10-D 1 dal06ab1_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 26, 2006 to June 26, 2006 Commission File Number of issuing entity: 333-127621-06 Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127621 Deutsche Alt-A Securities Inc. (Exact name of depositor as specified in its charter) DB Structured Products, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2193481 54-2193482 54-2193483 54-2193544 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1-A _____ _____ __X___ ____________ A-1-B _____ _____ __X___ ____________ A-1-C _____ _____ __X___ ____________ A-2-A _____ _____ __X___ ____________ A-2-B _____ _____ __X___ ____________ A-2-C _____ _____ __X___ ____________ A-2-D _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ A-X _____ _____ __X___ ____________ A-X-1 _____ _____ __X___ ____________ A-X-2 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R-1 _____ _____ __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 Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB1. 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 Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB1, relating to the June 26, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kristen Ann Cronin Kristen Ann Cronin, Vice President Date: July 6, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB1, relating to the June 26, 2006 distribution. EX-99.1 DEUTSCHE ALT-A SECURITIES INC Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 DEUTSCHE ALT-A SECURITIES INC Mortgage Pass-Through Certificates Series 2006-AB1 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 A-1-A 251510MD2 5.43100% 7977,~~257~~114,~~030~~332.7009 ~~358~~349,~~704~~006.1162 A-1-B 251510ME0 5.20000% 4745,~~176~~901,~~803~~388.9915 ~~204~~198,~~432~~906.8202 A-1-C 251510MF7 5.66500% 41,000,000.00 193,554.17 A-2-A 251510MG5 5.50000% ~~183~~176,~~801~~484,~~791~~037.2590 ~~842~~808,~~424~~885.8818 A-2-B 251510MH3 5.60000% 75,000,000.00 350,000.00 A-2-C 251510MJ9 5.53000% 75,000,000.00 345,625.00 A-2-D 251510MK6 5.72000% 24,653,000.00 117,512.63 A-3 251510ML4 5.86500% 95,000,000.00 464,312.50 A-4 251510MM2 5.94500% 25,000,000.00 123,854.17 A-X 251510MQ3 0.50000% 0.00 ~~269~~264,~~120~~646.2698 A-X-1 251510MN0 0.~~56325~~56374% 0.00 ~~145~~140,~~616~~700.3299 A-X-2 251510MP5 0.29819% 0.00 83,406.53 M-1 251510MR1 5.82000% 18,561,000.00 90,020.85 M-2 251510MS9 5.82000% 8,007,000.00 38,833.95 M-3 251510MT7 6.00000% 6,551,000.00 32,755.00 M-4 251510MU4 6.00000% 6,915,000.00 34,575.00 M-5 251510MV2 6.00000% 8,734,000.00 43,670.00 CE DAL6AB1CE 0.00000% 9,462,486.32 ~~173~~162,~~187~~588.5352 R-1 DAL6AB1R1 0.00000% 0.00 0.00 P DAL06AB1P 0.00000% 100.00 ~~105~~54,~~598~~198.4107 Totals ~~704~~693,~~119~~383,~~212~~344.2646 43,~~017~~897,~~204~~052.1318

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1-A 21,~~142~~648,~~698~~912.6287 0.00 7775,~~114~~465,~~332~~419.0922 21,~~501~~997,~~402~~919.7349 0.00 A-1-B 1981,~~275,415~~495.8475 0.00 4544,~~901~~919,~~388~~892.1539 1,~~479~~180,~~848~~401.6677 0.00 A-1-C 0.00 0.00 41,000,000.00 193,554.17 0.00 A-2-A 75,~~317~~631,~~753~~374.3518 0.00 ~~176~~170,~~484~~852,~~037~~663.9072 86,~~160~~440,~~178~~259.2336 0.00 A-2-B 0.00 0.00 75,000,000.00 350,000.00 0.00 A-2-C 0.00 0.00 75,000,000.00 345,625.00 0.00 A-2-D 0.00 0.00 24,653,000.00 117,512.63 0.00 A-3 0.00 0.00 95,000,000.00 464,312.50 0.00 A-4 0.00 0.00 25,000,000.00 123,854.17 0.00 A-X 0.00 0.00 0.00 ~~269~~264,~~120~~646.2698 0.00 A-X-1 0.00 0.00 0.00 ~~145~~140,~~616~~700.3299 0.00 A-X-2 0.00 0.00 0.00 83,406.53 0.00 M-1 0.00 0.00 18,561,000.00 90,020.85 0.00 M-2 0.00 0.00 8,007,000.00 38,833.95 0.00 M-3 0.00 0.00 6,551,000.00 32,755.00 0.00 M-4 0.00 0.00 6,915,000.00 34,575.00 0.00 M-5 0.00 0.00 8,734,000.00 43,670.00 0.00 CE 0.00 0.00 9,462,486.32 ~~173~~162,~~187~~588.5352 0.00 R-1 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 ~~105~~54,~~598~~198.4107 0.00 Totals 108,~~735~~261,~~867~~782.8180 0.00 ~~693~~685,~~383~~121,~~344~~561.4665 1412,~~753~~158,~~071~~834.9498 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1-A 