10-D 1 arm06002_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: 333-130884-03 Adjustable Rate Mortgage Trust 2006-2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130884 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) 54-2196663 54-2196664 54-2196665 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) 1-A-1 _____ _____ __X___ ____________ 1-A-2 _____ _____ __X___ ____________ 1-A-3-1 _____ _____ __X___ ____________ 1-A-3-2 _____ _____ __X___ ____________ 1-A-4 _____ _____ __X___ ____________ 1-A-5 _____ _____ __X___ ____________ AR _____ _____ __X___ ____________ AR-L _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 2-A-3 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 4-A-2 _____ _____ __X___ ____________ 5-A-1 _____ _____ __X___ ____________ 5-A-2 _____ _____ __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___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ B-5 _____ _____ __X___ ____________ B-6 _____ _____ __X___ ____________ 6-A-1 _____ _____ __X___ ____________ 6-A-2 _____ _____ __X___ ____________ 6-M-1 _____ _____ __X___ ____________ 6-M-2 _____ _____ __X___ ____________ 6-M-3 _____ _____ __X___ ____________ 6-M-4 _____ _____ __X___ ____________ 6-X _____ _____ __X___ ____________ P _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On December 26, 2006 a distribution was made to holders of Adjustable Rate Mortgage Trust 2006-2. 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 Adjustable Rate Mortgage Trust 2006-2, 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. Adjustable Rate Mortgage Trust 2006-2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: January 3, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Adjustable Rate Mortgage Trust 2006-2, relating to the December 26, 2006 distribution. EX-99.1 Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage-Backed P/T Cert Distribution Date: 12/26/2006 Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage-Backed P/T Cert Series 2006-2 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 007034AA9 11/30/2006 5.~~77308~~77001% ~~190~~188,~~582~~363,~~902~~120.6627 ~~915~~902,~~963~~375.6668 1-A-2 007034AB7 11/30/2006 5.~~77308~~77001% ~~140~~138,~~559~~334,~~844~~626.4784 ~~675~~662,~~547~~708.0130 1-A-3-1 007034AC5 11/30/2006 5.~~77308~~77001% 5755,~~236~~773,~~601~~639.2230 ~~275~~267,~~085~~190.7818 1-A-3-2 007034AD3 11/30/2006 5.~~77308~~77001% 35,174,000.00 ~~169~~168,~~050~~505.3518 1-A-4 007034BN0 11/30/2006 5.~~77308~~77001% 83,684,000.00 ~~402~~400,~~195~~898.0705 1-A-5 007034BP5 11/30/2006 5.~~77308~~77001% 19,~~762~~532,~~494~~313.0976 9493,~~980~~571.85 AR 007034BC4 11/30/2006 5.~~77001~~76870% 0.00 0.00 AR-L 007034BD2 11/30/2006 5.~~77001~~76870% 0.00 0.00 2-A-1 007034AE1 11/30/2006 4.~~98469~~98464% ~~281~~280,~~994~~593,~~629~~736.9009 1,~~171~~165,~~380~~549.2043 2-A-2 007034AF8 11/30/2006 4.~~98469~~98464% 95,591,000.00 397,~~076~~072.3743 2-A-3 007034AH4 11/30/2006 4.~~98469~~98464% 14,~~711~~656,~~217~~636.5392 6160,~~109~~881.0774 3-A-1 007034AJ0 11/30/2006 5.~~87140~~86607% ~~141~~139,~~937~~631,~~746~~226.6479 ~~694~~682,~~477~~572.2272 3-A-2 007034AK7 11/30/2006 5.~~87140~~86607% 10,~~274~~107,~~464~~502.4411 5049,~~271~~409.2047 4-A-1 007034AL5 11/30/2006 6.~~41581~~41302% ~~112~~109,~~812~~381,~~561~~194.0694 ~~603~~584,~~153~~368.0383 4-A-2 007034AM3 11/30/2006 6.~~41581~~41302% 87,~~165~~917,~~894~~515.1199 4342,~~659~~299.0031 5-A-1 007034AN1 11/30/2006 6.~~56456~~56449% 8986,~~342~~438,~~455~~825.7939 ~~488~~472,~~744~~855.8487 5-A-2 007034AP6 11/30/2006 6.~~56456~~56449% 6,~~466~~256,~~960~~784.5024 3534,~~377~~227.2918 C-B-1 007034AZ4 11/30/2006 6.~~23546~~23237% 13,~~172~~171,~~974~~152.6733 68,~~449~~399.6215 C-B-2 007034BA8 11/30/2006 6.~~23546~~23237% 5,~~578~~577,~~484~~712.0432 28,~~987~~965.0163 C-B-3 007034BB6 11/30/2006 6.~~23546~~23237% 3,~~571~~570,~~468~~974.5649 18,~~558~~544.1244 C-B-4 007034BH3 11/30/2006 6.~~23546~~23237% 3,346,~~690~~227.8284 17,~~390~~377.1331 C-B-5 007034BJ9 11/30/2006 6.~~23546~~23237% 2,~~679~~678,~~350~~980.6802 13,~~922~~912.4922 C-B-6 007034BK6 11/30/2006 6.~~23546~~23237% 1,~~789~~788,~~007~~759.2576 9,~~296~~289.0721 B-1 007034AW1 11/30/2006 5.~~44220~~44043% 22,~~264~~261,~~829~~358.9608 100,~~916~~710.5217 B-2 007034AX9 11/30/2006 5.~~44220~~44043% 5,~~934~~933,~~623~~698.7432 26,~~899~~843.0099 B-3 007034AY7 11/30/2006 5.~~44220~~44043% 3,466,~~859~~318.3271 15,~~713~~681.7259 B-4 007034BE0 11/30/2006 5.~~44220~~44043% 1,~~978~~977,~~207~~899.9144 8,~~966~~948.3300 B-5 007034BF7 11/30/2006 5.~~44220~~44043% 1,488,~~651~~419.4127 6,~~747~~733.3959 B-6 007034BG5 11/30/2006 5.~~44220~~44043% 1,977,~~820~~511.1776 8,~~964~~946.5724 6-A-1 007034AQ4 12/22/2006 5.49000% ~~133~~124,~~385~~666,~~501~~404.4826 ~~671~~551,~~262~~337.5417 6-A-2 007034AR2 12/22/2006 5.58000% 1413,~~820~~851,~~611~~822.2870 7562,~~807~~263.4394 6-M-1 007034AS0 12/22/2006 5.65000% 5,345,000.00 2724,~~682~~327.6517 6-M-2 007034AT8 12/22/2006 5.75000% 4,355,000.00 2220,~~954~~172.4812 6-M-3 007034AU5 12/22/2006 6.42000% 3,165,000.00 1816,~~377~~618.6202 6-M-4 007034AV3 12/22/2006 7.32000% 991,000.00 59,~~754~~384.2605 6-X 007034BL4 11/30/2006 0.00000% 2,~~493~~627,~~790~~448.9312 073,111.0009 P 007034BM2 11/30/2006 0.00000% 0.00 2630,~~017~~777.3311 Totals 1,~~520~~493,~~101~~676,~~644~~810.6306 7,~~250~~096,~~738~~828.2243

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1 21,~~219~~474,~~782~~636.3997 0.00 ~~188~~186,~~363~~888,~~120~~483.2730 32,~~135~~377,~~746~~012.0565 0.00 1-A-2 21,~~225~~478,~~217~~247.6369 0.00 ~~138~~136,~~334~~856,~~626~~379.8416 2,~~900~~140,~~764~~955.6499 0.00 1-A-3-1 1971,~~462,961~~869.9101 0.00 5554,~~773~~801,~~639~~770.3029 1,~~738~~239,~~047~~059.6919 0.00 1-A-3-2 0.00 0.00 35,174,000.00 ~~169~~168,~~050~~505.3518 0.00 1-A-4 0.00 0.00 83,684,000.00 ~~402~~400,~~195~~898.0705 0.00 1-A-5 ~~230~~152,~~180~~912.3348 0.00 19,~~532~~379,~~313~~401.7628 ~~325~~246,~~161~~484.1833 0.00 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 2-A-1 1,~~400~~886,~~893~~628.8103 0.00 ~~280~~278,~~593~~707,~~736~~108.0906 23,~~572~~052,~~274~~177.0146 0.00 2-A-2 0.00 0.00 95,591,000.00 397,~~076~~072.3743 0.00 2-A-3 5473,~~580~~505.6143 0.00 14,~~656~~583,~~636~~131.9249 ~~115~~134,~~689~~387.6817 0.00 3-A-1 24,~~306~~504,~~519~~455.8542 0.00 ~~139~~135,~~631~~126,~~226~~771.7937 35,~~000~~187,~~997~~028.0714 0.00 3-A-2 ~~166~~326,~~962~~064.3355 0.00 109,~~107~~781,~~502~~437.1156 ~~217~~375,~~233~~474.5302 0.00 4-A-1 3,~~431~~562,~~366~~143.1273 0.00 ~~109~~105,~~381~~819,~~194~~051.9421 4,~~034~~146,~~519~~512.1556 0.00 4-A-2 ~~248~~257,~~378~~844.1241 0.00 7,~~917~~659,~~515~~671.9958 ~~292~~300,~~037~~143.1272 0.00 5-A-1 2,~~903~~454,~~630~~993.4006 0.00 8683,~~438~~983,~~825~~832.3933 32,~~392~~927,~~375~~848.2493 0.00 5-A-2 ~~210~~177,~~176~~702.2611 0.00 6,~~256~~079,~~784~~082.2413 ~~245~~211,~~553~~929.5529 0.00 C-B-1 138,~~822~~605.3517 0.00 13,~~171~~132,~~152~~547.3316 70107,~~271~~004.9732 0.00 C-B-2 ~~771~~16,348.7350 0.00 5,~~577~~561,~~712~~363.3282 2945,~~758~~314.7413 0.00 C-B-3 ~~494~~10,466.0867 0.00 3,~~570~~560,~~974~~507.4982 1929,~~052~~011.2011 0.00 C-B-4 ~~462~~9,807.9893 0.00 3,~~346~~336,~~227~~419.8491 1727,~~853~~185.1124 0.00 C-B-5 ~~370~~7,852.6620 0.00 2,~~678~~671,~~980~~127.0282 1421,~~293~~764.1542 0.00 C-B-6 ~~247~~5,242.4993 0.00 1,~~788~~783,~~759~~516.7684 914,~~543~~532.5614 0.00 B-1 3,~~471~~498.8826 0.00 22,~~261~~257,~~358~~859.0883 104,~~388~~208.4043 0.00 B-2 ~~925~~932.4245 0.00 5,~~933~~932,~~698~~765.3287 27,~~824~~776.4244 0.00 B-3 ~~540~~544.6171 0.00 3,~~466~~465,~~318~~774.7100 16,~~254~~226.3330 0.00 B-4 ~~308~~310.4782 0.00 1,977,~~899~~588.4462 9,~~274~~258.8082 0.00 B-5 ~~232~~233.1390 0.00 1,488,~~419~~185.2738 6,~~979~~967.5249 0.00 B-6 ~~308~~310.4176 0.00 1,977,~~511~~201.7600 9,~~272~~257.9800 0.00 6-A-1 89,~~719~~636,~~097~~219.2293 0.00 ~~124~~115,~~666~~030,~~404~~184.2633 910,~~390~~187,~~359~~557.7610 0.00 6-A-2 ~~968~~1,~~788~~070,691.5810 0.00 1312,~~851~~781,~~822~~131.7059 1,~~044~~132,~~596~~955.0104 0.00 6-M-1 0.00 0.00 5,345,000.00 2724,~~682~~327.6517 0.00 6-M-2 0.00 0.00 4,355,000.00 2220,~~954~~172.4812 0.00 6-M-3 0.00 0.00 3,165,000.00 1816,~~377~~618.6202 0.00 6-M-4 0.00 0.00 991,000.00 59,~~754~~384.2605 0.00 6-X 0.00 0.00 2,~~627~~770,~~448~~520.1298 073,111.0009 0.00 P 0.00 0.00 0.00 2630,~~017~~777.3311 0.00 Totals 2628,~~558~~122,~~491~~068.7722 0.00 1,~~493~~465,~~676~~697,~~810~~814.0673 3335,~~809~~218,~~229~~896.9965 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. NOTE: All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A-1 200,000,000.00 ~~190~~188,~~582~~363,~~902~~120.6627 19,~~107~~194.3918 21,~~200~~455,~~675~~442.0079 0.00 0.00 1-A-2 150,000,000.00 ~~140~~138,~~559~~334,~~844~~626.4784 19,~~154~~241.18 21,~~206~~459,~~063~~006.4551 0.00 0.00 1-A-3-1 63,443,000.00 5755,~~236~~773,~~601~~639.2230 12,~~592~~650.8505 1959,~~450,369~~218.0696 0.00 0.00 1-A-3-2 35,174,000.00 35,174,000.00 0.00 0.00 0.00 0.00 1-A-4 83,684,000.00 83,684,000.00 0.00 0.00 0.00 0.00 1-A-5 20,739,000.00 19,~~762~~532,~~494~~313.0976 1,~~981~~990.34 ~~228~~150,~~198~~922.9914 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 2-A-1 289,689,000.00 ~~281~~280,~~994~~593,~~629~~736.9009 87,~~948~~855.5355 1,~~312~~798,~~945~~772.2848 0.00 0.00 2-A-2 95,591,000.00 95,591,000.00 0.00 0.00 0.00 0.00 2-A-3 15,011,000.00 14,~~711~~656,~~217~~636.5392 3,~~426~~422.5996 5170,~~154~~082.0247 0.00 0.00 3-A-1 156,934,000.00 ~~141~~139,~~937~~631,~~746~~226.6479 21987,~~966~~417.8460 23,~~284~~517,~~553~~037.0183 0.00 0.00 3-A-2 11,360,000.00 10,~~274~~107,~~464~~502.4411 171,~~590~~476.1231 ~~165~~254,~~372~~588.2123 0.00 0.00 4-A-1 128,356,000.00 ~~112~~109,~~812~~381,~~561~~194.0694 7,~~571~~595.0477 3,~~423~~554,~~795~~547.0896 0.00 0.00 4-A-2 9,291,000.00 87,~~165~~917,~~894~~515.1199 ~~548~~549.0382 ~~247~~257,~~830~~294.1060 0.00 0.00 5-A-1 103,324,000.00 8986,~~342~~438,~~455~~825.7939 1816,~~045~~988.4641 2,~~885~~438,~~584~~004.9365 0.00 0.00 5-A-2 7,479,000.00 6,~~466~~256,~~960~~784.5024 1,~~306~~229.2069 ~~208~~176,~~870~~472.0642 0.00 0.00 C-B-1 13,186,000.00 13,~~172~~171,~~974~~152.6733 138,~~822~~605.3517 0.00 0.00 0.00 C-B-2 5,584,000.00 5,~~578~~577,~~484~~712.0432 ~~771~~16,348.7350 0.00 0.00 0.00 C-B-3 3,575,000.00 3,~~571~~570,~~468~~974.5649 ~~494~~10,466.0867 0.00 0.00 0.00 C-B-4 3,350,000.00 3,346,~~690~~227.8284 ~~462~~9,807.9893 0.00 0.00 0.00 C-B-5 2,682,000.00 2,~~679~~678,~~350~~980.6802 ~~370~~7,852.6620 0.00 0.00 0.00 C-B-6 1,790,776.21 1,~~789~~788,~~007~~759.2576 ~~247~~5,242.4993 0.00 0.00 0.00 B-1 22,285,000.00 22,~~264~~261,~~829~~358.9608 3,~~471~~498.8826 0.00 0.00 0.00 B-2 5,940,000.00 5,~~934~~933,~~623~~698.7432 ~~925~~932.4245 0.00 0.00 0.00 B-3 3,470,000.00 3,466,~~859~~318.3271 ~~540~~544.6171 0.00 0.00 0.00 B-4 1,980,000.00 1,~~978~~977,~~207~~899.9144 ~~308~~310.4782 0.00 0.00 0.00 B-5 1,490,000.00 1,488,~~651~~419.4127 ~~232~~233.1390 0.00 0.00 0.00 B-6 1,979,611.91 1,977,~~820~~511.1776 ~~308~~310.4176 0.00 0.00 0.00 6-A-1 164,565,000.00 ~~133~~124,~~385~~666,~~501~~404.4826 0.00 89,~~719~~636,~~097~~219.2293 0.00 0.00 6-A-2 18,285,000.00 1413,~~820~~851,~~611~~822.2870 0.00 ~~968~~1,~~788~~070,691.5810 0.00 0.00 6-M-1 5,345,000.00 5,345,000.00 0.00 0.00 0.00 0.00 6-M-2 4,355,000.00 4,355,000.00 0.00 0.00 0.00 0.00 6-M-3 3,165,000.00 3,165,000.00 0.00 0.00 0.00 0.00 6-M-4 991,000.00 991,000.00 0.00 0.00 0.00 0.00 6-X 0.00 2,~~493~~627,~~790~~448.9312 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,634,093,488.12 1,~~520~~493,~~101~~676,~~644~~810.6306 ~~205~~1,~~194~~323,766.7816 26,~~353~~798,~~296~~302.9907 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 21,~~219~~474,~~782~~636.3997 ~~188~~186,~~363~~888,~~120~~483.2730 0.~~94181560~~93444242 21,~~219~~474,~~782~~636.3997 1-A-2 21,~~225~~478,~~217~~247.6369 ~~138~~136,~~334~~856,~~626~~379.8416 0.~~92223085~~91237586 21,~~225~~478,~~217~~247.6369 1-A-3-1 1971,~~462,961~~869.9101 5554,~~773~~801,~~639~~770.3029 0.~~87911415~~86379538 1971,~~462,961~~869.9101 1-A-3-2 0.00 35,174,000.00 1.00000000 0.00 1-A-4 0.00 83,684,000.00 1.00000000 0.00 1-A-5 ~~230~~152,~~180~~912.3348 19,~~532~~379,~~313~~401.7628 0.~~94181560~~93444242 ~~230~~152,~~180~~912.3348 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 1,~~400~~886,~~893~~628.8103 ~~280~~278,~~593~~707,~~736~~108.0906 0.~~96860335~~96209075 1,~~400~~886,~~893~~628.8103 2-A-2 0.00 95,591,000.00 1.00000000 0.00 2-A-3 5473,~~580~~505.6143 14,~~656~~583,~~636~~131.9249 0.~~97639311~~97149634 5473,~~580~~505.6143 3-A-1 24,~~306~~504,~~519~~455.8542 ~~139~~135,~~631~~126,~~226~~771.7937 0.~~88974490~~86104204 24,~~306~~504,~~519~~455.8542 3-A-2 ~~166~~326,~~962~~064.3355 109,~~107~~781,~~502~~437.1156 0.~~88974490~~86104204 ~~166~~326,~~962~~064.3355 4-A-1 3,~~431~~562,~~366~~143.1273 ~~109~~105,~~381~~819,~~194~~051.9421 0.~~85217049~~82441842 3,~~431~~562,~~366~~143.1273 4-A-2 ~~248~~257,~~378~~844.1241 7,~~917~~659,~~515~~671.9958 0.~~85217049~~82441842 ~~248~~257,~~378~~844.1241 5-A-1 2,~~903~~454,~~630~~993.4006 8683,~~438~~983,~~825~~832.3933 0.~~83658032~~81282018 2,~~903~~454,~~630~~993.4006 5-A-2 ~~210~~177,~~176~~702.2611 6,~~256~~079,~~784~~082.2413 0.~~83658032~~81282018 ~~210~~177,~~176~~702.2611 C-B-1 138,~~822~~605.3517 13,~~171~~132,~~152~~547.3316 0.~~99887398~~99594624 138,~~822~~605.3517 C-B-2 ~~771~~16,348.7350 5,~~577~~561,~~712~~363.3282 0.~~99887398~~99594624 ~~771~~16,348.7350 C-B-3 ~~494~~10,466.0867 3,~~570~~560,~~974~~507.4982 0.~~99887398~~99594624 ~~494~~10,466.0867 C-B-4 ~~462~~9,807.9893 3,~~346~~336,~~227~~419.8491 0.~~99887398~~99594624 ~~462~~9,807.9893 C-B-5 ~~370~~7,852.6620 2,~~678~~671,~~980~~127.0282 0.~~99887398~~99594624 ~~370~~7,852.6620 C-B-6 ~~247~~5,242.4993 1,~~788~~783,~~759~~516.7684 0.~~99887398~~99594624 ~~247~~5,242.4993 B-1 3,~~471~~498.8826 22,~~261~~257,~~358~~859.0883 0.~~99893911~~99878213 3,~~471~~498.8826 B-2 ~~925~~932.4245 5,~~933~~932,~~698~~765.3287 0.~~99893911~~99878213 ~~925~~932.4245 B-3 ~~540~~544.6171 3,~~466~~465,~~318~~774.7100 0.~~99893911~~99878213 ~~540~~544.6171 B-4 ~~308~~310.4782 1,977,~~899~~588.4462 0.~~99893911~~99878213 ~~308~~310.4782 B-5 ~~232~~233.1390 1,488,~~419~~185.2738 0.~~99893911~~99878213 ~~232~~233.1390 B-6 ~~308~~310.4176 1,977,~~511~~201.7600 0.~~99893911~~99878213 ~~308~~310.4176 6-A-1 89,~~719~~636,~~097~~219.2293 ~~124~~115,~~666~~030,~~404~~184.2633 0.~~75755115~~69899544 89,~~719~~636,~~097~~219.2293 6-A-2 ~~968~~1,~~788~~070,691.5810 1312,~~851~~781,~~822~~131.7059 0.~~75755115~~69899544 ~~968~~1,~~788~~070,691.5810 6-M-1 0.00 5,345,000.00 1.00000000 0.00 6-M-2 0.00 4,355,000.00 1.00000000 0.00 6-M-3 0.00 3,165,000.00 1.00000000 0.00 6-M-4 0.00 991,000.00 1.00000000 0.00 6-X 0.00 2,~~627~~770,~~448~~520.1298 0.00000000 0.00 P 0.00 0.00 0.00000000 0.00 Totals 2628,~~558~~122,~~491~~068.7722 1,~~493~~465,~~676~~697,~~810~~814.0673 0.~~91407060~~89694857 2628,~~558~~122,~~491~~068.7722

