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Thornburg Mortgage Securities Trust 2006-6 – ‘10-D’ for 12/26/06

On:  Friday, 1/5/07, at 2:51pm ET   ·   For:  12/26/06   ·   Accession #:  1056404-7-101   ·   File #:  333-135481-10

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

 1/05/07  Thornburg Mtge Secs Trust 2006-6  10-D       12/26/06    1:31K                                    Norwest Asset SEC Co… Tr

Periodic Distribution Report by an Asset-Backed Issuer   —   Form 10-D
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 10-D        Periodic Distribution Report by an Asset-Backed       20±    84K 
                          Issuer                                                 


Document Table of Contents

Page (sequential) | (alphabetic) Top
 
11st Page   -   Filing Submission
"Item 1. Distribution and Pool Performance Information
"Item 9. Exhibits


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 29, 2006 to December 26, 2006 Commission File Number of issuing entity: 333-135481-10 Thornburg Mortgage Securities Trust 2006-6 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-135481 Credit Suisse First Boston Mortgage Securities Corp. (Exact name of depositor as specified in its charter) Thornburg Mortgage Home Loans, Inc. (Exact name of sponsor as specified in its charter) Delaware (State or other jurisdiction of incorporation or organization of the issuing entity) 51-0611777 51-0611778 (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) [Download Table] 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)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-X _____ _____ __X___ ____________ A-R _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ B-5 _____ _____ __X___ ____________ B-6 _____ _____ __X___ ____________ Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On December 26, 2006 a distribution was made to holders of Thornburg Mortgage Securities Trust 2006-6. 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 Thornburg Mortgage Securities Trust 2006-6, 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. Thornburg Mortgage Securities Trust 2006-6 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: January 05, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Thornburg Mortgage Securities Trust 2006-6, relating to the December 26, 2006 distribution. EX-99.1 Thornburg Mortgage Home Loans, Inc. Mortgage Loan Pass-Through Certificates Distribution Date: 12/26/2006 Thornburg Mortgage Home Loans, Inc. Mortgage Loan Pass-Through Certificates Series 2006-6 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 [Enlarge/Download Table] Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 88522NAA1 12/22/2006 5.43000% 1,112,265,000.00 4,529,699.21 A-2 88522NAB9 12/22/2006 5.47000% 123,585,000.00 507,007.46 A-X 88522NAC7 11/30/2006 1.49655% 0.00 1,541,255.95 A-R 88522NAD5 11/30/2006 6.38715% 100.00 0.53 B-1 88522NAE3 11/30/2006 6.38715% 21,815,000.00 116,113.00 B-2 88522NAF0 11/30/2006 6.38715% 8,985,000.00 47,823.76 B-3 88522NAG8 11/30/2006 6.38715% 5,135,000.00 27,331.66 B-4 88522NAH6 11/30/2006 6.38715% 5,135,000.00 27,331.66 B-5 88522NAJ2 11/30/2006 6.38715% 3,850,000.00 20,492.10 B-6 88522NAK9 11/30/2006 6.38715% 2,561,077.43 13,631.65 Totals 1,283,331,177.43 6,830,686.98 [Enlarge/Download Table] Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 9,387,633.94 0.00 1,102,877,366.06 13,917,333.15 0.00 A-2 1,043,070.44 0.00 122,541,929.56 1,550,077.90 0.00 A-X 0.00 0.00 0.00 1,541,255.95 0.00 A-R 100.00 0.00 0.00 100.53 0.00 B-1 1,076.26 0.00 21,813,923.74 117,189.26 0.00 B-2 443.28 0.00 8,984,556.72 48,267.04 0.00 B-3 253.34 0.00 5,134,746.66 27,585.00 0.00 B-4 253.34 0.00 5,134,746.66 27,585.00 0.00 B-5 189.94 0.00 3,849,810.06 20,682.04 0.00 B-6 126.35 0.00 2,560,951.08 13,758.00 0.00 Totals 10,433,146.89 0.00 1,272,898,030.54 17,263,833.87 0.00 <FN> 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. </FN> [Enlarge/Download Table] Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1 1,112,265,000.00 1,112,265,000.00 