10-D 1 smt06001_10d-200610.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: September 21, 2006 to October 20, 2006 Commission File Number of issuing entity: 333-132123-02 Sequoia Mortgage Trust 2006-1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-132123-01 Sequoia Residential Funding, Inc. (Exact name of depositor as specified in its charter) RWT Holdings, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2197834 54-2197835 (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-A1A _____ _____ __X___ ____________ 1-A1B _____ _____ __X___ ____________ 1-A2 _____ _____ __X___ ____________ 1-AR _____ _____ __X___ ____________ 2-A1 _____ _____ __X___ ____________ 2-A2 _____ _____ __X___ ____________ 3-A1 _____ _____ __X___ ____________ 3-A2 _____ _____ __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 October 20, 2006 a distribution was made to holders of Sequoia Mortgage Trust 2006-1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Sequoia Mortgage Trust 2006-1, relating to the October 20, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Sequoia Mortgage Trust 2006-1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: October 30, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Sequoia Mortgage Trust 2006-1, relating to the October 20, 2006 distribution. EX-99.1 Sequoia Mortgage Trust Mortgage Pass-Through Certificates Distribution Date: 10/20/2006 Sequoia Mortgage Trust Mortgage Pass-Through Certificates Series 2006-1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance 1-A1A 81743QAA2 6.~~70000~~68870% 8178,~~000~~434,~~000~~395.0017 ~~452~~437,~~250~~186.1861 1-A1B 81743QAB0 5.~~70053~~68923% ~~105~~101,~~297~~961,~~000~~808.0075 ~~500~~483,~~207~~403.3209 1-A2 81743QAC8 6.~~13509~~12379% 8,~~653~~378,~~000~~923.0072 4442,~~239~~758.1294 1-AR 81743QAF1 6.~~13509~~12108% ~~100~~0.00 0.5100 2-A1 81743QAG9 5.~~94959~~94950% ~~105~~104,~~230~~777,~~000~~310.0094 ~~521~~519,~~729~~477.7517 2-A2 81743QAH7 5.~~94959~~94950% 7,~~506~~473,~~000~~709.0093 37,~~214~~054.7103 3-A1 81743QAJ3 5.~~92202~~92166% ~~378~~374,~~716~~033,~~000~~085.0041 1,~~868~~845,~~969~~747.2206 3-A2 81743QAK0 5.~~92202~~92166% 2726,~~013~~678,~~000~~977.0075 ~~133~~131,~~309~~653.5718 B-1 81743QAL8 5.~~98460~~98130% 16,~~765~~762,~~000~~417.0033 83,~~609~~550.8784 B-2 81743QAM6 5.~~98460~~98130% 5,~~589~~588,~~000~~139.0001 27,~~873~~853.2860 B-3 81743QAN4 5.~~98460~~98130% 3,~~352~~351,~~000~~483.0062 16,~~716~~705.9918 B-4 81743QAP9 5.~~98460~~98130% 2,~~236~~235,~~000~~655.0054 11,~~151~~143.3143 B-5 81743QAQ7 5.~~98460~~98130% 1,~~862~~861,~~000~~713.0016 9,~~286~~279.1155 B-6 81743QAR5 5.~~98460~~98130% 1,863,~~624~~337.3627 9,~~294~~287.2165 Totals ~~745~~733,~~082~~400,~~724~~957.3660 3,~~715~~655,~~852~~100.1533

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A1A 21,~~565~~464,~~604~~801.8321 0.00 7876,~~434~~969,~~395~~593.1796 31,~~017~~901,~~855~~987.0182 0.00 1-A1B 31,~~335~~904,~~191~~187.2532 0.00 ~~101~~100,~~961~~057,~~808~~621.7542 32,~~835~~387,~~398~~590.5741 0.00 1-A2 ~~274~~156,~~076~~480.2855 0.00 8,~~378~~222,~~923~~443.7217 ~~318~~199,~~315~~239.4049 0.00 1-AR ~~100~~0.00 0.00 0.00 ~~100~~0.5100 0.00 2-A1 ~~452~~62,~~689~~690.0680 0.00 104,~~777~~714,~~310~~620.9414 ~~974~~582,~~418~~167.8197 0.00 2-A2 324,~~290~~471.0770 0.00 7,~~473~~469,~~709~~238.9323 6941,~~504~~525.7873 0.00 3-A1 42,~~682~~471,~~914~~079.5992 0.00 ~~374~~371,~~033~~562,~~085~~005.4150 64,~~551~~316,~~883~~826.8198 0.00 3-A2 ~~334~~176,~~022~~256.2583 0.00 26,~~678~~502,~~977~~720.7592 ~~467~~307,~~331~~910.8201 0.00 B-1 2,~~582~~576.6766 0.00 16,~~762~~759,~~417~~840.3367 86,~~192~~127.5450 0.00 B-2 ~~860~~858.99 0.00 5,~~588~~587,~~139~~280.0102 28,~~734~~712.2759 0.00 B-3 ~~516~~515.3818 0.00 3,~~351~~350,~~483~~968.6244 17,~~233~~220.3736 0.00 B-4 ~~344~~343.4666 0.00 2,235,~~655~~311.5488 11,~~495~~487.7709 0.00 B-5 286.8418 0.00 1,861,~~713~~426.1698 9,~~572~~565.9573 0.00 B-6 ~~287~~286.0942 0.00 1,863,~~337~~050.2785 9,~~581~~574.3007 0.00 Totals 116,~~681~~244,~~766~~835.7642 0.00 ~~733~~727,~~400~~156,~~957~~122.6018 159,~~397~~899,~~618~~935.9175 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A1A 81,000,000.00 8178,~~000~~434,~~000~~395.0017 65,~~097~~279.8577 21,~~559~~459,~~506~~521.9844 0.00 0.00 1-A1B 105,297,000.00 ~~105~~101,~~297~~961,~~000~~808.0075 