10-D 1 baf0600e_10d-200612.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: November 21, 2006 to December 20, 2006 Commission File Number of issuing entity: 333-130536-04 Banc of America Funding 2006-E Trust (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130536 Banc of America Funding Corporation (Exact name of depositor as specified in its charter) Bank of America, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196857 54-2196858 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) 1-A-R _____ _____ __X___ ____________ 1-A-1 _____ _____ __X___ ____________ 1-A-2 _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 2-A-3 _____ _____ __X___ ____________ 2-A-4 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ B-5 _____ _____ __X___ ____________ B-6 _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On December 20, 2006 a distribution was made to holders of Banc of America Funding 2006-E Trust. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Banc of America Funding 2006-E Trust, relating to the December 20, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Banc of America Funding Corporation (Depositor) /s/ Adam Glassner Adam Glassner, President and CEO Date: January 2, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Banc of America Funding 2006-E Trust, relating to the December 20, 2006 distribution. EX-99.1 Banc of America Funding Corporation Mortgage Pass-Through Certificates Distribution Date: 12/20/2006 Banc of America Funding Corporation Mortgage Pass-Through Certificates Series 2006-E Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance 1-A-R 05950DAC4 11/30/2006 5.~~91475~~88473% 0.00 0.00 1-A-1 05950DAA8 11/30/2006 5.~~91338~~88849% 3027,~~526~~096,~~653~~919.9782 ~~150~~132,~~429~~966.8571 1-A-2 05950DAB6 11/30/2006 5.~~91338~~88849% 1,~~327~~178,~~603~~444.1109 65,~~542~~782.1972 2-A-1 05950DAD2 11/30/2006 5.~~88744~~86750% ~~110~~103,~~864~~333,~~933~~385.1105 ~~543~~505,~~925~~257.3314 2-A-2 05950DAE0 11/30/2006 5.~~88744~~86750% ~~197~~183,~~348~~941,~~410~~655.8947 ~~968~~899,~~230~~397.4295 2-A-3 05950DAS9 11/30/2006 5.~~88744~~86750% 8,~~971~~361,~~229~~774.6310 4440,~~014~~885.6359 2-A-4 05950DAR1 11/30/2006 5.~~88744~~86750% 1312,~~790~~853,~~420~~575.3575 6762,~~658~~848.5462 3-A-1 05950DAF7 11/30/2006 5.~~98280~~97137% 7167,~~106~~293,~~551~~534.2975 ~~354~~334,~~513~~861.4491 3-A-2 05950DAG5 11/30/2006 5.~~98280~~97137% 6,~~464~~118,~~859~~188.9339 3230,~~231~~444.6395 4-A-1 05950DAH3 11/30/2006 6.~~03111~~01615% ~~153~~146,~~758~~110,~~894~~188.5272 ~~772~~732,~~781~~516.1794 4-A-2 05950DAJ9 11/30/2006 6.~~03111~~01615% 6,~~684~~352,~~736~~205.2536 3331,~~597~~846.0050 B-1 05950DAK6 11/30/2006 5.~~93900~~92121% 12,~~425~~413,~~118~~204.7543 61,~~493~~250.9896 B-2 05950DAL4 11/30/2006 5.~~93900~~92121% 4,~~458~~454,~~889~~613.4586 2221,~~067~~980.7958 B-3 05950DAM2 11/30/2006 5.~~93900~~92121% 3,~~504~~500,~~341~~980.2799 17,~~343~~275.5703 B-4 05950DAN0 11/30/2006 5.~~93900~~92121% 1,~~911~~909,~~095~~262.4188 9,~~458~~420.3395 B-5 05950DAP5 11/30/2006 5.~~93900~~92121% 1,~~593~~591,~~245~~718.8611 7,~~885~~854.2408 B-6 05950DAQ3 11/30/2006 5.~~93900~~92121% 1,~~593~~591,~~293~~765.4464 7,~~885~~854.4731 Totals ~~626~~588,~~330~~101,~~277~~417.2341 32,~~100~~902,~~058~~444.5894

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-R 0.00 0.00 0.00 0.00 0.00 1-A-1 ~~677~~451,~~942~~503.0706 0.00 2926,~~848~~645,~~711~~416.9076 ~~828~~584,~~371~~469.9277 0.00 1-A-2 2919,~~483~~635.6885 0.00 1,~~298~~158,~~119~~808.4424 3625,~~025~~418.8757 0.00 2-A-1 1,~~738~~647,~~450~~094.9507 0.00 ~~109~~101,~~126~~686,~~482~~290.1798 2,~~282~~152,~~376~~351.2821 0.00 2-A-2 32,~~094~~931,~~581~~958.1463 0.00 ~~194~~181,~~253~~009,~~829~~696.7584 43,~~062~~831,~~811~~356.5658 0.00 2-A-3 ~~140~~133,~~676~~283.0744 0.00 8,~~830~~228,~~553~~490.5766 ~~184~~174,~~690~~169.7003 0.00 2-A-4 ~~216~~204,~~244~~881.8401 0.00 1312,~~574~~648,~~175~~694.5274 ~~283~~267,~~903~~729.3863 0.00 3-A-1 5483,~~918~~155.5926 0.00 7167,~~051~~210,~~632~~379.7049 ~~409~~418,~~432~~017.0317 0.00 3-A-2 47,~~993~~560.0830 0.00 6,~~459~~110,~~866~~628.8509 3738,~~224~~005.7125 0.00 4-A-1 ~~364~~2,~~747~~252,663.2767 0.00 ~~153~~143,~~394~~857,~~147~~525.2605 12,~~137~~985,~~528~~180.4461 0.00 4-A-2 1597,~~857~~935.55 0.00 6,~~668~~254,~~878~~269.7081 49129,~~454~~782.5505 0.00 B-1 2,~~984~~998.8654 0.00 12,~~422~~410,~~133~~205.89 64,~~478~~249.8450 0.00 B-2 1,~~071~~076.1506 0.00 4,~~457~~453,~~818~~537.3081 23,~~138~~056.9464 0.00 B-3 ~~841~~845.8470 0.00 3,~~503~~500,~~499~~135.4330 18,~~185~~120.4173 0.00 B-4 ~~459~~461.1020 0.00 1,~~910~~908,~~636~~801.3168 9,~~917~~882.4315 0.00 B-5 ~~382~~384.7450 0.00 1,~~592~~591,~~863~~333.1262 8,~~267~~238.9858 0.00 B-6 ~~382~~384.7551 0.00 1,~~592~~591,~~910~~381.6814 8,~~268~~238.2282 0.00 Totals 67,~~344~~835,~~017~~821.6835 0.00 ~~619~~580,~~986~~265,~~259~~596.5910 910,~~444~~738,~~076~~266.2629 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A-R 100.00 0.00 0.00 0.00 0.00 0.00 1-A-1 33,433,000.00 3027,~~526~~096,~~653~~919.9782 117,~~776~~534.3855 ~~666~~443,~~165~~968.6951 0.00 0.00 1-A-2 1,454,000.00 1,~~327~~178,~~603~~444.1109 ~~512~~327.1568 2819,~~971~~308.5217 0.00 0.00 2-A-1 113,000,000.00 ~~110~~103,~~864~~333,~~933~~385.1105 33,~~991~~119.0499 1,~~704~~613,~~459~~974.9008 0.00 0.00 2-A-2 201,149,000.00 ~~197~~183,~~348~~941,~~410~~655.8947 6058,~~506~~956.7623 32,~~034~~873,~~074~~002.3840 0.00 0.00 2-A-3 9,144,000.00 8,~~971~~361,~~229~~774.6310 2,~~750~~680.5708 ~~137~~130,~~925~~603.5035 0.00 0.00 2-A-4 14,056,000.00 1312,~~790~~853,~~420~~575.3575 4,~~228~~119.1278 ~~212~~200,~~016~~761.7124 0.00 0.00 3-A-1 72,054,000.00 7167,~~106~~293,~~551~~534.2975 1817,~~220~~573.4491 3665,~~698~~581.1635 0.00 0.00 3-A-2 6,551,000.00 6,~~464~~118,~~859~~188.9339 1,~~656~~597.5678 35,~~336~~962.52 0.00 0.00 4-A-1 154,363,000.00 ~~153~~146,~~758~~110,~~894~~188.5272 98,~~529~~621.1206 ~~355~~2,~~218~~244,042.1460 0.00 0.00 4-A-2 6,711,000.00 6,~~684~~352,~~736~~205.2536 ~~414~~374.2880 1597,~~443~~560.2775 0.00 0.00 B-1 12,431,000.00 12,~~425~~413,~~118~~204.7543 2,~~984~~998.8654 0.00 0.00 0.00 B-2 4,461,000.00 4,~~458~~454,~~889~~613.4586 1,~~071~~076.1506 0.00 0.00 0.00 B-3 3,506,000.00 3,~~504~~500,~~341~~980.2799 ~~841~~845.8470 0.00 0.00 0.00 B-4 1,912,000.00 1,~~911~~909,~~095~~262.4188 ~~459~~461.1020 0.00 0.00 0.00 B-5 1,594,000.00 1,~~593~~591,~~245~~718.8611 ~~382~~384.7450 0.00 0.00 0.00 B-6 1,594,047.60 1,~~593~~591,~~293~~765.4464 ~~382~~384.7551 0.00 0.00 0.00 Totals 637,413,147.60 ~~626~~588,~~330~~101,~~277~~417.2341 ~~149~~141,~~707~~056.8637 67,~~194~~694,~~309~~764.7997 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-R 0.00 0.00 0.00000000 0.00 1-A-1 ~~677~~451,~~942~~503.0706 2926,~~848~~645,~~711~~416.9076 0.~~89279191~~79697953 ~~677~~451,~~942~~503.0706 1-A-2 2919,~~483~~635.6885 1,~~298~~158,~~119~~808.4424 0.~~89279191~~79697953 2919,~~483~~635.6885 2-A-1 1,~~738~~647,~~450~~094.9507 ~~109~~101,~~126~~686,~~482~~290.1798 0.~~96572108~~89987868 1,~~738~~647,~~450~~094.9507 2-A-2 32,~~094~~931,~~581~~958.1463 ~~194~~181,~~253~~009,~~829~~696.7584 0.~~96572108~~89987868 32,~~094~~931,~~581~~958.1463 2-A-3 ~~140~~133,~~676~~283.0744 8,~~830~~228,~~553~~490.5766 0.~~96572108~~89987868 ~~140~~133,~~676~~283.0744 2-A-4 ~~216~~204,~~244~~881.8401 1312,~~574~~648,~~175~~694.5274 0.~~96572108~~89987868 ~~216~~204,~~244~~881.8401 3-A-1 5483,~~918~~155.5926 7167,~~051~~210,~~632~~379.7049 0.~~98608867~~93277791 5483,~~918~~155.5926 3-A-2 47,~~993~~560.0830 6,~~459~~110,~~866~~628.8509 0.~~98608867~~93277791 47,~~993~~560.0830 4-A-1 ~~364~~2,~~747~~252,663.2767 ~~153~~143,~~394~~857,~~147~~525.2605 0.~~99372354~~93194305 ~~364~~2,~~747~~252,663.2767 4-A-2 1597,~~857~~935.55 6,~~668~~254,~~878~~269.7081 0.~~99372354~~93194305 1597,~~857~~935.55 B-1 2,~~984~~998.8654 12,~~422~~410,~~133~~205.89 0.~~99928677~~99832724 2,~~984~~998.8654 B-2 1,~~071~~076.1506 4,~~457~~453,~~818~~537.3081 0.~~99928677~~99832724 1,~~071~~076.1506 B-3 ~~841~~845.8470 3,~~503~~500,~~499~~135.4330 0.~~99928677~~99832724 ~~841~~845.8470 B-4 ~~459~~461.1020 1,~~910~~908,~~636~~801.3168 0.~~99928677~~99832724 ~~459~~461.1020 B-5 ~~382~~384.7450 1,~~592~~591,~~863~~333.1262 0.~~99928678~~99832724 ~~382~~384.7450 B-6 ~~382~~384.7551 1,~~592~~591,~~910~~381.6814 0.~~99928677~~99832724 ~~382~~384.7551 Totals 67,~~344~~835,~~017~~821.6835 ~~619~~580,~~986~~265,~~259~~596.5910 0.~~97265998~~91034457 67,~~344~~835,~~017~~821.6835

