10-D 1 dal06ar1_10d-200611.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: October 26, 2006 to November 27, 2006 Commission File Number of issuing entity: 333-127621-07 Deutsche Alt-A Securities, Inc., Mortgage Loan Trust, Series 2006-AR1 (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) 54-2191546 54-2191547 54-2191548 54-2191549 54-2197392 (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)) I-A1 _____ _____ __X___ ____________ I-A2 _____ _____ __X___ ____________ I-A3 _____ _____ __X___ ____________ I-A4 _____ _____ __X___ ____________ I-M1 _____ _____ __X___ ____________ I-M2 _____ _____ __X___ ____________ I-M3 _____ _____ __X___ ____________ I-M4 _____ _____ __X___ ____________ I-M5 _____ _____ __X___ ____________ I-M6 _____ _____ __X___ ____________ I-M7 _____ _____ __X___ ____________ I-M8 _____ _____ __X___ ____________ I-P1 _____ _____ __X___ ____________ I-P2 _____ _____ __X___ ____________ 1-R _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ II-A1 _____ _____ __X___ ____________ II-A2 _____ _____ __X___ ____________ III-A1 _____ _____ __X___ ____________ III-A2 _____ _____ __X___ ____________ IV-A1 _____ _____ __X___ ____________ IV-A2 _____ _____ __X___ ____________ V-A1 _____ _____ __X___ ____________ V-A2 _____ _____ __X___ ____________ M _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ B-5 _____ _____ __X___ ____________ II-P1 _____ _____ __X___ ____________ II-P2 _____ _____ __X___ ____________ AR _____ _____ __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 November 27, 2006 a distribution was made to holders of Deutsche Alt-A Securities, Inc., Mortgage Loan Trust, Series 2006-AR1. 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-A Securities, Inc., Mortgage Loan Trust, Series 2006-AR1, relating to the November 27, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Deutsche Alt-A Securities, Inc., Mortgage Loan Trust, Series 2006-AR1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: December 12, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Deutsche Alt-A Securities, Inc., Mortgage Loan Trust, Series 2006-AR1, relating to the November 27, 2006 distribution. EX-99.1 DEUTSCHE ALT-A SECURITIES, INC Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 DEUTSCHE ALT-A SECURITIES, INC Mortgage Pass-Through Certificates Series 2006-AR1 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 I-A1 251510LB7 5.~~19125~~43000% ~~249~~174,~~329~~698,~~679~~162.7587 1869,~~150,517~~560.9611 I-A2 251510LC5 5.~~29125~~53000% 74,533,000.00 ~~350~~377,~~553~~820.5420 I-A3 251510LD3 5.~~41125~~65000% 133,184,000.00 ~~640~~689,~~615~~782.0413 I-A4 251510LE1 5.~~38125~~62000% 5042,~~782~~490,~~766~~408.6719 ~~242~~218,~~910~~896.9042 I-M1 251510LP6 5.~~49125~~73000% 8,313,000.00 4043,~~576~~664.6803 I-M2 251510LQ4 5.~~51125~~75000% 8,005,000.00 3942,~~215~~193.6102 I-M3 251510LR2 5.~~53125~~77000% 4,619,000.00 2224,~~710~~430.0866 I-M4 251510LS0 5.~~66125~~90000% 4,003,000.00 2021,~~143~~649.9956 I-M5 251510LT8 5.~~71125~~95000% 3,079,000.00 1516,~~631~~793.0638 I-M6 251510LU5 56.~~80125~~04000% 3,079,000.00 1517,~~877~~047.3840 I-M7 251510LV3 6.~~33125~~57000% 3,079,000.00 1718,~~327~~543.9328 I-M8 251510LW1 8.~~08125~~32000% 6,774,000.00 4851,~~659~~663.9004 I-P1 111348017 0.00000% 100.00 3388,~~254~~361.4672 I-P2 111348025 0.00000% 100.00 0.00 1-R DEUTSC06AR1 6.~~24433~~40428% 0.00 0.00 CE 111348009 0.00000% 4,310,627.94 ~~532~~498,~~552~~398.1101 II-A1 251510LF8 5.~~49691~~51180% 5651,~~905~~829,~~200~~714.0100 ~~260~~238,~~669~~062.1654 II-A2 251510LG6 5.~~49691~~51180% 65,~~322~~758,~~374~~469.6469 2826,~~961~~449.2961 III-A1 251510LH4 5.~~56698~~56355% ~~162~~151,~~177~~843,~~516~~218.3459 ~~752~~703,~~366~~989.3229 III-A2 251510LJ0 5.~~56698~~56355% 1816,~~019~~870,~~187~~966.7058 8378,~~593~~218.7770 IV-A1 251510LK7 5.~~33943~~33451% 8379,~~366~~500,~~641~~920.4583 ~~370~~353,~~941~~415.9305 IV-A2 251510LL5 5.~~33943~~33451% 98,~~262~~833,~~739~~225.5930 4139,~~214~~267.7940 V-A1 251510LM3 5.~~84194~~84460% 3231,~~460~~106,~~350~~336.3668 ~~158~~151,~~026~~503.1129 V-A2 251510LN1 5.~~84194~~84460% 3,~~606~~456,~~926~~471.7758 1716,~~559~~834.5373 M 251510LX9 5.~~52506~~52485% 10,~~335~~326,~~277~~744.8398 47,~~585~~544.8375 B-1 251510LY7 5.~~52506~~52485% 4,~~459~~455,~~099~~418.7630 20,~~530~~512.6592 B-2 251510LZ4 5.~~52506~~52485% 2,~~837~~834,~~154~~812.6932 13,~~062~~051.8759 B-3 251510MA8 5.~~52506~~52485% 2,~~432~~430,~~417~~409.9372 11,~~199~~189.3770 B-4 251510MB6 5.~~52506~~52485% 1,~~823~~822,~~813~~308.7702 8,~~397~~389.2398 B-5 251510MC4 5.~~52506~~52485% 1,~~418~~417,~~427~~256.4438 6,~~530~~525.7411 II-P1 111348033 0.00000% 100.00 711,~~049~~875.8637 II-P2 111348041 0.00000% 100.00 0.00 AR DEUTSC06ARA 5.~~51312~~51133% 0.00 0.00 Totals ~~948~~842,~~518~~653,~~602~~871.6497 4,~~998~~705,~~236~~632.0999

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A1 1218,~~076~~164,~~824~~178.9304 0.00 ~~237~~156,~~252~~533,~~854~~984.8284 1319,~~227~~033,~~342~~738.8915 0.00 I-A2 0.00 0.00 74,533,000.00 ~~350~~377,~~553~~820.5420 0.00 I-A3 0.00 0.00 133,184,000.00 ~~640~~689,~~615~~782.0413 0.00 I-A4 12,~~341~~018,~~864~~234.2114 0.00 4940,~~440~~472,~~902~~174.4605 12,~~584~~237,~~775~~130.1156 0.00 I-M1 0.00 0.00 8,313,000.00 4043,~~576~~664.6803 0.00 I-M2 0.00 0.00 8,005,000.00 3942,~~215~~193.6102 0.00 I-M3 0.00 0.00 4,619,000.00 2224,~~710~~430.0866 0.00 I-M4 0.00 0.00 4,003,000.00 2021,~~143~~649.9956 0.00 I-M5 0.00 0.00 3,079,000.00 1516,~~631~~793.0638 0.00 I-M6 0.00 0.00 3,079,000.00 1517,~~877~~047.3840 0.00 I-M7 0.00 0.00 3,079,000.00 1718,~~327~~543.9328 0.00 I-M8 0.00 0.00 6,774,000.00 4851,~~659~~663.9004 0.00 I-P1 0.00 0.00 100.00 3388,~~254~~361.4672 0.00 I-P2 0.00 0.00 100.00 0.00 0.00 1-R 0.00 0.00 0.00 0.00 0.00 CE 0.00 0.00 4,310,627.94 ~~532~~498,~~552~~398.1101 0.00 II-A1 ~~766~~717,~~554~~818.8552 0.00 5651,~~138~~111,~~645~~895.1647 1955,~~027,224~~881.0106 0.00 II-A2 8579,~~167~~752.0325 0.00 65,~~237~~678,~~207~~717.6144 ~~114~~106,~~128~~201.3286 0.00 III-A1 12,~~763~~749,~~185~~823.3348 0.00 ~~160~~149,~~414~~093,~~331~~395.0111 23,~~515~~453,~~551~~812.6577 0.00 III-A2 ~~195~~305,~~903~~526.6585 0.00 1716,~~823~~565,~~284~~439.0573 ~~279~~383,~~497~~745.4255 0.00 IV-A1 ~~767~~339,~~145~~341.0337 0.00 8279,~~599~~161,~~496~~579.4246 1692,~~138,086~~756.9642 0.00 IV-A2 8537,~~236~~703.3170 0.00 98,~~177~~795,~~503~~521.2860 ~~126~~76,~~451~~971.10 0.00 V-A1 ~~233~~11,~~317~~906.6797 0.00 3231,~~227~~094,~~032~~429.6971 ~~391~~163,~~343~~410.7826 0.00 V-A2 251,~~925~~323.7808 0.00 3,~~581~~455,~~001~~148.0050 4318,~~485~~157.3181 0.00 M 1,~~705~~747.9712 0.00 10,~~333~~324,~~571~~997.86 49,291.8087 0.00 B-1 ~~736~~753.0379 0.00 4,~~458~~454,~~363~~664.7352 21,266.6871 0.00 B-2 ~~468~~479.3161 0.00 2,~~836~~834,~~686~~332.3871 13,531.1820 0.00 B-3 ~~401~~411.5019 0.00 2,~~432~~429,~~016~~998.4353 11,600.8789 0.00 B-4 ~~301~~308.0431 0.00 1,~~823~~821,~~512~~999.7372 8,698.2729 0.00 B-5 ~~234~~239.1378 0.00 1,~~418~~417,~~193~~016.3160 6,764.8789 0.00 II-P1 0.00 0.00 100.00 711,~~049~~875.8637 0.00 II-P2 0.00 0.00 100.00 0.00 0.00 AR 0.00 0.00 0.00 0.00 0.00 Totals 1724,~~344~~429,~~971~~548.7720 0.00 ~~931~~818,~~173~~224,~~630~~323.8879 2229,~~343~~135,~~207~~181.8619 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 I-A1 305,771,000.00 ~~249~~174,~~329~~698,~~679~~162.7587 0.00 1218,~~076~~164,~~824~~178.9304 0.00 0.00 I-A2 74,533,000.00 74,533,000.00 0.00 0.00 0.00 0.00 I-A3 133,184,000.00 133,184,000.00 0.00 0.00 0.00 0.00 I-A4 57,054,000.00 5042,~~782~~490,~~766~~408.6719 0.00 12,~~341~~018,~~864~~234.2114 0.00 0.00 I-M1 8,313,000.00 8,313,000.00 0.00 0.00 0.00 0.00 I-M2 8,005,000.00 8,005,000.00 0.00 0.00 0.00 0.00 I-M3 4,619,000.00 4,619,000.00 0.00 0.00 0.00 0.00 I-M4 4,003,000.00 4,003,000.00 0.00 0.00 0.00 0.00 I-M5 3,079,000.00 3,079,000.00 0.00 0.00 0.00 0.00 I-M6 3,079,000.00 3,079,000.00 0.00 0.00 0.00 0.00 I-M7 3,079,000.00 3,079,000.00 0.00 0.00 0.00 0.00 I-M8 6,774,000.00 6,774,000.00 0.00 0.00 0.00 0.00 I-P1 100.00 100.00 0.00 0.00 0.00 0.00 I-P2 100.00 100.00 0.00 0.00 0.00 0.00 1-R 100.00 0.00 0.00 0.00 0.00 0.00 CE 4,310,890.95 4,310,627.94 0.00 0.00 0.00 0.00 II-A1 59,458,000.00 5651,~~905~~829,~~200~~714.0100 6,~~826~~216.7662 ~~759~~711,~~728~~601.1090 0.00 0.00 II-A2 6,606,000.00 65,~~322~~758,~~374~~469.6469 ~~758~~690.4869 8479,~~408~~061.5556 0.00 0.00 III-A1 167,990,000.00 ~~162~~151,~~177~~843,~~516~~218.3459 1514,~~155~~918.6323 12,~~748~~734,~~029~~905.7024 0.00 0.00 III-A2 18,665,000.00 1816,~~019~~870,~~187~~966.7058 1,~~683~~657.9153 ~~194~~303,~~219~~869.7432 0.00 0.00 IV-A1 83,990,000.00 8379,~~366~~500,~~641~~920.4583 2524,~~032~~771.8491 ~~742~~314,~~112~~569.1845 0.00 0.00 IV-A2 9,332,000.00 98,~~262~~833,~~739~~225.5930 2,~~781~~752.3637 8234,~~454~~951.9533 0.00 0.00 V-A1 32,614,000.00 3231,~~460~~106,~~350~~336.3668 8,~~707~~037.8619 ~~224~~3,~~609~~869.8078 0.00 0.00 V-A2 3,624,000.00 3,~~606~~456,~~926~~471.7758 ~~967~~893.6008 ~~24,958~~430.1800 0.00 0.00 M 10,342,000.00 10,~~335~~326,~~277~~744.8398 1,~~705~~747.9712 0.00 0.00 0.00 B-1 4,462,000.00 4,~~459~~455,~~099~~418.7630 ~~736~~753.0379 0.00 0.00 0.00 B-2 2,839,000.00 2,~~837~~834,~~154~~812.6932 ~~468~~479.3161 0.00 0.00 0.00 B-3 2,434,000.00 2,~~432~~430,~~417~~409.9372 ~~401~~411.5019 0.00 0.00 0.00 B-4 1,825,000.00 1,~~823~~822,~~813~~308.7702 ~~301~~308.0431 0.00 0.00 0.00 B-5 1,419,350.00 1,~~418~~417,~~427~~256.4438 ~~234~~239.1378 0.00 0.00 0.00 II-P1 100.00 100.00 0.00 0.00 0.00 0.00 II-P2 100.00 100.00 0.00 0.00 0.00 0.00 AR 100.00 0.00 0.00 0.00 0.00 0.00 Totals 1,021,404,840.95 ~~948~~842,~~518~~653,~~602~~871.6497 6563,~~761~~877.42 1724,~~279~~365,~~210~~670.3476 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A1 1218,~~076~~164,~~824~~178.9304 ~~237~~156,~~252~~533,~~854~~984.8284 0.~~77591680~~51193208 1218,~~076~~164,~~824~~178.9304 I-A2 0.00 74,533,000.00 1.00000000 0.00 I-A3 0.00 133,184,000.00 1.00000000 0.00 I-A4 12,~~341~~018,~~864~~234.2114 4940,~~440~~472,~~902~~174.4605 0.~~86656330~~70936611 12,~~341~~018,~~864~~234.2114 I-M1 0.00 8,313,000.00 1.00000000 0.00 I-M2 0.00 8,005,000.00 1.00000000 0.00 I-M3 0.00 4,619,000.00 1.00000000 0.00 I-M4 0.00 4,003,000.00 1.00000000 0.00 I-M5 0.00 3,079,000.00 1.00000000 0.00 I-M6 0.00 3,079,000.00 1.00000000 0.00 I-M7 0.00 3,079,000.00 1.00000000 0.00 I-M8 0.00 6,774,000.00 1.00000000 0.00 I-P1 0.00 100.00 1.00000000 0.00 I-P2 0.00 100.00 1.00000000 0.00 1-R 0.00 0.00 0.00000000 0.00 CE 0.00 4,310,627.94 0.99993899 0.00 II-A1 ~~766~~717,~~554~~818.8552 5651,~~138~~111,~~645~~895.1647 0.~~94417312~~85963025 ~~766~~717,~~554~~818.8552 II-A2 8579,~~167~~752.0325 65,~~237~~678,~~207~~717.6144 0.~~94417312~~85963025 8579,~~167~~752.0325 III-A1 12,~~763~~749,~~185~~823.3348 ~~160~~149,~~414~~093,~~331~~395.0111 0.~~95490405~~88751351 12,~~763~~749,~~185~~823.3348 III-A2 ~~195~~305,~~903~~526.6585 1716,~~823~~565,~~284~~439.0573 0.~~95490405~~88751351 ~~195~~305,~~903~~526.6585 IV-A1 ~~767~~339,~~145~~341.0337 8279,~~599~~161,~~496~~579.4246 0.~~98344442~~94251196 ~~767~~339,~~145~~341.0337 IV-A2 8537,~~236~~703.3170 98,~~177~~795,~~503~~521.2860 0.~~98344441~~94251196 8537,~~236~~703.3170 V-A1 ~~233~~11,~~317~~906.6797 3231,~~227~~094,~~032~~429.6971 0.~~98813493~~95340742 ~~233~~11,~~317~~906.6797 V-A2 251,~~925~~323.7808 3,~~581~~455,~~001~~148.0050 0.~~98813493~~95340742 251,~~925~~323.7808 M 1,~~705~~747.9712 10,~~333~~324,~~571~~997.86 0.~~99918506~~99835601 1,~~705~~747.9712 B-1 ~~736~~753.0379 4,~~458~~454,~~363~~664.7352 0.~~99918506~~99835601 ~~736~~753.0379 B-2 ~~468~~479.3161 2,~~836~~834,~~686~~332.3871 0.~~99918506~~99835601 ~~468~~479.3161 B-3 ~~401~~411.5019 2,~~432~~429,~~016~~998.4353 0.~~99918506~~99835601 ~~401~~411.5019 B-4 ~~301~~308.0431 1,~~823~~821,~~512~~999.7372 0.~~99918506~~99835601 ~~301~~308.0431 B-5 ~~234~~239.1378 1,~~418~~417,~~193~~016.3160 0.~~99918506~~99835601 ~~234~~239.1378 II-P1 0.00 100.00 1.00000000 0.00 II-P2 0.00 100.00 1.00000000 0.00 AR 0.00 0.00 0.00000000 0.00 Totals 1724,~~344~~429,~~971~~548.7720 ~~931~~818,~~173~~224,~~630~~323.8879 0.~~91165970~~80107739 1724,~~344~~429,~~971~~548.7720