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1 200,000,000.00 ~~952~~941.~~91451330~~81560135 0.~~09553695~~09597090 117.~~00337500~~27721395 0.00000000 1-A-2 150,000,000.00 ~~937~~922.~~06562980~~23084560 0.~~12769453~~12827453 149.~~70708967~~72671007 0.00000000 1-A-3-1 63,443,000.00 ~~902~~879.~~17362388~~11415444 0.~~19849077~~19939237 2215.~~86097852~~11938212 0.00000000 1-A-3-2 35,174,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-4 83,684,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-5 20,739,000.00 ~~952~~941.~~91451324~~81560152 0.~~09553691~~09597088 117.~~00337480~~27721394 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 2-A-1 289,689,000.00 ~~973~~968.~~43920515~~60335080 0.~~30359637~~30327541 46.~~53225797~~20932269 0.00000000 2-A-2 95,591,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-3 15,011,000.00 ~~980~~976.~~02914729~~39310639 0.~~22827193~~22803011 34.~~40776897~~66874092 0.00000000 3-A-1 156,934,000.00 ~~904~~889.~~44229192~~74490416 06.~~13997502~~29192909 1422.~~55741273~~41093600 0.00000000 3-A-2 11,360,000.00 ~~904~~889.~~44229225~~74490405 06.~~13997535~~29192870 1422.~~55741285~~41093574 0.00000000 4-A-1 128,356,000.00 ~~878~~852.~~90368241~~17048630 0.~~05898470~~05917737 2627.~~67421141~~69288510 0.00000000 4-A-2 9,291,000.00 ~~878~~852.~~90368206~~17048649 0.~~05898504~~05917770 2627.~~67421160~~69288559 0.00000000 5-A-1 103,324,000.00 ~~864~~836.~~68251123~~58032393 0.~~17464926~~16441882 2723.~~92753794~~59572461 0.00000000 5-A-2 7,479,000.00 ~~864~~836.~~68251103~~58032357 0.~~17464902~~16441904 2723.~~92753844~~59572403 0.00000000 C-B-1 13,186,000.00 ~~999~~998.~~01218489~~87398225 02.~~13820340~~92773927 0.00000000 0.00000000 C-B-2 5,584,000.00 ~~999~~998.~~01218481~~87398281 02.~~13820380~~92773997 0.00000000 0.00000000 C-B-3 3,575,000.00 ~~999~~998.~~01218462~~87398322 02.~~13820420~~92773986 0.00000000 0.00000000 C-B-4 3,350,000.00 ~~999~~998.~~01218507~~87398209 02.~~13820299~~92774030 0.00000000 0.00000000 C-B-5 2,682,000.00 ~~999~~998.~~01218494~~87398210 02.~~13820283~~92774049 0.00000000 0.00000000 C-B-6 1,790,776.21 ~~999~~998.~~01218254~~87397990 02.~~13820264~~92774160 0.00000000 0.00000000 B-1 22,285,000.00 ~~999~~998.~~09490509~~93911061 0.~~15579448~~15697824 0.00000000 0.00000000 B-2 5,940,000.00 ~~999~~998.~~09490572~~93911111 0.~~15579461~~15697811 0.00000000 0.00000000 B-3 3,470,000.00 ~~999~~998.~~09490490~~93910951 0.~~15579539~~15697695 0.00000000 0.00000000 B-4 1,980,000.00 ~~999~~998.~~09490404~~93911111 0.~~15579293~~15697980 0.00000000 0.00000000 B-5 1,490,000.00 ~~999~~998.~~09490604~~93910738 0.~~15579195~~15697987 0.00000000 0.00000000 B-6 1,979,611.91 ~~999~~998.~~09490340~~93911024 0.~~15579316~~15698026 0.00000000 0.00000000 6-A-1 164,565,000.00 ~~810~~757.~~53384061~~55114550 0.00000000 5258.~~98269511~~55570705 0.00000000 6-A-2 18,285,000.00 ~~810~~757.~~53384085~~55114575 0.00000000 5258.~~98269511~~55570686 0.00000000 6-M-1 5,345,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-2 4,355,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-3 3,165,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-4 991,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1 0.00000000 117.~~09891195~~37318485 ~~941~~934.~~81560135~~44241650 0.~~94181560~~93444242 117.~~09891195~~37318485 1-A-2 0.00000000 149.~~83478420~~85498460 ~~922~~912.~~23084560~~37586107 0.~~92223085~~91237586 149.~~83478420~~85498460 1-A-3-1 0.00000000 2315.~~05946929~~31877449 ~~879~~863.~~11415444~~79537995 0.~~87911415~~86379538 2315.~~05946929~~31877449 1-A-3-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-5 0.00000000 117.~~09891171~~37318482 ~~941~~934.~~81560152~~44241670 0.~~94181560~~93444242 117.~~09891171~~37318482 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 46.~~83585435~~51259810 ~~968~~962.~~60335080~~09075270 0.~~96860335~~96209075 46.~~83585435~~51259810 2-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-3 0.00000000 34.~~63604090~~89677103 ~~976~~971.~~39310639~~49633535 0.~~97639311~~97149634 34.~~63604090~~89677103 3-A-1 0.00000000 1428.~~69738776~~70286503 ~~889~~861.~~74490416~~04203914 0.~~88974490~~86104204 1428.~~69738776~~70286503 3-A-2 0.00000000 1428.~~69738820~~70286532 ~~889~~861.~~74490405~~04203873 0.~~88974490~~86104204 1428.~~69738820~~70286532 4-A-1 0.00000000 2627.~~73319611~~75206247 ~~852~~824.~~17048630~~41842384 0.~~85217049~~82441842 2627.~~73319611~~75206247 4-A-2 0.00000000 2627.~~73319557~~75206221 ~~852~~824.~~17048649~~41842428 0.~~85217049~~82441842 2627.~~73319557~~75206221 5-A-1 0.00000000 2823.~~10218729~~76014343 ~~836~~812.~~58032393~~82018050 0.~~83658032~~81282018 2823.~~10218729~~76014343 5-A-2 0.00000000 2823.~~10218746~~76014307 ~~836~~812.~~58032357~~82018051 0.~~83658032~~81282018 2823.~~10218746~~76014307 C-B-1 0.00000000 02.~~13820340~~92773927 ~~998~~995.~~87398225~~94624298 0.~~99887398~~99594624 02.~~13820340~~92773927 C-B-2 0.00000000 02.~~13820380~~92773997 ~~998~~995.~~87398281~~94624284 0.~~99887398~~99594624 02.~~13820380~~92773997 C-B-3 0.00000000 02.~~13820420~~92773986 ~~998~~995.~~87398322~~94624336 0.~~99887398~~99594624 02.~~13820420~~92773986 C-B-4 0.00000000 02.~~13820299~~92774030 ~~998~~995.~~87398209~~94624179 0.~~99887398~~99594624 02.~~13820299~~92774030 C-B-5 0.00000000 02.~~13820283~~92774049 ~~998~~995.~~87398210~~94624161 0.~~99887398~~99594624 02.~~13820283~~92774049 C-B-6 0.00000000 02.~~13820264~~92774160 ~~998~~995.~~87397990~~94624389 0.~~99887398~~99594624 02.~~13820264~~92774160 B-1 0.00000000 0.~~15579448~~15697824 998.~~93911061~~78213282 0.~~99893911~~99878213 0.~~15579448~~15697824 B-2 0.00000000 0.~~15579461~~15697811 998.~~93911111~~78213300 0.~~99893911~~99878213 0.~~15579461~~15697811 B-3 0.00000000 0.~~15579539~~15697695 998.~~93910951~~78213256 0.~~99893911~~99878213 0.~~15579539~~15697695 B-4 0.00000000 0.~~15579293~~15697980 998.~~93911111~~78213131 0.~~99893911~~99878213 0.~~15579293~~15697980 B-5 0.00000000 0.~~15579195~~15697987 998.~~93910738~~78213423 0.~~99893911~~99878213 0.~~15579195~~15697987 B-6 0.00000000 0.~~15579316~~15698026 998.~~93911024~~78212998 0.~~99893911~~99878213 0.~~15579316~~15698026 6-A-1 0.00000000 5258.~~98269511~~55570705 ~~757~~698.~~55114550~~99543846 0.~~75755115~~69899544 5258.~~98269511~~55570705 6-A-2 0.00000000 5258.~~98269511~~55570686 ~~757~~698.~~55114575~~99543834 0.~~75755115~~69899544 5258.~~98269511~~55570686 6-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 6-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 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 1011/01/06 - 1011/30/06 30 5.~~77308~~77001% ~~190~~188,~~582~~363,~~902~~120.6627 ~~916~~905,~~874~~714.7012 0.00 1-A-2 1011/01/06 - 1011/30/06 30 5.~~77308~~77001% ~~140~~138,~~559~~334,~~844~~626.4784 ~~676~~665,~~218~~160.9306 0.00 1-A-3-1 1011/01/06 - 1011/30/06 30 5.~~77308~~77001% 5755,~~236~~773,~~601~~639.2230 ~~275~~268,~~359~~178.3968 0.00 1-A-3-2 1011/01/06 - 1011/30/06 30 5.~~77308~~77001% 35,174,000.00 169,~~218~~128.4959 0.00 1-A-4 1011/01/06 - 1011/30/06 30 5.~~77308~~77001% 83,684,000.00 402,~~595~~381.1021 0.00 1-A-5 1011/01/06 - 1011/30/06 30 5.~~77308~~77001% 19,~~762~~532,~~494~~313.0976 9593,~~075~~918.3203 0.00 AR N/A N/A 5.~~77001~~76870% 0.00 0.00 0.00 AR-L N/A N/A 5.~~77001~~76870% 0.00 0.00 0.00 2-A-1 1011/01/06 - 1011/30/06 30 4.~~98469~~98464% ~~281~~280,~~994~~593,~~629~~736.9009 1,~~171~~165,~~380~~549.2043 0.00 2-A-2 1011/01/06 - 1011/30/06 30 4.~~98469~~98464% 95,591,000.00 397,~~076~~072.3743 0.00 2-A-3 1011/01/06 - 1011/30/06 30 4.~~98469~~98464% 14,~~711~~656,~~217~~636.5392 6160,~~109~~881.0774 0.00 3-A-1 1011/01/06 - 1011/30/06 30 5.~~87140~~86607% ~~141~~139,~~937~~631,~~746~~226.6479 ~~694~~682,~~477~~572.2272 0.00 3-A-2 1011/01/06 - 1011/30/06 30 5.~~87140~~86607% 10,~~274~~107,~~464~~502.4411 5049,~~271~~409.2047 0.00 4-A-1 1011/01/06 - 1011/30/06 30 6.~~41581~~41302% ~~112~~109,~~812~~381,~~561~~194.0694 ~~603~~584,~~153~~552.0390 0.00 4-A-2 1011/01/06 - 1011/30/06 30 6.~~41581~~41302% 87,~~165~~917,~~894~~515.1199 4342,~~659~~312.0064 0.00 5-A-1 1011/01/06 - 1011/30/06 30 6.~~56456~~56449% 8986,~~342~~438,~~455~~825.7939 ~~488~~472,~~744~~855.8487 0.00 5-A-2 1011/01/06 - 1011/30/06 30 6.~~56456~~56449% 6,~~466~~256,~~960~~784.5024 3534,~~377~~227.2918 0.00 C-B-1 1011/01/06 - 1011/30/06 30 6.~~23546~~23237% 13,~~172~~171,~~974~~152.6733 68,~~449~~406.6227 0.00 C-B-2 1011/01/06 - 1011/30/06 30 6.~~23546~~23237% 5,~~578~~577,~~484~~712.0432 28,~~987~~968.0165 0.00 C-B-3 1011/01/06 - 1011/30/06 30 6.~~23546~~23237% 3,~~571~~570,~~468~~974.5649 18,~~558~~546.1237 0.00 C-B-4 1011/01/06 - 1011/30/06 30 6.~~23546~~23237% 3,346,~~690~~227.8284 17,~~390~~379.1311 0.00 C-B-5 1011/01/06 - 1011/30/06 30 6.~~23546~~23237% 2,~~679~~678,~~350~~980.6802 13,~~922~~913.4967 0.00 C-B-6 1011/01/06 - 1011/30/06 30 6.~~23546~~23237% 1,~~789~~788,~~007~~759.2576 9,~~296~~290.0718 0.00 B-1 1011/01/06 - 1011/30/06 30 5.~~44220~~44043% 22,~~264~~261,~~829~~358.9608 100,~~974~~926.7507 0.00 B-2 1011/01/06 - 1011/30/06 30 5.~~44220~~44043% 5,~~934~~933,~~623~~698.7432 26,~~914~~901.5254 0.00 B-3 1011/01/06 - 1011/30/06 30 5.~~44220~~44043% 3,466,~~859~~318.3271 15,~~722~~715.7921 0.00 B-4 1011/01/06 - 1011/30/06 30 5.~~44220~~44043% 1,~~978~~977,~~207~~899.9144 8,~~971~~967.5118 0.00 B-5 1011/01/06 - 1011/30/06 30 5.~~44220~~44043% 1,488,~~651~~419.4127 6,~~751~~748.2803 0.00 B-6 1011/01/06 - 1011/30/06 30 5.~~44220~~44043% 1,977,~~820~~511.1776 8,~~969~~965.7542 0.00 6-A-1 1011/2527/06 - 1112/2625/06 3329 5.49000% ~~133~~124,~~385~~666,~~501~~404.4826 ~~671~~551,~~262~~337.5417 0.00 6-A-2 1011/2527/06 - 1112/2625/06 3329 5.58000% 1413,~~820~~851,~~611~~822.2870 7562,~~807~~263.4394 0.00 6-M-1 1011/2527/06 - 1112/2625/06 3329 5.65000% 5,345,000.00 2724,~~682~~327.6517 0.00 6-M-2 1011/2527/06 - 1112/2625/06 3329 5.75000% 4,355,000.00 2220,~~954~~172.4812 0.00 6-M-3 1011/2527/06 - 1112/2625/06 3329 6.42000% 3,165,000.00 1816,~~626~~368.0333 0249.0069 6-M-4 1011/2527/06 - 1112/2625/06 3329 7.32000% 991,000.00 65,~~649~~843.6160 03,628.0009 6-X N/A N/A 0.00000% ~~164~~155,~~555~~001,~~903~~675.6807 0.00 0.00 P N/A N/A 0.00000% 0.00 0.00 0.00 Totals 76,~~228~~998,~~480~~955.9310 03,877.0078