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-1 33,433,000.00 ~~913~~810.~~06954117~~48424670 0.~~35223821~~22536267 1913.~~92539377~~27935004 0.00000000 1-A-2 1,454,000.00 ~~913~~810.~~06953920~~48424347 0.~~35223521~~22536451 1913.~~92539202~~27934663 0.00000000 2-A-1 113,000,000.00 ~~981~~914.~~10560274~~45473496 0.~~30080566~~29309726 1514.~~08371593~~28295646 0.00000000 2-A-2 201,149,000.00 ~~981~~914.~~10560276~~45473490 0.~~30080567~~29309731 1514.~~08371595~~28295642 0.00000000 2-A-3 9,144,000.00 ~~981~~914.~~10560258~~45473535 0.~~30080599~~29309711 1514.~~08371610~~28295604 0.00000000 2-A-4 14,056,000.00 ~~981~~914.~~10560259~~45473463 0.~~30080535~~29309761 1514.~~08371585~~28295674 0.00000000 3-A-1 72,054,000.00 ~~986~~933.~~85085200~~93197810 0.~~25287201~~24389916 0.~~50931468~~91016946 0.00000000 3-A-2 6,551,000.00 ~~986~~933.~~85085178~~93197832 0.~~25287132~~24389864 0.~~50931461~~91016944 0.00000000 4-A-1 154,363,000.00 ~~996~~946.~~08646191~~53633785 0.~~06173189~~05584926 214.~~30118707~~53743838 0.00000000 4-A-2 6,711,000.00 ~~996~~946.~~08646252~~53633736 0.~~06173149~~05584861 214.~~30118760~~53743853 0.00000000 B-1 12,431,000.00 ~~999~~998.~~52688842~~56845226 0.~~24011423~~24121471 0.00000000 0.00000000 B-2 4,461,000.00 ~~999~~998.~~52688859~~56845102 0.~~24011432~~24121497 0.00000000 0.00000000 B-3 3,506,000.00 ~~999~~998.~~52688819~~56845123 0.~~24011409~~24121506 0.00000000 0.00000000 B-4 1,912,000.00 ~~999~~998.~~52688808~~56845188 0.~~24011506~~24121339 0.00000000 0.00000000 B-5 1,594,000.00 ~~999~~998.~~52688833~~56845044 0.~~24011292~~24121706 0.00000000 0.00000000 B-6 1,594,047.60 ~~999~~998.~~52688991~~56844927 0.~~24011203~~24121613 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-1 0.00000000 2013.~~27763198~~50471271 ~~892~~796.~~79190919~~97953399 0.~~89279191~~79697953 2013.~~27763198~~50471271 1-A-2 0.00000000 2013.~~27763411~~50471114 ~~892~~796.~~79191197~~97953232 0.~~89279191~~79697953 2013.~~27763411~~50471114 2-A-1 0.00000000 1514.~~38452168~~57605372 ~~965~~899.~~72108115~~87868124 0.~~96572108~~89987868 1514.~~38452168~~57605372 2-A-2 0.00000000 1514.~~38452162~~57605372 ~~965~~899.~~72108114~~87868118 0.~~96572108~~89987868 1514.~~38452162~~57605372 2-A-3 0.00000000 1514.~~38452209~~57605424 ~~965~~899.~~72108158~~87868110 0.~~96572108~~89987868 1514.~~38452209~~57605424 2-A-4 0.00000000 1514.~~38452191~~57605364 ~~965~~899.~~72108139~~87868099 0.~~96572108~~89987868 1514.~~38452191~~57605364 3-A-1 0.00000000 01.~~76218655~~15406862 ~~986~~932.~~08866545~~77790948 0.~~98608867~~93277791 01.~~76218655~~15406862 3-A-2 0.00000000 01.~~76218593~~15406808 ~~986~~932.~~08866585~~77791024 0.~~98608867~~93277791 01.~~76218593~~15406808 4-A-1 0.00000000 214.~~36291903~~59328770 ~~993~~931.~~72354295~~94305015 0.~~99372354~~93194305 214.~~36291903~~59328770 4-A-2 0.00000000 214.~~36291909~~59328714 ~~993~~931.~~72354344~~94305022 0.~~99372354~~93194305 214.~~36291909~~59328714 B-1 0.00000000 0.~~24011423~~24121471 ~~999~~998.~~28677419~~32723755 0.~~99928677~~99832724 0.~~24011423~~24121471 B-2 0.00000000 0.~~24011432~~24121497 ~~999~~998.~~28677427~~32723829 0.~~99928677~~99832724 0.~~24011432~~24121497 B-3 0.00000000 0.~~24011409~~24121506 ~~999~~998.~~28677410~~32723902 0.~~99928677~~99832724 0.~~24011409~~24121506 B-4 0.00000000 0.~~24011506~~24121339 ~~999~~998.~~28677301~~32723849 0.~~99928677~~99832724 0.~~24011506~~24121339 B-5 0.00000000 0.~~24011292~~24121706 ~~999~~998.~~28677541~~32723965 0.~~99928678~~99832724 0.~~24011292~~24121706 B-6 0.00000000 0.~~24011203~~24121613 ~~999~~998.~~28677161~~32723941 0.~~99928677~~99832724 0.~~24011203~~24121613 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A-R N/A N/A 5.~~91475~~88473% 0.00 0.00 0.00 1-A-1 0711/01/06 - 0711/30/06 30 5.~~91338~~88849% 3027,~~526~~096,~~653~~919.9782 ~~150~~132,~~429~~966.8571 0.00 1-A-2 0711/01/06 - 0711/30/06 30 5.~~91338~~88849% 1,~~327~~178,~~603~~444.1109 65,~~542~~782.1972 0.00 2-A-1 0711/01/06 - 0711/30/06 30 5.~~88744~~86750% ~~110~~103,~~864~~333,~~933~~385.1105 ~~543~~505,~~925~~257.3314 0.00 2-A-2 0711/01/06 - 0711/30/06 30 5.~~88744~~86750% ~~197~~183,~~348~~941,~~410~~655.8947 ~~968~~899,~~230~~397.4295 0.00 2-A-3 0711/01/06 - 0711/30/06 30 5.~~88744~~86750% 8,~~971~~361,~~229~~774.6310 4440,~~014~~885.6359 0.00 2-A-4 0711/01/06 - 0711/30/06 30 5.~~88744~~86750% 1312,~~790~~853,~~420~~575.3575 6762,~~658~~848.5462 0.00 3-A-1 0711/01/06 - 0711/30/06 30 5.~~98280~~97137% 7167,~~106~~293,~~551~~534.2975 ~~354~~334,~~513~~861.4491 0.00 3-A-2 0711/01/06 - 0711/30/06 30 5.~~98280~~97137% 6,~~464~~118,~~859~~188.9339 3230,~~231~~444.6395 0.00 4-A-1 0711/01/06 - 0711/30/06 30 6.~~03111~~01615% ~~153~~146,~~758~~110,~~894~~188.5272 ~~772~~732,~~781~~516.1794 0.00 4-A-2 0711/01/06 - 0711/30/06 30 6.~~03111~~01615% 6,~~684~~352,~~736~~205.2536 3331,~~597~~846.0050 0.00 B-1 0711/01/06 - 0711/30/06 30 5.~~93900~~92121% 12,~~425~~413,~~118~~204.7543 61,~~493~~250.9896 0.00 B-2 0711/01/06 - 0711/30/06 30 5.~~93900~~92121% 4,~~458~~454,~~889~~613.4586 2221,~~067~~980.7958 0.00 B-3 0711/01/06 - 0711/30/06 30 5.