84,000,000.00 7977,~~257~~114,~~030~~332.7009 0.00 21,~~142~~648,~~698~~912.6287 0.00 0.00 A-1-B 50,000,000.00 4745,~~176~~901,~~803~~388.9915 0.00 1981,~~275,415~~495.8475 0.00 0.00 A-1-C 41,000,000.00 41,000,000.00 0.00 0.00 0.00 0.00 A-2-A 200,000,000.00 ~~183~~176,~~801~~484,~~791~~037.2590 0.00 75,~~317~~631,~~753~~374.3518 0.00 0.00 A-2-B 75,000,000.00 75,000,000.00 0.00 0.00 0.00 0.00 A-2-C 75,000,000.00 75,000,000.00 0.00 0.00 0.00 0.00 A-2-D 24,653,000.00 24,653,000.00 0.00 0.00 0.00 0.00 A-3 95,000,000.00 95,000,000.00 0.00 0.00 0.00 0.00 A-4 25,000,000.00 25,000,000.00 0.00 0.00 0.00 0.00 A-X 0.00 0.00 0.00 0.00 0.00 0.00 A-X-1 0.00 0.00 0.00 0.00 0.00 0.00 A-X-2 0.00 0.00 0.00 0.00 0.00 0.00 M-1 18,561,000.00 18,561,000.00 0.00 0.00 0.00 0.00 M-2 8,007,000.00 8,007,000.00 0.00 0.00 0.00 0.00 M-3 6,551,000.00 6,551,000.00 0.00 0.00 0.00 0.00 M-4 6,915,000.00 6,915,000.00 0.00 0.00 0.00 0.00 M-5 8,734,000.00 8,734,000.00 0.00 0.00 0.00 0.00 CE 9,462,463.28 9,462,486.32 0.00 0.00 0.00 0.00 R-1 0.00 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 Totals 727,883,563.28 ~~704~~693,~~119~~383,~~212~~344.2646 0.00 108,~~735~~261,~~867~~782.8180 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1-A 21,~~142~~648,~~698~~912.6287 7775,~~114~~465,~~332~~419.0922 0.~~91802776~~89839785 21,~~142~~648,~~698~~912.6287 A-1-B 1981,~~275,415~~495.8475 4544,~~901~~919,~~388~~892.1539 0.~~91802776~~89839785 1981,~~275,415~~495.8475 A-1-C 0.00 41,000,000.00 1.00000000 0.00 A-2-A 75,~~317~~631,~~753~~374.3518 ~~176~~170,~~484~~852,~~037~~663.9072 0.~~88242019~~85426332 75,~~317~~631,~~753~~374.3518 A-2-B 0.00 75,000,000.00 1.00000000 0.00 A-2-C 0.00 75,000,000.00 1.00000000 0.00 A-2-D 0.00 24,653,000.00 1.00000000 0.00 A-3 0.00 95,000,000.00 1.00000000 0.00 A-4 0.00 25,000,000.00 1.00000000 0.00 A-X 0.00 0.00 0.00000000 0.00 A-X-1 0.00 0.00 0.00000000 0.00 A-X-2 0.00 0.00 0.00000000 0.00 M-1 0.00 18,561,000.00 1.00000000 0.00 M-2 0.00 8,007,000.00 1.00000000 0.00 M-3 0.00 6,551,000.00 1.00000000 0.00 M-4 0.00 6,915,000.00 1.00000000 0.00 M-5 0.00 8,734,000.00 1.00000000 0.00 CE 0.00 9,462,486.32 1.00000243 0.00 R-1 0.00 0.00 0.00000000 0.00 P 0.00 100.00 1.00000000 0.00 Totals 108,~~735~~261,~~867~~782.8180 ~~693~~685,~~383~~121,~~344~~561.4665 0.~~95260201~~94125159 108,~~735~~261,~~867~~782.8180

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1-A 84,000,000.00 ~~943~~918.~~53607976~~02776298 0.00000000 2519.~~50831690~~62991512 0.00000000 A-1-B 50,000,000.00 ~~943~~918.~~53607980~~02776300 0.00000000 2519.~~50831680~~62991500 0.00000000 A-1-C 41,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2-A 200,000,000.00 ~~919~~882.~~00895625~~42018950 0.00000000 3628.~~58876675~~15687090 0.00000000 A-2-B 75,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2-C 75,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2-D 24,653,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3 95,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 25,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-X-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M-1 18,561,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 8,007,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 6,551,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 6,915,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 8,734,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 9,462,463.28 1000.00243488 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 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 A-1-A 0.00000000 2519.~~50831690~~62991512 ~~918~~898.~~02776298~~39784786 0.~~91802776~~89839785 2519.~~50831690~~62991512 A-1-B 0.00000000 2519.~~50831680~~62991500 ~~918~~898.~~02776300~~39784780 0.~~91802776~~89839785 2519.~~50831680~~62991500 A-1-C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2-A 0.00000000 3628.~~58876675~~15687090 ~~882~~854.~~42018950~~26331860 0.~~88242019~~85426332 3628.