10-D 1 sac06wf1_10d-200606.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: May 2, 2006 to June 1, 2006 Commission File Number of issuing entity: 333-127589-41 Structured Asset Securities Corporation Mortgage Loan Trust 2006-WF1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127589 Structured Asset Securities Corporation (Exact name of depositor as specified in its charter) Lehman Brothers Holdings, Inc. (Exact name of sponsor as specified in its charter) Delaware (State or other jurisdiction of incorporation or organization of the issuing entity) N/A (I.R.S. Employer Identification No.) 745 Seventh Avenue, 7th Floor New York, NY 10019 (Address of principal executive offices of the issuing entity) (Zip Code) (212) 526-7000 (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)) A1 _____ _____ __X___ ____________ A2 _____ _____ __X___ ____________ A3 _____ _____ __X___ ____________ A4 _____ _____ __X___ ____________ A5 _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ M9 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __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 June 26, 2006 a distribution was made to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2006-WF1. 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 Structured Asset Securities Corporation Mortgage Loan Trust 2006-WF1, relating to the June 26, 2006 distribution. (99.2) Risk Management Group Risk Manager (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. Structured Asset Securities Corporation Mortgage Loan Trust 2006-WF1 (Issuing Entity) Aurora Loan Services LLC (Master Servicer) /s/ E. Todd Whittemore E. Todd Whittemore, Executive Vice President Date: July 3, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2006-WF1, relating to the June 26, 2006 distribution. EX-99.2 Risk Management Group Risk Manager EX-99.1 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Series 2006-WF1 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 A1 863576FC3 5.~~10938~~23125% ~~210~~199,~~599~~243,~~707~~909.5012 ~~896~~926,~~694~~484.9418 A2 863576FD1 5.~~00938~~13125% ~~274~~247,~~104~~448,~~275~~099.9813 1,~~144~~128,~~243~~638.7327 A3 863576FE9 5.~~07938~~20125% 68,136,000.00 ~~288~~315,~~407~~015.2044 A4 863576FF6 5.~~12938~~25125% 117,093,000.00 ~~500~~546,~~512~~564.0810 A5 863576FG4 5.~~25938~~38125% 53,421,000.00 ~~234~~255,~~134~~530.45 M1 863576FH2 5.~~27938~~40125% 24,497,000.00 ~~107~~117,~~774~~612.1482 M2 863576FJ8 5.~~29938~~42125% 21,918,000.00 96105,~~793~~620.1841 M3 863576FK5 5.~~30938~~43125% 13,753,000.00 6066,~~849~~396.9243 M4 863576FL3 5.~~38938~~51125% 12,463,000.00 5561,~~973~~054.2085 M5 863576FM1 5.~~42938~~55125% 12,034,000.00 5459,~~447~~381.6310 M6 863576FN9 5.~~48938~~61125% 11,174,000.00 5155,~~115~~733.2843 M7 863576FP4 56.~~90938~~03125% 6,876,000.00 3336,~~860~~863.7500 M8 863576FQ2 6.~~00938~~13125% 6,017,000.00 3032,~~132~~792.0365 M9 863576FR0 67.~~95938~~08125% 8,595,000.00 4954,~~846~~100.5675 X SAC06WF1C 0.00000% 12,893,527.69 1943,~~342,770~~177.8297 P SAC06WF1P 0.00000% 100.00 94159,~~792~~281.8323 R SAC06WF1R 0.00000% 0.00 0.00 LT-R 0.00000% 0.00 0.00 Totals ~~853~~815,~~574~~562,~~611~~635.1794 54,~~042~~864,~~348~~247.7408

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 112,~~355~~049,~~798~~127.3855 0.00 ~~199~~197,~~243~~194,~~909~~781.1257 122,~~252~~975,~~493~~611.3273 0.00 A2 2611,~~656~~840,~~176~~063.8594 0.00 ~~247~~235,~~448~~608,~~099~~035.1319 2712,~~800~~968,~~420~~702.5821 0.00 A3 0.00 0.00 68,136,000.00 ~~288~~315,~~407~~015.2044 0.00 A4 0.00 0.00 117,093,000.00 ~~500~~546,~~512~~564.0810 0.00 A5 0.00 0.00 53,421,000.00 ~~234~~255,~~134~~530.45 0.00 M1 0.00 0.00 24,497,000.00 ~~107~~117,~~774~~612.1482 0.00 M2 0.00 0.00 21,918,000.00 96105,~~793~~620.1841 0.00 M3 0.00 0.00 13,753,000.00 6066,~~849~~396.9243 0.00 M4 0.00 0.00 12,463,000.00 5561,~~973~~054.2085 0.00 M5 0.00 0.00 12,034,000.00 5459,~~447~~381.6310 0.00 M6 0.00 0.00 11,174,000.00 5155,~~115~~733.2843 0.00 M7 0.00 0.00 6,876,000.00 3336,~~860~~863.7500 0.00 M8 0.00 0.00 6,017,000.00 3032,~~132~~792.0365 0.00 M9 0.00 0.00 8,595,000.00 4954,~~846~~100.5675 0.00 X 0.00 0.00 12,893,527.69 1943,~~342,770~~177.8297 0.00 P 0.00 0.00 100.00 94159,~~792~~281.8323 0.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 3813,~~011~~889,~~975~~191.2349 0.00 ~~815~~801,~~562~~673,~~635~~444.9445 4318,~~054~~753,~~323~~438.9757 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A1 211,854,000.00 ~~210~~199,~~599~~243,~~707~~909.5012 0.00 112,~~355~~049,~~798~~127.3855 0.00 0.00 A2 278,822,000.00 ~~274~~247,~~104~~448,~~275~~099.9813 0.00 2611,~~656~~840,~~176~~063.8594 0.00 0.00 A3 68,136,000.00 68,136,000.00 0.00 0.00 0.00 0.00 A4 117,093,000.00 117,093,000.00 0.00 0.00 0.00 0.00 A5 53,421,000.00 53,421,000.00 0.00 0.00 0.00 0.00 M1 24,497,000.00 24,497,000.00 0.00 0.00 0.00 0.00 M2 21,918,000.00 21,918,000.00 0.00 0.00 0.00 0.00 M3 13,753,000.00 13,753,000.00 0.00 0.00 0.00 0.00 M4 12,463,000.00 12,463,000.00 0.00 0.00 0.00 0.00 M5 12,034,000.00 12,034,000.00 0.00 0.00 0.00 0.00 M6 11,174,000.00 11,174,000.00 0.00 0.00 0.00 0.00 M7 6,876,000.00 6,876,000.00 0.00 0.00 0.00 0.00 M8 6,017,000.00 6,017,000.00 0.00 0.00 0.00 0.00 M9 8,595,000.00 8,595,000.00 0.00 0.00 0.00 0.00 X 12,893,527.69 12,893,527.69 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 859,546,627.69 ~~853~~815,~~574~~562,~~611~~635.1794 0.00 3813,~~011~~889,~~975~~191.2349 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 112,~~355~~049,~~798~~127.3855 ~~199~~197,~~243~~194,~~909~~781.1257 0.~~94047745~~93080509 112,~~355~~049,~~798~~127.3855 A2 2611,~~656~~840,~~176~~063.8594 ~~247~~235,~~448~~608,~~099~~035.1319 0.~~88747695~~84501236 2611,~~656~~840,~~176~~063.8594 A3 0.00 68,136,000.00 1.00000000 0.00 A4 0.00 117,093,000.00 1.00000000 0.00 A5 0.00 53,421,000.00 1.00000000 0.00 M1 0.00 24,497,000.00 1.00000000 0.00 M2 0.00 21,918,000.00 1.00000000 0.00 M3 0.00 13,753,000.00 1.00000000 0.00 M4 0.00 12,463,000.00 1.00000000 0.00 M5 0.00 12,034,000.00 1.00000000 0.00 M6 0.00 11,174,000.00 1.00000000 0.00 M7 0.00 6,876,000.00 1.00000000 0.00 M8 0.00 6,017,000.00 1.00000000 0.00 M9 0.00 8,595,000.00 1.00000000 0.00 X 0.00 12,893,527.69 1.00000000 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 LT-R 0.00 0.00 0.00000000 0.00 0.00 0.00 0.00000000 0.00 Totals 3813,~~011~~889,~~975~~191.2349 ~~815~~801,~~562~~673,~~635~~444.9445 0.~~94882885~~93267011 3813,~~011~~889,~~975~~191.2349

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 211,854,000.00 ~~994~~940.~~07944858~~47744730 0.00000000 539.~~60200128~~67235714 0.00000000 A2 278,822,000.00 ~~983~~887.~~07979994~~47695350 0.00000000 9542.~~60284644~~46459727 0.00000000 A3 68,136,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 117,093,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 53,421,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 24,497,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 21,918,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 13,753,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 12,463,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 12,034,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 11,174,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 6,876,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 6,017,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 8,595,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 12,893,527.69 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00000000 539.~~60200128~~67235714 ~~940~~930.~~47744730~~80509016 0.~~94047745~~93080509 539.~~60200128~~67235714 A2 0.00000000 9542.~~60284644~~46459727 ~~887~~845.~~47695350~~01235623 0.~~88747695~~84501236 9542.~~60284644~~46459727 A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes are 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 A1 0405/25/06 - 0506/2425/06 3032 5.~~10938~~23125% ~~210~~199,~~599~~243,~~707~~909.5012 ~~896~~926,~~694~~484.9418 0.00 A2 0405/25/06 - 0506/2425/06 3032 5.~~00938~~13125% ~~274~~247,~~104~~448,~~275~~099.9813 1,~~144~~128,~~243~~638.7327 0.00 A3 0405/25/06 - 0506/2425/06 3032 5.~~07938~~20125% 68,136,000.00 ~~288~~315,~~407~~015.2044 0.00 A4 0405/25/06 - 0506/2425/06 3032 5.~~12938~~25125% 117,093,000.00 ~~500~~546,~~512~~564.0810 0.00 A5 0405/25/06 - 0506/2425/06 3032 5.~~25938~~38125% 53,421,000.00 ~~234~~255,~~134~~530.45 0.00 M1 0405/25/06 - 0506/2425/06 3032 5.~~27938~~40125% 24,497,000.00 ~~107~~117,~~774~~612.1482 0.00 M2 0405/25/06 - 0506/2425/06 3032 5.~~29938~~42125% 21,918,000.00 96105,~~793~~620.1841 0.00 M3 0405/25/06 - 0506/2425/06 3032 5.~~30938~~43125% 13,753,000.00 6066,~~849~~396.9243 0.00 M4 0405/25/06 - 0506/2425/06 3032 5.~~38938~~51125% 12,463,000.00 5561,~~973~~054.2085 0.00 M5 0405/25/06 - 0506/2425/06 3032 5.~~42938~~55125% 12,034,000.00 5459,~~447~~381.6310 0.00 M6 0405/25/06 - 0506/2425/06 3032 5.~~48938~~61125% 11,174,000.00 5155,~~115~~733.2843 0.00 M7 0405/25/06 - 0506/2425/06 3032 56.~~90938~~03125% 6,876,000.00 3336,~~860~~863.7500 0.00 M8 0405/25/06 - 0506/2425/06 3032 6.~~00938~~13125% 6,017,000.00 3032,~~132~~792.0365 0.00 M9 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 8,595,000.00 4954,~~846~~100.5675 274,451.5104 X N/A N/A 0.00000% 12,893,527.69 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 LT-R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 3,~~604~~761,~~785~~787.0988 274,451.5104

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 A1 0.00 0.00 ~~896~~926,~~694~~484.9418 0.00 ~~199~~197,~~243~~194,~~909~~781.1257 A2 0.00 0.00 1,~~144~~128,~~243~~638.7327 0.00 ~~247~~235,~~448~~608,~~099~~035.1319 A3 0.00 0.00 ~~288~~315,~~407~~015.2044 0.00 68,136,000.00 A4 0.00 0.00 ~~500~~546,~~512~~564.0810 0.00 117,093,000.00 A5 0.00 0.00 ~~234~~255,~~134~~530.45 0.00 53,421,000.00 M1 0.00 0.00 ~~107~~117,~~774~~612.1482 0.00 24,497,000.00 M2 0.00 0.00 96105,~~793~~620.1841 0.00 21,918,000.00 M3 0.00 0.00 6066,~~849~~396.9243 0.00 13,753,000.00 M4 0.00 0.00 5561,~~973~~054.2085 0.00 12,463,000.00 M5 0.00 0.00 5459,~~447~~381.6310 0.00 12,034,000.00 M6 0.00 0.00 5155,~~115~~733.2843 0.00 11,174,000.00 M7 0.00 0.00 3336,~~860~~863.7500 0.00 6,876,000.00 M8 0.00 0.00 3032,~~132~~792.0365 0.00 6,017,000.00 M9 274,451.5104 0.00 4954,~~846~~100.5675 0.00 8,595,000.00 X 0.00 0.00 1943,~~342,770~~177.8297 0.00 12,893,527.69 P 0.00 0.00 94159,~~792~~281.8323 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 274,451.5104 0.00 54,~~042~~864,~~348~~247.7408 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 A1 211,854,000.00 5.~~10938~~23125% ~~994~~940.~~07944858~~47744730 4.~~23260802~~37322014 0.00000000 A2 278,822,000.00 5.~~00938~~13125% ~~983~~887.~~07979994~~47695350 4.~~10385023~~04788098 0.00000000 A3 68,136,000.00 5.~~07938~~20125% 1000.00000000 4.~~23281672~~62333333 0.00000000 A4 117,093,000.00 5.~~12938~~25125% 1000.00000000 4.~~27448336~~66777775 0.00000000 A5 53,421,000.00 5.~~25938~~38125% 1000.00000000 4.~~38281668~~78333333 0.00000000 M1 24,497,000.00 5.~~27938~~40125% 1000.00000000 4.~~39948320~~80111116 0.00000000 M2 21,918,000.00 5.~~29938~~42125% 1000.00000000 4.~~41615020~~81888904 0.00000000 M3 13,753,000.00 5.~~30938~~43125% 1000.00000000 4.~~42448339~~82777794 0.00000000 M4 12,463,000.00 5.~~38938~~51125% 1000.00000000 4.~~49114980~~89888871 0.00000000 M5 12,034,000.00 5.~~42938~~55125% 1000.00000000 4.~~52448313~~93444408 0.00000000 M6 11,174,000.00 5.~~48938~~61125% 1000.00000000 4.~~57448362~~98777788 0.00000000 M7 6,876,000.00 56.~~90938~~03125% 1000.00000000 45.~~92448371~~36111111 0.00000000 M8 6,017,000.00 6.~~00938~~13125% 1000.00000000 5.~~00781619~~45000000 0.00000000 M9 8,595,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948342~~29444444 0.~~00320070~~51786387 X 12,893,527.69 0.00000% 1000.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 4.~~23260802~~37322014 0.00000000 ~~940~~930.~~47744730~~80509016 A2 0.00000000 0.00000000 4.~~10385023~~04788098 0.00000000 ~~887~~845.~~47695350~~01235623 A3 0.00000000 0.00000000 4.~~23281672~~62333333 0.00000000 1000.00000000 A4 0.00000000 0.00000000 4.~~27448336~~66777775 0.00000000 1000.00000000 A5 0.00000000 0.00000000 4.~~38281668~~78333333 0.00000000 1000.00000000 M1 0.00000000 0.00000000 4.~~39948320~~80111116 0.00000000 1000.00000000 M2 0.00000000 0.00000000 4.~~41615020~~81888904 0.00000000 1000.00000000 M3 0.00000000 0.00000000 4.~~42448339~~82777794 0.00000000 1000.00000000 M4 0.00000000 0.00000000 4.~~49114980~~89888871 0.00000000 1000.00000000 M5 0.00000000 0.00000000 4.~~52448313~~93444408 0.00000000 1000.00000000 M6 0.00000000 0.00000000 4.~~57448362~~98777788 0.00000000 1000.00000000 M7 0.00000000 0.00000000 45.~~92448371~~36111111 0.00000000 1000.00000000 M8 0.00000000 0.00000000 5.~~00781619~~45000000 0.00000000 1000.00000000 M9 0.~~00320070~~51786387 0.00000000 56.~~79948342~~29444444 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~104~~73.~~14301286~~15127347 0.00000000 1000.00000000 P 0.00000000 0.00000000 ~~947928~~1592812.30000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes are per $1,000 denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 4318,~~430~~981,~~381~~760.0811 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~182~~243,~~474~~327.29 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 94159,~~792~~281.8323 Swap/Cap Payments 0.00 Total Deposits 4319,~~707~~384,~~648~~368.2063 Withdrawals Swap Payments 9799,~~154~~123.0112 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~190~~182,~~555~~474.7529 Total Administration Fees ~~365~~349,~~614~~332.4765 Payment of Interest and Principal 4318,~~054~~753,~~323~~438.9757 Total Withdrawals (Pool Distribution Amount) 4319,~~707~~384,~~648~~368.2063 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~355~~339,~~656~~817.0976 Credit Risk Manager Fee - Risk Management Group LLC 76,~~113~~796.1335 Wells Fargo Bank N.A. - Securities Administration Fee 2,~~845~~718.2554 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~365~~349,~~614~~332.4765 *Servicer Payees include: WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 0.00 0.00 1,000.00 Supplemental Interest Trust Account 1,000.00 0.00 0.00 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Swap Agreement - ABN AMRO 3,~~426~~630,~~423~~049.2452 3,~~523~~729,~~577~~172.2564 (9799,~~154~~123.0112)

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~606118~~582625% Weighted Average Net Coupon 7.~~106118~~082625% Weighted Average Pass-Through Rate 7.~~092118~~068625% Weighted Average Remaining Term ~~350~~349 Beginning Scheduled Collateral Loan Count 5,~~511~~277 Number Of Loans Paid In Full ~~234~~75 Ending Scheduled Collateral Loan Count 5,~~277~~202 Beginning Scheduled Collateral Balance ~~853~~815,~~574~~562,~~611~~635.1794 Ending Scheduled Collateral Balance ~~815~~801,~~562~~673,~~635~~444.9445 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~816~~802,~~171~~274,~~957~~679.6536 Monthly P&I Constant 65,~~094~~814,~~420~~686.5038 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 94159,~~792~~281.8323 Prepayment Penalty Paid Count 2438 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~684~~661,~~095~~264.8199 Unscheduled Principal 3713,~~327~~227,~~879~~926.4250 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 12,893,527.69 Overcollateralized Amount 12,893,527.69 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount 947,629.01