~~93900~~92121% 3,~~504~~500,~~341~~980.2799 17,~~343~~275.5703 0.00 B-4 0711/01/06 - 0711/30/06 30 5.~~93900~~92121% 1,~~911~~909,~~095~~262.4188 9,~~458~~420.3395 0.00 B-5 0711/01/06 - 0711/30/06 30 5.~~93900~~92121% 1,~~593~~591,~~245~~718.8611 7,~~885~~854.2408 0.00 B-6 0711/01/06 - 0711/30/06 30 5.~~93900~~92121% 1,~~593~~591,~~293~~765.4464 7,~~885~~854.4731 0.00 Totals 32,~~100~~902,~~058~~444.5894 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-R 0.00 0.00 0.00 0.00 0.00 1-A-1 0.00 0.00 ~~150~~132,~~429~~966.8571 0.00 2926,~~848~~645,~~711~~416.9076 1-A-2 0.00 0.00 65,~~542~~782.1972 0.00 1,~~298~~158,~~119~~808.4424 2-A-1 0.00 0.00 ~~543~~505,~~925~~257.3314 0.00 ~~109~~101,~~126~~686,~~482~~290.1798 2-A-2 0.00 0.00 ~~968~~899,~~230~~397.4295 0.00 ~~194~~181,~~253~~009,~~829~~696.7584 2-A-3 0.00 0.00 4440,~~014~~885.6359 0.00 8,~~830~~228,~~553~~490.5766 2-A-4 0.00 0.00 6762,~~658~~848.5462 0.00 1312,~~574~~648,~~175~~694.5274 3-A-1 0.00 0.00 ~~354~~334,~~513~~861.4491 0.00 7167,~~051~~210,~~632~~379.7049 3-A-2 0.00 0.00 3230,~~231~~444.6395 0.00 6,~~459~~110,~~866~~628.8509 4-A-1 0.00 0.00 ~~772~~732,~~781~~516.1794 0.00 ~~153~~143,~~394~~857,~~147~~525.2605 4-A-2 0.00 0.00 3331,~~597~~846.0050 0.00 6,~~668~~254,~~878~~269.7081 B-1 0.00 0.00 61,~~493~~250.9896 0.00 12,~~422~~410,~~133~~205.89 B-2 0.00 0.00 2221,~~067~~980.7958 0.00 4,~~457~~453,~~818~~537.3081 B-3 0.00 0.00 17,~~343~~275.5703 0.00 3,~~503~~500,~~499~~135.4330 B-4 0.00 0.00 9,~~458~~420.3395 0.00 1,~~910~~908,~~636~~801.3168 B-5 0.00 0.00 7,~~885~~854.2408 0.00 1,~~592~~591,~~863~~333.1262 B-6 0.00 0.00 7,~~885~~854.4731 0.00 1,~~592~~591,~~910~~381.6814 Totals 0.00 0.00 32,~~100~~902,~~058~~444.5894 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance 1-A-R 100.00 5.~~91475~~88473% 0.00000000 0.00000000 0.00000000 1-A-1 33,433,000.00 5.~~91338~~88849% ~~913~~810.~~06954117~~48424670 43.~~49944217~~97710974 0.00000000 1-A-2 1,454,000.00 5.~~91338~~88849% ~~913~~810.~~06953920~~48424347 43.~~49944292~~97711142 0.00000000 2-A-1 113,000,000.00 5.~~88744~~86750% ~~981~~914.~~10560274~~45473496 4.~~81349850~~47130212 0.00000000 2-A-2 201,149,000.00 5.~~88744~~86750% ~~981~~914.~~10560276~~45473490 4.~~81349855~~47130212 0.00000000 2-A-3 9,144,000.00 5.~~88744~~86750% ~~981~~914.~~10560258~~45473535 4.~~81349847~~47130249 0.00000000 2-A-4 14,056,000.00 5.~~88744~~86750% ~~981~~914.~~10560259~~45473463 4.~~81349886~~47130194 0.00000000 3-A-1 72,054,000.00 5.~~98280~~97137% ~~986~~933.~~85085200~~93197810 4.~~92010770~~64737433 0.00000000 3-A-2 6,551,000.00 5.~~98280~~97137% ~~986~~933.~~85085178~~93197832 4.~~92010838~~64737445 0.00000000 4-A-1 154,363,000.00 6.~~03111~~01615% ~~996~~946.~~08646191~~53633785 54.~~00625908~~74541788 0.00000000 4-A-2 6,711,000.00 6.~~03111~~01615% ~~996~~946.~~08646252~~53633736 54.~~00625838~~74541797 0.00000000 B-1 12,431,000.00 5.~~93900~~92121% ~~999~~998.~~52688842~~56845226 4.~~94682487~~92727536 0.00000000 B-2 4,461,000.00 5.~~93900~~92121% ~~999~~998.~~52688859~~56845102 4.~~94682582~~92727640 0.00000000 B-3 3,506,000.00 5.~~93900~~92121% ~~999~~998.~~52688819~~56845123 4.~~94682544~~92727610 0.00000000 B-4 1,912,000.00 5.~~93900~~92121% ~~999~~998.~~52688808~~56845188 4.~~94682531~~92727510 0.00000000 B-5 1,594,000.00 5.~~93900~~92121% ~~999~~998.~~52688833~~56845044 4.~~94682560~~92727729 0.00000000 B-6 1,594,047.60 5.~~93900~~92121% ~~999~~998.~~52688991~~56844927 4.~~94682217~~92727444 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-1 0.00000000 0.00000000 43.~~49944217~~97710974 0.00000000 ~~892~~796.~~79190919~~97953399 1-A-2 0.00000000 0.00000000 43.~~49944292~~97711142 0.00000000 ~~892~~796.~~79191197~~97953232 2-A-1 0.00000000 0.00000000 4.~~81349850~~47130212 0.00000000 ~~965~~899.~~72108115~~87868124 2-A-2 0.00000000 0.00000000 4.~~81349855~~47130212 0.00000000 ~~965~~899.~~72108114~~87868118 2-A-3 0.00000000 0.00000000 4.~~81349847~~47130249 0.00000000 ~~965~~899.~~72108158~~87868110 2-A-4 0.00000000 0.00000000 4.~~81349886~~47130194 0.00000000 ~~965~~899.~~72108139~~87868099 3-A-1 0.00000000 0.00000000 4.~~92010770~~64737433 0.00000000 ~~986~~932.~~08866545~~77790948 3-A-2 0.00000000 0.00000000 4.~~92010838~~64737445 0.00000000 ~~986~~932.~~08866585~~77791024 4-A-1 0.00000000 0.00000000 54.~~00625908~~74541788 0.00000000 ~~993~~931.~~72354295~~94305015 4-A-2 0.00000000 0.00000000 54.~~00625838~~74541797 0.00000000 ~~993~~931.~~72354344~~94305022 B-1 0.00000000 0.00000000 4.~~94682487~~92727536 0.00000000 ~~999~~998.~~28677419~~32723755 B-2 0.00000000 0.00000000 4.~~94682582~~92727640 0.00000000 ~~999~~998.~~28677427~~32723829 B-3 0.00000000 0.00000000 4.~~94682544~~92727610 0.00000000 ~~999~~998.~~28677410~~32723902 B-4 0.00000000 0.00000000 4.~~94682531~~92727510 0.00000000 ~~999~~998.~~28677301~~32723849 B-5 0.00000000 0.00000000 4.~~94682560~~92727729 0.00000000 ~~999~~998.~~28677541~~32723965 B-6 0.00000000 0.00000000 4.~~94682217~~92727444 0.00000000 ~~999~~998.~~28677161~~32723941 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