76,~~926~~863.9750 31,~~327~~897,~~264~~323.2882 0.00 0.00 1-A2 8,653,000.00 8,~~653~~378,~~000~~923.0072 ~~651~~564.4202 ~~273~~155,~~424~~916.8653 0.00 0.00 1-AR 100.00 ~~100~~0.00 0.2400 990.7600 0.00 0.00 2-A1 105,230,000.00 ~~105~~104,~~230~~777,~~000~~310.0094 23,~~167~~296.5401 ~~429~~39,~~521~~394.5379 0.00 0.00 2-A2 7,506,000.00 7,~~506~~473,~~000~~709.0093 1,~~652~~661.5369 302,~~637~~810.5401 0.00 0.00 3-A1 378,716,000.00 ~~378~~374,~~716~~033,~~000~~085.0041 65,~~718~~893.2122 42,~~617~~405,~~196~~186.3869 0.00 0.00 3-A2 27,013,000.00 2726,~~013~~678,~~000~~977.0075 4,~~687~~700.5402 ~~329~~171,~~334~~556.7181 0.00 0.00 B-1 16,765,000.00 16,~~765~~762,~~000~~417.0033 2,~~582~~576.6766 0.00 0.00 0.00 B-2 5,589,000.00 5,~~589~~588,~~000~~139.0001 ~~860~~858.99 0.00 0.00 0.00 B-3 3,352,000.00 3,~~352~~351,~~000~~483.0062 ~~516~~515.3818 0.00 0.00 0.00 B-4 2,236,000.00 2,~~236~~235,~~000~~655.0054 ~~344~~343.4666 0.00 0.00 0.00 B-5 1,862,000.00 1,~~862~~861,~~000~~713.0016 286.8418 0.00 0.00 0.00 B-6 1,863,624.36 1,863,~~624~~337.3627 ~~287~~286.0942 0.00 0.00 0.00 Totals 745,082,724.36 ~~745~~733,~~082~~400,~~724~~957.3660 ~~114~~113,~~780~~125.7332 116,~~566~~131,~~986~~710.0409 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A1A 21,~~565~~464,~~604~~801.8321 7876,~~434~~969,~~395~~593.1796 0.~~96832587~~95024190 21,~~565~~464,~~604~~801.8321 1-A1B 31,~~335~~904,~~191~~187.2532 ~~101~~100,~~961~~057,~~808~~621.7542 0.~~96832587~~95024190 31,~~335~~904,~~191~~187.2532 1-A2 ~~274~~156,~~076~~480.2855 8,~~378~~222,~~923~~443.7217 0.~~96832587~~95024190 ~~274~~156,~~076~~480.2855 1-AR ~~100~~0.00 0.00 0.00000000 ~~100~~0.00 2-A1 ~~452~~62,~~689~~690.0680 104,~~777~~714,~~310~~620.9414 0.~~99569810~~99510235 ~~452~~62,~~689~~690.0680 2-A2 324,~~290~~471.0770 7,~~473~~469,~~709~~238.9323 0.~~99569810~~99510235 324,~~290~~471.0770 3-A1 42,~~682~~471,~~914~~079.5992 ~~374~~371,~~033~~562,~~085~~005.4150 0.~~98763476~~98110987 42,~~682~~471,~~914~~079.5992 3-A2 ~~334~~176,~~022~~256.2583 26,~~678~~502,~~977~~720.7592 0.~~98763476~~98110987 ~~334~~176,~~022~~256.2583 B-1 2,~~582~~576.6766 16,~~762~~759,~~417~~840.3367 0.~~99984595~~99969226 2,~~582~~576.6766 B-2 ~~860~~858.99 5,~~588~~587,~~139~~280.0102 0.~~99984595~~99969226 ~~860~~858.99 B-3 ~~516~~515.3818 3,~~351~~350,~~483~~968.6244 0.~~99984595~~99969226 ~~516~~515.3818 B-4 ~~344~~343.4666 2,235,~~655~~311.5488 0.~~99984595~~99969225 ~~344~~343.4666 B-5 286.8418 1,861,~~713~~426.1698 0.~~99984595~~99969226 286.8418 B-6 ~~287~~286.0942 1,863,~~337~~050.2785 0.~~99984595~~99969226 ~~287~~286.0942 Totals 116,~~681~~244,~~766~~835.7642 ~~733~~727,~~400~~156,~~957~~122.6018 0.~~98432152~~97594012 116,~~681~~244,~~766~~835.7642

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A1A 81,000,000.00 ~~1000~~968.~~00000000~~32586630 0.~~07528210~~06518235 3118.~~59885160~~01878321 0.00000000 1-A1B 105,297,000.00 ~~1000~~968.~~00000000~~32586636 0.~~07528201~~06518229 3118.~~59885163~~01878325 0.00000000 1-A2 8,653,000.00 ~~1000~~968.~~00000000~~32586617 0.~~07528256~~06518202 3118.~~59885127~~01878308 0.00000000 1-AR 100.00 ~~1000~~0.00000000 20.~~40000000~~00000000 ~~997~~0.~~60000000~~00000000 0.00000000 2-A1 105,230,000.00 ~~1000~~995.~~00000000~~69809883 0.~~22016098~~22138183 40.~~08174028~~37436843 0.00000000 2-A2 7,506,000.00 ~~1000~~995.~~00000000~~69809885 0.~~22016120~~22138156 40.~~08173994~~37436851 0.00000000 3-A1 378,716,000.00 ~~1000~~987.~~00000000~~63475905 0.~~17352900~~17399112 126.~~19171194~~35089801 0.00000000 3-A2 27,013,000.00 ~~1000~~987.~~00000000~~63475919 0.~~17352904~~17399104 126.~~19171177~~35089809 0.00000000 B-1 16,765,000.00 ~~1000~~999.~~00000000~~84594870 0.~~15405130~~15369281 0.00000000 0.00000000 B-2 5,589,000.00 ~~1000~~999.~~00000000~~84594919 0.~~15405081~~15369297 0.00000000 0.00000000 B-3 3,352,000.00 ~~1000~~999.~~00000000~~84594869 0.~~15405131~~15369332 0.00000000 0.00000000 B-4 2,236,000.00 ~~1000~~999.~~00000000~~84594812 0.~~15405188~~15369410 0.00000000 0.00000000 B-5 1,862,000.00 ~~1000~~999.~~00000000~~84595059 0.~~15404941~~15369495 0.00000000 0.00000000 B-6 1,863,624.36 ~~1000~~999.~~00000000~~84595072 0.~~15404928~~15368977 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-A1A 0.00000000 3118.~~67413370~~08396556 ~~968~~950.