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 ~~911~~3,338.0443 ~~915~~902,~~963~~375.6668 0.00 ~~188~~186,~~363~~888,~~120~~483.2730 1-A-2 0.00 ~~671~~2,451.9276 ~~675~~662,~~547~~708.0130 0.00 ~~138~~136,~~334~~856,~~626~~379.8416 1-A-3-1 0.00 ~~273~~988.6150 ~~275~~267,~~085~~190.7818 0.00 5554,~~773~~801,~~639~~770.3029 1-A-3-2 0.00 ~~168~~623.1440 ~~169~~168,~~050~~505.3518 0.00 35,174,000.00 1-A-4 0.00 ~~400~~1,483.0316 ~~402~~400,~~195~~898.0705 0.00 83,684,000.00 1-A-5 0.00 94346.4718 9493,~~980~~571.85 0.00 19,~~532~~379,~~313~~401.7628 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 1,~~171~~165,~~380~~549.2043 0.00 ~~280~~278,~~593~~707,~~736~~108.0906 2-A-2 0.00 0.00 397,~~076~~072.3743 0.00 95,591,000.00 2-A-3 0.00 0.00 6160,~~109~~881.0774 0.00 14,~~656~~583,~~636~~131.9249 3-A-1 0.00 0.00 ~~694~~682,~~477~~572.2272 0.00 ~~139~~135,~~631~~126,~~226~~771.7937 3-A-2 0.00 0.00 5049,~~271~~409.2047 0.00 109,~~107~~781,~~502~~437.1156 4-A-1 0.00 0184.0007 ~~603~~584,~~153~~368.0383 0.00 ~~109~~105,~~381~~819,~~194~~051.9421 4-A-2 0.00 013.0032 4342,~~659~~299.0031 0.00 7,~~917~~659,~~515~~671.9958 5-A-1 0.00 0.00 ~~488~~472,~~744~~855.8487 0.00 8683,~~438~~983,~~825~~832.3933 5-A-2 0.00 0.00 3534,~~377~~227.2918 0.00 6,~~256~~079,~~784~~082.2413 C-B-1 0.00 07.0012 68,~~449~~399.6215 0.00 13,~~171~~132,~~152~~547.3316 C-B-2 0.00 03.0001 28,~~987~~965.0163 0.00 5,~~577~~561,~~712~~363.3282 C-B-3 0.00 01.0093 18,~~558~~544.1244 0.00 3,~~570~~560,~~974~~507.4982 C-B-4 0.00 01.0081 17,~~390~~377.1331 0.00 3,~~346~~336,~~227~~419.8491 C-B-5 0.00 01.0045 13,~~922~~912.4922 0.00 2,~~678~~671,~~980~~127.0282 C-B-6 0.00 0.0097 9,~~296~~289.0721 0.00 1,~~788~~783,~~759~~516.7684 B-1 0.00 58215.2289 100,~~916~~710.5217 0.00 22,~~261~~257,~~358~~859.0883 B-2 0.00 1557.5255 26,~~899~~843.0099 0.00 5,~~933~~932,~~698~~765.3287 B-3 0.00 933.0762 15,~~713~~681.7259 0.00 3,~~466~~465,~~318~~774.7100 B-4 0.00 519.1718 8,~~966~~948.3300 0.00 1,977,~~899~~588.4462 B-5 0.00 314.8943 6,~~747~~733.3959 0.00 1,488,~~419~~185.2738 B-6 0.00 519.1718 8,~~964~~946.5724 0.00 1,977,~~511~~201.7600 6-A-1 0.00 0.00 ~~671~~551,~~262~~337.5417 0.00 ~~124~~115,~~666~~030,~~404~~184.2633 6-A-2 0.00 0.00 7562,~~807~~263.4394 0.00 1312,~~851~~781,~~822~~131.7059 6-M-1 0.00 0.00 2724,~~682~~327.6517 0.00 5,345,000.00 6-M-2 0.00 0.00 2220,~~954~~172.4812 0.00 4,355,000.00 6-M-3 ~~248~~0.4100 0.00 1816,~~377~~618.6202 ~~248~~0.4100 3,165,000.00 6-M-4 ~~895~~87.3563 0.00 59,~~754~~384.2605 ~~3,519~~0.7000 991,000.00 6-X 0.00 0.00 073,111.0009 0.00 ~~155~~144,~~001~~437,~~675~~836.0790 P 0.00 0.00 2630,~~017~~777.3311 0.00 0.00 Totals ~~1,143~~87.7663 29,~~616~~804.2596 7,~~250~~096,~~738~~828.2243 ~~3,768~~0.1100 (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-1 200,000,000.00 5.~~77308~~77001% ~~952~~941.~~91451330~~81560135 4.~~58437350~~52857060 0.00000000 1-A-2 150,000,000.00 5.~~77308~~77001% ~~937~~922.~~06562980~~23084560 4.~~50812620~~43440040 0.00000000 1-A-3-1 63,443,000.00 5.~~77308~~77001% ~~902~~879.~~17362388~~11415444 4.~~34026433~~22708069 0.00000000 1-A-3-2 35,174,000.00 5.~~77308~~77001% 1000.00000000 4.~~81089697~~80834110 0.00000000 1-A-4 83,684,000.00 5.~~77308~~77001% 1000.00000000 4.~~81089695~~80834102 0.00000000 1-A-5 20,739,000.00 5.~~77308~~77001% ~~952~~941.~~91451324~~81560152 4.~~58437340~~52857081 0.00000000 AR 50.00 5.~~77001~~76870% 0.00000000 0.00000000 0.00000000 AR-L 50.00 5.~~77001~~76870% 0.00000000 0.00000000 0.00000000 2-A-1 289,689,000.00 4.~~98469~~98464% ~~973~~968.~~43920515~~60335080 4.~~04357846~~02345077 0.00000000 2-A-2 95,591,000.00 4.~~98469~~98464% 1000.00000000 4.~~15390957~~15386836 0.00000000 2-A-3 15,011,000.00 4.~~98469~~98464% ~~980~~976.~~02914729~~39310639 4.~~07095263~~05580841 0.00000000 3-A-1 156,934,000.00 5.~~87140~~86607% ~~904~~889.~~44229192~~74490416 4.~~42528209~~34942536 0.00000000 3-A-2 11,360,000.00 5.~~87140~~86607% ~~904~~889.~~44229225~~74490405 4.~~42528169~~34942518 0.00000000 4-A-1 128,356,000.00 6.~~41581~~41302% ~~878~~852.~~90368241~~17048630 4.~~69906378~~55415329 0.00000000 4-A-2 9,291,000.00 6.~~41581~~41302% ~~878~~852.~~90368206~~17048649 4.~~69906361~~55415348 0.00000000 5-A-1 103,324,000.00 6.~~56456~~56449% ~~864~~836.~~68251123~~58032393 4.~~73021602~~57643790 0.00000000 5-A-2 7,479,000.00 6.~~56456~~56449% ~~864~~836.~~68251103~~58032357 4.~~73021661~~57643803 0.00000000 C-B-1 13,186,000.00 6.~~23546~~23237% ~~999~~998.~~01218489~~87398225 5.~~19108297~~18779539 0.00000000 C-B-2 5,584,000.00 6.~~23546~~23237% ~~999~~998.~~01218481~~87398281 5.~~19108345~~18779549 0.00000000 C-B-3 3,575,000.00 6.~~23546~~23237% ~~999~~998.~~01218462~~87398322 5.~~19108252~~18779580 0.00000000 C-B-4 3,350,000.00 6.~~23546~~23237% ~~999~~998.~~01218507~~87398209 5.~~19108358~~18779403 0.00000000 C-B-5 2,682,000.00 6.~~23546~~23237% ~~999~~998.~~01218494~~87398210 5.~~19108501~~18779642 0.00000000 C-B-6 1,790,776.21 6.~~23546~~23237% ~~999~~998.~~01218254~~87397990 5.~~19108415~~18779507 0.00000000 B-1 22,285,000.00 5.~~44220~~44043% ~~999~~998.~~09490509~~93911061 4.~~53106350~~52887907 0.00000000 B-2 5,940,000.00 5.~~44220~~44043% ~~999~~998.~~09490572~~93911111 4.~~53106397~~52887879 0.00000000 B-3 3,470,000.00 5.~~44220~~44043% ~~999~~998.~~09490490~~93910951 4.~~53106340~~52887896 0.00000000 B-4 1,980,000.00 5.~~44220~~44043% ~~999~~998.~~09490404~~93911111 4.~~53106566~~52887879 0.00000000 B-5 1,490,000.00 5.~~44220~~44043% ~~999~~998.~~09490604~~93910738 4.~~53106040~~52887919 0.00000000 B-6 1,979,611.91 5.~~44220~~44043% ~~999~~998.~~09490340~~93911024 4.~~53106488~~52887758 0.00000000 6-A-1 164,565,000.00 5.49000% ~~810~~757.~~53384061~~55114550 43.~~07901158~~35026992 0.00000000 6-A-2 18,285,000.00 5.58000% ~~810~~757.~~53384085~~55114575 43.~~14588078~~40519223 0.00000000 6-M-1 5,345,000.00 5.65000% 1000.00000000 54.~~17916745~~55138821 0.00000000 6-M-2 4,355,000.00 5.75000% 1000.00000000 54.~~27083352~~63194489 0.00000000 6-M-3 3,165,000.00 6.42000% 1000.00000000 5.~~88500158~~17166825 0.~~00000000~~07889100 6-M-4 991,000.00 7.32000% 1000.00000000 65.~~71000000~~89667003 03.~~00000000~~66103935 6-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A-1 0.00000000 0.~~00455520~~01669215 4.~~57981830~~51187840 0.00000000 ~~941~~934.~~81560135~~44241650 1-A-2 0.00000000 0.~~00447947~~01634507 4.~~50364673~~41805533 0.00000000 ~~922~~912.~~23084560~~37586107 1-A-3-1 0.00000000 0.~~00431269~~01558092 4.~~33595164~~21149977 0.00000000 ~~879~~863.~~11415444~~79537995 1-A-3-2 0.00000000 0.~~00478024~~01772332 4.~~80611673~~79061750 0.00000000 1000.00000000 1-A-4 0.00000000 0.~~00478024~~01772334 4.~~80611670~~79061768 0.00000000 1000.00000000 1-A-5 0.00000000 0.~~00455519~~01669222 4.~~57981822~~51187859 0.00000000 ~~941~~934.~~81560152~~44241670 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 4.~~04357846~~02345077 0.00000000 ~~968~~962.~~60335080~~09075270 2-A-2 0.00000000 0.00000000 4.~~15390957~~15386836 0.00000000 1000.00000000 2-A-3 0.00000000 0.00000000 4.~~07095263~~05580841 0.00000000 ~~976~~971.~~39310639~~49633535 3-A-1 0.00000000 0.00000000 4.~~42528209~~34942536 0.00000000 ~~889~~861.~~74490416~~04203914 3-A-2 0.00000000 0.00000000 4.~~42528169~~34942518 0.00000000 ~~889~~861.~~74490405~~04203873 4-A-1 0.00000000 0.~~00000000~~00143406 4.~~69906378~~55271923 0.00000000 ~~852~~824.~~17048630~~41842384 4-A-2 0.00000000 0.~~00000000~~00143365 4.~~69906361~~55271876 0.00000000 ~~852~~824.~~17048649~~41842428 5-A-1 0.00000000 0.00000000 4.~~73021602~~57643790 0.00000000 ~~836~~812.~~58032393~~82018050 5-A-2 0.00000000 0.00000000 4.~~73021661~~57643803 0.00000000 ~~836~~812.~~58032357~~82018051 C-B-1 0.00000000 0.~~00000000~~00053997 5.~~19108297~~18725542 0.00000000 ~~998~~995.~~87398225~~94624298 C-B-2 0.00000000 0.~~00000000~~00053904 5.~~19108345~~18725466 0.00000000 ~~998~~995.~~87398281~~94624284 C-B-3 0.00000000 0.~~00000000~~00053986 5.~~19108252~~18725594 0.00000000 ~~998~~995.~~87398322~~94624336 C-B-4 0.00000000 0.~~00000000~~00054030 5.~~19108358~~18725672 0.00000000 ~~998~~995.~~87398209~~94624179 C-B-5 0.00000000 0.~~00000000~~00054064 5.~~19108501~~18725578 0.00000000 ~~998~~995.~~87398210~~94624161 C-B-6 0.00000000 0.~~00000000~~00054166 5.~~19108415~~18725341 0.00000000 ~~998~~995.~~87397990~~94624389 B-1 0.00000000 0.~~00261252~~00968768 4.~~52845053~~51919094 0.00000000 998.~~93911061~~78213282 B-2 0.00000000 0.~~00261279~~00968855 4.~~52845118~~51919024 0.00000000 998.~~93911111~~78213300 B-3 0.00000000 0.~~00261383~~00968876 4.~~52844957~~51919020 0.00000000 998.~~93910951~~78213256 B-4 0.00000000 0.~~00261111~~00968687 4.~~52844949~~51919192 0.00000000 998.~~93911111~~78213131 B-5 0.00000000 0.~~00261074~~00968456 4.~~52844966~~51918792 0.00000000 998.~~93910738~~78213423 B-6 0.00000000 0.~~00261162~~00968877 4.~~52844820~~51918881 0.00000000 998.~~93911024~~78212998 6-A-1 0.00000000 0.00000000 43.~~07901158~~35026992 0.00000000 ~~757~~698.~~55114550~~99543846 6-A-2 0.00000000 0.00000000 43.~~14588078~~40519223 0.00000000 ~~757~~698.~~55114575~~99543834 6-M-1 0.00000000 0.00000000 54.~~17916745~~55138821 0.00000000 1000.00000000 6-M-2 0.00000000 0.00000000 54.~~27083352~~63194489 0.00000000 1000.00000000 6-M-3 0.~~07848657~~00000000 0.00000000 5.~~80651501~~25055924 0.~~07848657~~00000000 1000.00000000 6-M-4 0.~~90348133~~08842583 0.00000000 59.~~80651867~~46927346 30.~~55166498~~00000000 1000.00000000 6-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

~~CERTIFICATEHOLDER~~Certificateholder ~~ACCOUNT~~Account ~~STATEMENT~~Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 34,~~145~~352,~~920~~811.5731 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 01,125,961.0077 Servicer Advances ~~230~~278,~~456~~173.8552 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 2630,~~017~~777.3311 Total Deposits 3435,~~402~~787,~~394~~723.7571 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~248~~230,~~670~~456.6785 Total Administration Fees ~~344~~338,~~494~~370.0921 Payment of Interest and Principal 3335,~~809~~218,~~229~~896.9965 Total Withdrawals (Pool Distribution Amount) 3435,~~402~~787,~~394~~723.7571 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 29,~~616~~804.2596

ADMINISTRATION FEES Gross Servicing Fee* ~~342~~336,~~846~~723.9963 Lender Paid Mortgage Insurance Fee 1,~~647~~646.1058 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~344~~338,~~494~~370.0921 *Servicer Payees include: COUNTRYWIDE HOME LOANS SERVICING LP; GMAC MORTGAGE CORPORATION; GREENPOINT MORTGAGE FUNDING, INC; HEMISPHERE NATIONAL BANK; NATIONAL CITY MTG CO; ~~THE HEMISPHERE NATIONAL BANK;~~ WASHINGTON MUTUAL BANK, F.A.; WELLS FARGO BANK, N.A.