~~Libor~~Group 4Level Collateral Statement Group 1 (A) 1 (B) Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~95938%~~223067 7.624988 Weighted Average Net Rate 6.723067 7.124988 Pass-Through Rate 6.709067 7.110988 Weighted Average Remaining Term 315 354 Record Date 05/31/2006 05/31/2006 Principal And Interest Constant 234,616.38 1,456,024.95 Beginning Loan Count 234 1,589 Loans Paid in Full 0 13 Ending Loan Count 234 1,576 Beginning Scheduled Balance 32,857,347.05 204,213,148.50 Ending Scheduled Balance 32,819,088.08 202,202,279.92 Scheduled Principal 36,840.71 158,422.65 Unscheduled Principal 1,418.26 1,852,445.93 Scheduled Interest 197,775.67 1,297,602.30 Servicing Fees 13,690.56 85,088.81 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 383.33 2,382.49 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 183,701.78 1,210,131.00 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount * * Prepayment Penalty Paid Count * * Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group 12 (A) 12 (B) Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~243223~~426178 7.~~654208~~612762 Weighted Average Net Rate 6.~~743223~~926178 7.~~154208~~112762 Pass-Through Rate 6.~~729223~~912178 7.~~140208~~098762 Weighted Average Remaining Term ~~316~~313 ~~355~~354 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~237~~549,~~671~~954.2295 13,~~537~~574,~~303~~090.2010 Beginning Loan Count ~~238~~515 12,~~680~~939 Loans Paid in Full 46 9156 Ending Loan Count ~~234~~509 12,~~589~~883 Beginning Scheduled Balance 3376,~~265~~484,~~604~~911.7839 ~~215~~502,~~160~~007,~~689~~229.1500 Ending Scheduled Balance 3275,~~857~~293,~~347~~497.0528 ~~204~~491,~~213~~358,~~148~~579.5017 Scheduled Principal 3676,~~879~~629.3849 ~~164~~389,~~899~~372.2314 Unscheduled Principal ~~371~~1,~~378~~114,784.3562 10,~~782~~259,~~641~~277.4269 Scheduled Interest ~~200~~473,~~791~~325.8446 13,~~372~~184,~~403~~717.9796 Servicing Fees 1331,~~860~~868.6771 89209,~~650~~169.2968 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~388~~892.1032 25,~~510~~856.2175 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 ~~186~~440,~~543~~564.0743 12,~~280~~969,~~243~~691.4753 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount * * Prepayment Penalty Paid Count * * Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group 2Total ~~(A) 2 (B)~~ Collateral Description ~~Fixed~~Mixed ~~15/30 & ARM~~ Fixed ~~15/30~~ & ~~ARM~~Arm Weighted Average Coupon Rate 7.~~431174~~582625 ~~7.635024~~ Weighted Average Net Rate ~~6.931174~~ 7.~~135024~~082625 Pass-Through Rate ~~6.917174~~ 7.~~121024~~068625 Weighted Average Remaining Term ~~314~~349 ~~355~~ Record Date 0405/3031/2006 ~~04/30/2006~~ Principal And Interest Constant ~~556~~5,~~618.60 3~~814,~~762,827~~686.4838 Beginning Loan Count ~~522 3~~5,~~071~~277 Loans Paid in Full 775 ~~132~~ Ending Loan Count ~~515 2~~5,~~939~~202 Beginning Scheduled Balance 77815,~~346~~562,~~617~~635.9394 ~~527,801,699.31~~ Ending Scheduled Balance 76801,~~484~~673,~~911~~444.3945 ~~502,007,229.00~~ Scheduled Principal 77661,~~638~~264.4499 ~~404,678.76~~ Unscheduled Principal ~~784~~13,~~068.10 25~~227,~~389,791~~926.5550 Scheduled Interest ~~478~~5,~~980.16 3~~153,~~358,148~~421.7239 Servicing Fees 32339,~~227~~817.76 ~~219,917.37~~ Master Servicing Fees 0.00 ~~0.00~~ Trustee Fee 0.00 ~~0.00~~ FRY Amount 0.00 ~~0.00~~ Special Hazard Fee 0.00 ~~0.00~~ Other Fee ~~902.38 6~~9,~~157~~514.6989 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 ~~445~~4,~~850.02 3~~804,~~132,073~~088.6674 Realized Loss Amount 0.00 ~~0.00~~ Cumulative Realized Loss 0.00 ~~0.00~~ Percentage of Cumulative Losses 0.0000 ~~0.0000~~ Prepayment Penalty Waived Amount 0.00 ~~0.00~~ Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount *159,281.23 * Prepayment Penalty Paid Count *38 * Special Servicing Fee 0.00 ~~0.00~~ * This data is currently not provided for reporting.

~~Group~~Additional ~~Level~~Reporting ~~Collateral~~- ~~Statement~~Deal ~~Group~~Level ~~Total~~Cash ~~Collateral~~Reporting ~~Description~~Net ~~Mixed~~Swap ~~Fixed~~Payment &- ~~Arm~~ABN ~~Weighted~~Amro ~~Average~~-99,123.12 ~~Coupon~~Prepayment ~~Rate~~Premiums 7159,281.~~606118~~23 ~~Weighted~~Informational ~~Average~~Reporting ~~Net~~Pool ~~Rate~~1 ~~7.106118~~Net ~~Pass-Through~~Funds ~~Rate~~Cap 76.~~092118~~918551% ~~Weighted~~Pool ~~Average~~2 ~~Remaining~~Net ~~Term~~Funds ~~350~~Cap ~~Record~~6.937361% ~~Date~~Subordinate ~~04/30/2006~~Net ~~Principal~~Funds ~~And~~Cap ~~Interest Constant~~ 6~~,094,420~~.50498654% ~~Beginning~~Senior ~~Loan~~Enhancement ~~Count~~% ~~5,511~~16.243600% ~~Loans~~Miscellaneous ~~Paid~~Reporting inLibor ~~Full~~Index ~~234 Ending Loan Count~~ 5~~,277 Beginning Scheduled Balance 853,574,611~~.17081250% ~~Ending~~Structural ~~Scheduled~~Reporting ~~Balance~~Overcollateralization ~~815~~Amount 12,~~562~~893,~~635~~527.9469 ~~Scheduled~~Targeted ~~Principal~~Overcollateralization ~~684,095.81~~Amount ~~Unscheduled Principal 37~~12,~~327~~893,~~879~~527.~~42 Scheduled Interest 5,410,324.~~69 ~~Servicing~~Overcollateralization ~~Fees~~Deficiency ~~355,656.09 Master Servicing Fees~~ 0.00 ~~Trustee~~Trigger ~~Fee~~Event ~~0.00~~Reporting ~~FRY~~Stepdown ~~Amount~~Date ~~0.00~~NO ~~Special~~Trigger ~~Hazard~~Event ~~Fee~~N/A ~~0.00~~Delinquency ~~Other~~Event ~~Fee~~Trigger ~~9,958.38~~Result ~~Pool~~Pass ~~Insurance~~Threshold ~~Fee~~Value 06.007086% ~~Spread~~Rolling ~~1 0.00 Spread 2 0.00 Spread~~ 3 ~~0.00~~Month ~~Net~~Delinquency ~~Interest~~Rate ~~5,044,710.22 Realized Loss Amount~~ 0.000187% Cumulative ~~Realized~~ Loss ~~0.00~~Trigger ~~Percentage~~Event ofTrigger ~~Cumulative~~Result ~~Losses~~Pass ~~0.0000~~Threshold ~~Prepayment~~Value ~~Penalty Waived Amount 0~~1.002000% ~~Prepayment~~Cumulative ~~Penalty~~Loss ~~Waived~~% ~~Count~~ 0 ~~Prepayment Penalty Paid Amount 94,792~~.~~83 Prepayment Penalty Paid Count 24 Special Servicing Fee 0.00 * This data is currently not provided for reporting.~~000000%

~~Additional~~LOAN ~~Reporting~~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 ~~Deal~~Days ~~Level~~4 ~~Cash~~0 ~~Reporting~~0 ~~Monthly~~4 ~~Excess~~481,701.64 ~~Cashflow~~0.00 10.00 481,~~342,798~~701.3264 ~~Structural~~30 ~~Reporting~~Days ~~Overcollateralization~~50 ~~Amount~~0 120 0 50 7,~~893~~614,~~527~~434.6978 ~~Targeted~~0.00 ~~Overcollateralization~~0.00 ~~Amount~~0.00 127,~~893~~614,~~527~~434.6978 ~~Overcollateralization~~60 ~~Deficiency~~Days ~~Amount~~0 0 0 0 0 0.00 ~~Overcollateralization~~0.00 ~~Reduction~~0.00 ~~Amount~~0.00 0.00 ~~Overcollateralization~~90 ~~Surplus~~Days ~~Amount~~0 0 0 0 0 0.00 ~~Trigger~~0.00 ~~Event~~0.00 ~~Reporting~~0.00 ~~Stepdown~~0.00 NO120 ~~Delinquency~~Days ~~Event~~0 ~~Trigger~~0 ~~Result~~0 ~~Pass~~0 ~~Threshold~~0 ~~Value~~0.00 60.~~5944~~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 50 4 0 0 54 7,614,434.78 481,701.64 0.00 0.00 8,096,136.42 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 0.076894% ~~Calculated~~0.000000% ~~Value~~0.000000% 0.~~0276~~076894% ~~Cumulative~~0.060042% ~~Loss~~0.000000% ~~Trigger~~0.000000% ~~Event~~0.060042% ~~Trigger~~30 ~~Result~~Days ~~Pass~~0.961169% ~~Threshold~~0.000000% ~~Value~~0.000000% 10.~~2000~~000000% ~~Calculated~~0.961169% ~~Value~~0.949106% 0.~~0000~~000000% ~~Trigger~~0.000000% ~~Event~~0.000000% ~~Trigger~~0.949106% ~~Result~~60 ~~N/A~~Days ~~Threshold~~0.000000% ~~Value~~0.000000% 0.~~0000~~000000% ~~Calculated~~0.000000% ~~Value~~0.000000% 0.~~0000~~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 0.961169% 0.076894% 0.000000% 0.000000% 1.038062% 0.949106% 0.060042% 0.000000% 0.000000% 1.009148%

~~LOAN~~Current ~~STATUS~~Period ~~STRATIFICATION/CREDIT~~Class ~~ENHANCEMENT~~A ~~STATEMENT~~Insufficient ~~DELINQUENT~~Funds ~~BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance~~ 0~~-29 Days 2 0 0 2 281,779~~.~~98 0.~~00 ~~0.00~~Principal ~~281,779.98~~Balance 30of ~~Days~~Contaminated 4Properties 0 ~~0 0 4 900,587~~.~~94 0.~~00 ~~0.00~~Periodic ~~0.00~~Advance ~~900~~243,~~587~~327.94 60 Days 0 0 1 0 1 0.00 0.00 87,940.35 0.00 87,940.35 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 4 2 1 0 7 900,587.94 281,779.98 87,940.35 0.00 1,270,308.27 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 0.037900% 0.000000% 0.000000% 0.037900% 0.034525% 0.000000% 0.000000% 0.034525% 30 Days 0.075801% 0.000000% 0.000000% 0.000000% 0.075801% 0.110343% 0.000000% 0.000000% 0.000000% 0.110343% 60 Days 0.000000% 0.000000% 0.018950% 0.000000% 0.018950% 0.000000% 0.000000% 0.010775% 0.000000% 0.010775% 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 0.075801% 0.037900% 0.018950% 0.000000% 0.132651% 0.110343% 0.034525% 0.010775% 0.000000% 0.155642%

~~Current~~Delinquency ~~Period~~Status ~~Class~~By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 (A) ~~Insufficient~~No. ~~Funds~~of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 ~~Principal~~0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 (B) 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 2 0 0 2 145,029.44 0.00 0.00 145,029.44 30 Days 22 0 0 0 22 2,828,535.30 0.00 0.00 0.00 2,828,535.30 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 22 2 0 0 24 2,828,535.30 145,029.44 0.00 0.00 2,973,564.74 0-29 Days 0.126904% 0.000000% 0.000000% 0.126904% 0.071673% 0.000000% 0.000000% 0.071673% 30 Days 1.395939% 0.000000% 0.000000% 0.000000% 1.395939% 1.397850% 0.000000% 0.000000% 0.000000% 1.397850% 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 1.395939% 0.126904% 0.000000% 0.000000% 1.522843% 1.397850% 0.071673% 0.000000% 0.000000% 1.469523% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 (A) No. of ~~Contaminated~~Loans ~~Properties~~No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 209,118.48 0.00 ~~Periodic~~0.00 ~~Advance~~209,118.48 ~~182~~30 Days 2 0 0 0 2 158,~~474~~780.98 0.00 0.00 0.00 158,780.98 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 2 1 0 0 3 158,780.98 209,118.48 0.00 0.00 367,899.46 0-29 Days 0.196464% 0.000000% 0.000000% 0.196464% 0.277491% 0.000000% 0.000000% 0.277491% 30 Days 0.392927% 0.000000% 0.000000% 0.000000% 0.392927% 0.210695% 0.000000% 0.000000% 0.000000% 0.210695% 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 0.392927% 0.196464% 0.000000% 0.000000% 0.589391% 0.210695% 0.277491% 0.000000% 0.000000% 0.488186% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 (B) No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 127,553.72 0.00 0.00 127,553.72 30 Days 26 0 0 0 26 4,627,118.50 0.00 0.00 0.00 4,627,118.50 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 26 1 0 0 27 4,627,118.50 127,553.72 0.00 0.00 4,754,672.22 0-29 Days 0.034686% 0.000000% 0.000000% 0.034686% 0.025941% 0.000000% 0.000000% 0.025941% 30 Days 0.901838% 0.000000% 0.000000% 0.000000% 0.901838% 0.941018% 0.000000% 0.000000% 0.000000% 0.941018% 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 0.901838% 0.034686% 0.000000% 0.000000% 0.936524% 0.941018% 0.025941% 0.000000% 0.000000% 0.966958%

