10-D 1 csm06001_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 28, 2006 to December 26, 2006 Commission File Number of issuing entity: 333-127872-07 CSMC Mortgage-Backed Trust Series 2006-1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127872 Credit Suisse First Boston Mortgage Securities Corp. (Exact name of depositor as specified in its charter) DLJ Mortgage Capital, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2193476 54-2193477 54-2193478 54-2193479 54-2193480 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Rd. 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-1 _____ _____ __X___ ____________ 1-A-2 _____ _____ __X___ ____________ 1-A-3 _____ _____ __X___ ____________ 1-A-4 _____ _____ __X___ ____________ 1-A-5 _____ _____ __X___ ____________ 1-A-6 _____ _____ __X___ ____________ 1-A-7 _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 3-A-3 _____ _____ __X___ ____________ 3-A-4 _____ _____ __X___ ____________ 3-A-5 _____ _____ __X___ ____________ 3-A-6 _____ _____ __X___ ____________ 3-A-7 _____ _____ __X___ ____________ 3-A-8 _____ _____ __X___ ____________ 3-A-9 _____ _____ __X___ ____________ 3-A-10 _____ _____ __X___ ____________ 3-A-11 _____ _____ __X___ ____________ 3-A-12 _____ _____ __X___ ____________ 3-A-13 _____ _____ __X___ ____________ 3-A-14 _____ _____ __X___ ____________ 3-A-15 _____ _____ __X___ ____________ 3-A-16 _____ _____ __X___ ____________ 3-A-17 _____ _____ __X___ ____________ 3-A-18 _____ _____ __X___ ____________ 3-A-19 _____ _____ __X___ ____________ 3-A-20 _____ _____ __X___ ____________ 3-A-21 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ 4-A-3 _____ _____ __X___ ____________ 4-A-4 _____ _____ __X___ ____________ 4-A-5 _____ _____ __X___ ____________ 4-A-6 _____ _____ __X___ ____________ 4-A-7 _____ _____ __X___ ____________ 4-A-8 _____ _____ __X___ ____________ 4-A-9 _____ _____ __X___ ____________ 4-A-10 _____ _____ __X___ ____________ 4-A-11 _____ _____ __X___ ____________ 4-A-12 _____ _____ __X___ ____________ 4-A-13 _____ _____ __X___ ____________ 4-A-14 _____ _____ __X___ ____________ 5-A-1 _____ _____ __X___ ____________ 5-A-2 _____ _____ __X___ ____________ A-X _____ _____ __X___ ____________ D-X _____ _____ __X___ ____________ A-P _____ _____ __X___ ____________ D-B-1 _____ _____ __X___ ____________ D-B-2 _____ _____ __X___ ____________ D-B-3 _____ _____ __X___ ____________ D-B-4 _____ _____ __X___ ____________ D-B-5 _____ _____ __X___ ____________ D-B-6 _____ _____ __X___ ____________ D-B-7 _____ _____ __X___ ____________ C-B-1 _____ _____ __X___ ____________ C-B-2 _____ _____ __X___ ____________ C-B-3 _____ _____ __X___ ____________ C-B-4 _____ _____ __X___ ____________ C-B-5 _____ _____ __X___ ____________ C-B-6 _____ _____ __X___ ____________ AR _____ _____ __X___ ____________ AR-L _____ _____ __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 26, 2006 a distribution was made to holders of CSMC Mortgage-Backed Trust Series 2006-1. 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 CSMC Mortgage-Backed Trust Series 2006-1, relating to the December 26, 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. CSMC Mortgage-Backed Trust Series 2006-1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: January 3, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of CSMC Mortgage-Backed Trust Series 2006-1, relating to the December 26, 2006 distribution. EX-99.1 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Distribution Date: 12/26/2006 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Series 2006-1 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-1 225470UH4 12/22/2006 6.27000% 8079,~~006~~943,~~537~~821.0614 ~~418~~417,~~034~~706.1647 1-A-2 225470UJ0 12/22/2006 1.26500% 14,~~546~~535,~~644~~241.1929 15,~~334~~322.5957 1-A-3 225470UK7 11/30/2006 5.50000% ~~139~~137,~~725~~975,356.03 ~~640~~632,~~407~~387.8805 1-A-4 225470UL5 11/30/2006 5.50000% 31,000,000.00 142,083.33 1-A-5 225470UM3 11/30/2006 5.50000% 109,~~113~~942,~~243~~092.1072 4645,~~352~~567.3692 1-A-6 225470UN1 11/30/2006 5.50000% 2,677,000.00 12,269.58 1-A-7 225470UP6 11/30/2006 5.50000% 1,395,000.00 6,393.75 2-A-1 225470UQ4 11/30/2006 6.00000% 7069,~~317~~104,~~814~~630.9559 ~~351~~344,~~589~~456.0754 2-A-2 225470VN0 11/30/2006 6.00000% 3,~~164~~109,~~211~~619.5076 15,~~821~~500.0610 3-A-1 225470UR2 11/30/2006 5.75000% 1211,~~334~~774,~~938~~897.4255 5956,~~104~~421.9138 3-A-2 225470US0 11/30/2006 5.75000% 2,657,000.00 12,731.46 3-A-3 225470UT8 11/30/2006 5.75000% 5,353,000.00 25,649.79 3-A-4 225470UU5 11/30/2006 5.75000% 1,000,000.00 4,791.67 3-A-5 225470UV3 11/30/2006 5.50000% 2,~~409~~353,000.00 1110,~~041~~784.2558 3-A-6 225470UW1 11/30/2006 5.75000% ~~963~~941,000.00 4,~~614~~508.3896 3-A-7 225470UX9 11/30/2006 6.00000% 2,~~409~~353,000.00 1211,~~045~~765.00 3-A-8 225470UY7 11/30/2006 5.75000% 17,~~479~~013,~~643~~918.9099 8381,~~756~~525.6303 3-A-9 225470UZ4 11/30/2006 5.75000% 1,605,000.00 7,690.63 3-A-10 225470VA8 11/30/2006 5.75000% 1,471,925.00 7,052.97 3-A-11 225470VB6 11/30/2006 5.75000% 1,825,000.00 8,744.79 3-A-12 225470VC4 11/30/2006 5.75000% 1,027,000.00 4,921.04 3-A-13 225470VD2 11/30/2006 5.25000% 28,~~465~~233,~~624~~283.2962 ~~124~~123,~~537~~520.1162 3-A-14 225470VE0 11/30/2006 5.75000% 0.00 11,~~860~~763.6887 3-A-15 225470VF7 11/30/2006 5.75000% 26,144,000.00 125,273.33 3-A-16 225470VG5 11/30/2006 5.75000% 4,550,000.00 21,802.08 3-A-17 225470VH3 11/30/2006 5.50000% ~~958~~932,000.00 4,~~390~~271.8367 3-A-18 225470VJ9 11/30/2006 5.75000% ~~958~~932,000.00 4,~~590~~465.4283 3-A-19 225470VK6 11/30/2006 6.00000% ~~958~~932,000.00 4,~~790~~660.00 3-A-20 225470VL4 11/30/2006 5.75000% 1514,~~124~~870,~~682~~091.2509 7271,~~472~~252.4452 3-A-21 225470VM2 11/30/2006 5.75000% 17,743,000.00 85,018.54 4-A-1 225470VQ3 11/30/2006 5.25000% 1,795,173.08 7,853.88 4-A-2 225470VR1 11/30/2006 5.75000% 4,962,404.13 23,778.19 4-A-3 225470VS9 11/30/2006 5.50000% 10,605,882.57 48,610.30 4-A-4 225470VT7 11/30/2006 5.50000% 3,881,000.00 17,787.92 4-A-5 225470VU4 11/30/2006 5.50000% 4,691,636.00 21,503.33 4-A-6 225470VV2 11/30/2006 5.50000% 5,647,000.00 25,882.08 4-A-7 225470VW0 11/30/2006 5.25000% 23,~~521~~443,~~374~~223.2664 102,~~906~~564.0110 4-A-8 225470VX8 11/30/2006 5.50000% 0.00 4,~~900~~884.2900 4-A-9 225470VY6 11/30/2006 5.50000% 10,000,000.00 45,833.33 4-A-10 225470VZ3 11/30/2006 5.50000% 13,~~099~~062,~~131~~088.4001 6059,~~037~~867.6990 4-A-11 225470WA7 11/30/2006 5.75000% 3,000,000.00 14,375.00 4-A-12 225470WB5 11/30/2006 0.00000% 280,329.70 0.00 4-A-13 225470VP5 11/30/2006 5.50000% 13,289,000.00 60,907.92 4-A-14 225470WW9 11/30/2006 5.50000% 1,985,000.00 9,097.92 5-A-1 225470WC3 11/30/2006 6.00000% ~~163~~159,~~418~~908,~~550~~579.1503 ~~817~~799,~~092~~542.7590 5-A-2 225470WD1 11/30/2006 6.00000% 1817,~~157~~767,~~616~~619.6889 9088,~~788~~838.0810 A-X 225470WE9 11/30/2006 5.50000% 0.00 20,~~639~~468.0042 D-X 225470WF6 11/30/2006 5.50000% 0.00 9997,~~441~~164.5642 A-P 225470WG4 11/30/2006 0.00000% 1,~~257~~256,~~894~~988.6064 0.00 D-B-1 225470WM1 11/30/2006 5.~~74184~~74186% 14,~~124~~114,~~886~~512.8512 67,~~585~~507.6518 D-B-2 225470WN9 11/30/2006 5.~~74184~~74186% 6,~~753~~748,~~911~~951.7803 32,~~316~~279.5402 D-B-3 225470WP4 11/30/2006 5.~~74184~~74186% 3,~~683~~680,~~500~~794.2168 17,~~625~~604.0458 D-B-4 225470WQ2 11/30/2006 5.~~74184~~74186% 1,~~534~~533,~~212~~085.1224 7,~~340~~332.9947 D-B-5 225470WR0 11/30/2006 5.~~74184~~74186% 2,~~455~~453,~~335~~532.5915 11,~~748~~734.4480 D-B-6 225470WX7 11/30/2006 5.~~74184~~74186% 3,~~069~~067,~~417~~163.9042 14,~~686~~669.7469 D-B-7 225470WY5 11/30/2006 5.~~74184~~74186% 2,~~153~~152,~~927~~345.5044 10,~~306~~294.2528 C-B-1 225470WH2 11/30/2006 5.~~64977~~64979% 5,~~188~~183,~~305~~619.0659 24,~~427~~405.2831 C-B-2 225470WJ8 11/30/2006 5.~~64977~~64979% 1,~~685~~684,~~777~~255.4506 7,~~936~~929.8874 C-B-3 225470WK5 11/01/2006 5.~~64977~~64979% 1,~~166~~165,~~847~~793.7296 5,~~493~~488.6974 C-B-4 225470WL3 11/30/2006 5.~~64977~~64979% 647,~~918~~332.0087 3,~~050~~047.4975 C-B-5 225470WU3 11/30/2006 5.~~64977~~64979% 517,~~937~~469.5177 2,~~438~~436.5233 C-B-6 225470WV1 11/30/2006 5.~~64977~~64979% 520,~~644~~174.4122 2,~~451~~449.2706 AR 225470WS8 11/30/2006 6.50000% 0.00 2432.6506 AR-L 225470WT6 11/30/2006 6.50000% 0.00 0.00 Totals ~~821~~812,~~476~~438,~~235~~832.3602 43,~~024~~976,~~033~~473.4179

