10-D 1 gsp0605f_10d-200611.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: October 26, 2006 to November 27, 2006 Commission File Number of issuing entity: 333-132809-07 GSR Mortgage Loan Trust 2006-5F (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-132809 GS Mortgage Securities Corp. (Exact name of depositor as specified in its charter) Goldman Sachs Mortgage Company (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196900 54-2196901 54-2196902 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) 1A-1 _____ _____ __X___ ____________ 2A-1 _____ _____ __X___ ____________ 2A-2 _____ _____ __X___ ____________ 2A-3 _____ _____ __X___ ____________ 2A-4 _____ _____ __X___ ____________ 2A-5 _____ _____ __X___ ____________ 2A-6 _____ _____ __X___ ____________ 3A-1 _____ _____ __X___ ____________ 3A-2 _____ _____ __X___ ____________ 3A-3 _____ _____ __X___ ____________ 3A-4 _____ _____ __X___ ____________ 3A-5 _____ _____ __X___ ____________ 3A-6 _____ _____ __X___ ____________ 3A-7 _____ _____ __X___ ____________ 4A-1 _____ _____ __X___ ____________ 4A-2 _____ _____ __X___ ____________ 5A-1 _____ _____ __X___ ____________ AP _____ _____ __X___ ____________ AX _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 27, 2006 a distribution was made to holders of GSR Mortgage Loan Trust 2006-5F. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of GSR Mortgage Loan Trust 2006-5F, 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. GSR Mortgage Loan Trust 2006-5F (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: December 12, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of GSR Mortgage Loan Trust 2006-5F, relating to the November 27, 2006 distribution. EX-99.1 GS Mortgage Securities Corp Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 GS Mortgage Securities Corp Mortgage Pass-Through Certificates Series 2006-5F 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 1A-1 36297XAA1 5.50000% 5755,~~343~~719,~~000~~642.0010 ~~262~~255,~~822~~381.0869 2A-1 36297XAB9 6.00000% 6766,~~675~~052,~~000~~251.0039 ~~338~~330,~~375~~261.0026 2A-2 36297XAC7 6.00000% 6057,~~417~~994,~~000~~461.0097 ~~302~~289,~~085~~972.0031 2A-3 36297XAD5 6.00000% 25,~~000~~631.0028 ~~125~~128.0016 2A-4 36297XAE3 6.00000% 13,960,000.00 69,800.00 2A-5 36297XAF0 6.00000% 33,212,000.00 166,060.00 2A-6 36297XAW3 6.00000% 2,307,000.00 11,535.00 3A-1 36297XAG8 6.50000% ~~207~~192,~~146~~692,~~000~~790.0091 1,~~122~~043,~~040~~752.8362 3A-2 36297XAH6 6.50000% 87,~~398~~812,~~000~~045.0089 4542,~~489~~315.1725 3A-3 36297XAX1 5.~~68000~~92000% ~~207~~192,~~146~~692,~~000~~790.0091 ~~980~~950,~~491~~617.0777 3A-4 36297XAY9 0.~~82000~~58000% 0.00 ~~141~~93,~~549~~134.7785 3A-5 36297XAZ6 5.~~48000~~72000% ~~179~~167,~~526~~000,~~532~~417.0055 ~~819~~796,~~837~~035.8332 3A-6 36297XBA0 21.~~02000~~78000% 0.00 ~~302~~247,~~203~~717.0029 3A-7 36297XBB8 0.00000% 2725,~~619~~692,~~468~~373.0036 0.00 4A-1 36297XAJ2 5.~~43000~~67000% 2217,~~407~~701,~~000~~415.0044 ~~101~~83,~~391~~639.6819 4A-2 36297XBC6 21.~~07000~~83000% 0.00 3826,~~652~~994.0866 5A-1 36297XAK9 5.50000% 24,~~368~~058,~~000~~304.0013 ~~111~~110,~~686~~267.6723 AP 36297XAL7 0.00000% ~~255~~254,~~214~~225.0065 0.00 AX 36297XAM5 6.50000% 0.00 ~~104~~0.5900 M-1 36297XBD4 6.~~20181~~20217% 3,~~881~~865,~~000~~036.0090 2019,~~057~~976.6935 B-1 36297XAN3 6.~~20181~~20217% 6,~~978~~949,~~000~~298.0051 3635,~~063~~917.5429 B-2 36297XAP8 6.~~20181~~20217% 3,~~101~~088,~~000~~245.0015 1615,~~026~~961.52 B-3 36297XAQ6 6.~~20181~~20217% 2,~~067~~058,~~000~~498.0014 10,~~682~~639.6230 B-4 36297XAR4 6.~~20181~~20217% 1,~~292~~286,~~000~~685.0082 6,~~677~~650.2821 B-5 36297XAS2 6.~~20181~~20217% ~~775~~771,~~000~~812.0032 43,~~005~~989.3409 B-6 36297XAT0 6.~~20181~~20217% 1,~~294~~288,~~069~~746.0084 6,~~687~~660.9886 R 36297XAV5 0.00000% 0.00 0.00 RC 36297XAU7 0.00000% 0.00 0.00 Totals ~~931~~876,~~193~~483,~~283~~674.0026 4,~~914~~617,~~449~~407.7422