~~32586630~~24190074 0.~~96832587~~95024190 3118.~~67413370~~08396556 1-A1B 0.00000000 3118.~~67413364~~08396555 ~~968~~950.~~32586636~~24190072 0.~~96832587~~95024190 3118.~~67413364~~08396555 1-A2 0.00000000 3118.~~67413383~~08396510 ~~968~~950.~~32586617~~24190107 0.~~96832587~~95024190 3118.~~67413383~~08396510 1-AR 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 2-A1 0.00000000 40.~~30190117~~59575026 995.~~69809883~~10234857 0.~~99569810~~99510235 40.~~30190117~~59575026 2-A2 0.00000000 40.~~30190115~~59575007 995.~~69809885~~10234879 0.~~99569810~~99510235 40.~~30190115~~59575007 3-A1 0.00000000 126.~~36524095~~52488915 ~~987~~981.~~63475905~~10986993 0.~~98763476~~98110987 126.~~36524095~~52488915 3-A2 0.00000000 126.~~36524081~~52488913 ~~987~~981.~~63475919~~10987006 0.~~98763476~~98110987 126.~~36524081~~52488913 B-1 0.00000000 0.~~15405130~~15369281 999.~~84594870~~69225589 0.~~99984595~~99969226 0.~~15405130~~15369281 B-2 0.00000000 0.~~15405081~~15369297 999.~~84594919~~69225622 0.~~99984595~~99969226 0.~~15405081~~15369297 B-3 0.00000000 0.~~15405131~~15369332 999.~~84594869~~69225537 0.~~99984595~~99969226 0.~~15405131~~15369332 B-4 0.00000000 0.~~15405188~~15369410 999.~~84594812~~69225403 0.~~99984595~~99969225 0.~~15405188~~15369410 B-5 0.00000000 0.~~15404941~~15369495 999.~~84595059~~69225564 0.~~99984595~~99969226 0.~~15404941~~15369495 B-6 0.00000000 0.~~15404928~~15368977 999.~~84595072~~69226094 0.~~99984595~~99969226 0.~~15404928~~15368977 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-A1A 0809/01/06 - 0809/30/06 30 6.~~70000~~68870% 8178,~~000~~434,~~000~~395.0017 ~~452~~437,~~250~~186.1861 0.00 1-A1B 0809/01/06 - 0809/30/06 30 5.~~70053~~68923% ~~105~~101,~~297~~961,~~000~~808.0075 ~~500~~483,~~207~~403.3209 0.00 1-A2 0809/01/06 - 0809/30/06 30 6.~~13509~~12379% 8,~~653~~378,~~000~~923.0072 4442,~~239~~758.1294 0.00 1-AR 08N/~~01/06~~A ~~- 08~~N/~~30/06~~A 30 6.~~13509~~12108% ~~100~~0.00 0.5100 0.00 2-A1 0809/01/06 - 0809/30/06 30 5.~~94959~~94950% ~~105~~104,~~230~~777,~~000~~310.0094 ~~521~~519,~~729~~477.7517 0.00 2-A2 0809/01/06 - 0809/30/06 30 5.~~94959~~94950% 7,~~506~~473,~~000~~709.0093 37,~~214~~054.7103 0.00 3-A1 0809/01/06 - 0809/30/06 30 5.~~92202~~92166% ~~378~~374,~~716~~033,~~000~~085.0041 1,~~868~~845,~~969~~747.2206 0.00 3-A2 0809/01/06 - 0809/30/06 30 5.~~92202~~92166% 2726,~~013~~678,~~000~~977.0075 ~~133~~131,~~309~~653.5718 0.00 B-1 0809/01/06 - 0809/30/06 30 5.~~98460~~98130% 16,~~765~~762,~~000~~417.0033 83,~~609~~550.8784 0.00 B-2 0809/01/06 - 0809/30/06 30 5.~~98460~~98130% 5,~~589~~588,~~000~~139.0001 27,~~873~~853.2860 0.00 B-3 0809/01/06 - 0809/30/06 30 5.~~98460~~98130% 3,~~352~~351,~~000~~483.0062 16,~~716~~705.9918 0.00 B-4 0809/01/06 - 0809/30/06 30 5.~~98460~~98130% 2,~~236~~235,~~000~~655.0054 11,~~151~~143.3143 0.00 B-5 0809/01/06 - 0809/30/06 30 5.~~98460~~98130% 1,~~862~~861,~~000~~713.0016 9,~~286~~279.1155 0.00 B-6 0809/01/06 - 0809/30/06 30 5.~~98460~~98130% 1,863,~~624~~337.3627 9,~~294~~287.2165 0.00 Totals 3,~~715~~655,~~852~~100.1533 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A1A 0.00 0.00 ~~452~~437,~~250~~186.1861 0.00 7876,~~434~~969,~~395~~593.1796 1-A1B 0.00 0.00 ~~500~~483,~~207~~403.3209 0.00 ~~101~~100,~~961~~057,~~808~~621.7542 1-A2 0.00 0.00 4442,~~239~~758.1294 0.00 8,~~378~~222,~~923~~443.7217 1-AR 0.00 0.00 0.5100 0.00 0.00 2-A1 0.00 0.00 ~~521~~519,~~729~~477.7517 0.00 104,~~777~~714,~~310~~620.9414 2-A2 0.00 0.00 37,~~214~~054.7103 0.00 7,~~473~~469,~~709~~238.9323 3-A1 0.00 0.00 1,~~868~~845,~~969~~747.2206 0.00 ~~374~~371,~~033~~562,~~085~~005.4150 3-A2 0.00 0.00 ~~133~~131,~~309~~653.5718 0.00 26,~~678~~502,~~977~~720.7592 B-1 0.00 0.00 83,~~609~~550.8784 0.00 16,~~762~~759,~~417~~840.3367 B-2 0.00 0.00 27,~~873~~853.2860 0.00 5,~~588~~587,~~139~~280.0102 B-3 0.00 0.00 16,~~716~~705.9918 0.00 3,~~351~~350,~~483~~968.6244 B-4 0.00 0.00 11,~~151~~143.3143 0.00 2,235,~~655~~311.5488 B-5 0.00 0.00 9,~~286~~279.1155 0.00 1,861,~~713~~426.1698 B-6 0.00 0.00 9,~~294~~287.2165 0.00 1,863,~~337~~050.2785 Totals 0.00 0.00 3,~~715~~655,~~852~~100.1533 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance 1-A1A 81,000,000.00 6.~~70000~~68870% ~~1000~~968.~~00000000~~32586630 5.~~58333556~~39736556 0.00000000 1-A1B 105,297,000.00 5.~~70053~~68923% ~~1000~~968.