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 6263,~~715~~007.9233 0.00 79,~~943~~880,~~821~~813.1481 480,~~750~~713.0880 0.00 1-A-2 11,~~402~~455.9088 0.00 14,~~535~~523,~~241~~785.2941 26,~~737~~778.4945 0.00 1-A-3 1,750,000.00 0.00 ~~137~~136,~~975~~225,356.03 2,~~390~~382,~~407~~387.8805 0.00 1-A-4 0.00 0.00 31,000,000.00 142,083.33 0.00 1-A-5 ~~171~~347,~~150~~050.3758 0.00 9,~~942~~595,~~092~~042.7214 ~~217~~392,~~502~~618.7350 0.00 1-A-6 0.00 0.00 2,677,000.00 12,269.58 0.00 1-A-7 0.00 0.00 1,395,000.00 6,393.75 0.00 2-A-1 1427,~~213,184~~303.3672 0.00 6968,~~104~~677,~~630~~326.5988 1771,~~564,773~~760.4326 0.00 2-A-2 5419,~~591~~228.7412 0.00 3,~~109~~090,~~619~~391.7664 7034,~~412~~728.8022 0.00 3-A-1 ~~560~~101,~~040~~961.8751 0.00 11,~~774~~672,~~897~~936.5504 ~~619~~158,~~145~~382.7889 0.00 3-A-2 0.00 0.00 2,657,000.00 12,731.46 0.00 3-A-3 0.00 0.00 5,353,000.00 25,649.79 0.00 3-A-4 0.00 0.00 1,000,000.00 4,791.67 0.00 3-A-5 5610,000.00 0.00 2,~~353~~343,000.00 6720,~~041~~784.2558 0.00 3-A-6 224,000.00 0.00 ~~941~~937,000.00 268,~~614~~508.3896 0.00 3-A-7 5610,000.00 0.00 2,~~353~~343,000.00 6821,~~045~~765.00 0.00 3-A-8 ~~465~~84,~~724~~790.9126 0.00 1716,~~013~~929,~~918~~128.9973 ~~549~~166,~~481~~315.5429 0.00 3-A-9 0.00 0.00 1,605,000.00 7,690.63 0.00 3-A-10 0.00 0.00 1,471,925.00 7,052.97 0.00 3-A-11 0.00 0.00 1,825,000.00 8,744.79 0.00 3-A-12 0.00 0.00 1,027,000.00 4,921.04 0.00 3-A-13 ~~232~~244,~~340~~414.6785 0.00 2827,~~233~~988,~~283~~868.6277 ~~356~~367,~~877~~935.7847 0.00 3-A-14 0.00 0.00 0.00 11,~~860~~763.6887 0.00 3-A-15 0.00 0.00 26,144,000.00 125,273.33 0.00 3-A-16 0.00 0.00 4,550,000.00 21,802.08 0.00 3-A-17 264,000.00 0.00 ~~932~~928,000.00 308,~~390~~271.8367 0.00 3-A-18 264,000.00 0.00 ~~932~~928,000.00 308,~~590~~465.4283 0.00 3-A-19 264,000.00 0.00 ~~932~~928,000.00 308,~~790~~660.00 0.00 3-A-20 ~~254~~267,~~591~~821.1665 0.00 14,~~870~~602,~~091~~269.0944 ~~327~~339,~~063~~074.6017 0.00 3-A-21 0.00 0.00 17,743,000.00 85,018.54 0.00 4-A-1 039,550.0033 0.00 1,~~795~~755,~~173~~622.0875 747,~~853~~404.8821 0.00 4-A-2 0109,329.0014 0.00 4,~~962~~853,~~404~~075.1300 23133,~~778~~107.1933 0.00 4-A-3 0233,663.0035 0.00 10,~~605~~372,~~882~~219.5722 48282,~~610~~273.3065 0.00 4-A-4 0.00 0.00 3,881,000.00 17,787.92 0.00 4-A-5 0.00 0.00 4,691,636.00 21,503.33 0.00 4-A-6 0.00 0.00 5,647,000.00 25,882.08 0.00 4-A-7 78379,~~150~~673.6229 0.00 23,~~443~~063,~~223~~550.6435 ~~181~~482,~~056~~237.6339 0.00 4-A-8 0.00 0.00 0.00 4,~~900~~884.2900 0.00 4-A-9 0.00 0.00 10,000,000.00 45,833.33 0.00 4-A-10 37179,~~043~~965.3914 0.00 1312,~~062~~882,~~088~~122.0187 97239,~~081~~833.0804 0.00 4-A-11 0.00 0.00 3,000,000.00 14,375.00 0.00 4-A-12 03,171.0078 0.00 ~~280~~277,~~329~~157.7092 03,171.0078 0.00 4-A-13 0.00 0.00 13,289,000.00 60,907.92 0.00 4-A-14 0.00 0.00 1,985,000.00 9,097.92 0.00 5-A-1 32,~~509~~499,~~971~~478.1290 0.00 ~~159~~157,~~908~~409,~~579~~100.0313 43,~~327~~299,~~063~~021.8780 0.00 5-A-2 ~~389~~277,~~996~~719.7988 0.00 17,~~767~~489,~~619~~900.8901 ~~480~~366,~~784~~557.8798 0.00 A-X 0.00 0.00 0.00 20,~~639~~468.0042 0.00 D-X 0.00 0.00 0.00 9997,~~441~~164.5642 0.00 A-P ~~905~~11,294.9604 0.00 1,~~256~~245,~~988~~694.6461 ~~905~~11,294.9604 0.00 D-B-1 10,~~374~~477.7378 0.00 14,~~114~~104,~~512~~034.1234 77,~~960~~984.3896 0.00 D-B-2 45,~~960~~010.7502 0.00 6,~~748~~743,~~951~~941.0301 37,~~277~~289.2904 0.00 D-B-3 2,~~705~~732.5340 0.00 3,~~680~~678,~~794~~062.6828 20,~~330~~336.5798 0.00 D-B-4 1,~~126~~138.8807 0.00 1,~~533~~531,~~085~~947.2417 8,~~467~~470.8754 0.00 D-B-5 1,~~803~~821.4436 0.00 2,~~453~~451,~~532~~710.1579 13,~~551~~556.8816 0.00 D-B-6 2,~~254~~276.4988 0.00 3,~~067~~064,~~163~~886.4253 16,~~941~~946.2357 0.00 D-B-7 1,~~582~~597.0677 0.00 2,~~152~~150,~~345~~747.4466 11,~~888~~892.3105 0.00 C-B-1 4,~~685~~724.4642 0.00 5,~~183~~178,~~619~~895.5917 29,~~112~~129.7473 0.00 C-B-2 1,~~522~~535.3905 0.00 1,~~684~~682,~~255~~720.0600 9,~~459~~464.2779 0.00 C-B-3 1,~~053~~062.7652 0.00 1,~~165~~164,~~793~~731.9644 6,~~547~~551.4526 0.00 C-B-4 ~~585~~589.1299 0.00 ~~647~~646,~~332~~742.8789 3,~~635~~637.6174 0.00 C-B-5 ~~467~~471.7463 0.00 ~~517~~516,~~469~~998.7714 2,~~906~~907.2696 0.00 C-B-6 ~~470~~474.1809 0.00 ~~520~~519,~~174~~700.2213 2,~~921~~923.4515 0.00 AR 0.00 0.00 0.00 2432.6506 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 Totals 97,~~037~~120,~~403~~791.3173 0.00 ~~812~~805,~~438~~318,~~832~~040.0230 1311,~~061~~097,~~436~~265.7252 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 1-A-1 80,558,076.00 8079,~~006~~943,~~537~~821.0614 76,~~409~~861.1567 5556,~~306~~145.7766 0.00 0.00 1-A-2 14,646,924.00 14,~~546~~535,~~644~~241.1929 1,~~347~~247.1258 10,~~055~~208.7830 0.00 0.00 1-A-3 154,772,000.00 ~~139~~137,~~725~~975,356.03 ~~206~~190,~~742~~579.0366 1,~~543~~559,~~257~~420.9734 0.00 0.00 1-A-4 31,000,000.00 31,000,000.00 0.00 0.00 0.00 0.00 1-A-5 15,498,900.00 109,~~113~~942,~~243~~092.1072 2542,~~695~~757.4020 ~~191~~349,~~807~~861.3331 (4645,~~352~~567.3692) 0.00 1-A-6 2,677,000.00 2,677,000.00 0.00 0.00 0.00 0.00 1-A-7 1,395,000.00 1,395,000.00 0.00 0.00 0.00 0.00 2-A-1 77,980,000.00 7069,~~317~~104,~~814~~630.9559 36,~~620~~536.0995 1390,~~176,564~~766.2777 0.00 0.00 2-A-2 3,509,000.00 3,~~164~~109,~~211~~619.5076 1,~~647~~644.8612 5217,~~943~~584.8800 0.00 0.00 3-A-1 13,248,075.00 1211,~~334~~774,~~938~~897.4255 4117,~~520~~710.2304 ~~518~~84,~~520~~251.6447 0.00 0.00 3-A-2 2,657,000.00 2,657,000.00 0.00 0.00 0.00 0.00 3-A-3 5,353,000.00 5,353,000.00 0.00 0.00 0.00 0.00 3-A-4 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 3-A-5 2,500,000.00 2,~~409~~353,000.00 41,~~151~~736.7293 518,~~848~~263.2807 0.00 0.00 3-A-6 1,000,000.00 ~~963~~941,000.00 ~~1,631~~694.0377 203,~~368~~305.9723 0.00 0.00 3-A-7 2,500,000.00 2,~~409~~353,000.00 41,~~151~~736.7293 518,~~848~~263.2807 0.00 0.00 3-A-8 18,239,000.00 17,~~479~~013,~~643~~918.9099 3414,~~527~~727.8451 ~~431~~70,~~197~~062.0676 0.00 0.00 3-A-9 1,605,000.00 1,605,000.00 0.00 0.00 0.00 0.00 3-A-10 1,471,925.00 1,471,925.00 0.00 0.00 0.00 0.00 3-A-11 1,825,000.00 1,825,000.00 0.00 0.00 0.00 0.00 3-A-12 1,027,000.00 1,027,000.00 0.00 0.00 0.00 0.00 3-A-13 30,000,000.00 28,~~465~~233,~~624~~283.2962 1742,~~225~~453.24 ~~215~~201,~~115~~961.4361 0.00 0.00 3-A-14 0.00 0.00 0.00 0.00 0.00 0.00 3-A-15 26,144,000.00 26,144,000.00 0.00 0.00 0.00 0.00 3-A-16 4,550,000.00 4,550,000.00 0.00 0.00 0.00 0.00 3-A-17 1,000,000.00 ~~958~~932,000.00 ~~1,927~~694.5877 243,~~072~~305.4223 0.00 0.00 3-A-18 1,000,000.00 ~~958~~932,000.00 ~~1,927~~694.5877 243,~~072~~305.4223 0.00 0.00 3-A-19 1,000,000.00 ~~958~~932,000.00 ~~1,927~~694.5877 243,~~072~~305.4223 0.00 0.00 3-A-20 16,806,000.00 1514,~~124~~870,~~682~~091.2509 1846,~~874~~518.8485 ~~235~~221,~~716~~302.3280 0.00 0.00 3-A-21 17,743,000.00 17,743,000.00 0.00 0.00 0.00 0.00 4-A-1 2,000,000.00 1,795,173.08 03,821.0026 035,729.0007 0.00 0.00 4-A-2 5,528,608.00 4,962,404.13 010,563.0012 098,766.0002 0.00 0.00 4-A-3 11,816,000.00 10,605,882.57 022,575.0099 0211,087.0036 0.00 0.00 4-A-4 3,881,000.00 3,881,000.00 0.00 0.00 0.00 0.00 4-A-5 4,691,636.00 4,691,636.00 0.00 0.00 0.00 0.00 4-A-6 5,647,000.00 5,647,000.00 0.00 0.00 0.00 0.00 4-A-7 25,000,000.00 23,~~521~~443,~~374~~223.2664 6136,~~595~~683.8612 16342,~~554~~990.7617 0.00 0.00 4-A-8 0.00 0.00 0.00 0.00 0.00 0.00 4-A-9 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 4-A-10 13,800,000.00 13,~~099~~062,~~131~~088.4001 2917,~~196~~387.4480 7162,~~846~~577.9634 0.00 0.00 4-A-11 3,000,000.00 3,000,000.00 0.00 0.00 0.00 0.00 4-A-12 296,756.00 280,329.70 0306.0045 02,865.0033 0.00 0.00 4-A-13 13,289,000.00 13,289,000.00 0.00 0.00 0.00 0.00 4-A-14 1,985,000.00 1,985,000.00 0.00 0.00 0.00 0.00 5-A-1 180,586,800.00 ~~163~~159,~~418~~908,~~550~~579.1503 ~~107~~106,~~492~~201.95 32,~~402~~393,~~478~~276.1795 0.00 0.00 5-A-2 20,065,200.00 1817,~~157~~767,~~616~~619.6889 11,~~943~~800.6622 ~~378~~265,~~053~~919.1366 0.00 0.00 A-X 0.00 0.00 0.00 0.00 0.00 0.00 D-X 0.00 0.00 0.00 0.00 0.00 0.00 A-P 1,297,736.27 1,~~257~~256,~~894~~988.6064 ~~709~~713.7715 ~~196~~10,580.1889 0.00 0.00 D-B-1 14,215,000.00 14,~~124~~114,~~886~~512.8512 10,~~374~~477.7378 0.00 0.00 0.00 D-B-2 6,797,000.00 6,~~753~~748,~~911~~951.7803 45,~~960~~010.7502 0.00 0.00 0.00 D-B-3 3,707,000.00 3,~~683~~680,~~500~~794.2168 2,~~705~~732.5340 0.00 0.00 0.00 D-B-4 1,544,000.00 1,~~534~~533,~~212~~085.1224 1,~~126~~138.8807 0.00 0.00 0.00 D-B-5 2,471,000.00 2,~~455~~453,~~335~~532.5915 1,~~803~~821.4436 0.00 0.00 0.00 D-B-6 3,089,000.00 3,~~069~~067,~~417~~163.9042 2,~~254~~276.4988 0.00 0.00 0.00 D-B-7 2,167,669.00 2,~~153~~152,~~927~~345.5044 1,~~582~~597.0677 0.00 0.00 0.00 C-B-1 5,229,000.00 5,~~188~~183,~~305~~619.0659 4,~~685~~724.4642 0.00 0.00 0.00 C-B-2 1,699,000.00 1,~~685~~684,~~777~~255.4506 1,~~522~~535.3905 0.00 0.00 0.00 C-B-3 1,176,000.00 1,~~166~~165,~~847~~793.7296 1,~~053~~062.7652 0.00 0.00 0.00 C-B-4 653,000.00 647,~~918~~332.0087 ~~585~~589.1299 0.00 0.00 0.00 C-B-5 522,000.00 517,~~937~~469.5177 ~~467~~471.7463 0.00 0.00 0.00 C-B-6 524,728.13 520,~~644~~174.4122 ~~470~~474.1809 0.00 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 AR-L 50.00 0.00 0.00 0.00 0.00 0.00 Totals 879,385,133.40 ~~821~~812,~~476~~438,~~235~~832.3602 651,~~858~~254.2280 86,~~431~~515,~~897~~104.4487 (4645,~~352~~567.3692) 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 6263,~~715~~007.9233 79,~~943~~880,~~821~~813.1481 0.~~99237501~~99159287 6263,~~715~~007.9233 1-A-2 11,~~402~~455.9088 14,~~535~~523,~~241~~785.2941 0.~~99237501~~99159287 11,~~402~~455.9088 1-A-3 1,750,000.00 ~~137~~136,~~975~~225,356.03 0.~~89147492~~88016796 1,750,000.00 1-A-4 0.00 31,000,000.00 1.00000000 0.00 1-A-5 ~~171~~347,~~150~~050.3758 9,~~942~~595,~~092~~042.7214 0.~~64147086~~61907891 ~~171~~347,~~150~~050.3758 1-A-6 0.00 2,677,000.00 1.00000000 0.00 1-A-7 0.00 1,395,000.00 1.00000000 0.00 2-A-1 1427,~~213,184~~303.3672 6968,~~104~~677,~~630~~326.5988 0.~~88618403~~88070437 1427,~~213,184~~303.3672 2-A-2 5419,~~591~~228.7412 3,~~109~~090,~~619~~391.7664 0.~~88618403~~88070437 5419,~~591~~228.7412 3-A-1 ~~560~~101,~~040~~961.8751 11,~~774~~672,~~897~~936.5504 0.~~88880064~~88110431 ~~560~~101,~~040~~961.8751 3-A-2 0.00 2,657,000.00 1.00000000 0.00 3-A-3 0.00 5,353,000.00 1.00000000 0.00 3-A-4 0.00 1,000,000.00 1.00000000 0.00 3-A-5 5610,000.00 2,~~353~~343,000.00 0.~~94120000~~93720000 5610,000.00 3-A-6 224,000.00 ~~941~~937,000.00 0.~~94100000~~93700000 224,000.00 3-A-7 5610,000.00 2,~~353~~343,000.00 0.~~94120000~~93720000 5610,000.00 3-A-8 ~~465~~84,~~724~~790.9126 1716,~~013~~929,~~918~~128.9973 0.~~93283179~~92818294 ~~465~~84,~~724~~790.9126 3-A-9 0.00 1,605,000.00 1.00000000 0.00 3-A-10 0.00 1,471,925.00 1.00000000 0.00 3-A-11 0.00 1,825,000.00 1.00000000 0.00 3-A-12 0.00 1,027,000.00 1.00000000 0.00 3-A-13 ~~232~~244,~~340~~414.6785 2827,~~233~~988,~~283~~868.6277 0.~~94110945~~93296229 ~~232~~244,~~340~~414.6785 3-A-14 0.00 0.00 0.00000000 0.00 3-A-15 0.00 26,144,000.00 1.00000000 0.00 3-A-16 0.00 4,550,000.00 1.00000000 0.00 3-A-17 264,000.00 ~~932~~928,000.00 0.~~93200000~~92800000 264,000.00 3-A-18 264,000.00 ~~932~~928,000.00 0.~~93200000~~92800000 264,000.00 3-A-19 264,000.00 ~~932~~928,000.00 0.~~93200000~~92800000 264,000.00 3-A-20 ~~254~~267,~~591~~821.1665 14,~~870~~602,~~091~~269.0944 0.~~88480847~~86887239 ~~254~~267,~~591~~821.1665 3-A-21 0.00 17,743,000.00 1.00000000 0.00 4-A-1 039,550.0033 1,~~795~~755,~~173~~622.0875 0.~~89758654~~87781137 039,550.0033 4-A-2 0109,329.0014 4,~~962~~853,~~404~~075.1300 0.~~89758654~~87781138 0109,329.0014 4-A-3 0233,663.0035 10,~~605~~372,~~882~~219.5722 0.~~89758654~~87781138 0233,663.0035 4-A-4 0.00 3,881,000.00 1.00000000 0.00 4-A-5 0.00 4,691,636.00 1.00000000 0.00 4-A-6 0.00 5,647,000.00 1.00000000 0.00 4-A-7 78379,~~150~~673.6229 23,~~443~~063,~~223~~550.6435 0.~~93772895~~92254201 78379,~~150~~673.6229 4-A-8 0.00 0.00 0.00000000 0.00 4-A-9 0.00 10,000,000.00 1.00000000 0.00 4-A-10 37179,~~043~~965.3914 1312,~~062~~882,~~088~~122.0187 0.~~94652812~~93348716 37179,~~043~~965.3914 4-A-11 0.00 3,000,000.00 1.00000000 0.00 4-A-12 03,171.0078 ~~280~~277,~~329~~157.7092 0.~~94464712~~93395894 03,171.0078 4-A-13 0.00 13,289,000.00 1.00000000 0.00 4-A-14 0.00 1,985,000.00 1.00000000 0.00 5-A-1 32,~~509~~499,~~971~~478.1290 ~~159~~157,~~908~~409,~~579~~100.0313 0.~~88549428~~87165341 32,~~509~~499,~~971~~478.1290 5-A-2 ~~389~~277,~~996~~719.7988 17,~~767~~489,~~619~~900.8901 0.~~88549428~~87165341 ~~389~~277,~~996~~719.7988 A-X 0.00 0.00 0.00000000 0.00 D-X 0.00 0.00 0.00000000 0.00 A-P ~~905~~11,294.9604 1,~~256~~245,~~988~~694.6461 0.~~96860099~~95989812 ~~905~~11,294.9604 D-B-1 10,~~374~~477.7378 14,~~114~~104,~~512~~034.1234 0.~~99293086~~99219376 10,~~374~~477.7378 D-B-2 45,~~960~~010.7502 6,~~748~~743,~~951~~941.0301 0.~~99293086~~99219376 45,~~960~~010.7502 D-B-3 2,~~705~~732.5340 3,~~680~~678,~~794~~062.6828 0.~~99293086~~99219376 2,~~705~~732.5340 D-B-4 1,~~126~~138.8807 1,~~533~~531,~~085~~947.2417 0.~~99293085~~99219376 1,~~126~~138.8807 D-B-5 1,~~803~~821.4436 2,~~453~~451,~~532~~710.1579 0.~~99293086~~99219376 1,~~803~~821.4436 D-B-6 2,~~254~~276.4988 3,~~067~~064,~~163~~886.4253 0.~~99293086~~99219376 2,~~254~~276.4988 D-B-7 1,~~582~~597.0677 2,~~152~~150,~~345~~747.4466 0.~~99293086~~99219376 1,~~582~~597.0677 C-B-1 4,~~685~~724.4642 5,~~183~~178,~~619~~895.5917 0.~~99132140~~99041789 4,~~685~~724.4642 C-B-2 1,~~522~~535.3905 1,~~684~~682,~~255~~720.0600 0.~~99132140~~99041789 1,~~522~~535.3905 C-B-3 1,~~053~~062.7652 1,~~165~~164,~~793~~731.9644 0.~~99132139~~99041789 1,~~053~~062.7652 C-B-4 ~~585~~589.1299 ~~647~~646,~~332~~742.8789 0.~~99132139~~99041790 ~~585~~589.1299 C-B-5 ~~467~~471.7463 ~~517~~516,~~469~~998.7714 0.~~99132140~~99041789 ~~467~~471.7463 C-B-6 ~~470~~474.1809 ~~520~~519,~~174~~700.2213 0.~~99132139~~99041790 ~~470~~474.1809 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 Totals 97,~~037~~120,~~403~~791.3173 ~~812~~805,~~438~~318,~~832~~040.0230 0.~~92387147~~91577400 97,~~037~~120,~~403~~791.3173