REO Detail - All Mortgage Loans in REO during Current Period

~~Delinquency~~Summary ~~Status~~12 ByMonth ~~Groups~~REO ~~DELINQUENT~~History* ~~BANKRUPTCY~~New ~~FORECLOSURE~~ REO ~~Total 1 (A) No. of~~ Loans ~~No.~~Month ofREO ~~Loans~~Percentage ~~No. of~~ Loans ~~No.~~in ofREO ~~Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance~~ 0 Jul-2905 ~~Days~~ 0 ~~0 0 0 0~~.00000% ~~0.00~~Original ~~0.00~~Principal ~~0.00~~Balance ~~30 Days~~ 0 ~~0 0 0 0 0~~.00 ~~0.00~~Aug-05 0.00000% ~~0.00~~Current ~~0.00~~Actual 60Balance ~~Days~~ 0 ~~0 0 0 0 0~~.00 ~~0.00~~Sep-05 0.00000% ~~0.00~~Oct-05 0.00000% 90Current ~~Days~~REO 0Total 0Nov-05 0 ~~0 0 0~~.00000% ~~0.00~~Loans ~~0.00~~in ~~0.00~~REO 0~~.00~~ ~~120~~Dec-05 ~~Days~~ 0 ~~0 0 0 0 0~~.00000% ~~0.00~~Original ~~0.00~~Principal ~~0.00~~Balance 0.00 ~~150~~Jan-06 ~~Days~~ 0 ~~0 0 0 0 0~~.00000% ~~0.00~~Current ~~0.00~~Actual ~~0.00~~Balance 0.00 ~~180+~~Feb-06 ~~Days~~ 0 ~~0 0 0 0 0~~.00000% ~~0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0~~Mar-2906 ~~Days~~ 0.~~000000~~000% ~~0.000000%~~Apr-06 0.~~000000~~000% ~~0.000000%~~May-06 0.~~000000~~000% ~~0.000000%~~Jun-06 0.~~000000~~000% ~~0.000000%~~*The 30text ~~Days~~reported ~~0.000000%~~in ~~0.000000%~~the ~~0.000000%~~above ~~0.000000%~~table ~~0.000000%~~is ~~0.000000%~~presented ~~0.000000%~~graphically ~~0.000000%~~on ~~0.000000%~~the ~~0.000000%~~monthly 60bond ~~Days~~remittance 0report.~~000000%~~ ~~0.000000%~~The ~~0.000000%~~monthly ~~0.000000%~~bond ~~0.000000%~~remittance ~~0.000000%~~report ~~0.000000%~~can ~~0.000000%~~be ~~0.000000%~~viewed ~~0.000000%~~online 90at ~~Days 0~~www.~~000000% 0~~ctslink.~~000000% 0~~com.~~000000%~~ ~~0.000000%~~1 ~~0.000000%~~(A) ~~0.000000%~~12 ~~0.000000%~~Month ~~0.000000%~~REO ~~0.000000%~~History* ~~0.000000%~~New ~~120~~REO ~~Days~~Loans ~~0.000000%~~Month ~~0.000000%~~REO ~~0.000000%~~Percentage ~~0.000000%~~Loans ~~0.000000%~~in ~~0.000000%~~REO 0~~.000000%~~ ~~0.000000%~~Jul-05 0.~~000000~~000% ~~0.000000%~~Original ~~150~~Principal ~~Days~~Balance 0.~~000000%~~00 ~~0.000000%~~Aug-05 0.~~000000~~000% ~~0.000000%~~Current ~~0.000000%~~Actual ~~0.000000%~~Balance 0.~~000000%~~00 ~~0.000000%~~Sep-05 0.~~000000~~000% ~~0.000000%~~Oct-05 ~~180+ Days~~ 0.~~000000~~000% ~~0.000000%~~Current ~~0.000000%~~REO ~~0.000000%~~Total ~~0.000000%~~Nov-05 0.~~000000~~000% ~~0.000000%~~Loans ~~0.000000%~~in ~~0.000000%~~REO 0~~.000000%~~ ~~Totals~~Dec-05 0.~~000000~~000% ~~0.000000%~~Original ~~0.000000%~~Principal ~~0.000000%~~Balance 0.~~000000%~~00 ~~0.000000%~~Jan-06 0.~~000000~~000% ~~0.000000%~~Current ~~0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 (B) No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans~~ Actual Balance ~~Actual Balance Actual Balance Actual Balance Actual Balance~~ 0~~-29 Days 1 0 0 1 72,512~~.~~16 0.~~00 ~~0.00~~Feb-06 ~~72,512.16 30 Days 2~~ 0 ~~0 0 2 336,018~~.69000% ~~0.00~~Mar-06 0.00000% ~~0.00~~Apr-06 ~~336,018.69 60 Days~~ 0 ~~0 1 0 1 0~~.00000% ~~0.00~~May-06 ~~87,940.35~~ 0.00000% ~~87,940.35~~Jun-06 ~~90 Days~~ 0 ~~0 0 0 0 0~~.00000% ~~0.00~~*The ~~0.00~~text ~~0.00~~reported ~~0.00~~in ~~120~~the ~~Days~~above 0table 0is 0presented 0graphically 0on ~~0.00~~the ~~0.00~~monthly ~~0.00~~bond ~~0.00~~remittance 0report.00 ~~150~~The ~~Days~~monthly 0bond 0remittance 0report 0can 0be ~~0.00~~viewed ~~0.00~~online ~~0.00~~at 0www.~~00 0~~ctslink.~~00 180+ Days 0 0 0 0 0 0~~com.00 ~~0.00 0.00 0.00 0.00 Totals 2~~ 1 1(B) 012 4Month ~~336,018.69~~REO ~~72,512.16~~History* ~~87,940.35~~New ~~0.00~~REO ~~496,471.20~~Loans ~~0-29~~Month ~~Days~~REO ~~0.062933%~~Percentage ~~0.000000%~~Loans ~~0.000000%~~in ~~0.062933%~~REO 0~~.035482%~~ ~~0.000000%~~Jul-05 0.~~000000~~000% ~~0.035482%~~Original 30Principal ~~Days~~Balance 0.~~125865%~~00 ~~0.000000%~~Aug-05 0.~~000000~~000% ~~0.000000%~~Current ~~0.125865%~~Actual ~~0.164424%~~Balance 0.~~000000%~~00 ~~0.000000%~~Sep-05 0.~~000000~~000% ~~0.164424%~~Oct-05 ~~60 Days~~ 0.~~000000~~000% ~~0.000000%~~Current ~~0.062933%~~REO ~~0.000000%~~Total ~~0.062933%~~Nov-05 0.~~000000~~000% ~~0.000000%~~Loans ~~0.043032%~~in ~~0.000000%~~REO 0~~.043032%~~ 90Dec-05 ~~Days~~ 0.~~000000~~000% ~~0.000000%~~Original ~~0.000000%~~Principal ~~0.000000%~~Balance 0.~~000000%~~00 ~~0.000000%~~Jan-06 0.~~000000~~000% ~~0.000000%~~Current ~~0.000000%~~Actual ~~0.000000%~~Balance ~~120 Days~~ 0.~~000000%~~00 ~~0.000000%~~Feb-06 0.~~000000~~000% ~~0.000000%~~Mar-06 0.~~000000~~000% ~~0.000000%~~Apr-06 0.~~000000~~000% ~~0.000000%~~May-06 0.~~000000~~000% ~~0.000000%~~Jun-06 ~~150 Days~~ 0.~~000000~~000% ~~0.000000%~~*The ~~0.000000%~~text ~~0.000000%~~reported ~~0.000000%~~in ~~0.000000%~~the ~~0.000000%~~above ~~0.000000%~~table ~~0.000000%~~is ~~0.000000%~~presented ~~180+~~graphically ~~Days~~on ~~0.000000%~~the ~~0.000000%~~monthly ~~0.000000%~~bond ~~0.000000%~~remittance 0report.~~000000%~~ ~~0.000000%~~The ~~0.000000%~~monthly ~~0.000000%~~bond ~~0.000000%~~remittance ~~0.000000%~~report ~~Totals~~can ~~0.125865%~~be ~~0.062933%~~viewed ~~0.062933%~~online ~~0.000000%~~at 0www.~~251731% 0~~ctslink.~~164424% 0~~com.~~035482%~~ ~~0.043032% 0.000000% 0.242939% DELINQUENT BANKRUPTCY FORECLOSURE REO Total~~ 2 (A) ~~No.~~12 ofMonth ~~Loans~~REO ~~No.~~History* ofNew ~~Loans~~REO ~~No. of~~ Loans ~~No.~~Month ofREO ~~Loans~~Percentage ~~No. of~~ Loans ~~Actual~~in ~~Balance~~REO ~~Actual Balance Actual Balance Actual Balance Actual Balance~~ 0 Jul-2905 ~~Days 1~~ 0 ~~0 1 209,267~~.82000% ~~0.00~~Original ~~0.00~~Principal ~~209,267.82~~Balance ~~30 Days~~ 0 ~~0 0 0 0 0~~.00 ~~0.00~~Aug-05 0.00000% ~~0.00~~Current ~~0.00~~Actual 60Balance ~~Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 1 0 0 1 0.00 209,267.82 0.00 0.00 209,267.82 0Sep-2905 ~~Days~~ 0.~~194175~~000% ~~0.000000%~~Oct-05 0.~~000000~~000% ~~0.194175%~~Current ~~0.273360%~~REO ~~0.000000%~~Total ~~0.000000%~~Nov-05 0.~~273360~~000% 30Loans ~~Days~~in ~~0.000000%~~REO 0~~.000000%~~ ~~0.000000%~~Dec-05 0.~~000000~~000% ~~0.000000%~~Original ~~0.000000%~~Principal ~~0.000000%~~Balance 0.~~000000%~~00 ~~0.000000%~~Jan-06 0.~~000000~~000% 60Current ~~Days~~Actual ~~0.000000%~~Balance 0.~~000000%~~00 ~~0.000000%~~Feb-06 0.~~000000~~000% ~~0.000000%~~Mar-06 0.~~000000~~000% ~~0.000000%~~Apr-06 0.~~000000~~000% ~~0.000000%~~May-06 0.~~000000~~000% 90Jun-06 ~~Days~~ 0.~~000000~~000% ~~0.000000%~~*The ~~0.000000%~~text ~~0.000000%~~reported ~~0.000000%~~in ~~0.000000%~~the ~~0.000000%~~above ~~0.000000%~~table ~~0.000000%~~is ~~0.000000%~~presented ~~120~~graphically ~~Days~~on ~~0.000000%~~the ~~0.000000%~~monthly ~~0.000000%~~bond ~~0.000000%~~remittance 0report.~~000000%~~ ~~0.000000%~~The ~~0.000000%~~monthly ~~0.000000%~~bond ~~0.000000%~~remittance ~~0.000000%~~report ~~150~~can ~~Days~~be ~~0.000000%~~viewed ~~0.000000%~~online ~~0.000000%~~at 0www.~~000000% 0~~ctslink.~~000000% 0~~com.~~000000%~~ 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.194175% 0.000000% 0.000000% 0.194175% 0.000000% 0.273360% 0.000000% 0.000000% 0.273360% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 (B) ~~No.~~12 ofMonth ~~Loans~~REO ~~No.~~History* ofNew ~~Loans~~REO ~~No. of~~ Loans ~~No.~~Month ofREO ~~Loans~~Percentage ~~No. of~~ Loans ~~Actual~~in ~~Balance~~REO ~~Actual Balance Actual Balance Actual Balance Actual Balance~~ 0 Jul-2905 ~~Days~~ 0 ~~0 0 0 0~~.00000% ~~0.00~~Original ~~0.00~~Principal ~~0.00~~Balance ~~30 Days 2~~ 0 ~~0 0 2 564,569~~.~~25 0.~~00 ~~0.00~~Aug-05 0.00000% ~~564,569.25~~Current 60Actual ~~Days~~Balance 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 2 0 0 0 2 564,569.25 0.00 0.00 0.00 564,569.25 0Sep-2905 ~~Days~~ 0.~~000000~~000% ~~0.000000%~~Oct-05 0.~~000000~~000% ~~0.000000%~~Current ~~0.000000%~~REO ~~0.000000%~~Total ~~0.000000%~~Nov-05 0.~~000000~~000% 30Loans ~~Days~~in ~~0.068050%~~REO 0~~.000000%~~ ~~0.000000%~~Dec-05 0.~~000000~~000% ~~0.068050%~~Original ~~0.112382%~~Principal ~~0.000000%~~Balance 0.~~000000%~~00 ~~0.000000%~~Jan-06 0.~~112382~~000% 60Current ~~Days~~Actual ~~0.000000%~~Balance 0.~~000000%~~00 ~~0.000000%~~Feb-06 0.~~000000~~000% ~~0.000000%~~Mar-06 0.~~000000~~000% ~~0.000000%~~Apr-06 0.~~000000~~000% ~~0.000000%~~May-06 0.~~000000~~000% 90Jun-06 ~~Days~~ 0.~~000000~~000% ~~0.000000%~~*The ~~0.000000%~~text ~~0.000000%~~reported ~~0.000000%~~in ~~0.000000%~~the ~~0.000000%~~above ~~0.000000%~~table ~~0.000000%~~is ~~0.000000%~~presented ~~120~~graphically ~~Days~~on ~~0.000000%~~the ~~0.000000%~~monthly ~~0.000000%~~bond ~~0.000000%~~remittance 0report.~~000000%~~ ~~0.000000%~~The ~~0.000000%~~monthly ~~0.000000%~~bond ~~0.000000%~~remittance ~~0.000000%~~report ~~150~~can ~~Days~~be ~~0.000000%~~viewed ~~0.000000%~~online ~~0.000000%~~at 0www.~~000000% 0~~ctslink.~~000000% 0~~com.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 0.068050% 0.000000% 0.000000% 0.000000% 0.068050% 0.112382% 0.000000% 0.000000% 0.000000% 0.112382%

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal Balance 0.00 Dec-05 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-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 (A) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal Balance 0.00 Dec-05 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-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 (B) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal Balance 0.00 Dec-05 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-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 (A) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal Balance 0.00 Dec-05 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-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 (B) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal Balance 0.00 Dec-05 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-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 10 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~88,000~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~87,940~~0.3500 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 10 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~88,000~~0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~87,940.35 Jan-06~~ 0.~~000%~~00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.028% May-06 0.011% Jun-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 (A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-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 (B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 10 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~88,000~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~87,940~~0.3500 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 10 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~88,000~~0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~87,940~~0.3500 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~043% ~~May~~Jun-06 0.~~043~~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 (A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-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 (B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~045% ~~Apr~~May-06 0.~~045~~000% ~~May~~Jun-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 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 1No ~~(B)~~Foreclosure ~~0119331155~~Loans ~~May-2006~~this ~~01-Jan-2006 GA 80.00 88,000.00~~Period

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 1No ~~(B)~~Foreclosure ~~0119331155~~Loans ~~87,940.35~~this ~~01-Jan-2006 2 7.950% 1,635.27~~Period

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 12 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~210~~200,~~000~~750.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~209~~200,~~267~~071.8200 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 24 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~282~~483,~~675~~425.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~281~~481,~~779~~701.9864 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~017% ~~Apr~~May-06 0.~~017~~035% ~~May~~Jun-06 0.~~035~~060% *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 (A) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-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 (B) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 072,750.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 072,517.0028 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 12 ~~Nov~~Dec-05 0.000% Original Principal Balance 72145,~~675~~425.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 72145,~~512~~029.1644 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~068% ~~Apr~~May-06 0.~~068~~035% ~~May~~Jun-06 0.~~035~~072% *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 (A) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~210,000~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~209,267~~0.8200 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-05 0.000% Original Principal Balance 210,000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 209,~~267~~118.8248 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~273% ~~May~~Jun-06 0.~~273~~277% *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 (B) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 0128,000.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0127,553.0072 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 01 ~~Nov~~Dec-05 0.000% Original Principal Balance 0128,000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0127,553.0072 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.~~000~~026% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance 1 (B) 0119295152 Apr-2006 01-Dec-2005 IN 95.00 72,675.00 1 (B) 0119307247 Jun-2006 01-Feb-2006 NY 75.00 72,750.00 2 (A) 0119286003 May-2006 01-Dec-2005 OR 87.50 210,000.00 2 (B) 0119334498 Jun-2006 01-Jan-2006 NC 80.00 128,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest 1 (B) 0119295152 72,512.16 01-Apr-2006 0 10.125% 1,~~163~~162.5097 1 (B) 0119307247 72,517.28 01-Jul-2006 (2) 9.875% 0.00 2 (A) 0119286003 209,~~267~~118.8248 01-~~Apr~~May-2006 0 7.875% 2,~~573~~571.1634 2 (B) 0119334498 127,553.72 01-May-2006 0 7.875% 1,568.39

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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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 (A) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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 (B) 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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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 (A) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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 (B) 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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance 1 (A) 40 ~~369,220~~0.00 ~~367,923~~0.3400 0 0.00 0.00 1 (B) 9113 101,~~833~~853,~~524~~778.00 101,~~799~~846,~~064~~200.9253 0 0.00 0.00 2 (A) 76 ~~783~~1,~~725~~099,000.00 ~~777~~1,~~318~~093,936.1925 0 0.00 0.00 2 (B) ~~132~~56 2510,~~472~~341,~~196~~624.00 2510,~~383~~251,~~808~~790.7038 0 0.00 0.00 Total ~~234~~75 3713,~~458~~294,~~665~~402.00 3713,~~328~~191,~~115~~927.1516 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 (A) 0 0.00 0.00 0 0.00 0.00 31,~~732~~418.7126 1 (B) 0 0.00 0.00 0 0.00 0.00 (97,~~022~~659.~~26)~~16 2 (A) 0 0.00 0.00 0 0.00 0.00 821,~~279~~724.3708 2 (B) 0 0.00 0.00 0 0.00 0.00 2314,~~920~~516.7632 Total 0 0.00 0.00 0 0.00 0.00 2645,~~910~~317.5882