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A1 305,771,000.00 ~~815~~571.~~41310245~~33659788 0.00000000 3959.~~49630583~~40451527 0.00000000 I-A2 74,533,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A3 133,184,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A4 57,054,000.00 ~~890~~744.~~08249500~~74021436 0.00000000 2335.~~51919602~~37410418 0.00000000 I-M1 8,313,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M2 8,005,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M3 4,619,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M4 4,003,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M5 3,079,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M6 3,079,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M7 3,079,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M8 6,774,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-P1 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-P2 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 CE 4,310,890.95 999.93898941 0.00000000 0.00000000 0.00000000 II-A1 59,458,000.00 ~~957~~871.~~06549178~~70294998 0.~~11481651~~10455481 1211.~~77755895~~96814390 0.00000000 II-A2 6,606,000.00 ~~957~~871.~~06549198~~70295035 0.~~11481683~~10455495 1211.~~77755828~~96814411 0.00000000 III-A1 167,990,000.00 ~~965~~903.~~39982344~~88248461 0.~~09021745~~08880427 1016.~~40555807~~28016691 0.00000000 III-A2 18,665,000.00 ~~965~~903.~~39982320~~88248486 0.~~09021752~~08880418 1016.~~40555800~~28016716 0.00000000 IV-A1 83,990,000.00 ~~992~~946.~~57818133~~55221848 0.~~29804548~~29493880 83.~~83572068~~74532028 0.00000000 IV-A2 9,332,000.00 ~~992~~946.~~57818153~~55221817 0.~~29804544~~29493892 83.~~83572117~~74532040 0.00000000 V-A1 32,614,000.00 ~~995~~953.~~28884405~~77251119 0.~~26699761~~24643374 60.~~88691360~~11865395 0.00000000 V-A2 3,624,000.00 ~~995~~953.~~28884382~~77251104 0.~~26699779~~24643488 60.~~88691501~~11865342 0.00000000 M 10,342,000.00 ~~999~~998.~~35001257~~52494488 0.~~16495552~~16893444 0.00000000 0.00000000 B-1 4,462,000.00 ~~999~~998.~~35001345~~52494397 0.~~16495518~~16893545 0.00000000 0.00000000 B-2 2,839,000.00 ~~999~~998.~~35001409~~52494540 0.~~16495597~~16893625 0.00000000 0.00000000 B-3 2,434,000.00 ~~999~~998.~~35001233~~52494659 0.~~16495481~~16893591 0.00000000 0.00000000 B-4 1,825,000.00 ~~999~~998.~~35001096~~52494247 0.~~16495342~~16893699 0.00000000 0.00000000 B-5 1,419,350.00 ~~999~~998.~~35001233~~52494452 0.~~16495579~~16893649 0.00000000 0.00000000 II-P1 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-P2 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 AR 100.00 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 I-A1 0.00000000 3959.~~49630583~~40451527 ~~775~~511.~~91679662~~93208264 0.~~77591680~~51193208 3959.~~49630583~~40451527 I-A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-A4 0.00000000 2335.~~51919602~~37410418 ~~866~~709.~~56329898~~36611018 0.~~86656330~~70936611 2335.~~51919602~~37410418 I-M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-P1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-P2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CE 0.00000000 0.00000000 999.93898941 0.99993899 0.00000000 II-A1 0.00000000 12.~~89237529~~07269871 ~~944~~859.~~17311649~~63025110 0.~~94417312~~85963025 12.~~89237529~~07269871 II-A2 0.00000000 12.~~89237511~~07269906 ~~944~~859.~~17311686~~63025129 0.~~94417312~~85963025 12.~~89237511~~07269906 III-A1 0.00000000 1016.~~49577552~~36897125 ~~954~~887.~~90404792~~51351336 0.~~95490405~~88751351 1016.~~49577552~~36897125 III-A2 0.00000000 1016.~~49577552~~36897134 ~~954~~887.~~90404768~~51351353 0.~~95490405~~88751351 1016.~~49577552~~36897134 IV-A1 0.00000000 94.~~13376628~~04025920 ~~983~~942.~~44441505~~51195928 0.~~98344442~~94251196 94.~~13376628~~04025920 IV-A2 0.00000000 94.~~13376661~~04025932 ~~983~~942.~~44441492~~51195885 0.~~98344441~~94251196 94.~~13376661~~04025932 V-A1 0.00000000 70.~~15391151~~36508769 ~~988~~953.~~13493254~~40742350 0.~~98813493~~95340742 70.~~15391151~~36508769 V-A2 0.00000000 70.~~15391280~~36508830 ~~988~~953.~~13493377~~40742274 0.~~98813493~~95340742 70.~~15391280~~36508830 M 0.00000000 0.~~16495552~~16893444 ~~999~~998.~~18505705~~35601044 0.~~99918506~~99835601 0.~~16495552~~16893444 B-1 0.00000000 0.~~16495518~~16893545 ~~999~~998.~~18505827~~35601076 0.~~99918506~~99835601 0.~~16495518~~16893545 B-2 0.00000000 0.~~16495597~~16893625 ~~999~~998.~~18505812~~35600916 0.~~99918506~~99835601 0.~~16495597~~16893625 B-3 0.00000000 0.~~16495481~~16893591 ~~999~~998.~~18505752~~35601068 0.~~99918506~~99835601 0.~~16495481~~16893591 B-4 0.00000000 0.~~16495342~~16893699 ~~999~~998.~~18505753~~35601096 0.~~99918506~~99835601 0.~~16495342~~16893699 B-5 0.00000000 0.~~16495579~~16893649 ~~999~~998.~~18505654~~35600803 0.~~99918506~~99835601 0.~~16495579~~16893649 II-P1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-P2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: 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 I-A1 0510/25/06 - 0611/2526/06 3233 5.~~19125~~43000% ~~249~~174,~~329~~698,~~679~~162.7587 1869,~~150,517~~560.9611 0.00 I-A2 0510/25/06 - 0611/2526/06 3233 5.~~29125~~53000% 74,533,000.00 ~~350~~377,~~553~~820.5420 0.00 I-A3 0510/25/06 - 0611/2526/06 3233 5.~~41125~~65000% 133,184,000.00 ~~640~~689,~~615~~782.0413 0.00 I-A4 0510/25/06 - 0611/2526/06 3233 5.~~38125~~62000% 5042,~~782~~490,~~766~~408.6719 ~~242~~218,~~910~~896.9042 0.00 I-M1 0510/25/06 - 0611/2526/06 3233 5.~~49125~~73000% 8,313,000.00 4043,~~576~~664.6803 0.00 I-M2 0510/25/06 - 0611/2526/06 3233 5.~~51125~~75000% 8,005,000.00 3942,~~215~~193.6102 0.00 I-M3 0510/25/06 - 0611/2526/06 3233 5.~~53125~~77000% 4,619,000.00 2224,~~710~~430.0866 0.00 I-M4 0510/25/06 - 0611/2526/06 3233 5.~~66125~~90000% 4,003,000.00 2021,~~143~~649.9956 0261.0089 I-M5 0510/25/06 - 0611/2526/06 3233 5.~~71125~~95000% 3,079,000.00 1516,~~631~~793.0638 0342.0056 I-M6 0510/25/06 - 0611/2526/06 3233 56.~~80125~~04000% 3,079,000.00 1517,~~877~~047.3840 0596.0058 I-M7 0510/25/06 - 0611/2526/06 3233 6.~~33125~~57000% 3,079,000.00 1718,~~327~~543.9328 12,~~213~~092.0646 I-M8 0510/25/06 - 0611/2526/06 3233 8.~~08125~~32000% 6,774,000.00 4851,~~659~~663.9004 1315,~~206~~470.1417 I-P1 N/A N/A 0.00000% 100.00 0.00 0.00 I-P2 N/A N/A 0.00000% 100.00 0.00 0.00 1-R N/A N/A 6.~~24433~~40428% 0.00 0.00 0.00 CE N/A N/A 0.00000% ~~553~~470,~~091~~167,~~474~~599.3500 0.00 0.00 II-A1 0510/01/06 - 0510/30/06 30 5.~~49691~~51180% 5651,~~905~~829,~~200~~714.0100 ~~260~~238,~~669~~062.1654 0.00 II-A2 0510/01/06 - 0510/30/06 30 5.~~49691~~51180% 65,~~322~~758,~~374~~469.6469 2826,~~961~~449.2961 0.00 III-A1 0510/01/06 - 0510/30/06 30 5.~~56698~~56355% ~~162~~151,~~177~~843,~~516~~218.3459 ~~752~~703,~~366~~989.3229 0.00 III-A2 0510/01/06 - 0510/30/06 30 5.~~56698~~56355% 1816,~~019~~870,~~187~~966.7058 8378,~~593~~218.7770 0.00 IV-A1 0510/01/06 - 0510/30/06 30 5.~~33943~~33451% 8379,~~366~~500,~~641~~920.4583 ~~370~~353,~~941~~415.9305 0.00 IV-A2 0510/01/06 - 0510/30/06 30 5.~~33943~~33451% 98,~~262~~833,~~739~~225.5930 4139,~~214~~267.7940 0.00 V-A1 0510/01/06 - 0510/30/06 30 5.~~84194~~84460% 3231,~~460~~106,~~350~~336.3668 ~~158~~151,~~026~~503.1129 0.00 V-A2 0510/01/06 - 0510/30/06 30 5.~~84194~~84460% 3,~~606~~456,~~926~~471.7758 1716,~~559~~834.5373 0.00 M 0510/01/06 - 0510/30/06 30 5.~~52506~~52485% 10,~~335~~326,~~277~~744.8398 47,~~585~~544.8375 0.00 B-1 0510/01/06 - 0510/30/06 30 5.~~52506~~52485% 4,~~459~~455,~~099~~418.7630 20,~~530~~512.6592 0.00 B-2 0510/01/06 - 0510/30/06 30 5.~~52506~~52485% 2,~~837~~834,~~154~~812.6932 13,~~062~~051.8759 0.00 B-3 0510/01/06 - 0510/30/06 30 5.~~52506~~52485% 2,~~432~~430,~~417~~409.9372 11,~~199~~189.3770 0.00 B-4 0510/01/06 - 0510/30/06 30 5.~~52506~~52485% 1,~~823~~822,~~813~~308.7702 8,~~397~~389.2398 0.00 B-5 0510/01/06 - 0510/30/06 30 5.~~52506~~52485% 1,~~418~~417,~~427~~256.4438 6,~~530~~525.7411 0.00 II-P1 N/A N/A 0.00000% 100.00 0.00 0.00 II-P2 N/A N/A 0.00000% 100.00 0.00 0.00 AR N/A N/A 5.~~51312~~51133% 0.00 0.00 0.00 Totals 4,~~425~~106,~~379~~997.6689 1418,~~419~~763.2066