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 80,558,076.00 ~~993~~992.~~15352392~~37500583 0.~~09197278~~08517669 0.~~68654532~~69695880 0.00000000 1-A-2 14,646,924.00 ~~993~~992.~~15352425~~37500584 0.~~09197289~~08517693 0.~~68654552~~69695862 0.00000000 1-A-3 154,772,000.00 ~~902~~891.~~78187288~~47491814 1.~~33578444~~23135748 910.~~97117030~~07559727 0.00000000 1-A-4 31,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-5 15,498,900.00 ~~652~~641.~~51360419~~47086051 12.~~65788540~~75872481 1222.~~37554472~~57329940 (2.~~99068708~~94007446) 1-A-6 2,677,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-7 1,395,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-1 77,980,000.00 ~~901~~886.~~74166389~~18402911 0.~~46960875~~46854258 155.~~08802603~~01111529 0.00000000 2-A-2 3,509,000.00 ~~901~~886.~~74166429~~18402964 0.~~46960958~~46854374 155.~~08802508~~01111428 0.00000000 3-A-1 13,248,075.00 ~~931~~888.~~07401792~~80064085 31.~~13405759~~33680101 396.~~13931949~~35952544 0.00000000 3-A-2 2,657,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-3 5,353,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-4 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-5 2,500,000.00 ~~963~~941.~~60000000~~20000000 10.~~66068800~~69477200 203.~~73931200~~30522800 0.00000000 3-A-6 1,000,000.00 ~~963~~941.00000000 10.~~63103000~~69477000 203.~~36897000~~30523000 0.00000000 3-A-7 2,500,000.00 ~~963~~941.~~60000000~~20000000 10.~~66068800~~69477200 203.~~73931200~~30522800 0.00000000 3-A-8 18,239,000.00 ~~958~~932.~~36635232~~83178848 10.~~89307747~~80747355 233.~~64148583~~84137069 0.00000000 3-A-9 1,605,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-10 1,471,925.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-11 1,825,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-12 1,027,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-13 30,000,000.00 ~~948~~941.~~85414300~~10945400 01.~~57417467~~41510800 76.~~17051433~~73205367 0.00000000 3-A-14 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-15 26,144,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-16 4,550,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-17 1,000,000.00 ~~958~~932.00000000 10.~~92758000~~69477000 243.~~07242000~~30523000 0.00000000 3-A-18 1,000,000.00 ~~958~~932.00000000 10.~~92758000~~69477000 243.~~07242000~~30523000 0.00000000 3-A-19 1,000,000.00 ~~958~~932.00000000 10.~~92758000~~69477000 243.~~07242000~~30523000 0.00000000 3-A-20 16,806,000.00 ~~899~~884.~~95729204~~80846662 12.~~12310127~~76799060 1413.~~02572415~~16808283 0.00000000 3-A-21 17,743,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-1 2,000,000.00 897.58654000 01.~~00000000~~91063000 017.~~00000000~~86453500 0.00000000 4-A-2 5,528,608.00 897.58654077 01.~~00000000~~91062922 017.~~00000000~~86453661 0.00000000 4-A-3 11,816,000.00 897.58654113 01.~~00000000~~91062881 017.~~00000000~~86453622 0.00000000 4-A-4 3,881,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-5 4,691,636.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-6 5,647,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-7 25,000,000.00 ~~940~~937.~~85497040~~72894560 21.~~46383440~~46732480 013.~~66219040~~71960680 0.00000000 4-A-8 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4-A-9 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-10 13,800,000.00 ~~949~~946.~~21242029~~52811667 21.~~11568406~~25998551 011.~~56862029~~78096667 0.00000000 4-A-11 3,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-12 296,756.00 944.64711750 01.~~00000000~~03266657 09.~~00000000~~65550823 0.00000000 4-A-13 13,289,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-14 1,985,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-1 180,586,800.00 ~~904~~885.~~93075989~~49428325 0.~~59524256~~58809365 1813.~~84123408~~25277900 0.00000000 5-A-2 20,065,200.00 ~~904~~885.~~93075972~~49428314 0.~~59524251~~58809381 1813.~~84123408~~25277894 0.00000000 A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-P 1,297,736.27 ~~969~~968.~~29910112~~60099317 0.~~54692931~~54953384 08.~~15117093~~15334382 0.00000000 D-B-1 14,215,000.00 ~~993~~992.~~66069996~~93085614 0.~~72984383~~73709321 0.00000000 0.00000000 D-B-2 6,797,000.00 ~~993~~992.~~66070031~~93085626 0.~~72984405~~73709284 0.00000000 0.00000000 D-B-3 3,707,000.00 ~~993~~992.~~66069868~~93085514 0.~~72984354~~73709199 0.00000000 0.00000000 D-B-4 1,544,000.00 ~~993~~992.~~66069948~~93085492 0.~~72984456~~73709197 0.00000000 0.00000000 D-B-5 2,471,000.00 ~~993~~992.~~66070012~~93085795 0.~~72984217~~73709429 0.00000000 0.00000000 D-B-6 3,089,000.00 ~~993~~992.~~66069926~~93085788 0.~~72984461~~73709291 0.00000000 0.00000000 D-B-7 2,167,669.00 ~~993~~992.~~66070189~~93085799 0.~~72984390~~73709132 0.00000000 0.00000000 C-B-1 5,229,000.00 ~~992~~991.~~21745267~~32139797 0.~~89605278~~90350354 0.00000000 0.00000000 C-B-2 1,699,000.00 ~~992~~991.~~21745144~~32140082 0.~~89605062~~90350206 0.00000000 0.00000000 C-B-3 1,176,000.00 ~~992~~991.~~21744898~~32139456 0.~~89605442~~90350340 0.00000000 0.00000000 C-B-4 653,000.00 ~~992~~991.~~21745789~~32139357 0.~~89604900~~90350689 0.00000000 0.00000000 C-B-5 522,000.00 ~~992~~991.~~21745211~~32139847 0.~~89605364~~90350575 0.00000000 0.00000000 C-B-6 524,728.13 ~~992~~991.~~21745554~~32139152 0.~~89604497~~90349644 0.00000000 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 0.00000000 0.~~77851810~~78213549 ~~992~~991.~~37500583~~59287034 0.~~99237501~~99159287 0.~~77851810~~78213549 1-A-2 0.00000000 0.~~77851841~~78213555 ~~992~~991.~~37500584~~59287028 0.~~99237501~~99159287 0.~~77851841~~78213555 1-A-3 0.00000000 11.30695475 ~~891~~880.~~47491814~~16796339 0.~~89147492~~88016796 11.30695475 1-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-5 0.00000000 1122.~~04274303~~39194911 ~~641~~619.~~47086051~~07891141 0.~~64147086~~61907891 1122.~~04274303~~39194911 1-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-1 0.00000000 155.~~55763478~~47965786 ~~886~~880.~~18402911~~70437138 0.~~88618403~~88070437 155.~~55763478~~47965786 2-A-2 0.00000000 155.~~55763465~~47965802 ~~886~~880.~~18402964~~70437162 0.~~88618403~~88070437 155.~~55763465~~47965802 3-A-1 0.00000000 427.~~27337708~~69632645 ~~888~~881.~~80064085~~10431440 0.~~88880064~~88110431 427.~~27337708~~69632645 3-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-5 0.00000000 224.~~40000000~~00000000 ~~941~~937.20000000 0.~~94120000~~93720000 224.~~40000000~~00000000 3-A-6 0.00000000 224.00000000 ~~941~~937.00000000 0.~~94100000~~93700000 224.00000000 3-A-7 0.00000000 224.~~40000000~~00000000 ~~941~~937.20000000 0.~~94120000~~93720000 224.~~40000000~~00000000 3-A-8 0.00000000 254.~~53456385~~64884369 ~~932~~928.~~83178848~~18294479 0.~~93283179~~92818294 254.~~53456385~~64884369 3-A-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-12 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-13 0.00000000 78.~~74468900~~14716167 ~~941~~932.~~10945400~~96229233 0.~~94110945~~93296229 78.~~74468900~~14716167 3-A-14 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-15 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-16 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 3-A-17 0.00000000 264.00000000 ~~932~~928.00000000 0.~~93200000~~92800000 264.00000000 3-A-18 0.00000000 264.00000000 ~~932~~928.00000000 0.~~93200000~~92800000 264.00000000 3-A-19 0.00000000 264.00000000 ~~932~~928.00000000 0.~~93200000~~92800000 264.00000000 3-A-20 0.00000000 15.~~14882542~~93607343 ~~884~~868.~~80846662~~87239319 0.~~88480847~~86887239 15.~~14882542~~93607343 3-A-21 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-1 0.00000000 019.~~00000000~~77516500 ~~897~~877.~~58654000~~81137500 0.~~89758654~~87781137 019.~~00000000~~77516500 4-A-2 0.00000000 019.~~00000000~~77516583 ~~897~~877.~~58654077~~81137675 0.~~89758654~~87781138 019.~~00000000~~77516583 4-A-3 0.00000000 019.~~00000000~~77516503 ~~897~~877.~~58654113~~81137610 0.~~89758654~~87781138 019.~~00000000~~77516503 4-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-7 0.00000000 315.~~12602480~~18693160 ~~937~~922.~~72894560~~54201400 0.~~93772895~~92254201 315.~~12602480~~18693160 4-A-8 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4-A-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-10 0.00000000 213.~~68430362~~04095217 ~~946~~933.~~52811667~~48716449 0.~~94652812~~93348716 213.~~68430362~~04095217 4-A-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-12 0.00000000 010.~~00000000~~68817480 ~~944~~933.~~64711750~~95894270 0.~~94464712~~93395894 010.~~00000000~~68817480 4-A-13 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 4-A-14 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-1 0.00000000 1913.~~43647664~~84087264 ~~885~~871.~~49428325~~65341060 0.~~88549428~~87165341 1913.~~43647664~~84087264 5-A-2 0.00000000 1913.~~43647659~~84087275 ~~885~~871.~~49428314~~65341038 0.~~88549428~~87165341 1913.~~43647659~~84087275 A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-P 0.00000000 08.~~69810794~~70287767 ~~968~~959.~~60099317~~89812321 0.~~96860099~~95989812 08.~~69810794~~70287767 D-B-1 0.00000000 0.~~72984383~~73709321 992.~~93085614~~19376293 0.~~99293086~~99219376 0.~~72984383~~73709321 D-B-2 0.00000000 0.~~72984405~~73709284 992.~~93085626~~19376343 0.~~99293086~~99219376 0.~~72984405~~73709284 D-B-3 0.00000000 0.~~72984354~~73709199 992.~~93085514~~19376315 0.~~99293086~~99219376 0.~~72984354~~73709199 D-B-4 0.00000000 0.~~72984456~~73709197 992.~~93085492~~19376295 0.~~99293085~~99219376 0.~~72984456~~73709197 D-B-5 0.00000000 0.~~72984217~~73709429 992.~~93085795~~19376366 0.~~99293086~~99219376 0.~~72984217~~73709429 D-B-6 0.00000000 0.~~72984461~~73709291 992.~~93085788~~19376174 0.~~99293086~~99219376 0.~~72984461~~73709291 D-B-7 0.00000000 0.~~72984390~~73709132 992.~~93085799~~19376205 0.~~99293086~~99219376 0.~~72984390~~73709132 C-B-1 0.00000000 0.~~89605278~~90350354 ~~991~~990.~~32139797~~41789443 0.~~99132140~~99041789 0.~~89605278~~90350354 C-B-2 0.00000000 0.~~89605062~~90350206 ~~991~~990.~~32140082~~41789288 0.~~99132140~~99041789 0.~~89605062~~90350206 C-B-3 0.00000000 0.~~89605442~~90350340 ~~991~~990.~~32139456~~41789116 0.~~99132139~~99041789 0.~~89605442~~90350340 C-B-4 0.00000000 0.~~89604900~~90350689 ~~991~~990.~~32139357~~41790199 0.~~99132139~~99041790 0.~~89604900~~90350689 C-B-5 0.00000000 0.~~89605364~~90350575 ~~991~~990.~~32139847~~41789272 0.~~99132140~~99041789 0.~~89605364~~90350575 C-B-6 0.00000000 0.~~89604497~~90349644 ~~991~~990.~~32139152~~41789507 0.~~99132139~~99041790 0.~~89604497~~90349644 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A-1 1011/25/06 - 1112/24/06 30 6.27000% 8079,~~006~~943,~~537~~821.0614 ~~418~~417,~~034~~706.1647 0.00 1-A-2 1011/25/06 - 1112/24/06 30 1.26500% 14,~~546~~535,~~644~~241.1929 15,~~334~~322.5957 0.00 1-A-3 1011/01/06 - 1011/30/06 30 5.50000% ~~139~~137,~~725~~975,356.03 ~~640~~632,~~407~~387.8805 0.00 1-A-4 1011/01/06 - 1011/30/06 30 5.50000% 31,000,000.00 142,083.33 0.00 1-A-5 1011/01/06 - 1011/30/06 30 5.50000% 109,~~113~~942,~~243~~092.1072 4645,~~352~~567.3692 0.00 1-A-6 1011/01/06 - 1011/30/06 30 5.50000% 2,677,000.00 12,269.58 0.00 1-A-7 1011/01/06 - 1011/30/06 30 5.50000% 1,395,000.00 6,393.75 0.00 2-A-1 1011/01/06 - 1011/30/06 30 6.00000% 7069,~~317~~104,~~814~~630.9559 ~~351~~345,~~589~~523.0715 0.00 2-A-2 1011/01/06 - 1011/30/06 30 6.00000% 3,~~164~~109,~~211~~619.5076 15,~~821~~548.0610 0.00 3-A-1 1011/01/06 - 1011/30/06 30 5.75000% 1211,~~334~~774,~~938~~897.4255 5956,~~104~~421.9138 0.00 3-A-2 1011/01/06 - 1011/30/06 30 5.75000% 2,657,000.00 12,731.46 0.00 3-A-3 1011/01/06 - 1011/30/06 30 5.75000% 5,353,000.00 25,649.79 0.00 3-A-4 1011/01/06 - 1011/30/06 30 5.75000% 1,000,000.00 4,791.67 0.00 3-A-5 1011/01/06 - 1011/30/06 30 5.50000% 2,~~409~~353,000.00 1110,~~041~~784.2558 0.00 3-A-6 1011/01/06 - 1011/30/06 30 5.75000% ~~963~~941,000.00 4,~~614~~508.3896 0.00 3-A-7 1011/01/06 - 1011/30/06 30 6.00000% 2,~~409~~353,000.00 1211,~~045~~765.00 0.00 3-A-8 1011/01/06 - 1011/30/06 30 5.75000% 17,~~479~~013,~~643~~918.9099 8381,~~756~~525.6303 0.00 3-A-9 1011/01/06 - 1011/30/06 30 5.75000% 1,605,000.00 7,690.63 0.00 3-A-10 1011/01/06 - 1011/30/06 30 5.75000% 1,471,925.00 7,052.97 0.00 3-A-11 1011/01/06 - 1011/30/06 30 5.75000% 1,825,000.00 8,744.79 0.00 3-A-12 1011/01/06 - 1011/30/06 30 5.75000% 1,027,000.00 4,921.04 0.00 3-A-13 1011/01/06 - 1011/30/06 30 5.25000% 28,~~465~~233,~~624~~283.2962 ~~124~~123,~~537~~520.1162 0.00 3-A-14 1011/01/06 - 1011/30/06 30 5.75000% 2,~~475~~455,~~271~~068.6814 11,~~860~~763.6887 0.00 3-A-15 1011/01/06 - 1011/30/06 30 5.75000% 26,144,000.00 125,273.33 0.00 3-A-16 1011/01/06 - 1011/30/06 30 5.75000% 4,550,000.00 21,802.08 0.00 3-A-17 1011/01/06 - 1011/30/06 30 5.50000% ~~958~~932,000.00 4,~~390~~271.8367 0.00 3-A-18 1011/01/06 - 1011/30/06 30 5.75000% ~~958~~932,000.00 4,~~590~~465.4283 0.00 3-A-19 1011/01/06 - 1011/30/06 30 6.00000% ~~958~~932,000.00 4,~~790~~660.00 0.00 3-A-20 1011/01/06 - 1011/30/06 30 5.75000% 1514,~~124~~870,~~682~~091.2509 7271,~~472~~252.4452 0.00 3-A-21 1011/01/06 - 1011/30/06 30 5.75000% 17,743,000.00 85,018.54 0.00 4-A-1 1011/01/06 - 1011/30/06 30 5.25000% 1,795,173.08 7,853.88 0.00 4-A-2 1011/01/06 - 1011/30/06 30 5.75000% 4,962,404.13 23,778.19 0.00 4-A-3 1011/01/06 - 1011/30/06 30 5.50000% 10,605,882.57 48,610.30 0.00 4-A-4 1011/01/06 - 1011/30/06 30 5.50000% 3,881,000.00 17,787.92 0.00 4-A-5 1011/01/06 - 1011/30/06 30 5.50000% 4,691,636.00 21,503.33 0.00 4-A-6 1011/01/06 - 1011/30/06 30 5.50000% 5,647,000.00 25,882.08 0.00 4-A-7 1011/01/06 - 1011/30/06 30 5.25000% 23,~~521~~443,~~374~~223.2664 102,~~906~~564.0110 0.00 4-A-8 1011/01/06 - 1011/30/06 30 5.50000% 1,~~069~~065,~~153~~601.3807 4,~~900~~884.2900 0.00 4-A-9 1011/01/06 - 1011/30/06 30 5.50000% 10,000,000.00 45,833.33 0.00 4-A-10 1011/01/06 - 1011/30/06 30 5.50000% 13,~~099~~062,~~131~~088.4001 6059,~~037~~867.6990 0.00 4-A-11 1011/01/06 - 1011/30/06 30 5.75000% 3,000,000.00 14,375.00 0.00 4-A-12 N/A N/A 0.00000% 280,329.70 0.00 0.00 4-A-13 1011/01/06 - 1011/30/06 30 5.50000% 13,289,000.00 60,907.92 0.00 4-A-14 1011/01/06 - 1011/30/06 30 5.50000% 1,985,000.00 9,097.92 0.00 5-A-1 1011/01/06 - 1011/30/06 30 6.00000% ~~163~~159,~~418~~908,~~550~~579.1503 ~~817~~799,~~092~~542.7590 0.00 5-A-2 1011/01/06 - 1011/30/06 30 6.00000% 1817,~~157~~767,~~616~~619.6889 9088,~~788~~838.0810 0.00 A-X 1011/25/06 - 1112/24/06 30 5.50000% 4,~~503~~465,~~053~~837.7516 20,~~639~~468.0042 0.00 D-X 1011/25/06 - 1112/24/06 30 5.50000% 21,~~696~~214,~~340~~225.0326 9997,~~441~~231.5687 0.00 A-P N/A N/A 0.00000% 1,~~257~~256,~~894~~988.6064 0.00 0.00 D-B-1 1011/01/06 - 1011/30/06 30 5.~~74184~~74186% 14,~~124~~114,~~886~~512.8512 67,~~585~~536.6534 0.00 D-B-2 1011/01/06 - 1011/30/06 30 5.~~74184~~74186% 6,~~753~~748,~~911~~951.7803 32,~~316~~292.5496 0.00 D-B-3 1011/01/06 - 1011/30/06 30 5.~~74184~~74186% 3,~~683~~680,~~500~~794.2168 17,~~625~~612.0418 0.00 D-B-4 1011/01/06 - 1011/30/06 30 5.~~74184~~74186% 1,~~534~~533,~~212~~085.1224 7,~~340~~335.9964 0.00 D-B-5 1011/01/06 - 1011/30/06 30 5.~~74184~~74186% 2,~~455~~453,~~335~~532.5915 11,~~748~~739.4487 0.00 D-B-6 1011/01/06 - 1011/30/06 30 5.~~74184~~74186% 3,~~069~~067,~~417~~163.9042 14,~~686~~676.7403 0.00 D-B-7 1011/01/06 - 1011/30/06 30 5.~~74184~~74186% 2,~~153~~152,~~927~~345.5044 10,~~306~~298.2573 0.00 C-B-1 1011/01/06 - 1011/30/06 30 5.~~64977~~64979% 5,~~188~~183,~~305~~619.0659 24,~~427~~405.2831 0.00 C-B-2 1011/01/06 - 1011/30/06 30 5.~~64977~~64979% 1,~~685~~684,~~777~~255.4506 7,~~936~~929.8874 0.00 C-B-3 1011/01/06 - 1011/30/06 30 5.~~64977~~64979% 1,~~166~~165,~~847~~793.7296 5,~~493~~488.6974 0.00 C-B-4 1011/01/06 - 1011/30/06 30 5.~~64977~~64979% 647,~~918~~332.0087 3,~~050~~047.4975 0.00 C-B-5 1011/01/06 - 1011/30/06 30 5.~~64977~~64979% 517,~~937~~469.5177 2,~~438~~436.5233 0.00 C-B-6 1011/01/06 - 1011/30/06 30 5.~~64977~~64979% 520,~~644~~174.4122 2,~~451~~449.2706 0.00 AR N/A N/A 6.50000% 0.00 0.00 0.00 AR-L N/A N/A 6.50000% 0.00 0.00 0.00 Totals 43,~~024~~977,~~008~~693.7652 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-1 0.00 0.00 ~~418~~417,~~034~~706.1647 0.00 79,~~943~~880,~~821~~813.1481 1-A-2 0.00 0.00 15,~~334~~322.5957 0.00 14,~~535~~523,~~241~~785.2941 1-A-3 0.00 0.00 ~~640~~632,~~407~~387.8805 0.00 ~~137~~136,~~975~~225,356.03 1-A-4 0.00 0.00 142,083.33 0.00 31,000,000.00 1-A-5 0.00 0.00 4645,~~352~~567.3692 0.00 9,~~942~~595,~~092~~042.7214 1-A-6 0.00 0.00 12,269.58 0.00 2,677,000.00 1-A-7 0.00 0.00 6,393.75 0.00 1,395,000.00 2-A-1 0.00 01,066.0061 ~~351~~344,~~589~~456.0754 0.00 6968,~~104~~677,~~630~~326.5988 2-A-2 0.00 048.00 15,~~821~~500.0610 0.00 3,~~109~~090,~~619~~391.7664 3-A-1 0.00 0.00 5956,~~104~~421.9138 0.00 11,~~774~~672,~~897~~936.5504 3-A-2 0.00 0.00 12,731.46 0.00 2,657,000.00 3-A-3 0.00 0.00 25,649.79 0.00 5,353,000.00 3-A-4 0.00 0.00 4,791.67 0.00 1,000,000.00 3-A-5 0.00 0.00 1110,~~041~~784.2558 0.00 2,~~353~~343,000.00 3-A-6 0.00 0.00 4,~~614~~508.3896 0.00 ~~941~~937,000.00 3-A-7 0.00 0.00 1211,~~045~~765.00 0.00 2,~~353~~343,000.00 3-A-8 0.00 0.00 8381,~~756~~525.6303 0.00 1716,~~013~~929,~~918~~128.9973 3-A-9 0.00 0.00 7,690.63 0.00 1,605,000.00 3-A-10 0.00 0.00 7,052.97 0.00 1,471,925.00 3-A-11 0.00 0.00 8,744.79 0.00 1,825,000.00 3-A-12 0.00 0.00 4,921.04 0.00 1,027,000.00 3-A-13 0.00 0.00 ~~124~~123,~~537~~520.1162 0.00 2827,~~233~~988,~~283~~868.6277 3-A-14 0.00 0.00 11,~~860~~763.6887 0.00 2,~~455~~433,~~068~~814.1468 3-A-15 0.00 0.00 125,273.33 0.00 26,144,000.00 3-A-16 0.00 0.00 21,802.08 0.00 4,550,000.00 3-A-17 0.00 0.00 4,~~390~~271.8367 0.00 ~~932~~928,000.00 3-A-18 0.00 0.00 4,~~590~~465.4283 0.00 ~~932~~928,000.00 3-A-19 0.00 0.00 4,~~790~~660.00 0.00 ~~932~~928,000.00 3-A-20 0.00 0.00 7271,~~472~~252.4452 0.00 14,~~870~~602,~~091~~269.0944 3-A-21 0.00 0.00 85,018.54 0.00 17,743,000.00 4-A-1 0.00 0.00 7,853.88 0.00 1,~~795~~755,~~173~~622.0875 4-A-2 0.00 0.00 23,778.19 0.00 4,~~962~~853,~~404~~075.1300 4-A-3 0.00 0.00 48,610.30 0.00 10,~~605~~372,~~882~~219.5722 4-A-4 0.00 0.00 17,787.92 0.00 3,881,000.00 4-A-5 0.00 0.00 21,503.33 0.00 4,691,636.00 4-A-6 0.00 0.00 25,882.08 0.00 5,647,000.00 4-A-7 0.00 0.00 102,~~906~~564.0110 0.00 23,~~443~~063,~~223~~550.6435 4-A-8 0.00 0.00 4,~~900~~884.2900 0.00 1,~~065~~048,~~601~~343.0720 4-A-9 0.00 0.00 45,833.33 0.00 10,000,000.00 4-A-10 0.00 0.00 6059,~~037~~867.6990 0.00 1312,~~062~~882,~~088~~122.0187 4-A-11 0.00 0.00 14,375.00 0.00 3,000,000.00 4-A-12 0.00 0.00 0.00 0.00 ~~280~~277,~~329~~157.7092 4-A-13 0.00 0.00 60,907.92 0.00 13,289,000.00 4-A-14 0.00 0.00 9,097.92 0.00 1,985,000.00 5-A-1 0.00 0.00 ~~817~~799,~~092~~542.7590 0.00 ~~159~~157,~~908~~409,~~579~~100.0313 5-A-2 0.00 0.00 9088,~~788~~838.0810 0.00 17,~~767~~489,~~619~~900.8901 A-X 0.00 0.00 20,~~639~~468.0042 0.00 4,~~465~~439,~~837~~015.1606 D-X 0.00 067.0045 9997,~~441~~164.5642 0.00 2120,~~214~~987,~~225~~914.2660 A-P 0.00 0.00 0.00 0.00 1,~~256~~245,~~988~~694.6461 D-B-1 0.00 029.0016 67,~~585~~507.6518 0.00 14,~~114~~104,~~512~~034.1234 D-B-2 0.00 013.0094 32,~~316~~279.5402 0.00 6,~~748~~743,~~951~~941.0301 D-B-3 0.00 07.0060 17,~~625~~604.0458 0.00 3,~~680~~678,~~794~~062.6828 D-B-4 0.00 03.0017 7,~~340~~332.9947 0.00 1,~~533~~531,~~085~~947.2417 D-B-5 0.00 05.0007 11,~~748~~734.4480 0.00 2,~~453~~451,~~532~~710.1579 D-B-6 0.00 06.0034 14,~~686~~669.7469 0.00 3,~~067~~064,~~163~~886.4253 D-B-7 0.00 04.0045 10,~~306~~294.2528 0.00 2,~~152~~150,~~345~~747.4466 C-B-1 0.00 0.00 24,~~427~~405.2831 0.00 5,~~183~~178,~~619~~895.5917 C-B-2 0.00 0.00 7,~~936~~929.8874 0.00 1,~~684~~682,~~255~~720.0600 C-B-3 0.00 0.00 5,~~493~~488.6974 0.00 1,~~165~~164,~~793~~731.9644 C-B-4 0.00 0.00 3,~~050~~047.4975 0.00 ~~647~~646,~~332~~742.8789 C-B-5 0.00 0.00 2,~~438~~436.5233 0.00 ~~517~~516,~~469~~998.7714 C-B-6 0.00 0.00 2,~~451~~449.2706 0.00 ~~520~~519,~~174~~700.2213 AR 0.00 0.00 2432.6506 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 Totals 0.00 01,251.0079 43,~~024~~976,~~033~~473.4179 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-1 80,558,076.00 6.27000% ~~993~~992.~~15352392~~37500583 5.~~18922721~~18515946 0.00000000 1-A-2 14,646,924.00 1.26500% ~~993~~992.~~15352425~~37500584 1.~~04694952~~04612887 0.00000000 1-A-3 154,772,000.00 5.50000% ~~902~~891.~~78187288~~47491814 4.~~13775024~~08592672 0.00000000 1-A-4 31,000,000.00 5.50000% 1000.00000000 4.58333323 0.00000000 1-A-5 15,498,900.00 5.50000% ~~652~~641.~~51360419~~47086051 2.~~99068708~~94007446 0.00000000 1-A-6 2,677,000.00 5.50000% 1000.00000000 4.58333209 0.00000000 1-A-7 1,395,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 2-A-1 77,980,000.00 6.00000% ~~901~~886.~~74166389~~18402911 4.~~50870826~~43092011 0.00000000 2-A-2 3,509,000.00 6.00000% ~~901~~886.~~74166429~~18402964 4.~~50870903~~43092049 0.00000000 3-A-1 13,248,075.00 5.75000% ~~931~~888.~~07401792~~80064085 4.~~46139609~~25883610 0.00000000 3-A-2 2,657,000.00 5.75000% 1000.00000000 4.79166729 0.00000000 3-A-3 5,353,000.00 5.75000% 1000.00000000 4.79166636 0.00000000 3-A-4 1,000,000.00 5.75000% 1000.00000000 4.79167000 0.00000000 3-A-5 2,500,000.00 5.50000% ~~963~~941.~~60000000~~20000000 4.~~41650000~~31383200 0.00000000 3-A-6 1,000,000.00 5.75000% ~~963~~941.00000000 4.~~61438000~~50896000 0.00000000 3-A-7 2,500,000.00 6.00000% ~~963~~941.~~60000000~~20000000 4.~~81800000~~70600000 0.00000000 3-A-8 18,239,000.00 5.75000% ~~958~~932.~~36635232~~83178848 4.~~59217227~~46981907 0.00000000 3-A-9 1,605,000.00 5.75000% 1000.00000000 4.79166978 0.00000000 3-A-10 1,471,925.00 5.75000% 1000.00000000 4.79166398 0.00000000 3-A-11 1,825,000.00 5.75000% 1000.00000000 4.79166575 0.00000000 3-A-12 1,027,000.00 5.75000% 1000.00000000 4.79166504 0.00000000 3-A-13 30,000,000.00 5.25000% ~~948~~941.~~85414300~~10945400 4.~~15123700~~11735400 0.00000000 3-A-14 0.00 5.75000% ~~948~~941.~~85438121~~10968894 4.~~54659514~~50948463 0.00000000 3-A-15 26,144,000.00 5.75000% 1000.00000000 4.79166654 0.00000000 3-A-16 4,550,000.00 5.75000% 1000.00000000 4.79166593 0.00000000 3-A-17 1,000,000.00 5.50000% ~~958~~932.00000000 4.~~39083000~~27167000 0.00000000 3-A-18 1,000,000.00 5.75000% ~~958~~932.00000000 4.~~59042000~~46583000 0.00000000 3-A-19 1,000,000.00 6.00000% ~~958~~932.00000000 4.~~79000000~~66000000 0.00000000 3-A-20 16,806,000.00 5.75000% ~~899~~884.~~95729204~~80846662 4.~~31229561~~23970725 0.00000000 3-A-21 17,743,000.00 5.75000% 1000.00000000 4.79166657 0.00000000 4-A-1 2,000,000.00 5.25000% 897.58654000 3.92694000 0.00000000 4-A-2 5,528,608.00 5.75000% 897.58654077 4.30093615 0.00000000 4-A-3 11,816,000.00 5.50000% 897.58654113 4.11393873 0.00000000 4-A-4 3,881,000.00 5.50000% 1000.00000000 4.58333419 0.00000000 4-A-5 4,691,636.00 5.50000% 1000.00000000 4.58333298 0.00000000 4-A-6 5,647,000.00 5.50000% 1000.00000000 4.58333274 0.00000000 4-A-7 25,000,000.00 5.25000% ~~940~~937.~~85497040~~72894560 4.~~11624040~~10256400 0.00000000 4-A-8 0.00 5.50000% ~~940~~937.~~85550128~~72946673 4.~~31225761~~29792241 0.00000000 4-A-9 10,000,000.00 5.50000% 1000.00000000 4.58333300 0.00000000 4-A-10 13,800,000.00 5.50000% ~~949~~946.~~21242029~~52811667 4.~~35055725~~33825362 0.00000000 4-A-11 3,000,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 4-A-12 296,756.00 0.00000% 944.64711750 0.00000000 0.00000000 4-A-13 13,289,000.00 5.50000% 1000.00000000 4.58333358 0.00000000 4-A-14 1,985,000.00 5.50000% 1000.00000000 4.58333501 0.00000000 5-A-1 180,586,800.00 6.00000% ~~904~~885.~~93075989~~49428325 4.~~52465380~~42747144 0.00000000 5-A-2 20,065,200.00 6.00000% ~~904~~885.~~93075972~~49428314 4.~~52465363~~42747144 0.00000000 A-X 0.00 5.50000% ~~946~~938.~~46063866~~63838304 4.~~33794536~~30209252 0.00000000 D-X 0.00 5.50000% ~~910~~890.~~45958560~~22824644 4.~~17293983~~08021297 0.00000000 A-P 1,297,736.27 0.00000% ~~969~~968.~~29910112~~60099317 0.00000000 0.00000000 D-B-1 14,215,000.00 5.~~74184~~74186% ~~993~~992.~~66069996~~93085614 4.~~75453043~~75106155 0.00000000 D-B-2 6,797,000.00 5.~~74184~~74186% ~~993~~992.~~66070031~~93085626 4.~~75452994~~75106076 0.00000000 D-B-3 3,707,000.00 5.~~74184~~74186% ~~993~~992.~~66069868~~93085514 4.~~75452927~~75106016 0.00000000 D-B-4 1,544,000.00 5.~~74184~~74186% ~~993~~992.~~66069948~~93085492 4.~~75452720~~75106218 0.00000000 D-B-5 2,471,000.00 5.~~74184~~74186% ~~993~~992.~~66070012~~93085795 4.~~75452853~~75106030 0.00000000 D-B-6 3,089,000.00 5.~~74184~~74186% ~~993~~992.~~66069926~~93085788 4.~~75452897~~75106183 0.00000000 D-B-7 2,167,669.00 5.~~74184~~74186% ~~993~~992.~~66070189~~93085799 4.~~75453125~~75106209 0.00000000 C-B-1 5,229,000.00 5.~~64977~~64979% ~~992~~991.~~21745267~~32139797 4.~~67150124~~66729967 0.00000000 C-B-2 1,699,000.00 5.~~64977~~64979% ~~992~~991.~~21745144~~32140082 4.~~67150088~~66729841 0.00000000 C-B-3 1,176,000.00 5.~~64977~~64979% ~~992~~991.~~21744898~~32139456 4.~~67150510~~66729592 0.00000000 C-B-4 653,000.00 5.~~64977~~64979% ~~992~~991.~~21745789~~32139357 4.~~67150077~~66730475 0.00000000 C-B-5 522,000.00 5.~~64977~~64979% ~~992~~991.~~21745211~~32139847 4.~~67149425~~66729885 0.00000000 C-B-6 524,728.13 5.~~64977~~64979% ~~992~~991.~~21745554~~32139152 4.~~67150484~~66729314 0.00000000 AR 50.00 6.50000% 0.00000000 0.00000000 0.00000000 AR-L 50.00 6.50000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00000000 0.00000000 5.~~18922721~~18515946 0.00000000 ~~992~~991.~~37500583~~59287034 1-A-2 0.00000000 0.00000000 1.~~04694952~~04612887 0.00000000 ~~992~~991.~~37500584~~59287028 1-A-3 0.00000000 0.00000000 4.~~13775024~~08592672 0.00000000 ~~891~~880.~~47491814~~16796339 1-A-4 0.00000000 0.00000000 4.58333323 0.00000000 1000.00000000 1-A-5 0.00000000 0.00000000 2.~~99068708~~94007446 0.00000000 ~~641~~619.~~47086051~~07891141 1-A-6 0.00000000 0.00000000 4.58333209 0.00000000 1000.00000000 1-A-7 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 2-A-1 0.00000000 0.~~00000000~~01367799 4.~~50870826~~41724211 0.00000000 ~~886~~880.~~18402911~~70437138 2-A-2 0.00000000 0.~~00000000~~01367911 4.~~50870903~~41724138 0.00000000 ~~886~~880.~~18402964~~70437162 3-A-1 0.00000000 0.00000000 4.~~46139609~~25883610 0.00000000 ~~888~~881.~~80064085~~10431440 3-A-2 0.00000000 0.00000000 4.79166729 0.00000000 1000.00000000 3-A-3 0.00000000 0.00000000 4.79166636 0.00000000 1000.00000000 3-A-4 0.00000000 0.00000000 4.79167000 0.00000000 1000.00000000 3-A-5 0.00000000 0.00000000 4.~~41650000~~31383200 0.00000000 ~~941~~937.20000000 3-A-6 0.00000000 0.00000000 4.~~61438000~~50896000 0.00000000 ~~941~~937.00000000 3-A-7 0.00000000 0.00000000 4.~~81800000~~70600000 0.00000000 ~~941~~937.20000000 3-A-8 0.00000000 0.00000000 4.~~59217227~~46981907 0.00000000 ~~932~~928.~~83178848~~18294479 3-A-9 0.00000000 0.00000000 4.79166978 0.00000000 1000.00000000 3-A-10 0.00000000 0.00000000 4.79166398 0.00000000 1000.00000000 3-A-11 0.00000000 0.00000000 4.79166575 0.00000000 1000.00000000 3-A-12 0.00000000 0.00000000 4.79166504 0.00000000 1000.00000000 3-A-13 0.00000000 0.00000000 4.~~15123700~~11735400 0.00000000 ~~941~~932.~~10945400~~96229233 3-A-14 0.00000000 0.00000000 4.~~54659514~~50948463 0.00000000 ~~941~~932.~~10968894~~96252724 3-A-15 0.00000000 0.00000000 4.79166654 0.00000000 1000.00000000 3-A-16 0.00000000 0.00000000 4.79166593 0.00000000 1000.00000000 3-A-17 0.00000000 0.00000000 4.~~39083000~~27167000 0.00000000 ~~932~~928.00000000 3-A-18 0.00000000 0.00000000 4.~~59042000~~46583000 0.00000000 ~~932~~928.00000000 3-A-19 0.00000000 0.00000000 4.~~79000000~~66000000 0.00000000 ~~932~~928.00000000 3-A-20 0.00000000 0.00000000 4.~~31229561~~23970725 0.00000000 ~~884~~868.~~80846662~~87239319 3-A-21 0.00000000 0.00000000 4.79166657 0.00000000 1000.00000000 4-A-1 0.00000000 0.00000000 3.92694000 0.00000000 ~~897~~877.~~58654000~~81137500 4-A-2 0.00000000 0.00000000 4.30093615 0.00000000 ~~897~~877.~~58654077~~81137675 4-A-3 0.00000000 0.00000000 4.11393873 0.00000000 ~~897~~877.~~58654113~~81137610 4-A-4 0.00000000 0.00000000 4.58333419 0.00000000 1000.00000000 4-A-5 0.00000000 0.00000000 4.58333298 0.00000000 1000.00000000 4-A-6 0.00000000 0.00000000 4.58333274 0.00000000 1000.00000000 4-A-7 0.00000000 0.00000000 4.~~11624040~~10256400 0.00000000 ~~937~~922.~~72894560~~54201400 4-A-8 0.00000000 0.00000000 4.~~31225761~~29792241 0.00000000 ~~937~~922.~~72946673~~54253262 4-A-9 0.00000000 0.00000000 4.58333300 0.00000000 1000.00000000 4-A-10 0.00000000 0.00000000 4.~~35055725~~33825362 0.00000000 ~~946~~933.~~52811667~~48716449 4-A-11 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 4-A-12 0.00000000 0.00000000 0.00000000 0.00000000 ~~944~~933.~~64711750~~95894270 4-A-13 0.00000000 0.00000000 4.58333358 0.00000000 1000.00000000 4-A-14 0.00000000 0.00000000 4.58333501 0.00000000 1000.00000000 5-A-1 0.00000000 0.00000000 4.~~52465380~~42747144 0.00000000 ~~885~~871.~~49428325~~65341060 5-A-2 0.00000000 0.00000000 4.~~52465363~~42747144 0.00000000 ~~885~~871.~~49428314~~65341038 A-X 0.00000000 0.00000000 4.~~33794536~~30209252 0.00000000 ~~938~~933.~~63838304~~00086163 D-X 0.00000000 0.~~00000000~~00283045 4.~~17293983~~07738252 0.00000000 ~~890~~880.~~22824644~~73140460 A-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~968~~959.~~60099317~~89812321 D-B-1 0.00000000 0.~~00000000~~00205135 4.~~75453043~~74901020 0.00000000 992.~~93085614~~19376293 D-B-2 0.00000000 0.~~00000000~~00205090 4.~~75452994~~74900986 0.00000000 992.~~93085626~~19376343 D-B-3 0.00000000 0.~~00000000~~00205018 4.~~75452927~~74900998 0.00000000 992.~~93085514~~19376315 D-B-4 0.00000000 0.~~00000000~~00205311 4.~~75452720~~74900907 0.00000000 992.~~93085492~~19376295 D-B-5 0.00000000 0.~~00000000~~00205180 4.~~75452853~~74900850 0.00000000 992.~~93085795~~19376366 D-B-6 0.00000000 0.~~00000000~~00205244 4.~~75452897~~74900939 0.00000000 992.~~93085788~~19376174 D-B-7 0.00000000 0.~~00000000~~00205290 4.~~75453125~~74900919 0.00000000 992.~~93085799~~19376205 C-B-1 0.00000000 0.00000000 4.~~67150124~~66729967 0.00000000 ~~991~~990.~~32139797~~41789443 C-B-2 0.00000000 0.00000000 4.~~67150088~~66729841 0.00000000 ~~991~~990.~~32140082~~41789288 C-B-3 0.00000000 0.00000000 4.~~67150510~~66729592 0.00000000 ~~991~~990.~~32139456~~41789116 C-B-4 0.00000000 0.00000000 4.~~67150077~~66730475 0.00000000 ~~991~~990.~~32139357~~41790199 C-B-5 0.00000000 0.00000000 4.~~67149425~~66729885 0.00000000 ~~991~~990.~~32139847~~41789272 C-B-6 0.00000000 0.00000000 4.~~67150484~~66729314 0.00000000 ~~991~~990.~~32139152~~41789507 AR 0.00000000 0.00000000 ~~493~~641.~~00000000~~20000000 0.00000000 0.00000000 AR-L 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~~Certificateholder ~~ACCOUNT~~Account ~~STATEMENT~~Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1311,~~247~~281,~~735~~390.7841 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~103~~105,~~245~~253.00 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Total Deposits 1311,~~350~~386,~~980~~643.7841 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~100~~103,~~911~~245.2700 Total Administration Fees ~~188~~186,~~632~~132.7989 Payment of Interest and Principal 1311,~~061~~097,~~436~~265.7252 Total Withdrawals (Pool Distribution Amount) 1311,~~350~~386,~~980~~643.7841 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 01,251.0079