~~00000000~~32586636 4.~~75044227~~59085340 0.00000000 1-A2 8,653,000.00 6.~~13509~~12379% ~~1000~~968.~~00000000~~32586617 54.~~11257599~~94151624 0.00000000 1-AR 100.00 6.~~13509~~12108% ~~1000~~0.00000000 50.~~10000000~~00000000 0.00000000 2-A1 105,230,000.00 5.~~94959~~94950% ~~1000~~995.~~00000000~~69809883 4.~~95799439~~93658814 0.00000000 2-A2 7,506,000.00 5.~~94959~~94950% ~~1000~~995.~~00000000~~69809885 4.~~95799494~~93658806 0.00000000 3-A1 378,716,000.00 5.~~92202~~92166% ~~1000~~987.~~00000000~~63475905 4.~~93501521~~87369707 0.00000000 3-A2 27,013,000.00 5.~~92202~~92166% ~~1000~~987.~~00000000~~63475919 4.~~93501536~~87369711 0.00000000 B-1 16,765,000.00 5.~~98460~~98130% ~~1000~~999.~~00000000~~84594870 4.~~98716791~~98364688 0.00000000 B-2 5,589,000.00 5.~~98460~~98130% ~~1000~~999.~~00000000~~84594919 4.~~98716765~~98364645 0.00000000 B-3 3,352,000.00 5.~~98460~~98130% ~~1000~~999.~~00000000~~84594869 4.~~98716885~~98364558 0.00000000 B-4 2,236,000.00 5.~~98460~~98130% ~~1000~~999.~~00000000~~84594812 4.~~98716905~~98364490 0.00000000 B-5 1,862,000.00 5.~~98460~~98130% ~~1000~~999.~~00000000~~84595059 4.~~98716971~~98364662 0.00000000 B-6 1,863,624.36 5.~~98460~~98130% ~~1000~~999.~~00000000~~84595072 4.~~98716920~~98364917 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-A1A 0.00000000 0.00000000 5.~~58333556~~39736556 0.00000000 ~~968~~950.~~32586630~~24190074 1-A1B 0.00000000 0.00000000 4.~~75044227~~59085340 0.00000000 ~~968~~950.~~32586636~~24190072 1-A2 0.00000000 0.00000000 54.~~11257599~~94151624 0.00000000 ~~968~~950.~~32586617~~24190107 1-AR 0.00000000 0.00000000 50.~~10000000~~00000000 0.00000000 0.00000000 2-A1 0.00000000 0.00000000 4.~~95799439~~93658814 0.00000000 995.~~69809883~~10234857 2-A2 0.00000000 0.00000000 4.~~95799494~~93658806 0.00000000 995.~~69809885~~10234879 3-A1 0.00000000 0.00000000 4.~~93501521~~87369707 0.00000000 ~~987~~981.~~63475905~~10986993 3-A2 0.00000000 0.00000000 4.~~93501536~~87369711 0.00000000 ~~987~~981.~~63475919~~10987006 B-1 0.00000000 0.00000000 4.~~98716791~~98364688 0.00000000 999.~~84594870~~69225589 B-2 0.00000000 0.00000000 4.~~98716765~~98364645 0.00000000 999.~~84594919~~69225622 B-3 0.00000000 0.00000000 4.~~98716885~~98364558 0.00000000 999.~~84594869~~69225537 B-4 0.00000000 0.00000000 4.~~98716905~~98364490 0.00000000 999.~~84594812~~69225403 B-5 0.00000000 0.00000000 4.~~98716971~~98364662 0.00000000 999.~~84595059~~69225564 B-6 0.00000000 0.00000000 4.~~98716920~~98364917 0.00000000 999.~~84595072~~69226094 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1510,~~559~~079,~~029~~296.0420 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 2530,~~421~~440.9237 Gains & Subsequent Recoveries (Realized Losses) 0.00 Total Deposits 1510,~~584~~109,~~450~~736.9657 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 025,421.0092 Total Administration Fees ~~186~~184,~~832~~378.0590 Payment of Interest and Principal 159,~~397~~899,~~618~~935.9175 Total Withdrawals (Pool Distribution Amount) 1510,~~584~~109,~~450~~736.9657 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~182~~179,~~191~~795.3714 Master Servicing Fee - Wells Fargo Bank, N.A. 4,~~640~~583.6876 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~186~~184,~~832~~378.0590 *Servicer Payees include: ~~ABN~~Abn ~~AMRO~~Amro ~~MORTGAGE~~Mortgage ~~GROUP (MI)~~Group; ~~BANK~~Bank OFof ~~AMERICA~~America, ~~(NY)~~N.A.; ~~COUNTRYWIDE~~Countrywide ~~HOME~~Home ~~LOANS~~Loans ~~SERVICING~~Servicing LP; ~~GREENPOINT~~GreenPoint ~~MTG~~Mortgage ~~FUNDING~~Funding, ~~INC~~Inc

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Closing Date Deposit ~~2,588,673~~0.2600 ~~2,588,673~~0.2600 0.00 0.00

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.~~283904~~282204% Weighted Average Net Coupon 5.~~990474~~988021% Weighted Average Pass-Through Rate 5.~~981957~~980521% Weighted Average Remaining Term ~~362~~361 Beginning Scheduled Collateral Loan Count 1,~~295~~283 Number Of Loans Paid In Full 128 Ending Scheduled Collateral Loan Count 1,~~283~~275 Beginning Scheduled Collateral Balance ~~745~~733,~~082~~400,~~724~~957.3660 Ending Scheduled Collateral Balance ~~733~~727,~~400~~156,~~957~~122.6018 Ending Actual Collateral Balance at 3129-~~Aug~~Sep-2006 ~~733~~727,~~480~~238,~~374~~409.5613 Monthly P&I Constant 43,~~002~~952,~~991~~604.1112 Special Servicing Fee 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~114~~113,~~780~~125.7133 Unscheduled Principal 86,~~992~~131,~~786~~710.0509