~~CERTIFICATEHOLDER~~Certificateholder ~~ACCOUNT~~Account ~~STATEMENT~~Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 910,~~592~~856,~~218~~296.7850 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 2623,~~819~~985.4439 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Total Deposits 910,~~619~~880,~~038~~281.2289 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 3915,~~702~~172.1678 Total Administration Fees ~~135~~126,~~259~~842.8082 Payment of Interest and Principal 910,~~444~~738,~~076~~266.2629 Total Withdrawals (Pool Distribution Amount) 910,~~619~~880,~~038~~281.2289 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~133~~125,~~954~~617.9461 Trustee Fee - Wells Fargo Bank, N.A. 1,~~304~~225.8621 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~135~~126,~~259~~842.8082 *Servicer Payees include: BANK OF AMERICA, ~~(NY)~~N.A.

~~COLLATERAL~~Collateral ~~STATEMENT~~Statement Group Group One Group Two Collateral Description Mixed ARM Mixed ARM Weighted Average ~~Gross~~ Coupon Rate 6.~~198618%~~265994 6.119999 Weighted Average Net ~~Coupon~~Rate 5.~~941971%~~890994 5.869999 Weighted Average Pass-Through Rate 5.~~939470%~~888494 5.867499 Weighted Average Remaining Term ~~357~~352 ~~Beginning~~353 ~~Scheduled~~Principal ~~Collateral~~And ~~Loan~~Interest ~~Count~~Constant 163,486.02 1,~~014~~748,231.13 ~~Number~~Beginning OfLoan Count 50 550 Loans Paid Inin Full 81 9 Ending ~~Scheduled Collateral~~ Loan Count ~~1,006~~49 541 Beginning Scheduled ~~Collateral~~ Balance ~~626~~29,~~330~~726,~~277~~238.2405 322,521,215.12 Ending Scheduled ~~Collateral~~ Balance ~~619~~29,~~986~~254,~~259~~695.5771 ~~Ending~~317,599,500.87 Actual Ending Collateral Balance at29,262,157.97 ~~31-Jul-2006~~317,684,526.61 ~~620~~Scheduled Principal 8,265.66 103,~~955~~373.0018 ~~Monthly~~Unscheduled ~~P&I~~Principal ~~Constant~~463,276.68 34,~~385~~818,~~026~~341.1807 ~~Special~~Scheduled Interest 155,220.36 1,644,857.95 Servicing ~~Fee~~Fees 9,289.45 67,191.92 Master Servicing Fees 0.00 ~~Prepayment~~0.00 ~~Penalty~~Trustee ~~Waived~~Fee 61.93 671.92 FRY Amount 0.00 ~~Prepayment~~0.00 ~~Penalty~~Special ~~Waived~~Hazard ~~Count~~Fee 0.00 ~~Prepayment~~0.00 ~~Penalty~~Other ~~Paid~~Fee ~~Amount~~0.00 0.00 ~~Prepayment~~Pool ~~Penalty~~Insurance ~~Paid~~Fee ~~Count~~0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 145,868.98 1,576,994.11 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 ~~Scheduled~~0.00 ~~Principal~~Percentage ~~149,707~~of Cumulative Losses 0.880000 ~~Unscheduled~~0.0000 ~~Principal~~Prepayment ~~6,194,309~~Penalty Waived Amount 0.7900 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

~~Group Level~~ Collateral Statement Group Group ~~One~~Three Group ~~Two~~Four Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~290885~~223866 6.~~139937~~268647 Weighted Average Net Rate 5.~~915885~~973866 56.~~889937~~018647 Weighted Average Pass-Through Rate 5.~~913385~~971366 56.~~887437~~016147 Weighted Average Remaining Term ~~356~~353 ~~357~~353 ~~Record Date 07/31/2006 07/31/2006~~ Principal And Interest Constant ~~187~~417,~~457~~742.4903 1840,~~871,135~~884.4290 Beginning Loan Count 57121 ~~577~~246 Loans Paid in Full 20 65 Ending Loan Count 55121 ~~571~~241 Beginning Scheduled Balance 3376,~~306~~682,~~959~~162.7085 ~~345~~159,~~023~~171,~~392~~801.0941 Ending Scheduled Balance 3276,~~598~~590,~~973~~593.5420 ~~339~~156,~~829~~820,~~131~~806.8831 Actual Ending Collateral Balance 76,607,190.85 156,828,363.79 Scheduled Principal 1220,~~848~~025.9578 ~~105~~9,~~783~~391.7275 Unscheduled Principal ~~695~~71,~~137~~543.2187 52,~~088~~341,~~476~~603.4935 Scheduled Interest ~~174~~397,~~608~~716.5425 1831,~~765,351~~493.7015 Servicing Fees 1015,~~408~~975.4245 7133,~~879~~160.8779 Master Servicing Fees 0.00 0.00 Trustee Fee 69159.3975 ~~718~~331.8061 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~164~~381,~~130~~581.7305 1798,~~692,753~~000.0375 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

~~Group Level~~ Collateral Statement Group ~~Group~~Total ~~Three Group Four~~ Collateral Description Mixed ARM ~~Mixed ARM~~ Weighted Average Coupon Rate 6.~~235298~~181154 ~~6.283614~~ Weighted Average Net Rate 5.~~985298~~924835 ~~6.033614~~Weighted Average Pass-Through Rate 5.~~982798~~922335 ~~6.031114~~ Weighted Average Remaining Term ~~357~~353 ~~357 Record Date 07/31/2006 07/31/2006~~ Principal And Interest Constant ~~440~~3,~~794.35 885~~170,~~638~~344.9208 Beginning Loan Count ~~126~~967 ~~254~~ Loans Paid in Full 015 0 Ending Loan Count ~~126~~952 ~~254~~ Beginning Scheduled Balance 80588,~~845~~101,~~242~~417.1543 ~~167,154,683.30~~ Ending Scheduled Balance 80580,~~784~~265,~~491~~596.5809 ~~166~~Actual Ending Collateral Balance 580,~~773~~382,~~662~~239.5722 Scheduled Principal 20141,~~715~~056.8937 ~~10,359.32~~ Unscheduled Principal 407,~~034.68 370~~694,~~661~~764.4197 Scheduled Interest ~~420~~3,~~078.46 875~~029,~~279~~287.6071 Servicing Fees 16125,~~842~~617.7661 ~~34,823.89~~ Master Servicing Fees 0.00 ~~0.00~~ Trustee Fee ~~168~~1,225.4321 ~~348.24~~ FRY Amount 0.00 ~~0.00~~ Special Hazard Fee 0.00 ~~0.00~~ Other Fee 0.00 ~~0.00~~ Pool Insurance Fee 0.00 ~~0.00~~ Spread 1 0.00 ~~0.00~~ Spread 2 0.00 ~~0.00~~ Spread 3 0.00 ~~0.00~~ Net Interest ~~403~~2,~~067.27 840~~902,~~107~~444.4789 Realized Loss Amount 0.00 ~~0.00~~ Cumulative Realized Loss 0.00 ~~0.00~~ Percentage of Cumulative Losses 0.0000 ~~0.0000~~ Prepayment Penalty Waived Amount 0.00 ~~0.00~~ Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 ~~0.00~~ Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 ~~0.00~~