ADMINISTRATION FEES Gross Servicing Fee* ~~169~~167,~~783~~897.2136 LPMI and Excess Fees 1817,~~429~~831.6244 Wells Fargo Master Servicing Fee ~~419~~404.9609 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~188~~186,~~632~~132.7989 *Servicer Payees include: ~~CHASE HOME FINANCE LLC;~~ CHEVY CHASE FSB; COUNTRYWIDE HOME LOANS SERVICING LP; FIFTH THIRD MTG COMPANY; FIRST HORIZON HOME LOAN CORP; GMAC MORTGAGE CORPORATION; GREENPOINT MORTGAGE FUNDING, INC; ~~Homeq Servicing Corporation;~~ HSBC MORTGAGE CORPORATION (USA); JP MORGAN CHASE BANK NA; NAVY FEDERAL CREDIT UNION; SELECT PORTFOLIO SERVICING,INC; WACHOVIA MORTGAGE CORPORATION; WASHINGTON MUTUAL MTG SEC CORP; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Class 3-A-17 Rounding Account ~~633~~168.6420 182.94 831.79 ~~366~~817.3504 ~~168.20~~ Class 3-A-18 Rounding Account ~~633~~168.6420 182.94 831.79 ~~366~~817.3504 ~~168.20~~ Class 3-A-19 Rounding Account ~~633~~168.6420 182.94 831.79 ~~366~~817.3504 ~~168.20~~ Class 3-A-5 Rounding Account ~~913~~671.3593 176.60 328.05 86823.6338 ~~671.93~~ Class 3-A-6 Roudning Account ~~365~~668.3477 270.64 331.22 ~~634~~729.6535 ~~668.77~~ Class 3-A-7 Rounding Account ~~913~~671.3593 176.60 328.05 86823.~~63 671.93~~38