54,874.07 9,332,759.87 0.00 0.00 A-2 123,585,000.00 123,585,000.00 6,097.12 1,036,973.32 0.00 0.00 A-X 0.00 0.00 0.00 0.00 0.00 0.00 A-R 100.00 100.00 0.58 99.42 0.00 0.00 B-1 21,815,000.00 21,815,000.00 1,076.26 0.00 0.00 0.00 B-2 8,985,000.00 8,985,000.00 443.28 0.00 0.00 0.00 B-3 5,135,000.00 5,135,000.00 253.34 0.00 0.00 0.00 B-4 5,135,000.00 5,135,000.00 253.34 0.00 0.00 0.00 B-5 3,850,000.00 3,850,000.00 189.94 0.00 0.00 0.00 B-6 2,561,077.43 2,561,077.43 126.35 0.00 0.00 0.00 Totals 1,283,331,177.43 1,283,331,177.43 63,314.28 10,369,832.61 0.00 0.00 [Download Table] Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 9,387,633.94 1,102,877,366.06 0.99155989 9,387,633.94 A-2 1,043,070.44 122,541,929.56 0.99155989 1,043,070.44 A-X 0.00 0.00 0.00000000 0.00 A-R 100.00 0.00 0.00000000 100.00 B-1 1,076.26 21,813,923.74 0.99995066 1,076.26 B-2 443.28 8,984,556.72 0.99995066 443.28 B-3 253.34 5,134,746.66 0.99995066 253.34 B-4 253.34 5,134,746.66 0.99995066 253.34 B-5 189.94 3,849,810.06 0.99995066 189.94 B-6 126.35 2,560,951.08 0.99995067 126.35 Totals 10,433,146.89 1,272,898,030.54 0.99187026 10,433,146.89 [Enlarge/Download Table] Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 1,112,265,000.00 1000.00000000 0.04933543 8.39077007 0.00000000 A-2 123,585,000.00 1000.00000000 0.04933544 8.39077008 0.00000000 A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-R 100.00 1000.00000000 5.80000000 994.20000000 0.00000000 B-1 21,815,000.00 1000.00000000 0.04933578 0.00000000 0.00000000 B-2 8,985,000.00 1000.00000000 0.04933556 0.00000000 0.00000000 B-3 5,135,000.00 1000.00000000 0.04933593 0.00000000 0.00000000 B-4 5,135,000.00 1000.00000000 0.04933593 0.00000000 0.00000000 B-5 3,850,000.00 1000.00000000 0.04933506 0.00000000 0.00000000 B-6 2,561,077.43 1000.00000000 0.04933471 0.00000000 0.00000000 [Enlarge/Download Table] Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 8.44010550 991.55989450 0.99155989 8.44010550 A-2 0.00000000 8.44010551 991.55989449 0.99155989 8.44010551 A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-R 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 B-1 0.00000000 0.04933578 999.95066422 0.99995066 0.04933578 B-2 0.00000000 0.04933556 999.95066444 0.99995066 0.04933556 B-3 0.00000000 0.04933593 999.95066407 0.99995066 0.04933593 B-4 0.00000000 0.04933593 999.95066407 0.99995066 0.04933593 B-5 0.00000000 0.04933506 999.95066494 0.99995066 0.04933506 B-6 0.00000000 0.04933471 999.95066529 0.99995067 0.04933471 <FN> NOTE: All classes per $1,000 denomination. </FN> [Enlarge/Download Table] Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 11/29/06 - 12/25/06 27 5.43000% 1,112,265,000.00 4,529,699.21 0.00 A-2 11/29/06 - 12/25/06 27 5.47000% 123,585,000.00 507,007.46 0.00 A-X 11/01/06 - 11/30/06 30 1.49655% 1,235,850,000.00 1,541,255.95 0.00 A-R 11/01/06 - 11/30/06 30 6.38715% 100.00 0.53 0.00 B-1 11/01/06 - 11/30/06 30 6.38715% 21,815,000.00 116,113.00 0.00 B-2 11/01/06 - 11/30/06 30 6.38715% 8,985,000.00 47,823.76 0.00 B-3 11/01/06 - 11/30/06 30 6.38715% 5,135,000.00 27,331.66 0.00 B-4 11/01/06 - 11/30/06 30 6.38715% 5,135,000.00 27,331.66 0.00 B-5 11/01/06 - 11/30/06 30 6.38715% 3,850,000.00 20,492.10 0.00 B-6 11/01/06 - 11/30/06 30 6.38715% 2,561,077.43 13,631.65 0.00 Totals 6,830,686.98 0.00 [Enlarge/Download Table] 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 A-1 0.00 0.00 4,529,699.21 0.00 1,102,877,366.06 A-2 0.00 0.00 507,007.46 0.00 122,541,929.56 A-X 0.00 0.00 1,541,255.95 0.00 1,225,419,295.62 A-R 0.00 0.00 0.53 0.00 0.00 B-1 0.00 0.00 116,113.00 0.00 21,813,923.74 B-2 0.00 0.00 47,823.76 0.00 8,984,556.72 B-3 0.00 0.00 27,331.66 0.00 5,134,746.66 B-4 0.00 0.00 27,331.66 0.00 5,134,746.66 B-5 0.00 0.00 20,492.10 0.00 3,849,810.06 B-6 0.00 0.00 13,631.65 0.00 2,560,951.08 Totals 0.00 0.00 6,830,686.98 0.00 <FN> (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. </FN> [Enlarge/Download Table] Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 1,112,265,000.00 5.43000% 1000.00000000 4.07250000 0.00000000 