~~COLLATERAL~~Collateral ~~STATEMENT~~Statement Group G1 7/1 Jmb A G2 10/1 Jmb A Collateral Description Mixed ARM Mixed ARM Weighted Average ~~Gross~~ Coupon Rate 6.~~083660%~~020009 5.234642 Weighted Average Net ~~Coupon~~Rate 5.~~813009%~~770009 4.984642 Weighted Average Pass-Through Rate 5.~~811709%~~770009 4.984642 Weighted Average Remaining Term ~~350~~351 ~~Beginning~~345 ~~Scheduled~~Principal ~~Collateral~~And Interest Constant 2,776,291.85 1,867,769.27 Beginning Loan Count 31,~~360~~208 ~~Number~~684 Of Loans Paid Inin Full 619 4 Ending ~~Scheduled Collateral~~ Loan Count 31,~~299~~199 680 Beginning Scheduled ~~Collateral~~ Balance 1542,~~520~~395,~~101~~543.12 406,~~644~~412,735.6466 Ending Scheduled ~~Collateral~~ Balance 1538,~~493~~315,~~676~~682.67 404,~~810~~448,965.0660 ~~Ending~~ Actual Ending Collateral Balance at538,355,218.08 ~~31-Oct-2006~~404,514,037.19 Scheduled Principal 55,270.05 94,915.11 Unscheduled Principal 4,024,590.40 1,~~493~~868,~~874~~854.95 Scheduled Interest 2,~~811~~721,021.6880 ~~Monthly~~1,772,854.16 ~~P&I~~Servicing ~~Constant~~Fees 7112,~~938~~999.07 84,~~263~~669.0032 ~~Special~~Master Servicing ~~Fee~~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~~0.00 ~~26,017~~0.3300 ~~Prepayment~~Pool ~~Penalty~~Insurance ~~Paid~~Fee ~~Count~~0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,608,022.73 1,688,184.84 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 ~~Scheduled~~0.00 ~~Principal~~Percentage ~~231,778~~of Cumulative Losses 0.720000 ~~Unscheduled~~0.0000 ~~Principal~~Prepayment ~~26,193,055~~Penalty Waived Amount 0.8600 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 75/1 Jmb A G2G4 107/1 ~~Jmb~~Mix A Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~023076~~213912 56.~~234691~~676236 Weighted Average Net Rate 5.~~773076~~868069 46.~~984691~~414749 Weighted Average Pass-Through Rate 5.~~773076~~866074 46.~~984691~~413017 Weighted Average Remaining Term 348 352 ~~346 Record Date 10/31/2006 10/31/2006~~ Principal And Interest Constant 2863,~~808,222~~574.6431 1716,~~874,238~~841.8068 Beginning Loan Count ~~1,220~~247 ~~687~~217 Loans Paid in Full 127 36 Ending Loan Count ~~1,208~~240 ~~684~~211 Beginning Scheduled Balance ~~548~~161,~~535~~908,~~844~~309.5352 ~~407~~127,~~871~~258,~~837~~134.8685 Ending Scheduled Balance ~~542~~156,~~395~~991,~~543~~731.1202 ~~406~~123,~~412~~437,~~735~~455.6609 Actual Ending Collateral Balance 157,025,068.39 123,443,685.08 Scheduled Principal 5425,~~994~~171.9102 958,~~002~~837.9020 Unscheduled Principal 64,~~085~~891,~~306~~407.5048 13,~~364~~811,~~099~~842.3056 Scheduled Interest 2838,~~753,227~~403.7329 1708,~~779,235~~004.9048 Servicing Fees ~~114~~46,~~278~~662.3035 8427,~~973~~730.3029 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 0269.0013 0183.0074 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 2791,~~638,949~~471.4381 1680,~~694,262~~090.6045 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 5/1 ~~Jmb~~Cnf A G4G6 ~~7/1~~ Mix Alt-A Mix Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~225020~~939639 67.~~680616~~236011 Weighted Average Net Rate 56.~~879070~~564492 6.~~419450~~979125 Weighted Average Pass-Through Rate 56.~~877105~~564492 6.~~417766~~969884 Weighted Average Remaining Term 351 349 ~~353 Record Date 10/31/2006 10/31/2006~~ Principal And Interest Constant ~~878~~602,~~183~~145.7111 ~~737~~960,~~745~~717.9876 Beginning Loan Count ~~251~~441 ~~221~~502 Loans Paid in Full 411 422 Ending Loan Count ~~247~~430 ~~217~~480 Beginning Scheduled Balance ~~164~~100,~~383~~700,~~675~~411.4084 ~~130~~155,~~938~~001,~~547~~675.5307 Ending Scheduled Balance ~~161~~98,~~908~~066,~~309~~143.5243 ~~127~~144,~~258~~437,~~134~~836.8590 Actual Ending Collateral Balance 98,087,216.41 144,466,100.63 Scheduled Principal 2519,~~440~~791.6634 826,~~787~~056.5030 Unscheduled Principal 2,~~449~~614,~~925~~477.2207 310,~~671~~537,~~625~~781.1887 Scheduled Interest ~~852~~582,~~743~~353.0577 ~~728~~934,~~958~~661.4846 Servicing Fees 4731,~~390~~481.4223 2833,~~497~~181.2937 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 ~~269~~0.1300 ~~183~~1,193.7471 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 ~~805~~550,~~083~~872.5054 ~~700~~900,~~277~~286.4538 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 09,205.0050 021,571.0061 Prepayment Penalty Paid Count 02 03 Special Servicing Fee 0.00 0.00

~~Group Level~~ Collateral Statement Group G5Total ~~5/1 Cnf A G6 Mix Alt-A Mix~~ Collateral Description Mixed ARM ~~Mixed ARM~~ Weighted Average Coupon Rate 6.~~940184~~071433 ~~7.233298~~ Weighted Average Net Rate 65.~~564559~~800914 ~~6.976526~~Weighted Average Pass-Through Rate 65.~~564559~~799591 ~~6.967817~~ Weighted Average Remaining Term ~~352~~349 ~~350 Record Date 10/31/2006 10/31/2006~~ Principal And Interest Constant ~~621~~7,~~386.29 1~~787,~~018,485~~339.5898 Beginning Loan Count ~~454~~3,299 ~~527~~ Loans Paid in Full 1359 25 Ending Loan Count ~~441~~3,240 ~~502~~ Beginning Scheduled Balance ~~103~~1,~~815~~493,~~835.64 164~~676,~~555,903~~810.6806 Ending Scheduled Balance ~~100~~1,~~700~~465,~~411~~697,814.8471 ~~155~~Actual Ending Collateral Balance 1,~~001~~465,~~675~~891,325.0778 Scheduled Principal 20230,~~968~~041.8102 ~~26,583.94~~ Unscheduled Principal 327,~~094~~748,~~454~~954.9933 ~~9,527,644.67~~ Scheduled Interest ~~600~~7,~~417.48 991~~557,~~901~~298.6496 Servicing Fees 32336,~~496~~723.5263 ~~35,211.16~~ Master Servicing Fees 0.00 ~~0.00~~ Trustee Fee 0.00 ~~0.00~~ FRY Amount 0.00 ~~0.00~~ Special Hazard Fee 0.00 ~~0.00~~ Other Fee ~~0.00~~ 1,~~194~~646.2358 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 ~~567~~7,~~920.96 955~~218,~~496~~928.2575 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 26~~30,~~017~~777.3311 Prepayment Penalty Paid Count 05 3 Special Servicing Fee 0.00 ~~0.00~~

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 6.083660 Weighted Average Net Rate 5.813009 Pass-Through Rate 5.811709 Weighted Average Remaining Term 350 Record Date 10/31/2006 Principal And Interest Constant 7,938,263.00 Beginning Loan Count 3,360 Loans Paid in Full 61 Ending Loan Count 3,299 Beginning Scheduled Balance 1,520,101,644.64 Ending Scheduled Balance 1,493,676,810.06 Scheduled Principal 231,778.72 Unscheduled Principal 26,193,055.86 Scheduled Interest 7,706,484.28 Servicing Fees 342,846.99 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 1,647.10 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 7,361,990.19 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 26,017.33 Prepayment Penalty Paid Count 3 Special Servicing Fee 0.00

Additional Reporting - Group Level Cash Reporting G6 Mix Alt-A Mix Net Monthly Excess Cash ~~133~~216,~~657~~183.1961 Funds from Interest Rate Cap Agreement 0.00 Informational Reporting G1 7/1 Jmb A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 G2 10/1 Jmb A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 G3 5/1 Jmb A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 G4 7/1 Mix A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 G5 5/1 Cnf A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 G6 Mix Alt-A Mix Rolling 3 Month Delinquency Rate 34.~~206567~~070253% Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Structural Reporting G6 Mix Alt-A Mix Extra Principal Distribution ~~133~~143,~~657~~072.1986 Overcollateralization Amount 2,~~627~~770,~~448~~520.1298 Overcollateralization Deficiency ~~143,072~~0.8600 Overcollateralization Increase ~~133~~143,~~657~~072.1986 Overcollateralization Release 0.00 Target Overcollateralization 2,770,520.98 Trigger Event Reporting G1 7/1 Jmb A Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.~~399331~~798743% Sen Prepayment % Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% G2 10/1 Jmb A Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 12.~~356341~~033726% Sen Prepayment % Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% G3 5/1 Jmb A Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 2327.~~082033~~305106% Sen Prepayment % Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% G4 7/1 Mix A Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 912.~~598305~~406340% Sen Prepayment % Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% G5 5/1 Cnf A Cumulative Loss Trigger Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 1723.~~820507~~878668% Sen Prepayment % Delinq/Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% G6 Mix Alt-A Mix Step Down Date Reached NO Trigger Event NO Cumulative Loss Trigger Test Trigger Result Pass Threshold Value 0.650000% Calculated Value 0.000000% Delinquency Rate Trigger Test Trigger Result Pass Threshold Value 3.~~586367~~880128% Calculated Value 3.~~206567~~695432% Trigger Event Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000%

~~LOAN~~Delinquency ~~STATUS~~Status ~~STRATIFICATION/CREDIT ENHANCEMENT STATEMENT~~ DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 10 0 0 10 ~~134,999~~0.2500 0.00 0.00 ~~134,999~~0.2500 30 Days 1613 01 0 0 1614 65,~~791~~134,~~304~~783.9303 0134,999.0025 0.00 0.00 65,~~791~~269,~~304~~782.9328 60 Days 5 0 13 0 68 1,~~972~~674,~~986~~970.8459 0.00 ~~236~~1,~~800~~218,100.00 0.00 2,~~209~~893,~~786~~070.8459 90 Days 10 0 116 0 126 ~~177,940~~0.2200 0.00 32,~~783~~209,~~143~~786.7584 0.00 32,~~961~~209,~~083~~786.9784 120 Days 1 0 29 4 0 610 0177,940.0022 ~~644,000~~0.00 13,~~780~~303,~~000~~223.0075 0.00 23,~~424~~481,~~000~~163.0097 150 Days 0 1 94 0 105 0.00 ~~542~~220,~~799~~000.9200 41,~~180~~876,~~183~~000.3600 0.00 42,~~722~~096,~~983~~000.2800 180+ Days 1 0 62 010 71 ~~399,986.16~~13 0.00 21,~~299~~289,~~700~~726.0046 03,915,575.40 123,200.00 25,~~699~~328,~~686~~501.1686 Totals 2319 4 3132 01 5856 96,~~342~~987,~~218~~693.1584 1,~~321~~644,~~799~~725.1771 12,~~279~~522,~~827~~685.1199 0123,200.00 2221,~~943~~278,~~844~~305.4354 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.~~030312~~000000% 0.000000% 0.000000% 0.~~030312~~000000% 0.~~009037~~000000% 0.000000% 0.000000% 0.~~009037~~000000% 30 Days 0.~~484995~~401235% 0.~~000000~~030864% 0.000000% 0.000000% 0.~~484995~~432099% 0.~~454610~~350284% 0.~~000000~~009209% 0.000000% 0.000000% 0.~~454610~~359493% 60 Days 0.~~151561~~154321% 0.000000% 0.~~030312~~092593% 0.000000% 0.~~181873~~246914% 0.~~132072~~114263% 0.000000% 0.~~015851~~083096% 0.000000% 0.~~147923~~197359% 90 Days 0.~~030312~~000000% 0.000000% 0.~~333434~~185185% 0.000000% 0.~~363747~~185185% 0.~~011911~~000000% 0.000000% 0.~~253244~~150747% 0.000000% 0.~~265155~~150747% 120 Days 0.~~000000~~030864% 0.~~060624~~000000% 0.~~121249~~277778% 0.000000% 0.~~181873~~308642% 0.~~000000~~012139% 0.~~043109~~000000% 0.~~119153~~225339% 0.000000% 0.~~162263~~237478% 150 Days 0.000000% 0.~~030312~~030864% 0.~~272810~~123457% 0.000000% 0.~~303122~~154321% 0.000000% 0.~~036335~~015008% 0.~~279822~~127977% 0.000000% 0.~~316157~~142985% 180+ Days 0.~~030312~~000000% 0.~~000000~~061728% 0.~~181873~~308642% 0.~~000000~~030864% 0.~~212186~~401235% 0.~~026775~~000000% 0.~~000000~~087982% 0.~~153942~~267112% 0.~~000000~~008404% 0.~~180717~~363499% Totals 0.~~697181~~586420% 0.~~121249~~123457% 0.~~939679~~987654% 0.~~000000~~030864% 1.~~758109~~728395% 0.~~625368~~476686% 0.~~088481~~112200% 0.~~822012~~854271% 0.~~000000~~008404% 1.~~535861~~451561%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~230~~278,~~456~~173.8552

~~Delinquency~~CREDIT ~~Status~~ENHANCEMENT ByOriginal ~~Group~~$ ~~DELINQUENT~~Original BANKRUPTCY FORECLOSURE REO Total G1 7/1 Jmb 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 1 0 0 0 1 312,000.00 0.00 0.00 0.00 312,000.00 60 Days 1 0 0 0 1 516,000.00 0.00 0.00 0.00 516,000.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 0 2 828,000.00 0.00 0.00 0.00 828,000.00 0-29 Days 0.000000% ~~0.000000%~~Current ~~0.000000%~~$ ~~0.000000%~~Current ~~0.000000~~% ~~0.000000%~~Bankruptcy 0.000000% 0.000000% 30 Days 0.082781% 0.000000% 0.000000% 0.000000% 0.082781% 0.057518% 0.000000% 0.000000% 0.000000% 0.057518% 60 Days 0.082781% 0.000000% 0.000000% 0.000000% 0.082781% 0.095127% 0.000000% 0.000000% 0.000000% 0.095127% 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 0.165563% 0.000000% 0.000000% 0.000000% 0.165563% 0.152645% 0.000000% 0.000000% 0.000000% 0.152645% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2 10/1 Jmb 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 1 0 0 0 1 1424,~~148,237~~767.~~73 0.~~00 0.00 0.00 1,148,237.73 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 1 0 1 0.00 0.00 637,234.17 0.00 637,234.17 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 1 0 2 1,148,237.73 0.00 637,234.17 0.00 1,785,471.90 0-29 Days 0.00000002597516% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.146199% 0.000000% 0.000000% 0.000000% 0.146199% 0.282482% 0.000000% 0.000000% 0.000000% 0.282482% 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% 0.146199% 0.000000% 0.146199% 0.000000% 0.000000% 0.156768% 0.000000% 0.156768% 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 0.146199% 0.000000% 0.146199% 0.000000% 0.292398% 0.282482% 0.000000% 0.156768% 0.000000% 0.439250% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3 5/1 Jmb 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 1 0 0 0 1 504424,~~000~~767.00 0.00 0.00 0.00 504,000.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 2 0 2 0.00 0.00 1,220,000.00 0.00 1,220,000.00 150 Days 0 1 3 0 4 0.00 542,799.92 1,943,783.36 0.00 2,486,583.28 180+ Days 0 0 1 0 1 0.00 0.00 432,000.00 0.00 432,000.00 Totals 1 1 6 0 8 504,000.00 542,799.92 3,595,783.36 0.00 4,642,583.28 0-29 Days 0.00000002898053% ~~0.000000%~~Fraud 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 0.404858% 0.000000% 0.000000% 0.000000% 0.404858% 0.311226% 0.000000% 0.000000% 0.000000% 0.311226% 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% 0.809717% 0.000000% 0.809717% 0.000000% 0.000000% 0.753365% 0.000000% 0.753365% 150 Days 0.000000% 0.404858% 1.214575% 0.000000% 1.619433% 0.000000% 0.335186% 1.200310% 0.000000% 1.535496% 180+ Days 0.000000% 0.000000% 0.404858% 0.000000% 0.404858% 0.000000% 0.000000% 0.266765% 0.000000% 0.266765% Totals 0.404858% 0.404858% 2.429150% 0.000000% 3.238866% 0.311226% 0.335186% 2.220440% 0.000000% 2.866852% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 7/1 Mix 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 2 0 0 0 2 118,~~076~~842,~~800~~992.0064 ~~0.00 0.00 0.00~~ 1~~,076,800~~.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 1 0 1 0.00 0.00 487,200.00 0.00 487,200.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 2 0 2 0.00 0.00 1,190,400.00 0.00 1,190,400.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 3 0 5 1,076,800.00 0.00 1,677,600.00 0.00 2,754,400.00 0-29 Days 0.00000015227798% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.921659% 0.000000% 0.000000% 0.000000% 0.921659% 0.846107% 0.000000% 0.000000% 0.000000% 0.846107% 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% 0.460829% 0.000000% 0.460829% 0.000000% 0.000000% 0.382823% 0.000000% 0.382823% 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% 0.921659% 0.000000% 0.921659% 0.000000% 0.000000% 0.935370% 0.000000% 0.935370% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.921659% 0.000000% 1.382488% 0.000000% 2.304147% 0.846107% 0.000000% 1.318192% 0.000000% 2.164299% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 5/1 Cnf 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 1 0 0 1 13418,~~999.25 0.00 0.00 134~~842,~~999.25 30 Days 3 0 0 0 3 741,972.67 0.00 0.00 0.00 741,972.67 60 Days 1 0 1 0 2 374,400.00 0.00 236,800.00 0.00 611,200.00 90 Days 0 0 4 0 4 0.00 0.00~~ 992~~,415~~.5864 ~~0.00 992,415.58 120 Days 0~~ 1 ~~1 0 2 0~~.0028559874% ~~220,000.00~~Special ~~232,000.00~~Hazard ~~0.00 452~~15,~~000.00 150 Days 0 0 2 0 2 0.00 0.00 558~~904,~~000~~766.00 0.0097260090% ~~558,000.00 180+ Days 1 0 0 0 1 399,986.16 0.00 0.00 0.00 399,986.16 Totals 5 2 8 0~~ 15 1,~~516~~904,~~358~~766.~~83 354,999.25 2,019,215.58 0.~~00 3,890,573.66 0-29 Days 0.226757% 0.000000% 0.000000% 0.226757% 0.134036% 0.000000% 0.000000% 0.134036% 30 Days 0.680272% 0.000000% 0.000000% 0.000000% 0.680272% 0.736676% 0.000000% 0.000000% 0.000000% 0.736676% 60 Days 0.226757% 0.000000% 0.226757% 0.000000% 0.453515% 0.371728% 0.000000% 0.235110% 0.000000% 0.606837% 90 Days 0.000000% 0.000000% 0.907029% 0.000000% 0.907029% 0.000000% 0.000000% 0.985332% 0.000000% 0.985332% 120 Days 0.000000% 0.226757% 0.226757% 0.000000% 0.453515% 0.000000% 0.218430% 0.230344% 0.000000% 0.448774% 150 Days 0.000000% 0.000000% 0.453515% 0.000000% 0.453515% 0.000000% 0.000000% 0.554017% 0.000000% 0.554017% 180+ Days 0.226757% 0.000000% 0.000000% 0.000000% 0.226757% 0.397131% 0.000000% 0.000000% 0.000000% 0.397131% Totals 1.~~133787~~08513268% ~~0.453515%~~Limit ~~1.814059% 0.000000% 3.401361% 1.505535% 0.352465% 2.004802% 0.000000% 3.862803% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6 Mix Alt-A Mix No.~~ of ~~Loans~~Subordinate's ~~No.~~Exposure ofto ~~Loans~~Certain ~~No.~~Types 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 9 0 0 0 9 3,512,294.53 0.00 0.00 0.00 3,512,294.53 60 Days 2 0 0 0 2 578,586.84 0.00 0.00 0.00 578,586.84 90 Days 1 0 5 0 6 177,940.22 0.00 1,666,294.00 0.00 1,844,234.22 120 Days 0 1 1 0 2 0.00 424,000.00 328,000.00 0.00 752,000.00 150 Days 0 0 2 0 2 0.00 0.00 488,000.00 0.00 488,000.00 180+ Days 0 0 5 0 5 0.00 0.00 1,867,700.00 0.00 1,867,700.00 Totals 12 1 13 0 26 4,268,821.59 424,000.00 4,349,994.00 0.00 9,042,815.59 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.792829% 0.000000% 0.000000% 0.000000% 1.792829% 2.265504% 0.000000% 0.000000% 0.000000% 2.265504% 60 Days 0.398406% 0.000000% 0.000000% 0.000000% 0.398406% 0.373201% 0.000000% 0.000000% 0.000000% 0.373201% 90 Days 0.199203% 0.000000% 0.996016% 0.000000% 1.195219% 0.114775% 0.000000% 1.074795% 0.000000% 1.189570% 120 Days 0.000000% 0.199203% 0.199203% 0.000000% 0.398406% 0.000000% 0.273489% 0.211567% 0.000000% 0.485056% 150 Days 0.000000% 0.000000% 0.398406% 0.000000% 0.398406% 0.000000% 0.000000% 0.314770% 0.000000% 0.314770% 180+ Days 0.000000% 0.000000% 0.996016% 0.000000% 0.996016% 0.000000% 0.000000% 1.204706% 0.000000% 1.204706% Totals 2.390438% 0.199203% 2.589641% 0.000000% 5.179283% 2.753479% 0.273489% 2.805837% 0.000000% 5.832806%Losses