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 (A) 0119284750 TX 80.00 01-Nov-2005 30,400.00 29,913.38 1 (A) 0119296960 WA 100.00 01-Jan-2006 58,000.00 57,893.53 1 (A) 0119319960 MD 72.34 01-Jan-2006 210,500.00 209,633.60 1 (A) 0119325975 WV 80.00 01-Feb-2006 70,320.00 70,205.13 1 (B) 0119279628 FL 90.00 01-Sep-2005 91,059.00 90,479.88 1 (B) 0119280246 MO 75.00 01-Oct-2005 92,250.00 91,895.73 1 (B) 0119281939 NJ 80.00 01-Sep-2005 211,200.00 209,565.94 1 (B) 0119282283 IN 95.00 01-Oct-2005 75,050.00 74,708.58 1 (B) 0119283398 LA 80.00 01-Oct-2005 73,600.00 73,020.94 1 (B) 0119283430 WA 73.85 01-Dec-2005 96,000.00 95,725.75 1 (B) 0119283885 AZ 85.00 01-Oct-2005 145,350.00 144,423.43 1 (B) 0119284446 MA 76.41 01-Dec-2005 149,000.00 148,585.39 1 (B) 0119285666 AL 80.00 01-Jan-2006 65,200.00 64,942.60 1 (B) 0119286540 IL 80.00 01-Jan-2006 41,600.00 41,523.61 1 (B) 0119287100 MS 85.00 01-Dec-2005 40,375.00 40,188.89 1 (B) 0119288355 IL 85.00 01-Nov-2005 25,500.00 25,425.77 1 (B) 0119289312 PA 70.00 01-Jan-2006 22,400.00 22,341.04 1 (B) 0119289999 MA 80.00 01-Jan-2006 180,000.00 179,116.28 1 (B) 0119291235 VA 80.00 01-Dec-2005 84,800.00 84,386.98 1 (B) 0119291243 MS 80.00 01-Dec-2005 64,720.00 64,427.22 1 (B) 0119291326 MN 90.00 01-Nov-2005 51,300.00 50,946.26 1 (B) 0119291672 CA 88.98 01-Dec-2005 262,500.00 261,282.95 1 (B) 0119291680 FL 79.90 01-Feb-2006 178,400.00 177,851.96 1 (B) 0119292241 MS 85.00 01-Nov-2005 62,900.00 62,674.41 1 (B) 0119294346 OK 80.00 01-Jan-2006 119,600.00 119,189.24 1 (B) 0119294403 NY 90.00 01-Jan-2006 292,410.00 291,283.71 1 (B) 0119296705 MT 80.00 01-Jan-2006 320,000.00 318,884.30 1 (B) 0119296770 TX 80.00 01-Dec-2005 21,600.00 21,508.30 1 (B) 0119296986 TN 80.00 01-Dec-2005 81,200.00 80,784.76 1 (B) 0119297109 NC 95.00 01-Jan-2006 93,005.00 92,744.44 1 (B) 0119298479 MA 87.78 01-Dec-2005 316,000.00 314,570.71 1 (B) 0119299246 IA 72.37 01-Dec-2005 110,000.00 109,592.99 1 (B) 0119299824 OK 85.00 01-Dec-2005 69,700.00 69,473.13 1 (B) 0119300226 TX 80.00 01-Jan-2006 105,200.00 104,823.91 1 (B) 0119300366 OK 80.00 01-Dec-2005 113,600.00 113,111.07 1 (B) 0119301026 NJ 75.00 01-Jan-2006 120,000.00 119,453.56 1 (B) 0119301224 OH 95.00 01-Jan-2006 79,800.00 79,540.26 1 (B) 0119301406 TX 80.00 01-Dec-2005 82,720.00 82,336.48 1 (B) 0119301976 TN 85.00 01-Dec-2005 67,575.00 67,410.29 1 (B) 0119302776 PA 59.55 01-Dec-2005 125,000.00 124,623.70 1 (B) 0119303071 FL 50.18 01-Dec-2005 70,000.00 69,753.86 1 (B) 0119303238 SD 94.38 01-Dec-2005 107,588.00 107,255.54 1 (B) 0119303436 LA 90.00 01-Jan-2006 74,700.00 74,530.14 1 (B) 0119303550 MA 80.00 01-Dec-2005 197,600.00 196,749.54 1 (B) 0119304418 MN 80.00 01-Jan-2006 106,382.00 105,895.89 1 (B) 0119305027 TN 80.00 01-Dec-2005 94,320.00 93,825.83 1 (B) 0119305050 MD 80.00 01-Dec-2005 179,120.00 178,135.13 1 (B) 0119305464 OK 80.00 01-Jan-2006 42,400.00 42,262.49 1 (B) 0119305506 IL 90.00 01-Dec-2005 81,000.00 80,778.10 1 (B) 0119306009 PA 85.00 01-Jan-2006 43,180.00 43,092.66 1 (B) 0119306702 GA 85.00 01-Dec-2005 123,250.00 122,719.55 1 (B) 0119307213 IL 90.00 01-Jan-2006 56,700.00 56,564.78 1 (B) 0119307684 IL 80.00 01-Jan-2006 91,200.00 91,000.21 1 (B) 0119308062 MO 80.00 01-Dec-2005 107,280.00 106,739.37 1 (B) 0119310209 AR 85.00 01-Dec-2005 50,150.00 49,979.17 1 (B) 0119311694 AL 73.39 01-Jan-2006 91,000.00 90,709.75 1 (B) 0119311751 OR 41.67 01-Jan-2006 125,000.00 124,501.08 1 (B) 0119313120 WA 51.61 01-Jan-2006 160,000.00 159,318.03 1 (B) 0119313526 MD 80.00 01-Jan-2006 118,320.00 117,753.50 1 (B) 0119313534 GA 80.00 01-Dec-2005 122,720.00 122,191.80 1 (B) 0119313542 GA 80.00 01-Jan-2006 155,600.00 154,948.41 1 (B) 0119313716 IL 80.00 01-Dec-2005 126,000.00 125,401.22 1 (B) 0119314094 GA 95.00 01-Jan-2006 145,350.00 144,942.82 1 (B) 0119314714 MD 80.00 01-Dec-2005 143,920.00 143,269.03 1 (B) 0119315208 NC 95.00 01-Jan-2006 114,000.00 113,715.13 1 (B) 0119315240 VA 80.00 01-Dec-2005 213,600.00 212,425.59 1 (B) 0119315331 PA 80.00 01-Dec-2005 101,760.00 101,299.67 1 (B) 0119315448 GA 80.00 01-Jan-2006 127,200.00 126,632.62 1 (B) 0119316610 VA 80.00 01-Jan-2006 275,200.00 274,191.36 1 (B) 0119316826 OH 80.00 01-Jan-2006 94,400.00 93,920.86 1 (B) 0119317022 AR 80.00 01-Jan-2006 45,920.00 45,829.59 1 (B) 0119317378 DC 85.00 01-Dec-2005 212,500.00 211,379.08 1 (B) 0119317402 NJ 85.00 01-Jan-2006 130,050.00 129,741.62 1 (B) 0119317782 NC 90.00 01-Jan-2006 65,250.00 65,094.88 1 (B) 0119318558 VA 75.00 01-Jan-2006 168,750.00 168,328.32 1 (B) 0119319044 AZ 80.00 01-Jan-2006 116,000.00 115,553.18 1 (B) 0119319267 AR 85.00 01-Jan-2006 30,600.00 30,534.72 1 (B) 0119319655 NJ 90.00 01-Jan-2006 251,100.00 250,047.46 1 (B) 0119320000 VA 80.00 01-Jan-2006 77,960.00 77,692.25 1 (B) 0119320166 TN 85.00 01-Jan-2006 44,200.00 44,127.99 1 (B) 0119320794 NC 80.00 01-Jan-2006 84,800.00 84,552.43 1 (B) 0119321693 TX 85.00 01-Jan-2006 87,550.00 87,360.32 1 (B) 0119323871 MD 80.00 01-Jan-2006 87,200.00 86,855.72 1 (B) 0119325546 IA 80.00 01-Jan-2006 66,000.00 65,751.97 1 (B) 0119325967 MO 70.00 01-Jan-2006 79,800.00 79,610.78 1 (B) 0119326791 IA 80.00 01-Jan-2006 48,000.00 47,840.86 1 (B) 0119327005 SD 80.00 01-Jan-2006 95,200.00 95,002.28 1 (B) 0119328474 OH 85.00 01-Jan-2006 80,750.00 80,591.03 1 (B) 0119332070 MI 80.00 01-Jan-2006 360,000.00 359,100.48 1 (B) 0119334365 OK 80.00 01-Feb-2006 58,800.00 58,663.18 1 (B) 0119334423 WA 80.00 01-Feb-2006 296,000.00 295,172.19 1 (B) 0119334597 MS 85.00 01-Jan-2006 51,000.00 50,863.47 1 (B) 0119335156 IL 85.00 01-Feb-2006 53,040.00 52,939.79 1 (B) 0119336600 DC 95.00 01-Jan-2006 408,500.00 407,097.04 1 (B) 0119336758 TX 100.00 01-Feb-2006 165,000.00 164,585.46 2 (A) 0119278919 MN 90.00 01-Sep-2005 14,400.00 14,089.23 2 (A) 0119285815 TX 70.00 01-Dec-2005 35,000.00 34,873.73 2 (A) 0119287795 KS 85.00 01-Dec-2005 131,325.00 130,919.18 2 (A) 0119316669 CA 14.98 01-Jan-2006 85,000.00 84,725.23 2 (A) 0119320992 NY 43.31 01-Jan-2006 275,000.00 270,361.97 2 (A) 0119324200 UT 65.71 01-Jan-2006 115,000.00 113,105.18 2 (A) 0119336394 MD 56.14 01-Feb-2006 128,000.00 127,714.21 2 (B) 0119278083 FL 85.00 01-Nov-2005 326,000.00 324,551.53 2 (B) 0119278398 CA 80.00 01-Dec-2005 361,151.00 359,017.78 2 (B) 0119278539 WI 70.00 01-Nov-2005 118,300.00 117,602.43 2 (B) 0119278752 CA 80.00 01-Jan-2006 266,408.00 265,161.08 2 (B) 0119279669 MI 34.34 01-Sep-2005 25,000.00 24,818.35 2 (B) 0119280337 OR 70.91 01-Sep-2005 780,000.00 773,183.39 2 (B) 0119280360 GA 90.00 01-Sep-2005 139,500.00 138,712.90 2 (B) 0119280394 MI 80.00 01-Sep-2005 65,600.00 65,079.79 2 (B) 0119280865 IL 78.88 01-Oct-2005 127,000.00 126,247.98 2 (B) 0119281616 FL 69.43 01-Oct-2005 302,000.00 300,035.85 2 (B) 0119282465 MT 80.00 01-Nov-2005 152,000.00 151,090.54 2 (B) 0119282507 MS 80.00 01-Oct-2005 93,600.00 93,072.64 2 (B) 0119282622 MS 80.00 01-Sep-2005 105,680.00 104,793.71 2 (B) 0119282812 SC 100.00 01-Dec-2005 162,041.00 161,485.72 2 (B) 0119283117 IL 85.00 01-Oct-2005 59,500.00 59,322.79 2 (B) 0119283349 MA 51.22 01-Oct-2005 251,000.00 249,585.88 2 (B) 0119283372 NM 85.00 01-Jan-2006 98,719.00 98,379.94 2 (B) 0119283489 MN 90.00 01-Oct-2005 81,000.00 80,632.81 2 (B) 0119283513 IL 75.00 01-Oct-2005 75,000.00 74,754.09 2 (B) 0119283786 SC 73.42 01-Oct-2005 139,500.00 137,450.41 2 (B) 0119284156 AZ 84.90 01-Nov-2005 208,000.00 207,052.15 2 (B) 0119284602 KS 80.00 01-Dec-2005 264,800.00 263,660.37 2 (B) 0119285526 IN 61.02 01-Dec-2005 72,000.00 71,697.78 2 (B) 0119286094 CA 75.00 01-Nov-2005 375,000.00 373,642.85 2 (B) 0119286300 NM 90.00 01-Nov-2005 112,500.00 112,082.18 2 (B) 0119286532 MI 95.00 01-Nov-2005 45,989.00 45,841.41 2 (B) 0119287175 OR 80.00 01-Nov-2005 344,000.00 341,971.59 2 (B) 0119287332 AZ 83.94 01-Dec-2005 138,500.00 137,802.04 2 (B) 0119287589 PA 78.04 01-Dec-2005 195,100.00 194,239.15 2 (B) 0119288397 NC 75.00 01-Nov-2005 278,250.00 277,133.47 2 (B) 0119288868 OR 85.00 01-Dec-2005 204,000.00 203,300.96 2 (B) 0119290187 ND 94.44 01-Jan-2006 51,000.00 50,875.84 2 (B) 0119290914 LA 80.00 01-Jan-2006 42,000.00 41,907.99 2 (B) 0119291193 CA 75.00 01-Dec-2005 163,500.00 163,085.09 2 (B) 0119291607 AZ 90.00 01-Dec-2005 211,500.00 210,676.76 2 (B) 0119292357 DC 73.40 01-Jan-2006 345,000.00 344,067.92 2 (B) 0119292563 CA 80.00 01-Dec-2005 208,143.00 206,792.15 2 (B) 0119292837 ID 90.00 01-Jan-2006 140,400.00 139,968.63 2 (B) 0119293116 FL 57.22 01-Dec-2005 150,500.00 149,852.23 2 (B) 0119293363 CA 49.33 01-Dec-2005 185,000.00 184,235.01 2 (B) 0119293405 MD 80.00 01-Dec-2005 297,200.00 296,350.95 2 (B) 0119294478 VA 80.00 01-Dec-2005 229,600.00 228,481.85 2 (B) 0119294510 CA 80.00 01-Dec-2005 387,228.00 384,940.80 2 (B) 0119294932 OK 80.00 01-Jan-2006 179,200.00 178,559.34 2 (B) 0119295053 PA 65.88 01-Dec-2005 224,000.00 223,408.71 2 (B) 0119295475 WI 80.00 01-Jan-2006 67,520.00 67,266.84 2 (B) 0119295756 AK 80.00 01-Jan-2006 200,000.00 199,285.00 2 (B) 0119296069 WI 80.00 01-Dec-2005 104,000.00 103,569.92 2 (B) 0119296309 VA 75.61 01-Dec-2005 408,300.00 406,212.11 2 (B) 0119297299 NM 64.13 01-Dec-2005 103,000.00 102,705.74 2 (B) 0119297836 WI 90.00 01-Dec-2005 148,500.00 147,990.22 2 (B) 0119297943 NV 33.33 01-Dec-2005 90,000.00 89,714.58 2 (B) 0119298073 FL 75.00 01-Dec-2005 174,000.00 173,322.70 2 (B) 0119298636 CA 70.00 01-Dec-2005 735,000.00 731,592.32 2 (B) 0119299774 CA 80.00 01-Jan-2006 466,392.00 464,439.04 2 (B) 0119299865 CA 79.36 01-Dec-2005 665,000.00 662,250.28 2 (B) 0119299899 ID 95.00 01-Dec-2005 128,250.00 127,698.05 2 (B) 0119300671 OH 80.00 01-Jan-2006 160,000.00 159,352.61 2 (B) 0119301349 MO 80.00 01-Dec-2005 96,000.00 95,509.06 2 (B) 0119302156 CA 56.83 01-Jan-2006 170,500.00 169,736.86 2 (B) 0119302495 CA 80.00 01-Jan-2006 365,894.00 364,107.37 2 (B) 0119304301 OH 70.00 01-Dec-2005 51,590.00 51,408.34 2 (B) 0119304541 MD 88.68 01-Dec-2005 536,500.00 534,056.45 2 (B) 0119305324 NE 75.00 01-Dec-2005 52,500.00 52,313.33 2 (B) 0119305365 OR 72.86 01-Dec-2005 204,000.00 203,156.45 2 (B) 0119306272 IL 90.00 01-Jan-2006 76,500.00 76,313.74 2 (B) 0119306462 AZ 70.00 01-Dec-2005 140,000.00 139,334.71 2 (B) 0119306900 OH 80.00 01-Jan-2006 59,275.00 59,026.79 2 (B) 0119307312 TN 80.00 01-Dec-2005 50,880.00 50,632.22 2 (B) 0119308070 WV 80.00 01-Dec-2005 311,920.00 310,077.62 2 (B) 0119309326 WV 90.00 01-Jan-2006 117,000.00 116,640.54 2 (B) 0119310936 NV 95.00 01-Dec-2005 340,100.00 338,693.72 2 (B) 0119311306 NC 80.00 01-Jan-2006 156,000.00 155,713.63 2 (B) 0119311462 CA 75.00 01-Jan-2006 600,000.00 596,954.76 2 (B) 0119311561 CA 70.00 01-Dec-2005 481,600.00 479,863.01 2 (B) 0119311942 MI 69.33 01-Jan-2006 260,000.00 259,159.52 2 (B) 0119312163 NE 80.00 01-Dec-2005 140,000.00 139,412.34 2 (B) 0119312296 NJ 88.24 01-Jan-2006 150,001.00 149,516.12 2 (B) 0119312742 AR 75.00 01-Jan-2006 30,000.00 29,926.97 2 (B) 0119313583 FL 90.00 01-Jan-2006 231,750.00 231,153.12 2 (B) 0119314102 AZ 75.00 01-Dec-2005 315,000.00 313,804.56 2 (B) 0119314193 OR 80.00 01-Jan-2006 116,000.00 115,759.06 2 (B) 0119314417 IL 80.00 01-Jan-2006 116,000.00 115,653.60 2 (B) 0119314581 MT 80.00 01-Jan-2006 211,200.00 210,658.31 2 (B) 0119314706 MO 80.00 01-Jan-2006 80,000.00 79,721.06 2 (B) 0119314805 AR 89.44 01-Feb-2006 63,500.00 63,352.24 2 (B) 0119315281 NJ 67.61 01-Jan-2006 240,000.00 239,445.76 2 (B) 0119316172 LA 85.00 01-Jan-2006 48,450.00 48,357.11 2 (B) 0119316420 MI 70.00 01-Jan-2006 87,500.00 87,296.67 2 (B) 0119317154 MA 45.11 01-Jan-2006 212,000.00 211,314.68 2 (B) 0119318293 CA 58.46 01-Jan-2006 190,000.00 189,152.49 2 (B) 0119319291 GA 80.00 01-Jan-2006 137,600.00 137,214.53 2 (B) 0119319986 WV 80.00 01-Jan-2006 42,400.00 42,156.68 2 (B) 0119320828 WA 60.75 01-Jan-2006 161,000.00 160,348.54 2 (B) 0119321719 AR 38.89 01-Jan-2006 87,500.00 87,130.36 2 (B) 0119322287 NV 80.00 01-Jan-2006 396,000.00 394,101.58 2 (B) 0119323103 AZ 73.98 01-Jan-2006 145,000.00 144,468.51 2 (B) 0119323129 WI 75.00 01-Jan-2006 133,500.00 132,940.95 2 (B) 0119323186 CA 80.00 01-Jan-2006 436,800.00 435,238.51 2 (B) 0119323236 IL 80.00 01-Jan-2006 59,600.00 58,674.20 2 (B) 0119323517 OH 75.00 01-Jan-2006 176,250.00 175,680.27 2 (B) 0119324796 MN 75.00 01-Feb-2006 118,500.00 118,298.62 2 (B) 0119325033 FL 80.00 01-Jan-2006 208,000.00 207,327.62 2 (B) 0119325223 NM 70.00 01-Feb-2006 28,000.00 27,963.65 2 (B) 0119325363 IA 90.00 01-Jan-2006 215,100.00 214,628.85 2 (B) 0119326866 IA 80.00 01-Jan-2006 48,000.00 47,910.44 2 (B) 0119327138 OH 38.89 01-Jan-2006 35,000.00 34,934.67 2 (B) 0119327328 CA 42.76 01-Feb-2006 248,000.00 247,422.32 2 (B) 0119328490 MO 80.00 01-Feb-2006 56,000.00 55,872.39 2 (B) 0119328680 OR 80.00 01-Jan-2006 156,000.00 155,456.11 2 (B) 0119328805 OH 80.00 01-Jan-2006 120,800.00 120,419.29 2 (B) 0119329100 NJ 85.00 01-Jan-2006 323,000.00 322,149.70 2 (B) 0119329878 MI 85.00 01-Jan-2006 159,800.00 159,436.78 2 (B) 0119330421 MO 79.55 01-Jan-2006 140,000.00 139,535.84 2 (B) 0119330454 FL 90.00 01-Jan-2006 263,250.00 262,651.62 2 (B) 0119330520 MO 70.00 01-Feb-2006 28,000.00 27,923.32 2 (B) 0119330744 IL 80.00 01-Jan-2006 144,000.00 143,505.59 2 (B) 0119330777 VA 80.00 01-Jan-2006 176,000.00 175,370.81 2 (B) 0119330942 CA 80.00 01-Jan-2006 130,000.00 129,553.53 2 (B) 0119330967 KS 95.00 01-Jan-2006 93,955.00 93,749.18 2 (B) 0119331247 CA 80.00 01-Feb-2006 244,000.00 243,172.95 2 (B) 0119331395 TX 65.00 01-Feb-2006 52,000.00 51,875.83 2 (B) 0119331775 TX 80.00 01-Feb-2006 149,760.00 149,411.53 2 (B) 0119332294 IL 85.00 01-Jan-2006 192,950.00 192,249.19 2 (B) 0119333243 GA 85.00 01-Jan-2006 85,000.00 84,853.76 2 (B) 0119333896 MD 74.13 01-Jan-2006 385,500.00 384,374.70 2 (B) 0119333912 CA 75.00 01-Jan-2006 645,000.00 643,164.98 2 (B) 0119334720 FL 58.36 01-Jan-2006 178,000.00 177,363.65 2 (B) 0119334787 CA 80.00 01-Jan-2006 267,200.00 265,979.06 2 (B) 0119335818 TX 100.00 01-Feb-2006 118,500.00 118,303.96 2 (B) 0119335982 AR 95.00 01-Feb-2006 116,850.00 116,548.85 2 (B) 0119336063 AR 90.00 01-Feb-2006 37,350.00 37,279.42