~~Group~~Additional ~~Level~~Reporting ~~Collateral~~- ~~Statement~~Deal ~~Group~~Level ~~Total~~Miscellaneous ~~Collateral~~Reporting ~~Description~~Aggregate ~~Mixed~~Senior ~~ARM~~Percentage ~~Weighted Average Coupon Rate 6~~95.~~198618~~670552% ~~Weighted~~Aggregate ~~Average~~Subordinate ~~Net~~Percentage ~~Rate 5~~4.~~941971~~329448% ~~Pass-Through~~Trigger ~~Rate~~Event ~~5.939470~~Reporting ~~Weighted~~Shifting ~~Average~~Interest ~~Remaining~~Delinquency ~~Term~~Test ~~357~~Trigger ~~Record~~Result ~~Date~~Pass ~~07/31/2006~~Threshold ~~Principal~~Value ~~And Interest Constant 3,385,026~~50.18000000% ~~Beginning~~Calculated ~~Loan~~Value ~~Count~~ 1~~,014 Loans Paid in Full 8 Ending Loan Count 1,006 Beginning Scheduled Balance 626,330,277~~.24949469% ~~Ending~~Shifting ~~Scheduled Balance 619,986,259.57 Scheduled Principal 149,707.88 Unscheduled Principal 6,194,309.79 Scheduled~~ Interest ~~3,235,318.30~~Cumulative ~~Servicing~~Losses ~~Fees~~Test ~~133,954.94~~Trigger ~~Master~~Result ~~Servicing~~Pass ~~Fees~~Threshold ~~0.00~~Value ~~Trustee Fee 1,304~~20.86000000% ~~FRY~~Calculated ~~Amount~~Value 0.00000000% ~~Special~~Senior ~~Hazard~~Step ~~Fee~~Down ~~0.00~~Test ~~Other~~Trigger ~~Fee~~Result ~~0.00~~Pass ~~Pool~~60 ~~Insurance~~Day ~~Fee~~Delinquency ~~0.00~~Senior ~~Spread~~Step 1Down ~~0.00~~Condition ~~Spread~~Trigger 2Result ~~0.00~~Pass ~~Spread~~Threshold 3Value ~~0.00 Net Interest 3,100,058.~~50 ~~Realized Loss Amount 0~~.00000000% ~~Cumulative~~Calculated ~~Realized~~Value ~~Loss 0~~1.00949469% ~~Percentage of~~ Cumulative Losses ~~0.0000~~Senior ~~Prepayment~~Step ~~Penalty~~Down ~~Waived~~Condition ~~Amount~~Trigger ~~0.00~~Result ~~Prepayment~~Pass ~~Penalty~~Threshold ~~Waived~~Value ~~Count~~20.000000% 0Calculated ~~Prepayment~~Value ~~Penalty Paid Amount~~ 0.00000000% ~~Prepayment~~Two ~~Penalty~~Times ~~Paid~~Test ~~Count~~Trigger 0Result ~~Special Servicing Fee 0.00~~Pass

Additional Reporting - ~~Deal~~Group Level Miscellaneous Reporting ~~Aggregate~~Group One Pool Distribution Amount 0.00 CPR% 17.183490% Loan Recovery Amount 0.00 Senior Percentage 95.~~930904~~119214% ~~Aggregate~~Senior ~~Subordinate~~Prepayment Percentage 4100.~~069096~~000000% ~~Trigger~~Subordinate ~~Event~~Percentage ~~Reporting~~4.880786% ~~Shifting~~Subordinate ~~Interest~~Prepayment ~~Delinquency~~Percentage ~~Test~~0.000000% ~~Trigger~~Group ~~Result~~Two ~~Pass~~Pool ~~Threshold~~Distribution ~~Value~~Amount 500.~~000000~~00 CPR% ~~Calculated Value 1~~16.~~307908~~530284% ~~Shifting~~Loan ~~Interest~~Recovery ~~Cumulative~~Amount ~~Losses~~0.00 ~~Test~~Senior ~~Trigger~~Percentage ~~Result~~95.649643% ~~Pass~~Senior ~~Threshold~~Prepayment ~~Value~~Percentage 20100.000000% ~~Calculated~~Subordinate ~~Value~~Percentage 4.350357% Subordinate Prepayment Percentage 0.000000% ~~Senior~~Group ~~Step~~Three ~~Down~~Pool ~~Test~~Distribution ~~Trigger~~Amount ~~Result~~0.00 ~~Pass~~CPR% 601.114153% ~~Day~~Loan ~~Delinquency~~Recovery ~~Senior~~Amount ~~Step~~0.00 ~~Down~~Senior ~~Condition~~Percentage ~~Trigger~~95.735072% ~~Result~~Senior ~~Pass~~Prepayment ~~Threshold~~Percentage ~~Value 50~~100.000000% ~~Calculated~~Subordinate ~~Value~~Percentage 14.~~307908~~264928% ~~Cumulative~~Subordinate ~~Losses~~Prepayment ~~Senior~~Percentage ~~Step~~0.000000% ~~Down~~Group ~~Condition~~Four ~~Trigger~~Pool ~~Result~~Distribution ~~Pass~~Amount ~~Threshold~~0.00 ~~Value~~CPR% 2016.~~000000~~293704% ~~Calculated~~Loan ~~Value~~Recovery Amount 0.00 Senior Percentage 95.784802% Senior Prepayment Percentage 100.000000% ~~Two~~Subordinate ~~Times~~Percentage ~~Test~~4.215198% ~~Trigger~~Subordinate ~~Result~~Prepayment ~~Pass~~Percentage 0.000000%

~~Additional~~Delinquency ~~Reporting~~Status 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 ~~Group~~Days ~~Level~~0 ~~Miscellaneous~~0 ~~Reporting~~0 ~~Group~~0 ~~One~~0.00 ~~Pool~~0.00 ~~Distribution~~0.00 ~~Amount~~0.00 ~~872~~30 Days 9 0 0 0 9 4,~~116~~513,882.8693 ~~CPR%~~0.00 220.~~368484%~~00 ~~Loan~~0.00 ~~Recovery~~4,513,882.93 ~~Amount~~60 Days 1 0 0 0 1 145,610.03 0.00 ~~Senior~~0.00 ~~Percentage~~0.00 95145,610.~~638442%~~03 ~~Senior~~90 ~~Prepayment~~Days ~~Percentage~~0 ~~100~~0 0 0 0 0.~~000000%~~00 ~~Subordinate~~0.00 ~~Percentage~~0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 0 0 0 10 4,659,492.~~361558~~96 0.00 0.00 0.00 4,659,492.96 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% ~~Subordinate~~0.000000% ~~Prepayment~~0.000000% ~~Percentage~~0.000000% 0.000000% ~~Group~~0.000000% ~~Two~~0.000000% ~~Pool~~0.000000% ~~Distribution~~30 ~~Amount~~Days ~~6,887,013~~0.35945378% ~~CPR~~0.000000% 160.~~335180~~000000% ~~Loan~~0.000000% ~~Recovery~~0.945378% ~~Amount~~0.777743% 0.00000000% ~~Senior~~0.000000% ~~Percentage~~0.000000% 950.~~928277~~777743% ~~Senior~~60 ~~Prepayment~~Days ~~Percentage~~0.105042% ~~100~~0.000000% ~~Subordinate~~0.000000% ~~Percentage~~0.000000% 40.~~071723~~105042% ~~Subordinate~~0.025089% ~~Prepayment~~0.000000% ~~Percentage~~0.000000% 0.000000% ~~Group~~0.025089% ~~Three~~90 ~~Pool~~Days ~~Distribution~~0.000000% ~~Amount~~0.000000% ~~463,817~~0.86000000% ~~CPR~~0.000000% 0.~~592777~~000000% ~~Loan~~0.000000% ~~Recovery~~0.000000% ~~Amount~~0.000000% 0.00000000% ~~Senior~~0.000000% ~~Percentage~~120 95Days 0.~~950497~~000000% ~~Senior~~0.000000% ~~Prepayment~~0.000000% ~~Percentage~~0.000000% ~~100~~0.000000% ~~Subordinate~~0.000000% ~~Percentage~~0.000000% 40.~~049503~~000000% ~~Subordinate~~0.000000% ~~Prepayment~~0.000000% ~~Percentage~~150 Days 0.000000% ~~Group~~0.000000% ~~Four~~0.000000% ~~Pool~~0.000000% ~~Distribution~~0.000000% ~~Amount~~0.000000% ~~1,221,128~~0.17000000% ~~CPR~~0.000000% 20.~~628917~~000000% ~~Loan~~0.000000% ~~Recovery~~180+ ~~Amount~~Days 0.00000000% ~~Senior~~0.000000% ~~Percentage~~0.000000% 950.~~985125~~000000% ~~Senior~~0.000000% ~~Prepayment~~0.000000% ~~Percentage~~0.000000% ~~100~~0.000000% ~~Subordinate~~0.000000% ~~Percentage~~0.000000% 4Totals 1.~~014875~~050420% ~~Subordinate~~0.000000% ~~Prepayment~~0.000000% ~~Percentage~~0.000000% 1.050420% 0.802832% 0.000000% 0.000000% 0.000000% 0.802832%