Group Level Collateral Statement Group 1 2 Collateral Description 5 Year LIBOR Arm 5 Year LIBOR Arm Weighted Average Coupon Rate 6.~~414836~~407644 6.~~309329~~309145 Weighted Average Net Rate 6.~~137490~~131284 5.~~957093~~956999 Pass-Through Rate 6.~~129990~~123784 5.~~949593~~949499 Weighted Average Remaining Term ~~374~~373 ~~357~~356 Record Date 0809/3129/2006 0809/3129/2006 Principal And Interest Constant 1,~~092~~067,~~345~~497.7664 ~~644~~642,~~975~~549.3198 Beginning Loan Count ~~349~~343 ~~220~~219 Loans Paid in Full 64 10 Ending Loan Count ~~343~~339 219 Beginning Scheduled Balance ~~201~~197,~~473~~428,~~803~~179.6481 117,~~740~~254,~~595~~514.4853 Ending Scheduled Balance ~~197~~193,~~428~~902,~~179~~128.8125 117,~~254~~186,~~514~~239.5356 Scheduled Principal 1513,~~327~~289.9477 2526,~~921~~070.8817 Unscheduled Principal 43,~~030~~512,~~295~~761.8979 ~~460~~42,~~159~~204.0780 Scheduled Interest 1,~~077~~054,~~017~~207.8287 ~~619~~616,~~053~~479.4381 Servicing Fees 4645,~~565~~467.0164 34,~~560~~408.3991 Master Servicing Fees 1,~~259~~233.2193 ~~735~~732.8884 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~029~~007,~~193~~506.6030 ~~583~~581,~~757~~338.1606 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group 3 Total Collateral Description 7 Year LIBOR Arm Mixed ARM Weighted Average Coupon Rate 6.~~214513~~215514 6.~~283904~~282204 Weighted Average Net Rate 5.~~928001~~929159 5.~~990474~~988021 Pass-Through Rate 5.~~920501~~921659 5.~~981957~~980521 Weighted Average Remaining Term ~~358~~357 ~~362~~361 Record Date 0809/3129/2006 0809/3129/2006 Principal And Interest Constant 2,~~265~~242,~~670~~556.0450 43,~~002~~952,~~991~~604.1112 Beginning Loan Count ~~726~~721 1,~~295~~283 Loans Paid in Full 54 128 Ending Loan Count ~~721~~717 1,~~283~~275 Beginning Scheduled Balance ~~423~~418,~~294~~718,~~125~~263.2426 ~~742~~733,~~508~~400,~~524~~957.3660 Ending Scheduled Balance ~~418~~416,~~718~~067,~~263~~754.2637 ~~733~~727,~~400~~156,~~957~~122.6018 Scheduled Principal 73,~~530~~765.8939 ~~114~~113,~~780~~125.7133 Unscheduled Principal 42,~~502~~576,~~331~~743.0950 86,~~992~~131,~~786~~710.0509 Scheduled Interest 2,~~192~~168,~~139~~791.1511 3,~~888~~839,~~210~~478.4079 Servicing Fees ~~101~~99,~~065~~918.9759 ~~182~~179,~~191~~795.3714 Master Servicing Fees 2,~~645~~616.5999 4,~~640~~583.6876 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~088~~066,~~427~~255.5953 3,~~701~~655,~~378~~099.3589 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Informational Reporting Aggregate CMT Loan Balance 1,~~946~~944,~~136~~081.7446 Aggregate 1Year LIBOR Loan Balance ~~705~~699,~~522~~499,~~625~~767.5053 Aggregate 6 Month LIBOR Loan Balance 25,~~932~~712,~~195~~273.3619 Structural Reporting Senior Percentage 95.~~749784~~682751% Senior Prepayment Percentage 100.000000% Transfer Ratio 0.000000% Subordinate Percentage 4.~~250216~~317249% Subordinate Prepayment Percentage 0.000000%

Additional Reporting - Group Level Structural Reporting 1 ~~Closing Date Deposit - Pool 1 Total 2,141,746.06 Closing Date Deposit - Pool 1 Interest 11,746.06 Closing Date Deposit - Pool 1 Principal 2,130,000.00~~ Subordinate Percentage 4.~~250266~~382886% Interest Transfer 0.00 Principal Transfer 0.00 Senior Percentage 95.~~749734~~617114% Senior Prepayment Percentage 100.000000% Subordinate Prepayment Percentage 0.000000% 2 Subordinate Percentage 4.~~250527~~267208% Interest Transfer 0.00 Principal Transfer 0.00 Senior Percentage 95.~~749473~~732792% Senior Prepayment Percentage 100.000000% Subordinate Prepayment Percentage 0.000000% 3 ~~Closing Date Deposit - Pool 3 Total 446,927.20 Closing Date Deposit - Pool 1 Interest 2,727.20 Closing Date Deposit - Pool 1 Principal 444,200.00~~ Subordinate Percentage 4.~~250105~~300314% Interest Transfer 0.00 Principal Transfer 0.00 Senior Percentage 95.