~~58876675~~15687090 A-2-B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2-C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2-D 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-X-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 1000.00243488 1.00000243 0.00000000 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1-A 0405/01/06 - 0405/30/06 30 5.43100% 7977,~~257~~114,~~030~~332.7009 ~~358~~349,~~704~~006.1161 0.00 A-1-B 0405/25/06 - 0506/24/06 30 5.20000% 4745,~~176~~901,~~803~~388.9915 ~~204~~198,~~432~~906.8202 0.00 A-1-C 0405/01/06 - 0405/30/06 30 5.66500% 41,000,000.00 193,554.17 0.00 A-2-A 0405/01/06 - 0405/30/06 30 5.50000% ~~183~~176,~~801~~484,~~791~~037.2590 ~~842~~808,~~424~~885.8817 0.00 A-2-B 0405/01/06 - 0405/30/06 30 5.60000% 75,000,000.00 350,000.00 0.00 A-2-C 0405/01/06 - 0405/30/06 30 5.53000% 75,000,000.00 345,625.00 0.00 A-2-D 0405/01/06 - 0405/30/06 30 5.72000% 24,653,000.00 117,512.63 0.00 A-3 0405/01/06 - 0405/30/06 30 5.86500% 95,000,000.00 464,312.50 0.00 A-4 0405/01/06 - 0405/30/06 30 5.94500% 25,000,000.00 123,854.17 0.00 A-X 0405/01/06 - 0405/30/06 30 0.50000% ~~645~~635,~~888~~152,~~625~~758.9514 ~~269~~264,~~120~~646.2698 0.00 A-X-1 0405/01/06 - 0405/30/06 30 0.~~56325~~56374% ~~310~~299,~~235~~499,~~625~~758.9514 ~~145~~140,~~616~~700.3299 0.00 A-X-2 0405/01/06 - 0405/30/06 30 0.29819% 335,653,000.00 83,406.53 0.00 M-1 0405/01/06 - 0405/30/06 30 5.82000% 18,561,000.00 90,020.85 0.00 M-2 0405/01/06 - 0405/30/06 30 5.82000% 8,007,000.00 38,833.95 0.00 M-3 0405/01/06 - 0405/30/06 30 6.00000% 6,551,000.00 32,755.00 0.00 M-4 0405/01/06 - 0405/30/06 30 6.00000% 6,915,000.00 34,575.00 0.00 M-5 0405/01/06 - 0405/30/06 30 6.00000% 8,734,000.00 43,670.00 0.00 CE N/A N/A 0.00000% 9,462,486.32 0.00 0.00 R-1 N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 3,~~738~~680,~~418~~265.1957 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1-A 0.00 0.00 ~~358~~349,~~704~~006.1162 0.00 7775,~~114~~465,~~332~~419.0922 A-1-B 0.00 0.00 ~~204~~198,~~432~~906.8202 0.00 4544,~~901~~919,~~388~~892.1539 A-1-C 0.00 0.00 193,554.17 0.00 41,000,000.00 A-2-A 0.00 0.00 ~~842~~808,~~424~~885.8818 0.00 ~~176~~170,~~484~~852,~~037~~663.9072 A-2-B 0.00 0.00 350,000.00 0.00 75,000,000.00 A-2-C 0.00 0.00 345,625.00 0.00 75,000,000.00 A-2-D 0.00 0.00 117,512.63 0.00 24,653,000.00 A-3 0.00 0.00 464,312.50 0.00 95,000,000.00 A-4 0.00 0.00 123,854.17 0.00 25,000,000.00 A-X 0.00 0.00 ~~269~~264,~~120~~646.2698 0.00 ~~635~~626,~~152~~890,~~758~~975.1434 A-X-1 0.00 0.00 ~~145~~140,~~616~~700.3299 0.00 ~~299~~291,~~499~~237,~~758~~975.1434 A-X-2 0.00 0.00 83,406.53 0.00 335,653,000.00 M-1 0.00 0.00 90,020.85 0.00 18,561,000.00 M-2 0.00 0.00 38,833.95 0.00 8,007,000.00 M-3 0.00 0.00 32,755.00 0.00 6,551,000.00 M-4 0.00 0.00 34,575.00 0.00 6,915,000.00 M-5 0.00 0.00 43,670.00 0.00 8,734,000.00 CE 0.00 0.00 ~~173~~162,~~187~~588.5352 0.00 9,462,486.32 R-1 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 ~~105~~54,~~598~~198.4107 0.00 100.00 Totals 0.00 0.00 43,~~017~~897,~~204~~052.1318 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 A-1-A 84,000,000.00 5.43100% ~~943~~918.~~53607976~~02776298 4.~~27028702~~15484060 0.00000000 A-1-B 50,000,000.00 5.20000% ~~943~~918.~~53607980~~02776300 43.~~08865640~~97812040 0.00000000 A-1-C 41,000,000.00 5.66500% 1000.00000000 4.72083341 0.00000000 A-2-A 200,000,000.00 5.50000% ~~919~~882.~~00895625~~42018950 4.~~21212440~~04442585 0.00000000 A-2-B 75,000,000.00 5.60000% 1000.00000000 4.66666667 0.00000000 A-2-C 75,000,000.00 5.53000% 1000.00000000 4.60833333 0.00000000 A-2-D 24,653,000.00 5.72000% 1000.00000000 4.76666653 0.00000000 A-3 95,000,000.00 5.86500% 1000.00000000 4.88750000 0.00000000 A-4 25,000,000.00 5.94500% 1000.00000000 4.95416680 0.00000000 A-X 0.00 0.50000% ~~964~~948.~~51240560~~48041917 0.~~40188017~~39520017 0.00000000 A-X-1 0.00 0.~~56325~~56374% ~~928~~896.~~84917949~~70586269 0.