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 I-A1 0.00 0.00 1869,~~150,517~~560.9611 0.00 ~~237~~156,~~252~~533,~~854~~984.8284 I-A2 0.00 0.00 ~~350~~377,~~553~~820.5420 0.00 74,533,000.00 I-A3 0.00 0.00 ~~640~~689,~~615~~782.0413 0.00 133,184,000.00 I-A4 0.00 0.00 ~~242~~218,~~910~~896.9042 0.00 4940,~~440~~472,~~902~~174.4605 I-M1 0.00 0.00 4043,~~576~~664.6803 0.00 8,313,000.00 I-M2 0.00 0.00 3942,~~215~~193.6102 0.00 8,005,000.00 I-M3 0.00 0.00 2224,~~710~~430.0866 0.00 4,619,000.00 I-M4 0261.0089 0.00 2021,~~143~~649.9956 0.00 4,003,000.00 I-M5 0342.0056 0.00 1516,~~631~~793.0638 0.00 3,079,000.00 I-M6 0596.0058 0.00 1517,~~877~~047.3840 0.00 3,079,000.00 I-M7 12,~~213~~092.0646 0.00 1718,~~327~~543.9328 0.00 3,079,000.00 I-M8 1315,~~206~~470.1417 0.00 4851,~~659~~663.9004 0.00 6,774,000.00 I-P1 0.00 0.00 3388,~~254~~361.4672 0.00 100.00 I-P2 0.00 0.00 0.00 0.00 100.00 1-R 0.00 0.00 0.00 0.00 0.00 CE 0.00 0.00 ~~532~~498,~~552~~398.1101 0.00 ~~539~~449,~~672~~985,~~785~~186.2182 II-A1 0.00 0.00 ~~260~~238,~~669~~062.1654 0.00 5651,~~138~~111,~~645~~895.1647 II-A2 0.00 0.00 2826,~~961~~449.2961 0.00 65,~~237~~678,~~207~~717.6144 III-A1 0.00 0.00 ~~752~~703,~~366~~989.3229 0.00 ~~160~~149,~~414~~093,~~331~~395.0111 III-A2 0.00 0.00 8378,~~593~~218.7770 0.00 1716,~~823~~565,~~284~~439.0573 IV-A1 0.00 0.00 ~~370~~353,~~941~~415.9305 0.00 8279,~~599~~161,~~496~~579.4246 IV-A2 0.00 0.00 4139,~~214~~267.7940 0.00 98,~~177~~795,~~503~~521.2860 V-A1 0.00 0.00 ~~158~~151,~~026~~503.1129 0.00 3231,~~227~~094,~~032~~429.6971 V-A2 0.00 0.00 1716,~~559~~834.5373 0.00 3,~~581~~455,~~001~~148.0050 M 0.00 0.00 47,~~585~~544.8375 0.00 10,~~333~~324,~~571~~997.86 B-1 0.00 0.00 20,~~530~~512.6592 0.00 4,~~458~~454,~~363~~664.7352 B-2 0.00 0.00 13,~~062~~051.8759 0.00 2,~~836~~834,~~686~~332.3871 B-3 0.00 0.00 11,~~199~~189.3770 0.00 2,~~432~~429,~~016~~998.4353 B-4 0.00 0.00 8,~~397~~389.2398 0.00 1,~~823~~821,~~512~~999.7372 B-5 0.00 0.00 6,~~530~~525.7411 0.00 1,~~418~~417,~~193~~016.3160 II-P1 0.00 0.00 711,~~049~~875.8637 0.00 100.00 II-P2 0.00 0.00 0.00 0.00 100.00 AR 0.00 0.00 0.00 0.46 0.00 Totals 1418,~~419~~763.2066 0.00 4,~~998~~705,~~236~~632.0999 0.46 (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 I-A1 305,771,000.00 5.~~19125~~43000% ~~815~~571.~~41310245~~33659788 32.~~76267848~~84382793 0.00000000 I-A2 74,533,000.00 5.~~29125~~53000% 1000.00000000 45.~~70333329~~06916668 0.00000000 I-A3 133,184,000.00 5.~~41125~~65000% 1000.00000000 45.~~81000000~~17916664 0.00000000 I-A4 57,054,000.00 5.~~38125~~62000% ~~890~~744.~~08249500~~74021436 43.~~25756126~~83665335 0.00000000 I-M1 8,313,000.00 5.~~49125~~73000% 1000.00000000 45.~~88111151~~25249970 0.00000000 I-M2 8,005,000.00 5.~~51125~~75000% 1000.00000000 45.~~89888944~~27083323 0.00000000 I-M3 4,619,000.00 5.~~53125~~77000% 1000.00000000 45.~~91666595~~28916649 0.00000000 I-M4 4,003,000.00 5.~~66125~~90000% 1000.00000000 5.~~03222333~~40833375 0.~~00000000~~06542343 I-M5 3,079,000.00 5.~~71125~~95000% 1000.00000000 5.~~07666775~~45416694 0.~~00000000~~11125690 I-M6 3,079,000.00 56.~~80125~~04000% 1000.00000000 5.~~15666775~~53666775 0.~~00000000~~19375771 I-M7 3,079,000.00 6.~~33125~~57000% 1000.00000000 56.~~62777850~~02250081 0.~~39397856~~67959078 I-M8 6,774,000.00 8.~~08125~~32000% 1000.00000000 7.~~18333333~~62666667 12.~~94953351~~28375701 I-P1 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 I-P2 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 1-R 100.00 6.~~24433~~40428% 0.00000000 0.00000000 0.00000000 CE 4,310,890.95 0.00000% ~~128300~~109065.~~96626545~~06438072 0.00000000 0.00000000 II-A1 59,458,000.00 5.~~49691~~51180% ~~957~~871.~~06549178~~70294998 4.~~38408894~~00387736 0.00000000 II-A2 6,606,000.00 5.~~49691~~51180% ~~957~~871.~~06549198~~70295035 4.~~38408871~~00387678 0.00000000 III-A1 167,990,000.00 5.~~56698~~56355% ~~965~~903.~~39982344~~88248461 4.~~47863754~~19066188 0.00000000 III-A2 18,665,000.00 5.~~56698~~56355% ~~965~~903.~~39982320~~88248486 4.~~47863756~~19066167 0.00000000 IV-A1 83,990,000.00 5.~~33943~~33451% ~~992~~946.~~57818133~~55221848 4.~~41650113~~20782296 0.00000000 IV-A2 9,332,000.00 5.~~33943~~33451% ~~992~~946.~~57818153~~55221817 4.~~41650129~~20782255 0.00000000 V-A1 32,614,000.00 5.~~84194~~84460% ~~995~~953.~~28884405~~77251119 4.~~84534586~~64534525 0.00000000 V-A2 3,624,000.00 5.~~84194~~84460% ~~995~~953.~~28884382~~77251104 4.~~84534492~~64534492 0.00000000 M 10,342,000.00 5.~~52506~~52485% ~~999~~998.~~35001257~~52494488 4.~~60122123~~59724908 0.00000000 B-1 4,462,000.00 5.~~52506~~52485% ~~999~~998.~~35001345~~52494397 4.~~60122143~~59724787 0.00000000 B-2 2,839,000.00 5.~~52506~~52485% ~~999~~998.~~35001409~~52494540 4.~~60122226~~59724903 0.00000000 B-3 2,434,000.00 5.~~52506~~52485% ~~999~~998.~~35001233~~52494659 4.~~60122021~~59724733 0.00000000 B-4 1,825,000.00 5.~~52506~~52485% ~~999~~998.~~35001096~~52494247 4.~~60122192~~59724932 0.00000000 B-5 1,419,350.00 5.~~52506~~52485% ~~999~~998.~~35001233~~52494452 4.~~60121887~~59725226 0.00000000 II-P1 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 II-P2 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 AR 100.00 5.~~51312~~51133% 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 I-A1 0.00000000 0.00000000 32.~~76267848~~84382793 0.00000000 ~~775~~511.~~91679662~~93208264 I-A2 0.00000000 0.00000000 45.~~70333329~~06916668 0.00000000 1000.00000000 I-A3 0.00000000 0.00000000 45.~~81000000~~17916664 0.00000000 1000.00000000 I-A4 0.00000000 0.00000000 43.~~25756126~~83665335 0.00000000 ~~866~~709.~~56329898~~36611018 I-M1 0.00000000 0.00000000 45.~~88111151~~25249970 0.00000000 1000.00000000 I-M2 0.00000000 0.00000000 45.~~89888944~~27083323 0.00000000 1000.00000000 I-M3 0.00000000 0.00000000 45.~~91666595~~28916649 0.00000000 1000.00000000 I-M4 0.~~00000000~~06542343 0.00000000 5.~~03222333~~40833375 0.00000000 1000.00000000 I-M5 0.~~00000000~~11125690 0.00000000 5.~~07666775~~45416694 0.00000000 1000.00000000 I-M6 0.~~00000000~~19375771 0.00000000 5.~~15666775~~53666775 0.00000000 1000.00000000 I-M7 0.~~39397856~~67959078 0.00000000 56.~~62777850~~02250081 0.00000000 1000.00000000 I-M8 12.~~94953351~~28375701 0.00000000 7.~~18333333~~62666667 0.00000000 1000.00000000 I-P1 0.00000000 0.00000000 ~~332544~~883617.~~60000000~~20000000 0.00000000 1000.00000000 I-P2 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 1-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CE 0.00000000 0.00000000 ~~123~~115.~~53643740~~61369002 0.00000000 ~~125188~~104383.~~22477057~~33793157 II-A1 0.00000000 0.00000000 4.~~38408894~~00387736 0.00000000 ~~944~~859.~~17311649~~63025110 II-A2 0.00000000 0.00000000 4.~~38408871~~00387678 0.00000000 ~~944~~859.~~17311686~~63025129 III-A1 0.00000000 0.00000000 4.~~47863754~~19066188 0.00000000 ~~954~~887.~~90404792~~51351336 III-A2 0.00000000 0.00000000 4.~~47863756~~19066167 0.00000000 ~~954~~887.~~90404768~~51351353 IV-A1 0.00000000 0.00000000 4.~~41650113~~20782296 0.00000000 ~~983~~942.~~44441505~~51195928 IV-A2 0.00000000 0.00000000 4.~~41650129~~20782255 0.00000000 ~~983~~942.~~44441492~~51195885 V-A1 0.00000000 0.00000000 4.~~84534586~~64534525 0.00000000 ~~988~~953.~~13493254~~40742350 V-A2 0.00000000 0.00000000 4.~~84534492~~64534492 0.00000000 ~~988~~953.~~13493377~~40742274 M 0.00000000 0.00000000 4.~~60122123~~59724908 0.00000000 ~~999~~998.~~18505705~~35601044 B-1 0.00000000 0.00000000 4.~~60122143~~59724787 0.00000000 ~~999~~998.~~18505827~~35601076 B-2 0.00000000 0.00000000 4.~~60122226~~59724903 0.00000000 ~~999~~998.~~18505812~~35600916 B-3 0.00000000 0.00000000 4.~~60122021~~59724733 0.00000000 ~~999~~998.~~18505752~~35601068 B-4 0.00000000 0.00000000 4.~~60122192~~59724932 0.00000000 ~~999~~998.~~18505753~~35601096 B-5 0.00000000 0.00000000 4.~~60121887~~59725226 0.00000000 ~~999~~998.~~18505654~~35600803 II-P1 0.00000000 0.00000000 ~~70498~~118753.~~60000000~~70000000 0.00000000 1000.00000000 II-P2 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 AR 0.00000000 0.00000000 0.00000000 460.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: Note: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2228,~~372~~913,~~976~~329.8203 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~147~~232,~~139~~862.1666 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 40100,~~304~~237.3209 Swap/Cap Payments ~~242~~378,~~515~~367.5388 Total Deposits 2229,~~802~~624,~~935~~796.8366 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~173~~236,~~538~~906.7515 Total Administration Fees ~~286~~252,~~189~~709.2232 Payment of Interest and Principal 2229,~~343~~135,~~207~~181.8619 Total Withdrawals (Pool Distribution Amount) 2229,~~802~~624,~~935~~796.8366 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~268~~238,~~352~~505.0729 Lender Paid Mortgage Insurance 1714,~~837~~204.1503 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~286~~252,~~189~~709.2232 *Servicer Payees include: COUNTRYWIDE HOME LOANS ~~INC.~~SERVICING LP; FRANKLIN BANK; GMAC ~~MTG~~MORTGAGE ~~CORP~~CORPORATION; GREENPOINT ~~MTG~~MORTGAGE FUNDING, INC; INDYMAC; NATIONAL CITY MTG CO; RESIDENTIAL FUNDING ~~CORP~~CORPORATION; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Group 1 Reserve Account 1,000.00 1418,~~419~~763.2065 1418,~~419~~763.2065 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Supplemental Interest Trust (DBAG) 2,~~468~~295,~~421~~706.0344 21,~~225~~917,~~905~~338.5056 ~~242~~378,~~515~~367.5388