~~COLLATERAL~~Collateral ~~STATEMENT~~Statement Group G1 30Yr Conf Alt-A G2 30Yr Conf Alt-A Collateral Description Mixed Fixed Mixed Fixed Weighted Average ~~Gross~~ Coupon Rate 5.922703 6.~~153784%~~632602 Weighted Average Net ~~Coupon~~Rate 5.~~905768%~~673521 6.383733 Weighted Average Pass-Through Rate 5.~~878233%~~643662 6.340731 Weighted Average Remaining Term ~~346~~345 ~~Beginning~~343 ~~Scheduled~~Principal ~~Collateral~~And Interest Constant 1,713,597.14 465,907.86 Beginning Loan Count 21,~~832~~221 ~~Number~~287 Of Loans Paid Inin Full 3011 1 Ending ~~Scheduled Collateral~~ Loan Count 21,~~802~~210 286 Beginning Scheduled ~~Collateral~~ Balance ~~821~~296,~~478~~125,~~142~~051.3485 76,934,618.89 Ending Scheduled ~~Collateral~~ Balance ~~812~~293,~~442~~927,~~314~~394.7354 ~~Ending~~76,485,590.65 Actual Ending Collateral Balance at294,140,109.95 ~~31-Oct-2006~~76,522,603.51 ~~812~~Scheduled Principal 252,~~979~~046.47 40,~~105~~677.7625 ~~Monthly~~Unscheduled ~~P&I~~Principal ~~Constant~~1,945,610.84 4408,~~859~~350.99 Scheduled Interest 1,~~048~~461,550.4067 ~~Special~~425,230.61 Servicing ~~Fee~~Fees 61,490.84 15,955.55 Master Servicing Fees 0.00 ~~Prepayment~~0.00 ~~Penalty~~Trustee ~~Waived~~Fee 0.00 0.00 FRY Amount 0.00 ~~Prepayment~~0.00 ~~Penalty~~Special ~~Waived~~Hazard ~~Count~~Fee 0.00 ~~Prepayment~~0.00 ~~Penalty~~Other ~~Paid~~Fee ~~Amount~~7,368.29 2,756.94 Pool Insurance Fee 0.00 ~~Prepayment~~0.00 ~~Penalty~~Spread ~~Paid~~1 ~~Count~~0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,392,691.54 406,518.12 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 ~~Scheduled~~0.00 ~~Principal~~Percentage ~~646,382~~of Cumulative Losses 0.260000 ~~Unscheduled~~0.0000 ~~Principal~~Prepayment ~~8,389,445~~Penalty Waived Amount 0.3500 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 G1G3 30Yr ~~Conf~~Jumbo ~~Alt-A~~AltA G2G4 30Yr ~~Conf~~Jumbo ~~Alt-A~~AltA Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 56.~~922852~~113997 65.~~638596~~851073 Weighted Average Net Rate 5.~~673666~~869057 65.~~389964~~604771 Weighted Average Pass-Through Rate 5.~~643869~~854991 65.~~341385~~588209 Weighted Average Remaining Term 346 ~~344~~346 ~~Record Date 10/31/2006 10/31/2006~~ Principal And Interest Constant 1894,~~722,648~~724.4421 ~~473~~585,~~369~~241.9483 Beginning Loan Count ~~1,228~~257 ~~291~~178 Loans Paid in Full 71 42 Ending Loan Count ~~1,221~~256 ~~287~~176 Beginning Scheduled Balance ~~298~~149,~~135~~536,~~935~~270.1127 78100,~~204~~539,~~855~~711.2028 Ending Scheduled Balance ~~296~~148,~~125~~793,~~051~~797.8533 7699,~~934~~590,~~618~~675.8920 Actual Ending Collateral Balance 148,899,332.62 99,661,493.48 Scheduled Principal ~~251~~132,~~135~~837.8224 4095,~~727~~020.9480 Unscheduled Principal 1609,~~759,747~~635.4470 1854,~~229,508~~015.3728 Scheduled Interest 1761,~~471,512~~886.6297 ~~432~~490,~~642~~221.0003 Servicing Fees 6130,~~909~~522.5784 1620,~~203~~635.5095 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 71,~~403~~752.0491 31,~~165~~387.9467 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 1729,~~402,200~~611.0122 ~~413~~468,~~272~~197.5641 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 G3G5 30Yr ~~Jumbo~~Conf ~~AltA~~Alt-A G4Total ~~30Yr Jumbo AltA~~ Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~114144~~497198 56.~~851056~~150135 Weighted Average Net Rate 56.~~869166~~248128 5.~~604751~~902146 Weighted Average Pass-Through Rate 56.~~855085~~216626 5.~~588193~~875212 Weighted Average Remaining Term ~~347~~345 ~~347~~345 ~~Record Date 10/31/2006 10/31/2006~~ Principal And Interest Constant ~~903~~1,~~700~~150,679.8168 ~~585~~4,~~251~~810,150.4972 Beginning Loan Count ~~260~~859 ~~178~~2,802 Loans Paid in Full 39 024 Ending Loan Count ~~257~~850 ~~178~~2,778 Beginning Scheduled Balance ~~151~~189,~~264~~306,~~516~~662.6944 ~~100~~812,~~658~~442,~~565~~314.4373 Ending Scheduled Balance ~~149~~186,~~536~~521,~~270~~755.2726 ~~100~~805,~~539~~319,~~711~~212.2898 Actual Ending Collateral Balance 186,632,574.62 805,856,114.18 Scheduled Principal ~~132~~125,~~989~~710.9057 94646,~~452~~292.4333 Unscheduled Principal 12,~~595~~659,~~256~~196.5261 246,~~401~~476,809.7242 Scheduled Interest ~~770~~1,~~710~~024,969.9111 ~~490~~4,~~799~~163,858.0639 Servicing Fees 3039,~~880~~292.4318 20167,~~660~~897.5436 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 14,~~775~~969.0372 118,~~388~~235.9353 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 ~~738~~980,~~055~~707.4521 ~~468~~3,~~749~~977,725.5950 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Additional Reporting - Group Level ~~Collateral~~Miscellaneous ~~Statement~~Reporting ~~Group~~G1 G5 30Yr Conf Alt-A ~~Total~~Insurance ~~Collateral~~Proceeds ~~Description~~0.00 ~~Mixed~~Substitution ~~Fixed~~Adjustment ~~Mixed~~Amount ~~Fixed~~0.00 ~~Weighted~~G2 ~~Average~~30Yr ~~Coupon~~Conf ~~Rate~~Alt-A ~~6.502635~~Insurance 6Proceeds 0.~~153784~~00 ~~Weighted~~Substitution ~~Average~~Adjustment ~~Net~~Amount ~~Rate 6~~0.~~253404~~00 ~~5.905768~~G3 ~~Pass-Through~~30Yr ~~Rate~~Jumbo ~~6.221626~~AltA 5Insurance Proceeds 0.~~878233~~00 ~~Weighted~~Substitution ~~Average~~Adjustment ~~Remaining~~Amount ~~Term~~0.00 ~~346~~G4 ~~346~~30Yr ~~Record~~Jumbo ~~Date~~AltA ~~10/31/2006~~Insurance ~~10/31/2006~~Proceeds ~~Principal~~0.00 ~~And~~Substitution ~~Interest~~Adjustment ~~Constant~~Amount ~~1,174,077~~0.7200 ~~4,859,048.40~~G5 ~~Beginning~~30Yr ~~Loan~~Conf ~~Count~~Alt-A ~~875~~Insurance ~~2,832~~Proceeds ~~Loans~~0.00 ~~Paid~~Substitution inAdjustment ~~Full~~Amount 160.00 30Trigger ~~Ending~~Event ~~Loan~~Reporting ~~Count~~G1 ~~859~~30Yr ~~2,802~~Conf ~~Beginning~~Alt-A ~~Scheduled~~Cumulative ~~Balance~~Loss ~~193,214,269.91~~Trigger ~~821,478,142.34~~Calculated ~~Ending~~Value ~~Scheduled~~0.000000% ~~Balance~~Threshold ~~189,306,662.44~~Value ~~812,442,314~~30.73000000% ~~Scheduled~~Trigger ~~Principal~~Result ~~127,076.17~~Pass ~~646,382.26~~Delinquency ~~Unscheduled~~Trigger ~~Principal~~Calculated ~~3,780,531.30~~Value ~~8,389,445~~2.35509867% ~~Scheduled~~Threshold ~~Interest~~Value ~~1,047,001~~50.55000000% ~~4,212,666.14~~Trigger ~~Servicing~~Result ~~Fees~~Pass ~~40,129.17~~Shifting ~~169,783.21~~Interest ~~Master~~Trigger ~~Servicing~~Calculated ~~Fees~~Value 0.00000000% Threshold Value 0.00000000% ~~Trustee~~Trigger ~~Fee~~Result ~~0.00~~Pass ~~0.00~~G2 ~~FRY~~30Yr ~~Amount~~Conf ~~0.00~~Alt-A ~~0.00~~Cumulative ~~Special~~Loss ~~Hazard~~Trigger ~~Fee~~Calculated ~~0.00~~Value 0.00000000% ~~Other~~Threshold ~~Fee~~Value ~~5,116~~30.64000000% ~~18,849.58~~Trigger ~~Pool~~Result ~~Insurance~~Pass ~~Fee~~Delinquency ~~0.00~~Trigger 0Calculated Value 31.00819753% ~~Spread~~Threshold 1Value 050.00000000% Trigger Result Pass Shifting Interest Trigger Calculated Value 0.00000000% ~~Spread~~Threshold 2Value 0.00000000% Trigger Result Pass G3 30Yr Jumbo AltA Cumulative Loss Trigger Calculated Value 0.00000000% ~~Spread~~Threshold 3Value 030.00000000% Trigger Result Pass Delinquency Trigger Calculated Value 0.00000000% ~~Net~~Threshold ~~Interest~~Value ~~1,001,755~~50.74000000% ~~4,024,033.35~~Trigger ~~Realized~~Result ~~Loss~~Pass ~~Amount~~Shifting Interest Trigger Calculated Value 0.00000000% Threshold Value 0.00000000% ~~Cumulative~~Trigger ~~Realized~~Result Pass G4 30Yr Jumbo AltA Cumulative Loss Trigger Calculated Value 0.00000000% 0Threshold Value 30.00000000% ~~Percentage~~Trigger ofResult ~~Cumulative~~Pass ~~Losses~~Delinquency 0Trigger Calculated Value 11.~~0000~~313643% 0Threshold Value 50.~~0000~~000000% ~~Prepayment~~Trigger ~~Penalty~~Result ~~Waived~~Pass ~~Amount~~Shifting Interest Trigger Calculated Value 0.00000000% Threshold Value 0.00000000% ~~Prepayment~~Trigger ~~Penalty~~Result ~~Waived~~Pass ~~Count~~G5 030Yr 0Conf ~~Prepayment~~Alt-A ~~Penalty~~Cumulative ~~Paid~~Loss ~~Amount~~Trigger Calculated Value 0.00000000% 0Threshold Value 30.00000000% ~~Prepayment~~Trigger ~~Penalty~~Result ~~Paid~~Pass ~~Count~~Delinquency 0Trigger 0Calculated ~~Special~~Value ~~Servicing~~9.328470% ~~Fee~~Threshold Value 50.000000% Trigger Result Pass Shifting Interest Trigger Calculated Value 0.00000000% Threshold Value 0.00000000% Trigger Result Pass

~~Additional~~Delinquency ~~Reporting~~Status -DELINQUENT ~~Group~~BANKRUPTCY ~~Level~~FORECLOSURE ~~Miscellaneous~~REO ~~Reporting~~Total G1No. ~~30Yr~~of ~~Conf~~Loans ~~Alt-A~~No. ~~Insurance~~of ~~Proceeds~~Loans 0No.00 ~~Substitution~~of ~~Adjustment~~Loans ~~Amount~~No. 0of Loans No.00 G2of ~~30Yr~~Loans ~~Conf~~Actual ~~Alt-A~~Balance ~~Insurance~~Actual ~~Proceeds~~Balance ~~0.00~~Actual ~~Substitution~~Balance ~~Adjustment~~Actual ~~Amount~~Balance Actual Balance 0~~.00~~-29 G3Days ~~30Yr~~1 ~~Jumbo~~0 ~~AltA~~0 ~~Insurance~~1 ~~Proceeds~~168,961.09 0.00 ~~Substitution Adjustment Amount~~ 0.00 G4168,961.09 ~~30Yr~~30 ~~Jumbo~~Days ~~AltA~~8 ~~Insurance~~1 ~~Proceeds~~0 0~~.00~~ ~~Substitution~~9 ~~Adjustment~~1,817,215.86 ~~Amount~~375,333.47 0.00 G50.00 ~~30Yr~~2,192,549.33 ~~Conf~~60 ~~Alt-A~~Days ~~Insurance~~4 ~~Proceeds~~ 0~~.00~~ ~~Substitution~~1 ~~Adjustment~~0 ~~Amount~~5 987,008.48 0.00 ~~Trigger~~250,379.90 ~~Event~~0.00 ~~Reporting~~1,237,388.38 G190 ~~30Yr~~Days ~~Conf~~3 ~~Alt-A~~0 ~~Cumulative~~4 ~~Loss~~0 ~~Trigger~~7 ~~Calculated~~839,505.62 ~~Value~~ 0.~~000000%~~00 ~~Threshold~~1,285,042.63 ~~Value~~0.00 302,124,548.~~000000%~~25 ~~Trigger~~120 ~~Result~~Days ~~Pass~~0 ~~Delinquency~~1 ~~Trigger~~0 ~~Calculated~~0 ~~Value~~ 1 0.~~486287%~~00 ~~Threshold~~82,507.79 ~~Value~~0.00 500.~~000000%~~00 ~~Trigger~~82,507.79 ~~Result~~150 ~~Pass~~Days ~~Shifting~~0 ~~Interest~~0 ~~Trigger~~1 ~~Calculated~~0 ~~Value~~1 0.~~000000%~~00 ~~Threshold~~0.00 ~~Value~~485,600.00 0.~~000000%~~00 ~~Trigger~~485,600.00 ~~Result~~180+ ~~Pass~~Days G20 ~~30Yr~~2 ~~Conf~~2 ~~Alt-A~~2 ~~Cumulative~~6 ~~Loss Trigger Calculated Value~~ 0.~~000000%~~00 ~~Threshold~~536,994.26 ~~Value~~581,875.40 30375,280.~~000000%~~00 ~~Trigger~~1,494,149.66 ~~Result~~Totals ~~Pass~~15 ~~Delinquency~~5 ~~Trigger~~8 ~~Calculated~~2 ~~Value~~30 273,643,729.~~770671%~~96 ~~Threshold~~1,163,796.61 ~~Value~~2,602,897.93 375,280.00 7,785,704.50 No.~~000000%~~ ~~Trigger~~of ~~Result~~Loans ~~Pass~~No. ~~Shifting~~of ~~Interest~~Loans ~~Trigger~~No. ~~Calculated~~of ~~Value~~Loans 0No.~~000000%~~ ~~Threshold~~of ~~Value~~Loans 0No.~~000000%~~ ~~Trigger~~of ~~Result~~Loans ~~Pass~~Actual G3Balance ~~30Yr~~Actual ~~Jumbo~~Balance ~~AltA~~Actual ~~Cumulative~~Balance ~~Loss~~Actual ~~Trigger~~Balance ~~Calculated~~Actual ~~Value~~Balance 0-29 Days 0.035997% 0.000000% ~~Threshold Value 30~~0.000000% ~~Trigger~~0.035997% ~~Result~~0.020967% ~~Pass Delinquency Trigger Calculated Value~~ 0.000000% ~~Threshold Value 50~~0.000000% ~~Trigger~~0.020967% ~~Result~~30 ~~Pass~~Days ~~Shifting~~0.287977% ~~Interest~~0.035997% ~~Trigger Calculated Value~~ 0.000000% ~~Threshold Value~~ 0.000000% ~~Trigger~~0.323974% ~~Result~~0.225501% ~~Pass~~0.046576% G40.000000% ~~30Yr~~0.000000% ~~Jumbo~~0.272077% ~~AltA~~60 ~~Cumulative~~Days ~~Loss~~0.143988% ~~Trigger~~0.000000% ~~Calculated~~0.035997% ~~Value~~ 0.000000% ~~Threshold~~0.179986% ~~Value~~0.122479% 300.000000% ~~Trigger~~0.031070% ~~Result~~0.000000% ~~Pass~~0.153550% ~~Delinquency~~90 ~~Trigger~~Days ~~Calculated~~0.107991% ~~Value~~0.000000% 110.~~303027~~143988% ~~Threshold Value 50~~0.000000% ~~Trigger~~0.251980% ~~Result~~0.104176% ~~Pass~~0.000000% ~~Shifting~~0.159463% ~~Interest~~0.000000% ~~Trigger~~0.263639% ~~Calculated~~120 ~~Value~~Days 0.000000% ~~Threshold~~0.035997% ~~Value~~0.000000% 0.000000% ~~Trigger~~0.035997% ~~Result~~0.000000% ~~Pass~~0.010239% G50.000000% ~~30Yr~~0.000000% ~~Conf~~0.010239% ~~Alt-A~~150 ~~Cumulative~~Days ~~Loss~~0.000000% ~~Trigger~~0.000000% ~~Calculated~~0.035997% ~~Value~~ 0.000000% ~~Threshold~~0.035997% ~~Value~~0.000000% 300.000000% ~~Trigger~~0.060259% ~~Result~~0.000000% ~~Pass~~0.060259% ~~Delinquency~~180+ ~~Trigger~~Days ~~Calculated~~0.000000% ~~Value~~0.071994% 70.~~874438~~071994% ~~Threshold~~0.071994% ~~Value~~0.215983% 500.000000% ~~Trigger~~0.066636% ~~Result~~0.072206% ~~Pass~~0.046569% ~~Shifting~~0.185411% ~~Interest~~Totals ~~Trigger~~0.539957% ~~Calculated~~0.179986% ~~Value~~0.287977% 0.~~000000~~071994% ~~Threshold~~1.079914% ~~Value~~0.452156% 0.~~000000~~144417% ~~Trigger~~0.322998% ~~Result~~0.046569% ~~Pass~~0.966141%