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1A-1 60425,~~070~~902.6401 0.00 5755,~~282~~293,~~929~~740.3609 ~~322~~681,~~892~~283.7270 0.00 2A-1 ~~262~~417,~~011~~805.9713 0.00 6765,~~412~~634,~~988~~446.0326 ~~600~~748,~~386~~066.9739 0.00 2A-2 ~~190~~716,~~782~~024.3626 0.00 6057,~~226~~278,~~217~~437.6471 ~~492~~1,~~867~~005,996.3657 0.00 2A-3 (~~125~~128.0016) 0.00 25,~~125~~759.0044 0.00 0.00 2A-4 0.00 0.00 13,960,000.00 69,800.00 0.00 2A-5 0.00 0.00 33,212,000.00 166,060.00 0.00 2A-6 0.00 0.00 2,307,000.00 11,535.00 0.00 3A-1 14,~~956~~151,~~767~~986.4994 0.00 ~~205~~188,~~189~~540,~~232~~803.5197 35,~~078~~195,~~808~~739.3256 0.00 3A-2 79168,~~330~~327.2059 0.00 87,~~318~~643,~~669~~718.8030 ~~124~~210,~~819~~642.3784 0.00 3A-3 14,~~956~~151,~~767~~986.4994 0.00 ~~205~~188,~~189~~540,~~232~~803.5197 25,~~937~~102,~~258~~604.5671 0.00 3A-4 0.00 0.00 0.00 ~~141~~93,~~549~~134.7785 0.00 3A-5 13,~~695~~598,~~865~~388.1565 0.00 ~~177~~163,~~830~~402,~~666~~028.8590 24,~~515~~394,~~702~~423.9897 0.00 3A-6 0.00 0.00 0.00 ~~302~~247,~~203~~717.0029 0.00 3A-7 ~~260~~553,~~902~~598.3428 0.00 2725,~~358~~138,~~565~~775.6608 ~~260~~553,~~902~~598.3428 0.00 4A-1 ~~843~~998,~~681~~917.9560 0.00 2116,~~563~~702,~~318~~497.0584 ~~945~~1,~~073~~082,556.6379 0.00 4A-2 0.00 0.00 0.00 3826,~~652~~994.0866 0.00 5A-1 61,~~214~~724.3361 0.00 2423,~~306~~996,~~785~~579.6752 ~~172~~171,~~901~~991.0084 0.00 AP ~~215~~195.3973 0.00 254,~~998~~029.7092 ~~215~~195.3973 0.00 AX 0.00 0.00 0.00 ~~104~~0.5900 0.00 M-1 3,~~112~~326.5082 0.00 3,~~877~~861,~~887~~710.5008 23,~~170~~303.1917 0.00 B-1 5,~~596~~981.2459 0.00 6,~~972~~943,~~403~~316.7692 41,~~659~~898.7888 0.00 B-2 2,~~486~~658.9520 0.00 3,~~098~~085,~~513~~586.0595 18,~~513~~619.4772 0.00 B-3 1,~~657~~771.7085 0.00 2,~~065~~056,~~342~~726.3029 12,~~340~~411.3215 0.00 B-4 1,~~036~~107.1651 0.00 1,~~290~~285,~~963~~578.8431 7,~~713~~757.4472 0.00 B-5 ~~621~~664.5434 0.00 ~~774~~771,~~378~~147.4698 4,~~626~~653.8843 0.00 B-6 1,~~037~~109.8129 0.00 1,~~293~~287,~~031~~637.7256 7,~~725~~770.7915 0.00 R 0.00 0.00 0.00 0.00 0.00 RC 0.00 0.00 0.00 0.00 0.00 Totals 715,~~383~~261,~~033~~349.2118 0.00 ~~923~~861,~~810~~222,~~250~~325.4109 1219,~~297~~878,~~482~~756.9540 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1A-1 57,343,000.00 5755,~~343~~719,~~000~~642.0010 48,~~281~~074.3099 11377,~~789~~827.3502 0.00 0.00 2A-1 67,675,000.00 6766,~~675~~052,~~000~~251.0039 7851,~~340~~705.1148 ~~183~~366,~~671~~099.8665 0.00 0.00 2A-2 60,417,000.00 6057,~~417~~994,~~000~~461.0097 5788,~~042~~611.8660 ~~133~~627,~~739~~412.5066 0.00 0.00 2A-3 25,000.00 25,~~000~~631.0028 0.00 0.00 (~~125~~128.0016) 0.00 2A-4 13,960,000.00 13,960,000.00 0.00 0.00 0.00 0.00 2A-5 33,212,000.00 33,212,000.00 0.00 0.00 0.00 0.00 2A-6 2,307,000.00 2,307,000.00 0.00 0.00 0.00 0.00 3A-1 207,146,000.00 ~~207~~192,~~146~~692,~~000~~790.0091 ~~136~~140,~~150~~152.1031 14,~~820~~011,~~617~~834.3963 0.00 0.00 3A-2 8,398,000.00 87,~~398~~812,~~000~~045.0089 5,~~519~~681.7298 73162,~~810~~645.4861 0.00 0.00 3A-3 207,146,000.00 ~~207~~192,~~146~~692,~~000~~790.0091 ~~233~~253,~~772~~430.5819 13,~~722~~898,~~994~~556.9175 0.00 0.00 3A-4 0.00 0.00 0.00 0.00 0.00 0.00 3A-5 179,526,532.00 ~~179~~167,~~526~~000,~~532~~417.0055 ~~202~~219,~~602~~639.9049 13,~~493~~378,~~262~~749.2516 0.00 0.00 3A-6 0.00 0.00 0.00 0.00 0.00 0.00 3A-7 27,619,468.00 2725,~~619~~692,~~468~~373.0036 3133,~~169~~790.6869 ~~229~~519,~~732~~807.6759 0.00 0.00 4A-1 22,407,000.00 2217,~~407~~701,~~000~~415.0044 0.00 ~~843~~998,~~681~~917.9560 0.00 0.00 4A-2 0.00 0.00 0.00 0.00 0.00 0.00 5A-1 24,368,000.00 24,~~368~~058,~~000~~304.0013 5658,~~749~~255.2373 43,~~465~~468.1188 0.00 0.00 AP 255,214.00 ~~255~~254,~~214~~225.0065 ~~185~~189.1777 305.2296 0.00 0.00 AX 0.00 0.00 0.00 0.00 0.00 0.00 M-1 3,881,000.00 3,~~881~~865,~~000~~036.0090 3,~~112~~326.5082 0.00 0.00 0.00 B-1 6,978,000.00 6,~~978~~949,~~000~~298.0051 5,~~596~~981.2459 0.00 0.00 0.00 B-2 3,101,000.00 3,~~101~~088,~~000~~245.0015 2,~~486~~658.9520 0.00 0.00 0.00 B-3 2,067,000.00 2,~~067~~058,~~000~~498.0014 1,~~657~~771.7085 0.00 0.00 0.00 B-4 1,292,000.00 1,~~292~~286,~~000~~685.0082 1,~~036~~107.1651 0.00 0.00 0.00 B-5 775,000.00 ~~775~~771,~~000~~812.0032 ~~621~~664.5434 0.00 0.00 0.00 B-6 1,294,069.00 1,~~294~~288,~~069~~746.0084 1,~~037~~109.8129 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 RC 0.00 0.00 0.00 0.00 0.00 0.00 Totals 931,193,283.00 ~~931~~876,~~193~~483,~~283~~674.0026 ~~865~~916,~~362~~151.5583 614,~~517~~345,~~795~~325.6951 (~~125~~128.0016) 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1A-1 60425,~~070~~902.6401 5755,~~282~~293,~~929~~740.3609 0.~~99895243~~96426312 60425,~~070~~902.6401 2A-1 ~~262~~417,~~011~~805.9713 6765,~~412~~634,~~988~~446.0326 0.~~99612838~~96984775 ~~262~~417,~~011~~805.9713 2A-2 ~~190~~716,~~782~~024.3626 6057,~~226~~278,~~217~~437.6471 0.~~99684224~~94805167 ~~190~~716,~~782~~024.3626 2A-3 (~~125~~128.0016) 25,~~125~~759.0044 1.~~00500000~~03037760 (~~125~~128.0016) 2A-4 0.00 13,960,000.00 1.00000000 0.00 2A-5 0.00 33,212,000.00 1.00000000 0.00 2A-6 0.00 2,307,000.00 1.00000000 0.00 3A-1 14,~~956~~151,~~767~~986.4994 ~~205~~188,~~189~~540,~~232~~803.5197 0.~~99055368~~91018318 14,~~956~~151,~~767~~986.4994 3A-2 79168,~~330~~327.2059 87,~~318~~643,~~669~~718.8030 0.~~99055368~~91018317 79168,~~330~~327.2059 3A-3 14,~~956~~151,~~767~~986.4994 ~~205~~188,~~189~~540,~~232~~803.5197 0.~~99055368~~91018318 14,~~956~~151,~~767~~986.4994 3A-4 0.00 0.00 0.00000000 0.00 3A-5 13,~~695~~598,~~865~~388.1565 ~~177~~163,~~830~~402,~~666~~028.8590 0.~~99055368~~91018318 13,~~695~~598,~~865~~388.1565 3A-6 0.00 0.00 0.00000000 0.00 3A-7 ~~260~~553,~~902~~598.3428 2725,~~358~~138,~~565~~775.6608 0.~~99055368~~91018318 ~~260~~553,~~902~~598.3428 4A-1 ~~843~~998,~~681~~917.9560 2116,~~563~~702,~~318~~497.0584 0.~~96234739~~74541428 ~~843~~998,~~681~~917.9560 4A-2 0.00 0.00 0.00000000 0.00 5A-1 61,~~214~~724.3361 2423,~~306~~996,~~785~~579.6752 0.~~99748792~~98475786 61,~~214~~724.3361 AP ~~215~~195.3973 254,~~998~~029.7092 0.~~99915639~~99536044 ~~215~~195.3973 AX 0.00 0.00 0.00000000 0.00 M-1 3,~~112~~326.5082 3,~~877~~861,~~887~~710.5008 0.~~99919802~~99502965 3,~~112~~326.5082 B-1 5,~~596~~981.2459 6,~~972~~943,~~403~~316.7692 0.~~99919802~~99502965 5,~~596~~981.2459 B-2 2,~~486~~658.9520 3,~~098~~085,~~513~~586.0595 0.~~99919802~~99502965 2,~~486~~658.9520 B-3 1,~~657~~771.7085 2,~~065~~056,~~342~~726.3029 0.~~99919802~~99502965 1,~~657~~771.7085 B-4 1,~~036~~107.1651 1,~~290~~285,~~963~~578.8431 0.~~99919802~~99502965 1,~~036~~107.1651 B-5 ~~621~~664.5434 ~~774~~771,~~378~~147.4698 0.~~99919801~~99502965 ~~621~~664.5434 B-6 1,~~037~~109.8129 1,~~293~~287,~~031~~637.7256 0.~~99919844~~99503006 1,~~037~~109.8129 R 0.00 0.00 0.00000000 0.00 RC 0.00 0.00 0.00000000 0.00 Totals 715,~~383~~261,~~033~~349.2118 ~~923~~861,~~810~~222,~~250~~325.4109 0.~~99207143~~92485882 715,~~383~~261,~~033~~349.2118