~~43597701~~42126045 0.00000000 A-X-2 0.00 0.29819% 1000.00000000 0.24849035 0.00000000 M-1 18,561,000.00 5.82000% 1000.00000000 4.85000000 0.00000000 M-2 8,007,000.00 5.82000% 1000.00000000 4.85000000 0.00000000 M-3 6,551,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 M-4 6,915,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 M-5 8,734,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 CE 9,462,463.28 0.00000% 1000.00243488 0.00000000 0.00000000 R-1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 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 A-1-A 0.00000000 0.00000000 4.~~27028702~~15484071 0.00000000 ~~918~~898.~~02776298~~39784786 A-1-B 0.00000000 0.00000000 43.~~08865640~~97812040 0.00000000 ~~918~~898.~~02776300~~39784780 A-1-C 0.00000000 0.00000000 4.72083341 0.00000000 1000.00000000 A-2-A 0.00000000 0.00000000 4.~~21212440~~04442590 0.00000000 ~~882~~854.~~42018950~~26331860 A-2-B 0.00000000 0.00000000 4.66666667 0.00000000 1000.00000000 A-2-C 0.00000000 0.00000000 4.60833333 0.00000000 1000.00000000 A-2-D 0.00000000 0.00000000 4.76666653 0.00000000 1000.00000000 A-3 0.00000000 0.00000000 4.88750000 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 4.95416680 0.00000000 1000.00000000 A-X 0.00000000 0.00000000 0.~~40188017~~39520017 0.00000000 ~~948~~936.~~48041917~~14301039 A-X-1 0.00000000 0.00000000 0.~~43597701~~42126045 0.00000000 ~~896~~871.~~70586269~~96998605 A-X-2 0.00000000 0.00000000 0.24849035 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.85000000 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.85000000 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 CE 0.00000000 0.00000000 1817.~~30258410~~18247302 0.00000000 1000.00243488 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~1055984~~541980.~~10000000~~70000000 0.00000000 1000.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1412,~~778~~311,~~158~~972.7257 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~207~~190,~~252~~511.0152 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~105~~54,~~598~~198.4107 Total Deposits 1512,~~091~~556,~~009~~682.1416 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~144~~207,~~700~~252.2801 Total Administration Fees ~~193~~190,~~236~~595.9217 Payment of Interest and Principal 1412,~~753~~158,~~071~~834.9498 Total Withdrawals (Pool Distribution Amount) 1512,~~091~~556,~~009~~682.1416 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~175~~173,~~914~~355.1486 Class A-3 Insurance Fee - FSA 6,333.33 Credit Risk Manager - Clayton Fixed Income Services 5,~~280~~200.8940 Lender Paid Mortgage Insurance 5,~~708~~705.5658 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~193~~190,~~236~~595.9217 *Servicer Payees include: CENDANT MTG CORP; GMAC MTG CORP; GREENPOINT MTG FUNDING, INC; WELLS FARGO BANK, N.A.

COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Coupon Rate 6.~~983251~~980711% Weighted Average Net Rate 6.~~683448~~680694% Weighted Average Pass Through Rate 6.~~664720~~661820% Weighted Average Remaining Term ~~354~~353 Record Date 0405/3031/2006 Principal and Interest Constant 4,~~559~~493,~~019~~141.2738 Beginning Loan Count 3,~~845~~797 Loans Paid in Full 4839 Ending Loan Count 3,~~797~~758 Beginning Scheduled Balance ~~704~~693,~~119~~383,~~212~~344.2746 Ending Scheduled Balance ~~693~~685,~~383~~121,~~344~~561.4666 Ending Actual Balance at 3031-~~Apr~~May-2006 ~~693~~685,~~773~~507,~~995~~403.0690 Scheduled Principal ~~461~~459,~~484~~550.7351 Unscheduled Principal 107,~~274~~802,~~383~~232.0829 Scheduled Interest 4,~~097~~033,~~534~~590.5487 Servicing Fee ~~175~~173,~~914~~355.1486 Master Servicing Fee 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 10,~~989~~905.4598 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,~~910~~849,~~630~~329.9503 ~~CumulativesRealized~~Realized Loss Amount 0.00 Cumulatives Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~105~~54,~~598~~198.4107 Prepayment Penalty Paid Count 1612