A-2 123,585,000.00 5.47000% 1000.00000000 4.10249998 0.00000000 A-X 0.00 1.49655% 1000.00000000 1.24712218 0.00000000 A-R 100.00 6.38715% 1000.00000000 5.30000000 0.00000000 B-1 21,815,000.00 6.38715% 1000.00000000 5.32262205 0.00000000 B-2 8,985,000.00 6.38715% 1000.00000000 5.32262215 0.00000000 B-3 5,135,000.00 6.38715% 1000.00000000 5.32262123 0.00000000 B-4 5,135,000.00 6.38715% 1000.00000000 5.32262123 0.00000000 B-5 3,850,000.00 6.38715% 1000.00000000 5.32262338 0.00000000 B-6 2,561,077.43 6.38715% 1000.00000000 5.32262314 0.00000000 [Enlarge/Download Table] 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 A-1 0.00000000 0.00000000 4.07250000 0.00000000 991.55989450 A-2 0.00000000 0.00000000 4.10249998 0.00000000 991.55989449 A-X 0.00000000 0.00000000 1.24712218 0.00000000 991.55989450 A-R 0.00000000 0.00000000 5.30000000 0.00000000 0.00000000 B-1 0.00000000 0.00000000 5.32262205 0.00000000 999.95066422 B-2 0.00000000 0.00000000 5.32262215 0.00000000 999.95066444 B-3 0.00000000 0.00000000 5.32262123 0.00000000 999.95066407 B-4 0.00000000 0.00000000 5.32262123 0.00000000 999.95066407 B-5 0.00000000 0.00000000 5.32262338 0.00000000 999.95066494 B-6 0.00000000 0.00000000 5.32262314 0.00000000 999.95066529 <FN> (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination. </FN> [Enlarge/Download Table] Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 16,756,116.66 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 754,062.50 Servicer Advances 36,453.77 Gains & Subsequent Recoveries (Realized Losses) 0.00 Swap/Cap Payments 0.00 Total Deposits 17,546,632.93 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 0.00 Total Administration Fees 282,799.06 Payment of Interest and Principal 17,263,833.87 Total Withdrawals (Pool Distribution Amount) 17,546,632.93 Ending Balance 0.00 <FN> Servicer Advances are calculated as delinquent scheduled principal and interest. </FN> [Download Table] PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00 [Enlarge/Download Table] ADMINISTRATION FEES Gross Servicing Fee* 272,104.63 Master Servicing Fee - Wells Fargo Bank, N.A. 10,694.43 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 282,799.06 <FN> *Servicer Payees include: CENLAR FSB; COLONIAL SAVINGS, F.A.; COUNTRYWIDE HOME LOANS SERVICING LP; DOVENMUEHLE MTG CO; FIRST HORIZON HOME LOAN CORP; FIRST REPUBLIC BANK; MORGAN STANLEY CREDIT CORPORATION </FN> [Enlarge/Download Table] Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Yield Maintenance Account - Wells Fargo Bank, N.A. 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) A-1, A-2 Cap Payment - The Royal Bank of Scotland 0.00 0.00 0.00 [Download Table] Collateral Statement Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 6.651583 Weighted Average Net Rate 6.397146 Weighted Average Pass-Through Rate 6.387146 Weighted Average Remaining Term 355 Principal And Interest Constant 7,176,699.45 Beginning Loan Count 1,517 Loans Paid in Full 12 Ending Loan Count 1,505 Beginning Scheduled Balance 1,283,331,177.43 Ending Scheduled Balance 1,272,898,030.53 Actual Ending Collateral Balance 1,272,954,182.72 Scheduled Principal 63,213.44 Unscheduled Principal 10,369,933.46 Scheduled Interest 7,113,486.01 Servicing Fees 272,104.63 Master Servicing Fees 10,694.43 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 6,830,686.95 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Special Servicing Fee 0.00 [Download Table] Additional Reporting - Deal Level Informational Reporting Senior Prepayment Percentage 100.000000% Senior Percentage 96.300170% Subordinate Percentage 3.699830% Miscellaneous Reporting One Year CMT Balance $27,181,517.77 LIBOR 5.320000% Cap Rate 6.651583% Three Month Delinquency Average 0.000000% Wall Street Journal One Month LIBOR Bal $221,915,685.30 Wall Street Journal One Year LIBOR Bal $926,188,167.90 Wall Street Journal Six Month LIBOR Bal $97,668,811.70 Trigger Event Reporting Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Cumulative Loss Test Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Delinquency/Loss