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1A-1 57,343,000.00 ~~1000~~971.~~00000000~~69039115 0.~~84197374~~83837591 06.~~20559353~~58889524 0.00000000 2A-1 67,675,000.00 ~~1000~~976.~~00000000~~02144647 10.~~15759306~~76402630 25.~~71402822~~40967344 0.00000000 2A-2 60,417,000.00 ~~1000~~959.~~00000000~~90304004 01.~~94415247~~46666667 210.~~21360710~~38470397 0.00000000 2A-3 25,000.00 ~~1000~~1025.~~00000000~~25120000 0.00000000 0.00000000 (5.~~00000000~~12640000) 2A-4 13,960,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2A-5 33,212,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2A-6 2,307,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3A-1 207,146,000.00 ~~1000~~930.~~00000000~~22694578 0.~~65726637~~67658709 819.~~78905405~~36718368 0.00000000 3A-2 8,398,000.00 ~~1000~~930.~~00000000~~22694570 0.~~65726602~~67658728 819.~~78905454~~36718385 0.00000000 3A-3 207,146,000.00 ~~1000~~930.~~00000000~~22694578 1.~~12854016~~22343753 818.~~31778026~~82033324 0.00000000 3A-4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3A-5 179,526,532.00 ~~1000~~930.~~00000000~~22694579 1.~~12854015~~22343749 818.~~31778029~~82033325 0.00000000 3A-6 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3A-7 27,619,468.00 ~~1000~~930.~~00000000~~22694572 1.~~12854020~~22343740 818.~~31778041~~82033318 0.00000000 4A-1 22,407,000.00 ~~1000~~789.~~00000000~~99488731 0.00000000 3744.~~65260633~~58060428 0.00000000 4A-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5A-1 24,368,000.00 ~~1000~~987.~~00000000~~29087861 2.~~32884233~~39066522 0.~~18323662~~14235391 0.00000000 AP 255,214.00 ~~1000~~996.~~00000000~~12736762 0.~~72554797~~74357206 0.~~11841043~~02335295 0.00000000 AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M-1 3,881,000.00 ~~1000~~995.~~00000000~~88685906 0.~~80198402~~85720691 0.00000000 0.00000000 B-1 6,978,000.00 ~~1000~~995.~~00000000~~88686013 0.~~80198338~~85720694 0.00000000 0.00000000 B-2 3,101,000.00 ~~1000~~995.~~00000000~~88685908 0.~~80198323~~85720735 0.00000000 0.00000000 B-3 2,067,000.00 ~~1000~~995.~~00000000~~88686018 0.~~80198355~~85720851 0.00000000 0.00000000 B-4 1,292,000.00 ~~1000~~995.~~00000000~~88685759 0.~~80198142~~85720588 0.00000000 0.00000000 B-5 775,000.00 ~~1000~~995.~~00000000~~88686452 0.~~80198710~~85721290 0.00000000 0.00000000 B-6 1,294,069.00 ~~1000~~995.~~00000000~~88726722 0.~~80197424~~85721086 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 RC 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1A-1 0.00000000 17.~~04756710~~42727116 ~~998~~964.~~95243290~~26312000 0.~~99895243~~96426312 17.~~04756710~~42727116 2A-1 0.00000000 36.~~87162128~~17369974 ~~996~~969.~~12837872~~84774673 0.~~99612838~~96984775 36.~~87162128~~17369974 2A-2 0.00000000 311.~~15775957~~85137064 ~~996~~948.~~84224043~~05166940 0.~~99684224~~94805167 311.~~15775957~~85137064 2A-3 0.00000000 (5.~~00000000~~12640000) ~~1005~~1030.~~00000000~~37760000 1.~~00500000~~03037760 (5.~~00000000~~12640000) 2A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3A-1 0.00000000 920.~~44632042~~04377077 ~~990~~910.~~55367958~~18317501 0.~~99055368~~91018318 920.~~44632042~~04377077 3A-2 0.00000000 920.~~44632055~~04377114 ~~990~~910.~~55367945~~18317457 0.~~99055368~~91018317 920.~~44632055~~04377114 3A-3 0.00000000 920.~~44632042~~04377077 ~~990~~910.~~55367958~~18317501 0.~~99055368~~91018318 920.~~44632042~~04377077 3A-4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3A-5 0.00000000 920.~~44632045~~04377074 ~~990~~910.~~55367955~~18317504 0.~~99055368~~91018318 920.~~44632045~~04377074 3A-6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3A-7 0.00000000 920.~~44632025~~04377058 ~~990~~910.~~55367975~~18317514 0.~~99055368~~91018318 920.~~44632025~~04377058 4A-1 0.00000000 3744.~~65260633~~58060428 ~~962~~745.~~34739367~~41428304 0.~~96234739~~74541428 3744.~~65260633~~58060428 4A-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5A-1 0.00000000 2.~~51207855~~53301912 ~~997~~984.~~48792145~~75785949 0.~~99748792~~98475786 2.~~51207855~~53301912 AP 0.00000000 0.~~84395840~~76692501 ~~999~~995.~~15639424~~36044261 0.~~99915639~~99536044 0.~~84395840~~76692501 AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M-1 0.00000000 0.~~80198402~~85720691 ~~999~~995.~~19801598~~02965215 0.~~99919802~~99502965 0.~~80198402~~85720691 B-1 0.00000000 0.~~80198338~~85720694 ~~999~~995.~~19801662~~02965320 0.~~99919802~~99502965 0.~~80198338~~85720694 B-2 0.00000000 0.~~80198323~~85720735 ~~999~~995.~~19801677~~02965173 0.~~99919802~~99502965 0.~~80198323~~85720735 B-3 0.00000000 0.~~80198355~~85720851 ~~999~~995.~~19801645~~02965167 0.~~99919802~~99502965 0.~~80198355~~85720851 B-4 0.00000000 0.~~80198142~~85720588 ~~999~~995.~~19801858~~02965170 0.~~99919802~~99502965 0.~~80198142~~85720588 B-5 0.00000000 0.~~80198710~~85721290 ~~999~~995.~~19801290~~02965161 0.~~99919801~~99502965 0.~~80198710~~85721290 B-6 0.00000000 0.~~80197424~~85721086 ~~999~~995.~~19843532~~03006408 0.~~99919844~~99503006 0.~~80197424~~85721086 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RC 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 1A-1 0510/01/06 - 0510/30/06 30 5.50000% 5755,~~343~~719,~~000~~642.0010 ~~262~~255,~~822~~381.0869 0.00 2A-1 0510/01/06 - 0510/30/06 30 6.00000% 6766,~~675~~052,~~000~~251.0039 ~~338~~330,~~375~~261.0026 0.00 2A-2 0510/01/06 - 0510/30/06 30 6.00000% 6057,~~417~~994,~~000~~461.0097 ~~302~~289,~~085~~972.0031 0.00 2A-3 0510/01/06 - 0510/30/06 30 6.00000% 25,~~000~~631.0028 ~~125~~128.0016 0.00 2A-4 0510/01/06 - 0510/30/06 30 6.00000% 13,960,000.00 69,800.00 0.00 2A-5 0510/01/06 - 0510/30/06 30 6.00000% 33,212,000.00 166,060.00 0.00 2A-6 0510/01/06 - 0510/30/06 30 6.00000% 2,307,000.00 11,535.00 0.00 3A-1 0510/01/06 - 0510/30/06 30 6.50000% ~~207~~192,~~146~~692,~~000~~790.0091 1,~~122~~043,~~040~~752.8362 0.00 3A-2 0510/01/06 - 0510/30/06 30 6.50000% 87,~~398~~812,~~000~~045.0089 4542,~~489~~315.1725 0.00 3A-3 0510/25/06 - 0611/24/06 30 5.~~68000~~92000% ~~207~~192,~~146~~692,~~000~~790.0091 ~~980~~950,~~491~~617.0777 0.00 3A-4 0510/25/06 - 0611/24/06 30 0.~~82000~~58000% ~~207~~192,~~146~~692,~~000~~790.0091 ~~141~~93,~~549~~134.7785 0.00 3A-5 0510/25/06 - 0611/24/06 30 5.~~48000~~72000% ~~179~~167,~~526~~000,~~532~~417.0055 ~~819~~796,~~837~~035.8332 0.00 3A-6 0510/25/06 - 0611/24/06 30 21.~~02000~~78000% ~~179~~167,~~526~~000,~~532~~417.0055 ~~302~~247,~~203~~717.0029 0.00 3A-7 N/A N/A 0.00000% 2725,~~619~~692,~~468~~373.0036 0.00 0.00 4A-1 0510/25/06 - 0611/24/06 30 5.~~43000~~67000% 2217,~~407~~701,~~000~~415.0044 ~~101~~83,~~391~~639.6819 0.00 4A-2 0510/25/06 - 0611/24/06 30 21.~~07000~~83000% 2217,~~407~~701,~~000~~415.0044 3826,~~652~~994.0866 0.00 5A-1 0510/01/06 - 0510/30/06 30 5.50000% 24,~~368~~058,~~000~~304.0013 ~~111~~110,~~686~~267.6723 0.00 AP N/A N/A 0.00000% ~~255~~254,~~214~~225.0065 0.00 0.00 AX 05N/~~01/06~~A ~~- 05~~N/~~30/06~~A 30 6.50000% ~~19,309~~0.4200 ~~104~~0.5900 0.00 M-1 0510/01/06 - 0510/30/06 30 6.~~20181~~20217% 3,~~881~~865,~~000~~036.0090 2019,~~057~~976.6935 0.00 B-1 0510/01/06 - 0510/30/06 30 6.~~20181~~20217% 6,~~978~~949,~~000~~298.0051 3635,~~063~~917.5429 0.00 B-2 0510/01/06 - 0510/30/06 30 6.~~20181~~20217% 3,~~101~~088,~~000~~245.0015 1615,~~026~~961.52 0.00 B-3 0510/01/06 - 0510/30/06 30 6.~~20181~~20217% 2,~~067~~058,~~000~~498.0014 10,~~682~~639.6230 0.00 B-4 0510/01/06 - 0510/30/06 30 6.~~20181~~20217% 1,~~292~~286,~~000~~685.0082 6,~~677~~650.2821 0.00 B-5 0510/01/06 - 0510/30/06 30 6.~~20181~~20217% ~~775~~771,~~000~~812.0032 43,~~005~~989.3409 0.00 B-6 0510/01/06 - 0510/30/06 30 6.