Additional Reporting - Deal Level Informational Reporting Cut Off Balance 727,883,563.28 Net Wac Rate 6.~~677175~~661575% Prefunding Reporting Capitalized Interest Beginning Balance 0.00 Capitalized Interest Requirement 0.00 Capitalized Interest Ending Balance 0.00 Prefunding Beginning Balance 0.00 Prefunding Amount in Loans 0.00 Remaining Prefunding Paid as Principal 0.00 Structural Reporting Credit Enhancement Percentage 8.~~398022~~499293% Excess Cash ~~179~~168,~~520~~921.87 Extra Principal Distribution 0.00 Overcollateralization Amt 9,462,486.32 Overcollateralization Deficiency 0.00 Overcollateralization Release 0.00 Overcollateralization Target 9,462,486.32 Overcollateralization Increase 0.00 Trigger Event Reporting Stepdown Event Occurred NO Trigger Event Occurred NO Cumulative Loss Trigger Trigger Result Pass Threshold Value 99.00% Calculated Value 0.000000% Enhancement Delinquency Trigger Trigger Result Pass Threshold Value 3.~~160176~~198284% Calculated Value 0.~~244683~~803012% Trigger Event Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000%

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 0336,000.00 0.00 0.00 0336,000.00 30 Days 3234 01 0 0 3235 6,~~381~~878,~~729~~822.8749 0146,808.0073 0.00 0.00 67,~~381~~025,~~729~~631.8722 60 Days 8 0 08 0 816 12,~~233~~591,~~306~~117.3369 0.00 01,194,365.0015 0.00 13,~~233~~785,~~306~~482.3384 90 Days 02 0 26 0 28 0313,310.00 0.00 ~~467~~930,~~352~~157.6309 0.00 ~~467~~1,~~352~~243,467.6309 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 4044 0 2 14 0 4260 79,~~615~~783,~~036~~250.2018 0482,808.0073 ~~467~~2,~~352~~124,522.6324 0.00 812,~~082~~390,~~388~~581.8315 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.~~000000~~026610% 0.000000% 0.000000% 0.~~000000~~026610% 0.~~000000~~049015% 0.000000% 0.000000% 0.~~000000~~049015% 30 Days 0.~~842771~~904737% 0.~~000000~~026610% 0.000000% 0.000000% 0.~~842771~~931346% 01.~~919857~~003464% 0.~~000000~~021416% 0.000000% 0.000000% 01.~~919857~~024880% 60 Days 0.~~210693~~212879% 0.000000% 0.~~000000~~212879% 0.000000% 0.~~210693~~425758% 0.~~177768~~377985% 0.000000% 0.~~000000~~174231% 0.000000% 0.~~177768~~552216% 90 Days 0.~~000000~~053220% 0.000000% 0.~~052673~~159659% 0.000000% 0.~~052673~~212879% 0.~~000000~~045705% 0.000000% 0.~~067364~~135689% 0.000000% 0.~~067364~~181394% 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.~~053463~~170836% 0.~~000000~~053220% 0.~~052673~~372539% 0.000000% 1.~~106136~~596594% 1.~~097625~~427155% 0.~~000000~~070431% 0.~~067364~~309920% 0.000000% 1.~~164989~~807505%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~207~~190,~~252~~511.0152

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~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 REO Total ~~Oct~~Nov-05 0.000% Loans in REO 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.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 213 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~467~~2,~~900~~009,920.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~467~~2,~~352~~006,966.6384 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 214 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~467~~2,~~900~~127,820.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~467~~2,~~352~~124,522.6324 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~067% ~~May~~Jun-06 0.~~067~~310% *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 Summary 0110583594 Jun-2006 01-May-2005 IN 70.00 77,000.00 Summary 0110599039 Jun-2006 01-Sep-2005 FL 75.00 255,750.00 Summary 0110599071 Jun-2006 01-Sep-2005 TX 80.00 184,000.00 Summary 0110837222 Jun-2006 01-Sep-2005 MI 80.00 100,000.00 Summary 0110859226 Jun-2006 01-Oct-2005 NY 90.00 70,200.00 Summary 0110859544 May-2006 01-Oct-2005 FL 90.00 117,900.00 Summary ~~0111264954~~0111263787 ~~May~~Jun-2006 01-Dec-2005 NJVA 7290.9200 ~~350~~73,800.00 Summary 0111264097 Jun-2006 01-Dec-2005 NC 90.00 42,300.00 Summary 0111264879 Jun-2006 01-Dec-2005 IN 75.00 65,250.00 Summary 0111285613 Jun-2006 01-Jan-2006 MI 80.00 120,000.00 Summary 0111491653 Jun-2006 01-Jan-2006 NY 70.00 385,000.00 Summary 0111492082 Jun-2006 01-Jan-2006 VA 80.00 116,400.00 Summary 0111492133 Jun-2006 01-Jan-2006 FL 80.00 292,720.00 Summary 0111492154 Jun-2006 01-Jan-2006 VA 70.00 227,500.