~~CREDIT~~Delinquency ~~ENHANCEMENT~~Status ~~Original~~By $Group ~~Original~~DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 7/1 Jmb 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 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 1 0 1 0.00 0.00 516,000.00 0.00 516,000.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 1 0 1 0.00 0.00 516,000.00 0.00 516,000.00 0-29 Days 0.000000% ~~Current~~0.000000% $0.000000% ~~Current~~0.000000% 0.000000% ~~Bankruptcy~~0.000000% ~~424~~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% 0.083403% 0.000000% 0.083403% 0.000000% 0.000000% 0.095847% 0.000000% 0.095847% 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% 0.083403% 0.000000% 0.083403% 0.000000% 0.000000% 0.095847% 0.000000% 0.095847% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2 10/1 Jmb 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 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 1 0 1 0.00 0.00 637,~~767~~234.17 0.00 637,234.17 150 Days 0 0 0 0 0 0.~~02597516%~~00 ~~424~~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 1 0 1 0.00 0.00 637,~~767~~234.17 0.00 637,234.17 0-29 Days 0.~~02843768~~000000% ~~Fraud~~0.000000% 180.000000% 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% 0.147059% 0.000000% 0.147059% 0.000000% 0.000000% 0.157531% 0.000000% 0.157531% 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% 0.147059% 0.000000% 0.147059% 0.000000% 0.000000% 0.157531% 0.000000% 0.157531% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3 5/1 Jmb 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 2 0 0 0 2 1,~~842~~158,~~992~~898.6470 0.00 0.00 0.00 1,158,898.~~15227798%~~70 1860 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 1 0 1 0.00 0.00 504,~~842~~000.00 0.00 504,~~992~~000.6400 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 2 0 2 0.00 0.00 1,220,000.~~26151739~~00 0.00 1,220,000.00 180+ Days 0 2 1 0 3 0.00 1,289,726.46 509,075.40 0.00 1,798,801.86 Totals 2 2 4 0 8 1,158,898.70 1,289,726.46 2,233,075.40 0.00 4,681,700.56 0-29 Days 0.000000% ~~Special~~0.000000% ~~Hazard~~0.000000% 150.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.833333% 0.000000% 0.000000% 0.000000% 0.833333% 0.738034% 0.000000% 0.000000% 0.000000% 0.738034% 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% 0.416667% 0.000000% 0.416667% 0.000000% 0.000000% 0.320968% 0.000000% 0.320968% 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% 0.833333% 0.000000% 0.833333% 0.000000% 0.000000% 0.776946% 0.000000% 0.776946% 180+ Days 0.000000% 0.833333% 0.416667% 0.000000% 1.250000% 0.000000% 0.821351% 0.324200% 0.000000% 1.145551% Totals 0.833333% 0.833333% 1.666667% 0.000000% 3.333333% 0.738034% 0.821351% 1.422114% 0.000000% 2.981499% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 7/1 Mix 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 2 0 0 0 2 1,~~904~~051,~~766~~200.00 0.~~97260090~~00 0.00 0.00 1,051,200.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 1 0 1 0.00 0.00 487,200.00 0.00 487,200.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 2 0 2 0.00 0.00 1,190,400.00 0.00 1,190,400.00 Totals 2 0 3 0 5 1,051,200.00 0.00 1,677,600.00 0.00 2,728,800.00 0-29 Days 0.000000% 150.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.947867% 0.000000% 0.000000% 0.000000% 0.947867% 0.851562% 0.000000% 0.000000% 0.000000% 0.851562% 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% 0.473934% 0.000000% 0.473934% 0.000000% 0.000000% 0.394674% 0.000000% 0.394674% 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% 0.947867% 0.000000% 0.947867% 0.000000% 0.000000% 0.964326% 0.000000% 0.964326% Totals 0.947867% 0.000000% 1.421801% 0.000000% 2.369668% 0.851562% 0.000000% 1.359000% 0.000000% 2.210563% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 5/1 Cnf 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 2 1 0 0 3 502,~~904~~400.00 134,~~766~~999.25 0.00 0.00 637,399.25 60 Days 2 0 0 0 2 541,972.67 0.00 0.00 0.00 541,972.67 90 Days 0 0 2 0 2 0.00 0.00 611,200.00 0.00 611,200.00 120 Days 0 0 3 0 3 0.00 0.00 748,495.58 0.00 748,495.58 150 Days 0 1 1 0 2 0.~~06480638~~00 220,000.00 232,000.00 0.00 452,000.00 180+ Days 0 0 2 0 2 0.00 0.00 558,000.00 0.00 558,000.00 Totals 4 2 8 0 14 1,044,372.67 354,999.25 2,149,695.58 0.00 3,549,067.50 0-29 Days 0.000000% ~~Limit~~0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.465116% 0.232558% 0.000000% 0.000000% 0.697674% 0.512197% 0.137632% 0.000000% 0.000000% 0.649829% 60 Days 0.465116% 0.000000% 0.000000% 0.000000% 0.465116% 0.552542% 0.000000% 0.000000% 0.000000% 0.552542% 90 Days 0.000000% 0.000000% 0.465116% 0.000000% 0.465116% 0.000000% 0.000000% 0.623119% 0.000000% 0.623119% 120 Days 0.000000% 0.000000% 0.697674% 0.000000% 0.697674% 0.000000% 0.000000% 0.763092% 0.000000% 0.763092% 150 Days 0.000000% 0.232558% 0.232558% 0.000000% 0.465116% 0.000000% 0.224290% 0.236524% 0.000000% 0.460814% 180+ Days 0.000000% 0.000000% 0.465116% 0.000000% 0.465116% 0.000000% 0.000000% 0.568881% 0.000000% 0.568881% Totals 0.930233% 0.465116% 1.860465% 0.000000% 3.255814% 1.064739% 0.361922% 2.191616% 0.000000% 3.618277% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6 Mix Alt-A Mix No. of ~~Subordinate's~~Loans ~~Exposure~~No. toof ~~Certain~~Loans ~~Types~~No. of ~~Losses~~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 7 0 0 0 7 2,422,284.33 0.00 0.00 0.00 2,422,284.33 60 Days 3 0 3 0 6 1,132,997.92 0.00 1,218,100.00 0.00 2,351,097.92 90 Days 0 0 2 0 2 0.00 0.00 578,586.84 0.00 578,586.84 120 Days 1 0 4 0 5 177,940.22 0.00 1,430,294.00 0.00 1,608,234.22 150 Days 0 0 1 0 1 0.00 0.00 424,000.00 0.00 424,000.00 180+ Days 0 0 5 1 6 0.00 0.00 1,658,100.00 123,200.00 1,781,300.00 Totals 11 0 15 1 27 3,733,222.47 0.00 5,309,080.84 123,200.00 9,165,503.31 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.458333% 0.000000% 0.000000% 0.000000% 1.458333% 1.676715% 0.000000% 0.000000% 0.000000% 1.676715% 60 Days 0.625000% 0.000000% 0.625000% 0.000000% 1.250000% 0.784266% 0.000000% 0.843174% 0.000000% 1.627439% 90 Days 0.000000% 0.000000% 0.416667% 0.000000% 0.416667% 0.000000% 0.000000% 0.400500% 0.000000% 0.400500% 120 Days 0.208333% 0.000000% 0.833333% 0.000000% 1.041667% 0.123171% 0.000000% 0.990055% 0.000000% 1.113226% 150 Days 0.000000% 0.000000% 0.208333% 0.000000% 0.208333% 0.000000% 0.000000% 0.293494% 0.000000% 0.293494% 180+ Days 0.000000% 0.000000% 1.041667% 0.208333% 1.250000% 0.000000% 0.000000% 1.147743% 0.085280% 1.233023% Totals 2.291667% 0.000000% 3.125000% 0.208333% 5.625000% 2.584151% 0.000000% 3.674967% 0.085280% 6.344397%

180+ Delinquency Summary Summary G1 7/1 Jmb A Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 69 24,~~267~~035,~~686~~201.1686 0.~~152~~275 0 0.00 0.000 210 - 239 14 ~~432~~1,~~000~~293,300.00 0.~~029~~088 0 0.00 0.000 Total 713 25,~~699~~328,~~686~~501.1686 0.~~181~~363 0 0.00 0.000

180+ Delinquency Summary (continued) G2 10/1 Jmb A G3 5/1 Jmb 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 03 01,798,801.0086 01.~~000~~146 210 - 239 0 0.00 0.000 10 ~~432,000~~0.00 0.~~267~~000 Total 0 0.00 0.000 13 ~~432~~1,~~000~~798,801.0086 01.~~267~~146

180+ Delinquency Summary (continued) G4 7/1 Mix A G5 5/1 Cnf A Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 02 01,190,400.00 0.~~000~~964 12 ~~399~~558,~~986~~000.1600 0.~~397~~569 210 - 239 0 0.00 0.000 0 0.00 0.000 Total 02 01,190,400.00 0.~~000~~964 12 ~~399~~558,~~986~~000.1600 0.~~397~~569

180+ Delinquency Summary (continued) G6 Mix Alt-A Mix Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 52 1488,~~867,700~~000.00 10.~~205~~338 210 - 239 04 01,293,300.00 0.~~000~~895 Total 56 1,~~867~~781,~~700~~300.00 1.~~205~~233 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

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~Dec~~Jan-0506 0.000% Original Principal Balance 0123,200.00 ~~Jan~~Feb-06 0.000% Current Actual Balance 0123,200.00 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current REO Total ~~Apr~~May-06 0.000% Loans in REO 01 ~~May~~Jun-06 0.000% Original Principal Balance 0123,200.00 ~~Jun~~Jul-06 0.000% Current Actual Balance 0123,200.00 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% ~~Oct~~Nov-06 0.000% ~~Nov~~Dec-06 0.~~000~~008% *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 7/1 Jmb A ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec~~-05 ~~0.000%~~No ~~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~~Information ~~Apr-06~~to 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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ G2 10/1 Jmb A ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec~~-05 ~~0.000%~~No ~~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~~Information ~~Apr-06~~to 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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ G3 5/1 Jmb A ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec~~-05 ~~0.000%~~No ~~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~~Information ~~Apr-06~~to 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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ G4 7/1 Mix A ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec~~-05 ~~0.000%~~No ~~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~~Information ~~Apr-06~~to 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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ G5 5/1 Cnf A ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec~~-05 ~~0.000%~~No ~~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~~Information ~~Apr-06~~to 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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ G6 Mix Alt-A Mix 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~Dec~~Jan-0506 0.000% Original Principal Balance 0123,200.00 ~~Jan~~Feb-06 0.000% Current Actual Balance 0123,200.00 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current REO Total ~~Apr~~May-06 0.000% Loans in REO 01 ~~May~~Jun-06 0.000% Original Principal Balance 0123,200.00 ~~Jun~~Jul-06 0.000% Current Actual Balance 0123,200.00 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% ~~Oct~~Nov-06 0.000% ~~Nov~~Dec-06 0.~~000~~085% *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 Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance NoG6 ~~REO~~Mix ~~Loans~~Alt-A ~~this~~Mix ~~Period~~0500679891 Dec-2006 01-Apr-2006 MN 80.00 123,200.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoG6 ~~REO~~Mix ~~Loans~~Alt-A ~~this~~Mix ~~Period~~0500679891 123,200.00 01-Mar-2006 7 7.750% 6,160.00