~~20181~~20217% 1,~~294~~288,~~069~~746.0084 6,~~687~~660.9886 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RC N/A N/A 0.00000% 0.00 0.00 0.00 Totals 4,~~914~~617,~~449~~407.7422 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 1A-1 0.00 0.00 ~~262~~255,~~822~~381.0869 0.00 5755,~~282~~293,~~929~~740.3609 2A-1 0.00 0.00 ~~338~~330,~~375~~261.0026 0.00 6765,~~412~~634,~~988~~446.0326 2A-2 0.00 0.00 ~~302~~289,~~085~~972.0031 0.00 6057,~~226~~278,~~217~~437.6471 2A-3 0.00 0.00 ~~125~~128.0016 0.00 25,~~125~~759.0044 2A-4 0.00 0.00 69,800.00 0.00 13,960,000.00 2A-5 0.00 0.00 166,060.00 0.00 33,212,000.00 2A-6 0.00 0.00 11,535.00 0.00 2,307,000.00 3A-1 0.00 0.00 1,~~122~~043,~~040~~752.8362 0.00 ~~205~~188,~~189~~540,~~232~~803.5197 3A-2 0.00 0.00 4542,~~489~~315.1725 0.00 87,~~318~~643,~~669~~718.8030 3A-3 0.00 0.00 ~~980~~950,~~491~~617.0777 0.00 ~~205~~188,~~189~~540,~~232~~803.5197 3A-4 0.00 0.00 ~~141~~93,~~549~~134.7785 0.00 ~~205~~188,~~189~~540,~~232~~803.5197 3A-5 0.00 0.00 ~~819~~796,~~837~~035.8332 0.00 ~~177~~163,~~830~~402,~~666~~028.8590 3A-6 0.00 0.00 ~~302~~247,~~203~~717.0029 0.00 ~~177~~163,~~830~~402,~~666~~028.8590 3A-7 0.00 0.00 0.00 0.00 2725,~~358~~138,~~565~~775.6608 4A-1 0.00 0.00 ~~101~~83,~~391~~639.6819 0.00 2116,~~563~~702,~~318~~497.0584 4A-2 0.00 0.00 3826,~~652~~994.0866 0.00 2116,~~563~~702,~~318~~497.0584 5A-1 0.00 0.00 ~~111~~110,~~686~~267.6723 0.00 2423,~~306~~996,~~785~~579.6752 AP 0.00 0.00 0.00 0.00 254,~~998~~029.7092 AX 0.00 0.00 ~~104~~0.5900 0.00 ~~19,296~~0.0800 M-1 0.00 0.00 2019,~~057~~976.6935 0.00 3,~~877~~861,~~887~~710.5008 B-1 0.00 0.00 3635,~~063~~917.5429 0.00 6,~~972~~943,~~403~~316.7692 B-2 0.00 0.00 1615,~~026~~961.52 0.00 3,~~098~~085,~~513~~586.0595 B-3 0.00 0.00 10,~~682~~639.6230 0.00 2,~~065~~056,~~342~~726.3029 B-4 0.00 0.00 6,~~677~~650.2821 0.00 1,~~290~~285,~~963~~578.8431 B-5 0.00 0.00 43,~~005~~989.3409 0.00 ~~774~~771,~~378~~147.4698 B-6 0.00 0.00 6,~~687~~660.9886 0.00 1,~~293~~287,~~031~~637.7256 R 0.00 0.00 0.00 0.00 0.00 RC 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 4,~~914~~617,~~449~~407.7422 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 1A-1 57,343,000.00 5.50000% ~~1000~~971.~~00000000~~69039115 4.~~58333328~~45358091 0.00000000 2A-1 67,675,000.00 6.00000% ~~1000~~976.~~00000000~~02144647 54.~~00000000~~88010728 0.00000000 2A-2 60,417,000.00 6.00000% ~~1000~~959.~~00000000~~90304004 54.~~00000000~~79951520 0.00000000 2A-3 25,000.00 6.00000% ~~1000~~1025.~~00000000~~25120000 5.~~00000000~~12640000 0.00000000 2A-4 13,960,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 2A-5 33,212,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 2A-6 2,307,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 3A-1 207,146,000.00 6.50000% ~~1000~~930.~~00000000~~22694578 5.~~41666665~~03872930 0.00000000 3A-2 8,398,000.00 6.50000% ~~1000~~930.~~00000000~~22694570 5.~~41666706~~03872946 0.00000000 3A-3 207,146,000.00 5.~~68000~~92000% ~~1000~~930.~~00000000~~22694578 4.~~73333335~~58911961 0.00000000 3A-4 0.00 0.~~82000~~58000% ~~1000~~930.~~00000000~~22694578 0.~~68333335~~44960970 0.00000000 3A-5 179,526,532.00 5.~~48000~~72000% ~~1000~~930.~~00000000~~22694579 4.~~56666667~~43408175 0.00000000 3A-6 0.00 21.~~02000~~78000% ~~1000~~930.~~00000000~~22694579 1.~~68333336~~37983666 0.00000000 3A-7 27,619,468.00 0.00000% ~~1000~~930.~~00000000~~22694572 0.00000000 0.00000000 4A-1 22,407,000.00 5.~~43000~~67000% ~~1000~~789.~~00000000~~99488731 43.~~52500022~~73272593 0.00000000 4A-2 0.00 21.~~07000~~83000% ~~1000~~789.~~00000000~~99488731 1.~~72500022~~20474227 0.00000000 5A-1 24,368,000.00 5.50000% ~~1000~~987.~~00000000~~29087861 4.~~58333347~~52508331 0.00000000 AP 255,214.00 0.00000% ~~1000~~996.~~00000000~~12736762 0.00000000 0.00000000 AX 0.00 6.50000% ~~15999~~0.~~98342779~~00000000 860.~~66434656~~00000000 0.00000000 M-1 3,881,000.00 6.~~20181~~20217% ~~1000~~995.~~00000000~~88685906 5.~~16817573~~14721721 0.00000000 B-1 6,978,000.00 6.~~20181~~20217% ~~1000~~995.~~00000000~~88686013 5.~~16817713~~14721840 0.00000000 B-2 3,101,000.00 6.~~20181~~20217% ~~1000~~995.~~00000000~~88685908 5.~~16817801~~14721703 0.00000000 B-3 2,067,000.00 6.~~20181~~20217% ~~1000~~995.~~00000000~~88686018 5.~~16817610~~14721819 0.00000000 B-4 1,292,000.00 6.~~20181~~20217% ~~1000~~995.~~00000000~~88685759 5.~~16817337~~14722136 0.00000000 B-5 775,000.00 6.~~20181~~20217% ~~1000~~995.~~00000000~~88686452 5.~~16818065~~14721290 0.00000000 B-6 1,294,069.00 6.~~20181~~20217% ~~1000~~995.~~00000000~~88726722 5.~~16817882~~14722167 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 RC 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1A-1 0.00000000 0.00000000 4.~~58333328~~45358091 0.00000000 ~~998~~964.~~95243290~~26312000 2A-1 0.00000000 0.00000000 54.~~00000000~~88010728 0.00000000 ~~996~~969.~~12837872~~84774673 2A-2 0.00000000 0.00000000 54.~~00000000~~79951520 0.00000000 ~~996~~948.~~84224043~~05166940 2A-3 0.00000000 0.00000000 5.~~00000000~~12640000 0.00000000 ~~1005~~1030.~~00000000~~37760000 2A-4 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 2A-5 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 2A-6 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 3A-1 0.00000000 0.00000000 5.~~41666665~~03872930 0.00000000 ~~990~~910.~~55367958~~18317501 3A-2 0.00000000 0.00000000 5.~~41666706~~03872946 0.00000000 ~~990~~910.~~55367945~~18317457 3A-3 0.00000000 0.00000000 4.~~73333335~~58911961 0.00000000 ~~990~~910.~~55367958~~18317501 3A-4 0.00000000 0.00000000 0.~~68333335~~44960970 0.00000000 ~~990~~910.~~55367958~~18317501 3A-5 0.00000000 0.00000000 4.~~56666667~~43408175 0.00000000 ~~990~~910.~~55367955~~18317504 3A-6 0.00000000 0.00000000 1.~~68333336~~37983666 0.00000000 ~~990~~910.~~55367955~~18317504 3A-7 0.00000000 0.00000000 0.00000000 0.00000000 ~~990~~910.~~55367975~~18317514 4A-1 0.00000000 0.00000000 43.~~52500022~~73272593 0.00000000 ~~962~~745.~~34739367~~41428304 4A-2 0.00000000 0.00000000 1.~~72500022~~20474227 0.00000000 ~~962~~745.~~34739367~~41428304 5A-1 0.00000000 0.00000000 4.~~58333347~~52508331 0.00000000 ~~997~~984.~~48792145~~75785949 AP 0.00000000 0.00000000 0.00000000 0.00000000 ~~999~~995.~~15639424~~36044261 AX 0.00000000 0.00000000 860.~~66434656~~00000000 0.00000000 ~~15988~~0.~~92976699~~00000000 M-1 0.00000000 0.00000000 5.~~16817573~~14721721 0.00000000 ~~999~~995.~~19801598~~02965215 B-1 0.00000000 0.00000000 5.~~16817713~~14721840 0.00000000 ~~999~~995.~~19801662~~02965320 B-2 0.00000000 0.00000000 5.~~16817801~~14721703 0.00000000 ~~999~~995.~~19801677~~02965173 B-3 0.00000000 0.00000000 5.~~16817610~~14721819 0.00000000 ~~999~~995.~~19801645~~02965167 B-4 0.00000000 0.00000000 5.~~16817337~~14722136 0.00000000 ~~999~~995.~~19801858~~02965170 B-5 0.00000000 0.00000000 5.~~16818065~~14721290 0.00000000 ~~999~~995.~~19801290~~02965161 B-6 0.00000000 0.00000000 5.~~16817882~~14722167 0.00000000 ~~999~~995.~~19843532~~03006408 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RC 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 69,~~157~~577,~~993~~104.4704 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 8138,~~119~~392.1973 Gains & Subsequent Recoveries (Realized Losses) 0.00 Total Deposits 69,~~239~~615,~~112~~496.6677 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 033,784.0041 Total Administration Fees 9994,~~246~~435.3708 Payment of Interest and Principal 69,~~139~~487,~~866~~277.2928 Total Withdrawals (Pool Distribution Amount) 69,~~239~~615,~~112~~496.6677 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest. NOTE: Of the mortgage loans that have primary mortgage insurance policies ("PMI"), the mortgage insurance policies are provided by Republic Mortgage Insurance Co., United Guaranty Insurance Company, Radian Guaranty Insurance, and 4 other insurers.