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.~~327684~~379469% Weighted Average Net Coupon 56.~~988184~~019592% Weighted Average Pass-Through Rate 56.~~965617~~019592% Weighted Average Remaining Term ~~352~~347 Beginning Scheduled Collateral Loan Count 32,~~090~~738 Number Of Loans Paid In Full 5877 Ending Scheduled Collateral Loan Count 32,~~032~~661 Beginning Scheduled Collateral Balance ~~948~~842,~~518~~653,~~602~~872.6701 Ending Scheduled Collateral Balance ~~931~~818,~~173~~224,~~630~~323.9183 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 ~~931~~818,~~276~~326,~~399~~382.3148 Monthly P&I Constant 54,~~133~~601,~~717~~327.5905 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 40100,~~304~~237.3209 Prepayment Penalty Paid Count 714 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~132~~119,~~112~~611.5515 Unscheduled Principal 1724,~~212~~309,~~859~~937.2103

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~653494~~786671 5.~~796835~~812859 Weighted Average Net Rate 6.~~318760~~452207 5.~~496914~~511801 Pass-Through Rate 6.~~280559~~416542 5.~~496914~~511801 Weighted Average Remaining Term ~~352~~347 ~~353~~348 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 32,~~133~~714,~~009~~794.9858 ~~332~~305,~~961~~852.2726 Beginning Loan Count 21,~~038~~747 ~~179~~164 Loans Paid in Full 4663 3 Ending Loan Count 1,~~992~~684 ~~176~~161 Beginning Scheduled Balance ~~553~~470,~~091~~167,~~474~~599.3500 6761,~~255~~614,~~897~~163.6191 Ending Scheduled Balance ~~539~~449,~~672~~985,~~785~~186.2182 6660,~~403~~816,~~692~~110.4625 Scheduled Principal 6655,~~351~~733.1373 87,~~068~~390.5020 Unscheduled Principal 1320,~~352~~126,~~338~~678.0145 ~~844~~790,~~136~~663.6546 Scheduled Interest 32,~~066~~659,~~658~~060.85 ~~324~~298,~~892~~462.7706 Servicing Fees ~~154~~131,~~282~~045.17 1615,~~809~~457.5190 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 1713,~~606~~973.9888 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~894~~514,~~769~~041.7080 ~~308~~283,~~083~~004.2616 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 3388,~~254~~361.4672 06,732.0017 Prepayment Penalty Paid Count 612 01 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group 3 Group 4 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~919990~~915566 5.~~696000~~691327 Weighted Average Net Rate 5.~~566983~~563548 5.~~342238~~337442 Pass-Through Rate 5.~~566983~~563548 5.~~339429~~334505 Weighted Average Remaining Term ~~353~~348 ~~352~~347 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~963~~905,~~027~~479.5594 ~~496~~475,~~195~~171.4195 Beginning Loan Count ~~595~~559 ~~192~~185 Loans Paid in Full 611 20 Ending Loan Count ~~589~~548 ~~190~~185 Beginning Scheduled Balance ~~191~~180,~~579~~091,~~562~~590.5135 9894,~~316~~012,~~073~~187.8903 Ending Scheduled Balance ~~189~~177,~~619~~035,~~409~~122.7922 9793,~~461~~633,~~984~~372.9973 Scheduled Principal 17,~~903~~693.2857 29,~~521~~293.7752 Unscheduled Principal 13,~~942~~038,~~249~~774.4456 ~~824~~349,~~567~~520.1378 Scheduled Interest ~~945~~887,~~124~~786.2737 ~~466~~445,~~673~~878.6443 Servicing Fees 5652,~~357~~829.46 2827,~~983~~724.7257 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 230.1715 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 ~~888~~834,~~766~~956.8191 ~~437~~417,~~459~~923.7571 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 75,~~049~~143.8620 0.00 Prepayment Penalty Paid Count 1 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group 5 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~215622~~218227 6.~~327684~~379469 Weighted Average Net Rate 5.~~841936~~844595 56.~~988184~~019592 Pass-Through Rate 5.~~841936~~844595 56.~~965617~~019592 Weighted Average Remaining Term ~~355~~350 ~~352~~347 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~208~~200,~~523~~028.3832 54,~~133~~601,~~717~~327.5905 Beginning Loan Count 8683 32,~~090~~738 Loans Paid in Full 10 5877 Ending Loan Count 8583 32,~~032~~661 Beginning Scheduled Balance 3836,~~275~~768,~~594~~331.3172 ~~948~~842,~~518~~653,~~602~~872.6701 Ending Scheduled Balance 3836,~~015~~754,~~758~~531.4681 ~~931~~818,~~173~~224,~~630~~323.9183 Scheduled Principal 109,~~267~~500.8713 ~~132~~119,~~112~~611.5515 Unscheduled Principal ~~249~~4,~~567~~299.9878 1724,~~212~~309,~~859~~937.2103 Scheduled Interest ~~198~~190,~~255~~528.5119 54,~~001~~481,~~605~~715.0490 Servicing Fees 11,~~919~~448.2119 ~~268~~238,~~352~~505.0729 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 1714,~~837~~204.1503 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~~179,~~336~~080.3000 4,~~715~~229,~~415~~006.8258 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 40100,~~304~~237.3209 Prepayment Penalty Paid Count 0 714 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Cash Reporting Excess Cash Amount ~~546~~517,~~964~~151.5948 Supplemental Int Trust (Deutsche Bank) 0.00 Structural Reporting Extra Principal Distribution 0.00 Overcollateralization Amount 4,310,627.94 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Reduction 0.00 Required Overcollateralization Amount 4,310,627.94

Additional Reporting - Group Level Trigger Event Reporting Group 1 Group 1 Cumulative Loss Trigger Calculated Value 0.000000% Trigger Result Pass Threshold Value 30.000000% Group 1 Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 05.~~792861~~139068% Group 1 Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Group 1 Two Times Delinquency Trigger Result Pass Threshold Value 50.000000% Calculated Value 05.~~792861~~139068% Group 1 Two Times Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Group I Trigger Event Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Group 2 Group II-V Cumulative Loss Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Group II-V Delinquency Trigger Calculated Value 02.~~584881~~667731% Trigger Result Pass Threshold Value 34.~~354746~~023388%

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1522 0 0 0 1522 36,~~599~~150,~~625~~234.1400 0.00 0.00 0.00 36,~~599~~150,~~625~~234.1400 60 Days 1216 01 0 0 1217 34,~~171~~475,~~947~~387.1207 0114,950.00 0.00 0.00 34,~~171~~590,~~947~~337.1207 90 Days 89 0 04 0 813 2,~~306~~670,~~108~~313.6287 0.00 01,127,308.0033 0.00 23,~~306~~797,~~108~~622.6220 120 Days 1 0 03 0 14 ~~196~~558,~~200~~156.00 0.00 0592,555.00 0.00 ~~196~~1,~~200~~150,711.00 150 Days 2 1 02 ~~0 0~~ 1 ~~269~~6 720,~~327~~309.8340 0152,960.00 0618,073.0051 0102,600.00 ~~269~~1,~~327~~593,942.8391 180+ Days 018 02 0 01 021 04,794,801.0045 0317,200.00 0.00 072,656.0016 05,184,657.0061 Totals 3768 04 09 02 3783 919,~~543~~369,~~208~~201.7179 0585,110.00 02,337,936.0084 0175,256.0016 922,~~543~~467,~~208~~504.7179 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~494723~~826757% 0.000000% 0.000000% 0.000000% 0.~~494723~~826757% 0.~~386526~~751562% 0.000000% 0.000000% 0.000000% 0.~~386526~~751562% 60 Days 0.~~395778~~601278% 0.~~000000~~037580% 0.000000% 0.000000% 0.~~395778~~638858% 0.~~340602~~546895% 0.~~000000~~014047% 0.000000% 0.000000% 0.~~340602~~560942% 90 Days 0.~~263852~~338219% 0.000000% 0.~~000000~~150319% 0.000000% 0.~~263852~~488538% 0.~~247629~~326314% 0.000000% 0.~~000000~~137758% 0.000000% 0.~~247629~~464072% 120 Days 0.~~032982~~037580% 0.000000% 0.~~000000~~112740% 0.000000% 0.~~032982~~150319% 0.~~021068~~068207% 0.000000% 0.~~000000~~072411% 0.000000% 0.~~021068~~140618% 150 Days 0.~~032982~~075160% 0.~~000000~~037580% 0.~~000000~~075160% 0.~~000000~~037580% 0.~~032982~~225479% 0.~~028920~~088022% 0.~~000000~~018692% 0.~~000000~~075529% 0.~~000000~~012538% 0.~~028920~~194781% 180+ Days 0.~~000000~~676437% 0.~~000000~~075160% 0.000000% 0.~~000000~~037580% 0.~~000000~~789177% 0.~~000000~~585928% 0.~~000000~~038762% 0.000000% 0.~~000000~~008879% 0.~~000000~~633568% Totals 12.~~220317~~555430% 0.~~000000~~150319% 0.~~000000~~338219% 0.~~000000~~075160% 13.~~220317~~119128% 12.~~024745~~366929% 0.~~000000~~071501% 0.~~000000~~285697% 0.~~000000~~021416% 12.~~024745~~745543%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~147~~232,~~139~~862.1666

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1318 0 0 0 1318 34,~~185~~816,~~795~~936.6492 0.00 0.00 0.00 34,~~185~~816,~~795~~936.6492 60 Days 1016 01 0 0 1017 24,~~704~~475,~~019~~387.1207 0114,950.00 0.00 0.00 24,~~704~~590,~~019~~337.1207 90 Days 8 0 04 0 812 2,~~306~~342,~~108~~313.6287 0.00 01,127,308.0033 0.00 23,~~306~~469,~~108~~622.6220 120 Days 1 0 03 0 14 ~~196~~558,~~200~~156.00 0.00 0592,555.00 0.00 ~~196~~1,~~200~~150,711.00 150 Days 1 01 02 0 1 ~~269~~5 76,~~327~~410.8300 0152,960.00 0618,073.0051 0102,600.00 ~~269~~950,~~327~~043.8351 180+ Days 016 02 0 01 019 04,376,970.0045 0317,200.00 0.00 072,656.0016 04,766,826.0061 Totals 3360 04 09 02 3375 816,~~661~~646,~~451~~174.2131 0585,110.00 02,337,936.0084 0175,256.0016 819,~~661~~744,~~451~~477.2131 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~652610~~068884% 0.000000% 0.000000% 0.000000% 01.~~652610~~068884% 01.~~590259~~070343% 0.000000% 0.000000% 0.000000% 01.~~590259~~070343% 60 Days 0.~~502008~~950119% 0.~~000000~~059382% 0.000000% 0.000000% 01.~~502008~~009501% 0.~~500997~~994449% 0.~~000000~~025542% 0.000000% 0.000000% 01.~~500997~~019991% 90 Days 0.~~401606~~475059% 0.000000% 0.~~000000~~237530% 0.000000% 0.~~401606~~712589% 0.~~427272~~520471% 0.000000% 0.~~000000~~250492% 0.000000% 0.~~427272~~770964% 120 Days 0.~~050201~~059382% 0.000000% 0.~~000000~~178147% 0.000000% 0.~~050201~~237530% 0.~~036352~~124024% 0.000000% 0.~~000000~~131668% 0.000000% 0.~~036352~~255693% 150 Days 0.~~050201~~059382% 0.~~000000~~059382% 0.~~000000~~118765% 0.~~000000~~059382% 0.~~050201~~296912% 0.~~049901~~016979% 0.~~000000~~033988% 0.~~000000~~137338% 0.~~000000~~022798% 0.~~049901~~211103% 180+ Days 0.~~000000~~950119% 0.~~000000~~118765% 0.000000% 0.~~000000~~059382% 01.~~000000~~128266% 0.~~000000~~972580% 0.~~000000~~070483% 0.000000% 0.~~000000~~016144% 01.~~000000~~059208% Totals 13.~~656627~~562945% 0.~~000000~~237530% 0.~~000000~~534442% 0.~~000000~~118765% 14.~~656627~~453682% 13.~~604780~~698846% 0.~~000000~~130014% 0.~~000000~~519499% 0.~~000000~~038943% 14.~~604780~~387302% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 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 01 0 0 0 01 0643,899.0040 0.00 0.00 0.00 0643,899.0040 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 0643,899.0040 0.00 0.00 0.00 0643,899.0040 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~~621118% 0.000000% 0.000000% 0.000000% 0.~~000000~~621118% 01.~~000000~~058669% 0.000000% 0.000000% 0.000000% 01.~~000000~~058669% 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~~621118% 0.000000% 0.000000% 0.000000% 0.~~000000~~621118% 01.~~000000~~058669% 0.000000% 0.000000% 0.000000% 01.~~000000~~058669% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 23 0 0 0 23 ~~413~~1,~~829~~161,297.5008 0.00 0.00 0.00 ~~413~~1,~~829~~161,297.5008 60 Days 20 0 0 0 20 ~~467,928~~0.00 0.00 0.00 0.00 ~~467,928~~0.00 90 Days 01 0 0 0 01 0328,000.00 0.00 0.00 0.00 0328,000.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 02 0 0 0 02 0417,831.00 0.00 0.00 0.00 0417,831.00 Totals 46 0 0 0 46 ~~881~~1,~~757~~907,128.5008 0.00 0.00 0.00 ~~881~~1,~~757~~907,128.5008 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~339559~~547445% 0.000000% 0.000000% 0.000000% 0.~~339559~~547445% 0.~~218226~~655917% 0.000000% 0.000000% 0.000000% 0.~~218226~~655917% 60 Days 0.~~339559~~000000% 0.000000% 0.000000% 0.000000% 0.~~339559~~000000% 0.~~246754~~000000% 0.000000% 0.000000% 0.000000% 0.~~246754~~000000% 90 Days 0.~~000000~~182482% 0.000000% 0.000000% 0.000000% 0.~~000000~~182482% 0.~~000000~~185259% 0.000000% 0.000000% 0.000000% 0.~~000000~~185259% 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~~364964% 0.000000% 0.000000% 0.000000% 0.~~000000~~364964% 0.~~000000~~235997% 0.000000% 0.000000% 0.000000% 0.~~000000~~235997% Totals 01.~~679117~~094891% 0.000000% 0.000000% 0.000000% 01.~~679117~~094891% 01.~~464980~~077173% 0.000000% 0.000000% 0.000000% 01.~~464980~~077173% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 01 0 0 0 01 0172,000.00 0.00 0.00 0.00 0172,000.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 0172,000.00 0.00 0.00 0.00 0172,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~540541% 0.000000% 0.000000% 0.000000% 0.~~000000~~540541% 0.~~000000~~183650% 0.000000% 0.000000% 0.000000% 0.~~000000~~183650% 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~~540541% 0.000000% 0.000000% 0.000000% 0.~~000000~~540541% 0.~~000000~~183650% 0.000000% 0.000000% 0.000000% 0.~~000000~~183650% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 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%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 150,000.00 0.01468566% 150,000.00 0.~~01610870~~01833238% Fraud 12,168,013.50 1.19130173% 12,168,013.50 1.~~30673948~~48712439% Special Hazard 4,056,004.50 0.39710058% 4,056,004.50 0.~~43557983~~49570813% Limit of Subordinate's Exposure to Certain Types of Losses