~~749895~~699686% Senior Prepayment Percentage 100.000000% Subordinate Prepayment Percentage 0.000000% Trigger Event Reporting 1 Step Down Conditions Cumulative Loss Test Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Step Down Conditions Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Step Down Conditions Trigger Trigger Result Pass Two Times Cumulative Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Two Times Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Two Times Test Trigger Result Pass 2 Step Down Conditions Cumulative Loss Test Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Step Down Conditions Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Step Down Conditions Trigger Trigger Result Pass Two Times Cumulative Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Two Times Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.000000% Two Times Test Trigger Result Pass 3 Step Down Conditions Cumulative Loss Test Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Step Down Conditions Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 01.~~000000~~299552% Step Down Conditions Trigger Trigger Result Pass Two Times Cumulative Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Two Times Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 01.~~000000~~299552% Two Times Test Trigger Result Pass

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 79 0 0 0 79 45,~~642~~422,~~480~~300.0359 0.00 0.00 0.00 45,~~642~~422,~~480~~300.0359 60 Days 01 0 0 0 01 0468,000.00 0.00 0.00 0.00 0468,000.00 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 710 0 0 0 710 45,~~642~~890,~~480~~300.0359 0.00 0.00 0.00 45,~~642~~890,~~480~~300.0359 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.~~545596~~705882% 0.000000% 0.000000% 0.000000% 0.~~545596~~705882% 0.~~632939~~745602% 0.000000% 0.000000% 0.000000% 0.~~632939~~745602% 60 Days 0.~~000000~~078431% 0.000000% 0.000000% 0.000000% 0.~~000000~~078431% 0.~~000000~~064353% 0.000000% 0.000000% 0.000000% 0.~~000000~~064353% 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.~~545596~~784314% 0.000000% 0.000000% 0.000000% 0.~~545596~~784314% 0.~~632939~~809955% 0.000000% 0.000000% 0.000000% 0.~~632939~~809955%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 2530,~~421~~440.9237

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 46 0 0 0 46 34,~~210~~111,~~980~~300.0359 0.00 0.00 0.00 34,~~210~~111,~~980~~300.0359 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 46 0 0 0 46 34,~~210~~111,~~980~~300.0359 0.00 0.00 0.00 34,~~210~~111,~~980~~300.0359 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~166181~~769912% 0.000000% 0.000000% 0.000000% 1.~~166181~~769912% 12.~~626354~~120184% 0.000000% 0.000000% 0.000000% 12.~~626354~~120184% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.~~166181~~769912% 0.000000% 0.000000% 0.000000% 1.~~166181~~769912% 12.~~626354~~120184% 0.000000% 0.000000% 0.000000% 12.~~626354~~120184% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 ~~235~~175,~~600~~000.00 0.00 0.00 0.00 ~~235~~175,~~600~~000.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 ~~235~~175,~~600~~000.00 0.00 0.00 0.00 ~~235~~175,~~600~~000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.456621% 0.000000% 0.000000% 0.000000% 0.456621% 0.~~200898~~149307% 0.000000% 0.000000% 0.000000% 0.~~200898~~149307% 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 0.456621% 0.000000% 0.000000% 0.000000% 0.456621% 0.~~200898~~149307% 0.000000% 0.000000% 0.000000% 0.~~200898~~149307% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 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,~~195~~136,~~900~~000.00 0.00 0.00 0.00 1,~~195~~136,~~900~~000.00 60 Days 01 0 0 0 01 0468,000.00 0.00 0.00 0.00 0468,000.00 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 23 0 0 0 23 1,~~195~~604,~~900~~000.00 0.00 0.00 0.00 1,~~195~~604,~~900~~000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~277393~~278940% 0.000000% 0.000000% 0.000000% 0.~~277393~~278940% 0.~~285572~~273000% 0.000000% 0.000000% 0.000000% 0.~~285572~~273000% 60 Days 0.~~000000~~139470% 0.000000% 0.000000% 0.000000% 0.~~000000~~139470% 0.~~000000~~112468% 0.000000% 0.000000% 0.000000% 0.~~000000~~112468% 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.~~277393~~418410% 0.000000% 0.000000% 0.000000% 0.~~277393~~418410% 0.~~285572~~385468% 0.000000% 0.000000% 0.000000% 0.~~285572~~385468%