ADMINISTRATION FEES Gross Servicing Fee* 9894,~~911~~102.4330 Lender Paid Mortgage Insurance Fee - See Note ~~334~~332.9478 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 9994,~~246~~435.3708 *Servicer Payees include: AVELO MORTGAGE, LLC; COUNTRYWIDE HOME LOANS ~~INC.~~SERVICING LP; GREENPOINT ~~MTG~~MORTGAGE FUNDING, INC; ~~INDYMAC;~~Homeq ~~PHH~~Servicing USCorporation; ~~MTG CORP~~INDYMAC; ~~WACHOVIA~~PHH MORTGAGE CORPORATION; WASHINGTON MUTUAL BANK, F.A.

COLLATERAL STATEMENT Collateral Description Fixed 30 Year Weighted Average Gross Coupon 6.~~429733~~412577% Weighted Average Net Coupon 6.~~200108~~182638% Weighted Average Pass-Through Rate 6.~~199330~~181825% Weighted Average Remaining Term ~~350~~344 Beginning Scheduled Collateral Loan Count ~~884~~849 Number Of Loans Paid In Full 410 Ending Scheduled Collateral Loan Count ~~880~~839 Beginning Scheduled Collateral Balance ~~516~~491,~~901~~098,~~283~~092.6344 Ending Scheduled Collateral Balance ~~513~~484,~~431~~140,~~785~~717.3915 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 ~~513~~484,~~707~~454,~~462~~519.2036 Monthly P&I Constant 3,~~184~~049,~~111~~003.0840 Special Servicing Fee 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~414~~424,~~496~~666.6430 Unscheduled Principal 36,~~055~~532,~~001~~708.6099