Trigger Trigger Result Pass Two Times Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Two Times Cumulative Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Two Times Delinquency/Loss Trigger Trigger Result Pass [Enlarge/Download Table] Delinquency Status - MBA Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 13 0 0 0 13 6,849,845.76 0.00 0.00 0.00 6,849,845.76 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 13 0 0 0 13 6,849,845.76 0.00 0.00 0.00 6,849,845.76 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.863787% 0.000000% 0.000000% 0.000000% 0.863787% 0.538106% 0.000000% 0.000000% 0.000000% 0.538106% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.863787% 0.000000% 0.000000% 0.000000% 0.863787% 0.538106% 0.000000% 0.000000% 0.000000% 0.538106% <FN> Please refer to CTSLink.com for a list of delinquency code descriptions. </FN> [Download Table] Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 36,453.77 [Download Table] REO Detail - All Mortgage Loans in REO during Current Period Summary - No REO Information to report this period. [Enlarge/Download Table] 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 No REO Loans this Period [Enlarge/Download Table] 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 No REO Loans this Period [Enlarge/Download Table] Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period Summary - No Foreclosure Information to report this period. [Enlarge/Download Table] 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 No Foreclosure Loans this Period [Enlarge/Download Table] 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 No Foreclosure Loans this Period [Enlarge/Download Table] Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Summary - No Bankruptcy Information to report this period. [Enlarge/Download Table] 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 No Bankruptcy Loans this Period [Enlarge/Download Table] 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 No Bankruptcy Loans this Period [Enlarge/Download Table] Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Total 0 0.00 0.00 0.000% [Enlarge/Download Table] Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term No Losses this Period [Enlarge/Download Table] Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) No Losses this Period [Enlarge/Download Table] Realized Loss Report - Collateral Summary - No Realized Loss Information to report this period. <FN> 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. </FN> [Enlarge/Download Table] Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans (includes Modifiable ARMs) Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Total 11 6,872,280.00 6,809,965.82 1 750,000.00 750,000.00 [Enlarge/Download Table] 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 Total 0 0.00 0.00 0 0.00 0.00 2,809,967.64 [Enlarge/Download Table] Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Summary 0018628511 MT 65.00 01-Jan-2002 217,100.00 217,100.00 Summary 0018628966 NY 100.00 01-Dec-2001 125,500.00 64,010.77 Summary 0018631648 MA 80.00 01-Dec-2001 344,800.00 344,800.00 Summary 0018632182 PA 40.94 01-Jan-2002 131,000.00 131,000.00 Summary 0018632646 AL 100.00 01-Dec-2001 168,500.00 167,675.05 Summary 0018634428 FL 79.87 01-Jan-2002 373,000.00 373,000.00 Summary 0018808519 CA 80.00 01-Oct-2006 568,880.00 568,880.00 Summary 0018852301 CA 75.00 01-Oct-2006 1,237,500.00 1,237,500.00 Summary 0018853903 CO 21.53 01-Sep-2006 1,830,000.00 1,830,000.00 Summary 0018854943 NJ 63.91 01-Oct-2006 376,000.00 376,000.00 Summary 0018875146 GA 65.22 01-Nov-2006 750,000.00 750,000.00 Summary 0018875260 UT 50.85 01-Nov-2006 1,500,000.00 1,500,000.00 [Enlarge/Download Table] Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Summary 0018628511 Loan Paid in Full 0 5.750% 360 59 Summary 0018628966 Loan Paid in Full 0 5.750% 360 60 Summary 0018631648 Loan Paid in Full 0 6.000% 360 60 Summary 0018632182 Loan Paid in Full 0 5.750% 360 59 Summary 0018632646 Loan Paid in Full 0 5.875% 360 60 Summary 