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 (A) 0119284750 Loan Paid in Full 0 10.875% 180 6 1 (A) 0119296960 Loan Paid in Full 0 10.950% 360 4 1 (A) 0119319960 Loan Paid in Full 0 7.500% 360 4 1 (A) 0119325975 Loan Paid in Full 0 11.375% 360 3 1 (B) ~~0119279628~~0119278349 Loan Paid in Full 0 7.875% 360 ~~8 1 (B) 0119280246 Loan Paid in Full 0 9.750% 360 7 1 (B) 0119281939 Loan Paid in Full 0~~ 6~~.875%~~ ~~360 8~~ 1 (B) ~~0119282283~~0119279891 Loan Paid in Full 0 9.375% 360 7 1 (B) 0119283398 Loan Paid in Full 1 6.375% 360 7 1 (B) 0119283430 Loan Paid in Full 0 9.750% 360 5 1 (B) 0119283885 Loan Paid in Full 0 7.250% 360 7 1 (B) 0119284446 Loan Paid in Full 0 9.875% 360 5 1 (B) 0119285666 Loan Paid in Full 0 7.250% 360 4 1 (B) 0119286540 Loan Paid in Full 0 10.950% 360 4 1 (B) 0119287100 Loan Paid in Full 0 11.950% 360 5 1 (B) 0119288355 Loan Paid in Full 0 10.500% 360 6 1 (B) 0119289312 Loan Paid in Full 0 9.250% 360 4 1 (B) 0119289999 Loan Paid in Full 0 6.125% 360 4 1 (B) 0119291235 Loan Paid in Full 0 7.125% 360 5 1 (B) 0119291243 Loan Paid in Full 0 7.500% 360 5 1 (B) 0119291326 Loan Paid in Full 0 8.950% 360 ~~6 1 (B) 0119291672 Loan Paid in Full 0~~ 7~~.375%~~ ~~360 5~~ 1 (B) ~~0119291680~~0119285070 Loan Paid in Full 0 ~~7.375% 360 3 1 (B) 0119292241 Loan Paid in Full 0 9.950% 360~~ 6 ~~1 (B) 0119294346 Loan Paid in Full 0 7~~.~~950~~500% 360 ~~4 1 (B) 0119294403 Loan Paid in Full 1 7.375% 360 4 1 (B) 0119296705 Loan Paid in Full 1 7.875% 360 4 1 (B) 0119296770 Loan Paid in Full 0 7.950% 360 5 1 (B) 0119296986 Loan Paid in Full 0~~ 6~~.875%~~ ~~360 5~~ 1 (B) ~~0119297109~~0119291698 Loan Paid in Full ~~2 8.950% 360 4 1 (B) 0119298479 Loan Paid in Full~~ 0 ~~7.500% 360 5 1 (B) 0119299246 Loan Paid in Full 0~~ 8.~~500% 360 5 1 (B) 0119299824 Loan Paid in Full 0 9.125% 360 5 1 (B) 0119300226 Loan Paid in Full 0 7.~~750% 360 ~~4 1 (B) 0119300366 Loan Paid in Full 0 7.750% 360~~ 5 1 (B) ~~0119301026~~0119293413 Loan Paid in Full 0 9.625% 360 4 1 (B) 0119301224 Loan Paid in Full 1 8.875% 360 4 1 (B) 0119301406 Loan Paid in Full 0 7.375% 360 5 1 (B) 0119301976 Loan Paid in Full 1 10.500% 360 5 1 (B) 0119302776 Loan Paid in Full 0 9.500% 360 5 1 (B) 0119303071 Loan Paid in Full 0 8.750% 360 5 1 (B) 0119303238 Loan Paid in Full 0 9.375% 360 5 1 (B) 0119303436 Loan Paid in Full 0 9.950% 360 4 1 (B) 0119303550 Loan Paid in Full 0 7.750% 360 5 1 (B) 0119304418 Loan Paid in Full 1 6.500% 360 ~~4 1 (B) 0119305027 Loan Paid in Full 0~~ 6~~.750%~~ ~~360 5~~ 1 (B) ~~0119305050~~0119294650 Loan Paid in Full ~~1 6.500% 360 5 1 (B) 0119305464 Loan Paid in Full~~ 0 8.250% 360 46 1 (B) ~~0119305506~~0119303204 Loan Paid in Full 0 ~~9.950% 360 5 1 (B) 0119306009 Loan Paid in Full 0~~ 10.~~500% 360 4 1 (B) 0119306702 Loan Paid in Full 0 7.~~750% 360 56 1 (B) ~~0119307213~~0119306082 Loan Paid in Full 0 ~~9.750% 360 4 1 (B) 0119307684 Loan Paid in Full 1 10.125% 360 4 1 (B) 0119308062 Loan Paid in Full 0~~ 6.950% 360 5 1 (B) ~~0119310209~~0119310092 Loan Paid in Full 0 86.~~950~~250% 360 5 1 (B) ~~0119311694~~0119312247 Loan Paid in Full 0 8.~~625% 360 4 1 (B) 0119311751 Loan Paid in Full 0 7.500% 360 4 1 (B) 0119313120 Loan Paid in Full 0 6.~~875% 360 45 1 (B) ~~0119313526~~0119328409 Loan Paid in Full 0 611.625% 360 ~~4 1 (B) 0119313534 Loan Paid in Full 1 7.750% 360~~ 5 1 (B) ~~0119313542~~0119329886 Loan Paid in Full 0 ~~6.950% 360 4 1 (B) 0119313716 Loan Paid in Full 0 7.250% 360 5 1 (B) 0119314094 Loan Paid in Full 0~~ 8.~~950~~750% 360 ~~4 1 (B) 0119314714 Loan Paid in Full 1 7.500% 360~~ 5 1 (B) ~~0119315208~~0119329969 Loan Paid in Full ~~1 9.500% 360 4 1~~ (~~B) 0119315240 Loan Paid in Full 0 6.500% 360 5~~ 1 (B) ~~0119315331 Loan Paid in Full 0 7.500% 360 5 1 (B) 0119315448 Loan Paid in Full 0~~ 6.625% 360 ~~4 1 (B) 0119316610 Loan Paid in Full 0 7.625% 360 4 1 (B) 0119316826 Loan Paid in Full 0~~ 5~~.950%~~ ~~360~~2 ~~4 1~~ (BA) ~~0119317022~~0119286466 Loan Paid in Full ~~1 10.625% 360 4 1 (B) 0119317378 Loan Paid in Full 1 11.250% 360 5 1 (B) 0119317402 Loan Paid in Full~~ 0 ~~9.750% 360 4 1 (B) 0119317782 Loan Paid in Full 0 9.750% 360 4 1 (B) 0119318558 Loan Paid in Full 0 9.500% 360 4 1 (B) 0119319044 Loan Paid in Full 0~~ 7.~~375~~875% 360 ~~4 1 (B) 0119319267 Loan Paid in Full 1 10.250% 360 4 1 (B) 0119319655 Loan Paid in Full 0~~ 6~~.950%~~ ~~360~~2 ~~4 1~~ (BA) ~~0119320000~~0119295285 Loan Paid in Full 0 7.~~950% 360 4 1 (B) 0119320166 Loan Paid in Full 0 11.500% 360 4 1 (B) 0119320794 Loan Paid in Full 0 8.750% 360 4 1 (B) 0119321693 Loan Paid in Full 0 10.~~375% 360 46 1 (B) 0119323871 Loan Paid in Full 0 7.250% 360 4 1 (B) 0119325546 Loan Paid in Full 0 7.500% 360 4 1 (B) 0119325967 Loan Paid in Full 0 9.750% 360 4 1 (B) 0119326791 Loan Paid in Full 0 8.125% 360 4 1 (B) 0119327005 Loan Paid in Full 0 10.375% 360 4 1 (B) 0119328474 Loan Paid in Full 1 10.625% 360 4 1 (B) 0119332070 Loan Paid in Full 0 9.500% 360 4 1 (B) 0119334365 Loan Paid in Full 0 8.750% 360 3 1 (B) 0119334423 Loan Paid in Full 0 8.500% 360 3 1 (B) 0119334597 Loan Paid in Full 0 9.875% 360 4 1 (B) 0119335156 Loan Paid in Full 0 9.750% 360 3 1 (B) 0119336600 Loan Paid in Full 1 7.950% 360 4 1 (B) 0119336758 Loan Paid in Full 0 8.375% 360 3 2 (A) ~~0119278919~~0119303170 Loan Paid in Full ~~(1) 10.750% 180 8 2 (A) 0119285815 Loan Paid in Full~~ 0 86.~~625~~950% 360 5 2 (A) ~~0119287795~~0119305407 Loan Paid in Full 0 97.~~375~~625% 360 56 2 (A) ~~0119316669~~0119307767 Loan Paid in Full 0 8.~~250% 360 4 2 (A) 0119320992 Loan Paid in Full 0 6.950% 180 4 2 (A) 0119324200 Loan Paid in Full 1 6.~~625% ~~180 4 2 (A) 0119336394 Loan Paid in Full 0 8.950%~~ 360 ~~3 2 (B) 0119278083 Loan Paid in Full 0 8.375% 360 6 2 (B) 0119278398 Loan Paid in Full 0 6.125% 360~~ 5 2 (BA) ~~0119278539~~0119335891 Loan Paid in Full 0 67.~~950~~750% 360 ~~6 2 (B) 0119278752 Loan Paid in Full 0 6.375% 360~~ 4 2 (B) ~~0119279669~~0119278034 Loan Paid in Full 0 9.~~125~~875% 360 85 2 (B) ~~0119280337~~0119278299 Loan Paid in Full 0 69.250% 360 813 2 (B) ~~0119280360~~0119278703 Loan Paid in Full 0 8.~~500~~250% 360 ~~8 2 (B) 0119280394 Loan Paid in Full 0 7.875% 360 8 2 (B) 0119280865 Loan Paid in Full 0 7.625% 360 7 2 (B) 0119281616 Loan Paid in Full 0 9.125% 360 7 2 (B) 0119282465 Loan Paid in Full 0~~ 6~~.875%~~ ~~360 6~~ 2 (B) ~~0119282507~~0119278877 Loan Paid in Full 0 ~~7.875% 360 7 2 (B) 0119282622 Loan Paid in Full 0 6.625% 360~~ 8 ~~2 (B) 0119282812 Loan Paid in Full 0 8~~.~~875~~500% 360 5 2 (B) ~~0119283117~~0119280105 Loan Paid in Full 0 107.950% 360 79 2 (B) ~~0119283349~~0119281038 Loan Paid in Full 0 7.~~875~~750% 360 78 2 (B) ~~0119283372~~0119282531 Loan Paid in Full 0 7.~~950~~250% 360 48 2 (B) ~~0119283489~~0119282986 Loan Paid in Full 0 8.~~950~~500% 360 79 2 (B) ~~0119283513~~0119284453 Loan Paid in Full 0 108.500% 360 78 2 (B) ~~0119283786~~0119285302 Loan Paid in Full 0 8.~~250~~500% 360 7 2 (B) ~~0119284156~~0119285393 Loan Paid in Full 0 ~~8.250% 360~~ 6 ~~2 (B) 0119284602 Loan Paid in Full 0 7~~.750% 360 57 2 (B) ~~0119285526~~0119287159 Loan Paid in Full 0 7.~~875~~500% 360 56 2 (B) ~~0119286094~~0119290351 Loan Paid in Full 0 910.~~375~~500% 360 67 2 (B) ~~0119286300~~0119291516 Loan Paid in Full 0 9.~~250% 360 6 2 (B) 0119286532 Loan Paid in Full 1 9.~~950% 360 6 2 (B) ~~0119287175~~0119291763 Loan Paid in Full 0 67.~~950~~875% 360 6 2 (B) ~~0119287332~~0119292225 Loan Paid in Full 0 68.950% 360 56 2 (B) ~~0119287589~~0119292589 Loan Paid in Full 0 ~~7.625% 360 5 2 (B) 0119288397 Loan Paid in Full 1~~ 8.875% 360 6 2 (B) ~~0119288868~~0119294213 Loan Paid in Full 0 87.875% 360 56 2 (B) ~~0119290187~~0119296077 Loan Paid in Full 0 9.~~625~~875% 360 46 2 (B) ~~0119290914~~0119297463 Loan Paid in Full 0 108.~~125% 360 4 2 (B) 0119291193 Loan Paid in Full (1) 10.~~500% 360 56 2 (B) ~~0119291607~~0119299014 Loan Paid in Full 0 ~~8.250% 360 5 2 (B) 0119292357 Loan Paid in Full 0~~ 9.~~125~~950% 360 46 2 (B) ~~0119292563~~0119299154 Loan Paid in Full 0 56.625% 360 56 2 (B) ~~0119292837~~0119299873 Loan Paid in Full 0 8.~~500~~625% 360 ~~4 2 (B) 0119293116 Loan Paid in Full 0 7.750% 360~~ 5 2 (B) ~~0119293363~~0119300457 Loan Paid in Full (1) ~~7.950% 360 5 2 (B) 0119293405 Loan Paid in Full 0~~ 9.~~750~~375% 360 ~~5 2 (B) 0119294478 Loan Paid in Full 0 7.125% 360 5 2 (B) 0119294510 Loan Paid in Full 1~~ 6~~.125%~~ ~~360 5~~ 2 (B) ~~0119294932~~0119302750 Loan Paid in Full 0 7.~~750~~875% 360 ~~4 2 (B) 0119295053 Loan Paid in Full 0 10.125% 360~~ 5 2 (B) ~~0119295475~~0119303063 Loan Paid in Full 0 ~~8.625% 360 4 2 (B) 0119295756 Loan Paid in Full 0~~ 7.~~750~~875% 360 46 2 (B) ~~0119296069~~0119305993 Loan Paid in Full 0 7.~~950~~500% 360 ~~5 2 (B) 0119296309 Loan Paid in Full 0~~ 6~~.875%~~ ~~360 5~~ 2 (B) ~~0119297299~~0119306686 Loan Paid in Full 0 9.~~750~~500% 360 54 2 (B) ~~0119297836~~0119306934 Loan Paid in Full 10 8.875% 360 56 2 (B) ~~0119297943~~0119308161 Loan Paid in Full 0 9.~~250~~375% 360 5 2 (B) ~~0119298073~~0119311660 Loan Paid in Full 0 810.250% 360 56 2 (B) ~~0119298636~~0119313559 Loan Paid in Full 0 78.375% 360 56 2 (B) ~~0119299774~~0119316024 Loan Paid in Full 0 6.~~950% 360 4 2 (B) 0119299865 Loan Paid in Full 0 7.950% 360 5 2 (B) 0119299899 Loan Paid in Full 0 7.750% 360 5 2 (B) 0119300671 Loan Paid in Full 0 7.~~125% 360 ~~4 2 (B) 0119301349 Loan Paid in Full 0~~ 6~~.875%~~ ~~360 5~~ 2 (B) ~~0119302156~~0119316305 Loan Paid in Full 0 ~~9.950% 360 4 2 (B) 0119302495 Loan Paid in Full 1 6.500% 360 4 2 (B) 0119304301 Loan Paid in Full 1~~ 8.~~750~~375% 360 5 2 (B) ~~0119304541~~0119317188 Loan Paid in Full 0 710.~~500% 360 5 2 (B) 0119305324 Loan Paid in Full 0 8.~~950% 360 5 2 (B) ~~0119305365~~0119317386 Loan Paid in Full 0 ~~7.950% 360~~ 5 ~~2 (B) 0119306272 Loan Paid in Full 0 9~~.~~625~~500% 360 ~~4 2 (B) 0119306462 Loan Paid in Full 0 7.250% 360 5 2 (B) 0119306900 Loan Paid in Full 0~~ 6~~.950%~~ ~~360 4~~ 2 (B) ~~0119307312~~0119317477 Loan Paid in Full 0 ~~7.125% 360 5 2 (B) 0119308070 Loan Paid in Full 0~~ 6.~~125~~875% 360 5 2 (B) ~~0119309326~~0119319499 Loan Paid in Full 0 8.500% 360 ~~4 2 (B) 0119310936 Loan Paid in Full 1 7.950% 360~~ 5 2 (B) ~~0119311306~~0119321867 Loan Paid in Full 0 10.~~950~~625% 360 ~~4 2 (B) 0119311462 Loan Paid in Full 0~~ 5~~.950%~~ ~~360 4~~ 2 (B) ~~0119311561~~0119322766 Loan Paid in Full 0 810.~~625% 360 5 2 (B) 0119311942 Loan Paid in Full 1 8.~~250% 360 ~~4 2 (B) 0119312163 Loan Paid in Full 0 7.875% 360~~ 5 2 (B) ~~0119312296~~0119322774 Loan Paid in Full 0 8.~~250% 360 4 2 (B) 0119312742 Loan Paid in Full 2 9.~~625% 360 45 2 (B) ~~0119313583~~0119324598 Loan Paid in Full 0 ~~9.375% 360 4 2 (B) 0119314102 Loan Paid in Full 0~~ 8.~~375~~625% 360 5 2 (B) ~~0119314193~~0119329209 Loan Paid in Full ~~0 10.375% 360 4 2~~ (~~B) 0119314417 Loan Paid in Full 0 8.950% 360 4 2 (B) 0119314581 Loan Paid in Full 0 9.375% 360 4 2 (B) 0119314706 Loan Paid in Full~~ 1 ~~7.875% 360 4 2 (B~~) 0119314805 Loan Paid in Full 0 8.750% 360 3 2 (B) 0119315281 Loan Paid in Full 2 9.875% 360 4 2 (B) 0119316172 Loan Paid in Full 0 10.750% 360 4 2 (B) 0119316420 Loan Paid in Full 1 9.950% 360 4 2 (B) 0119317154 Loan Paid in Full 0 8.250% 360 4 2 (B) 0119318293 Loan Paid in Full 0 6.625% 360 4 2 (B) ~~0119319291~~0119331098 Loan Paid in Full 0 ~~8.950% 360 4 2 (B) 0119319986 Loan Paid in Full 1 8.125% 360 4 2 (B) 0119320828 Loan Paid in Full 0 7.125% 360 4 2 (B) 0119321719 Loan Paid in Full 0~~ 9.125% 360 4 2 (B) 0119322287 Loan Paid in Full 0 6.250% 360 4 2 (B) 0119323103 Loan Paid in Full 0 7.625% 360 4 2 (B) 0119323129 Loan Paid in Full 0 6.950% 360 4 2 (B) 0119323186 Loan Paid in Full 0 7.750% 360 4 2 (B) 0119323236 Loan Paid in Full 0 8.500% 360 45 2 (B) ~~0119323517~~0119331353 Loan Paid in Full ~~(1) 8.250% 360 4 2 (B) 0119324796 Loan Paid in Full~~ 0 ~~10.250% 360 3 2 (B) 0119325033 Loan Paid in Full 0~~ 8.250% 360 4 2 (B) 0119325223 Loan Paid in Full 0 11.500% 360 3 2 (B) 0119325363 Loan Paid in Full 0 10.125% 360 4 2 (B) 0119326866 Loan Paid in Full 0 10.875% 360 4 2 (B) 0119327138 Loan Paid in Full 0 10.875% 360 4 2 (B) 0119327328 Loan Paid in Full 0 8.750% 360 35 2 (B) ~~0119328490~~0119332377 Loan Paid in Full 0 ~~9.950% 360 3 2 (B) 0119328680 Loan Paid in Full 1~~ 7.~~875% 360 4 2 (B) 0119328805 Loan Paid in Full 0 8.~~375% 360 45 2 (B) ~~0119329100~~0119332393 Loan Paid in Full 0 ~~9.250% 360 4 2 (B) 0119329878 Loan Paid in Full 0 9.950% 360 4 2 (B) 0119330421 Loan Paid in Full 0~~ 8.125% 360 45 2 (B) ~~0119330454~~0119333482 Loan Paid in Full 0 98.950% 360 45 2 (B) ~~0119330520~~0119333730 Loan Paid in Full 0 710.~~950~~875% 360 35 2 (B) ~~0119330744~~0119333961 Loan Paid in Full 0 ~~8.375% 360 4 2 (B) 0119330777 Loan Paid in Full 1~~ 7.750% 360 45 2 (B) ~~0119330942~~0119334035 Loan Paid in Full 0 ~~7.950% 360 4 2 (B) 0119330967 Loan Paid in Full 0 10.125% 360 4 2 (B) 0119331247 Loan Paid in Full 0~~ 6.875% 360 35 2 (B) ~~0119331395~~0119335347 Loan Paid in Full 0 8.625% 360 35 2 (B) ~~0119331775~~0119335529 Loan Paid in Full 0 87.~~750~~375% 360 ~~3 2 (B) 0119332294 Loan Paid in Full 0 8.125% 360~~ 4 2 (B) ~~0119333243~~0119335685 Loan Paid in Full ~~1 11.250% 360 4 2 (B) 0119333896 Loan Paid in Full~~ 0 810.~~750~~950% 360 4 2 (B) ~~0119333912~~0119336196 Loan Paid in Full 0 8.875% 360 4 2 (B) ~~0119334720~~0119337178 Loan Paid in Full 0 ~~7.750% 360 4 2 (B) 0119334787 Loan Paid in Full 0 6.500% 360 4 2 (B) 0119335818 Loan Paid in Full 1~~ 10.~~375% 360 3 2 (B) 0119335982 Loan Paid in Full 0 8.250% 360 3 2 (B) 0119336063 Loan Paid in Full 0 9.~~750% 360 34