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 137 ~~Dec~~Jan-0506 0.000% Original Principal Balance 43,~~673~~054,~~561~~750.00 ~~Jan~~Feb-06 0.000% Current Actual Balance 43,~~664~~051,~~943~~086.7584 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current Foreclosure Total ~~Apr~~May-06 0.000% Loans in Foreclosure 3132 ~~May~~Jun-06 0.000% Original Principal Balance 12,~~294~~535,~~661~~891.00 ~~Jun~~Jul-06 0.~~000~~027% Current Actual Balance 12,~~279~~522,~~827~~685.1199 ~~Jul-06 0.027%~~ Aug-06 0.028% Sep-06 0.300% Oct-06 0.554% Nov-06 0.822% Dec-06 0.854% *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 7/1 Jmb A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Dec~~Jan-0506 0.000% Original Principal Balance 0516,000.00 ~~Jan~~Feb-06 0.000% Current Actual Balance 0516,000.00 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current Foreclosure Total ~~Apr~~May-06 0.000% Loans in Foreclosure 01 ~~May~~Jun-06 0.000% Original Principal Balance 0516,000.00 ~~Jun~~Jul-06 0.000% Current Actual Balance 0516,000.00 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% ~~Oct~~Nov-06 0.000% ~~Nov~~Dec-06 0.~~000~~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. G2 10/1 Jmb A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 10 ~~Dec~~Jan-0506 0.000% Original Principal Balance ~~644,000~~0.00 ~~Jan~~Feb-06 0.000% Current Actual Balance ~~637,234~~0.1700 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current Foreclosure Total ~~Apr~~May-06 0.000% Loans in Foreclosure 1 ~~May~~Jun-06 0.000% Original Principal Balance 644,000.00 ~~Jun~~Jul-06 0.000% Current Actual Balance 637,234.17 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% ~~Oct~~Nov-06 0.~~000~~157% ~~Nov~~Dec-06 0.~~157~~158% *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 5/1 Jmb A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 ~~Dec~~Jan-0506 0.000% Original Principal Balance ~~620~~504,000.00 ~~Jan~~Feb-06 0.000% Current Actual Balance ~~620~~504,000.00 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current Foreclosure Total ~~Apr~~May-06 0.000% Loans in Foreclosure 64 ~~May~~Jun-06 0.000% Original Principal Balance 32,~~602~~234,000.00 ~~Jun~~Jul-06 0.~~000~~252% Current Actual Balance 32,~~595~~233,~~783~~075.3640 ~~Jul-06 0.252%~~ Aug-06 0.254% Sep-06 0.673% Oct-06 1.810% Nov-06 2.220% Dec-06 1.422% *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 7/1 Mix A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 10 ~~Dec~~Jan-0506 0.000% Original Principal Balance ~~487,200~~0.00 ~~Jan~~Feb-06 0.000% Current Actual Balance ~~487,200~~0.00 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current Foreclosure Total ~~Apr~~May-06 0.000% Loans in Foreclosure 3 ~~May~~Jun-06 0.000% Original Principal Balance 1,677,600.00 ~~Jun~~Jul-06 0.000% Current Actual Balance 1,677,600.00 ~~Jul-06 0.000%~~ Aug-06 0.000% Sep-06 0.000% Oct-06 0.909% Nov-06 1.318% Dec-06 1.359% *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 5/1 Cnf A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 61 ~~Dec~~Jan-0506 0.000% Original Principal Balance 1374,~~491,220~~400.00 ~~Jan~~Feb-06 0.000% Current Actual Balance 1374,~~490,215~~400.5800 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current Foreclosure Total ~~Apr~~May-06 0.000% Loans in Foreclosure 8 ~~May~~Jun-06 0.000% Original Principal Balance 2,~~020~~150,~~220~~700.00 ~~Jun~~Jul-06 0.000% Current Actual Balance 2,~~019~~149,~~215~~695.58 ~~Jul-06 0.000%~~ Aug-06 0.000% Sep-06 0.618% Oct-06 0.632% Nov-06 2.005% Dec-06 2.192% *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. G6 Mix Alt-A Mix 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 ~~Dec~~Jan-0506 0.000% Original Principal Balance 1,~~431~~660,~~141~~350.00 ~~Jan~~Feb-06 0.000% Current Actual Balance 1,~~430~~656,~~294~~686.0084 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current Foreclosure Total ~~Apr~~May-06 0.000% Loans in Foreclosure 1315 ~~May~~Jun-06 0.000% Original Principal Balance 45,~~350~~313,~~841~~591.00 ~~Jun~~Jul-06 0.000% Current Actual Balance 45,~~349~~309,~~994~~080.0084 ~~Jul-06 0.000%~~ Aug-06 0.000% Sep-06 1.644% Oct-06 2.183% Nov-06 2.806% Dec-06 3.675% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance G2G1 107/1 Jmb A ~~0406951506~~0407363314 ~~Nov~~Dec-2006 01-~~Oct~~Mar-~~2005~~2006 CA 80.00 ~~644~~516,000.00 G3G2 510/1 Jmb A ~~0405689166~~0406951506 ~~Oct~~Nov-2006 01-~~Nov~~Oct-2005 CA 80.00 ~~600~~644,000.00 G3 5/1 Jmb A ~~0405901767~~0405689166 ~~Jul~~Oct-2006 01-~~Dec~~Nov-2005 CA 80.00 ~~432~~600,000.00 G3 5/1 Jmb A 0406005736 Nov-2006 01-Nov-2005 CA 80.00 620,000.00 G3 5/1 Jmb A ~~0406975316~~0500654879 ~~Sep~~Dec-2006 01-~~Mar~~Feb-2006 CANV 8070.00 ~~688~~504,000.00 G3 5/1 Jmb A ~~0500547302 Oct-2006 01-Oct-2005 KS 61.63 752,000.00 G3 5/1 Jmb A~~ 0700237468 Oct-2006 01-Mar-2006 CA 38.93 510,000.00 G4 7/1 Mix A 0407485568 Nov-2006 01-Apr-2006 CA 80.00 487,200.00 G4 7/1 Mix A 0407485574 Oct-2006 01-Apr-2006 NV 80.00 696,000.00 G4 7/1 Mix A 0407485735 Oct-2006 01-Apr-2006 CA 80.00 494,400.00 G5 5/1 Cnf A 0405284235 Nov-2006 01-Aug-2005 FL 90.00 261,000.00 G5 5/1 Cnf A 0406975331 Nov-2006 01-Mar-2006 NV 80.00 236,800.00 G5 5/1 Cnf A 0407027050 Sep-2006 01-Mar-2006 NC 89.06 297,000.00 G5 5/1 Cnf A 0407286571 Nov-2006 01-Apr-2006 FL 80.00 281,200.00 G5 5/1 Cnf A 0500695693 Nov-2006 01-Apr-2006 CO 80.00 265,800.00 G5 5/1 Cnf A ~~0700226602~~0700205705 ~~Nov~~Dec-2006 01-~~Feb~~Mar-2006 NVNJ 80.00 ~~243~~374,~~920~~400.00 G5 5/1 Cnf A 0700277155 Nov-2006 01-May-2006 AZ 90.00 202,500.00 G5 5/1 Cnf A 0700277774 Sep-2006 01-May-2006 OH 80.00 232,000.00 G6 Mix Alt-A Mix 0500601911 Dec-2006 01-Dec-2005 IL 80.00 136,000.00 G6 Mix Alt-A Mix 0500657360 Oct-2006 01-Mar-2006 NJ 80.00 328,000.00 G6 Mix Alt-A Mix 0500657475 Sep-2006 01-Feb-2006 FL 80.00 236,000.00 G6 Mix Alt-A Mix 0500668507 Nov-2006 01-Mar-2006 GA 74.97 143,200.00 G6 Mix Alt-A Mix 0500669159 Sep-2006 01-Mar-2006 NV 79.83 371,200.00 G6 Mix Alt-A Mix ~~0500679891~~0500681364 ~~Sep~~Nov-2006 01-~~Apr~~Feb-2006 MNCA 80.00 ~~123~~538,~~200~~441.00 G6 Mix Alt-A Mix ~~0500681364~~0500684002 ~~Nov~~Sep-2006 01-~~Feb~~Apr-2006 CACO 8075.00 ~~538~~120,~~441~~000.00 G6 Mix Alt-A Mix ~~0500684002~~0500691697 Sep-2006 01-Apr-2006 CONV 80.00 566,400.00 G6 Mix Alt-A Mix 0700228971 Dec-2006 01-Mar-2006 NY 75.00 ~~120~~446,~~000~~250.00 G6 Mix Alt-A Mix ~~0500691697~~0700233789 ~~Sep~~Dec-2006 01-~~Apr~~Mar-2006 NVDE 80.00 ~~566~~654,~~400~~100.00 G6 Mix Alt-A Mix ~~0500694835~~0700245332 ~~Sep~~Dec-2006 01-Apr-2006 NVHI 80.00 ~~574~~424,~~400~~000.00 G6 Mix Alt-A Mix 0700245649 Sep-2006 01-Apr-2006 IN 75.00 232,500.00 G6 Mix Alt-A Mix 0700277989 Nov-2006 01-May-2006 NJ 90.00 301,500.00 G6 Mix Alt-A Mix 0700281309 Sep-2006 01-May-2006 NY 80.00 368,000.00 G6 Mix Alt-A Mix 0700285317 Nov-2006 01-May-2006 NY 80.00 448,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest G2G1 107/1 Jmb A ~~0406951506~~0407363314 ~~637~~516,~~234~~000.1700 01-~~Jun~~Jul-2006 3 56.~~250~~000% 1312,~~243~~362.5650 G3G2 510/1 Jmb A ~~0405689166~~0406951506 ~~600~~637,~~000~~234.0017 01-~~May~~Jun-2006 4 65.~~500~~250% 1815,~~375~~882.0056 G3 5/1 Jmb A ~~0405901767~~0405689166 ~~432~~600,000.00 01-~~Feb~~May-2006 75 6.~~000~~500% 1421,~~175~~437.0050 G3 5/1 Jmb A 0406005736 620,000.00 01-May-2006 45 6.875% 2023,~~537~~960.4637 G3 5/1 Jmb A ~~0406975316~~0500654879 ~~687~~504,~~781~~000.4200 01-~~Apr~~Jul-2006 53 76.625% 2913,~~087~~125.4500 G3 5/1 Jmb A ~~0500547302 746,926.54 01-Apr-2006 5 6.250% 25,521.06 G3 5/1 Jmb A~~ 0700237468 509,075.40 01-Apr-2006 56 6.500% 1820,~~138~~719.4391 G4 7/1 Mix A 0407485568 487,200.00 01-Jun-2006 34 7.875% 1518,~~478~~574.7550 G4 7/1 Mix A 0407485574 696,000.00 01-Apr-2006 56 7.750% 3034,~~450~~800.00 G4 7/1 Mix A 0407485735 494,400.00 01-Apr-2006 56 6.875% 1921,~~106~~836.5000 G5 5/1 Cnf A 0405284235 261,000.00 01-Apr-2006 56 6.125% 810,~~754~~005.4104 G5 5/1 Cnf A 0406975331 236,800.00 01-Jul-2006 23 7.750% 57,~~821~~276.3265 G5 5/1 Cnf A 0407027050 297,000.00 01-Apr-2006 56 8.000% 1315,~~210~~097.3352 G5 5/1 Cnf A 0407286571 281,200.00 01-Jun-2006 34 7.625% 810,~~494~~193.5546 G5 5/1 Cnf A 0500695693 265,075.22 01-Jun-2006 34 6.500% 68,~~752~~099.3908 G5 5/1 Cnf A ~~0700226602~~0700205705 ~~243~~374,~~920~~400.00 01-~~Jun~~Jul-2006 3 67.~~375~~250% 610,~~098~~725.00 G5 5/1 Cnf A 0700277155 202,220.36 01-Jun-2006 34 7.875% 67,~~310~~569.4990 G5 5/1 Cnf A 0700277774 232,000.00 01-May-2006 45 7.250% 9,304.19 G6 Mix Alt-A Mix 0500601911 135,233.87 01-Jul-2006 3 7.875% 4,~~975~~290.0220 G6 Mix Alt-A Mix 0500657360 328,000.00 01-~~May~~Aug-2006 42 7.625% 128,~~095~~063.0436 G6 Mix Alt-A Mix 0500657475 236,000.00 01-~~Jun~~Aug-2006 32 7.875% 75,~~497~~998.9032 G6 Mix Alt-A Mix 0500668507 142,801.90 01-Jun-2006 34 7.875% 45,~~530~~434.4659 G6 Mix Alt-A Mix 0500669159 371,200.00 01-Mar-2006 67 7.625% 1518,~~969~~250.3872 G6 Mix Alt-A Mix ~~0500679891~~0500681364 ~~123~~538,~~200~~441.00 01-~~Mar~~Jun-2006 64 7.~~750~~500% 519,~~390~~518.0048 G6 Mix Alt-A Mix ~~0500681364~~0500684002 ~~538~~120,~~441~~000.00 01-~~Jun~~Apr-2006 36 7.~~500~~875% 166,~~265~~100.4000 G6 Mix Alt-A Mix ~~0500684002~~0500691697 ~~120~~566,~~000~~400.00 01-~~Apr~~Mar-2006 57 7.875% 528,~~337~~792.5000 G6 Mix Alt-A Mix ~~0500691697~~0700228971 ~~566~~443,~~400~~352.97 01-Jul-2006 3 7.750% 13,854.75 G6 Mix Alt-A Mix 0700233789 654,100.00 01-~~Mar~~Aug-2006 62 7.875% 2516,~~193~~625.0004 G6 Mix Alt-A Mix ~~0500694835~~0700245332 ~~574~~424,~~400~~000.00 01-~~Mar~~May-2006 65 7.~~875~~500% 2517,~~477~~931.5969 G6 Mix Alt-A Mix 0700245649 232,500.00 01-Mar-2006 67 7.500% 911,~~832~~237.8352 G6 Mix Alt-A Mix 0700277989 301,051.10 01-Jun-2006 34 7.500% 910,~~080~~892.4739 G6 Mix Alt-A Mix 0700281309 368,000.00 01-Apr-2006 56 7.625% 1518,~~831~~093.6228 G6 Mix Alt-A Mix 0700285317 448,000.00 01-Jun-2006 34 7.500% 1316,~~533~~240.3502

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 21 ~~Dec~~Jan-0506 0.000% Original Principal Balance ~~559~~752,000.00 ~~Jan~~Feb-06 0.000% Current Actual Balance ~~558~~746,~~999~~926.2554 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current Bankruptcy Total ~~Apr~~May-06 0.000% Loans in Bankruptcy 4 ~~May~~Jun-06 0.000% Original Principal Balance 1,~~321~~649,800.00 ~~Jun~~Jul-06 0.000% Current Actual Balance 1,~~321~~644,~~799~~725.1771 ~~Jul-06 0.000%~~ Aug-06 0.035% Sep-06 0.035% Oct-06 0.050% Nov-06 0.088% Dec-06 0.112% *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 7/1 Jmb A ~~12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Dec~~-05 ~~0.000%~~No ~~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~~Information ~~Apr-06~~to 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-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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ G2 10/1 Jmb A ~~12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Dec~~-05 ~~0.000%~~No ~~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~~Information ~~Apr-06~~to 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-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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ G3 5/1 Jmb A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Dec~~Jan-0506 0.000% Original Principal Balance 0752,000.00 ~~Jan~~Feb-06 0.000% Current Actual Balance 0746,926.0054 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current Bankruptcy Total ~~Apr~~May-06 0.000% Loans in Bankruptcy 12 ~~May~~Jun-06 0.000% Original Principal Balance ~~542~~1,294,800.00 ~~Jun~~Jul-06 0.000% Current Actual Balance ~~542~~1,~~799~~289,726.9246 ~~Jul-06 0.000%~~ Aug-06 0.319% Sep-06 0.326% Oct-06 0.330% Nov-06 0.335% Dec-06 0.821% *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 7/1 Mix A ~~12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Dec~~-05 ~~0.000%~~No ~~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~~Information ~~Apr-06~~to 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-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~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ G5 5/1 Cnf A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~Dec~~Jan-0506 0.000% Original Principal Balance ~~135,000~~0.00 ~~Jan~~Feb-06 0.000% Current Actual Balance ~~134,999~~0.2500 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current Bankruptcy Total ~~Apr~~May-06 0.000% Loans in Bankruptcy 2 ~~May~~Jun-06 0.000% Original Principal Balance 355,000.00 ~~Jun~~Jul-06 0.000% Current Actual Balance 354,999.25 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.~~000~~212% ~~Oct~~Nov-06 0.~~212~~352% ~~Nov~~Dec-06 0.~~352~~362% *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. G6 Mix Alt-A Mix 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~Dec~~Jan-0506 0.000% Original Principal Balance ~~424,000~~0.00 ~~Jan~~Feb-06 0.000% Current Actual Balance ~~424,000~~0.00 ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% Current Bankruptcy Total ~~Apr~~May-06 0.000% Loans in Bankruptcy 10 ~~May~~Jun-06 0.000% Original Principal Balance ~~424,000~~0.00 ~~Jun~~Jul-06 0.000% Current Actual Balance ~~424,000~~0.00 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% ~~Oct~~Nov-06 0.~~000~~273% ~~Nov~~Dec-06 0.~~273~~000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance G3 5/1 Jmb A 0500547302 Dec-2006 01-Oct-2005 KS 61.63 752,000.00 G3 5/1 Jmb A 0500577507 Aug-2006 01-Nov-2005 NV 79.99 542,800.00 G5 5/1 Cnf A 0406975307 Oct-2006 01-Mar-2006 NV 80.00 220,000.00 G5 5/1 Cnf A 0500551650 Nov-2006 01-Oct-2005 FL 71.05 135,000.00 ~~G6 Mix Alt-A Mix 0700245332 Nov-2006 01-Apr-2006 HI 80.00 424,000.00~~

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest G3 5/1 Jmb A 0500547302 746,926.54 01-Apr-2006 6 6.250% 29,152.13 G3 5/1 Jmb A 0500577507 542,799.92 01-Apr-2006 56 6.625% 1922,~~789~~616.6372 G5 5/1 Cnf A 0406975307 220,000.00 01-May-2006 45 7.250% 78,~~562~~822.5294 G5 5/1 Cnf A 0500551650 134,999.25 01-Sep-2006 01 6.125% 1,~~293~~940.~~74 G6 Mix Alt-A Mix 0700245332 424,000.00 01-May-2006 4 7.500% 15,370.02~~61

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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 7/1 Jmb 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 10/1 Jmb 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 5/1 Jmb 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 7/1 Mix 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 5/1 Cnf 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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. G6 Mix Alt-A Mix 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 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 7/1 Jmb A 129 64,~~312~~201,~~450~~443.00 63,~~032~~955,~~550~~527.0699 0 0.00 0.00 G2 10/1 Jmb A 34 1,~~224~~622,~~960~~850.00 1,~~216~~591,~~283~~319.6358 0 0.00 0.00 G3 5/1 Jmb A 45 23,~~447~~768,~~420~~799.00 23,~~443~~763,~~868~~689.6580 02 01,120,000.00 01,119,781.0042 G4 7/1 Mix A 46 3,~~636~~787,~~888~~337.00 3,~~336~~782,~~696~~398.7579 0 0.00 0.00 G5 5/1 Cnf A 1311 32,~~099~~613,~~720~~053.00 32,~~088~~607,~~283~~856.0360 0 0.00 0.00 G6 Mix Alt-A Mix 2522 910,~~537~~576,~~817~~385.00 910,~~524~~536,~~966~~674.5933 0 0.00 0.00 Total 6157 26,~~259~~569,~~255~~867.00 2526,~~642~~237,~~648~~467.7109 02 01,120,000.00 01,119,781.0042

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 7/1 Jmb A 0 0.00 0.00 0 0.00 0.00 5269,~~756~~725.4432 G2 10/1 Jmb A 0 0.00 0.00 0 0.00 0.00 ~~148~~278,~~455~~230.8203 G3 5/1 Jmb A 0 0.00 0.00 0 0.00 0.00 68,~~462~~463.0212 G4 7/1 Mix A 0 0.00 0.00 0 0.00 0.00 ~~334~~30,~~928~~013.4362 G5 5/1 Cnf A 0 0.00 0.00 0 0.00 0.00 7,~~473~~238.5749 G6 Mix Alt-A Mix 0 0.00 0.00 0 0.00 0.00 32,~~341~~834.7286 Total 0 0.00 0.00 0 0.00 0.00 ~~553~~396,~~418~~505.0044