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% 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. Group 1 12Days ~~Month~~Number ~~REO~~of History*Outstanding ~~New~~Percentage ~~REO~~of ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inDelinquent ~~REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000%~~ Loans ~~in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current~~ Actual Balance ~~0.00 Feb-06 0.000~~(%) Mar-06 0.000% Apr-06 0.000% May-06 0.000% 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. Group 2 12 Month REO History* New REO Loans ~~Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current~~ Actual Balance ~~0.00 Sep-05 0.000~~(%) ~~Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal~~ Balance($) ~~0.00 Jan-06 0.000% Current Actual~~ Balance($) ~~0.00~~180 ~~Feb~~-06 ~~0.000%~~209 ~~Mar-06~~9 01,884,673.~~000%~~63 ~~Apr-06~~ 0.~~000%~~230 ~~May-06~~8 01,586,842.~~000%~~63 ~~Jun-06~~ 0.~~000%~~353 *The210 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. Group 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 ~~0.000%~~239 ~~Original~~4 ~~Principal Balance 0~~796,200.00 ~~Aug-05~~ 0.~~000%~~097 ~~Current~~3 ~~Actual Balance 0~~676,200.00 ~~Sep-05~~ 0.~~000%~~150 ~~Oct-05~~240 ~~0.000% Current REO Total Nov~~-05 ~~0.000%~~269 ~~Loans~~5 ~~in REO 0 Dec-05 0~~1,965,599.~~000%~~99 ~~Original Principal Balance~~ 0.00240 ~~Jan-06~~5 01,965,599.~~000%~~99 ~~Current Actual Balance~~ 0.00437 ~~Feb-06~~270 ~~0.000% Mar~~-06 ~~0.000%~~299 ~~Apr-06~~1 0196,200.000% May-06 0.000% 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. Group 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 ~~Aug-05~~ 0.~~000%~~024 ~~Current~~1 ~~Actual Balance 0~~196,200.00 ~~Sep-05~~ 0.~~000%~~044 ~~Oct-05~~300 ~~0.000% Current REO Total Nov~~-05 ~~0.000%~~329 ~~Loans~~2 ~~in REO 0 Dec-05 0~~341,983.~~000%~~99 ~~Original Principal Balance~~ 0.00042 ~~Jan-06~~2 0341,983.~~000%~~99 ~~Current Actual Balance~~ 0.00076 ~~Feb-06~~Total ~~0.000%~~21 Mar-06 0.000% Apr-06 0.000% May-06 0.000% 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. Group 5 ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~,184,657.~~000%~~61 ~~Original Principal Balance~~ 0.00633 ~~Aug-05~~19 04,766,826.~~000%~~61 ~~Current Actual Balance 0~~1.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% 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.060

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~2 Group 3 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Actual ~~Period~~Balance(%) ~~Month~~Balance($) ~~Loan~~Balance($) ~~First~~180 ~~Original~~- ~~Loan~~209 ~~Entered~~0 ~~Payment~~0.00 ~~LTV~~0.000 at1 ~~Principal~~297,831.00 ~~Group~~0.168 ~~Number~~210 ~~REO~~- ~~Date~~239 ~~State~~0 ~~Origination~~0.00 ~~Balance~~0.000 No1 ~~REO~~120,000.00 ~~Loans~~0.068 ~~this~~240 ~~Period~~- 269 0 0.00 0.000 0 0.00 0.000 270 - 299 0 0.00 0.000 0 0.00 0.000 300 - 329 0 0.00 0.000 0 0.00 0.000 Total 0 0.00 0.000 2 417,831.00 0.236

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~4 Group 5 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Actual ~~Period~~Balance(%) Balance(~~continued~~$) ~~Current~~Balance($) ~~Paid~~180 ~~Current~~- ~~Approximate~~209 ~~Loan~~0 ~~Actual~~0.00 To0.000 ~~Months~~0 ~~Loan~~0.00 ~~Delinquent~~0.000 ~~Group~~210 ~~Number~~- ~~Balance~~239 ~~Date~~0 ~~Delinquent~~0.00 ~~Rate~~0.000 ~~Interest~~0 No0.00 ~~REO~~0.000 ~~Loans~~240 ~~this~~- ~~Period~~269 0 0.00 0.000 0 0.00 0.000 270 - 299 0 0.00 0.000 0 0.00 0.000 300 - 329 0 0.00 0.000 0 0.00 0.000 Total 0 0.00 0.000 0 0.00 0.000 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 072,800.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 072,656.0016 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 02 ~~Dec~~May-0506 0.000% Original Principal Balance 0175,400.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0175,256.0016 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.~~000~~031% ~~Jun~~Nov-06 0.~~000~~021% *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. Group 1 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 072,800.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 072,656.0016 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 02 ~~Dec~~May-0506 0.000% Original Principal Balance 0175,400.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0175,256.0016 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.~~000~~055% ~~Jun~~Nov-06 0.~~000~~039% *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. Group 2 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-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. Group 3 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-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. Group 4 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-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. Group 5 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-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~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FCREO Date State Origination Balance NoGroup ~~Foreclosure~~1 ~~Loans~~0110584082 ~~this~~Oct-2006 ~~Period~~01-Aug-2005 MI 90.00 102,600.00 Group 1 0110784063 Nov-2006 01-Sep-2005 OH 80.00 72,800.00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoGroup ~~Foreclosure~~1 ~~Loans~~0110584082 ~~this~~102,600.00 ~~Period~~01-Apr-2006 5 7.125% 4,039.91 Group 1 0110784063 72,656.16 01-Nov-2005 10 8.125% 4,671.51

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 04 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,127,975.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 01,127,308.0033 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 09 ~~Dec~~May-0506 0.000% Original Principal Balance 02,338,680.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 02,337,936.0084 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~090% ~~May~~Oct-06 0.~~000~~152% ~~Jun~~Nov-06 0.~~000~~286% *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. Group 1 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 04 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,127,975.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 01,127,308.0033 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 09 ~~Dec~~May-0506 0.000% Original Principal Balance 02,338,680.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 02,337,936.0084 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~160% ~~May~~Oct-06 0.~~000~~273% ~~Jun~~Nov-06 0.~~000~~519% *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. Group 2 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-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. Group 3 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-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. Group 4 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-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. Group 5 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~Month Loan ~~Month~~First Original Loan ~~First~~Entered ~~State~~Payment LTV at ~~Original~~Principal Group Number ~~Entered~~FC ~~Payment~~Date State Origination ~~Principal~~Balance ~~Bankruptcy~~Group ~~Date~~1 ~~Balance~~0110584137 NoNov-2006 ~~Bankruptcy~~01-Aug-2005 ~~Loans~~CA ~~this~~80.00 ~~Period~~327,825.00 Group 1 0110584153 Nov-2006 01-Aug-2005 MI 95.00 137,750.00 Group 1 0110585096 Sep-2006 01-Aug-2005 CA 80.00 270,150.00 Group 1 0110784134 Nov-2006 01-Sep-2005 CA 80.00 278,400.00 Group 1 0110784155 Oct-2006 01-Sep-2005 MN 95.00 156,655.00 Group 1 0110825669 Sep-2006 01-Oct-2005 FL 80.00 348,000.00 Group 1 0110839111 Nov-2006 01-Sep-2005 CA 80.00 384,000.00 Group 1 0110984849 Oct-2006 01-Nov-2005 VA 79.99 239,900.00 Group 1 0111256011 Oct-2006 01-Jan-2006 WA 80.00 196,000.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period (continued) ~~Group~~Current ~~Loan~~Paid Current ~~Paid~~Approximate Loan Actual To Months ~~Current~~Loan ~~Approximate~~Delinquent Group Number ~~Actual~~Balance Date Delinquent ~~Loan~~ Rate ~~Delinquent~~Interest ~~Balance~~Group ~~Interest~~1 No0110584137 ~~Bankruptcy~~327,825.00 ~~Loans~~01-Jun-2006 ~~this~~3 ~~Period~~6.500% 8,366.35 Group 1 0110584153 137,083.33 01-Jun-2006 3 6.625% 3,569.85 Group 1 0110585096 270,073.51 01-Apr-2006 5 7.625% 10,071.47 Group 1 0110784134 278,400.00 01-Jun-2006 3 6.750% 7,395.00 Group 1 0110784155 156,655.00 01-May-2006 4 6.625% 4,895.52 Group 1 0110825669 348,000.00 01-Apr-2006 5 7.375% 14,463.75 Group 1 0110839111 384,000.00 01-Jun-2006 3 6.500% 9,800.00 Group 1 0110984849 239,900.00 01-May-2006 4 7.250% 8,246.58 Group 1 0111256011 196,000.00 01-May-2006 4 6.500% 6,125.04

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~000~~019% Current Month 0.~~000~~898% 3 Month Average 0.~~000~~006% 3 Month Average 0.~~000~~299% 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.~~000~~019% N/A ~~Jun~~Nov-2006 0.~~000~~898% 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~~225% Current Month 0.000% 3 Month Average 0.~~000~~075% 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.~~000~~225% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 MDR SDA Current Month 0.~~000~~034% Current Month 01.~~000~~582% 3 Month Average 0.~~000~~011% 3 Month Average 0.~~000~~527% 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.~~000~~034% N/A ~~Jun~~Nov-2006 01.~~000~~582% 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~~402% Current Month 0.000% 3 Month Average 0.~~000~~134% 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.~~000~~402% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 4 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 5 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Feb~~Jul-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Mar~~Aug-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~Apr~~Sep-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans). Includes losses on loans liquidating in the current period only.

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1 4662 1320,~~168~~160,~~918~~443.00 1319,~~041~~940,~~979~~657.9577 0 0.00 0.00 Group 2 3 ~~846~~794,~~100~~250.00 ~~842~~785,~~776~~722.2596 0 0.00 0.00 Group 3 611 13,~~926~~025,~~000~~150.00 13,~~925~~022,~~370~~025.2195 0 0.00 0.00 Group 4 20 ~~812,000~~0.00 ~~811,989~~0.9200 0 0.00 0.00 Group 5 10 ~~375,000~~0.00 ~~247,326~~0.2100 0 0.00 0.00 Total 5876 1723,~~128~~979,~~018~~843.00 1623,~~869~~748,~~442~~406.5468 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 Group 1 0 0.00 0.00 01 0158,000.00 0157,847.0054 ~~311~~31,~~598~~502.5473 Group 2 0 0.00 0.00 0 0.00 0.00 15,~~828~~709.4576 Group 3 0 0.00 0.00 0 0.00 0.00 16,~~879~~748.2361 Group 4 0 0.00 0.00 0 0.00 0.00 12349,~~577~~520.2178 Group 5 0 0.00 0.00 0 0.00 0.00 34,~~262~~299.5578 Total 0 0.00 0.00 01 0158,000.00 0157,847.0054 ~~346~~407,~~145~~781.9866