~~LOAN~~Current ~~STATUS~~Period ~~STRATIFICATION/CREDIT~~Class ~~ENHANCEMENT~~A ~~STATEMENT~~Insufficient ~~DELINQUENT~~Funds ~~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~~Principal ~~0.00~~Balance ~~0.00~~of 30Contaminated ~~Days~~Properties 10 0 ~~0 0 10 5,105,126~~.~~11 0.~~00 ~~0.00~~Periodic ~~0.00~~Advance 523,~~105,126~~985.11 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 0 0 0 10 5,105,126.11 0.00 0.00 0.00 5,105,126.11 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.994036% 0.000000% 0.000000% 0.000000% 0.994036% 0.823269% 0.000000% 0.000000% 0.000000% 0.823269% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.994036% 0.000000% 0.000000% 0.000000% 0.994036% 0.823269% 0.000000% 0.000000% 0.000000% 0.823269%39

~~Current~~Delinquency ~~Period~~Status ~~Class~~By AGroup ~~Insufficient~~DELINQUENT ~~Funds~~BANKRUPTCY FORECLOSURE REO Total Group One No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 ~~Principal~~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% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group Two No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 8 0 0 0 8 4,073,882.93 0.00 0.00 0.00 4,073,882.93 60 Days 1 0 0 0 1 145,610.03 0.00 0.00 0.00 145,610.03 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 9 0 0 0 9 4,219,492.96 0.00 0.00 0.00 4,219,492.96 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.478743% 0.000000% 0.000000% 0.000000% 1.478743% 1.282367% 0.000000% 0.000000% 0.000000% 1.282367% 60 Days 0.184843% 0.000000% 0.000000% 0.000000% 0.184843% 0.045835% 0.000000% 0.000000% 0.000000% 0.045835% 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 1.663586% 0.000000% 0.000000% 0.000000% 1.663586% 1.328202% 0.000000% 0.000000% 0.000000% 1.328202% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group Three No. of ~~Contaminated~~Loans ~~Properties~~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 ~~Periodic~~0.00 ~~Advance~~0.00 260.00 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% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group Four No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 440,~~819~~000.4400 0.00 0.00 0.00 440,000.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 440,000.00 0.00 0.00 0.00 440,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.414938% 0.000000% 0.000000% 0.000000% 0.414938% 0.280561% 0.000000% 0.000000% 0.000000% 0.280561% 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 0.414938% 0.000000% 0.000000% 0.000000% 0.414938% 0.280561% 0.000000% 0.000000% 0.000000% 0.280561%

~~Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE~~ REO ~~Total~~Detail ~~Group~~- ~~One~~All ~~No.~~Mortgage of Loans ~~No.~~in ofREO ~~Loans~~during ~~No.~~Current ofPeriod ~~Loans~~Summary ~~No.~~- ~~of Loans~~ No. ofREO ~~Loans~~Information ~~Actual~~to ~~Balance~~report ~~Actual~~this ~~Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0~~period.00 ~~0.00~~Group ~~0.00~~One 0.00 30 Days 1 0 0 0 1 534,200.00 0.00 0.00 0.00 534,200.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 534,200.00 0.00 0.00 0.00 534,200.00 0-29 ~~Days~~No ~~0.000000%~~REO ~~0.000000%~~Information ~~0.000000%~~to ~~0.000000%~~report ~~0.000000%~~this 0period.~~000000%~~ 0.000000% 0.000000% 30 Days 1.818182% 0.000000% 0.000000% 0.000000% 1.818182% 1.638303% 0.000000% 0.000000% 0.000000% 1.638303% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.818182% 0.000000% 0.000000% 0.000000% 1.818182% 1.638303% 0.000000% 0.000000% 0.000000% 1.638303% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group Two ~~No.~~- ~~of Loans~~ No. ofREO ~~Loans~~Information ~~No.~~to ofreport ~~Loans~~this Noperiod. 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 7 0 0 0 7 3,595,176.11 0.00 0.00 0.00 3,595,176.11 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 7 0 0 0 7 3,595,176.11 0.00 0.00 0.00 3,595,176.11 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.225919% 0.000000% 0.000000% 0.000000% 1.225919% 1.057675% 0.000000% 0.000000% 0.000000% 1.057675% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.225919% 0.000000% 0.000000% 0.000000% 1.225919% 1.057675% 0.000000% 0.000000% 0.000000% 1.057675% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group Three ~~No.~~- ~~of Loans~~ No. ofREO ~~Loans~~Information ~~No.~~to ofreport ~~Loans~~this Noperiod. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 483,750.00 0.00 0.00 0.00 483,750.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 483,750.00 0.00 0.00 0.00 483,750.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.793651% 0.000000% 0.000000% 0.000000% 0.793651% 0.598696% 0.000000% 0.000000% 0.000000% 0.598696% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.793651% 0.000000% 0.000000% 0.000000% 0.793651% 0.598696% 0.000000% 0.000000% 0.000000% 0.598696% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group Four ~~No.~~- ~~of Loans~~ No. ofREO ~~Loans~~Information ~~No.~~to ofreport ~~Loans~~this Noperiod. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 492,000.00 0.00 0.00 0.00 492,000.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 492,000.00 0.00 0.00 0.00 492,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.393701% 0.000000% 0.000000% 0.000000% 0.393701% 0.294993% 0.000000% 0.000000% 0.000000% 0.294993% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.393701% 0.000000% 0.000000% 0.000000% 0.393701% 0.294993% 0.000000% 0.000000% 0.000000% 0.294993%

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

~~Summary 12 Month~~ Foreclosure History*Detail ~~New~~- ~~Foreclosure~~All ~~Loans~~Mortgage ~~Month Foreclosure Percentage~~ Loans in Foreclosure 0during ~~Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000%~~ Current ~~Actual~~Period ~~Balance~~Summary ~~0.00 Nov~~-05 ~~0.000%~~No ~~Dec-05 0.000% Current~~ Foreclosure ~~Total~~Information ~~Jan-06~~to 0.000% Loans in Foreclosure 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group One ~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep~~-05 ~~0.000%~~No ~~Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current~~ Foreclosure ~~Total~~Information ~~Jan-06~~to 0.000% Loans in Foreclosure 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group Two ~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep~~-05 ~~0.000%~~No ~~Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current~~ Foreclosure ~~Total~~Information ~~Jan-06~~to 0.000% Loans in Foreclosure 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group Three ~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep~~-05 ~~0.000%~~No ~~Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current~~ Foreclosure ~~Total~~Information ~~Jan-06~~to 0.000% Loans in Foreclosure 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group Four ~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep~~-05 ~~0.000%~~No ~~Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current~~ Foreclosure ~~Total~~Information ~~Jan-06~~to 0.000% Loans in Foreclosure 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~

~~Summary 12 Month~~ Bankruptcy History*Detail ~~New~~- ~~Bankruptcy~~All ~~Loans~~Mortgage ~~Month Bankruptcy Percentage~~ Loans in Bankruptcy 0during ~~Sep-05 0.000% Original Principal Balance 0.00 Oct-05 0.000%~~ Current ~~Actual~~Period ~~Balance~~Summary ~~0.00 Nov~~-05 ~~0.000%~~No ~~Dec-05 0.000% Current~~ Bankruptcy ~~Total~~Information ~~Jan-06~~to 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group One ~~12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep~~-05 ~~0.000%~~No ~~Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current~~ Bankruptcy ~~Total~~Information ~~Jan-06~~to 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group Two ~~12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep~~-05 ~~0.000%~~No ~~Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current~~ Bankruptcy ~~Total~~Information ~~Jan-06~~to 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group Three ~~12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep~~-05 ~~0.000%~~No ~~Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current~~ Bankruptcy ~~Total~~Information ~~Jan-06~~to 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group Four ~~12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Sep~~-05 ~~0.000%~~No ~~Original Principal Balance 0.00 Oct-05 0.000% Current Actual Balance 0.00 Nov-05 0.000% Dec-05 0.000% Current~~ Bankruptcy ~~Total~~Information ~~Jan-06~~to 0.000% Loans in Bankruptcy 0 Feb-06 0.000% Original Principal Balance 0.00 Mar-06 0.000% Current Actual Balance 0.00 Apr-06 0.000% May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~monthly bond remittance report can be viewed online at www~~period.~~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. Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group One MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group Two MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group Three MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group Four MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group One 2 1 463,~~218,800~~200.00 ~~697~~463,~~439~~200.6300 0 0.00 0.00 Group Two 69 45,~~664~~161,~~386~~000.00 4,~~662~~781,~~030~~198.5896 0 0.00 0.00 Group Three 0 0.00 0.00 0 0.00 0.00 Group Four 05 03,557,000.00 02,272,159.0067 0 0.00 0.00 Total 815 59,~~883~~181,~~186~~200.00 57,~~359~~516,~~470~~558.2163 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group One 0 0.00 0.00 0 0.00 0.00 ~~29,118~~76.8268 Group Two 0 0.00 0.00 0 0.00 0.00 ~~427~~38,~~012~~898.2633 Group Three 0 0.00 0.00 0 0.00 0.00 4071,~~034~~543.6887 Group Four 0 0.00 0.00 0 0.00 0.00 ~~370~~69,~~661~~443.4168 Total 0 0.00 0.00 0 0.00 0.00 ~~866~~179,~~827~~962.1756