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Summary 0110583594 77,000.00 01-Jan-2006 3 7.000% 2,165.65 Summary 0110599039 254,740.31 01-Jan-2006 3 7.250% 7,417.86 Summary 0110599071 183,308.66 01-Jan-2006 3 7.500% 5,528.88 Summary 0110837222 100,000.00 01-Feb-2006 2 7.750% 2,500.00 Summary 0110859226 70,052.73 01-Jan-2006 3 9.250% 2,478.36 Summary 0110859544 117,~~642~~555.3740 01-~~Dec~~Jan-~~2005~~2006 3 7.625% 3,606.97 Summary 0111263787 73,642.70 01-Feb-2006 2 7.750% 1,~~886~~808.6742 Summary ~~0111264954~~0111264097 ~~349~~42,~~710~~220.2655 01-~~Dec~~Feb-~~2005~~2006 32 8.375% 1,124.80 Summary 0111264879 65,084.59 01-Feb-2006 2 6.~~950~~875% 1,408.35 Summary 0111285613 119,802.69 01-Feb-2006 2 7.000% 2,~~648~~692.4318 Summary 0111491653 384,494.62 01-Feb-2006 2 8.125% 10,082.89 Summary 0111492082 116,400.00 01-Feb-2006 2 7.125% 2,667.52 Summary 0111492133 292,720.00 01-Feb-2006 2 8.000% 7,561.96 Summary 0111492154 227,499.99 01-Jan-2006 3 8.500% 6,256.24

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 02 ~~Jun~~Jul-05 0.000% Original Principal Balance 0483,250.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0482,808.0073 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 02 ~~Nov~~Dec-05 0.000% Original Principal Balance 0483,250.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0482,808.0073 ~~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~~070% *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 NoSummary ~~Bankruptcy~~0111263042 ~~Loans~~Jun-2006 ~~this~~01-Dec-2005 ~~Period~~MI 95.00 147,250.00 Summary 0111492258 Jun-2006 01-Feb-2006 MI 80.00 336,000.00

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 NoSummary ~~Bankruptcy~~0111263042 ~~Loans~~146,808.73 ~~this~~01-Mar-2006 ~~Period~~1 7.500% 2,613.02 Summary 0111492258 336,000.00 01-Apr-2006 0 7.125% 3,850.00

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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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 Total 4839 107,~~018~~773,~~015~~388.00 97,~~985~~746,~~722~~940.6207 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 Total 0 0.00 0.00 0 0.00 0.00 ~~293~~59,~~234~~091.8096

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Summary ~~0110534751~~0110488588 CAWA 5580.00 01-~~Jul~~May-2005 ~~123~~155,~~750~~520.00 ~~122~~155,~~327~~520.6400 Summary ~~0110534784~~0110488646 FLCO 7549.0057 01-Jun-2005 ~~157~~114,~~500~~000.00 ~~156~~112,~~012~~479.2954 Summary ~~0110534815~~0110502970 MEFL 7995.1300 01-~~Jul~~Jun-2005 ~~345~~167,~~000~~613.00 ~~345~~165,~~000~~807.0007 Summary ~~0110583293~~0110534620 NVRI 6137.3274 01-Aug-2005 ~~130~~80,000.00 ~~128~~79,~~795~~198.6720 Summary ~~0110583318~~0110535022 WANJ 7080.00 01-~~Aug~~Jul-2005 ~~204~~220,~~400~~000.00 ~~204~~218,~~366~~330.3324 Summary ~~0110583333~~0110535034 FLNV 8077.0004 01-~~Aug~~Jul-2005 ~~291~~208,~~200~~000.00 ~~291~~206,~~200~~427.0060 Summary ~~0110583532~~0110574755 CAFL 7452.1808 01-~~Jul~~Aug-2005 ~~218~~62,~~000~~500.00 ~~215~~61,~~664~~830.0144 Summary ~~0110583561~~0110599089 NJIL 80100.00 01-~~May~~Sep-2005 ~~332~~115,000.00 ~~324~~114,~~426~~999.4480 Summary ~~0110819422~~0110858959 CA 4979.5199 01-Sep-2005 ~~151~~345,~~000~~700.00 ~~151~~345,~~000~~606.0037 Summary ~~0110819590~~0110859249 MD 7589.00 01-Sep-2005 ~~176~~222,~~250~~500.00 ~~176~~222,~~001~~500.1400 Summary ~~0110839583~~0110859313 WARI 8050.0095 01-Oct-2005 ~~128~~107,000.00 ~~128~~106,~~000~~999.0099 Summary ~~0110839715~~0110859374 AZCT 8060.00 01-Sep-2005 ~~212~~231,000.00 ~~212~~229,~~000~~321.0044 Summary ~~0110858999~~0110859757 CANV 7585.00 01-Sep-2005 ~~501~~258,~~000~~315.00 ~~501~~258,~~000~~315.00 Summary ~~0110859287~~0110997342 MDOR ~~79.86 01-Sep-2005 226,000.00 224,311.46 Summary 0110859358 NJ~~ 80.00 01-Oct-2005 ~~240~~329,~~000~~600.00 ~~240~~329,~~000~~600.00 Summary ~~0110859497~~0111007854 FL 94100.9800 01-~~Sep~~Nov-2005 ~~161~~358,~~450~~000.00 ~~160~~356,~~692~~175.8575 Summary ~~0110859643~~0111256518 FLNY 80.00 01-~~Oct~~Dec-2005 ~~114~~288,~~400~~000.00 ~~113~~288,~~615~~000.~~52 Summary 0110859655 SC 79.99 01-Sep-2005 292,700.