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 6.~~461182~~444308 5.~~879865~~879931 Weighted Average Net Rate 6.~~229924~~212649 5.~~678792~~678856 Pass-Through Rate 6.~~229102~~211788 5.~~678792~~678856 Weighted Average Remaining Term ~~356~~351 ~~233~~228 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 2,~~982~~846,~~082~~974.0638 202,029.02 Beginning Loan Count ~~831~~796 53 Loans Paid in Full 410 0 Ending Loan Count ~~827~~786 53 Beginning Scheduled Balance ~~488~~463,~~937~~487,~~207~~430.1465 27,~~964~~610,~~076~~661.4979 Ending Scheduled Balance ~~485~~456,~~537~~600,~~603~~550.4283 27,~~894~~540,~~181~~166.9732 Scheduled Principal ~~349~~357,~~488~~927.4593 6566,~~008~~738.1937 Unscheduled Principal 36,~~050~~528,~~115~~951.2789 43,~~886~~757.3310 Scheduled Interest 2,~~632~~489,~~593~~046.6145 ~~137~~135,~~020~~290.8365 Servicing Fees 9489,~~225~~475.7579 4,~~685~~626.6851 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 ~~334~~332.9478 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~538~~399,~~032~~237.9288 ~~132~~130,~~335~~664.1514 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Fixed 30 Year Weighted Average Coupon Rate 6.~~429733~~412577 Weighted Average Net Rate 6.~~200108~~182638 Pass-Through Rate 6.~~199330~~181825 Weighted Average Remaining Term ~~350~~344 Record Date 0510/31/2006 Principal And Interest Constant 3,~~184~~049,~~111~~003.0840 Beginning Loan Count ~~884~~849 Loans Paid in Full 410 Ending Loan Count ~~880~~839 Beginning Scheduled Balance ~~516~~491,~~901~~098,~~283~~092.6344 Ending Scheduled Balance ~~513~~484,~~431~~140,~~785~~717.3915 Scheduled Principal ~~414~~424,~~496~~666.6430 Unscheduled Principal 36,~~055~~532,~~001~~708.6099 Scheduled Interest 2,~~769~~624,~~614~~337.4410 Servicing Fees 9894,~~911~~102.4330 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee ~~334~~332.9478 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~670~~529,~~368~~902.0702 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Special Servicing Fee 0.00

Additional Reporting - Deal Level Structural Reporting Senior Percentage -Grp ~~Collateral~~1 ~~Group~~- Collat 1 96.~~232316~~142593% Senior Percentage -Grp ~~Collateral~~1 ~~Group~~- Collat 2 96.~~249542~~179871% Senior Percentage -Grp ~~Collateral~~1 ~~Group~~- Collat 3 9695.~~249572~~992715% Senior Percentage -Grp ~~Collateral~~1 ~~Group~~- Collat 4 9695.~~246158~~312960% Senior Percentage -Grp ~~Collateral~~2 ~~Group~~- Collat 5 96.~~247610~~244179% Senior Percentage -Grp ~~Collateral~~2 ~~Group~~- 6Collat 964 95.~~246157~~312960% SrSen Prepay Percentage Grp 1 - Collat ~~Group~~ 1 100.000000% SrSen Prepay Percentage Grp 1 - Collat ~~Group~~ 2 100.000000% SrSen Prepay Percentage Grp 1 - Collat ~~Group~~ 3 100.000000% SrSen Prepay Percentage Grp 1 - Collat ~~Group~~ 4 100.000000% SrSen Prepay Percentage Grp 2 - Collat ~~Group~~ 5 100.000000% SrSen Prepay Percentage Grp 2 - Collat ~~Group~~4 6 100.000000% Subordinate Percentage Grp 1 - Collat ~~Group~~ 1 3.~~767684~~857407% Subordinate Percentage Grp 1 - Collat ~~Group~~ 2 3.~~750458~~820129% Subordinate Percentage Grp 1 - Collat ~~Group~~ 3 34.~~750428~~007285% Subordinate Percentage Grp 1 - Collat ~~Group~~ 4 34.~~753842~~687040% Subordinate Percentage Grp 2 - Collat ~~Group~~ 5 3.~~752390~~755821% Subordinate Percentage Grp 2 - Collat ~~Group~~4 ~~6 3~~4.~~753843~~687040% ~~Subordinate~~Sub Prepay Percentage Grp 1 - Collat ~~Group~~ 1 0.000000% ~~Subordinate~~Sub Prepay Percentage Grp 1 - Collat ~~Group~~ 2 0.000000% ~~Subordinate~~Sub Prepay Percentage Grp 1 - Collat ~~Group~~ 3 0.000000% ~~Subordinate~~Sub Prepay Percentage Grp 1 - Collat ~~Group~~ 4 0.000000% ~~Subordinate~~Sub Prepay Percentage Grp 2 - Collat ~~Group~~ 5 0.000000% ~~Subordinate~~Sub Prepay Percentage Grp 2 - Collat ~~Group~~4 6 0.000000% Trigger Event Reporting Collateral Group 1 - Delinquency Event Trigger Result Pass Threshold Value 50.000000% Calculated Value 021.~~000000~~647859% Collateral Group 1 - Cumulative Loss Event Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Int. Collat. Group 1 Delin/Loss Trigger Trigger Result Pass Collateral Group 2 - Delinquency Event Trigger Result Pass Threshold Value 50.000000% Calculated Value 07.~~000000~~020710% Collateral Group 2 - Cumulative Loss Event Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Int. Collat. Group 2 Delin/Loss Trigger Trigger Result Pass Collateral Group 3 - Delinquency Event Trigger Result Pass Threshold Value 50.000000% Calculated Value 05.~~000000~~781839% Collateral Group 3 - Cumulative Loss Event Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Int. Collat. Group 3 Delin/Loss Trigger Trigger Result Pass Collateral Group 4 - Delinquency Event Trigger Result ~~Pass~~Fail Threshold Value 50.000000% Calculated Value 062.~~000000~~538841% Collateral Group 4 - Cumulative Loss Event Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Int. Collat. Group 4 Delin/Loss Trigger Trigger Result ~~Pass~~Fail Collateral Group 5 - Delinquency Event Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Collateral Group 5 - Cumulative Loss Event Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Int. Collat. Group 5 Delin/Loss Trigger Trigger Result Pass Collateral Group 6 - Delinquency Event Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Collateral Group 6 - Cumulative Loss Event Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Int. Collat. Group 6 Delin/Loss Trigger Trigger Result Pass