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount G1 7/1 Jmb A ~~0407362397~~0407362371 GAIL 6480.5500 01-Mar-2006 ~~400~~306,~~000~~243.00 ~~125~~305,~~000~~405.0684 G1 7/1 Jmb A ~~0407362728~~0407362465 COGA 7879.7230 01-~~Feb~~Mar-2006 ~~153~~191,~~500~~600.00 ~~153~~189,~~500~~119.0086 G1 7/1 Jmb A ~~0407362867~~0407362644 NCFL 7980.8600 01-~~Feb~~Mar-2006 94500,000.00 94499,~~000~~999.0099 G1 7/1 Jmb A ~~0407363053~~0407362771 CAWA 8075.00 01-Mar-2006 ~~561~~602,~~600~~250.00 ~~561,~~600,074.0091 G1 7/1 Jmb A ~~0407363175~~0407362917 CA 7074.0031 01-Mar-2006 ~~910~~483,000.00 ~~910~~478,~~000~~417.0091 G1 7/1 Jmb A ~~0407363189~~0407363023 CA 7870.2500 01-Mar-2006 ~~500~~648,~~000~~350.00 ~~500~~411,~~000~~941.0057 G1 7/1 Jmb A ~~0407363207~~0407363236 CATX 5557.5669 01-~~Mar~~Feb-2006 ~~750~~150,000.00 ~~750~~150,000.00 G1 7/1 Jmb A ~~0407363330~~0407363463 UTCA 8075.00 01-Mar-2006 ~~182~~750,~~400~~000.00 ~~182~~749,~~400~~905.00 G1 7/1 Jmb A ~~0407363420~~0407363506 CA 6561.0096 01-~~Mar~~Apr-2006 1570,~~251,250~~000.00 1570,~~251,250~~000.00 G1G2 710/1 Jmb A ~~0407363474~~0406950891 CAMN 7943.90 01-~~Apr~~Aug-~~2006~~2005 ~~663~~180,~~200~~000.00 ~~663~~180,~~200~~000.00 G1G2 710/1 Jmb A ~~0407363543~~0406951196 CAFL 8073.0033 01-~~Mar~~Dec-~~2006~~2005 ~~349~~550,~~600~~000.00 ~~349~~541,~~600~~190.0081 G1G2 710/1 Jmb A ~~0407363616~~0406951396 CAWI 7963.9833 01-~~Apr~~Sep-~~2006~~2005 ~~496~~570,~~900~~000.00 ~~492~~547,~~000~~500.00 G2 10/1 Jmb A ~~0406950871~~0406951425 WACA 8079.0099 01-Aug-2005 ~~387~~322,~~960~~850.00 ~~387~~321,~~958~~934.3611 G2G3 105/1 Jmb A ~~0406951308~~0405901767 CA 4080.5700 01-~~Aug~~Dec-2005 ~~312~~432,000.00 ~~312~~432,000.00 G2G3 105/1 Jmb A ~~0406951464~~0406005770 MNAZ 7780.7800 01-~~Sep~~Nov-2005 ~~525~~440,~~000~~550.00 ~~515~~440,~~685~~550.1200 G3 5/1 Jmb A ~~0406451198~~0406006088 CA 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~439~~431,~~920~~200.00 ~~439~~431,~~765~~200.4300 G3 5/1 Jmb A ~~0500667916~~0406006151 CA 5853.0613 01-~~Mar~~Dec-~~2006~~2005 ~~493~~1,~~500~~700,000.00 ~~489~~1,~~705~~700,000.3100 G3 5/1 Jmb A ~~0500670792~~0406451510 CANV 7395.8600 01-Feb-2006 ~~650~~578,~~000~~549.00 ~~649~~572,~~992~~912.4694 G3 5/1 Jmb A ~~0700250394~~0406600742 AZ 74.97 01-Dec-2005 618,500.00 618,500.00 G3 5/1 Jmb A 0406975316 CA 80.00 01-~~Apr~~Mar-2006 ~~864~~688,000.00 ~~864~~687,~~000~~781.0042 G4 7/1 Mix A ~~0407485557~~0406600793 CAFL 7858.1304 01-~~May~~Feb-2006 1130,~~500,~~000.00 1130,~~200,~~000.00 G4 7/1 Mix A ~~0407485578~~0407485520 CA 80.00 01-Apr-2006 ~~553~~454,~~688~~400.00 ~~553~~454,~~688~~400.00 G4 7/1 Mix A ~~0407485621~~0407485537 CA 7880.1300 01-Apr-2006 1516,000~~,000~~.00 ~~999~~516,~~808~~000.7500 G4 7/1 Mix A ~~0407485700~~0407485618 CANV 80.00 01-~~May~~Apr-2006 ~~583~~642,~~200~~950.00 ~~583~~642,~~200~~950.00 G5G4 57/1 ~~Cnf~~Mix A ~~0406600634~~0407485625 CANJ 6546.0050 01-~~Jan~~Apr-2006 ~~338~~743,~~000~~987.00 ~~334~~738,~~378~~478.8594 G5G4 57/1 ~~Cnf~~Mix A ~~0406600697~~0407485701 WICA 7574.0029 01-~~Sep~~Apr-~~2005~~2006 ~~206~~1,~~250~~300,000.00 ~~206~~1,~~186~~300,000.6300 G5 5/1 Cnf A ~~0406600706~~0406600720 MDIL 9060.00 01-~~Oct~~Dec-2005 ~~135~~255,000.00 ~~134~~255,~~598~~000.3500 G5 5/1 Cnf A ~~0406600752~~0407027090 CAUT 4685.9410 01-~~Jan~~Apr-2006 ~~115~~217,000.00 ~~115~~217,000.00 G5 5/1 Cnf A ~~0407098355~~0407098379 MDOR 7074.0099 01-Apr-2006 ~~301~~278,~~000~~900.00 ~~298~~276,~~833~~742.9426 G5 5/1 Cnf A ~~0407117458~~0500628045 CA 4730.6400 01-~~Mar~~Feb-2006 ~~212~~177,000.00 ~~210~~176,~~278~~934.9515 G5 5/1 Cnf A ~~0407160617~~0500658930 CAAZ 66.6730 01-Mar-~~2002~~2006 ~~400~~240,000.00 ~~400~~237,~~000~~930.0090 G5 5/1 Cnf A ~~0500586544~~0500664141 TXNV 6577.0060 01-~~Nov~~Mar-~~2005~~2006 ~~126~~267,~~750~~341.00 ~~126~~267,~~750~~341.00 G5 5/1 Cnf A ~~0500593926~~0500670156 CTNJ 80.00 01-~~Jan~~Mar-2006 ~~255~~308,~~200~~000.00 ~~253~~307,~~066~~828.8487 G5 5/1 Cnf A ~~0500655345~~0700219178 NJFL 8061.0035 01-Mar-2006 ~~193~~200,~~600~~000.00 ~~193~~200,~~600~~000.00 G5 5/1 Cnf A ~~0500659992~~0700237751 NVFL 80.00 01-~~Mar~~May-2006 ~~161~~212,~~920~~112.00 ~~161~~210,~~920~~856.0015 G5 5/1 Cnf A ~~0700213784~~0700281442 NJSC 6582.7928 01-~~Mar~~May-2006 ~~375~~205,~~000~~700.00 ~~372~~205,~~367~~700.8600 G5 5/1 Cnf A ~~0700278060~~0700293074 SCAZ 80.00 01-May-2006 ~~280~~252,000.00 ~~280~~251,~~000~~905.0025 G6 Mix Alt-A Mix ~~0405101512~~0403285595 FLAZ 80.00 01-~~Sep~~Jul-2005 ~~210,~~400,000.00 ~~210~~388,~~400~~928.0012 G6 Mix Alt-A Mix ~~0405532765~~0403661882 CANY 7075.00 01-~~Nov~~Aug-2005 ~~332~~990,~~500~~000.00 ~~332~~989,~~500~~999.0097 G6 Mix Alt-A Mix ~~0405532782~~0403661888 CAFL 6069.8677 01-~~Nov~~Aug-2005 ~~426~~1,500,000.00 ~~425~~1,~~871.48 G6 Mix Alt-A Mix 0405532786 CA 66.54 01-Nov-2005 432~~499,~~500~~609.0037 ~~432,491.61~~ G6 Mix Alt-A Mix ~~0405532789~~0403760605 MDOH 4667.2235 01-~~Nov~~May-2005 1165,~~100,~~000.00 1162,~~099,634~~117.9254 G6 Mix Alt-A Mix ~~0405532790~~0405532768 HINJ 8068.0027 01-~~Nov~~Oct-2005 ~~460~~640,000.00 ~~460~~640,000.00 G6 Mix Alt-A Mix ~~0405629794~~0405532770 MONJ 8074.0094 01-~~Sep~~Nov-2005 ~~144~~637,000.00 ~~144~~627,~~000~~622.0071 G6 Mix Alt-A Mix ~~0406005796~~0405532781 CA 7837.6013 01-Nov-2005 ~~373~~237,~~370~~600.00 ~~373~~234,~~370~~436.0075 G6 Mix Alt-A Mix ~~0406600358~~0405532784 CA 6562.0050 01-~~Dec~~Nov-2005 ~~364~~1,000~~.00 359~~,~~714~~000.~~91 G6 Mix Alt-A Mix 0406710116 IN 90.~~00 ~~01-Feb-2006 98~~999,~~100~~937.0050 ~~97,294.18~~ G6 Mix Alt-A Mix ~~0500581021~~0405967564 NJWA 7179.2299 01-~~Nov~~Oct-2005 ~~250~~154,~~000~~500.00 ~~249~~154,~~999~~405.8000 G6 Mix Alt-A Mix ~~0500656630~~0406917643 CA 80.00 01-~~Feb~~Mar-2006 ~~393~~813,~~600~~700.00 ~~393~~813,~~600~~700.00 G6 Mix Alt-A Mix ~~0500662456~~0500584801 CANY 6174.2941 01-~~Mar~~Nov-~~2006~~2005 ~~999~~472,~~000~~500.00 ~~992~~467,~~964~~059.3727 G6 Mix Alt-A Mix ~~0500664031~~0500654553 NJAZ 8070.00 01-~~Mar~~Feb-2006 ~~249~~54,~~600~~530.00 ~~247~~54,~~972~~081.9779 G6 Mix Alt-A Mix ~~0500664663~~0500660854 AZMT 80.00 01-~~Mar~~Jan-2006 ~~228~~144,~~000~~800.00 ~~227~~144,~~998~~000.5800 G6 Mix Alt-A Mix ~~0500680761~~0500674602 NVCT 8090.00 01-~~Apr~~Mar-2006 ~~253~~143,~~600~~685.00 ~~253~~142,~~600~~666.0040 G6 Mix Alt-A Mix ~~0500682825~~0500677411 MDVA 8070.00 01-Mar-2006 ~~602~~317,~~164~~800.00 ~~602~~317,~~164~~703.0047 G6 Mix Alt-A Mix ~~0500690386~~0500681025 FLAZ 75.00 01-~~Mar~~Apr-2006 ~~212~~491,250.00 ~~212~~491,250.00 G6 Mix Alt-A Mix ~~0500709369~~0500685489 MDCA 80.00 01-~~May-2006 580,000.00 580,000.00 G6 Mix Alt-A Mix 0700236609 FL 75.00 01-~~Apr-2006 ~~459~~428,~~750~~800.00 ~~459~~428,~~750~~800.00 G6 Mix Alt-A Mix ~~0700237700~~0700228266 GACT 70.00 01-Mar-2006 ~~110~~385,~~600~~000.00 ~~110~~382,~~600~~132.0039 G6 Mix Alt-A Mix ~~0700246842~~0700245181 AZAL 8078.0014 01-~~May~~Mar-2006 ~~229~~336,~~033~~000.00 ~~229~~336,~~033~~000.00 G6 Mix Alt-A Mix ~~0700258345~~0700247175 CTCA 7580.00 01-Apr-2006 ~~438~~636,~~750~~000.00 ~~438~~634,~~750~~673.0032 G6 Mix Alt-A Mix ~~0700263308~~0700249313 COAZ 7580.00 01-Apr-2006 ~~537~~278,~~000~~220.00 ~~537~~278,~~000~~177.0049 G6 Mix Alt-A Mix ~~0700279477~~0700263928 KSNJ 8068.0064 01-May-2006 53350,~~600~~000.00 53347,~~343~~645.1392

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning G1 7/1 Jmb A ~~0407362397~~0407362371 Loan Paid in Full 0 5.~~500~~375% 360 89 G1 7/1 Jmb A ~~0407362728~~0407362465 Loan Paid in Full ~~(1)~~0 6.~~500~~250% 360 9 G1 7/1 Jmb A ~~0407362867~~0407362644 Loan Paid in Full ~~(1)~~0 6.~~875~~125% 360 9 G1 7/1 Jmb A ~~0407363053~~0407362771 Loan Paid in Full 0 6.~~500~~125% 360 89 G1 7/1 Jmb A ~~0407363175~~0407362917 Loan Paid in Full 0 6.~~125~~375% 360 89 G1 7/1 Jmb A ~~0407363189~~0407363023 Loan Paid in Full 0 6.125% 360 89 G1 7/1 Jmb A ~~0407363207~~0407363236 Loan Paid in Full 0 6.~~375~~125% 360 810 G1 7/1 Jmb A ~~0407363330~~0407363463 Loan Paid in Full 0 6.~~000~~375% 360 89 G1 7/1 Jmb A ~~0407363420~~0407363506 Loan Paid in Full 0(1) 6.500% 360 8 G1G2 710/1 Jmb A ~~0407363474~~0406950891 Loan Paid in Full 0 65.~~125% 360 7 G1 7/1 Jmb A 0407363543 Loan Paid in Full 0 6.~~250% 360 816 G1G2 710/1 Jmb A ~~0407363616~~0406951196 Loan Paid in Full (1) 65.~~375~~000% 360 712 G2 10/1 Jmb A ~~0406950871~~0406951396 Loan Paid in Full 0 5.250% 360 15 G2 10/1 Jmb A ~~0406951308~~0406951425 Loan Paid in Full 0 5.250% 360 1516 G2G3 105/1 Jmb A ~~0406951464~~0405901767 ~~Loan~~Repurchase ~~Paid~~7 ~~in Full (1) 5~~6.~~250~~000% 360 1412 G3 5/1 Jmb A ~~0406451198~~0406005770 Loan Paid in Full 0 76.~~125~~625% 360 1013 G3 5/1 Jmb A ~~0500667916~~0406006088 Loan Paid in Full 0 76.250% 360 812 G3 5/1 Jmb A ~~0500670792~~0406006151 Loan Paid in Full ~~(1)~~0 6.~~750~~875% 360 912 G3 5/1 Jmb A ~~0700250394~~0406451510 Loan Paid in Full ~~(1)~~0 6.~~875~~750% 360 710 G4G3 75/1 ~~Mix~~Jmb A ~~0407485557~~0406600742 Loan Paid in Full 0 67.~~500~~125% 360 612 G4G3 75/1 ~~Mix~~Jmb A ~~0407485578~~0406975316 ~~Loan~~Repurchase ~~Paid~~5 ~~in Full 0 6~~7.~~875~~625% 360 79 G4 7/1 Mix A ~~0407485621~~0406600793 Loan Paid in Full 0(1) 7.~~250~~125% 360 710 G4 7/1 Mix A ~~0407485700~~0407485520 Loan Paid in Full 0 6.~~875~~625% 360 68 G5G4 57/1 ~~Cnf~~Mix A ~~0406600634~~0407485537 Loan Paid in Full 0 67.250% 360 108 G5G4 57/1 ~~Cnf~~Mix A ~~0406600697~~0407485618 Loan Paid in Full 0 7.~~375~~250% 360 148 G5G4 57/1 ~~Cnf~~Mix A ~~0406600706~~0407485625 Loan Paid in Full 0 7.~~250~~625% 360 138 G5G4 57/1 ~~Cnf~~Mix A ~~0406600752~~0407485701 Loan Paid in Full 0 56.~~750~~125% 360 108 G5 5/1 Cnf A ~~0407098355~~0406600720 Loan Paid in Full 0 6.~~625~~750% 360 712 G5 5/1 Cnf A ~~0407117458~~0407027090 Loan Paid in Full 0 6.~~625~~750% 360 8 G5 5/1 Cnf A ~~0407160617~~0407098379 Loan Paid in Full 0 6.~~750~~875% 360 568 G5 5/1 Cnf A ~~0500586544~~0500628045 Loan Paid in Full 40 65.~~250~~375% 360 1210 G5 5/1 Cnf A ~~0500593926~~0500658930 Loan Paid in Full 0 76.~~750~~875% 360 109 G5 5/1 Cnf A ~~0500655345~~0500664141 Loan Paid in Full 0 7.250% 360 89 G5 5/1 Cnf A ~~0500659992~~0500670156 Loan Paid in Full ~~(1)~~0 7.~~375~~500% 360 89 G5 5/1 Cnf A ~~0700213784~~0700219178 Loan Paid in Full 01 76.~~375~~750% 360 89 G5 5/1 Cnf A ~~0700278060~~0700237751 Loan Paid in Full 0 7.~~375~~625% 360 67 G6G5 ~~Mix~~5/1 ~~Alt-~~Cnf A ~~Mix~~0700281442 ~~0405101512~~ Loan Paid in Full 0 7.125% 360 147 G6G5 ~~Mix~~5/1 ~~Alt-~~Cnf A ~~Mix~~0700293074 ~~0405532765~~ Loan Paid in Full 0 7.~~125~~750% 360 127 G6 Mix Alt-A Mix ~~0405532782~~0403285595 Loan Paid in Full 0(1) 7.~~000~~500% 360 1217 G6 Mix Alt-A Mix ~~0405532786~~0403661882 Loan Paid in Full 0 78.~~000~~125% 360 1216 G6 Mix Alt-A Mix ~~0405532789~~0403661888 Loan Paid in Full 0 68.~~500~~125% 360 1216 G6 Mix Alt-A Mix ~~0405532790~~0403760605 Loan Paid in Full 0 68.~~750~~875% 360 1219 G6 Mix Alt-A Mix ~~0405629794~~0405532768 Loan Paid in Full 0 7.~~125~~000% 360 14 G6 Mix Alt-A Mix ~~0406005796~~0405532770 Loan Paid in Full 0(1) 57.~~750~~625% 360 1213 G6 Mix Alt-A Mix ~~0406600358~~0405532781 Loan Paid in Full ~~(1)~~0 6.~~375~~875% 360 1113 G6 Mix Alt-A Mix ~~0406710116~~0405532784 Loan Paid in Full 0 76.125% 360 913 G6 Mix Alt-A Mix ~~0500581021~~0405967564 Loan Paid in Full 0 75.~~250~~750% 360 1214 G6 Mix Alt-A Mix ~~0500656630~~0406917643 Loan Paid in Full 0 7.~~875~~250% 360 9 G6 Mix Alt-A Mix ~~0500662456~~0500584801 Loan Paid in Full 0 7.250% 360 813 G6 Mix Alt-A Mix ~~0500664031~~0500654553 Loan Paid in Full 50 7.~~750~~625% 360 810 G6 Mix Alt-A Mix ~~0500664663~~0500660854 Loan Paid in Full 0(1) 7.~~625~~875% 360 811 G6 Mix Alt-A Mix ~~0500680761~~0500674602 Loan Paid in Full 0 7.~~750~~875% 360 79 G6 Mix Alt-A Mix ~~0500682825~~0500677411 Loan Paid in Full 0 7.~~750~~500% 360 89 G6 Mix Alt-A Mix ~~0500690386~~0500681025 Loan Paid in Full 0 7.750% 360 8 G6 Mix Alt-A Mix ~~0500709369~~0500685489 Loan Paid in Full 0 87.~~000~~500% 360 68 G6 Mix Alt-A Mix ~~0700236609~~0700228266 Loan Paid in Full 0 7.~~750~~625% 360 79 G6 Mix Alt-A Mix ~~0700237700~~0700245181 Loan Paid in Full 0 7.~~500~~625% 360 89 G6 Mix Alt-A Mix ~~0700246842~~0700247175 Loan Paid in Full ~~(1)~~0 7.~~875~~500% 360 68 G6 Mix Alt-A Mix ~~0700258345~~0700249313 Loan Paid in Full ~~(1)~~0 7.~~875~~375% 360 78 G6 Mix Alt-A Mix ~~0700263308~~0700263928 Loan Paid in Full 0 7.~~500~~250% 360 7 ~~G6 Mix Alt-A Mix 0700279477 Loan Paid in Full (1) 8.000% 360 6~~