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0110533416~~0110533426 COMA 5379.1637 01-~~Jul~~Aug-2005 ~~160~~200,000.00 79200,~~519~~000.2900 Group 1 ~~0110584116~~0110533432 KYMO 9080.00 01-Jun-2005 196,000.00 25,000.00 Group 1 0110584125 NJ 95.00 01-Aug-2005 ~~115~~258,~~200~~400.00 ~~115~~258,~~200~~400.00 Group 1 ~~0110584991~~0110584146 ORMA 7395.1100 01-Aug-2005 ~~155~~169,~~000~~100.00 ~~155~~169,100.00 Group 1 0110584147 NJ 77.01 01-Aug-2005 258,000.00 257,961.08 Group 1 ~~0110585045~~0110584979 UTNV 79.99 01-Aug-2005 ~~253~~229,~~500~~450.00 ~~253~~229,~~500~~263.0071 Group 1 ~~0110585052~~0110584984 CA 7280.1400 01-~~Aug~~Sep-2005 ~~353~~288,~~500~~000.00 ~~353~~287,~~478~~520.1000 Group 1 ~~0110585054~~0110585089 CA 80.00 01-Aug-2005 ~~352~~288,000.00 ~~347~~288,~~249~~000.3600 Group 1 ~~0110594212~~0110585104 HIMI 6580.6300 01-Aug-2005 ~~350~~158,000.00 ~~350~~157,847.54 Group 1 0110585135 UT 74.07 01-Aug-2005 100,000.00 99,204.13 Group 1 ~~0110594240~~0110585138 NJCA 5080.2500 01-Aug-2005 ~~158~~348,~~300~~000.00 ~~155~~347,~~545~~899.6193 Group 1 ~~0110757477~~0110757469 MITX 5870.0244 01-Aug-2005 ~~278~~305,~~500~~000.00 ~~278~~299,~~500~~033.80 Group 1 0110757492 WV 75.00 01-Jun-2005 318,750.00 316,772.17 Group 1 ~~0110762387~~0110757565 AZMD 80.00 01-Aug-2005 ~~100~~308,000.00 99306,~~093~~622.7525 Group 1 ~~0110762459~~0110757617 MDIL 7479.2999 01-~~Jun~~Apr-2005 ~~208~~288,~~000~~700.00 ~~208~~281,471.60 Group 1 0110762839 WA 80.00 01-Jul-2005 308,000.00 307,861.19 Group 1 ~~0110762477~~0110770188 NVWA 80.00 01-~~May~~Aug-2005 ~~228~~620,000.00 ~~228~~620,000.00 Group 1 ~~0110784039~~0110770599 FLCA 9079.0089 01-~~Sep~~Aug-2005 ~~157~~425,~~500~~395.00 ~~157~~425,~~500~~395.00 Group 1 ~~0110784161~~0110784215 FL 80.00 01-Sep-2005 76167,~~000~~969.00 76167,~~000~~969.00 Group 1 ~~0110784171~~0110784255 FLMD 80100.00 01-Sep-2005 50280,000.00 49280,~~599~~000.1500 Group 1 ~~0110784297~~0110784305 FL 9590.00 01-Sep-2005 ~~142~~192,~~500~~816.00 ~~142~~192,~~500~~816.00 Group 1 ~~0110817761~~0110784308 OHFL 7980.9900 01-~~Aug~~Sep-2005 ~~240~~160,~~450~~000.00 ~~237~~160,~~555~~000.1200 Group 1 ~~0110825737~~0110817746 NVOH 7850.4300 01-Oct-2005 ~~170~~950,~~350~~000.00 ~~170~~933,~~350~~594.0046 Group 1 ~~0110831582~~0110825477 WACO 8477.9700 01-~~Jul~~Oct-2005 ~~166~~585,~~500~~200.00 ~~166~~583,~~405~~241.6294 Group 1 ~~0110838905~~0110825627 AZCA 80.00 01-Oct-2005 ~~180~~808,000.00 ~~179~~807,~~951~~999.2599 Group 1 ~~0110839088~~0110825672 WAMN 80.00 01-Sep-2005 ~~268~~153,~~800~~600.00 ~~268~~151,~~427~~384.8471 Group 1 ~~0110839102~~0110831702 AZOR 7980.9700 01-~~Oct~~Aug-2005 ~~529~~194,~~000~~400.00 ~~528~~194,~~638~~400.8400 Group 1 ~~0110873965~~0110838953 CA 9080.00 01-Oct-2005 ~~351~~159,~~000~~120.00 ~~351~~159,~~000~~120.00 Group 1 ~~0110874039~~0110839047 NVWA 80.00 01-Oct-2005 ~~154~~177,~~400~~900.00 ~~154~~177,~~400~~807.0001 Group 1 ~~0110874044~~0110874091 CAUT 8095.00 01-Oct-2005 ~~259~~123,~~218~~405.00 ~~259~~123,~~218~~405.00 Group 1 ~~0110874129~~0110874131 AZCA 80.00 01-Oct-2005 ~~182~~272,000.00 ~~182~~271,819.18 Group 1 0110891668 FL 69.89 01-Sep-2005 650,000.00 650,000.00 Group 1 ~~0110891853~~0110891842 ILFL 80.00 01-Aug-2005 114,720.00 114,720.00 Group 1 0110925078 VA 78.46 01-Sep-2005 ~~292~~255,000.00 ~~292~~254,215.83 Group 1 0110984824 MD 65.75 01-Nov-2005 240,000.00 240,000.00 Group 1 ~~0110987368~~0110984826 CAMD 80.00 01-Nov-2005 ~~388~~60,000.00 ~~388~~59,993.50 Group 1 0110987401 OR 80.00 01-Nov-2005 196,000.00 196,000.00 Group 1 ~~0110987823~~0110987479 FLOR 80.00 01-Nov-2005 ~~105~~179,~~600~~200.00 ~~105~~179,~~600~~200.00 Group 1 ~~0110987843~~0110987552 AZ 80.00 01-Nov-2005 272,000.00 272,000.00 Group 1 0110987882 CA 80.00 01-Nov-2005 ~~815~~436,~~200~~000.00 ~~815~~435,~~125~~999.99 Group 1 0110987892 CA 80.00 01-Nov-2005 460,000.00 459,999.80 Group 1 ~~0110987967~~0110987987 CA 7479.7827 01-Nov-2005 650,000.00 650,000.00 Group 1 ~~0110988085~~0110988799 AZCA 7980.9900 01-~~Oct~~Nov-2005 ~~434~~286,~~950~~800.00 ~~434~~286,~~949~~750.9984 Group 1 ~~0110988789~~0111007510 CAFL 80.00 01-Nov-2005 ~~664~~312,000.00 ~~664~~308,300.51 Group 1 0111007615 FL 94.24 01-Nov-2005 460,106.00 460,106.00 Group 1 0111007662 FL 67.73 01-Oct-2005 745,000.00 745,000.00 Group 1 ~~0111018194~~0111007682 NVAZ 79.9955 01-Nov-2005 ~~248~~525,~~300~~000.00 ~~248~~525,~~300~~000.00 Group 1 ~~0111018213~~0111018182 NVCA 8079.0099 01-Nov-2005 ~~265~~230,~~600~~000.00 ~~265~~229,~~600~~998.0094 Group 1 ~~0111018242~~0111018210 NV 80.00 01-Nov-2005 ~~217~~268,~~450~~000.00 ~~217~~268,~~450~~000.00 Group 1 ~~0111018300~~0111018537 CO 80.00 01-Oct-2005 80244,000.00 244,000.00 Group 1 0111018551 OH 80.00 01-Oct-2005 64,000.00 64,000.00 Group 1 ~~0111018310~~0111018568 NJTX 7477.9810 01-May-2005 ~~227~~59,~~200~~750.00 ~~227~~59,~~068~~716.6793 Group 1 ~~0111018477~~0111049904 CONJ 79.4699 01-~~Oct~~Nov-2005 94211,~~400~~900.00 94211,~~371~~900.4700 Group 1 ~~0111256074~~0111049951 MDNJ 5980.2200 01-~~Dec~~Nov-2005 ~~456~~286,000.00 ~~428~~286,~~184~~000.7300 Group 1 ~~0111256147~~0111049959 CANJ 7879.99 01-Nov-2005 214,200.00 214,200.00 Group 1 0111255966 WA 80.00 01-Jan-2006 248,000.00 246,643.53 Group 1 0111255970 CA 90.00 01-Dec-2005 ~~267~~279,~~000~~045.00 ~~266~~279,~~999~~045.9900 Group 1 ~~0111397414~~0111397428 MO 6879.4068 01-~~Apr~~Sep-2005 ~~171~~996,~~000~~017.00 ~~167~~994,~~543~~022.7606 Group 1 ~~0111397422~~0111490197 CA 5778.9510 01-~~Jun~~Jan-~~2005~~2006 ~~747~~328,~~500~~000.00 ~~747~~328,~~500~~000.00 Group 1 ~~0111520018~~0111519981 CAVA 63.59 01-Feb-2006 262,000.00 262,000.00 Group 1 0111520101 NY 80.00 01-Feb-2006 677,600.00 672,553.10 Group 1 0111520149 VA 80.00 01-Dec-2005 ~~488~~624,~~000~~900.00 ~~488~~624,~~000~~900.00 Group 1 ~~0111520102~~0111520158 NJFL 80.00 01-~~Mar~~Dec-2005 ~~252~~192,000.00 ~~248~~192,~~463~~000.1400 Group 12 ~~0111520347~~0111007516 CAIN 7275.2800 01-~~Feb~~Nov-~~2006~~2005 ~~665~~296,~~000~~250.00 ~~664~~292,~~950~~111.7945 Group 2 ~~0110988066~~0111049906 WANJ 8065.00 01-Nov-2005 ~~137~~78,~~600~~000.00 ~~137~~78,~~600~~000.00 Group 2 ~~0111255951~~0111255974 CAMD 79.6525 01-Dec-2005 ~~338~~420,~~500~~000.00 ~~338~~414,~~400~~842.0025 Group 23 ~~0111255954~~0110762407 TNLA 5579.0699 01-~~Nov~~May-2005 ~~370~~275,~~000~~900.00 ~~366~~275,~~308~~832.2062 Group 3 ~~0110838969~~0110838911 CA 8057.0002 01-Oct-2005 ~~120~~325,000.00 ~~119~~325,~~970~~000.6200 Group 3 ~~0110839052~~0110838951 WA 8079.0099 01-Oct-2005 ~~288~~214,~~000~~300.00 ~~287~~214,~~399~~245.5978 Group 3 ~~0110874040~~0110839030 CAAZ 8065.00 01-Oct-2005 ~~252~~285,~~000~~350.00 ~~252~~282,~~000~~347.0055 Group 3 ~~0110987443~~0110873998 CA 70.00 01-~~Nov~~Oct-2005 ~~574~~595,000.00 ~~574~~595,000.00 Group 3 ~~0110987458~~0110874031 CAWA 8079.99 01-Oct-2005 246,600.00 246,600.00 Group 3 0110874037 CA 59.43 01-~~Nov~~Oct-2005 ~~412~~208,000.00 ~~412~~208,000.00 Group 3 ~~0111049946~~0110874099 MDCA 8052.0034 01-~~Nov~~Oct-2005 280,000.00 280,000.00 Group 43 ~~0111256117~~0110987459 CA 7658.9206 01-~~Dec~~Nov-2005 ~~500~~270,000.00 ~~500~~270,000.00 Group 43 ~~0111256149~~0110987490 CAOR 80.00 01-~~Jan~~Nov-~~2006~~2005 ~~312~~149,000.00 ~~311~~149,~~989~~000.9200 Group 53 ~~0111520287~~0111118923 CAVA 4180.1200 01-~~Feb~~Aug-~~2006~~2005 ~~375~~176,000.00 ~~246~~176,~~305~~000.4300