~~00 ~~292,700.00~~ Summary ~~0110975882~~0111263426 WIMD 8590.00 01-~~Oct~~Dec-2005 88108,~~400.00 87,883.79 Summary 0111109703 IN 70.00 01-Jan-2006 46,200.00 46,008.43 Summary 0111237330 PA 72.67 01-Jan-2006 545,~~000.00 ~~542~~107,~~684~~384.2454 Summary ~~0111263148~~0111263440 OHNY 9590.00 01-Dec-2005 ~~229~~521,~~900~~218.00 ~~228~~517,~~885~~509.6265 Summary ~~0111263259~~0111263540 FLTN 9590.00 01-Dec-2005 ~~156~~99,~~750~~000.00 ~~156~~98,~~092~~602.0161 Summary ~~0111263293~~0111263588 ALIL 9590.00 01-Dec-2005 6871,~~305~~604.00 6871,~~031~~260.1286 Summary ~~0111263450~~0111263899 NJMD 90.00 01-~~Nov~~Dec-2005 ~~292~~49,~~500~~612.00 ~~290~~49,~~768~~397.7506 Summary ~~0111263539~~0111263901 FLVA 90.00 01-Dec-2005 9976,~~000~~950.00 9876,~~633~~608.7008 Summary ~~0111263566~~0111263907 NCPA 90.00 01-Dec-2005 27107,~~900~~100.00 27106,~~796~~560.7549 Summary ~~0111263651~~0111263913 VAPA 90.00 01-Dec-2005 3236,~~400~~000.00 3235,~~256~~837.9928 Summary ~~0111263709~~0111263989 FL 90.00 01-Dec-2005 67142,~~500~~650.00 67141,~~243~~949.8308 Summary ~~0111263752~~0111264290 FLHI 9085.00 01-Nov-2005 ~~134~~425,~~010~~000.00 ~~133~~422,~~367~~356.8354 Summary ~~0111264395~~0111264542 WASC 80.00 01-~~Dec~~Nov-2005 ~~209~~54,~~600~~400.00 ~~208~~54,~~651~~086.9440 Summary ~~0111264543~~0111285624 CANV 8070.0093 01-Dec-2005 ~~460~~212,~~000~~800.00 ~~457~~211,~~346~~329.8680 Summary ~~0111264655~~0111363941 WVOH 8041.0070 01-Dec-2005 ~~432~~104,~~000~~250.00 ~~429~~103,~~736~~698.6809 Summary ~~0111264797~~0111364072 MDCO 7779.2408 01-Dec-2005 ~~198~~181,~~500~~810.00 ~~197~~180,~~408~~871.6212 Summary ~~0111265213~~0111491656 CAAZ 6278.~~50 01-Nov-2005 200,000.~~00 ~~198,682.48 Summary 0111285700 OR 80.00~~ 01-Jan-2006 ~~446~~359,~~400~~650.00 ~~446~~357,~~400~~940.0099 Summary ~~0111363784~~0111491701 WACA 8072.00 01-~~Dec-2005 344,000.00 344,000.00 Summary 0111363814 OH 77.80 01-~~Jan-2006 63432,~~800.00 63,800.00 Summary 0111363876 PA 80.00 01-Jan-2006 240,~~000.00 ~~239~~430,~~052~~035.4777 Summary ~~0111363958~~0111491801 MONC 8070.00 01-Jan-2006 ~~125,600.00 125,139.65 Summary 0111491898 AZ 76.00 01-Jan-2006~~ 160,~~000~~646.00 159,~~383~~971.7371 Summary ~~0111491903~~0111491813 FL 80.00 01-Feb-2006 ~~113~~185,~~600~~500.00 ~~113~~184,~~233~~885.3903 Summary ~~0111491914~~0111491814 PAIL 80.00 01-Feb-2006 65168,~~600~~000.00 65167,~~383~~414.0226 Summary ~~0111491963~~0111491948 ILFL 7480.00 01-Jan-2006 ~~324~~175,~~000~~150.00 ~~323~~175,~~777~~149.3098 Summary ~~0111492019~~0111491954 WAAZ 7995.00 01-Jan-2006 ~~256~~296,~~000~~600.00 ~~255~~296,~~999~~600.9900 Summary ~~0111492038~~0111492148 FLSC 8052.00 01-Jan-2006 ~~192~~181,000.00 ~~191~~181,~~985~~000.7500 Summary ~~0111492048~~0111492198 FL 8090.00 01-Jan-2006 72361,~~800~~700.00 72361,~~799~~579.~~99 Summary 0111492083 IL 80.00 01-Jan-2006 321,600.00 321,600.00~~55

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Summary ~~0110534751~~0110488588 Loan Paid in Full 0 56.~~875% 360 10 Summary 0110534784 Loan Paid in Full (1) 7.~~375% 360 1113 Summary ~~0110534815~~0110488646 Loan Paid in Full 0 6.~~875~~000% 360 1012 Summary ~~0110583293~~0110502970 Loan Paid in Full 0 67.~~500~~125% 360 912 Summary ~~0110583318~~0110534620 Loan Paid in Full 0 6.~~250~~625% 360 ~~9 Summary 0110583333 Loan Paid in Full 0 6.750% 360 9 Summary 0110583532 Loan Paid in Full 0 6.250% 360~~ 10 Summary ~~0110583561~~0110535022 Loan Paid in Full 0 68.750% 360 1211 Summary ~~0110819422~~0110535034 Loan Paid in Full 01 58.~~875~~500% 360 811 Summary ~~0110819590~~0110574755 Loan Paid in Full 0 6.250% 360 810 Summary ~~0110839583~~0110599089 Loan Paid in Full 0 68.~~625~~500% 360 79 Summary ~~0110839715~~0110858959 Loan Paid in Full (1) 6.~~750~~500% 360 89 Summary ~~0110858999~~0110859249 Loan Paid in Full 0 7.~~875~~000% 360 89 Summary ~~0110859287~~0110859313 Loan Paid in Full 0 76.~~375~~875% 360 8 Summary ~~0110859358~~0110859374 Loan Paid in Full 0 7.~~500~~750% 360 79 Summary ~~0110859497~~0110859757 Loan Paid in Full 0 97.375% 360 89 Summary ~~0110859643~~0110997342 Loan Paid in Full 0 6.~~875~~625% 360 78 Summary ~~0110859655~~0111007854 Loan Paid in Full 0 ~~7.875% 360~~ 8 ~~Summary 0110975882 Loan Paid in Full 1 7~~.