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 41.~~377~~623% Current Month 4117.~~552~~831% Current Month 41,~~622~~623.~~480~~111% 3 Month Average 02.~~000~~205% 3 Month Average 022.~~000~~176% 3 Month Average 02,421.~~000~~863% 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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 7.144% N/A Apr-2006 1,019.999% N/A May-2006 41.552% N/A May-2006 4,622.480% N/A Jun-2006 17.831% N/A Jun-2006 1,623.111% 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 (A) SMM CPR PSA Current Month 10.~~118~~004% Current Month 120.~~617~~052% Current Month ~~1,402~~4.~~716~~715% 3 Month Average 0.~~000~~362% 3 Month Average 04.~~000~~076% 3 Month Average 0448.~~000~~031% 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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 (0.442)% N/A Apr-2006 (63.337)% N/A May-2006 12.617% N/A May-2006 1,402.716% N/A Jun-2006 0.052% N/A Jun-2006 4.715% 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 (B) SMM CPR PSA Current Month 50.~~015~~908% Current Month 4610.~~068~~366% Current Month ~~5,105~~940.~~485~~305% 3 Month Average 02.~~000~~139% 3 Month Average 020.~~000~~730% 3 Month Average 02,288.~~000~~398% 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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 5.755% N/A Apr-2006 819.404% N/A May-2006 46.068% N/A May-2006 5,105.485% N/A Jun-2006 10.366% N/A Jun-2006 940.305% 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 (A) SMM CPR PSA Current Month 1.~~015~~459% Current Month 1116.~~520~~169% Current Month 1,~~316~~503.~~502~~250% 3 Month Average 01.~~000~~008% 3 Month Average 011.~~000~~370% 3 Month Average 01,257.~~000~~229% 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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 6.421% N/A Apr-2006 951.935% N/A May-2006 11.520% N/A May-2006 1,316.502% N/A Jun-2006 16.169% N/A Jun-2006 1,503.250% 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 (B) SMM CPR PSA Current Month 42.~~814~~045% Current Month 4421.~~682~~962% Current Month 41,~~958~~995.~~421~~773% 3 Month Average 02.~~000~~525% 3 Month Average 024.~~000~~969% 3 Month Average 02,709.~~000~~520% 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. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 8.262% N/A Apr-2006 1,174.365% N/A May-2006 44.682% N/A May-2006 4,958.421% N/A Jun-2006 21.962% N/A Jun-2006 1,995.773% 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 (A) Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.999 10 1,~~965~~962,~~581~~986.9667 0.~~241~~245 0 0.00 0.000 5.000 5.499 16 4,~~550~~545,~~417~~038.2927 0.~~558~~567 0 0.00 0.000 5.500 5.999 199 53,~~550~~721,~~801~~293.1211 6.~~566~~701 7 1,~~688~~684,~~122~~580.6123 5.~~138~~133 6.000 6.499 ~~327~~325 74,~~777~~278,~~633~~384.8208 9.~~169~~265 18 3,~~976~~969,~~006~~757.6094 12.~~101~~096 6.500 6.999 ~~921~~911 ~~182~~180,~~508~~004,~~490~~458.1257 22.~~378~~454 58 12,~~252~~240,~~923~~289.9600 37.~~291~~296 7.000 7.499 ~~546~~541 9089,~~521~~121,~~814~~841.6888 11.~~099~~117 41 6,~~491~~484,~~357~~030.0733 19.~~756~~757 7.500 7.999 1,~~093~~080 ~~161~~159,~~388~~024,~~025~~362.2105 19.~~789~~837 36 3,~~741~~736,~~012~~796.0814 11.386 8.000 8.499 ~~437~~432 5958,~~779~~966,~~864~~011.3200 7.~~330~~355 12 1,~~113~~112,~~420~~584.6808 3.~~389~~390 8.500 8.999 ~~771~~750 9389,~~075~~581,~~525~~802.5227 11.~~412~~174 27 1,~~870~~869,~~801~~189.0198 5.~~694~~695 9.000 9.499 ~~254~~251 29,~~524~~144,~~174~~565.1419 3.~~620~~635 7 ~~335~~334,~~005~~822.7503 1.020 9.500 9.999 ~~369~~363 3635,~~281~~336,~~371~~337.5581 4.~~449~~408 15 ~~884~~883,~~196~~067.6626 2.691 10.000 10.499 ~~105~~103 9,~~951~~536,~~937~~327.8241 1.~~220~~190 3 87,~~229~~134.3222 0.265 10.500 10.999 ~~149~~142 1211,~~504~~333,~~879~~704.9418 1.~~533~~414 6 233,~~939~~683.2868 0.712 11.000 11.499 38 2,~~695~~694,~~580~~125.4839 0.~~331~~336 0 0.00 0.000 11.500 11.999 3534 2,~~119~~055,~~405~~175.0221 0.~~260~~256 3 150,~~279~~110.7184 0.457 12.000 12.499 3 156,~~573~~526.5482 0.~~019~~020 1 33,~~052~~042.3235 0.101 12.500 12.999 4 210,~~559~~504.4154 0.026 0 0.00 0.000 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total 5,~~277~~202 ~~815~~801,~~562~~673,~~635~~444.9445 100.000 234 32,~~857~~819,~~347~~088.0508 100.000

Interest Rate Stratification (continued) 1 (B) 2 (A) Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.999 5 ~~771~~770,~~763~~778.8780 0.~~378~~381 0 0.00 0.000 5.000 5.499 4 1,~~136~~134,~~329~~991.0653 0.~~556~~561 0 0.00 0.000 5.500 5.999 57 10,~~487~~476,~~448~~207.7299 5.~~136~~181 16 5,~~389~~382,~~587~~940.4029 7.~~047~~149 6.000 6.499 ~~102~~101 17,~~529~~282,~~289~~695.7118 8.~~584~~547 26 7,~~282~~272,~~215~~880.9350 9.~~521~~659 6.500 6.999 ~~294~~290 4746,~~407~~605,~~772~~128.8877 23.~~215~~049 9695 20,~~796~~256,~~071~~743.2694 2726.~~190~~904 7.000 7.499 181 26,~~171~~147,~~496~~866.4753 12.~~816~~932 5049 8,~~557~~325,~~683~~582.8101 11.~~189~~058 7.500 7.999 ~~324~~323 38,~~706~~551,~~906~~870.8747 1819.~~954~~066 ~~128~~125 18,~~384~~052,~~722~~918.1545 2423.~~037~~977 8.000 8.499 ~~114~~113 1312,~~082~~969,~~486~~191.1163 6.~~406~~414 40 4,~~511~~507,~~616~~924.3777 5.~~899~~987 8.500 8.999 ~~198~~194 2019,~~427~~904,~~352~~339.4247 109.~~003~~844 6463 5,~~592~~532,~~973~~981.9080 7.~~313~~349 9.000 9.499 85 10,~~106~~100,~~002~~320.3002 4.~~949~~995 19 1,~~632~~631,~~859~~214.5766 2.~~135~~166 9.500 9.999 117 10,~~432~~426,~~875~~992.0243 5.~~109~~157 29 1,~~830~~827,~~055~~125.6633 2.~~393~~427 10.000 10.499 35 2,~~546~~545,~~856~~658.2220 1.~~247~~259 14 ~~878~~877,~~198~~225.7626 1.~~148~~165 10.500 10.999 4847 3,~~642~~585,~~047~~632.6305 1.~~783~~773 19 1,~~024~~022,~~808~~655.7246 1.~~340~~358 11.000 11.499 14 1,~~096~~095,~~151~~704.0248 0.~~537~~542 7 279,~~680~~137.0239 0.~~366~~371 11.500 11.999 98 ~~547~~484,~~831~~397.5702 0.~~268~~240 7 324,~~437~~167.8442 0.~~424~~431 12.000 12.499 1 48,~~383~~369.0626 0.024 0 0.00 0.000 12.500 12.999 1 72,~~155~~136.5709 0.~~035~~036 0 0.00 0.000 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~589~~576 ~~204~~202,~~213~~202,~~148~~279.5092 100.000 ~~515~~509 7675,~~484~~293,~~911~~497.3928 100.000

Interest Rate Stratification (continued) 2 (B) Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 4.500 4.999 5 1,~~193~~192,~~818~~207.0987 0.~~238~~243 5.000 5.499 12 3,~~414~~410,~~088~~046.2374 0.~~680~~694 5.500 5.999 119 3536,~~985~~177,~~642~~564.3960 7.~~168~~363 6.000 6.499 ~~181~~180 45,~~990~~753,~~121~~050.5846 9.~~161~~312 6.500 6.999 ~~473~~468 ~~102~~100,~~051~~902,~~722~~296.0286 20.~~329~~535 7.000 7.499 ~~274~~270 4948,~~301~~164,~~277~~363.3301 9.~~821~~802 7.500 7.999 ~~605~~596 ~~100~~98,~~555~~682,~~384~~776.1199 20.~~031~~084 8.000 8.499 ~~271~~267 4140,~~072~~376,~~341~~310.1652 8.~~182~~217 8.500 8.999 ~~482~~466 6562,~~184~~275,~~398~~291.1902 12.~~985~~674 9.000 9.499 ~~143~~140 17,~~450~~078,~~306~~208.5248 3.476 9.500 9.999 ~~208~~202 2322,~~134~~199,~~244~~152.2179 4.~~608~~518 10.000 10.499 5351 6,~~439~~026,~~653~~309.5273 1.~~283~~226 10.500 10.999 7670 76,~~604~~491,~~084~~732.3199 1.~~515~~321 11.000 11.499 17 1,319,~~749~~283.4452 0.~~263~~268 11.500 11.999 16 1,096,~~855~~499.9093 0.~~218~~223 12.000 12.499 1 75,~~138~~115.1621 0.015 12.500 12.999 3 138,~~403~~368.8445 0.028 >= 13.000 0 0.00 0.000 Total 2,~~939~~883 ~~502~~491,~~007~~358,~~229~~579.0017 100.000

Contact Us: (logo) RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Bankruptcy Report Date: 56/1512/2006 93:5033:3944 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Chapter Current Value Confirmation Date Current UPB Plan Paid to Date Loan Number Filing Date Sr/Jr Lien Bal Prepetition Due Servicer Name Date Originator 147220792 7 $240,000.00 5/1/2006 $209,~~267~~118.8248 $38,838.00 147220792 4/24/2006 Wells Fargo 148082761 7 $82,000.00 3/1/2006 $72,512.16 $38,838.00 148082761 2/28/2006 Wells Fargo Bankruptcy Report (Continued) Date: 56/1512/2006 93:5033:3944 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Post Petition Due End Date Amount Last Paid Last Payment Date Loan Number Date Dismissal Date Servicer Name Originator 147220792 5/1/2006 $01,522.0066 4/5/3/2006 147220792 Wells Fargo 148082761 5/1/2006 $0611.0082 4/10/2006 148082761 Wells Fargo

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Default Summary Dashboard (OTS) Date: 56/1512/2006 93:5033:4145 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Delinquencies Per Servicer CURRENT 30 60 90+ Total Count UPB Count UPB Count UPB Count UPB Count UPB Delinquent N/A N/A 643 $16,~~163~~707,~~278~~519.1847 0 $0.00 0 $0.00 643 $16,~~163~~707,~~278~~519.1847 Foreclosure 0 $0.00 0 $0.00 10 $~~87,940~~0.3500 0 $0.00 10 $~~87,940~~0.3500 Bankruptcy 2 $281,~~779~~630.9864 0 $0.00 0 $0.00 0 $0.00 2 $281,~~779~~630.9864 REO N/A N/A 0 $0.00 0 $0.00 0 $0.00 0 $0.00 FB(Contractual) 0115 $019,271,599.0025 07 $0906,915.0031 0 $0.00 0 $0.00 0122 $020,178,514.0056 Total 2117 $~~281~~19,~~779~~553,229.9889 650 $17,~~163~~614,~~278~~434.1878 10 $~~87,940~~0.3500 0 $0.00 9167 $127,~~532~~167,~~998~~664.5167 Trustee Per Servicer CURRENT 30 60 90+ Total Count UPB Count UPB Count UPB Count UPB Count UPB Delinquent Foreclosure Bankruptcy REO FB(Contractual) Total 0 $0.00 Trustee Report Foreclosure Top 5 States State Count UPB % of Total UPB Average Days In Foreclosure State Average ~~GA 1 $87,940.35 0.01% 3.0 37~~