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0110533416~~0110533426 Loan Paid in Full (0 7.375% 360 15 Group 1) 0110533432 Loan Paid in Full 0 7.125% 360 17 Group 1 0110584125 Loan Paid in Full 0 6.~~500~~750% 360 1115 Group 1 ~~0110584116~~0110584146 Loan Paid in Full (0 6.750% 360 15 Group 1) 0110584147 Loan Paid in Full 0 6.~~500~~875% 360 1015 Group 1 ~~0110584991~~0110584979 Loan Paid in Full 0 57.~~750~~875% 360 1015 Group 1 ~~0110585045~~0110584984 Loan Paid in Full (0 7.000% 360 14 Group 1) 50110585089 Loan Paid in Full 0 7.~~500~~750% 360 1015 Group 1 ~~0110585052~~0110585104 Liquidation 4 6.875% 360 15 Group 1 0110585135 Loan Paid in Full 0 57.~~250~~750% 360 1015 Group 1 ~~0110585054~~0110585138 Loan Paid in Full 0 57.~~000~~750% 360 1015 Group 1 ~~0110594212~~0110757469 Loan Paid in Full (1) 6.625% 360 1015 Group 1 ~~0110594240~~0110757492 Loan Paid in Full (0 6.250% 360 17 Group 1) 0110757565 Loan Paid in Full 0 6.~~625~~500% 360 1015 Group 1 ~~0110757477~~0110757617 Loan Paid in Full (1) 46.250% 360 19 Group 1 0110762839 Loan Paid in Full 0 6.875% 360 16 Group 1 0110770188 Loan Paid in Full 0 6.500% 360 1015 Group 1 ~~0110762387~~0110770599 Loan Paid in Full 0 7.~~125~~625% 360 1015 Group 1 ~~0110762459~~0110784215 Loan Paid in Full 0 6.~~625~~875% 360 1214 Group 1 ~~0110762477~~0110784255 Loan Paid in Full 0 7.~~125~~625% 360 1314 Group 1 ~~0110784039~~0110784305 Loan Paid in Full ~~(1)~~0 7.~~750~~250% 360 914 Group 1 ~~0110784161~~0110784308 Loan Paid in Full 0 6.~~875~~500% 360 914 Group 1 ~~0110784171~~0110817746 Loan Paid in Full 0 76.~~250~~750% 360 913 Group 1 ~~0110784297~~0110825477 Loan Paid in Full (0 7.000% 360 13 Group 1) 0110825627 Loan Paid in Full 0 7.000% 360 13 Group 1 0110825672 Loan Paid in Full 0 6.375% 360 914 Group 1 ~~0110817761~~0110831702 Loan Paid in Full 0 56.~~625~~500% 360 1015 Group 1 ~~0110825737~~0110838953 Loan Paid in Full 0 7.~~500~~000% 360 813 Group 1 ~~0110831582~~0110839047 Loan Paid in Full 0 6.~~625~~375% 360 1113 Group 1 ~~0110838905~~0110874091 Loan Paid in Full 0 67.~~500~~125% 360 813 Group 1 ~~0110839088~~0110874131 Loan Paid in Full 0 67.375% 360 913 Group 1 ~~0110839102~~0110891668 Loan Paid in Full 0 6.~~875~~625% 360 814 Group 1 ~~0110873965~~0110891842 Loan Paid in Full 0 6.875% 360 815 Group 1 ~~0110874039~~0110925078 Loan Paid in Full 0 6.~~625~~250% 360 814 Group 1 ~~0110874044~~0110984824 Loan Paid in Full 0 6.~~500~~875% 360 812 Group 1 ~~0110874129~~0110984826 Loan Paid in Full 0 7.~~000~~500% 360 812 Group 1 ~~0110891853~~0110987401 Loan Paid in Full 0 6.~~875~~625% 360 912 Group 1 ~~0110987368~~0110987479 Loan Paid in Full 0 6.~~375~~625% 360 712 Group 1 ~~0110987823~~0110987552 Loan Paid in Full 0 6.500% 360 712 Group 1 ~~0110987843~~0110987882 Loan Paid in Full 0 6.625% 360 12 Group 1 0110987892 Loan Paid in Full 0 6.500% 360 712 Group 1 ~~0110987967~~0110987987 Loan Paid in Full 0 6.~~250~~375% 360 712 Group 1 ~~0110988085~~0110988799 Loan Paid in Full (0 6.625% 360 12 Group 1) 0111007510 Loan Paid in Full 0 6.625% 360 12 Group 1 0111007615 Loan Paid in Full 0 7.750% 360 12 Group 1 0111007662 Loan Paid in Full 0 8.000% 360 13 Group 1 ~~0110988789~~0111007682 Loan Paid in Full 0 68.250% 360 712 Group 1 ~~0111018194~~0111018182 Loan Paid in Full 0 76.~~250~~750% 360 712 Group 1 ~~0111018213~~0111018210 Loan Paid in Full 0 6.875% 360 12 Group 1 0111018537 Loan Paid in Full 7 8.000% 360 13 Group 1 ~~0111018242~~0111018551 Loan Paid in Full 0 78.~~125~~000% 360 713 Group 1 ~~0111018300~~0111018568 Loan Paid in Full 0 6.~~375~~625% 360 818 Group 1 ~~0111018310~~0111049904 Loan Paid in Full ~~(2)~~0 7.~~250~~125% 360 1312 Group 1 ~~0111018477~~0111049951 Loan Paid in Full 0 7.~~250~~000% 360 812 Group 1 ~~0111256074~~0111049959 Loan Paid in Full ~~(1)~~0 87.~~125~~500% 360 612 Group 1 ~~0111256147~~0111255966 Loan Paid in Full 0 86.~~000~~500% 360 10 Group 1 0111255970 Loan Paid in Full 0 6.625% 360 11 Group 1 ~~0111397414~~0111397428 Loan Paid in Full 0 6.~~250~~375% 360 14 Group 1 ~~0111397422~~0111490197 Loan Paid in Full 0 46.~~125~~375% 360 1210 Group 1 ~~0111520018~~0111519981 Loan Paid in Full 0 6.~~750~~375% 360 69 Group 1 ~~0111520102~~0111520101 Loan Paid in Full 0 67.~~875~~625% 360 159 Group 1 ~~0111520347~~0111520149 Loan Paid in Full 0 6.375% 360 11 Group 1 0111520158 Loan Paid in Full 0 7.500% 360 411 Group 2 ~~0110988066~~0111007516 Loan Paid in Full 01 5.~~875~~750% 360 712 Group 2 ~~0111255951~~0111049906 Loan Paid in Full 0 5.~~250~~500% 360 612 Group 2 ~~0111255954~~0111255974 Loan Paid in Full 0 46.~~875~~000% 360 711 Group 3 ~~0110838969~~0110762407 Loan Paid in Full 0 5.~~875~~625% 360 818 Group 3 ~~0110839052~~0110838911 Loan Paid in Full 0 6.~~125~~000% 360 813 Group 3 ~~0110874040~~0110838951 Loan Paid in Full 2(1) 6.~~125~~000% 360 813 Group 3 ~~0110987443~~0110839030 Loan Paid in Full (1) 5.875% 360 13 Group 3 0110873998 Loan Paid in Full 0 5.875% 360 13 Group 3 0110874031 Loan Paid in Full 0 6.000% 360 713 Group 3 ~~0110987458~~0110874037 Loan Paid in Full 0 65.~~250~~875% 360 713 Group 3 ~~0111049946~~0110874099 Loan Paid in Full 0 5.500% 360 713 Group 43 ~~0111256117~~0110987459 Loan Paid in Full 0 65.~~750~~500% 360 612 Group 43 ~~0111256149~~0110987490 Loan Paid in Full 0 65.~~375~~875% 360 512 Group 53 ~~0111520287~~0111118923 Loan Paid in Full ~~(1)~~0 65.~~250~~500% 360 415

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 12.~~815~~885% Current Month 1929.~~732~~625% Current Month 1,~~299~~184.~~105~~655% 3 Month Average 12.~~998~~659% 3 Month Average 2127.~~460~~545% 3 Month Average 1,~~672~~203.~~078~~292% 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~15.257% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~2,091.112% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~18.881% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~2,034.265% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~25.544% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~2,270.544% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~19.103% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,446.583% N/A ~~Jan~~Jun-2006 ~~N/A~~19.732% N/A ~~Jan~~Jun-2006 ~~N/A~~1,299.105% N/A ~~Feb~~Jul-2006 1527.~~257~~159% N/A ~~Feb~~Jul-2006 21,~~091~~585.~~112~~615% N/A ~~Mar~~Aug-2006 1822.~~881~~582% N/A ~~Mar~~Aug-2006 21,~~034~~181.~~265~~333% N/A ~~Apr~~Sep-2006 2530.~~544~~656% N/A ~~Apr~~Sep-2006 21,~~270~~455.~~544~~084% N/A ~~May~~Oct-2006 1922.~~103~~355% N/A ~~May~~Oct-2006 ~~1,446~~970.~~583~~138% N/A ~~Jun~~Nov-2006 1929.~~732~~625% N/A ~~Jun~~Nov-2006 1,~~299~~184.~~105~~655% 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. Group 1 SMM CPR PSA Current Month 24.~~414~~281% Current Month 2540.~~419~~849% Current Month 1,~~626~~607.~~334~~509% 3 Month Average 23.~~820~~674% 3 Month Average 2836.~~916~~020% 3 Month Average 21,~~180~~540.~~355~~909% 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~19.647% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~2,527.573% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~27.922% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~2,861.508% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~35.276% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~3,007.555% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~26.054% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,907.176% N/A ~~Jan~~Jun-2006 ~~N/A~~25.419% N/A ~~Jan~~Jun-2006 ~~N/A~~1,626.334% N/A ~~Feb~~Jul-2006 1937.~~647~~927% N/A ~~Feb~~Jul-2006 2,~~527~~160.~~573~~954% N/A ~~Mar~~Aug-2006 2729.~~922~~429% N/A ~~Mar~~Aug-2006 21,~~861~~506.~~508~~570% N/A ~~Apr~~Sep-2006 3537.~~276~~905% N/A ~~Apr~~Sep-2006 31,~~007~~765.~~555~~272% N/A ~~May~~Oct-2006 2629.~~054~~307% N/A ~~May~~Oct-2006 1,~~907~~249.~~176~~947% N/A ~~Jun~~Nov-2006 2540.~~419~~849% N/A ~~Jun~~Nov-2006 1,~~626~~607.~~334~~509% 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. Group 2 SMM CPR PSA Current Month 1.~~255~~283% Current Month 14.~~066~~359% Current Month ~~971~~588.~~367~~448% 3 Month Average 12.~~293~~323% 3 Month Average 1424.~~369~~107% 3 Month Average 1,~~148~~109.~~878~~989% 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~15.894% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~2,450.394% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.003% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.374% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~9.433% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~902.013% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~19.609% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,573.255% N/A ~~Jan~~Jun-2006 ~~N/A~~14.066% N/A ~~Jan~~Jun-2006 ~~N/A~~971.367% N/A ~~Feb~~Jul-2006 150.~~894~~090% N/A ~~Feb~~Jul-2006 ~~2,450~~5.~~394~~473% N/A ~~Mar~~Aug-2006 018.~~003~~033% N/A ~~Mar~~Aug-2006 0977.~~374~~552% N/A ~~Apr~~Sep-2006 935.~~433~~553% N/A ~~Apr~~Sep-2006 ~~902~~1,740.~~013~~388% N/A ~~May~~Oct-2006 1922.~~609~~408% N/A ~~May~~Oct-2006 1,~~573~~001.~~255~~131% N/A ~~Jun~~Nov-2006 14.~~066~~359% N/A ~~Jun~~Nov-2006 ~~971~~588.~~367~~448% 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. Group 3 SMM CPR PSA Current Month 1.~~014~~688% Current Month 1118.~~511~~473% Current Month ~~781~~749.~~288~~049% 3 Month Average 01.~~950~~439% 3 Month Average 1015.~~817~~823% 3 Month Average ~~865~~704.~~065~~178% 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~9.837% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~1,459.939% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~6.648% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~760.045% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~11.580% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~1,078.672% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~9.361% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~735.236% N/A ~~Jan~~Jun-2006 ~~N/A~~11.511% N/A ~~Jan~~Jun-2006 ~~N/A~~781.288% N/A ~~Feb~~Jul-2006 913.~~837~~555% N/A ~~Feb~~Jul-2006 ~~1,459~~810.~~939~~871% N/A ~~Mar~~Aug-2006 613.~~648~~967% N/A ~~Mar~~Aug-2006 ~~760~~746.~~045~~517% N/A ~~Apr~~Sep-2006 1120.~~580~~319% N/A ~~Apr~~Sep-2006 ~~1,078~~981.~~672~~174% N/A ~~May~~Oct-2006 98.~~361~~678% N/A ~~May~~Oct-2006 ~~735~~382.~~236~~310% N/A ~~Jun~~Nov-2006 1118.~~511~~473% N/A ~~Jun~~Nov-2006 ~~781~~749.~~288~~049% 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. Group 4 SMM CPR PSA Current Month 0.~~839~~372% Current Month 94.~~616~~373% Current Month ~~584~~165.~~448~~766% 3 Month Average 0.~~452~~933% 3 Month Average 510.~~222~~543% 3 Month Average ~~356~~445.~~989~~076% 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.682% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~80.960% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.149% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~14.265% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~5.963% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~480.451% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.087% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~6.069% N/A ~~Jan~~Jun-2006 ~~N/A~~9.616% N/A ~~Jan~~Jun-2006 ~~N/A~~584.448% N/A ~~Feb~~Jul-2006 011.~~682~~059% N/A ~~Feb~~Jul-2006 80599.~~960~~843% N/A ~~Mar~~Aug-2006 0.~~149~~750% N/A ~~Mar~~Aug-2006 1436.~~265~~687% N/A ~~Apr~~Sep-2006 514.~~963~~263% N/A ~~Apr~~Sep-2006 ~~480~~636.~~451~~630% N/A ~~May~~Oct-2006 012.~~087~~993% N/A ~~May~~Oct-2006 6532.~~069~~832% N/A ~~Jun~~Nov-2006 94.~~616~~373% N/A ~~Jun~~Nov-2006 ~~584~~165.~~448~~766% 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. Group 5 SMM CPR PSA Current Month 0.~~652~~012% Current Month 70.~~552~~140% Current Month ~~820~~7.~~819~~291% 3 Month Average 0.~~236~~365% 3 Month Average 24.~~736~~154% 3 Month Average ~~316~~241.~~174~~896% 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. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~3.336% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~2,800.977% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.118% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~36.932% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.680% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~130.939% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~(0.023)% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~(3.235)% N/A ~~Jan~~Jun-2006 ~~N/A~~7.552% N/A ~~Jan~~Jun-2006 ~~N/A~~820.819% N/A ~~Feb~~Jul-2006 30.~~336~~087% N/A ~~Feb~~Jul-2006 ~~2,800~~7.~~977~~777% N/A ~~Mar~~Aug-2006 022.~~118~~639% N/A ~~Mar~~Aug-2006 361,711.~~932~~666% N/A ~~Apr~~Sep-2006 0.~~680~~485% N/A ~~Apr~~Sep-2006 ~~130~~31.~~939~~850% N/A ~~May~~Oct-2006 (011.~~023)~~836% N/A ~~May~~Oct-2006 (3686.~~235)~~546% N/A ~~Jun~~Nov-2006 70.~~552~~140% N/A ~~Jun~~Nov-2006 ~~820~~7.~~819~~291% 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~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current 1 Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.000 0 0.00 0.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 0 0.00 0.000 3.250 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.749 1 547,374.89 0.059 1 547,374.89 0.101 3.750 3.999 5 1,139,495.17 0.122 5 1,139,495.17 0.211 4.000 4.249 3 1,071,804.77 0.115 2 844,827.38 0.157 4.250 4.499 11 3,175,156.08 0.341 9 2,883,483.93 0.534 4.500 4.749 13 3,979,770.27 0.427 11 3,240,233.12 0.600 4.750 4.999 25 6,585,365.17 0.707 24 6,233,184.95 1.155 5.000 5.249 28 8,992,600.98 0.966 16 3,390,283.16 0.628 5.250 5.499 85 40,854,795.83 4.387 14 3,545,454.16 0.657 5.500 5.749 182 68,171,121.05 7.321 27 7,503,184.21 1.390 5.750 5.999 356 130,677,060.93 14.034 57 20,055,256.68 3.716 6.000 6.249 313 112,478,516.87 12.079 24 9,817,906.94 1.819 6.250 6.499 416 141,908,641.10 15.240 221 74,508,201.04 13.806 6.500 6.749 570 162,677,340.20 17.470 563 159,727,772.31 29.597 6.750 6.999 442 113,500,350.03 12.189 437 111,137,699.70 20.594 7.000 7.249 231 50,408,391.08 5.413 231 50,408,391.08 9.341 7.250 7.499 147 37,399,284.12 4.016 146 37,083,474.12 6.871 7.500 7.749 91 20,147,825.11 2.164 91 20,147,825.11 3.733 7.750 7.999 57 15,104,915.57 1.622 57 15,104,915.57 2.799 8.000 8.249 26 6,450,101.97 0.693 26 6,450,101.97 1.195 8.250 8.499 18 4,417,167.33 0.474 18 4,417,167.33 0.818 8.500 8.749 7 953,688.96 0.102 7 953,688.96 0.177 8.750 8.999 5 532,863.43 0.057 5 532,863.43 0.099 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 >= 10.000 0 0.00 0.000 0 0.00 0.000 Total 3,032 931,173,630.91 100.000 1,992 539,672,785.21 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group 21 ~~Group 3~~ Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.000 0 0.00 0.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 0 0.00 0.000 3.250 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.749 01 0545,634.0057 0.~~000~~067 01 0545,634.0057 0.~~000~~121 3.750 3.999 01 0368,251.0055 0.~~000~~045 01 0368,251.0055 0.~~000~~082 4.000 4.249 01 0225,258.0063 0.~~000~~028 0 0.00 0.000 4.250 4.499 03 0734,979.0099 0.~~000~~090 1 ~~100~~445,~~099~~027.9928 0.~~053~~099 4.500 4.749 1 ~~439~~300,~~537~~000.1500 0.~~662~~037 10 ~~300,000~~0.00 0.~~158~~000 4.750 4.999 12 ~~352~~552,~~180~~033.2260 0.~~530~~067 01 0202,119.0046 0.~~000~~045 5.000 5.249 212 ~~582~~5,~~054~~883,764.8639 0.~~877~~719 3 1 525,~~263,191~~000.9100 0.~~666~~117 5.250 5.499 1071 337,~~674~~067,~~270~~979.8567 54.~~533~~530 191 7248,~~731,274~~000.0800 40.~~077~~055 5.500 5.749 30151 1159,~~156~~336,~~556~~976.7906 167.~~801~~252 759 223,~~834~~652,~~079~~774.0877 120.~~042~~812 5.750 5.999 76309 29115,~~332~~250,~~542~~334.6469 4414.~~173~~085 ~~183~~31 6112,~~864~~524,~~128~~942.6219 322.~~625~~783 6.000 6.249 56286 20103,~~866~~240,~~549~~506.95 3112.~~424~~618 ~~184~~16 597,~~231~~452,~~196~~569.5612 311.~~237~~656 6.250 6.499 0380 0128,702,295.0021 015.~~000~~729 ~~121~~192 3563,~~498~~623,~~944~~745.2867 1814.~~721~~139 6.500 6.749 0486 0136,958,594.0047 016.~~000~~739 2479 ~~796~~134,~~495~~016,585.2769 029.~~420~~782 6.750 6.999 0378 096,947,267.0091 011.~~000~~848 0373 094,585,900.0038 021.~~000~~020 7.000 7.249 0203 043,675,404.0064 05.~~000~~338 0203 043,675,404.0064 09.~~000~~706 7.250 7.499 0144 036,270,128.0047 04.~~000~~433 0143 035,954,318.0047 07.~~000~~990 7.500 7.749 0108 024,623,986.0094 03.~~000~~009 0108 024,623,986.0094 05.~~000~~472 7.750 7.999 072 017,181,524.0060 02.~~000~~100 072 017,181,524.0060 03.~~000~~818 8.000 8.249 020 04,159,727.0023 0.~~000~~508 020 04,159,727.0023 0.~~000~~924 8.250 8.499 019 04,081,463.0020 0.~~000~~499 019 04,081,463.0020 0.~~000~~907 8.500 8.749 07 0952,634.0071 0.~~000~~116 07 0952,634.0071 0.~~000~~212 8.750 8.999 04 0681,551.0035 0.~~000~~083 04 0681,551.0035 0.~~000~~151 9.000 9.249 01 0397,625.00 0.~~000~~049 01 0397,625.00 0.~~000~~088 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 01 086,400.00 0.~~000~~011 01 086,400.00 0.~~000~~019 >= 10.000 0 0.00 0.000 0 0.00 0.000 Total ~~176~~2,661 66818,~~403~~224,~~692~~323.4683 100.000 ~~589~~1,684 ~~189~~449,~~619~~985,~~409~~186.7982 100.000