~~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 11 0 ~~0 0 11 2,644,797~~.~~54 0.~~00 ~~0.00~~Periodic ~~0.00~~Advance 2105,~~644,797~~253.~~54 60 Days 5 0 0 0 5 1,483,256.98 0.~~00 0.00 0.00 1,483,256.98 90 Days 3 0 0 0 3 724,336.32 0.00 0.00 0.00 724,336.32 120 Days 0 0 1 0 1 0.00 0.00 485,600.00 0.00 485,600.00 150 Days 0 0 1 0 1 0.00 0.00 122,480.00 0.00 122,480.00 180+ Days 0 2 2 1 5 0.00 536,994.26 582,042.81 252,800.00 1,371,837.07 Totals 19 2 4 1 26 4,852,390.84 536,994.26 1,190,122.81 252,800.00 6,832,307.91 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 0.392577% 0.000000% 0.000000% 0.000000% 0.392577% 0.325322% 0.000000% 0.000000% 0.000000% 0.325322% 60 Days 0.178444% 0.000000% 0.000000% 0.000000% 0.178444% 0.182447% 0.000000% 0.000000% 0.000000% 0.182447% 90 Days 0.107066% 0.000000% 0.000000% 0.000000% 0.107066% 0.089097% 0.000000% 0.000000% 0.000000% 0.089097% 120 Days 0.000000% 0.000000% 0.035689% 0.000000% 0.035689% 0.000000% 0.000000% 0.059731% 0.000000% 0.059731% 150 Days 0.000000% 0.000000% 0.035689% 0.000000% 0.035689% 0.000000% 0.000000% 0.015066% 0.000000% 0.015066% 180+ Days 0.000000% 0.071378% 0.071378% 0.035689% 0.178444% 0.000000% 0.066053% 0.071594% 0.031096% 0.168742% Totals 0.678087% 0.071378% 0.142755% 0.035689% 0.927909% 0.596865% 0.066053% 0.146390% 0.031096% 0.840404%

CREDIT ENHANCEMENT Original $ Original % Current ~~Period~~$ ~~Class~~Current A% ~~Insufficient~~Bankruptcy ~~Funds~~292,589.00 0.03327200% 292,589.00 ~~Principal~~0.03633205% ~~Balance~~Fraud of21,153,399.00 ~~Contaminated~~2.40547608% ~~Properties 0~~21,153,399.00 ~~Periodic~~2.62670984% ~~Advance~~Special ~~103~~Hazard 9,~~245~~170,770.00 1.04286161% 9,170,770.00 1.13877452% Limit of Subordinate's Exposure to Certain Types of Losses

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Yr Conf Alt-A 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 01 0 0 01 0168,961.0009 0.00 0.00 0168,961.0009 30 Days 23 01 0 0 24 ~~626~~741,~~113~~884.0055 0375,333.0047 0.00 0.00 ~~626~~1,~~113~~117,218.0002 60 Days 3 0 0 1 0 31 ~~823,282.67~~ 0.00 0.00 250,379.90 0.00 ~~823~~250,~~282~~379.6790 90 Days 01 0 02 0 03 0198,214.0035 0.00 0625,068.0032 0.00 0823,282.0067 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 54 02 03 0 59 1940,~~449,395~~098.6790 0544,294.0056 0875,448.0022 0.00 12,~~449~~359,~~395~~841.6768 0-29 Days 0.~~000000~~082645% 0.000000% 0.000000% 0.~~000000~~082645% 0.~~000000~~057442% 0.000000% 0.000000% 0.~~000000~~057442% 30 Days 0.~~163800~~247934% 0.~~000000~~082645% 0.000000% 0.000000% 0.~~163800~~330579% 0.~~211287~~252221% 0.~~000000~~127604% 0.000000% 0.000000% 0.~~211287~~379825% 60 Days 0.~~245700~~000000% 0.000000% 0.~~000000~~082645% 0.000000% 0.~~245700~~082645% 0.~~277824~~000000% 0.000000% 0.~~000000~~085123% 0.000000% 0.~~277824~~085123% 90 Days 0.~~000000~~082645% 0.000000% 0.~~000000~~165289% 0.000000% 0.~~000000~~247934% 0.~~000000~~067388% 0.000000% 0.~~000000~~212507% 0.000000% 0.~~000000~~279895% 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.~~409500~~330579% 0.~~000000~~165289% 0.~~000000~~247934% 0.000000% 0.~~409500~~743802% 0.~~489111~~319609% 0.~~000000~~185046% 0.~~000000~~297630% 0.000000% 0.~~489111~~802285% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2 30Yr Conf Alt-A 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 01 0 0 0 01 0392,000.00 0.00 0.00 0.00 0392,000.00 60 Days 20 0 0 0 20 ~~659,974~~0.3100 0.00 0.00 0.00 ~~659,974~~0.3100 90 Days 0 0 02 0 02 0.00 0.00 0659,974.0031 0.00 0659,974.0031 120 Days 0 0 10 0 10 0.00 0.00 ~~485,600~~0.00 0.00 ~~485,600~~0.00 150 Days 0 0 01 0 01 0.00 0.00 0485,600.00 0.00 0485,600.00 180+ Days 0 0 2 1 3 0.00 0.00 ~~582~~581,~~042~~875.8140 252,800.00 834,~~842~~675.8140 Totals 21 0 35 1 67 ~~659~~392,~~974~~000.3100 0.00 1,~~067~~727,~~642~~449.8171 252,800.00 12,~~980~~372,~~417~~249.1271 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~349650% 0.000000% 0.000000% 0.000000% 0.~~000000~~349650% 0.~~000000~~512267% 0.000000% 0.000000% 0.000000% 0.~~000000~~512267% 60 Days 0.~~696864~~000000% 0.000000% 0.000000% 0.000000% 0.~~696864~~000000% 0.~~857434~~000000% 0.000000% 0.000000% 0.000000% 0.~~857434~~000000% 90 Days 0.000000% 0.000000% 0.~~000000~~699301% 0.000000% 0.~~000000~~699301% 0.000000% 0.000000% 0.~~000000~~862457% 0.000000% 0.~~000000~~862457% 120 Days 0.000000% 0.000000% 0.~~348432~~000000% 0.000000% 0.~~348432~~000000% 0.000000% 0.000000% 0.~~630888~~000000% 0.000000% 0.~~630888~~000000% 150 Days 0.000000% 0.000000% 0.~~000000~~349650% 0.000000% 0.~~000000~~349650% 0.000000% 0.000000% 0.~~000000~~634584% 0.000000% 0.~~000000~~634584% 180+ Days 0.000000% 0.000000% 0.~~696864~~699301% 0.~~348432~~349650% 1.~~045296~~048951% 0.000000% 0.000000% 0.~~756186~~760397% 0.~~328436~~330360% 1.~~084621~~090757% Totals 0.~~696864~~349650% 0.000000% 1.~~045296~~748252% 0.~~348432~~349650% 2.~~090592~~447552% 0.~~857434~~512267% 0.000000% 12.~~387073~~257437% 0.~~328436~~330360% 23.~~572943~~100064% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3 30Yr Jumbo AltA 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% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 30Yr Jumbo AltA 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 1 0 0 1 0.00 440,889.75 0.00 0.00 440,889.75 Totals 0 1 0 0 1 0.00 440,889.75 0.00 0.00 440,889.75 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.~~561798~~568182% 0.000000% 0.000000% 0.~~561798~~568182% 0.000000% 0.~~438217~~442387% 0.000000% 0.000000% 0.~~438217~~442387% Totals 0.000000% 0.~~561798~~568182% 0.000000% 0.000000% 0.~~561798~~568182% 0.000000% 0.~~438217~~442387% 0.000000% 0.000000% 0.~~438217~~442387% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 30Yr Conf Alt-A 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 94 0 0 0 94 2683,~~018,684~~331.5431 0.00 0.00 0.00 2683,~~018,684~~331.5431 60 Days 04 0 0 0 04 0987,008.0048 0.00 0.00 0.00 0987,008.0048 90 Days 32 0 0 0 32 ~~724~~641,~~336~~291.3227 0.00 0.00 0.00 ~~724~~641,~~336~~291.3227 120 Days 0 01 0 0 01 0.00 082,507.0079 0.00 0.00 082,507.0079 150 Days 0 0 10 0 10 0.00 0.00 ~~122,480~~0.00 0.00 ~~122,480~~0.00 180+ Days 0 1 0 0 1 2 0.00 96,104.51 0.00 0122,480.00 96218,~~104~~584.51 Totals 1210 12 1 0 141 13 2,~~743~~311,~~020~~631.8606 96178,~~104~~612.5130 0.00 122,480.00 ~~0.00~~ 2,~~961~~612,~~605~~723.3736 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~047730~~470588% 0.000000% 0.000000% 0.000000% 10.~~047730~~470588% 10.~~065731~~366137% 0.000000% 0.000000% 0.000000% 10.~~065731~~366137% 60 Days 0.~~000000~~470588% 0.000000% 0.000000% 0.000000% 0.~~000000~~470588% 0.~~000000~~528851% 0.000000% 0.000000% 0.000000% 0.~~000000~~528851% 90 Days 0.~~349243~~235294% 0.000000% 0.000000% 0.000000% 0.~~349243~~235294% 0.~~382401~~343612% 0.000000% 0.000000% 0.000000% 0.~~382401~~343612% 120 Days 0.000000% 0.~~000000~~117647% 0.000000% 0.000000% 0.~~000000~~117647% 0.000000% 0.~~000000~~044209% 0.000000% 0.000000% 0.~~000000~~044209% 150 Days 0.000000% 0.000000% 0.~~116414~~000000% 0.000000% 0.~~116414~~000000% 0.000000% 0.000000% 0.~~064661~~000000% 0.000000% 0.~~064661~~000000% 180+ Days 0.000000% 0.~~116414~~117647% 0.000000% 0.~~000000~~117647% 0.~~116414~~235294% 0.000000% 0.~~050737~~051494% 0.000000% 0.~~000000~~065626% 0.~~050737~~117120% Totals 1.~~396973~~176471% 0.~~116414~~235294% 0.~~116414~~000000% 0.~~000000~~117647% 1.~~629802~~529412% 1.~~448133~~238600% 0.~~050737~~095703% 0.~~064661~~000000% 0.~~000000~~065626% 1.~~563531~~399929%

~~CREDIT~~180+ ~~ENHANCEMENT~~Delinquency ~~Original~~Summary $Summary ~~Original~~G1 30Yr Conf Alt-A Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) ~~Current~~Loans Actual Balance(%) Balance($) ~~Current~~Balance($) %180 ~~Bankruptcy~~- ~~292~~209 2 313,~~589~~015.0094 0.~~03327200%~~039 ~~292,589~~0 0.00 0.~~03601351%~~000 ~~Fraud~~210 21- 239 1 96,~~153,399~~104.0051 20.~~40547608%~~012 ~~21,153,399~~0 0.00 20.~~60368012%~~000 ~~Special~~240 ~~Hazard~~- 9269 1 391,~~170,770~~339.46 0.049 0 0.00 10.~~04286161%~~000 9300 - 329 2 693,~~170,770~~689.0075 10.~~12879029%~~086 ~~Limit~~0 of0.00 ~~Subordinate's~~0.000 ~~Exposure~~Total to6 ~~Certain~~1,494,149.66 ~~Types~~0.186 of0 ~~Losses~~0.00 0.000

180+ Delinquency Summary ~~Summary~~(continued) G1G2 30Yr Conf Alt-A G3 30Yr Jumbo AltA Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 21 ~~286~~190,~~807~~535.8694 0.~~035~~249 0 0.00 0.000 210 - 239 0 0.00 0.000 0 0.00 0.000 240 - 269 1 391,339.46 0.~~048~~511 0 0.00 0.000 ~~270~~300 - ~~299~~329 21 ~~693~~252,~~689~~800.7500 0.~~085~~330 0 0.00 0.000 Total 53 1834,~~371,837~~675.0740 01.~~168~~090 0 0.00 0.000

180+ Delinquency Summary (continued) G2G4 30Yr ~~Conf~~Jumbo ~~Alt-A~~AltA G3G5 30Yr ~~Jumbo~~Conf ~~AltA~~Alt-A Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 0 0.00 0.000 1 ~~190~~122,~~703~~480.3500 0.~~248~~066 210 - 239 0 0.00 0.000 ~~210~~1 96,104.51 0.051 240 - ~~239~~269 10 ~~391,339~~0.4600 0.~~508~~000 0 0.00 0.000 ~~270~~300 - ~~299~~329 1 ~~252~~440,~~800~~889.0075 0.~~328~~442 0 0.00 0.000 Total 31 ~~834~~440,~~842~~889.8175 10.~~084~~442 02 0218,584.0051 0.~~000~~117 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

~~180+~~Summary ~~Delinquency~~12 ~~Summary~~Month ~~(continued)~~REO G4History* New REO Loans Month REO Percentage Loans in REO 1 Jan-06 0.000% Original Principal Balance 122,480.00 Feb-06 0.000% Current Actual Balance 122,480.00 Mar-06 0.000% Apr-06 0.000% Current REO Total May-06 0.000% Loans in REO 2 Jun-06 0.000% Original Principal Balance 375,280.00 Jul-06 0.000% Current Actual Balance 375,280.00 Aug-06 0.000% Sep-06 0.000% Oct-06 0.031% Nov-06 0.031% Dec-06 0.047% *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. G1 30Yr ~~Jumbo~~Conf ~~AltA~~Alt-A G5- No REO Information to report this period. G2 30Yr Conf Alt-A ~~Days~~12 ~~Number~~Month ofREO ~~Outstanding~~History* ~~Percentage~~New ofREO ~~Number~~Loans ofMonth ~~Outstanding~~REO Percentage ofLoans ~~Delinquent~~in ~~Loans~~REO ~~Actual~~0 ~~Balance(~~Jan-06 0.000%) ~~Loans~~Original ~~Actual~~Principal Balance( 0.00 Feb-06 0.000%) ~~Balance($)~~Current Actual Balance~~($)~~ ~~180~~0.00 Mar-06 ~~209~~ 0.000% Apr-06 0.00000% Current REO Total May-06 0.000% Loans in REO 1 96Jun-06 0.000% Original Principal Balance 252,~~104~~800.5100 Jul-06 0.~~051~~000% ~~210~~Current -Actual ~~239~~Balance 0252,800.00 Aug-06 0.00000% Sep-06 0.000% Oct-06 0.323% Nov-06 0.00328% Dec-06 0.~~000~~330% ~~270~~*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. G3 30Yr Jumbo AltA - ~~299~~No REO Information to report this period. G4 30Yr Jumbo AltA - No REO Information to report this period. G5 30Yr Conf Alt-A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 ~~440~~Jan-06 0.000% Original Principal Balance 122,~~889~~480.7500 Feb-06 0.~~438~~000% 0Current 0Actual Balance 122,480.00 Mar-06 0.000% Apr-06 0.000% Current REO Total May-06 0.000% Loans in REO 1 ~~440~~Jun-06 0.000% Original Principal Balance 122,~~889~~480.7500 Jul-06 0.~~438~~000% 1Current 96Actual Balance 122,~~104~~480.5100 Aug-06 0.~~051~~000% ~~This~~Sep-06 ~~report~~0.000% ~~includes~~Oct-06 ~~all~~0.000% ~~loans~~Nov-06 ~~greater~~0.000% ~~than~~Dec-06 ~~180~~0.066% ~~days~~*The ~~delinquent~~text ~~regardless~~reported ofin ~~status~~the ~~(REO,~~above ~~Foreclosure,~~table ~~Bankruptcy)~~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~~ REO History*Loan ~~New~~Detail ~~REO~~- ~~Loans~~All ~~Month~~Mortgage ~~REO Percentage~~ Loans in REO 0during ~~Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000%~~ Current ~~Actual~~Period ~~Balance~~Month ~~0.00~~Loan ~~Feb-06~~First ~~0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in REO 1 May-06 0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~252,800.00~~Payment ~~Jun-06~~LTV 0.000% Current Actual Balance 252,800.00 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.031% Nov-06 0.031% *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. G1 30Yr Conf Alt-A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec-05 0.000% Original~~ Principal ~~Balance~~Group ~~0.00~~Number ~~Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Current~~ REO ~~Total~~Date ~~Apr-06~~State ~~0.000%~~Origination ~~Loans in REO 0 May-06 0.000% Original Principal~~ Balance 0.00 Jun-06 0.000% Current Actual Balance 0.00 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% 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. G2 30Yr Conf Alt-A 120500394819 ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec~~Oct-052006 ~~0.000% Original Principal Balance 0.00 Jan~~01-~~06 0.000% Current Actual Balance 0.00 Feb~~Jun-062005 ~~0.000%~~NV ~~Mar-06 0~~80.~~000% Current REO Total Apr-06 0.000% Loans in REO 1 May-06 0.000% Original Principal Balance 252,800.~~00 ~~Jun-06 0.000% Current Actual Balance~~ 252,800.00 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.323% Nov-06 0.328% *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. G3 30Yr Jumbo AltA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in REO 0 May-06 0.000% Original Principal Balance 0.00 Jun-06 0.000% Current Actual Balance 0.00 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% 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. G4 30Yr Jumbo AltA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in REO 0 May-06 0.000% Original Principal Balance 0.00 Jun-06 0.000% Current Actual Balance 0.00 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% 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. G5 30Yr Conf Alt-A 120500579696 ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0~~ Dec-052006 ~~0.000% Original Principal Balance 0.00 Jan~~01-~~06 0.000% Current Actual Balance 0.00 Feb~~Nov-062005 ~~0.000%~~CO ~~Mar-06 0~~80.~~000% Current REO Total Apr-06 0.000% Loans in REO 0 May-06 0.000% Original Principal Balance 0.~~00 ~~Jun-06 0~~122,480.~~000% Current Actual Balance 0.~~00 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% 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.