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Delinquency Report Date: 56/1512/2006 93:5033:4957 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Lien State First Pmt Valuation Method Orig. Value Loan Number Position FICO(Date) Last Paid Dt. Valuation Date Current Value Servicer Name Aging/Delinquency Originator ~~144422508~~144361128 1 SCAR 7/1/2005 $133,000.00 144361128 DELINQ(59/59) 600(2/6/2000) 3/10/2006 $133,000.00 Wells Fargo 145686598 1 FL 11/1/2005 $180,990.00 145686598 DELINQ(59/59) 499(2/6/2000) 3/31/2006 $190,000.00 Wells Fargo 147573307 1 IL 12/1/2005 ~~144422508~~$74,000.00 147573307 DELINQ(59/59) ~~484~~556(2/6/2000) 3/30/2006 $74,000.00 Wells Fargo 147617021 1 NM 12/1/2005 $166,000.00 147617021 DELINQ(59/59) 509(2/206/2000) 3/15/2006 $166,000.00 Wells Fargo ~~147297691~~147695464 1 GAPA 1/1/2006 $40,000.00 147695464 DELINQ(59/59) 588(2/6/2000) 3/15/2006 $40,000.00 Wells Fargo 147725337 1 IA 12/1/2005 ~~147297691~~$226,600.00 147725337 DELINQ(59/59) ~~594~~645(2/6/2000) 3/1/2006 $245,000.00 Wells Fargo 147798466 1 AR 12/1/2005 $189,900.00 147798466 DELINQ(59/59) 577(2/6/2000) 3/31/2006 $189,900.00 Wells Fargo 147828172 1 NY 1/1/2006 $341,000.00 147828172 DELINQ(59/59) 554(2/6/2000) 3/16/2006 $335,000.00 Wells Fargo ~~148832835~~147860266 1 NCOK 1/1/2006 ~~148832835~~$66,000.00 147860266 DELINQ(59/59) ~~461~~565(2/6/2000) 3/73/2006 $66,000.00 Wells Fargo ~~148868847~~148097843 1 MN 12/1/2005 $315,000.00 148097843 DELINQ(59/59) 512(2/6/2000) 3/14/2006 $315,000.00 Wells Fargo 148106362 1 MN 12/1/2005 $33,784.00 148106362 DELINQ(59/59) 563(2/6/2000) 3/1/2006 $34,100.00 Wells Fargo 148120082 1 MA 1/1/2006 ~~148868847~~$390,000.00 148120082 DELINQ(59/59) ~~612~~616(2/6/2000) 3/17/2006 $410,000.00 Wells Fargo 148156433 1 FL 1/1/2006 $120,000.00 148156433 DELINQ(59/59) 541(2/6/2000) 3/22/2006 $120,000.00 Wells Fargo 148164452 1 CA 12/1/2005 $430,000.00 148164452 DELINQ(59/59) 603(2/6/2000) 3/15/2006 $430,000.00 Wells Fargo ~~149186009~~148185275 1 GAVA 12/1/2005 $247,000.00 148185275 DELINQ(59/59) 523(2/6/2000) 3/27/2006 $247,000.00 Wells Fargo 148236367 1 WI 12/1/2005 $94,900.00 148236367 DELINQ(59/59) 564(2/6/2000) 3/6/2006 ~~149186009~~$102,500.00 Wells Fargo 148258114 1 CO 12/1/2005 $179,900.00 148258114 DELINQ(59/59) ~~550~~534(2/6/2000) 3/31/2006 $180,000.00 Wells Fargo 148298334 1 NJ 12/1/2005 $300,000.00 148298334 DELINQ(59/59) 538(2/6/2000) 3/30/2006 $300,000.00 Wells Fargo 148315245 1 MN 1/1/2006 $53,000.00 148315245 DELINQ(59/59) 565(2/6/2000) 4/18/2006 $53,000.00 Wells Fargo 148343072 1 TX 12/1/2005 $87,500.00 148343072 DELINQ(59/59) 599(2/6/2000) 3/1/2006 $90,000.00 Wells Fargo 148349996 1 MI 12/1/2005 $245,000.00 148349996 DELINQ(59/59) 510(2/6/2000) 3/31/2006 $245,000.00 Wells Fargo 148358674 1 VA 1/1/2006 $135,000.00 148358674 DELINQ(59/59) 528(2/6/2000) 3/17/2006 $135,000.00 Wells Fargo 148371834 1 OH 12/1/2005 $140,000.00 148371834 DELINQ(59/59) 503(2/6/2000) 3/1/2006 $140,000.00 Wells Fargo 148383136 1 NY 12/1/2005 $395,000.00 148383136 DELINQ(59/59) 565(2/6/2000) 3/17/2006 $395,000.00 Wells Fargo 148388515 1 DE 1/1/2006 $270,000.00 148388515 DELINQ(59/59) 589(2/6/2000) 3/15/2006 $270,000.00 Wells Fargo 148484157 1 KS 1/1/2006 $180,000.00 148484157 DELINQ(59/59) 583(2/6/2000) 3/23/2006 $180,000.00 Wells Fargo 148523962 1 MN 1/1/2006 $75,000.00 148523962 DELINQ(59/59) 602(2/6/2000) 3/3/2006 $75,000.00 Wells Fargo 148583339 1 MD 12/1/2005 $362,000.00 148583339 DELINQ(59/59) 580(2/6/2000) 3/30/2006 $362,000.00 Wells Fargo 148588957 1 LA 12/1/2005 $89,900.00 148588957 DELINQ(59/59) 644(2/6/2000) 3/20/2006 $90,000.00 Wells Fargo 148652506 1 OK 1/1/2006 $55,000.00 148652506 DELINQ(59/59) 610(2/6/2000) 3/16/2006 $58,000.00 Wells Fargo 148698566 1 MN 12/1/2005 $95,000.00 148698566 DELINQ(59/59) 515(2/6/2000) 3/21/2006 $98,000.00 Wells Fargo 148756208 1 IL 1/1/2006 $185,000.00 148756208 DELINQ(59/59) 619(2/6/2000) 3/10/2006 $185,000.00 Wells Fargo 148815079 1 MO 1/1/2006 $88,000.00 148815079 DELINQ(59/59) 532(2/6/2000) 3/14/2006 $88,000.00 Wells Fargo 148839988 1 VA 1/1/2006 $274,900.00 148839988 DELINQ(59/59) 567(2/6/2000) 3/17/2006 $275,000.00 Wells Fargo 148841778 1 IA 1/1/2006 $360,000.00 148841778 DELINQ(59/59) 496(2/6/2000) 3/28/2006 $360,000.00 Wells Fargo ~~149229908~~148873664 1 FLWV 1/1/2006 ~~149229908~~$189,900.00 148873664 DELINQ(59/59) ~~485~~637(2/6/2000) 3/31/2006 $190,000.00 Wells Fargo 148895154 1 GA 1/1/2006 $159,000.00 148895154 DELINQ(59/59) 560(2/6/2000) 3/15/2006 $159,000.00 Wells Fargo 148930498 1 MN 1/1/2006 $210,000.00 148930498 DELINQ(59/59) 553(2/6/2000) 3/27/2006 $210,000.00 Wells Fargo 149001927 1 MD 1/1/2006 $161,000.00 149001927 DELINQ(59/59) 634(2/6/2000) 3/31/2006 $163,000.00 Wells Fargo 149133654 1 CA 1/1/2006 $570,000.00 149133654 DELINQ(59/59) 503(2/6/2000) 3/13/2006 $570,000.00 Wells Fargo 149139602 1 TX 2/1/2006 $153,000.00 149139602 DELINQ(59/59) 511(2/6/2000) 3/16/2006 $154,600.00 Wells Fargo 149171779 1 ID 1/1/2006 $225,000.00 149171779 DELINQ(59/59) 493(2/6/2000) 3/20/2006 $225,000.00 Wells Fargo 149272247 1 PA 2/1/2006 $150,500.00 149272247 DELINQ(59/59) 468(2/6/2000) 3/15/2006 $191,000.00 Wells Fargo Delinquency Report (Continued) Date: 56/1512/2006 93:5033:4957 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Orig. ~~Value Orig.~~ Amount OLTV BPO Var. % Boarding Date Status History Loan Number Current ~~Value Current~~ Bal LTV Loan Type Sr/Jr Lien Bal Servicer Name Originator ~~144422508~~144361128 $~~250~~83,000.00 62.41% 0.00% 144361128 $~~225~~82,~~000~~479.99 62.01% Conv Wells Fargo 145686598 $126,693.00 9070.00% 4.97% 145686598 $126,436.77 66.54% Conv Wells Fargo 147573307 $70,300.00 95.00% 0.00% ~~144422508~~147573307 $~~250~~70,154.94 94.80% Conv Ins Wells Fargo 147617021 $132,800.00 80.00% 0.00% 147617021 $132,349.83 79.72% Conv Wells Fargo 147695464 $28,000.00 70.00% 0.00% 147695464 $~~224~~27,~~289~~944.50 69.86% Conv Wells Fargo 147725337 $215,270.00 95.00% 8.12% 147725337 $214,789.37 87.66% Conv Ins Wells Fargo 147798466 $90,000.00 47.39% 0.00% 147798466 $89,834.7119 47.30% Conv Wells Fargo 147828172 $301,500.00 88.42% -1.75% 147828172 $301,027.45 89.85% Conv Ins Wells Fargo ~~147297691~~147860266 $~~258~~59,~~900~~400.00 90.00% 0.00% 147860266 $~~207~~59,~~120~~319.64 89.87% Conv Ins Wells Fargo 148097843 $252,000.00 80.00% 0.4200% ~~147297691~~148097843 $~~260~~251,124.77 79.72% Conv Wells Fargo 148106362 $32,095.00 95.00% 0.93% 148106362 $32,032.74 93.93% Conv Ins Wells Fargo 148120082 $292,500.00 75.00% 5.12% 148120082 $290,900.80 70.95% Conv Wells Fargo 148156433 $96,000.00 80.00% 0.00% 148156433 $~~206~~95,~~594~~747.9760 79.4578% Conv Wells Fargo ~~148832835~~148164452 $~~162~~344,000.00 80.00% 0.00% 148164452 $~~129~~342,~~600~~715.34 79.70% Conv Wells Fargo 148185275 $190,000.00 76.92% 0.00% 148185275 $189,539.01 76.73% Conv Wells Fargo 148236367 $39,750.00 41.89% 8.00% 148236367 $39,657.49 38.69% Conv Wells Fargo 148258114 $143,920.00 80.00% 10.2305% ~~148832835~~148258114 $~~164~~143,422.83 79.67% Conv Wells Fargo 148298334 $246,000.00 82.00% 0.00% 148298334 $~~129~~245,~~423~~397.7251 7881.9179% Conv Ins Wells Fargo ~~148868847~~148315245 $~~426~~47,~~000~~700.00 90.00% 0.00% 148315245 $~~340~~47,~~800~~576.97 89.76% Conv Ins Wells Fargo 148343072 $70,000.00 80.00% 2.85% 148343072 $69,819.58 77.57% Conv Wells Fargo 148349996 $193,550.00 79.00% 0.00% ~~148868847~~148349996 $~~426~~192,827.15 78.70% Conv Wells Fargo 148358674 $76,000.00 56.30% 0.00% 148358674 $~~340~~75,~~279~~805.87 56.15% Conv Wells Fargo 148371834 $119,000.00 85.00% 0.00% 148371834 $118,660.73 84.75% Conv Ins Wells Fargo 148383136 $316,000.00 80.00% 0.00% 148383136 $315,301.18 79.8782% Conv Wells Fargo ~~149186009~~148388515 $~~100~~243,000.00 90.00% 0.00% 148388515 $85242,398.94 89.77% Conv Ins Wells Fargo 148484157 $153,000.00 85.00% 60.5000% ~~149186009~~148484157 $~~106~~152,~~500~~793.06 84.88% Conv Ins Wells Fargo 148523962 $60,000.00 80.00% 0.00% 148523962 $8459,~~942~~876.3360 79.83% Conv Wells Fargo 148583339 $330,000.00 91.16% 0.00% 148583339 $329,011.14 90.88% Conv Ins Wells Fargo 148588957 $71,920.00 80.00% 0.11% 148588957 $71,709.47 79.67% Conv Wells Fargo 148652506 $52,250.00 95.00% 5.45% 148652506 $52,142.70 89.90% Conv Ins Wells Fargo 148698566 $76,000.00 80.00% 3.15% 148698566 $75,836.21 77.38% Conv Wells Fargo 148756208 $166,500.00 90.00% 0.00% 148756208 $166,126.96 89.79% Conv Ins Wells Fargo ~~149229908~~148815079 $~~305~~61,600.00 70.00% 0.00% 148815079 $61,473.46 69.85% Conv Wells Fargo 148839988 $233,665.00 85.00% 0.03% 148839988 $233,226.22 84.80% Conv Ins Wells Fargo 148841778 $324,000.00 90.00% 0.00% 148841778 $323,505.29 89.86% Conv Ins Wells Fargo 148873664 $150,450.00 79.23% 0.05% 148873664 $150,219.64 79.06% Conv Wells Fargo 148895154 $127,200.00 80.00% 0.00% 148895154 $126,861.45 79.78% Conv Wells Fargo 148930498 $178,500.00 85.00% 0.00% 148930498 $178,238.87 84.87% Conv Ins Wells Fargo 149001927 $152,950.00 95.00% 1.24% 149001927 $152,615.76 93.62% Conv Ins Wells Fargo 149133654 $423,000.00 5874.3621% 0.00% ~~149229908~~149133654 $~~305~~421,774.61 73.99% Conv Wells Fargo 149139602 $120,000.00 78.43% 1.04% 149139602 $~~177~~119,~~747~~884.56 77.54% Conv Wells Fargo 149171779 $130,000.00 57.78% 0.00% 149171779 $129,779.74 57.67% Conv Wells Fargo 149272247 $105,350.00 70.00% 26.91% 58149272247 $105,178.2754 55.06% Conv Wells Fargo

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Forbearance Report Date: 5/15/2006 9:50:46 AM Deal Number: SASCO 2006-WF1 Report As of: 4/30/2006 Investor Ln Nbr Loan Number FB DATE Current PI Amt. FB Payment Payment Amount Servicer Name Amount Difference Originator Forbearance Report (Continued) Date: 5/15/2006 9:50:46 AM Deal Number: SASCO 2006-WF1 Report As of: 4/30/2006 Investor Ln Nbr Loan Number Arrears Next Payment Last Paid Date Servicer Name Contractual Due Date Originator

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Forecasted Losses Report Date: 56/1512/2006 93:5034:5201 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Lien State First Pmt Valuation Method Orig. Value Loan Number Position FICO(Date) Last Paid Dt. Valuation Date Current Value Servicer Name Aging Originator Forecasted Losses Report (Continued) Date: 56/1512/2006 93:5034:5201 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Orig. Amount OLTV BPO Var. % Boarding Date Status History Loan Number Current Bal LTV Loan Type Sr/Jr Lien Bal Est. Loss Servicer Name Originator Total Est. Loss: $0.00

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Foreclosure Report Date: 56/1512/2006 93:5033:4652 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Lien State First Pmt Valuation Method Orig. Value Loan Number Position FICO(Date) Last Paid Dt. Valuation Date Current Value Servicer Name Aging/Delinquency Originator ~~149106346 1 GA 1/1/2006 $110,000.00 149106346 (3/90) 574() 1/16/2006 $113,000.00 Wells Fargo~~ Foreclosure Report (Continued) Date: 56/1512/2006 93:5033:4652 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Orig. Amount OLTV BPO Var. % Boarding Date Status History Loan Number Current Bal LTV Loan Type Sr/Jr Lien Bal Servicer Name Originator ~~149106346 $88,000.00 80.00% 2.72% 149106346 $87,940.35 77.82% Conv Wells Fargo~~

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com GainsLosses Report Date: 56/1512/2006 93:5033:4655 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Original UPB Current Value Total Waived PPP ~~Disposition~~ Loan Number Current UPB Sr/Jr Lien Bal Expenses ~~Proceeds~~ Servicer Name Originator GainsLosses Report (Continued) Date: 56/1512/2006 93:5033:4655 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Disposition Insurance Forecasted Loss Actual Gain(Loss) Loss Severity Loan Number Proceeds Proceeds Servicer Name Originator

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Insurance Claims Settled Date: 56/1512/2006 93:5033:4755 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Original UPB Original Value Original LTV MI Cert. # MI Cov. % Loan Number Current UPB Current Value Current LTV MI Company Cov. Type Servicer Name Originator Insurance Claims Settled (Continued) Date: 56/1512/2006 93:5033:4755 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr HZ Claim Dt HZ Claim HZ Claim Settled HZ Amt Paid Claim Close Loan Number MI Claim Dt Amount MI Claim Settled MI Amt Paid Method Servicer Name MI Claim Amount Originator

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Insurance Pending Claims Date: 56/1512/2006 93:5033:4756 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Original UPB Original Value Original LTV MI Cert. # Loan Number Current UPB Current Value Current LTV MI Company Servicer Name Originator Insurance Pending Claims (Continued) Date: 56/1512/2006 93:5033:4756 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr MI Cov. % HZ Claim Dt HZ Claim Amount Loan Number Cov. Type MI Claim Dt MI Claim Amount Servicer Name Originator