0018634428 Loan Paid in Full 0 5.875% 360 59 Summary 0018808519 Loan Paid in Full 0 6.750% 360 2 Summary 0018852301 Loan Paid in Full 0 6.875% 360 2 Summary 0018853903 Loan Paid in Full 0 6.500% 360 3 Summary 0018854943 Loan Paid in Full 0 7.000% 360 2 Summary 0018875146 Modifiable ARMs 0 6.750% 360 1 Summary 0018875260 Loan Paid in Full 0 6.750% 360 1 [Enlarge/Download Table] Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Total 0 0.00 0.00 0.00 [Enlarge/Download Table] Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived No Prepayment Penalties this Period [Enlarge/Download Table] Prepayment Rates Summary SMM CPR PSA Current Month 0.808% Current Month 9.277% Current Month 916.616% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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. Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 9.277% N/A Dec-2006 916.616% 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. <FN> 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)) </FN> [Download Table] Modifications Beginning Current Loan Scheduled Scheduled Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment No Modifications this Period [Enlarge/Download Table] Substitutions Loans Repurchased Loans Substituted Current Current Loan Scheduled Current Current Loan Scheduled Current Current Number Balance Rate Payment Number Balance Rate Payment No Substitutions this Period [Download Table] Repurchases (includes Modifiable ARMs) Current Loan Scheduled Current Current Number Balance Rate Payment 0018875146 750,000.00 6.750% 4,218.75 [Download Table] Breaches Current Loan Scheduled Current Current Number Balance Rate Payment No Breaches this Period [Download Table] Interest Rate Stratification Summary Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 5.250 5.499 1 468,000.00 0.037 5.500 5.749 6 2,147,424.41 0.169 5.750 5.999 54 18,493,975.26 1.453 6.000 6.249 81 60,619,257.95 4.762 6.250 6.499 316 255,731,590.70 20.091 6.500 6.749 474 379,951,150.45 29.849 6.750 6.999 397 376,253,226.63 29.559 7.000 7.249 120 100,820,755.94 7.921 7.250 7.499 39 52,298,861.23 4.109 7.500 7.749 11 17,525,509.76 1.377 7.750 7.999 3 6,934,784.45 0.545 8.000 8.249 0 0.00 0.000 8.250 8.499 0 0.00 0.000 8.500 8.749 2 153,500.00 0.012 8.750 8.999 1 1,499,993.75 0.118 9.000 9.249 0 0.00 0.000 9.250 9.499 0 0.00 0.000 9.500 9.749 0 0.00 0.000 9.750 9.999 0 0.00 0.000 >= 10.000 0 0.00 0.000 Total 1,505 1,272,898,030.53 100.000 [Enlarge/Download Table] SUPPLEMENTAL REPORTING Determination Date For any Distribution Date and each Mortgage Loan, the date each month, as set forth in the related Servicing Agreement, on which the related Servicer determines the amount of all funds required to be remitted to the Master Servicer on the Servicer Remittance Date with respect to the Mortgage Loans it is servicing. Closing Date November 29, 2006 Distribution Date The 25th day of the month, or, if such day is not a Business Day, the next Business Day commencing in December 2006. LIBOR Determination Date The second LIBOR Business Day immediately preceding the commencement of each Accrual Period for the Class A-1 and Class A-2 Certificates. Record Date With respect to each Distribution Date and the Class A-1 and Class A-2 Certificates, the Business Day preceding the applicable Distribution Date so long as such Certificates remain Book-Entry Certificates and otherwise the Record Date shall be same as the other Classes of Certificates. For each other Class of Certificates, the last Business Day of the calendar month preceding the month in which such Distribution Date occurs. Servicer Remittance Date With respect to each Mortgage Loan, the 18th day of each month, or the next Business Day if such 18th day is not a Business Day or if provided in the related Servicing Agreement, the preceding Business Day if such 18th day is not a Business Day.

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Filed on:1/5/07
For Period End:12/26/06
11/29/068-K,  FWP
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