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number ~~REO~~Balance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest G2 30Yr Conf Alt-A 0500394819 ~~Oct-2006~~252,800.00 01-~~Jun~~Dec-2005 NV10 806.00625% ~~252~~14,~~800~~657.17 G5 30Yr Conf Alt-A 0500579696 122,480.00 01-Apr-2006 6 6.250% 4,899.20

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~REO~~Summary ~~Loan~~12 ~~Detail~~Month -Foreclosure ~~All~~History* ~~Mortgage~~New Foreclosure Loans Month Foreclosure Percentage Loans in ~~REO~~Foreclosure ~~during~~5 Jan-06 0.000% Original Principal Balance 1,543,100.00 Feb-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 1,535,422.53 Mar-06 0.000% Apr-06 0.000% Current ~~Paid~~Foreclosure Total May-06 0.000% Loans in Foreclosure 8 Jun-06 0.081% Original Principal Balance 2,611,900.00 Jul-06 0.146% Current ~~Approximate~~Actual ~~Loan~~Balance 2,602,897.93 Aug-06 0.129% Sep-06 0.137% Oct-06 0.145% Nov-06 0.146% Dec-06 0.323% *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. G1 30Yr Conf Alt-A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Jan-06 0.000% Original Principal Balance 882,400.00 Feb-06 0.000% Current Actual ToBalance ~~Months~~875,448.22 ~~Loan~~Mar-06 ~~Delinquent~~0.000% ~~Group~~Apr-06 ~~Number~~0.000% Current Foreclosure Total May-06 0.000% Loans in Foreclosure 3 Jun-06 0.000% Original Principal Balance ~~Date~~882,400.00 ~~Delinquent~~Jul-06 ~~Rate~~0.000% ~~Interest~~Current Actual Balance 875,448.22 Aug-06 0.000% Sep-06 0.062% Oct-06 0.000% Nov-06 0.000% Dec-06 0.298% *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. G2 30Yr Conf Alt-A ~~0500394819~~12 ~~252~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Jan-06 0.000% Original Principal Balance 660,~~800~~700.00 01Feb-~~Dec~~06 0.000% Current Actual Balance 659,974.31 Mar-~~2005~~06 90.000% 6Apr-06 0.~~625~~000% 13Current Foreclosure Total May-06 0.000% Loans in Foreclosure 5 Jun-06 0.307% Original Principal Balance 1,~~324~~729,500.7000 Jul-06 0.790% Current Actual Balance 1,727,449.71 Aug-06 0.796% Sep-06 1.037% Oct-06 1.365% Nov-06 1.387% Dec-06 2.257% *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. G3 30Yr Jumbo AltA - No Foreclosure Information to report this period. G4 30Yr Jumbo AltA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-06 0.000% Original Principal Balance 0.00 Feb-06 0.000% Current Actual Balance 0.00 Mar-06 0.000% Apr-06 0.000% Current Foreclosure Total May-06 0.000% Loans in Foreclosure 0 Jun-06 0.432% Original Principal Balance 0.00 Jul-06 0.433% Current Actual Balance 0.00 Aug-06 0.433% Sep-06 0.000% Oct-06 0.000% Nov-06 0.000% Dec-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. G5 30Yr Conf Alt-A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-06 0.000% Original Principal Balance 0.00 Feb-06 0.000% Current Actual Balance 0.00 Mar-06 0.000% Apr-06 0.000% Current Foreclosure Total May-06 0.000% Loans in Foreclosure 0 Jun-06 0.000% Original Principal Balance 0.00 Jul-06 0.074% Current Actual Balance 0.00 Aug-06 0.000% Sep-06 0.062% Oct-06 0.063% Nov-06 0.065% Dec-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*Loan ~~New~~Detail ~~Foreclosure~~- ~~Loans~~All ~~Month~~Mortgage ~~Foreclosure Percentage~~ Loans in Foreclosure 0during ~~Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000%~~ Current ~~Actual~~Period ~~Balance~~Month ~~0.00~~Loan ~~Feb-06~~First ~~0.000%~~Original ~~Mar-06~~Loan ~~0.000%~~Entered ~~Current~~Payment ~~Foreclosure~~LTV ~~Total~~at ~~Apr-06 0.000% Loans in Foreclosure 4 May-06 0.000% Original~~ Principal ~~Balance~~Group ~~1,191,280.00~~Number ~~Jun-06~~FC ~~0.081%~~Date ~~Current~~State ~~Actual~~Origination Balance ~~1,190,122.81~~G1 ~~Jul-06~~30Yr ~~0.146%~~Conf ~~Aug~~Alt-06A ~~0.129%~~0405259234 ~~Sep~~Dec-062006 ~~0.137% Oct~~01-~~06 0.145% Nov~~Sep-062005 ~~0.146%~~NV *The text reported in the above table is presented graphically on the monthly bond remittance report80.00 ~~The monthly bond remittance report can be viewed online at www~~252,000.~~ctslink.com.~~00 G1 30Yr Conf Alt-A 120500588844 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0~~ Dec-052006 ~~0.000% Original Principal Balance 0.00 Jan~~01-~~06 0.000% Current Actual Balance 0.00 Feb~~Nov-062005 ~~0.000%~~PA ~~Mar-06 0~~79.~~000%~~07 ~~Current Foreclosure Total Apr-06 0.~~272,000~~% Loans in Foreclosure 0 May-06 0~~.~~000% Original Principal Balance 0.~~00 ~~Jun-06~~G1 ~~0.000%~~30Yr ~~Current~~Conf ~~Actual Balance 0.00 Jul~~Alt-06A ~~0.000%~~0700202900 ~~Aug~~Dec-062006 ~~0.000% Sep~~01-~~06 0.062% Oct~~Feb-062006 ~~0.000%~~IL ~~Nov-06 0~~80.~~000%~~00 *The text reported in the above table is presented graphically on the monthly bond remittance report358,400.00 ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~ G2 30Yr Conf Alt-A 120405894147 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0~~ Dec-052006 ~~0.000% Original Principal Balance 0.00 Jan~~01-06Sep-2005 ~~0.000%~~MA ~~Current Actual Balance 0~~80.00 ~~Feb-06 0.000% Mar-06 0.000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 3 May-06 0.000% Original Principal Balance 1~~380,~~068,800~~700.00 ~~Jun-06~~G2 ~~0.307%~~30Yr ~~Current~~Conf ~~Actual Balance 1,067,642.81 Jul~~Alt-06A ~~0.790%~~0500559489 ~~Aug~~Oct-062006 ~~0.796% Sep~~01-~~06 1.037%~~ Oct-062005 ~~1.365%~~NY ~~Nov-06 1~~80.~~387%~~00 *The text reported in the above table is presented graphically on the monthly bond remittance report485,600.00 ~~The~~G2 ~~monthly bond remittance report can be viewed online at www.ctslink.com. G3~~ 30Yr ~~Jumbo~~Conf ~~AltA~~Alt-A 120500561843 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0~~ Dec-052006 ~~0.000% Original Principal Balance 0.00 Jan~~01-06Oct-2005 ~~0.000%~~VA ~~Current Actual Balance 0~~80.00 ~~Feb-06 0.~~280,000~~% Mar-06 0~~.~~000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 0 May-06 0.000% Original Principal Balance 0.~~00 ~~Jun-06~~G2 ~~0.000%~~30Yr ~~Current~~Conf ~~Actual Balance 0.00 Jul~~Alt-06A ~~0.000%~~0500610057 ~~Aug-06 0.000%~~ Sep-062006 ~~0.000% Oct~~01-06 0.000% 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. G4 30Yr Jumbo AltA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-062006 ~~0.000%~~TX ~~Current Actual Balance 0~~80.00 ~~Feb-06 0~~191,200.~~000% Mar-06 0.000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 0 May-06 0.000% Original Principal Balance 0.~~00 ~~Jun-06~~G2 0.432% Current Actual Balance 0.00 Jul-06 0.433% Aug-06 0.433% Sep-06 0.000% Oct-06 0.000% 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. G5 30Yr Conf Alt-A 120500635831 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Dec~~Jul-052006 ~~0.000% Original Principal Balance 0.00~~ 01-Jan-062006 ~~0.000%~~NJ ~~Current Actual Balance 0~~80.00 ~~Feb-06 0.000% Mar-06 0.000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 1 May-06 0.000% Original Principal Balance 122~~392,~~480.00 Jun-06 0.~~000~~% Current Actual Balance 122,480~~.00 Jul-06 0.074% Aug-06 0.000% Sep-06 0.062% Oct-06 0.063% Nov-06 0.065% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest G2G1 30Yr Conf Alt-A ~~0500559489~~0405259234 ~~Oct-2006~~250,379.90 01-~~Oct~~Aug-~~2005~~2006 NY2 805.00890% ~~485~~4,~~600~~661.0054 G2G1 30Yr Conf Alt-A ~~0500610057~~0500588844 ~~Sep~~268,836.00 01-Jul-2006 3 6.125% 6,511.89 G1 30Yr Conf Alt-A 0700202900 356,232.32 01-~~Jan~~Jul-2006 TX3 806.00000% ~~191~~8,~~200~~442.0096 G2 30Yr Conf Alt-A ~~0500635831~~0405894147 380,393.74 01-Jul-2006 3 7.125% 10,817.45 G2 30Yr Conf Alt-A 0500559489 485,600.00 01-~~Jan~~May-2006 NJ5 806.00750% ~~392~~18,270.70 G2 30Yr Conf Alt-A 0500561843 279,580.57 01-Jul-2006 3 7.000% 7,804.0095 G5G2 30Yr Conf Alt-A ~~0500579696~~0500610057 ~~Sep~~190,535.94 01-Apr-2006 6 6.750% 8,167.43 G2 30Yr Conf Alt-A 0500635831 391,339.46 01-~~Nov~~Feb-~~2005~~2006 CO8 806.00875% ~~122~~21,~~480~~358.0074

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month -Bankruptcy ~~All~~History* ~~Mortgage~~New Bankruptcy Loans Month Bankruptcy Percentage Loans in ~~Foreclosure~~Bankruptcy ~~during~~3 ~~Current~~Jan-06 ~~Period~~0.000% ~~(continued)~~Original Principal Balance 635,300.00 Feb-06 0.000% Current ~~Paid~~Actual Balance 626,802.35 Mar-06 0.000% Apr-06 0.000% Current ~~Approximate~~Bankruptcy ~~Loan~~Total ~~Actual~~May-06 To0.000% ~~Months~~Loans ~~Loan~~in ~~Delinquent~~Bankruptcy ~~Group~~5 ~~Number~~Jun-06 0.000% Original Principal Balance ~~Date~~1,172,900.00 ~~Delinquent~~Jul-06 ~~Rate~~0.000% ~~Interest~~Current G2Actual Balance 1,163,796.61 Aug-06 0.000% Sep-06 0.065% Oct-06 0.065% Nov-06 0.066% Dec-06 0.144% *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. G1 30Yr Conf Alt-A ~~0500559489~~12 ~~485~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Jan-06 0.000% Original Principal Balance 552,~~600~~000.00 01Feb-06 0.000% Current Actual Balance 544,294.56 Mar-06 0.000% Apr-06 0.000% Current Bankruptcy Total May-~~2006~~06 40.000% 6Loans in Bankruptcy 2 Jun-06 0.~~750~~000% 15Original Principal Balance 552,~~660~~000.6000 G2Jul-06 ~~30Yr~~0.000% ~~Conf~~Current ~~Alt-A~~Actual ~~0500610057~~Balance ~~190~~544,~~703~~294.3556 01Aug-~~Mar~~06 0.000% Sep-~~2006~~06 60.000% 6Oct-06 0.~~750~~000% ~~8,174~~Nov-06 0.77000% Dec-06 0.185% *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. G2 30Yr Conf Alt-A ~~0500635831~~- ~~391,339~~No Bankruptcy Information to report this period.46 01G3 30Yr Jumbo AltA - No Bankruptcy Information to report this period. G4 30Yr Jumbo AltA 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-06 0.000% Original Principal Balance 0.00 Feb-~~2006~~06 70.000% 6Current Actual Balance 0.~~875~~00 Mar-06 0.000% 19Apr-06 0.000% Current Bankruptcy Total May-06 0.000% Loans in Bankruptcy 1 Jun-06 0.000% Original Principal Balance 441,~~231~~000.3400 Jul-06 0.000% Current Actual Balance 440,889.75 Aug-06 0.000% Sep-06 0.433% Oct-06 0.438% Nov-06 0.438% Dec-06 0.442% *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. G5 30Yr Conf Alt-A ~~0500579696~~12 ~~122~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jan-06 0.000% Original Principal Balance 83,~~480~~300.00 01Feb-06 0.000% Current Actual Balance 82,507.79 Mar-06 0.000% Apr-~~2006~~06 50.000% 6Current Bankruptcy Total May-06 0.~~250~~000% 4Loans in Bankruptcy 2 Jun-06 0.000% Original Principal Balance 179,~~286~~900.8000 Jul-06 0.000% Current Actual Balance 178,612.30 Aug-06 0.000% Sep-06 0.049% Oct-06 0.050% Nov-06 0.051% Dec-06 0.096% *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~~ Bankruptcy History*Detail ~~New~~- ~~Bankruptcy~~All ~~Loans~~Mortgage ~~Month Bankruptcy Percentage~~ Loans in Bankruptcy 0during ~~Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000%~~ Current ~~Actual~~Period ~~Balance~~Group ~~0.00~~Loan ~~Feb-06~~Month ~~0.000%~~Loan ~~Mar-06~~First ~~0.000%~~State ~~Current~~LTV ~~Bankruptcy~~at ~~Total~~Original ~~Apr-06~~Number ~~0.000%~~Entered ~~Loans~~Payment inOrigination ~~Bankruptcy 2 May-06 0.000% Original~~ Principal ~~Balance~~Bankruptcy ~~537,600.00~~Date ~~Jun-06 0.000% Current Actual~~ Balance 536,994.26 Jul-06 0.000% Aug-06 0.000% Sep-06 0.065% Oct-06 0.065% Nov-06 0.066% *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. G1 30Yr Conf Alt-A 120500494895 ~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0~~ Dec-052006 ~~0.000% Original Principal Balance 0.00 Jan~~01-~~06 0.000% Current Actual Balance 0.00 Feb~~Oct-062005 ~~0.000%~~NJ ~~Mar-06 0~~80.~~000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 0 May-06 0.000% Original Principal Balance 0.~~00 ~~Jun-06 0.~~380,000~~% Current Actual Balance 0~~.00 ~~Jul-06~~G1 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% 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. G2 30Yr Conf Alt-A 120500567494 ~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0~~ Dec-052006 ~~0.000% Original Principal Balance 0.00 Jan~~01-~~06 0.000% Current Actual Balance 0.00 Feb~~Oct-062005 ~~0.000%~~MN ~~Mar-06 0~~80.~~000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 0 May-06 0.000% Original Principal Balance 0.~~00 ~~Jun-06 0.~~172,000~~% Current Actual Balance 0~~.00 ~~Jul-06~~G4 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% 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. G3 30Yr Jumbo AltA 120700153962 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 0 May-06 0.000% Original Principal Balance 0.00 Jun-06 0.000% Current Actual Balance 0.00 Jul-06 0.000% Aug-06 0.000% Sep-062006 ~~0.000% Oct~~01-~~06 0.000%~~ Nov-062005 ~~0.000%~~AZ *The text reported in the above table is presented graphically on the monthly bond remittance report75. The monthly bond remittance report can be viewed online at www.ctslink.com. G4 30Yr Jumbo AltA 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Dec-05 0.000% Original Principal Balance 0.00 ~~Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 1 May-06 0.000% Original Principal Balance~~ 441,000.00 Jun-06 0.000% Current Actual Balance 440,889.75 Jul-06 0.000% Aug-06 0.000% Sep-06 0.433% Oct-06 0.438% Nov-06 0.438% *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. G5 30Yr Conf Alt-A 120405774511 ~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0~~ Dec-052006 ~~0.000% Original Principal Balance 0.00 Jan~~01-06Aug-2005 ~~0.000%~~VA ~~Current Actual Balance 0~~85.00 ~~Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 1 May-06 0.000% Original Principal Balance 96~~83,~~600~~300.00 ~~Jun-06~~G5 ~~0.000%~~30Yr ~~Current~~Conf ~~Actual Balance 96,104.51 Jul~~Alt-06A ~~0.000%~~0500597609 ~~Aug-06 0.000%~~ Sep-062006 ~~0.049%~~ 01-Oct-062005 ~~0.050%~~FL ~~Nov-06 0~~70.~~051%~~00 *The text reported in the above table is presented graphically on the monthly bond remittance report96,600. ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan ~~Month~~Current ~~Loan~~Paid ~~First~~To ~~State~~Months ~~LTV~~Current atApproximate ~~Original~~ Number ~~Entered~~Actual ~~Payment~~Date ~~Origination~~Delinquent ~~Principal~~Loan ~~Bankruptcy~~Rate ~~Date~~Delinquent Balance G4Interest G1 30Yr ~~Jumbo~~Conf ~~AltA~~Alt-A ~~0700153962~~0500494895 375,333.47 01-Sep-2006 1 6.000% 5,342.78 G1 30Yr Conf Alt-A 0500567494 168,961.09 01-Nov-~~2005~~2006 AZ0 755.00875% ~~441~~1,570.84 G4 30Yr Jumbo AltA 0700153962 440,889.75 01-Dec-2005 10 6.000% 23,036.0053 G5 30Yr Conf Alt-A ~~0500597609~~0405774511 ~~Sep~~82,507.79 01-Jun-2006 4 6.875% 2,706.26 G5 30Yr Conf Alt-A 0500597609 96,104.51 01-~~Oct~~Mar-~~2005~~2006 FL7 706.00875% 964,~~600~~722.0037

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest G4 30Yr Jumbo AltA 0700153962 440,889.75 01-Dec-2005 9 6.000% 20,942.30 G5 30Yr Conf Alt-A 0500597609 96,104.51 01-Mar-2006 6 6.875% 4,199.55

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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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. G1 30Yr Conf Alt-A 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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. G2 30Yr Conf Alt-A 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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. G3 30Yr Jumbo AltA 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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. G4 30Yr Jumbo AltA 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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. G5 30Yr Conf Alt-A 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% 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 Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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 G1 30Yr Conf Alt-A 711 1,~~732~~972,~~850~~500.00 1,~~719~~904,~~288~~841.8117 0 0.00 0.00 G2 30Yr Conf Alt-A 4 1 408,~~227,930~~000.00 1401,~~223,481~~631.1588 0 0.00 0.00 G3 30Yr Jumbo AltA 3 1 500,~~552,250~~000.00 1500,~~539,924~~000.6800 0 0.00 0.00 G4 30Yr Jumbo AltA 02 0852,000.00 0845,904.0070 0 0.00 0.00 G5 30Yr Conf Alt-A 169 32,~~805~~605,~~802~~808.00 32,~~759~~584,~~831~~556.1182 0 0.00 0.00 Total 3024 86,~~318~~338,~~832~~308.00 86,~~242~~236,~~525~~934.7557 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 G1 30Yr Conf Alt-A 0 0.00 0.00 0 0.00 0.00 4042,~~954~~392.3034 G2 30Yr Conf Alt-A 0 0.00 0.00 0 0.00 0.00 67,~~333~~090.7370 G3 30Yr Jumbo AltA 0 0.00 0.00 0 0.00 0.00 56109,~~433~~635.0470 G4 30Yr Jumbo AltA 0 0.00 0.00 0 0.00 0.00 248,~~401~~577.7260 G5 30Yr Conf Alt-A 0 0.00 0.00 0 0.00 0.00 2276,~~834~~160.0094 Total 0 0.00 0.00 0 0.00 0.00 ~~150~~243,~~956~~857.7928