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 278 0 0 0 278 145,~~781~~839,~~292~~716.4604 0.00 0.00 0.00 145,~~781~~839,~~292~~716.4604 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 01 0 0 0 01 0474,833.0087 0.00 0.00 0.00 0474,833.0087 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 279 0 0 0 279 146,~~781~~314,~~292~~549.4691 0.00 0.00 0.00 146,~~781~~314,~~292~~549.4691 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 30.~~068182~~953516% 0.000000% 0.000000% 0.000000% 30.~~068182~~953516% 21.~~877375~~205421% 0.000000% 0.000000% 0.000000% 21.~~877375~~205421% 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~~119190% 0.000000% 0.000000% 0.000000% 0.~~000000~~119190% 0.~~000000~~098014% 0.000000% 0.000000% 0.000000% 0.~~000000~~098014% 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 31.~~068182~~072706% 0.000000% 0.000000% 0.000000% 31.~~068182~~072706% 21.~~877375~~303435% 0.000000% 0.000000% 0.000000% 21.~~877375~~303435%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 8138,~~119~~392.1973

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 278 0 0 0 278 145,~~781~~839,~~292~~716.4604 0.00 0.00 0.00 145,~~781~~839,~~292~~716.4604 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 01 0 0 0 01 0474,833.0087 0.00 0.00 0.00 0474,833.0087 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 279 0 0 0 279 146,~~781~~314,~~292~~549.4691 0.00 0.00 0.00 146,~~781~~314,~~292~~549.4691 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 31.~~264813~~017812% 0.000000% 0.000000% 0.000000% 31.~~264813~~017812% 31.~~042913~~278226% 0.000000% 0.000000% 0.000000% 31.~~042913~~278226% 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~~127226% 0.000000% 0.000000% 0.000000% 0.~~000000~~127226% 0.~~000000~~103934% 0.000000% 0.000000% 0.000000% 0.~~000000~~103934% 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 31.~~264813~~145038% 0.000000% 0.000000% 0.000000% 31.~~264813~~145038% 31.~~042913~~382160% 0.000000% 0.000000% 0.000000% 31.~~042913~~382160% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

REO Detail - All Mortgage Loans in REO during Current Period

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

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

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

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. Group 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. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 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 N/A ~~Dec~~May-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~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 N/A ~~Dec~~May-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~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 N/A ~~Dec~~May-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~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 N/A ~~Dec~~May-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~May~~Oct-2006 ~~N/A~~0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans). Includes losses on loans liquidating in the current period only.

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1 410 26,~~216~~124,~~000~~350.00 26,~~208~~097,~~730~~299.9361 0 0.00 0.00 Group 2 0 0.00 0.00 0 0.00 0.00 Total 410 26,~~216~~124,~~000~~350.00 26,~~208~~097,~~730~~299.9361 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 ~~842~~435,~~328~~013.0183 Group 2 0 0.00 0.00 0 0.00 0.00 43,~~886~~757.3310 Total 0 0.00 0.00 0 0.00 0.00 ~~847~~438,~~214~~770.3493

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0116087039~~0005973389 MD 61.13 01-Apr-2006 534,950.00 530,039.75 Group 1 0006002791 CA 7274.8974 01-~~Feb~~May-2006 ~~718~~463,400.00 463,400.00 Group 1 0035192145 PA 65.32 01-May-2006 565,000.00 ~~715~~561,~~302~~029.1953 Group 1 ~~0121058749~~0105200455 CASC 7760.8879 01-Jan-2006 ~~479~~1,000,000.00 ~~477~~999,~~013~~999.8099 Group 1 ~~0122311146~~0115877148 CA 8070.56 01-Feb-2006 434,000.00 430,167.28 Group 1 0116759179 CA 66.66 01-Feb-2006 ~~576~~1,000,000.00 ~~574~~991,~~047~~584.6757 Group 1 ~~0122637855~~0122840305 MICA 59.33 01-Apr-2006 531,000.00 530,800.22 Group 1 0123170578 NJ 56.55 01-Jun-2006 475,000.00 474,042.71 Group 1 0123201054 CA 78.6772 01-~~Mar~~Jun-2006 ~~443~~429,000.00 ~~441~~426,~~423~~697.6047 Group 1 0123505420 UT 80.00 01-Feb-2006 692,000.00 686,176.54

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0116087039~~0005973389 Loan Paid in Full 0 6.125% 360 7 Group 1 0006002791 Loan Paid in Full 0 7.~~500~~000% 360 46 Group 1 ~~0121058749~~0035192145 Loan Paid in Full (1) 6.035% 360 6 Group 1 0105200455 Loan Paid in Full 0 7.000% 360 510 Group 1 ~~0122311146~~0115877148 Loan Paid in Full (1) 6.750% 360 9 Group 1 0116759179 Loan Paid in Full (1) 7.000% 360 9 Group 1 0122840305 Loan Paid in Full 0 6.~~875~~750% 360 47 Group 1 ~~0122637855~~0123170578 Loan Paid in Full 0 6.625% 360 35 Group 1 0123201054 Loan Paid in Full 0 6.625% 360 5 Group 1 0123505420 Loan Paid in Full 0 7.000% 360 9

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 01.~~591~~331% Current Month 614.~~872~~857% Current Month ~~926~~850.~~548~~272% 3 Month Average 01.~~000~~228% 3 Month Average 013.~~000~~777% 3 Month Average 0896.~~000~~305% 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 N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~6.872% N/A ~~Jan~~Jun-2006 ~~N/A~~926.548% N/A ~~Feb~~Jul-2006 ~~N/A~~11.793% N/A ~~Feb~~Jul-2006 ~~N/A~~1,256.434% N/A ~~Mar~~Aug-2006 ~~N/A~~8.084% N/A ~~Mar~~Aug-2006 ~~N/A~~709.169% N/A ~~Apr~~Sep-2006 ~~N/A~~12.943% N/A ~~Apr~~Sep-2006 ~~N/A~~962.801% N/A ~~May~~Oct-2006 ~~N/A~~13.531% N/A ~~May~~Oct-2006 ~~N/A~~875.842% N/A ~~Jun~~Nov-2006 614.~~872~~857% N/A ~~Jun~~Nov-2006 ~~926~~850.~~548~~272% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 01.~~624~~410% Current Month 715.~~239~~665% Current Month ~~1,037~~920.~~044~~418% 3 Month Average 01.~~000~~299% 3 Month Average 014.~~000~~520% 3 Month Average 0973.~~000~~397% 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 N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~7.239% N/A ~~Jan~~Jun-2006 ~~N/A~~1,037.044% N/A ~~Feb~~Jul-2006 ~~N/A~~12.420% N/A ~~Feb~~Jul-2006 ~~N/A~~1,388.537% N/A ~~Mar~~Aug-2006 ~~N/A~~8.520% N/A ~~Mar~~Aug-2006 ~~N/A~~777.677% N/A ~~Apr~~Sep-2006 ~~N/A~~13.635% N/A ~~Apr~~Sep-2006 ~~N/A~~1,049.048% N/A ~~May~~Oct-2006 ~~N/A~~14.260% N/A ~~May~~Oct-2006 ~~N/A~~950.726% N/A ~~Jun~~Nov-2006 715.~~239~~665% N/A ~~Jun~~Nov-2006 ~~1,037~~920.~~044~~418% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 0.~~018~~014% Current Month 0.~~210~~164% Current Month 146.~~000~~543% 3 Month Average 0.~~000~~017% 3 Month Average 0.~~000~~205% 3 Month Average 09.~~000~~054% 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 N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~0.210% N/A ~~Jan~~Jun-2006 ~~N/A~~14.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.176% N/A ~~Feb~~Jul-2006 ~~N/A~~10.343% N/A ~~Mar~~Aug-2006 ~~N/A~~0.239% N/A ~~Mar~~Aug-2006 ~~N/A~~12.567% N/A ~~Apr~~Sep-2006 ~~N/A~~0.225% N/A ~~Apr~~Sep-2006 ~~N/A~~10.705% N/A ~~May~~Oct-2006 ~~N/A~~0.228% N/A ~~May~~Oct-2006 ~~N/A~~9.914% N/A ~~Jun~~Nov-2006 0.~~210~~164% N/A ~~Jun~~Nov-2006 146.~~000~~543% 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))