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group One ~~6452333237~~6159849097 CAUT 80.00 01-~~May~~Jun-2006 ~~668~~463,~~800~~200.00 ~~668~~463,~~800~~200.00 Group ~~One~~Two ~~6529862887~~6144999726 CANV 5161.5040 01-Jun-2006 ~~550~~439,000.00 (2439,~~781~~000.~~61)~~00 Group Two ~~6154434762~~6480698478 SCUT 8048.00 01-~~Apr~~May-2006 ~~128~~600,~~186~~000.00 ~~127~~595,~~490~~021.4247 Group Two ~~6275087804~~6499073473 CANJ 80.00 01-~~May~~Jun-2006 2568,~~472~~000.00 200,000.00 2Group Two 6519076381 CA 63.95 01-May-2006 800,~~472~~000.00 794,103.39 Group Two 6595344323 WA 79.79 01-Jun-2006 750,000.00 750,000.00 Group Two ~~6313861137~~6711812054 FL 80.00 01-~~Apr~~Jun-2006 ~~487~~428,~~200~~000.00 ~~484~~425,~~973~~439.8127 Group Two ~~6618210717~~6808595133 UTMD 8076.0092 01-~~Jun~~May-2006 ~~492~~500,000.00 ~~492~~499,883.37 Group Two 6937475728 CA 74.63 01-May-2006 500,000.00 499,995.24 Group Two ~~6652407849~~6979825111 UTNH 80.00 01-~~Jun~~May-2006 ~~460~~576,000.00 ~~460~~576,000.00 Group ~~Two~~Four ~~6898280265~~6164205319 NV 5680.8200 01-May-2006 488,000.00 488,000.00 Group Four 6205076919 CA 79.96 01-May-2006 480,000.00 479,160.04 Group Four 6453843879 CA 75.00 01-May-2006 900,000.00 15,999.63 Group Four 6473196274 FL 36.67 01-Jun-2006 ~~625~~1,100,000.00 ~~625~~1,100,000.00 Group Four 6540231518 MD 74.92 01-Apr-2006 589,000.00 189,000.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group One ~~6452333237~~6159849097 Loan Paid in Full ~~(1)~~0 6.~~250~~500% 360 37 Group ~~One~~Two ~~6529862887~~6144999726 Loan Paid in Full 0 6.125% 360 7 Group Two 6480698478 Loan Paid in Full (51) 5.~~625~~875% 360 37 Group Two ~~6154434762~~6499073473 Loan Paid in Full 0 6.~~625~~500% 360 47 Group Two ~~6275087804~~6519076381 Loan Paid in Full 0 6.~~625~~500% 360 37 Group Two ~~6313861137~~6595344323 Loan Paid in Full 0 6.~~500~~000% 360 47 Group Two ~~6618210717~~6711812054 Loan Paid in Full 0 6.~~000~~875% 360 37 Group Two ~~6652407849~~6808595133 Loan Paid in Full 0 6.~~000~~750% 360 37 Group Two ~~6898280265~~6937475728 Loan Paid in Full 0 7.250% 360 7 Group Two 6979825111 Loan Paid in Full 0 6.500% 360 7 Group Four 6164205319 Loan Paid in Full 0 6.500% 360 7 Group Four 6205076919 Loan Paid in Full 0 6.875% 360 37 Group Four 6453843879 Loan Paid in Full (1) 6.250% 360 7 Group Four 6473196274 Loan Paid in Full 0 6.250% 360 7 Group Four 6540231518 Loan Paid in Full (1) 6.000% 360 8