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount G1 30Yr Conf Alt-A ~~0405980393~~0403583519 CA 7089.0059 01-~~Nov~~Aug-2005 ~~367~~241,~~500~~000.00 ~~363~~235,~~937~~386.6566 G1 30Yr Conf Alt-A ~~0405992588~~0405447546 FLCA 7921.8337 01-~~Nov~~Oct-2005 ~~266~~250,000.00 ~~266~~250,000.00 G1 30Yr Conf Alt-A ~~0405992686~~0405991486 MDCO 80.00 01-~~Nov~~Jul-2005 ~~240~~148,000.00 ~~237~~145,~~900~~102.0033 G1 30Yr Conf Alt-A ~~0405992755~~0405991922 WACO 8070.00 01-Dec-2005 ~~185~~115,~~200~~500.00 ~~185~~66,~~200~~457.0016 G1 30Yr Conf Alt-A ~~0500541987~~0500537782 CAAZ 4939.9543 01-~~Nov~~Oct-2005 ~~359~~97,~~650~~000.00 ~~354~~95,~~853~~534.3917 G1 30Yr Conf Alt-A ~~0500556176~~0500550968 AZMA 6035.2971 01-Oct-2005 ~~102~~125,~~500~~000.00 ~~100~~123,~~126~~066.6462 G1 30Yr Conf Alt-A ~~0500572052~~0500556113 LACA 8034.0088 01-~~Dec~~Sep-2005 ~~212~~150,000.00 ~~210~~147,~~775~~575.4680 G2G1 30Yr Conf Alt-A ~~0405531147~~0500614642 FLME 9457.9163 01-~~Nov~~Dec-2005 ~~347~~268,~~700~~000.00 ~~347~~264,~~700~~255.0018 G2G1 30Yr Conf Alt-A ~~0405764851~~0500624274 MDFL 9532.0097 01-~~Aug~~Dec-2005 ~~403~~300,~~750~~000.00 ~~399~~300,~~078~~000.5600 G2G1 30Yr Conf Alt-A ~~0500572917~~0700178378 AZHI 8019.0038 01-~~Nov~~Dec-2005 ~~172~~126,~~480~~000.00 ~~172~~124,~~480~~241.0025 G2G1 30Yr Conf Alt-A ~~0500587095~~0900001916 NJCA 8034.0055 01-~~Jan~~Jul-~~2006~~2005 ~~304~~152,000.00 ~~303~~151,~~916~~599.0833 G3G2 30Yr ~~Jumbo~~Conf ~~AltA~~Alt-A ~~0405564466~~0403328081 NVNY 5480.6000 01-~~Nov~~Jul-2005 ~~475~~408,000.00 ~~475~~401,~~000~~260.0029 G3 30Yr Jumbo AltA ~~0405905083~~0405754403 CA 80.00 01-Nov-2005 ~~580~~500,000.00 ~~572~~500,~~264~~000.4500 G3G4 30Yr Jumbo AltA ~~0500573261~~0405718582 ~~UT 65.00 01-Dec-2005 497,250.00 491,559.03 G5 30Yr Conf Alt-A 0403557953~~ CA 7467.7174 01-~~Oct-2001 390,000.00 366,589.85 G5 30Yr Conf Alt-A 0405531573 CO 79.95 01-~~Nov-2005 ~~127~~420,~~927~~000.00 ~~126~~419,~~408~~334.3365 G5G4 30Yr ~~Conf~~Jumbo ~~Alt-A~~AltA ~~0405532003~~0500594600 MDCA 6954.9993 01-~~Oct~~Dec-2005 ~~169~~432,~~300~~000.00 ~~167~~426,~~131~~103.9403 G5 30Yr Conf Alt-A ~~0405532105~~0405531373 MDMA 8077.0049 01-Oct-2005 ~~216~~272,000.00 ~~215~~267,~~960~~984.0040 G5 30Yr Conf Alt-A ~~0405844329~~0405532388 CONC 7880.~~87 01-Dec-2005 209,000.~~00 ~~207,805.30 G5 30Yr Conf Alt-A 0405894059 GA 82.86~~ 01-~~Dec~~Nov-2005 98385,600.00 97385,~~523~~513.7632 G5 30Yr Conf Alt-A ~~0405894125~~0405774539 FLNY 8090.00 01-~~Dec~~Jul-2005 ~~130~~458,~~400~~100.00 ~~130~~449,~~400~~665.0036 G5 30Yr Conf Alt-A ~~0405991562~~0500536104 ~~VA 89.99 01-Jun-2005 134,900.00 132,600.83 G5 30Yr Conf Alt-A 0405992397~~ FL 7574.0044 01-~~Aug~~Oct-2005 ~~183~~198,~~675~~750.00 ~~179~~196,~~975~~203.2494 G5 30Yr Conf Alt-A ~~0500551968~~0500562076 CAAZ 7067.0060 01-Nov-2005 ~~374~~122,~~500~~358.00 ~~374~~120,~~500~~676.0042 G5 30Yr Conf Alt-A ~~0500561625~~0500598605 NJVA 80.00 01-~~Nov~~Dec-2005 ~~336~~120,000.00 ~~332~~118,~~379~~562.8419 G5 30Yr Conf Alt-A ~~0500580834~~0500609414 NJCA 8079.0060 01-Dec-2005 ~~312~~398,000.00 ~~308~~393,~~008.14 G5 30Yr Conf Alt-A 0500586603 AZ 84.05 01-Dec-2005 155,~~500.0057 ~~153,802.77~~ G5 30Yr Conf Alt-A ~~0500591501~~0500614662 MDMA 6461.8933 01-Dec-2005 ~~292~~368,000.00 ~~288~~367,~~703~~929.9549 G5 30Yr Conf Alt-A ~~0500610983~~0500631981 AZCA 7458.5335 01-~~Dec-2005 360,000.00 359,962.48 G5 30Yr Conf Alt-A 0500635905 NY 80.00 01-~~Jan-2006 ~~316~~283,000.00 ~~315~~282,~~944~~999.8798

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning G1 30Yr Conf Alt-A ~~0405980393~~0403583519 Loan Paid in Full 0(1) 5.~~750~~875% 360 1216 G1 30Yr Conf Alt-A ~~0405992588~~0405447546 Loan Paid in Full 0(1) 65.~~125~~875% 360 1214 G1 30Yr Conf Alt-A ~~0405992686~~0405991486 Loan Paid in Full 0 ~~6.000% 360 12 G1 30Yr Conf Alt-A 0405992755 Loan Paid in Full 0~~ 5.750% 360 1117 G1 30Yr Conf Alt-A ~~0500541987~~0405991922 Loan Paid in Full (1) 6.000% 360 12 G1 30Yr Conf Alt-A ~~0500556176~~0500537782 Loan Paid in Full (1) 56.~~875~~125% 360 1314 G1 30Yr Conf Alt-A ~~0500572052~~0500550968 Loan Paid in Full 0 6.~~125~~000% 360 1114 G2G1 30Yr Conf Alt-A ~~0405531147~~0500556113 Loan Paid in Full 0 6.~~625~~125% 360 1215 G2G1 30Yr Conf Alt-A ~~0405764851~~0500614642 Loan Paid in Full 0 75.~~875~~750% 360 1512 G2G1 30Yr Conf Alt-A ~~0500572917~~0500624274 Loan Paid in Full 0 6.~~500~~000% 360 12 G2G1 30Yr Conf Alt-A ~~0500587095~~0700178378 Loan Paid in Full 0 65.~~625~~875% 360 ~~10 G3 30Yr Jumbo AltA 0405564466 Loan Paid in Full (1) 6.000% 360~~ 12 G3G1 30Yr ~~Jumbo AltA 0405905083 Loan Paid in Full 0 6.000% 360 12 G3 30Yr Jumbo AltA 0500573261 Loan Paid in Full 0 6.375% 360 11 G5 30Yr~~ Conf Alt-A ~~0403557953~~0900001916 Loan Paid in Full 0 75.~~125~~375% 360 6117 G5G2 30Yr Conf Alt-A ~~0405531573~~0403328081 Loan Paid in Full 0 67.~~625~~000% 360 1217 G5G3 30Yr ~~Conf~~Jumbo ~~Alt-A~~AltA ~~0405532003~~0405754403 Loan Paid in Full 0 6.~~625~~000% 360 13 G5G4 30Yr ~~Conf~~Jumbo ~~Alt-A~~AltA ~~0405532105~~0405718582 Loan Paid in Full 0 6.~~500~~000% 360 13 G5G4 30Yr ~~Conf~~Jumbo ~~Alt-A~~AltA ~~0405844329~~0500594600 Loan Paid in Full 0 65.~~375~~875% 360 1112 G5 30Yr Conf Alt-A ~~0405894059~~0405531373 Loan Paid in Full 0 6.~~625~~250% 360 1114 G5 30Yr Conf Alt-A ~~0405894125~~0405532388 Loan Paid in Full 0 6.~~625~~500% 360 1113 G5 30Yr Conf Alt-A ~~0405991562~~0405774539 Loan Paid in Full 0 6.~~500~~250% 360 17 G5 30Yr Conf Alt-A ~~0405992397~~0500536104 Loan Paid in Full 0(1) 67.~~500~~000% 360 1514 G5 30Yr Conf Alt-A ~~0500551968~~0500562076 Loan Paid in Full 0 6.~~875~~250% 360 1213 G5 30Yr Conf Alt-A ~~0500561625~~0500598605 Loan Paid in Full ~~0 7.125% 360 12 G5 30Yr Conf Alt-A 0500580834 Loan Paid in Full~~ (1) 6.~~500~~875% 360 1112 G5 30Yr Conf Alt-A ~~0500586603~~0500609414 Loan Paid in Full 0 6.~~625~~875% 360 1112 G5 30Yr Conf Alt-A ~~0500591501~~0500614662 Loan Paid in Full 0 76.~~000~~375% 360 1112 G5 30Yr Conf Alt-A ~~0500610983~~0500631981 Loan Paid in Full 0 ~~7.000% 360 11 G5 30Yr Conf Alt-A 0500635905 Loan Paid in Full 0~~ 6.~~750~~500% 360 1011

Prepayment Rates

Summary SMM CPR PSA Current Month 10.~~022~~798% Current Month 119.~~598~~165% Current Month ~~426~~313.~~050~~477% 3 Month Average 10.~~001~~999% 3 Month Average 11.~~364~~334% 3 Month Average ~~449~~421.~~507~~395% 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. ~~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 4.460% N/A Feb-2006 474.893% N/A Mar-2006 6.466% N/A Mar-2006 567.342% N/A Apr-2006 6.277% N/A Apr-2006 469.996% N/A May-2006 5.204% N/A May-2006 339.518% N/A Jun-2006 8.244% N/A Jun-2006 476.519% N/A Jul-2006 10.573% N/A Jul-2006 549.153% N/A Aug-2006 6.596% N/A Aug-2006 310.210% N/A Sep-2006 9.253% N/A Sep-2006 397.812% N/A Oct-2006 13.239% N/A Oct-2006 524.657% N/A Nov-2006 11.598% N/A Nov-2006 426.050% N/A Dec-2006 9.165% N/A Dec-2006 313.477% 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. G1 30Yr Conf Alt-A SMM CPR PSA Current Month 0.~~591~~658% Current Month 67.~~863~~612% Current Month ~~257~~266.~~991~~097% 3 Month Average 0.~~871~~741% 3 Month Average 98.~~944~~523% 3 Month Average ~~411~~325.~~615~~093% 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. ~~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 4.549% N/A Feb-2006 527.865% N/A Mar-2006 7.328% N/A Mar-2006 689.884% N/A Apr-2006 4.509% N/A Apr-2006 358.095% N/A May-2006 5.198% N/A May-2006 356.207% N/A Jun-2006 6.923% N/A Jun-2006 417.388% N/A Jul-2006 12.673% N/A Jul-2006 681.187% N/A Aug-2006 6.310% N/A Aug-2006 306.368% N/A Sep-2006 11.875% N/A Sep-2006 525.664% N/A Oct-2006 11.093% N/A Oct-2006 451.191% N/A Nov-2006 6.863% N/A Nov-2006 257.991% N/A Dec-2006 7.612% N/A Dec-2006 266.097% 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. G2 30Yr Conf Alt-A SMM CPR PSA Current Month 10.~~573~~531% Current Month 176.~~325~~190% Current Month ~~546~~183.~~935~~865% 3 Month Average 1.~~602~~627% 3 Month Average 17.~~111~~397% 3 Month Average ~~569~~566.~~451~~761% 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. ~~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 7.408% N/A Feb-2006 532.905% N/A Mar-2006 7.300% N/A Mar-2006 458.066% N/A Apr-2006 13.775% N/A Apr-2006 766.450% N/A May-2006 11.820% N/A May-2006 601.219% N/A Jun-2006 11.141% N/A Jun-2006 513.095% N/A Jul-2006 9.836% N/A Jul-2006 414.460% N/A Aug-2006 7.408% N/A Aug-2006 287.473% N/A Sep-2006 5.333% N/A Sep-2006 191.934% N/A Oct-2006 28.675% N/A Oct-2006 969.484% N/A Nov-2006 17.325% N/A Nov-2006 546.935% N/A Dec-2006 6.190% N/A Dec-2006 183.865% 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. G3 30Yr Jumbo AltA SMM CPR PSA Current Month 10.~~056~~408% Current Month 114.~~956~~788% Current Month ~~452~~168.~~375~~361% 3 Month Average 0.~~757~~694% 3 Month Average 87.~~690~~974% 3 Month Average ~~351~~304.~~941~~957% 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. ~~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 0.056% N/A Feb-2006 6.593% N/A Mar-2006 0.530% N/A Mar-2006 50.719% N/A Apr-2006 0.126% N/A Apr-2006 10.140% N/A May-2006 0.199% N/A May-2006 13.744% N/A Jun-2006 3.089% N/A Jun-2006 187.680% N/A Jul-2006 9.224% N/A Jul-2006 499.129% N/A Aug-2006 3.639% N/A Aug-2006 177.599% N/A Sep-2006 6.935% N/A Sep-2006 309.314% N/A Oct-2006 7.177% N/A Oct-2006 294.134% N/A Nov-2006 11.956% N/A Nov-2006 452.375% N/A Dec-2006 4.788% N/A Dec-2006 168.361% 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. G4 30Yr Jumbo AltA SMM CPR PSA Current Month 0.~~024~~850% Current Month 09.~~291~~739% Current Month 11346.~~133~~013% 3 Month Average 0.~~309~~588% 3 Month Average 36.~~543~~728% 3 Month Average ~~146~~259.~~793~~366% 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. ~~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 1.805% N/A Feb-2006 222.248% N/A Mar-2006 14.580% N/A Mar-2006 1,442.999% N/A Apr-2006 3.395% N/A Apr-2006 280.231% N/A May-2006 0.086% N/A May-2006 6.065% N/A Jun-2006 6.829% N/A Jun-2006 423.162% N/A Jul-2006 0.163% N/A Jul-2006 9.008% N/A Aug-2006 0.079% N/A Aug-2006 3.898% N/A Sep-2006 0.184% N/A Sep-2006 8.293% N/A Oct-2006 10.154% N/A Oct-2006 420.952% N/A Nov-2006 0.291% N/A Nov-2006 11.133% N/A Dec-2006 9.739% N/A Dec-2006 346.013% 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. G5 30Yr Conf Alt-A SMM CPR PSA Current Month 1.~~958~~406% Current Month 2115.~~123~~623% Current Month ~~765~~527.~~469~~225% 3 Month Average 1.~~504~~592% 3 Month Average 1617.~~566~~477% 3 Month Average ~~640~~634.~~093~~266% 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. ~~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 7.538% N/A Feb-2006 750.193% N/A Mar-2006 4.891% N/A Mar-2006 405.759% N/A Apr-2006 11.461% N/A Apr-2006 822.676% N/A May-2006 8.538% N/A May-2006 534.992% N/A Jun-2006 13.414% N/A Jun-2006 752.467% N/A Jul-2006 13.565% N/A Jul-2006 692.628% N/A Aug-2006 11.993% N/A Aug-2006 554.597% N/A Sep-2006 12.891% N/A Sep-2006 544.706% N/A Oct-2006 15.685% N/A Oct-2006 610.104% N/A Nov-2006 21.123% N/A Nov-2006 765.469% N/A Dec-2006 15.623% N/A Dec-2006 527.225% 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 G1 30Yr Conf Alt-A 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 2 ~~512~~510,~~013~~628.3623 0.063 2 ~~512~~510,~~013~~628.3623 0.~~173~~174 5.250 5.499 2019 5,~~649~~494,~~272~~023.4258 0.~~695~~682 2019 5,~~649~~494,~~272~~023.4258 1.~~908~~869 5.500 5.749 96 24,~~666~~650,~~550~~289.6931 3.~~036~~061 96 24,~~666~~650,~~550~~289.6931 8.~~330~~387 5.750 5.999 ~~673~~667 ~~220~~218,~~041~~356,~~956~~484.1608 27.~~084~~114 ~~508~~503 ~~127~~125,~~040~~882,~~705~~755.7952 42.~~901~~828 6.000 6.249 ~~769~~762 ~~252~~250,~~292~~310,~~478~~887.1117 31.~~054~~082 ~~569~~564 ~~133~~132,~~224~~362,~~029~~019.9046 4445.~~989~~032 6.250 6.499 ~~544~~540 ~~148~~146,~~249~~923,~~791~~576.3298 18.~~247~~244 4 ~~741~~740,~~183~~425.2834 0.~~250~~252 6.500 6.749 ~~414~~412 9089,~~566~~834,~~783~~786.8124 11.~~147~~155 4 752,~~938~~200.1984 0.~~254~~256 6.750 6.999 ~~206~~204 51,~~860~~243,~~716~~132.6748 6.~~383~~363 18 3,~~538~~535,~~358~~052.2226 1.~~195~~203 7.000 7.249 7876 1817,~~602~~995,~~752~~404.1991 2.~~290~~235 0 0.00 0.000 7.250 7.499 0 0.00 0.000 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 >= 8.000 0 0.00 0.000 0 0.00 0.000 Total 2,~~802~~778 ~~812~~805,~~442~~319,~~314~~212.7398 100.000 1,~~221~~210 ~~296~~293,~~125~~927,~~051~~394.8554 100.000

Interest Rate Stratification (continued) G2 30Yr Conf Alt-A G3 30Yr Jumbo AltA 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 0 0.00 0.000 0 0.00 0.000 5.500 5.749 0 0.00 0.000 0 0.00 0.000 5.750 5.999 0 0.00 0.000 0 0.00 0.000 6.000 6.249 0 0.00 0.000 ~~187~~186 ~~111~~110,~~529~~831,~~987~~921.3007 74.~~584~~487 6.250 6.499 84 21,~~833~~824,~~314~~127.3554 28.~~379~~534 70 3837,~~006~~961,~~282~~876.9726 25.~~416~~513 6.500 6.749 84 20,~~871~~853,~~081~~338.7100 27.~~128~~264 0 0.00 0.000 6.750 6.999 83 24,~~853~~836,~~762~~078.4468 32.~~305~~472 0 0.00 0.000 7.000 7.249 3635 98,~~376~~972,~~460~~046.3943 1211.~~188~~730 0 0.00 0.000 7.250 7.499 0 0.00 0.000 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 >= 8.000 0 0.00 0.000 0 0.00 0.000 Total ~~287~~286 76,~~934~~485,~~618~~590.8965 100.000 ~~257~~256 ~~149~~148,~~536~~793,~~270~~797.2733 100.000

Interest Rate Stratification (continued) G4 30Yr Jumbo AltA G5 30Yr Conf Alt-A 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 0 0.00 0.000 0 0.00 0.000 5.500 5.749 0 0.00 0.000 0 0.00 0.000 5.750 5.999 ~~165~~164 9392,~~001~~473,~~250~~728.3756 92.~~502~~854 0 0.00 0.000 6.000 6.249 1312 7,~~538~~116,~~460~~946.9164 7.~~498~~146 0 0.00 0.000 6.250 6.499 0 0.00 0.000 ~~386~~382 8786,~~669~~397,~~010~~147.7284 46.~~311~~320 6.500 6.749 0 0.00 0.000 ~~326~~324 68,~~942~~229,~~763~~247.9140 36.~~419~~580 6.750 6.999 0 0.00 0.000 ~~105~~103 2322,~~468~~872,~~596~~001.0154 12.~~397~~262 7.000 7.249 0 0.00 0.000 4241 9,~~226~~023,~~291~~358.8048 4.~~874~~838 7.250 7.499 0 0.00 0.000 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 >= 8.000 0 0.00 0.000 0 0.00 0.000 Total ~~178~~176 ~~100~~99,~~539~~590,~~711~~675.2820 100.000 ~~859~~850 ~~189~~186,~~306~~521,~~662~~755.4426 100.000

Filing Compare · CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-1