Interest Rate Stratification (continued) Group 42 Group 53 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.000 0 0.00 0.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 0 0.00 0.000 3.250 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 0 0.00 0.000 0 0.00 0.000 4.000 4.249 10 ~~226,977~~0.3900 0.~~233~~000 0 0.00 0.000 4.250 4.499 10 ~~191,572~~0.1600 0.~~197~~000 01 0100,099.0099 0.~~000~~057 4.500 4.749 0 0.00 0.000 01 0300,000.00 0.~~000~~169 4.750 4.999 01 0349,914.0014 0.~~000~~575 0 0.00 0.000 5.000 5.249 71 3363,~~757,071~~819.0581 30.~~855~~598 03 01,263,001.0071 0.~~000~~713 5.250 5.499 419 253,~~655~~305,~~821~~718.6147 265.~~324~~436 119 ~~247~~7,~~975~~724,656.1351 04.~~652~~363 5.500 5.749 5027 2610,~~677~~684,~~300~~700.97 2717.~~372~~569 068 021,032,003.0061 011.~~000~~880 5.750 5.999 3671 1826,~~154~~839,~~940~~722.0513 1844.~~628~~133 4170 157,~~270~~800,~~192~~260.9422 332.~~341~~649 6.000 6.249 1852 919,~~234~~272,~~191~~234.5673 931.~~475~~689 31169 1353,~~328~~983,~~671~~220.8607 3530.~~061~~493 6.250 6.499 270 ~~10,180,077~~0.2500 100.~~445~~000 47115 2134,~~721~~039,~~418~~063.5311 5719.~~138~~227 6.500 6.749 40 ~~1,605,572~~0.6200 10.~~647~~000 12 ~~547~~792,~~500~~817.00 10.~~440~~448 6.750 6.999 40 ~~1,462,650~~0.3300 10.~~501~~000 10 ~~900,000~~0.00 20.~~367~~000 7.000 7.249 0 0.00 0.000 0 0.00 0.000 7.250 7.499 10 ~~315,810~~0.00 0.~~324~~000 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 >= 10.000 0 0.00 0.000 0 0.00 0.000 Total ~~190~~161 9760,~~461~~816,~~984~~110.9925 100.000 85548 38177,~~015~~035,~~758~~122.4622 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Distribution~~Stratification ~~Date~~(continued) ~~The~~Group ~~25th~~4 ~~day~~Group ~~(or,~~5 ifCurrent ~~such~~Number ~~25th~~of ~~day~~Outstanding isPercentage ~~not~~of aNumber ~~Business~~of ~~Day,~~Outstanding ~~the~~Percentage ~~Business~~of ~~Day~~Interest ~~immediately~~Rate ~~succeeding~~Loans ~~such~~Scheduled ~~25th day~~Balance(%) ofLoans ~~each~~Scheduled ~~month,~~Balance(%) ~~with~~Range(%) ~~the~~Balance($) ~~first~~Balance($) ~~such~~< ~~date~~3.000 ~~being~~0 ~~February~~0.00 ~~27, 2006~~0.000 ~~Determination~~0 ~~Date~~0.00 ~~With~~0.000 ~~respect~~3.000 to3.249 ~~each~~0 ~~Servicer,~~0.00 ~~the~~0.000 ~~day~~0 of0.00 ~~the~~0.000 ~~month~~3.250 ~~set~~3.499 ~~forth~~0 as0.00 ~~the~~0.000 ~~Determination~~0 ~~Date~~0.00 in0.000 ~~the~~3.500 ~~related~~3.749 ~~Servicing~~0 ~~Agreement~~0.00 ~~With~~0.000 ~~respect~~0 to0.00 ~~Article~~0.000 IX3.750 ~~hereto,~~3.999 ~~the~~0 ~~15th~~0.00 ~~day~~0.000 of0 ~~the~~0.00 ~~month~~0.000 or4.000 if4.249 ~~such~~1 ~~day is not a Business Day~~225,258.63 ~~the~~0.241 ~~Business~~0 ~~Day~~0.00 ~~immediately~~0.000 ~~following~~4.250 ~~such fifteenth day~~4.499 ~~Closing~~1 ~~Date January 31~~189,852.72 ~~2006~~0.203 ~~LIBOR~~0 ~~Determination~~0.00 ~~Date~~0.000 ~~With~~4.500 ~~respect~~4.749 to0 ~~each~~0.00 ~~Interest~~0.000 ~~Accrual~~0 ~~Period~~0.00 ~~(other~~0.000 ~~than~~4.750 ~~the~~4.999 ~~initial~~0 ~~Interest~~0.00 ~~Accrual~~0.000 ~~Period)~~0 ~~and~~0.00 ~~the~~0.000 ~~Adjustable~~5.000 ~~Rate~~5.249 ~~Certificates~~7 3,731,942.87 ~~the~~3.986 ~~second~~0 ~~LIBOR~~0.00 ~~Business~~0.000 ~~Day~~5.250 ~~preceding~~5.499 ~~such~~41 ~~Interest~~25,541,764.37 ~~Accrual~~27.278 ~~Period~~1 on247,840.32 ~~which~~0.674 ~~the~~5.500 ~~Securities~~5.749 ~~Administrator~~47 ~~will~~23,967,496.71 ~~determine~~25.597 ~~One-Month~~0 ~~LIBOR~~0.00 ~~for~~0.000 ~~such~~5.750 ~~Interest~~5.999 ~~Accrual~~34 ~~Period~~17,201,235.47 ~~Servicer~~18.371 ~~Remittance~~3 ~~Date~~884,174.68 ~~With~~2.406 ~~respect~~6.000 to6.249 ~~each~~18 ~~Distribution~~9,228,402.26 ~~Date~~9.856 ~~and~~31 ~~each Servicer~~13,304,080.77 ~~the~~36.197 ~~date~~6.250 ~~specified~~6.499 in27 ~~the~~10,168,549.34 ~~related~~10.860 ~~Servicing~~46 ~~Agreement~~20,870,937.09 ~~GreenPoint~~56.785 ~~10th~~6.500 ~~business~~6.749 ~~day~~4 ~~or prior~~1,601,691.78 ~~all~~1.711 ~~other~~1 ~~Serivcers~~547,500.00 ~~remit~~1.490 on6.750 ~~the~~6.999 ~~18th~~4 or1,461,368.58 ~~prior~~1.561 ~~Record~~1 ~~Date~~899,998.95 ~~With~~2.449 ~~respect~~7.000 to7.249 ~~the~~0 ~~Group~~0.00 I0.000 ~~Certificates~~0 ~~(other~~0.00 ~~than~~0.000 ~~the~~7.250 ~~Class~~7.499 ~~I-CE,~~1 ~~Class I-P1~~315,810.00 ~~Class~~0.337 ~~I-P2~~0 ~~and~~0.00 ~~Class~~0.000 ~~I-R~~7.500 ~~Certificates)~~7.749 ~~and~~0 ~~any~~0.00 ~~Distribution~~0.000 ~~Date,~~0 ~~the~~0.00 ~~Business~~0.000 ~~Day~~7.750 ~~preceding~~7.999 ~~such~~0 ~~Distribution~~0.00 ~~Date~~0.000 ~~The~~0 ~~Record~~0.00 ~~Date~~0.000 ~~for~~8.000 ~~the~~8.249 ~~Class~~0 ~~I-CE,~~0.00 ~~Class~~0.000 ~~I-P1,~~0 ~~Class~~0.00 ~~I-P2,~~0.000 ~~Class~~8.250 ~~I-R~~8.499 ~~and~~0 ~~Group~~0.00 ~~II-V~~0.000 ~~Certificates~~0 ~~and~~0.00 ~~any~~0.000 ~~Distribution~~8.500 ~~Date~~8.749 is0 ~~the~~0.00 ~~last~~0.000 ~~business~~0 ~~day~~0.00 of0.000 ~~the~~8.750 ~~month~~8.999 ~~immediately~~0 ~~preceding~~0.00 ~~the~~0.000 ~~month~~0 in0.00 ~~which~~0.000 ~~the~~9.000 ~~related~~9.249 ~~Distribution~~0 ~~Date~~0.00 ~~occurs~~0.000 ~~Business~~0 ~~Day~~0.00 ~~Any~~0.000 ~~day~~9.250 ~~other~~9.499 ~~than~~0 a0.00 ~~Saturday,~~0.000 a0 ~~Sunday,~~0.00 or0.000 a9.500 ~~day~~9.749 on0 ~~which~~0.00 ~~banking~~0.000 ~~institutions~~0 in0.00 ~~Maryland,~~0.000 ~~Minnesota~~9.750 or9.999 ~~New~~0 ~~York~~0.00 or0.000 ~~the~~0 ~~city~~0.00 in0.000 ~~which~~>= ~~the~~10.000 ~~Corporate~~0 ~~Trust~~0.00 ~~Office~~0.000 of0 ~~the~~0.00 ~~Trustee~~0.000 isTotal ~~located~~185 93,633,372.73 ~~are~~100.000 ~~authorized~~83 or36,754,531.81 ~~obligated by law or executive order to be closed~~100.000

Filing Compare · Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1