Modifications Beginning Current Loan Scheduled Scheduled Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment No0116192012 ~~Modifications~~288,916.69 ~~this~~288,641.95 ~~Period~~6.500% 6.500% 3,564.86 1,839.71

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current 1 Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 3 1,608,885.30 0.313 3 1,608,885.30 0.331 5.500 5.749 15 7,337,460.00 1.429 9 4,486,041.68 0.924 5.750 5.999 116 61,475,817.05 11.974 86 45,254,355.46 9.320 6.000 6.249 107 60,053,027.00 11.696 94 53,207,810.30 10.959 6.250 6.499 174 103,006,939.59 20.062 170 101,030,854.23 20.808 6.500 6.749 251 154,142,386.97 30.022 251 154,142,386.97 31.747 6.750 6.999 165 94,934,281.43 18.490 165 94,934,281.43 19.552 7.000 7.249 33 21,475,776.68 4.183 33 21,475,776.68 4.423 7.250 7.499 13 8,044,966.46 1.567 13 8,044,966.46 1.657 7.500 7.749 1 836,588.11 0.163 1 836,588.11 0.172 7.750 7.999 1 97,575.10 0.019 1 97,575.10 0.020 >= 8.000 1 418,081.70 0.081 1 418,081.70 0.086 Total 880 513,431,785.39 100.000 827 485,537,603.42 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group 21 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 03 1,608,136.42 0.00332 3 1,608,136.42 0.~~000~~352 5.500 5.749 615 27,~~851~~282,~~418~~952.3273 101.~~222~~504 9 4,467,606.86 0.978 5.750 5.999 30113 1659,~~221~~539,~~461~~204.5935 5812.~~154~~298 83 43,533,206.66 9.534 6.000 6.249 13104 658,~~845~~074,~~216~~687.7072 2411.~~540~~995 91 51,309,943.83 11.237 6.250 6.499 4172 1101,~~976~~500,~~085~~221.3686 720.~~084~~965 168 99,546,142.99 21.802 6.500 6.749 0243 0148,429,457.0055 030.~~000~~658 243 148,429,457.55 32.508 6.750 6.999 0154 085,811,583.0009 017.~~000~~725 154 85,811,583.09 18.794 7.000 7.249 025 016,226,958.0005 03.~~000~~352 25 16,226,958.05 3.554 7.250 7.499 08 04,737,516.0074 0.~~000~~979 8 4,737,516.74 1.038 7.500 7.749 01 833,323.90 0.00172 1 833,323.90 0.~~000~~183 7.750 7.999 01 96,674.74 0.00020 1 96,674.74 0.~~000~~021 >= 8.000 0 0.00 0.000 0 0.00 0.000 Total 53839 27484,~~894~~140,~~181~~717.9715 100.000 786 456,600,550.83 100.000

~~SUPPLEMENTAL REPORTING Libor Determination Date With respect to any~~ Interest ~~Accrual Period and any Floating~~ Rate ~~Certificate,~~Stratification ~~the~~(continued) ~~second~~Group ~~London~~2 ~~Business~~Current ~~Day~~Number ~~prior~~of toOutstanding ~~the~~Percentage ~~date~~of ~~on which such~~ Interest ~~Accrual~~Rate ~~Period~~Loans ~~commences.~~Scheduled Closing Date May 26, 2006 Distribution Date The 25th day of each month, or if such day is not a Business Day, the next Business Day following such day. The first Distribution Date shall be May 25, 2006. Determination Date Balance(~~IndyMac, GreenPoint, Countrywide~~%) ~~The Business Day immediately preceding the related Remittance Date. Determination Date~~ Range(~~Wachovia~~%) ~~With respect to each Remittance Date, the 15th day~~ Balance(~~or if such 15th day is not a Business Day, the Business Day immediately preceding such 15th day~~$) of< ~~the~~5.000 ~~month~~0 in0.00 ~~which~~0.000 ~~such~~5.000 ~~Remittance~~5.249 ~~Date~~0 ~~occurs~~0.00 ~~Determination~~0.000 ~~Date~~5.250 ~~(PHH)~~5.499 ~~The~~0 ~~16th~~0.00 ~~day~~0.000 of5.500 ~~each~~5.749 ~~calendar~~6 ~~month~~2,815,345.87 ~~commencing~~10.223 on5.750 ~~the~~5.999 ~~16th~~30 ~~day of the month following the Funding Date~~16, or005,997.69 if58.119 ~~such~~6.000 ~~16th~~6.249 ~~day~~13 ~~is not a Business Day~~6,764,743.89 ~~the~~24.563 ~~Business~~6.250 ~~Day immediately preceding such 16th day~~6.499 ~~Determination~~4 ~~Date (WAMU) The thirteenth (13th) day of each month (or if such day is not a Business Day~~1, ~~the next Business Day)~~954,078.87 ~~commencing~~7.095 in6.500 ~~the~~6.749 ~~month~~0 ~~following~~0.00 ~~the~~0.000 ~~end~~6.750 of6.999 ~~the~~0 ~~calendar~~0.00 ~~month~~0.000 in7.000 ~~which~~7.249 ~~the~~0 ~~initial~~0.00 ~~Cut-off~~0.000 ~~Date~~7.250 ~~occurs~~7.499 ~~Remittance~~0 ~~Date~~0.00 ~~With~~0.000 ~~respect~~7.500 to7.749 ~~each~~0 ~~Mortgage~~0.00 ~~Loan:~~0.000 ~~the~~7.750 ~~eighteenth~~7.999 ~~(18th)~~0 ~~day~~0.00 of0.000 ~~any~~>= ~~month,~~8.000 ~~beginning~~0 ~~with~~0.00 ~~the~~0.000 ~~eighteenth~~Total ~~(18th)~~53 ~~day of the month next following the month in which the related Cut-off Date occurs~~27, ~~or if such eighteenth (18th) day is not a Business Day~~540, ~~the first Business Day immediately following such day~~166.32 ~~Record Date For each Class of Certificates, the last Business Day of the related Interest Accrual Period~~100.000

Filing Compare · GSR 2006-5F