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current REO Total ~~Feb~~Mar-06 0.000% Loans in REO 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current REO Total ~~Feb~~Mar-06 0.000% Loans in REO 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current REO Total ~~Feb~~Mar-06 0.000% Loans in REO 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current REO Total ~~Feb~~Mar-06 0.000% Loans in REO 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current Foreclosure Total ~~Feb~~Mar-06 0.000% Loans in Foreclosure 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current Foreclosure Total ~~Feb~~Mar-06 0.000% Loans in Foreclosure 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current Foreclosure Total ~~Feb~~Mar-06 0.000% Loans in Foreclosure 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current Foreclosure Total ~~Feb~~Mar-06 0.000% Loans in Foreclosure 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current Bankruptcy Total ~~Feb~~Mar-06 0.000% Loans in Bankruptcy 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current Bankruptcy Total ~~Feb~~Mar-06 0.000% Loans in Bankruptcy 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current Bankruptcy Total ~~Feb~~Mar-06 0.000% Loans in Bankruptcy 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% Current Bankruptcy Total ~~Feb~~Mar-06 0.000% Loans in Bankruptcy 0 ~~Mar~~Apr-06 0.000% Original Principal Balance 0.00 ~~Apr~~May-06 0.000% Current Actual Balance 0.00 ~~May~~Jun-06 0.000% ~~Jun~~Jul-06 0.000% ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-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. 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-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. 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-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. 3 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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-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 1 6 4 2,~~025~~396,~~100~~000.00 42,~~018~~395,~~416~~071.3213 0 0.00 0.00 2 10 ~~433,100~~0.00 ~~432,907~~0.1800 0 0.00 0.00 3 54 32,~~152~~479,~~300~~000.00 2,~~881~~477,~~446~~862.5788 0 0.00 0.00 Total 128 74,~~610~~875,~~500~~000.00 74,~~332~~872,~~770~~934.0701 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount 1 0 0.00 0.00 0 0.00 0.00 131,~~988~~117,690.8566 2 0 0.00 0.00 0 0.00 0.00 2742,~~251~~204.8980 3 0 0.00 0.00 0 0.00 0.00 199,~~621,376~~263.8775 Total 0 0.00 0.00 0 0.00 0.00 1,~~662~~259,~~617~~159.6121

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 ~~0138859345~~0088973458 CAMD 6351.4516 01-~~Aug~~Apr-2006 ~~920~~220,000.00 ~~920~~219,~~000~~071.0013 1 ~~0202756243~~0138877908 CAMA 7980.9800 01-~~Mar~~Aug-2006 ~~662~~972,~~700~~000.00 ~~662~~972,~~700~~000.00 1 ~~0652440981~~0140920547 CA 80.00 01-~~Jun~~Sep-2006 ~~674~~604,000.00 ~~671~~604,~~542.89 1 0652573595 MO 72.46 01-May-2006 1,~~000~~,000~~.00 ~~994,786.58~~ 1 ~~0652920620~~0652771948 SCCA 80.00 01-~~Jul~~Jun-2006 ~~118~~600,~~400~~000.00 ~~118~~600,~~400.00 1 0652991023 MO 73.03 01-Jul-2006 650,~~000.00 ~~648,877.57 2 0652352565 AZ 68.75 01-May-2006 433,100.00 432,907.18~~ 3 ~~0128063942~~0138449068 UTNJ 8059.0009 01-~~Jul~~Sep-2006 ~~788~~650,000.00 ~~788~~650,000.00 3 ~~0138345431~~0139265645 CA 80.00 01-~~Jul~~Sep-2006 ~~784~~496,000.00 ~~784~~496,000.00 3 ~~0651417467~~0141271122 NMCA 80.00 01-~~Jan~~Sep-2006 ~~464~~916,~~400.00 460,054.22 3 0651874063 NY 79.62 01-May-2006 500,~~000.00 ~~500~~916,000.00 3 ~~0652520546~~0652585975 NHIL 8078.0068 01-~~Jun~~Jul-2006 ~~615~~417,~~900~~000.00 ~~348~~415,~~900~~479.0075

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 ~~0138859345~~0088973458 Loan Paid in Full 0(2) ~~7.375% 360 1 1 0202756243 Loan Paid in Full 0~~ 6.~~625~~875% 480 6 1 ~~0652440981~~0138877908 Loan Paid in Full ~~0 6.500% 360 3~~ (1) ~~0652573595 Loan Paid in Full 0~~ 6.~~500% 360 4 1 0652920620 Loan Paid in Full 0 6.~~750% 360 2 1 ~~0652991023~~0140920547 Loan Paid in Full 0 6.~~750~~375% 360 21 21 ~~0652352565~~0652771948 Loan Paid in Full 0 6.~~375~~625% 360 4 3 ~~0128063942~~0138449068 Loan Paid in Full 0(1) 6.~~375~~250% 360 21 3 ~~0138345431~~0139265645 Loan Paid in Full 0 6.~~375~~500% 360 21 3 ~~0651417467~~0141271122 Loan Paid in Full 0 56.~~875~~250% 360 81 3 ~~0651874063~~0652585975 Loan Paid in Full 0 ~~5.875% 360 4 3 0652520546 Loan Paid in Full 0~~ 6.~~250~~500% 360 3