Prepayment Rates

Summary SMM CPR PSA Current Month 01.~~989~~309% Current Month 1114.~~246~~622% Current Month ~~1,694~~999.~~393~~937% 3 Month Average 01.~~895~~723% 3 Month Average 1018.~~130~~755% 3 Month Average 21,~~167~~550.~~396~~022% 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. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 N/A N/A ~~Jan~~May-2006 N/A N/A ~~Feb~~Jun-2006 ~~N/A~~4.179% N/A ~~Feb~~Jun-2006 ~~N/A~~1,577.205% N/A ~~Mar~~Jul-2006 ~~N/A~~14.966% N/A ~~Mar~~Jul-2006 ~~N/A~~3,230.591% N/A ~~Apr~~Aug-2006 ~~N/A~~11.246% N/A ~~Apr~~Aug-2006 ~~N/A~~1,694.393% N/A ~~May~~Sep-2006 ~~N/A~~14.529% N/A ~~May~~Sep-2006 ~~N/A~~1,682.277% N/A ~~Jun~~Oct-2006 423.~~179~~418% N/A ~~Jun~~Oct-2006 12,~~577.~~205.439% N/A ~~Jul~~Nov-2006 1418.~~966~~226% N/A ~~Jul~~Nov-2006 31,~~230~~444.~~591~~691% N/A ~~Aug~~Dec-2006 1114.~~246~~622% N/A ~~Aug~~Dec-2006 ~~1,694~~999.~~393~~937% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group One SMM CPR PSA Current Month 21.~~088~~559% Current Month 2217.~~368~~183% Current Month 21,~~872~~091.~~164~~573% 3 Month Average 32.~~508~~368% 3 Month Average 3322.~~627~~249% 3 Month Average 61,~~328~~568.~~101~~379% 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. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 N/A N/A ~~Jan~~May-2006 N/A N/A ~~Feb~~Jun-2006 ~~N/A~~27.108% N/A ~~Feb~~Jun-2006 ~~N/A~~7,174.511% N/A ~~Mar~~Jul-2006 ~~N/A~~51.404% N/A ~~Mar~~Jul-2006 ~~N/A~~8,937.627% N/A ~~Apr~~Aug-2006 ~~N/A~~22.368% N/A ~~Apr~~Aug-2006 ~~N/A~~2,872.164% N/A ~~May~~Sep-2006 ~~N/A~~33.774% N/A ~~May~~Sep-2006 ~~N/A~~3,446.381% N/A ~~Jun~~Oct-2006 270.~~108~~000% N/A ~~Jun~~Oct-2006 ~~7,174~~0.~~511~~030% N/A ~~Jul~~Nov-2006 5149.~~404~~562% N/A ~~Jul~~Nov-2006 83,~~937~~613.~~627~~536% N/A ~~Aug~~Dec-2006 2217.~~368~~183% N/A ~~Aug~~Dec-2006 21,~~872~~091.~~164~~573% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group Two SMM CPR PSA Current Month 1.~~475~~494% Current Month 16.~~335~~530% Current Month 21,~~493~~136.~~987~~041% 3 Month Average 1.~~079~~594% 3 Month Average 1217.~~031~~482% 3 Month Average 21,~~491~~442.~~524~~750% 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. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 N/A N/A ~~Jan~~May-2006 N/A N/A ~~Feb~~Jun-2006 ~~N/A~~3.741% N/A ~~Feb~~Jun-2006 ~~N/A~~1,456.874% N/A ~~Mar~~Jul-2006 ~~N/A~~16.016% N/A ~~Mar~~Jul-2006 ~~N/A~~3,523.710% N/A ~~Apr~~Aug-2006 ~~N/A~~16.335% N/A ~~Apr~~Aug-2006 ~~N/A~~2,493.987% N/A ~~May~~Sep-2006 ~~N/A~~19.589% N/A ~~May~~Sep-2006 ~~N/A~~2,290.207% N/A ~~Jun~~Oct-2006 321.~~741~~656% N/A ~~Jun~~Oct-2006 12,~~456~~055.~~874~~180% N/A ~~Jul~~Nov-2006 1614.~~016~~261% N/A ~~Jul~~Nov-2006 31,~~523~~137.~~710~~029% N/A ~~Aug~~Dec-2006 16.~~335~~530% N/A ~~Aug~~Dec-2006 21,~~493~~136.~~987~~041% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group Three SMM CPR PSA Current Month 0.~~050~~093% Current Month 01.~~593~~114% Current Month 9477.~~082~~825% 3 Month Average 01.~~421~~714% 3 Month Average 417.~~743~~625% 3 Month Average 1,~~094~~612.~~567~~113% 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. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 N/A N/A ~~Jan~~May-2006 N/A N/A ~~Feb~~Jun-2006 ~~N/A~~0.095% N/A ~~Feb~~Jun-2006 ~~N/A~~41.146% N/A ~~Mar~~Jul-2006 ~~N/A~~13.540% N/A ~~Mar~~Jul-2006 ~~N/A~~3,148.471% N/A ~~Apr~~Aug-2006 ~~N/A~~0.593% N/A ~~Apr~~Aug-2006 ~~N/A~~94.082% N/A ~~May~~Sep-2006 ~~N/A~~0.108% N/A ~~May~~Sep-2006 ~~N/A~~12.952% N/A ~~Jun~~Oct-2006 035.~~095~~210% N/A ~~Jun~~Oct-2006 413,414.~~146~~633% N/A ~~Jul~~Nov-2006 1316.~~540~~551% N/A ~~Jul~~Nov-2006 31,~~148~~343.~~471~~882% N/A ~~Aug~~Dec-2006 01.~~593~~114% N/A ~~Aug~~Dec-2006 9477.~~082~~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. Group Four SMM CPR PSA Current Month 01.~~222~~471% Current Month 216.~~629~~294% Current Month ~~389~~1,107.~~327~~617% 3 Month Average 01.~~195~~858% 3 Month Average 220.~~317~~084% 3 Month Average ~~504~~1,643.~~331~~841% 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. ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Dec~~Apr-~~2005~~2006 N/A N/A ~~Jan~~May-2006 N/A N/A ~~Jan~~May-2006 N/A N/A ~~Feb~~Jun-2006 ~~N/A~~1.401% N/A ~~Feb~~Jun-2006 ~~N/A~~508.779% N/A ~~Mar~~Jul-2006 ~~N/A~~2.921% N/A ~~Mar~~Jul-2006 ~~N/A~~614.886% N/A ~~Apr~~Aug-2006 ~~N/A~~2.629% N/A ~~Apr~~Aug-2006 ~~N/A~~389.327% N/A ~~May~~Sep-2006 ~~N/A~~5.830% N/A ~~May~~Sep-2006 ~~N/A~~666.523% N/A ~~Jun~~Oct-2006 124.~~401~~645% N/A ~~Jun~~Oct-2006 ~~508~~2,303.~~779~~422% N/A ~~Jul~~Nov-2006 219.~~921~~314% N/A ~~Jul~~Nov-2006 ~~614~~1,520.~~886~~485% N/A ~~Aug~~Dec-2006 216.~~629~~294% N/A ~~Aug~~Dec-2006 ~~389~~1,107.~~327~~617% 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 Rate Stratification Summary Group One Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.250 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 2 676,600.00 0.~~109~~117 0 0.00 0.000 4.750 4.999 3 1,~~991~~976,~~403~~635.4015 0.~~321~~341 0 0.00 0.000 5.000 5.249 15 7,~~935~~925,~~436~~748.6411 1.~~280~~366 2 1,538,~~363~~304.0035 45.~~719~~258 5.250 5.499 34 17,~~322~~293,~~486~~603.4605 2.~~794~~980 0 0.00 0.000 5.500 5.749 5655 3130,~~371~~677,~~350~~133.8422 5.~~060~~287 2 791,925.00 2.~~429~~707 5.750 5.999 ~~146~~145 8886,~~512~~959,~~555~~630.3709 14.~~277~~986 8 43,~~000~~999,~~252~~772.5471 1213.~~271~~672 6.000 6.249 ~~217~~209 ~~134~~130,~~962~~697,~~924~~452.7543 2122.~~769~~524 1210 65,~~325~~742,~~767~~072.3928 19.~~405~~628 6.250 6.499 ~~289~~276 ~~177~~166,~~389~~066,~~784~~524.2013 28.~~612~~619 11 65,~~058~~986,~~796~~701.7099 1820.~~586~~464 6.500 6.749 ~~157~~140 9783,~~439~~850,~~288~~844.9551 1514.~~716~~450 129 86,~~141~~389,~~526~~088.0071 2421.~~975~~840 6.750 6.999 6151 4035,~~156~~438,~~327~~501.8321 6.~~477~~107 3 3,141,~~828~~655.4491 910.~~638~~739 7.000 7.249 1513 1210,~~280~~764,~~556~~949.4819 1.~~981~~855 32 1738,~~670,711~~263.4452 52.~~125~~524 7.250 7.499 54 54,~~498~~982,~~673~~686.2749 0.~~887~~859 1 ~~484~~483,~~855~~297.7351 1.~~487~~652 7.500 7.749 5 4 2,~~003~~511,~~924~~674.0878 0.~~646~~433 0 0.00 0.000 >= 7.750 1 ~~444~~443,~~947~~613.3073 0.~~072~~076 1 ~~444~~443,~~947~~613.3073 1.~~365~~516 Total ~~1,006~~952 ~~619~~580,~~986~~265,~~259~~596.5709 100.000 5549 3229,~~598~~254,~~973~~695.5471 100.000

Interest Rate Stratification (continued) Group Two Group Three Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.250 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 2 676,600.00 0.~~199~~213 0 0.00 0.000 4.750 4.999 3 1,~~991~~976,~~403~~635.4015 0.~~586~~622 0 0.00 0.000 5.000 5.249 13 6,~~397~~387,~~073~~443.6476 12.~~882~~011 0 0.00 0.000 5.250 5.499 28 13,~~873~~853,~~060~~538.5425 4.~~082~~362 2 1,~~280~~277,~~000~~312.0050 1.~~584~~668 5.500 5.749 4443 2322,~~614~~931,~~205~~155.6316 67.~~949~~220 6 3,~~932~~923,~~155~~609.0983 45.~~867~~123 5.750 5.999 ~~102~~101 6462,~~497~~970,~~484~~767.2459 1819.~~979~~827 10 5,~~206~~197,~~525~~203.60 6.~~445~~786 6.000 6.249 ~~115~~111 6966,~~000~~186,~~991~~076.8000 20.~~305~~839 29 20,~~406~~367,~~991~~257.2817 2526.~~261~~592 6.250 6.499 ~~136~~129 8175,~~119~~177,~~262~~254.2567 23.~~871~~670 5351 3130,~~469~~014,~~897~~087.4410 3839.~~955~~188 6.500 6.749 7971 4538,~~679~~388,~~013~~680.3410 1312.~~442~~087 1816 1210,~~311~~279,~~090~~696.7457 1513.~~239~~422 6.750 6.999 3124 1613,~~245~~412,~~175~~733.3278 4.~~780~~223 76 5,~~737~~092,~~166~~293.3141 76.~~102~~649 7.000 7.249 10 9 8,~~209~~627,~~179~~552.9265 2.~~710~~716 1 ~~440~~439,~~665~~133.1202 0.~~545~~573 7.250 7.499 43 54,~~013~~499,~~817~~388.5498 1.~~475~~417 0 0.00 0.000 7.500 7.749 4 2,511,~~864~~674.2678 0.~~739~~791 0 0.00 0.000 >= 7.750 0 0.00 0.000 0 0.00 0.000 Total ~~571~~541 ~~339~~317,~~829~~599,~~131~~500.8887 100.000 ~~126~~121 8076,~~784~~590,~~491~~593.5820 100.000

Interest Rate Stratification (continued) Group Four Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.250 0 0.00 0.000 4.250 4.499 0 0.00 0.000 4.500 4.749 0 0.00 0.000 4.750 4.999 0 0.00 0.000 5.000 5.249 0 0.00 0.000 5.250 5.499 4 2,~~169~~162,~~425~~752.9230 1.~~301~~379 5.500 5.749 4 3,~~033~~030,~~065~~443.1223 1.~~819~~932 5.750 5.999 26 14,~~808~~791,~~292~~886.9919 89.~~879~~432 6.000 6.249 6159 3938,~~229~~402,~~174~~046.2898 2324.~~522~~488 6.250 6.499 8985 5854,~~741~~888,~~827~~480.8137 35.~~222~~001 6.500 6.749 4844 3128,~~307~~793,~~658~~379.8713 18.~~773~~361 6.750 6.999 2018 1513,~~032~~791,~~157~~818.7611 98.~~014~~795 7.000 7.249 1 960,000.00 0.~~576~~612 7.250 7.499 0 0.00 0.000 7.500 7.749 10 ~~1,492,059~~0.8200 0.~~895~~000 >= 7.750 0 0.00 0.000 Total ~~254~~241 ~~166~~156,~~773~~820,~~662~~806.5731 100.000

Filing Compare · Banc of America Funding 2006-E Trust