on0.000 ~~which~~7.000 ~~banking~~7.249 ~~institutions~~20 ~~in Colorado~~7, ~~Minnesota~~906,501.42 ~~Maryland,~~3.163 ~~New~~0 ~~York~~0.00 ~~or,~~0.000 if7.250 ~~other~~7.499 ~~than~~19 ~~New York~~5,677,288.15 ~~the~~2.271 ~~city~~0 in0.00 ~~which~~0.000 ~~the~~7.500 ~~Corporate~~7.749 ~~Trust~~18 ~~Office of the Trustee is located~~6,569,363.02 or2.628 ~~(iii)~~0 ~~with~~0.00 ~~respect~~0.000 to7.750 ~~any~~7.999 ~~Remittance~~4 ~~Date or any Servicer reporting date~~1,672,116.96 ~~the~~0.669 ~~States~~0 ~~specified~~0.00 in0.000 ~~the~~8.000 ~~definition~~8.249 of0 ~~"Business~~0.00 ~~Day"~~0.000 in0 ~~the~~0.00 ~~applicable~~0.000 ~~Servicing~~8.250 ~~Agreement,~~8.499 ~~are~~0 ~~authorized~~0.00 or0.000 ~~obligated~~0 by0.00 ~~law~~0.000 or>= ~~executive~~8.500 ~~order~~0 to0.00 ~~be closed~~0.000 ~~Accrual~~0 ~~Period~~0.00 ~~With~~0.000 ~~respect~~Total to501 ~~any Distribution Date and any Class of Certificates~~250, ~~REMIC I-1 Interests~~007,947.10 ~~REMIC~~100.000 ~~I-2~~645 ~~Interests~~416, ~~REMIC II-1 Interests and REMIC II-2 Interests~~294, ~~the calendar month immediately preceding the month in which such Distribution Date occurs~~274.96 ~~All calculations of interest will be made on the basis of a 360 day year and twelve 30 day months~~100.000

Filing Compare · Structured Adjustable Rate Mortgage Loan Trust Series 2006-4