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 10.~~211~~836% Current Month 139.~~606~~585% Current Month 31,~~649~~669.~~514~~241% 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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 13.606% N/A Sep-2006 3,649.514% N/A Oct-2006 9.585% N/A Oct-2006 1,669.241% 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. 1 SMM CPR PSA Current Month 21.~~001~~779% Current Month 2119.~~534~~382% Current Month 53,~~636~~319.~~289~~814% 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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 21.534% N/A Sep-2006 5,636.289% N/A Oct-2006 19.382% N/A Oct-2006 3,319.814% 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. 2 SMM CPR PSA Current Month 0.~~391~~036% Current Month 40.~~591~~431% Current Month ~~755~~53.~~617~~387% 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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 4.591% N/A Sep-2006 755.617% N/A Oct-2006 0.431% N/A Oct-2006 53.387% 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. 3 SMM CPR PSA Current Month 10.~~064~~615% Current Month 127.~~045~~141% Current Month 31,~~979~~416.~~371~~752% 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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A~~ Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 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 12.045% N/A Sep-2006 3,979.371% N/A Oct-2006 7.141% N/A Oct-2006 1,416.752% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary 1 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 1 496,000.00 0.068 1 496,000.00 0.~~251~~256 4.500 4.749 2 1,~~430~~429,~~239~~042.0872 0.~~195~~197 2 1,~~430~~429,~~239~~042.0872 0.~~724~~737 4.750 4.999 6 2,424,~~247~~246.6712 0.~~331~~333 6 2,424,~~247~~246.6712 1.~~228~~250 5.000 5.249 10 5,~~069~~067,~~640~~382.8921 0.~~691~~697 9 4,~~719~~717,~~640~~382.8921 2.~~391~~433 5.250 5.499 15 10,~~384~~381,~~904~~418.2481 1.~~416~~428 1 2,804,000.00 1.~~420~~446 5.500 5.749 49 26,~~398~~387,~~300~~458.0924 3.~~599~~629 5 2,972,~~072~~058.3543 1.~~505~~533 5.750 5.999 132 76,~~581~~535,~~579~~541.1587 10.~~442~~525 9 4,~~083~~082,~~201~~727.6455 2.~~068~~106 6.000 6.249 215 126,~~618~~549,~~112~~860.5226 17.~~265~~403 13 8,284,~~949~~834.9897 4.~~196~~273 6.250 6.499 ~~412~~409 ~~234~~231,~~389~~028,~~307~~685.3063 31.~~959~~772 8988 5048,~~412~~702,~~901~~387.4303 25.~~535~~117 6.500 6.749 ~~274~~271 ~~154~~153,~~606~~062,~~426~~001.1432 21.~~081~~049 ~~154~~153 8786,~~610~~994,~~201~~253.8565 44.~~376~~865 6.750 6.999 ~~129~~127 7271,~~875~~669,~~681~~460.8909 9.~~937~~856 3836 2221,~~948~~753,~~475~~794.1781 11.~~624~~219 7.000 7.249 29 17,107,~~997~~033.1825 2.~~333~~353 11 6,~~224~~223,~~276~~957.3010 3.~~153~~210 7.250 7.499 7 4,~~013~~012,~~133~~603.4566 0.~~547~~552 4 2,540,~~573~~043.4566 1.~~287~~310 7.500 7.749 1 477,400.00 0.~~065~~066 1 477,400.00 0.~~242~~246 7.750 7.999 1 527,988.00 0.~~072~~073 0 0.00 0.000 >= 8.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~283~~275 ~~733~~727,~~400~~156,~~957~~122.6018 100.000 ~~343~~339 ~~197~~193,~~428~~902,~~179~~128.8125 100.000

Interest Rate Stratification (continued) 2 3 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 1 350,000.00 0.~~298~~299 0 0.00 0.000 5.250 5.499 1 ~~549~~548,~~509~~879.1747 0.~~469~~468 13 7,~~031~~028,~~395~~539.0734 1.~~679~~689 5.500 5.749 5 2,~~837~~836,~~164~~269.7057 2.420 39 20,~~589~~579,~~063~~130.0424 4.~~917~~946 5.750 5.999 19 10,~~438~~435,~~136~~408.5144 8.~~902~~905 104 62,~~060~~017,~~241~~405.0088 14.~~821~~906 6.000 6.249 40 22,~~231~~203,~~924~~602.4644 18.~~960~~947 162 96,~~101~~061,~~238~~422.0885 2223.~~951~~088 6.250 6.499 84 44,~~926~~902,~~151~~817.0749 38.~~315~~317 ~~239~~237 ~~139~~137,~~050~~423,~~254~~481.8011 33.~~209~~029 6.500 6.749 43 23,~~363~~354,~~546~~212.4456 19.~~925~~929 7775 4342,~~632~~713,~~677~~535.8511 10.~~421~~266 6.750 6.999 16 6,~~110~~107,~~061~~590.3011 5.~~211~~212 75 43,~~817~~808,~~145~~075.4217 10.~~465~~529 7.000 7.249 10 6,~~448~~447,~~020~~459.8848 5.~~499~~502 8 4,435,~~700~~616.0067 1.~~059~~066 7.250 7.499 0 0.00 0.000 3 1,472,560.00 0.~~352~~354 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 1 527,988.00 0.~~126~~127 >= 8.000 0 0.00 0.000 0 0.00 0.000 Total 219 117,~~254~~186,~~514~~239.5356 100.000 ~~721~~717 ~~418~~416,~~718~~067,~~263~~754.2637 100.000

Filing Compare · Sequoia Mortgage Trust 2006-1