Prepayment Rates

Summary SMM CPR PSA Current Month 1.~~723~~858% Current Month 1820.~~829~~153% Current Month ~~932~~907.~~044~~356% 3 Month Average 1.~~497~~625% 3 Month Average 1617.~~534~~815% 3 Month Average ~~911~~878.~~960~~278% 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 9.842% N/A May-2006 1,205.376% N/A Jun-2006 14.907% N/A Jun-2006 1,465.683% N/A Jul-2006 13.439% N/A Jul-2006 1,106.695% N/A Aug-2006 11.501% N/A Aug-2006 812.299% N/A Sep-2006 16.312% N/A Sep-2006 1,008.402% N/A Oct-2006 14.462% N/A Oct-2006 795.433% N/A Nov-2006 18.829% N/A Nov-2006 932.044% N/A Dec-2006 20.153% N/A Dec-2006 907.356% 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 7/1 Jmb A SMM CPR PSA Current Month 10.~~109~~742% Current Month 128.~~531~~550% Current Month ~~780~~473.~~585~~578% 3 Month Average 0.~~890~~856% 3 Month Average 109.~~157~~777% 3 Month Average ~~724~~613.~~004~~797% 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 5.851% N/A May-2006 1,441.952% N/A Jun-2006 14.006% N/A Jun-2006 2,319.229% N/A Jul-2006 4.511% N/A Jul-2006 561.100% N/A Aug-2006 9.917% N/A Aug-2006 987.140% N/A Sep-2006 9.689% N/A Sep-2006 804.201% N/A Oct-2006 8.250% N/A Oct-2006 587.227% N/A Nov-2006 12.531% N/A Nov-2006 780.585% N/A Dec-2006 8.550% N/A Dec-2006 473.578% 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 10/1 Jmb A SMM CPR PSA Current Month 0.~~335~~460% Current Month 35.~~941~~382% Current Month ~~142~~181.~~635~~609% 3 Month Average 0.~~395~~355% 3 Month Average 4.~~624~~175% 3 Month Average ~~184~~149.~~083~~722% 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 3.154% N/A May-2006 201.597% N/A Jun-2006 2.713% N/A Jun-2006 153.784% N/A Jul-2006 3.951% N/A Jul-2006 201.206% N/A Aug-2006 1.517% N/A Aug-2006 70.090% N/A Sep-2006 6.729% N/A Sep-2006 284.690% N/A Oct-2006 3.203% N/A Oct-2006 124.923% N/A Nov-2006 3.941% N/A Nov-2006 142.635% N/A Dec-2006 5.382% N/A Dec-2006 181.609% 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 5/1 Jmb A SMM CPR PSA Current Month 13.~~491~~022% Current Month 1630.~~491~~801% Current Month ~~720~~1,234.~~497~~533% 3 Month Average 1.~~640~~884% 3 Month Average 1720.~~865~~043% 3 Month Average ~~877~~857.~~506~~429% 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 10.818% N/A May-2006 992.320% N/A Jun-2006 9.769% N/A Jun-2006 755.147% N/A Jul-2006 33.053% N/A Jul-2006 2,253.987% N/A Aug-2006 7.328% N/A Aug-2006 438.458% N/A Sep-2006 24.268% N/A Sep-2006 1,294.765% N/A Oct-2006 12.837% N/A Oct-2006 617.257% N/A Nov-2006 16.491% N/A Nov-2006 720.497% N/A Dec-2006 30.801% N/A Dec-2006 1,234.533% 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 7/1 Mix A SMM CPR PSA Current Month 2.~~804~~996% Current Month 2830.~~917~~578% Current Month 21,~~049~~898.~~327~~177% 3 Month Average 2.~~577~~566% 3 Month Average 26.~~776~~676% 3 Month Average 21,~~270~~882.~~872~~439% 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 21.621% N/A May-2006 10,309.451% N/A Jun-2006 24.188% N/A Jun-2006 5,977.078% N/A Jul-2006 15.266% N/A Jul-2006 2,518.938% N/A Aug-2006 13.778% N/A Aug-2006 1,710.494% N/A Sep-2006 30.877% N/A Sep-2006 3,063.477% N/A Oct-2006 20.534% N/A Oct-2006 1,699.813% N/A Nov-2006 28.917% N/A Nov-2006 2,049.327% N/A Dec-2006 30.578% N/A Dec-2006 1,898.177% 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 5/1 Cnf A SMM CPR PSA Current Month 2.~~981~~597% Current Month 3027.~~455~~075% Current Month 1,~~871~~479.~~141~~414% 3 Month Average 2.~~291~~553% 3 Month Average 2426.~~147~~610% 3 Month Average 1,~~643~~622.~~101~~660% 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 19.679% N/A May-2006 4,082.732% N/A Jun-2006 25.549% N/A Jun-2006 3,751.175% N/A Jul-2006 26.155% N/A Jul-2006 2,978.197% N/A Aug-2006 27.207% N/A Aug-2006 2,524.020% N/A Sep-2006 19.685% N/A Sep-2006 1,540.737% N/A Oct-2006 22.300% N/A Oct-2006 1,517.425% N/A Nov-2006 30.455% N/A Nov-2006 1,871.141% N/A Dec-2006 27.075% N/A Dec-2006 1,479.414% 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. G6 Mix Alt-A Mix SMM CPR PSA Current Month 56.~~791~~800% Current Month 5157.~~122~~045% Current Month 2,~~558~~615.~~565~~652% 3 Month Average 45.~~620~~784% 3 Month Average 4250.~~880~~828% 3 Month Average 2,~~367~~549.~~161~~177% 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 17.966% N/A May-2006 2,165.766% N/A Jun-2006 30.929% N/A Jun-2006 3,040.813% N/A Jul-2006 27.357% N/A Jul-2006 2,245.325% N/A Aug-2006 27.777% N/A Aug-2006 1,973.777% N/A Sep-2006 33.199% N/A Sep-2006 2,069.605% N/A Oct-2006 44.318% N/A Oct-2006 2,473.313% N/A Nov-2006 51.122% N/A Nov-2006 2,558.565% N/A Dec-2006 57.045% N/A Dec-2006 2,615.652% 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))

Breaches Current Loan Scheduled Current Current Number Balance Rate Payment No0405901767 ~~Breaches~~432,000.00 ~~this~~6.000% ~~Period~~2,160.00 0406975316 687,781.42 7.625% 4,370.28 Loans reported as breaches were repurchased due to a breach of the representations and warrants or transaction covenants of the governing transaction document(s).

Interest Rate Stratification Summary G1 7/1 Jmb A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.249 2 1,108,~~482~~382.71 0.~~074~~076 1 266,~~732~~632.71 0.~~049~~050 4.250 4.499 3 2,410,~~964~~761.0609 0.~~161~~164 2 2,271,450.00 0.~~419~~422 4.500 4.749 8 3,~~855~~854,~~941~~641.9037 0.~~258~~263 4 1,~~176~~175,~~472~~171.4188 0.~~217~~218 4.750 4.999 14 5,~~501~~497,~~613~~485.0244 0.~~368~~375 5 2,~~616~~613,~~695~~997.4849 0.~~482~~486 5.000 5.249 6059 2928,~~401~~829,~~131~~696.6067 1.~~968~~967 6 2,~~447~~436,~~510~~061.2974 0.~~451~~453 5.250 5.499 ~~689~~684 ~~409~~407,~~032~~135,~~653~~594.5107 27.~~384~~778 3534 13,~~984~~669,~~007~~744.5718 2.~~578~~539 5.500 5.749 126 63,~~678~~658,~~561~~702.0363 4.~~263~~343 84 35,~~448~~435,~~976~~269.8796 6.~~536~~583 5.750 5.999 ~~410~~409 195,~~950~~754,~~933~~355.3907 13.~~119~~356 318 150,~~420~~387,~~766~~226.4200 27.~~733~~937 6.000 6.249 ~~422~~415 ~~193~~189,~~681~~250,~~279~~671.2815 12.~~967~~912 ~~338~~334 ~~157~~155,~~021~~333,~~988~~257.9896 28.~~950~~855 6.250 6.499 ~~455~~451 ~~206~~204,~~658~~774,~~356~~634.5675 13.~~836~~971 ~~340~~337 ~~150~~148,~~411~~970,~~454~~496.1318 27.~~731~~673 6.500 6.749 ~~209~~206 9291,~~495~~008,~~741~~541.6654 6.~~192~~209 5453 19,~~870~~298,~~704~~198.4180 3.~~664~~585 6.750 6.999 ~~227~~219 8278,~~465~~734,~~599~~145.3488 5.~~521~~372 21 6,458,~~783~~175.8577 1.~~191~~200 7.000 7.249 ~~124~~120 3837,~~925~~327,~~104~~087.7050 2.~~606~~547 0 0.00 0.000 7.250 7.499 ~~137~~130 4643,~~584~~245,~~531~~141.9604 32.~~119~~950 0 0.00 0.000 7.500 7.749 ~~147~~135 4338,~~231~~110,~~781~~778.8036 2.~~894~~600 0 0.00 0.000 7.750 7.999 ~~222~~217 6663,~~371~~790,~~946~~231.1267 4.~~444~~352 0 0.00 0.000 8.000 8.249 3028 96,~~277~~787,~~905~~155.8498 0.~~621~~463 0 0.00 0.000 8.250 8.499 6 13,~~791~~194,~~291~~500.4934 0.~~120~~218 0 0.00 0.000 >= 8.500 8 1,~~252~~225,~~990~~307.0945 0.084 0 0.00 0.000 Total 3,~~299~~240 1,~~493~~465,~~676~~697,~~810~~814.0671 100.000 1,~~208~~199 ~~542~~538,~~395~~315,~~543~~682.1267 100.000

Interest Rate Stratification (continued) G2 10/1 Jmb A G3 5/1 Jmb A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 1 841,750.00 0.~~520~~536 4.250 4.499 1 139,~~514~~311.0609 0.034 0 0.00 0.000 4.500 4.749 4 2,679,469.49 0.~~659~~662 0 0.00 0.000 4.750 4.999 7 2,~~188~~187,~~917~~487.5495 0.~~539~~541 1 518,000.00 0.~~320~~330 5.000 5.249 4544 21,~~676~~117,~~525~~252.3094 5.~~334~~221 8 4,732,125.65 23.~~923~~014 5.250 5.499 ~~627~~624 ~~379~~378,~~728~~325,~~309~~444.2713 93.~~434~~541 15 10,~~569~~568,~~760~~079.6271 6.~~528~~732 5.500 5.749 0 0.00 0.000 29 24,~~047~~044,~~915~~390.9278 1415.~~853~~316 5.750 5.999 0 0.00 0.000 31 22,~~670~~669,~~760~~520.0838 14.~~002~~440 6.000 6.249 0 0.00 0.000 2524 15,~~675~~239,~~608~~152.6886 9.~~682~~707 6.250 6.499 0 0.00 0.000 2423 14,~~875~~440,~~989~~818.3008 9.~~188~~198 6.500 6.749 0 0.00 0.000 4342 24,~~573~~122,~~638~~113.7440 15.~~178~~365 6.750 6.999 0 0.00 0.000 4341 2725,~~669~~391,~~198~~998.4449 1716.~~089~~174 7.000 7.249 0 0.00 0.000 1514 8,~~717~~097,~~590~~842.7011 5.~~384~~158 7.250 7.499 0 0.00 0.000 8 4,~~571~~569,~~329~~490.5386 2.~~823~~911 7.500 7.749 0 0.00 0.000 2 1 508,~~195,781~~000.4200 0.~~739~~324 7.750 7.999 0 0.00 0.000 2 1,248,~~860~~448.4470 0.~~771~~795 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 >= 8.500 0 0.00 0.000 0 0.00 0.000 Total ~~684~~680 ~~406~~404,~~412~~448,~~735~~965.6660 100.000 ~~247~~240 ~~161~~156,~~908~~991,~~309~~731.5202 100.000

Interest Rate Stratification (continued) G4 7/1 Mix A G5 5/1 Cnf A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 0 0.00 0.000 0 0.00 0.000 4.750 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 1 224,990.67 0.~~177~~182 32 ~~626~~449,~~755~~262.7550 0.~~622~~458 5.500 5.749 0 0.00 0.000 4 1,~~091~~089,~~102~~637.1976 1.~~084~~111 5.750 5.999 10 7,~~438~~434,~~758~~358.4741 56.~~845~~023 18 4,~~081~~078,~~006~~383.6646 4.~~053~~159 6.000 6.249 1514 87,~~347~~047,~~641~~464.5679 65.~~560~~709 26 6,~~347~~345,~~196~~230.1615 6.~~303~~470 6.250 6.499 42 26,~~248~~245,~~909~~158.4952 2021.~~627~~262 32 7,~~858~~855,~~398~~853.1790 78.~~804~~011 6.500 6.749 5049 30,~~671~~213,~~075~~659.5089 24.~~101~~477 39 9,~~040~~035,~~117~~588.7135 89.~~977~~214 6.750 6.999 44 23,~~810~~784,~~495~~306.2698 1819.~~710~~268 9691 1918,~~218~~026,~~398~~707.6313 1918.~~085~~382 7.000 7.249 1817 8,~~761~~630,~~019~~715.1594 6.~~884~~992 7574 1615,~~013~~806,~~460~~328.0682 1516.~~902~~118 7.250 7.499 1715 1110,~~259~~100,~~275~~220.0703 8.~~848~~182 6968 16,~~881~~611,~~867~~640.4931 16.~~764~~939 7.500 7.749 109 4,~~868~~128,~~190~~800.1331 3.~~825~~345 3735 8,~~544~~023,~~034~~744.4426 8.~~485~~182 7.750 7.999 9 5,142,679.55 4.~~041~~166 3736 109,~~154~~900,~~846~~617.3406 10.~~084~~096 8.000 8.249 1 485,100.00 0.~~381~~393 5 843,~~228~~149.2473 0.~~837~~860 8.250 8.499 0 0.00 0.000 0 0.00 0.000 >= 8.500 0 0.00 0.000 0 0.00 0.000 Total ~~217~~211 ~~127~~123,~~258~~437,~~134~~455.8509 100.000 ~~441~~430 ~~100~~98,~~700~~066,~~411~~143.8443 100.000

Interest Rate Stratification (continued) G6 Mix Alt-A Mix Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 4.250 4.499 0 0.00 0.000 4.500 4.749 0 0.00 0.000 4.750 4.999 1 178,000.00 0.~~115~~123 5.000 5.249 1 544,~~970~~256.3634 0.~~352~~377 5.250 5.499 8 3,898,~~829~~072.6388 2.~~515~~699 5.500 5.749 9 3,~~090~~089,~~566~~404.0513 12.~~994~~139 5.750 5.999 3332 11,~~339~~184,~~641~~866.7682 7.~~316~~744 6.000 6.249 1817 65,~~288~~285,~~843~~565.9039 43.~~057~~659 6.250 6.499 17 7,~~263~~262,~~605~~308.4707 45.~~686~~028 6.500 6.749 23 8,~~340~~338,~~205~~981.3010 5.~~381~~773 6.750 6.999 2322 5,~~308~~072,~~723~~957.1651 3.~~425~~512 7.000 7.249 1615 54,~~433~~792,~~034~~200.7963 3.~~505~~318 7.250 7.499 4339 1311,~~872~~963,~~059~~789.8784 8.~~950~~283 7.500 7.749 9890 2825,~~623~~450,~~775~~233.8179 1817.~~467~~620 7.750 7.999 ~~174~~170 4947,~~825~~498,~~559~~486.7936 32.~~145~~885 8.000 8.249 2422 75,~~949~~458,~~577~~906.6025 53.~~129~~779 8.250 8.499 6 13,~~791~~194,~~291~~500.4934 12.~~156~~212 >= 8.500 8 1,~~252~~225,~~990~~307.0945 0.~~808~~848 Total ~~502~~480 ~~155~~144,~~001~~437,~~675~~836.0790 100.000

Filing Compare · Adjustable Rate Mortgage Trust 2006-2