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Loan Prepayment Summary Date: 56/1512/2006 93:5033:5059 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Date of Prepayment APF Flag (Y/N) Prepayment Premium Due ~~Prepayment Premium~~ Loan Number ~~Received on APF Loan~~ Servicer Name Originator ~~144418241~~140676313 45/2611/2006 N $0.00 140676313 Wells Fargo 143196889 5/17/2006 Y $01,340.0064 ~~144418241~~143196889 Wells Fargo ~~145255626~~143330058 45/330/2006 Y $~~248~~3,952.4794 143330058 Wells Fargo 144047503 5/5/2006 Y $241,~~847~~965.4015 ~~145255626~~144047503 Wells Fargo ~~145697348~~144308012 45/32/2006 NY $07,016.0009 144308012 Wells Fargo 145456851 5/30/2006 Y $01,494.0033 ~~145697348~~145456851 Wells Fargo ~~146238928~~145597365 45/251/2006 NY $02,394.0016 145597365 Wells Fargo 145979977 5/2/2006 N $0.00 ~~146238928~~145979977 Wells Fargo ~~146645197~~146404413 45/1217/2006 N $0.00 146404413 Wells Fargo 146558929 5/15/2006 Y $02,946.0088 ~~146645197~~146558929 Wells Fargo ~~146660899~~146874417 45/2417/2006 N $0.00 146874417 Wells Fargo 147004501 5/24/2006 Y $03,246.0095 ~~146660899~~147004501 Wells Fargo ~~146677851~~147055818 45/1330/2006 Y $15,~~031~~917.9213 147055818 Wells Fargo 147069173 5/30/2006 Y $742,~~785~~035.7758 ~~146677851~~147069173 Wells Fargo ~~146837604~~147299234 45/422/2006 N $0.00 147299234 Wells Fargo 147405674 5/24/2006 Y $03,493.0051 ~~146837604~~147405674 Wells Fargo ~~147474886~~147788715 45/281/2006 N $0.00 147788715 Wells Fargo 147868905 5/30/2006 Y $0642.0055 ~~147474886~~147868905 Wells Fargo ~~147676043~~147875645 45/2723/2006 Y $~~7,216~~826.2551 147875645 Wells Fargo 147880835 5/4/2006 Y $~~203~~5,~~419~~958.6251 ~~147676043~~147880835 Wells Fargo ~~147851109~~147914022 45/282/2006 N $0.00 ~~$0.00~~147914022 ~~147851109~~ Wells Fargo ~~147857163~~147942627 45/2023/2006 Y $~~750.44 $51~~6,~~007~~500.4977 ~~147857163~~147942627 Wells Fargo ~~147942122~~147994479 45/1326/2006 Y $45,~~658~~035.0115 147994479 Wells Fargo 148044555 5/12/2006 Y $~~207~~8,~~246~~237.6542 ~~147942122~~148044555 Wells Fargo ~~147993133~~148062185 45/278/2006 N $0.00 ~~$0.00~~148062185 ~~147993133~~ Wells Fargo ~~147994321~~148086291 45/2030/2006 Y $111,~~563~~823.4315 ~~$296,638.56~~148086291 ~~147994321~~ Wells Fargo ~~148079346~~148116999 45/318/2006 N $0.00 148116999 Wells Fargo 148164742 5/12/2006 Y $02,134.0076 ~~148079346~~148164742 Wells Fargo ~~148125115~~148221369 45/1123/2006 N $0.00 ~~$0.00~~148221369 ~~148125115~~ Wells Fargo ~~148208119~~148225105 45/2715/2006 NY $05,453.0096 ~~$0.00~~148225105 ~~148208119~~ Wells Fargo ~~148250764~~148250376 45/2130/2006 N $0.00 ~~$0.00~~148250376 ~~148250764~~ Wells Fargo ~~148377666~~148263767 45/330/2006 N $0.00 ~~$0.00~~148263767 ~~148377666~~ Wells Fargo ~~148390461~~148329899 4/5/4/2006 NY $05,113.0052 ~~$0.00~~148329899 ~~148390461~~ Wells Fargo ~~148559701~~148341258 45/2715/2006 N $0.00 ~~$0.00~~148341258 ~~148559701~~ Wells Fargo ~~148561228~~148343676 4/5/8/2006 Y $314,~~131~~118.7580 ~~$90,820.19~~148343676 ~~148561228~~ Wells Fargo ~~148591381~~148343825 45/730/2006 Y $42,~~385~~358.9917 ~~$159,592.33~~148343825 ~~148591381~~ Wells Fargo ~~148597727~~148390735 45/1823/2006 Y $32,~~123~~732.7839 ~~$117,966.78~~148390735 ~~148597727~~ Wells Fargo ~~148613102~~148409469 45/330/2006 Y $108,~~519~~276.3694 ~~$314,208.60~~148409469 ~~148613102~~ Wells Fargo ~~148625387~~148410764 45/1930/2006 N $0.00 148410764 Wells Fargo 148423973 5/15/2006 N $0.00 ~~148625387~~148423973 Wells Fargo ~~148686595~~148430796 45/31/2006 YN $~~2,798~~0.00 148430796 Wells Fargo 148459357 5/25/2006 N $~~84,836~~0.2700 ~~148686595~~148459357 Wells Fargo ~~148744675~~148467624 45/2616/2006 YN $~~5,012~~0.6000 ~~$189,323.86~~148467624 ~~148744675~~ Wells Fargo ~~148750821~~148521842 45/1730/2006 Y $35,~~369~~722.9851 ~~$168,498.99~~148521842 ~~148750821~~ Wells Fargo ~~148781461~~148561053 45/315/2006 N $0.00 ~~$0.00~~148561053 ~~148781461~~ Wells Fargo ~~148789308~~148567761 45/2730/2006 Y $1,~~747~~511.3586 148567761 Wells Fargo 148597933 5/9/2006 Y $~~209~~5,~~953~~046.8868 ~~148789308~~148597933 Wells Fargo ~~148811268~~148670391 45/289/2006 NY $04,675.0013 148670391 Wells Fargo 148675549 5/4/2006 Y $0966.0016 ~~148811268~~148675549 Wells Fargo ~~148813512~~148699036 45/1930/2006 N $0.00 148699036 Wells Fargo 148708423 5/24/2006 N $0.00 ~~148813512~~148708423 Wells Fargo ~~148843675~~148714033 45/1911/2006 YN $~~4,410~~0.4200 ~~$144,683.13~~148714033 ~~148843675~~ Wells Fargo ~~148843816~~148778798 45/2630/2006 YN $~~1,216~~0.3400 ~~$133,166.51~~148778798 ~~148843816~~ Wells Fargo ~~148844525~~148821234 45/2624/2006 N $0.00 148821234 Wells Fargo 148839947 5/30/2006 N $0.00 ~~148844525~~148839947 Wells Fargo ~~148858376~~148839962 45/2830/2006 N $0.00 ~~$0.00~~148839962 ~~148858376~~ Wells Fargo ~~148866254~~148874944 45/1925/2006 Y $2,~~521~~250.3661 ~~$86,994.68~~148874944 ~~148866254~~ Wells Fargo ~~148899057~~149023566 45/181/2006 YN $~~8,697~~0.3600 ~~$214,819.69~~149023566 ~~148899057~~ Wells Fargo ~~148919913~~149048613 45/1122/2006 Y $~~703.20 $70~~2,~~252~~490.8447 ~~148919913~~149048613 Wells Fargo ~~148981988~~149062366 45/2718/2006 N $0.00 149062366 Wells Fargo 149068413 5/24/2006 N $0.00 ~~148981988~~149068413 Wells Fargo ~~149044943~~149104861 45/182/2006 N $0.00 149104861 Wells Fargo 149111585 5/12/2006 N $0.00 ~~149044943~~149111585 Wells Fargo ~~149101065~~149150039 5/4/192006 Y $3,366.99 149150039 Wells Fargo 149150344 5/30/2006 N $0.00 149150344 Wells Fargo 149191306 5/26/2006 N $0.00 ~~149101065~~149191306 Wells Fargo ~~149141228~~149196859 45/2815/2006 Y $29,~~055~~465.7627 149196859 Wells Fargo 149203804 5/3/2006 Y $~~192~~5,~~508~~498.4834 ~~149141228~~149203804 Wells Fargo ~~149199176~~149207789 45/5/2006 N $0.00 149207789 Wells Fargo 149260762 5/16/2006 Y $06,814.0005 ~~149199176~~149260762 Wells Fargo ~~149199481~~149273872 45/2715/2006 NY $04,357.0067 ~~$0.00~~149273872 ~~149199481~~ Wells Fargo ~~149218737~~149282907 45/261/2006 Y $2,~~053~~099.53 149282907 Wells Fargo 149297418 5/3/2006 N $~~58,697~~0.7600 ~~149218737~~149297418 Wells Fargo ~~149220634~~149315095 45/182/2006 YN $~~10,044~~0.3900 ~~$295,538.66~~149315095 ~~149220634~~ Wells Fargo ~~149335317~~149498875 45/430/2006 YN $~~1,270~~0.7800 ~~$127,858.17~~149498875 ~~149335317~~ Wells Fargo Loan Prepayment Summary (Continued) Date: 56/1512/2006 93:5033:5059 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Prepayment Premium Prepayment Amount Total Prepayment Loan Number Received on APF Loan Servicer Name Originator ~~144418241~~140676313 $140.00 $217,~~124~~553.1299 $14217,~~124~~553.1299 ~~144418241~~140676313 Wells Fargo ~~145255626~~143196889 $2536,~~095~~366.8772 ~~145255626~~$37,707.36 143196889 Wells Fargo ~~145697348~~143330058 $65125,~~175~~622.9747 $129,575.41 143330058 Wells Fargo 144047503 $196,008.53 $197,973.68 144047503 Wells Fargo 144308012 $206,484.49 $213,500.58 144308012 Wells Fargo 145456851 $127,069.74 $128,564.07 145456851 Wells Fargo 145597365 $238,035.49 $240,429.65 145597365 Wells Fargo 145979977 $0.00 $97,~~175~~904.33 $97,904.33 ~~145697348~~145979977 Wells Fargo ~~146238928~~146404413 $~~210~~0.00 $110,~~119~~491.9909 $~~210~~110,~~119~~491.9909 ~~146238928~~146404413 Wells Fargo ~~146645197~~146558929 $~~249~~86,~~946~~838.3847 $~~249~~89,~~946~~785.35 146558929 Wells Fargo 146874417 $0.00 $273,633.67 $273,633.67 146874417 Wells Fargo 147004501 $125,026.08 $128,273.03 147004501 Wells Fargo 147055818 $295,856.31 $301,773.44 147055818 Wells Fargo 147069173 $229,853.80 $231,889.38 ~~146645197~~147069173 Wells Fargo ~~146660899~~147299234 $950.00 $47,~~772~~798.3947 $9547,~~772~~798.3947 ~~146660899~~147299234 Wells Fargo ~~146677851~~147405674 $75116,~~817~~560.6934 ~~146677851~~$120,053.85 147405674 Wells Fargo ~~146837604~~147788715 $~~207~~0.00 $145,~~327~~444.6267 $~~207~~145,444.67 147788715 Wells Fargo 147868905 $16,155.61 $16,798.16 147868905 Wells Fargo 147875645 $23,631.80 $24,458.31 147875645 Wells Fargo 147880835 $189,327.6217 ~~146837604~~$195,285.68 147880835 Wells Fargo ~~147474886~~147914022 $~~194~~0.00 $246,788.83 $246,788.83 147914022 Wells Fargo 147942627 $183,296.30 $189,797.07 147942627 Wells Fargo 147994479 $193,927.84 $198,962.99 147994479 Wells Fargo 148044555 $261,734.26 $269,971.68 148044555 Wells Fargo 148062185 $0.00 $104,529.7591 $~~194~~104,529.7591 ~~147474886~~148062185 Wells Fargo ~~147676043~~148086291 $~~210~~223,~~635~~323.8737 ~~147676043~~$225,146.52 148086291 Wells Fargo ~~147851109~~148116999 $~~163~~0.00 $215,~~153~~398.1086 $~~163~~215,~~153~~398.1086 ~~147851109~~148116999 Wells Fargo ~~147857163~~148164742 $51106,~~757~~737.9395 ~~147857163~~$108,872.71 148164742 Wells Fargo ~~147942122~~148221369 $0.00 $46,529.12 $46,529.12 148221369 Wells Fargo 148225105 $206,087.87 $211,~~904~~541.83 148225105 Wells Fargo 148250376 $0.00 $214,342.17 $214,342.17 148250376 Wells Fargo 148263767 $0.00 $122,021.77 $122,021.77 148263767 Wells Fargo 148329899 $162,447.14 $167,560.66 ~~147942122~~148329899 Wells Fargo ~~147993133~~148341258 $~~184~~0.00 $277,~~364~~601.6277 $~~184~~277,~~364~~601.6277 ~~147993133~~148341258 Wells Fargo ~~147994321~~148343676 $~~308~~508,~~201~~296.9951 ~~147994321~~$522,415.31 148343676 Wells Fargo ~~148079346~~148343825 $~~223~~54,~~609~~872.1392 $~~223~~57,~~609~~231.1309 ~~148079346~~148343825 Wells Fargo ~~148125115~~148390735 $~~406~~89,~~916~~669.0424 $~~406~~92,~~916~~401.0463 ~~148125115~~148390735 Wells Fargo ~~148208119~~148409469 $~~732~~276,~~169~~158.41 $284,435.35 148409469 Wells Fargo 148410764 $0.00 $~~732~~269,~~169~~865.24 $269,865.24 148410764 Wells Fargo 148423973 $0.00 ~~148208119~~$202,096.83 $202,096.83 148423973 Wells Fargo ~~148250764~~148430796 $~~127~~0.00 $73,~~791~~290.5389 $~~127~~73,~~791~~290.5389 ~~148250764~~148430796 Wells Fargo ~~148377666~~148459357 $~~534~~0.00 $53,~~875~~838.6428 $~~534~~53,~~875~~838.6428 ~~148377666~~148459357 Wells Fargo ~~148390461~~148467624 $0.00 $203,~~441~~882.3544 $203,~~441~~882.3544 ~~148390461~~148467624 Wells Fargo ~~148559701~~148521842 $~~480~~229,~~450~~120.3223 $~~480~~234,~~450~~842.3274 ~~148559701~~148521842 Wells Fargo ~~148561228~~148561053 $930.00 $283,~~951~~986.9471 ~~148561228~~$283,986.71 148561053 Wells Fargo ~~148591381~~148567761 $~~163~~129,~~978~~630.3217 ~~148591381~~$131,142.03 148567761 Wells Fargo ~~148597727~~148597933 $~~121~~150,~~090~~767.5674 ~~148597727~~$155,814.42 148597933 Wells Fargo ~~148613102~~148670391 $~~324~~191,~~727~~057.9633 ~~148613102~~$195,732.46 148670391 Wells Fargo ~~148625387~~148675549 $~~210~~87,~~877~~778.5288 $~~210~~88,~~877~~745.5204 ~~148625387~~148675549 Wells Fargo ~~148686595~~148699036 $870.00 $303,~~634~~941.5205 ~~148686595~~$303,941.05 148699036 Wells Fargo ~~148744675~~148708423 $~~194~~0.00 $256,~~336~~964.4682 ~~148744675~~$256,964.82 148708423 Wells Fargo ~~148750821~~148714033 $~~171~~0.00 $350,~~868~~806.9790 ~~148750821~~$350,806.90 148714033 Wells Fargo ~~148781461~~148778798 $~~250~~0.00 $131,~~471~~594.7144 $~~250~~131,~~471~~594.7144 ~~148781461~~148778798 Wells Fargo ~~148789308~~148821234 $~~211~~0.00 $263,~~701~~586.2306 ~~148789308~~$263,586.06 148821234 Wells Fargo ~~148811268~~148839947 $~~160~~0.00 $125,~~480~~374.3844 $~~160~~125,~~480~~374.3844 ~~148811268~~148839947 Wells Fargo ~~148813512~~148839962 $~~272~~0.00 $147,~~142~~553.9989 $~~272~~147,~~142~~553.9989 ~~148813512~~148839962 Wells Fargo ~~148843675~~148874944 $~~149~~112,~~093~~530.5571 ~~148843675~~$114,781.32 148874944 Wells Fargo ~~148843816~~149023566 $~~134~~0.00 $63,~~382~~287.8537 ~~148843816~~$63,287.37 149023566 Wells Fargo ~~148844525~~149048613 $~~435~~94,~~554~~064.8406 $~~435~~96,554.8453 ~~148844525~~149048613 Wells Fargo ~~148858376~~149062366 $~~175~~0.00 $229,~~795~~714.7829 $~~175~~229,~~795~~714.7829 ~~148858376~~149062366 Wells Fargo ~~148866254~~149068413 $890.00 $170,~~516~~610.0457 ~~148866254~~$170,610.57 149068413 Wells Fargo ~~148899057~~149104861 $~~223~~0.00 $224,~~517~~551.0599 ~~148899057~~$224,551.99 149104861 Wells Fargo ~~148919913~~149111585 $700.00 $106,~~956~~701.0415 ~~148919913~~$106,701.15 149111585 Wells Fargo ~~148981988~~149150039 $~~247~~347,~~712~~429.9442 $~~247~~350,~~712~~796.9441 ~~148981988~~149150039 Wells Fargo ~~149044943~~149150344 $~~322~~0.00 $236,~~322~~214.3828 $~~322~~236,~~322~~214.3828 ~~149044943~~149150344 Wells Fargo ~~149101065~~149191306 $~~129~~0.00 $245,~~644~~949.0163 $~~129~~245,~~644~~949.0163 ~~149101065~~149191306 Wells Fargo ~~149141228~~149196859 $~~194~~217,~~564~~673.2498 ~~149141228~~$227,139.25 149196859 Wells Fargo ~~149199176~~149203804 $~~385~~177,~~054~~492.7856 $~~385~~182,~~054~~990.7890 ~~149199176~~149203804 Wells Fargo ~~149199481~~149207789 $~~643~~0.00 $177,~~537~~968.3931 $~~643~~177,~~537~~968.3931 ~~149199481~~149207789 Wells Fargo ~~149218737~~149260762 $60197,~~751~~627.2906 ~~149218737~~$204,441.11 149260762 Wells Fargo ~~149220634~~149273872 $~~305~~147,~~583~~774.0507 ~~149220634~~$152,131.74 149273872 Wells Fargo ~~149335317~~149282907 $~~129~~47,~~128~~947.9559 ~~149335317~~$50,047.12 149282907 Wells Fargo 149297418 $0.00 $171,509.69 $171,509.69 149297418 Wells Fargo 149315095 $0.00 $243,586.56 $243,586.56 149315095 Wells Fargo 149498875 $0.00 $131,249.33 $131,249.33 149498875 Wells Fargo

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Loan Statistics Dashboard (OTS) Date: 56/1512/2006 93:5033:4449 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Summary Description Count UPB % of Total UPB Current ~~5274~~5035 $~~815~~775,~~831~~107,~~087~~014.5869 9996.8161% Delinq 9167 $127,~~532~~167,~~998~~664.5167 03.1838% Total ~~5283~~5202 $~~817~~802,~~364~~274,~~086~~679.0936 Average UPB $154,~~715~~224.9028 WAM(Months) ~~350~~349 WACLTV WAC 7.5857% Del Trigger Target Actual n/a Loan with Pre. ~~4101~~4060 $~~616~~609,~~957~~175,~~442~~968.9987 75.4893% Penalties Loss Severity 0.00% Pymt Velocity Rate Type Stratification Description Count UPB % of Total UPB ARM ~~4528~~4453 $~~707~~693,~~535~~679,~~890~~946.7436 86.5646% Fixed Rate ~~755~~749 $~~109~~108,~~828~~594,~~195~~733.3500 13.4353% Top 5 States State Count UPB % of Total UPB CA ~~463~~455 $~~126~~123,~~049~~670,~~215~~785.6248 15.4241% IL ~~329~~321 $4241,~~884~~455,~~727~~153.2910 5.2416% TX ~~259~~257 $24,~~701~~300,~~252~~613.8637 3.02% FL ~~257~~253 $4544,~~418~~610,~~680~~290.4947 5.5556% MD ~~234~~229 $5049,~~244~~308,~~004~~722.0413 6.14% LTV Stratification Range Count UPB % of Total UPB < 65% ~~737~~721 $~~107~~105,~~765~~176,~~128~~234.8973 13.1810% 65% - < 75% ~~916~~895 $~~144~~140,~~265~~514,~~566~~034.5669 17.6551% 75% - < 85% ~~2549~~2522 $~~398~~393,~~568~~548,~~584~~879.5332 4849.7605% 85% - < 95% ~~902~~886 $~~140~~136,~~504~~923,~~871~~959.3785 17.1806% 95% - < 100% ~~179~~178 $26,~~259~~111,~~934~~570.7477 3.2125% > 100% 0 $0.00 0.00% FICO Stratification Range Count UPB % of Total UPB N/A 6967 $9,~~790~~385,~~910~~218.3489 1.1916% 300 - < 400 0 $0.00 0.00% 400 - < 500 ~~187~~183 $22,~~658~~006,~~466~~240.4443 2.7774% 500 - < 600 ~~2037~~2001 $~~284~~279,~~978~~295,~~094~~570.3170 34.8681% 600 - < 700 ~~2675~~2638 $~~437~~429,~~161~~305,~~769~~481.1647 53.4851% 700 - < 850 ~~315~~313 $62,~~774~~282,~~845~~167.8487 7.6876% UPB Stratification Range Count UPB % of Total UPB 0 - < $25K 6058 $1,~~206~~165,~~745~~212.7535 0.14% $25K - < $75K ~~1103~~1096 $6059,~~044~~645,~~611~~394.5838 7.3443% $75K - < $150K ~~1914~~1890 $~~211~~208,~~001~~205,~~293~~725.8004 25.8195% $150K - < $200K ~~931~~915 $~~161~~158,~~915~~992,~~222~~368.4373 19.8081% > $200K ~~1275~~1243 $~~383~~374,~~196~~265,~~212~~978.5386 46.8865% Interest Rate Stratification Range Count UPB % of Total UPB 0% - < 5% 10 $1,~~967~~964,~~637~~785.7627 0.24% 5% - < 10% ~~4938~~4868 $~~787~~774,~~660~~311,~~489~~742.6439 96.3651% 10% - < 15% ~~335~~324 $2725,~~735~~998,~~958~~151.6970 3.3924% Lien Position Stratification Position Count UPB % of Total UPB 1 ~~5283~~5202 $~~817~~802,~~364~~274,~~086~~679.0936 100.00% Variable Rate Loans by Index Index Count UPB % of Total UPB 1 Year Treas. 32 $6,~~445~~441,~~895~~681.1886 0.7880% 6 Month LIBOR ~~4496~~4421 $~~701~~687,~~089~~238,~~995~~264.5650 85.7766% Losses Prior Losses $0.00 Current Month L $0.00 G $0.00 Total Losses $0.00 Cum. Loss Trig Target Actual n/a %

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Red Flag Dashboard (OTS) Date: 56/1512/2006 93:5033:4652 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Loans Delinquent>= 90 Days (w/ BK, FC, FB) MI Claims open >= 60 Days Count UPB Number of Loans Total Claim Amount Avg. Claim Avg. Aging 10 ~~$87,940.35~~ 0 In Foreclosure >= 180 Days REO Not on Market and in Inventory >= 60 Days Count UPB Number of Loans Total UPB Avg. Days in Inventory 0 0 In Bankruptcy >= 60 Days REO on Market and in Inventory >= 60 Days Count UPB Number of Loans Total UPB Avg. Days in Inventory 1 $72,512.16 0 REO >= 180 Days REO Prop in Eviction >= 60 Days Count UPB Number of Loans Total UPB Avg. Days in Eviction 0 0 Loans with LTV >= 85% and Delinquent >= 60 Days(Excluded BPO Reconciliation BK, FC, FB, REO) Variance Number of Loans Total UPB Count UPB 10 - 15% 6867 $76,~~046~~917,~~980~~471.8366 0 15 - 20% 37 $3,~~294~~291,~~581~~852.8810 Loans with UPB <= $50K and Delinquent >= 30 20 - 25% 2221 $1,~~997~~870,~~512~~580.9203 Days(Excluded BK, FC, FB, REO) 25 - 30% 109 $~~895~~677,~~777~~703.4059 Count UPB > 30% 3231 $2,~~495~~476,~~095~~526.0693 04 $147,211.70 Loans in Foreclosure >= 60 Days beyond state average Count UPB 0

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com REO Report Date: 56/1512/2006 93:5033:4856 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Tfr Dt Days in CV Val Dt Eviction Nbr Listed Dt Inventory UPB Val Meth Required Loan Number State Servicer Name Originator REO Report (~~Continued~~Contiued) Date: 56/1512/2006 93:5033:4856 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Evict Start Dt Days in Insurance EXPENSES List Price Contract Date Closing Date Nbr Evict Cmp Dt Eviction In Place Actual Sales Price Loan Number State Avg BPO Var. % Projected Servicer Name Originator

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Watch List Report Date: 56/1512/2006 93:5034:5100 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Lien State First Pmt Valuation Method Orig. Value Loan Number Position FICO(Date) Last Paid Dt. Valuation Date Current Value Servicer Name Aging/Delinquency Originator Watch List Report (Continued) Date: 56/1512/2006 93:5034:5100 AMPM Deal Number: SASCO 2006-WF1 Report As of: 45/30/2006 Investor Ln Nbr Orig. Amount OLTV BPO Var. % Boarding Date Status History Loan Number Current Bal LTV Loan Type Sr/Jr Lien Bal Servicer Name Originator

Filing Compare · SASCO 2006-WF1