~~000~~375% 360 7 Summary ~~0111109703~~0111256518 Loan Paid in Full 0 78.~~000~~250% 360 ~~4 Summary 0111237330 Loan Paid in Full 0~~ 6~~.875%~~ ~~360 4~~ Summary ~~0111263148~~0111263426 Loan Paid in Full 0 7.~~625~~125% 360 56 Summary ~~0111263259~~0111263440 Loan Paid in Full 0 76.875% 360 56 Summary ~~0111263293~~0111263540 Loan Paid in Full 0 8.~~625~~875% 360 56 Summary ~~0111263450~~0111263588 Loan Paid in Full 0 8.000% 360 6 Summary ~~0111263539~~0111263899 Loan Paid in Full 0 8.500% 360 56 Summary ~~0111263566~~0111263901 Loan Paid in Full ~~(1)~~0 8.~~500~~375% 360 56 Summary ~~0111263651~~0111263907 Loan Paid in Full 0 7.750% 360 56 Summary ~~0111263709~~0111263913 Loan Paid in Full 0 8.~~375~~750% 360 56 Summary ~~0111263752~~0111263989 Loan Paid in Full 0 87.~~000~~875% 360 6 Summary ~~0111264395~~0111264290 Loan Paid in Full 0 7.~~500~~375% 360 57 Summary ~~0111264543~~0111264542 Loan Paid in Full ~~0 6.250% 360 5 Summary 0111264655 Loan Paid in Full~~ (14) 68.~~750~~500% 360 57 Summary ~~0111264797~~0111285624 Loan Paid in Full 0 6.~~500~~125% 360 56 Summary ~~0111265213~~0111363941 Loan Paid in Full 0(5) 67.~~375~~500% 360 6 Summary ~~0111285700~~0111364072 Loan Paid in Full 20 7.~~250~~625% 360 46 Summary ~~0111363784~~0111491656 Loan Paid in Full 0 7.250% 360 5 Summary ~~0111363814~~0111491701 Loan Paid in Full 10 7.~~625~~500% 360 45 Summary ~~0111363876~~0111491801 Loan Paid in Full 0 7.~~250~~875% 360 45 Summary ~~0111363958~~0111491813 Loan Paid in Full ~~1 7.625% 360 4 Summary 0111491898 Loan Paid in Full~~ (1) 78.~~375~~125% 360 4 Summary ~~0111491903~~0111491814 Loan Paid in Full 0 7.~~125% 360 3 Summary 0111491914 Loan Paid in Full 0 7.000% 360 3 Summary 0111491963 Loan Paid in Full 0 7.~~875% 360 4 Summary ~~0111492019~~0111491948 Loan Paid in Full 0 7.~~250~~500% 360 45 Summary ~~0111492038~~0111491954 Loan Paid in Full (1) 87.~~000~~500% 360 45 Summary ~~0111492048~~0111492148 Loan Paid in Full 0(1) 7.~~000~~625% 360 45 Summary ~~0111492083~~0111492198 Loan Paid in Full 0 7.~~625~~875% 360 45

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 1.~~460~~126% Current Month 1612.~~181~~706% Current Month ~~1,381~~926.~~260~~712% 3 Month Average 1.~~351~~416% 3 Month Average 15.~~009~~704% 3 Month Average 1,~~543~~393.~~768~~885% 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 4.413% N/A Feb-2006 710.853% N/A Mar-2006 10.622% N/A Mar-2006 1,376.361% N/A Apr-2006 18.224% N/A Apr-2006 1,873.682% N/A May-2006 16.181% N/A May-2006 1,381.260% N/A Jun-2006 12.706% N/A Jun-2006 926.712% 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 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.750 0 0.00 0.000 5.750 5.999 113 30,~~475~~441,~~183~~624.7111 4.~~395~~443 6.000 6.249 ~~155~~153 3635,~~028~~672,~~521~~796.2421 5.~~196~~207 6.250 6.499 ~~366~~364 94,~~911~~617,~~452~~241.5674 13.~~688~~810 6.500 6.749 ~~436~~433 97,~~890~~058,~~234~~852.3017 14.~~118~~167 6.750 6.999 ~~596~~594 115,~~838~~123,~~561~~932.9897 16.~~706~~803 7.000 7.249 ~~397~~394 6867,~~198~~653,~~058~~829.3564 9.~~836~~875 7.250 7.499 ~~462~~459 7372,~~412~~320,~~906~~122.8275 10.~~588~~556 7.500 7.749 ~~419~~413 6362,~~791~~384,~~501~~404.7063 9.~~200~~106 7.750 7.999 ~~430~~424 5958,~~277~~076,~~088~~125.3176 8.~~549~~477 8.000 8.249 ~~185~~183 2625,~~134~~865,~~479~~734.7725 3.~~769~~775 8.250 8.499 ~~113~~110 12,~~872~~138,~~453~~708.3568 1.~~856~~772 8.500 8.749 6662 76,~~291~~862,~~223~~541.1614 1.~~052~~002 8.750 8.999 4340 54,~~195~~840,~~348~~301.7048 0.~~749~~706 9.000 9.249 8 1,~~427~~426,~~040~~293.8889 0.~~206~~208 9.250 9.499 4 312,~~298~~124.7694 0.~~045~~046 9.500 9.749 2 188,~~803~~763.2925 0.~~027~~028 9.750 9.999 0 0.00 0.000 10.000 10.249 0 0.00 0.000 10.250 10.499 1 53,~~587~~564.5805 0.008 10.500 10.749 0 0.00 0.000 10.750 10.999 0 0.00 0.000 11.000 11.249 1 84,600.00 0.012 >= 11.250 0 0.00 0.000 Total 3,~~797~~758 ~~693~~685,~~383~~121,~~344~~561.4666 100.000

Filing Compare · Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB1