10-D 1 dal06af1_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: 333-127621-08 Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AF1 (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) 54-2196523 54-2196524 54-2196525 54-2196526 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ A-5 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ PA _____ _____ __X___ ____________ PF _____ _____ __X___ ____________ R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 27, 2006 a distribution was made to holders of Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AF1. 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-AF1, 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-AF1 (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-AF1, 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-AF1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A-1 251510MZ3 5.~~16125~~40000% ~~326~~245,~~215~~027,~~926~~004.8573 1,~~496~~212,~~606~~883.1867 A-2 251510NA7 5.~~20125~~44000% 46,387,000.00 ~~214~~231,~~462~~316.5651 A-3 251510NB5 5.~~26125~~50000% 204,155,000.00 ~~954~~1,~~764~~029,281.8846 A-4 251510NC3 5.~~38125~~62000% 179,048,000.00 ~~856~~922,~~446~~395.2761 A-5 251510ND1 5.~~36125~~60000% 8374,~~978~~957,~~115~~158.6474 ~~400~~384,~~202~~780.3808 M-1 251510NE9 5.~~43125~~67000% 12,795,000.00 6166,~~771~~502.4201 M-2 251510NF6 5.~~45125~~69000% 12,321,000.00 5964,~~702~~264.0928 M-3 251510NG4 5.~~47125~~71000% 7,582,000.00 3639,~~873~~685.7945 M-4 251510NH2 5.~~57125~~81000% 6,634,000.00 3235,~~853~~331.0458 M-5 251510NJ8 5.~~58125~~82000% 6,160,000.00 3032,~~560~~863.4460 M-6 251510NK5 5.~~65125~~89000% 5,686,000.00 2830,~~562~~699.6766 M-7 251510NL3 6.~~13125~~37000% 3,317,000.00 1819,~~077~~368.6552 M-8 251510NM1 6.~~23125~~47000% 3,317,000.00 1819,~~372~~672.4957 M-9 251510NN9 7.~~13125~~37000% 4,739,000.00 3032,~~039~~015.9989 M-10 251510NP4 7.~~08125~~32000% 6,634,000.00 4144,~~757~~514.3414 CE DAL6AF1CE 0.00000% 5,686,863.45 ~~885~~732,~~694~~403.4757 PA DAL06AFPA 0.00000% 50.00 1144,~~588~~070.4267 PF DAL06AFPF 0.00000% 50.00 4620,~~966~~733.6813 R DAL6AF1R1 6.~~53655~~53085% 0.00 0.00 Totals ~~914~~824,~~656~~446,~~005~~126.9492 54,~~225~~962,~~302~~782.7640

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 1817,~~585~~378,~~914~~623.4657 0.00 ~~307~~227,~~630~~648,~~012~~381.3916 2018,~~082~~591,~~520~~507.6424 0.00 A-2 0.00 0.00 46,387,000.00 ~~214~~231,~~462~~316.5651 0.00 A-3 0.00 0.00 204,155,000.00 ~~954~~1,~~764~~029,281.8846 0.00 A-4 0.00 0.00 179,048,000.00 ~~856~~922,~~446~~395.2761 0.00 A-5 21,~~065~~930,~~093~~950.7280 0.00 8173,~~913~~026,~~021~~207.9294 2,~~465~~315,~~296~~730.1088 0.00 M-1 0.00 0.00 12,795,000.00 6166,~~771~~502.4201 0.00 M-2 0.00 0.00 12,321,000.00 5964,~~702~~264.0928 0.00 M-3 0.00 0.00 7,582,000.00 3639,~~873~~685.7945 0.00 M-4 0.00 0.00 6,634,000.00 3235,~~853~~331.0458 0.00 M-5 0.00 0.00 6,160,000.00 3032,~~560~~863.4460 0.00 M-6 0.00 0.00 5,686,000.00 2830,~~562~~699.6766 0.00 M-7 0.00 0.00 3,317,000.00 1819,~~077~~368.6552 0.00 M-8 0.00 0.00 3,317,000.00 1819,~~372~~672.4957 0.00 M-9 0.00 0.00 4,739,000.00 3032,~~039~~015.9989 0.00 M-10 0.00 0.00 6,634,000.00 4144,~~757~~514.3414 0.00 CE 0.00 0.00 5,686,863.45 ~~885~~732,~~694~~403.4757 0.00 PA 0.00 0.00 50.00 1144,~~588~~070.4267 0.00 PF 0.00 0.00 50.00 4620,~~966~~733.6813 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 2019,~~651~~309,~~008~~574.1837 0.00 ~~894~~805,~~004~~136,~~997~~552.7655 2524,~~876~~272,~~310~~356.9477 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1 356,050,000.00 ~~326~~245,~~215~~027,~~926~~004.8573 0.00 1817,~~585~~378,~~914~~623.4657 0.00 0.00 A-2 46,387,000.00 46,387,000.00 0.00 0.00 0.00 0.00 A-3 204,155,000.00 204,155,000.00 0.00 0.00 0.00 0.00 A-4 179,048,000.00 179,048,000.00 0.00 0.00 0.00 0.00 A-5 87,293,000.00 8374,~~978~~957,~~115~~158.6474 0.00 21,~~065~~930,~~093~~950.7280 0.00 0.00 M-1 12,795,000.00 12,795,000.00 0.00 0.00 0.00 0.00 M-2 12,321,000.00 12,321,000.00 0.00 0.00 0.00 0.00 M-3 7,582,000.00 7,582,000.00 0.00 0.00 0.00 0.00 M-4 6,634,000.00 6,634,000.00 0.00 0.00 0.00 0.00 M-5 6,160,000.00 6,160,000.00 0.00 0.00 0.00 0.00 M-6 5,686,000.00 5,686,000.00 0.00 0.00 0.00 0.00 M-7 3,317,000.00 3,317,000.00 0.00 0.00 0.00 0.00 M-8 3,317,000.00 3,317,000.00 0.00 0.00 0.00 0.00 M-9 4,739,000.00 4,739,000.00 0.00 0.00 0.00 0.00 M-10 6,634,000.00 6,634,000.00 0.00 0.00 0.00 0.00 CE 5,692,375.00 5,686,863.45 0.00 0.00 0.00 0.00 PA 50.00 50.00 0.00 0.00 0.00 0.00 PF 50.00 50.00 0.00 0.00 0.00 0.00 R 100.00 0.00 0.00 0.00 0.00 0.00 Totals 947,810,575.00 ~~914~~824,~~656~~446,~~005~~126.9492 0.00 2019,~~651~~309,~~008~~574.1837 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 1817,~~585~~378,~~914~~623.4657 ~~307~~227,~~630~~648,~~012~~381.3916 0.~~86400790~~63937195 1817,~~585~~378,~~914~~623.4657 A-2 0.00 46,387,000.00 1.00000000 0.00 A-3 0.00 204,155,000.00 1.00000000 0.00 A-4 0.00 179,048,000.00 1.00000000 0.00 A-5 21,~~065~~930,~~093~~950.7280 8173,~~913~~026,~~021~~207.9294 0.~~93836873~~83656431 21,~~065~~930,~~093~~950.7280 M-1 0.00 12,795,000.00 1.00000000 0.00 M-2 0.00 12,321,000.00 1.00000000 0.00 M-3 0.00 7,582,000.00 1.00000000 0.00 M-4 0.00 6,634,000.00 1.00000000 0.00 M-5 0.00 6,160,000.00 1.00000000 0.00 M-6 0.00 5,686,000.00 1.00000000 0.00 M-7 0.00 3,317,000.00 1.00000000 0.00 M-8 0.00 3,317,000.00 1.00000000 0.00 M-9 0.00 4,739,000.00 1.00000000 0.00 M-10 0.00 6,634,000.00 1.00000000 0.00 CE 0.00 5,686,863.45 0.99903177 0.00 PA 0.00 50.00 1.00000000 0.00 PF 0.00 50.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 2019,~~651~~309,~~008~~574.1837 ~~894~~805,~~004~~136,~~997~~552.7655 0.~~94323172~~84946990 2019,~~651~~309,~~008~~574.1837

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 356,050,000.00 ~~916~~688.~~20819225~~18144848 0.00000000 5248.~~20029339~~80950308 0.00000000 A-2 46,387,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3 204,155,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 179,048,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-5 87,293,000.00 ~~962~~858.~~02577114~~68464528 0.00000000 2322.~~65703688~~12033955 0.00000000 M-1 12,795,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 12,321,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 7,582,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 6,634,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 6,160,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 5,686,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 3,317,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 3,317,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 4,739,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 6,634,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 5,692,375.00 999.03176618 0.00000000 0.00000000 0.00000000 PA 50.00 1000.00000000 0.00000000 0.00000000 0.00000000 PF 50.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 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 A-1 0.00000000 5248.~~20029339~~80950308 ~~864~~639.~~00789886~~37194540 0.~~86400790~~63937195 5248.~~20029339~~80950308 A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-5 0.00000000 2322.~~65703688~~12033955 ~~938~~836.~~36873426~~56430573 0.~~93836873~~83656431 2322.~~65703688~~12033955 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 999.03176618 0.99903177 0.00000000 PA 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 PF 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0510/25/06 - 0611/2526/06 3233 5.~~16125~~40000% ~~326~~245,~~215~~027,~~926~~004.8573 1,~~496~~212,~~606~~883.1867 0.00 A-2 0510/25/06 - 0611/2526/06 3233 5.~~20125~~44000% 46,387,000.00 ~~214~~231,~~462~~316.5651 0.00 A-3 0510/25/06 - 0611/2526/06 3233 5.~~26125~~50000% 204,155,000.00 ~~954~~1,~~764~~029,281.8846 0.00 A-4 0510/25/06 - 0611/2526/06 3233 5.~~38125~~62000% 179,048,000.00 ~~856~~922,~~446~~395.2761 0.00 A-5 0510/25/06 - 0611/2526/06 3233 5.~~36125~~60000% 8374,~~978~~957,~~115~~158.6474 ~~400~~384,~~202~~780.3808 0.00 M-1 0510/25/06 - 0611/2526/06 3233 5.~~43125~~67000% 12,795,000.00 6166,~~771~~502.4201 0.00 M-2 0510/25/06 - 0611/2526/06 3233 5.~~45125~~69000% 12,321,000.00 5964,~~702~~264.0928 0.00 M-3 0510/25/06 - 0611/2526/06 3233 5.~~47125~~71000% 7,582,000.00 3639,~~873~~685.7945 0.00 M-4 0510/25/06 - 0611/2526/06 3233 5.~~57125~~81000% 6,634,000.00 3235,~~853~~331.0458 0.00 M-5 0510/25/06 - 0611/2526/06 3233 5.~~58125~~82000% 6,160,000.00 3032,~~560~~863.4460 0.00 M-6 0510/25/06 - 0611/2526/06 3233 5.~~65125~~89000% 5,686,000.00 2830,~~562~~699.6766 0.00 M-7 0510/25/06 - 0611/2526/06 3233 6.~~13125~~37000% 3,317,000.00 1819,~~077~~368.6552 0.00 M-8 0510/25/06 - 0611/2526/06 3233 6.~~23125~~47000% 3,317,000.00 1819,~~372~~672.4957 0.00 M-9 0510/25/06 - 0611/2526/06 3233 7.~~13125~~37000% 4,739,000.00 3032,~~039~~015.9989 3,~~326~~861.0682 M-10 0510/25/06 - 0611/2526/06 3233 7.~~08125~~32000% 6,634,000.00 4144,~~757~~514.3414 45,~~361~~102.2200 CE N/A N/A 0.00000% ~~914~~824,~~666~~446,~~740~~126.6992 0.00 0.00 PA N/A N/A 0.00000% 50.00 0.00 0.00 PF N/A N/A 0.00000% 50.00 0.00 0.00 R N/A N/A 6.~~53655~~53085% 0.00 0.00 0.00 Totals 4,~~281~~165,~~053~~575.1903 78,~~687~~963.2882

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 1,~~496~~212,~~606~~883.1867 0.00 ~~307~~227,~~630~~648,~~012~~381.3916 A-2 0.00 0.00 ~~214~~231,~~462~~316.5651 0.00 46,387,000.00 A-3 0.00 0.00 ~~954~~1,~~764~~029,281.8846 0.00 204,155,000.00 A-4 0.00 0.00 ~~856~~922,~~446~~395.2761 0.00 179,048,000.00 A-5 0.00 0.00 ~~400~~384,~~202~~780.3808 0.00 8173,~~913~~026,~~021~~207.9294 M-1 0.00 0.00 6166,~~771~~502.4201 0.00 12,795,000.00 M-2 0.00 0.00 5964,~~702~~264.0928 0.00 12,321,000.00 M-3 0.00 0.00 3639,~~873~~685.7945 0.00 7,582,000.00 M-4 0.00 0.00 3235,~~853~~331.0458 0.00 6,634,000.00 M-5 0.00 0.00 3032,~~560~~863.4460 0.00 6,160,000.00 M-6 0.00 0.00 2830,~~562~~699.6766 0.00 5,686,000.00 M-7 0.00 0.00 1819,~~077~~368.6552 0.00 3,317,000.00 M-8 0.00 0.00 1819,~~372~~672.4957 0.00 3,317,000.00 M-9 3,~~326~~861.0682 0.00 3032,~~039~~015.9989 0.00 4,739,000.00 M-10 45,~~361~~102.2200 0.00 4144,~~757~~514.3414 0.00 6,634,000.00 CE 0.00 0.00 ~~885~~732,~~694~~403.4757 0.00 ~~894~~805,~~004~~136,~~997~~552.7655 PA 0.00 0.00 1144,~~588~~070.4267 0.00 50.00 PF 0.00 0.00 4620,~~966~~733.6813 0.00 50.00 R 0.00 0.00 0.00 0.00 0.00 Totals 78,~~687~~963.2882 0.00 54,~~225~~962,~~302~~782.7640 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 356,050,000.00 5.~~16125~~40000% ~~916~~688.~~20819225~~18144848 43.~~20335958~~40649816 0.00000000 A-2 46,387,000.00 5.~~20125~~44000% 1000.00000000 4.~~62333326~~98666674 0.00000000 A-3 204,155,000.00 5.~~26125~~50000% 1000.00000000 45.~~67666665~~04166667 0.00000000 A-4 179,048,000.00 5.~~38125~~62000% 1000.00000000 45.~~78333335~~15166665 0.00000000 A-5 87,293,000.00 5.~~36125~~60000% ~~962~~858.~~02577114~~68464528 4.~~58458731~~40791449 0.00000000 M-1 12,795,000.00 5.~~43125~~67000% 1000.00000000 45.~~82777804~~19749980 0.00000000 M-2 12,321,000.00 5.~~45125~~69000% 1000.00000000 45.~~84555556~~21583313 0.00000000 M-3 7,582,000.00 5.~~47125~~71000% 1000.00000000 45.~~86333289~~23416645 0.00000000 M-4 6,634,000.00 5.~~57125~~81000% 1000.00000000 45.~~95222189~~32583358 0.00000000 M-5 6,160,000.00 5.~~58125~~82000% 1000.00000000 45.~~96111039~~33500000 0.00000000 M-6 5,686,000.00 5.~~65125~~89000% 1000.00000000 5.~~02333275~~39916637 0.00000000 M-7 3,317,000.00 6.~~13125~~37000% 1000.00000000 5.~~45000000~~83916792 0.00000000 M-8 3,317,000.00 6.~~23125~~47000% 1000.00000000 5.~~53888755~~93083208 0.00000000 M-9 4,739,000.00 7.~~13125~~37000% 1000.00000000 6.~~33888795~~75583245 0.~~70184849~~81490188 M-10 6,634,000.00 7.~~08125~~32000% 1000.00000000 6.~~29444377~~71000000 0.~~65740428~~76906844 CE 5,692,375.00 0.00000% ~~160682~~144833.~~79772327~~41784756 0.00000000 0.00000000 PA 50.00 0.00000% 1000.00000000 0.00000000 0.00000000 PF 50.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 100.00 6.~~53655~~53085% 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 A-1 0.00000000 0.00000000 43.~~20335958~~40649816 0.00000000 ~~864~~639.~~00789886~~37194540 A-2 0.00000000 0.00000000 4.~~62333326~~98666674 0.00000000 1000.00000000 A-3 0.00000000 0.00000000 45.~~67666665~~04166667 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 45.~~78333335~~15166665 0.00000000 1000.00000000 A-5 0.00000000 0.00000000 4.~~58458731~~40791449 0.00000000 ~~938~~836.~~36873426~~56430573 M-1 0.00000000 0.00000000 45.~~82777804~~19749980 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 45.~~84555556~~21583313 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 45.~~86333289~~23416645 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 45.~~95222189~~32583358 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 45.~~96111039~~33500000 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~02333275~~39916637 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~45000000~~83916792 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~53888755~~93083208 0.00000000 1000.00000000 M-9 0.~~70184849~~81490188 0.00000000 6.~~33888795~~75583245 0.00000000 1000.00000000 M-10 0.~~65740428~~76906844 0.00000000 6.~~29444377~~71000000 0.00000000 1000.00000000 CE 0.00000000 0.00000000 ~~155~~128.~~59313468~~66397066 0.00000000 ~~157053~~141441.~~07499242~~23543336 PA 0.00000000 0.00000000 ~~231768~~881413.40000000 0.00000000 1000.00000000 PF 0.00000000 0.00000000 ~~939333~~414662.60000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2523,~~936~~251,~~086~~335.0403 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0799,293.0049 Servicer Advances ~~243~~304,~~255~~423.7293 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 5864,~~555~~803.1080 Swap/Cap Payments ~~178~~431,~~677~~044.2994 Total Deposits 2624,~~416~~850,~~574~~901.1519 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~263~~329,~~943~~889.4857 Total Administration Fees ~~276~~248,~~319~~654.7385 Payment of Interest and Principal 2524,~~876~~272,~~310~~356.9477 Total Withdrawals (Pool Distribution Amount) 2624,~~416~~850,~~574~~901.1519 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~249~~223,~~384~~728.8110 Credit Risk Manager - Clayton Fixed Income Services 6,~~860~~183.0134 Lender Paid Primary Mortgage Insurance 2018,~~074~~743.9141 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~276~~248,~~319~~654.7385 *Servicer Payees include: COUNTRYWIDE HOME LOANS ~~INC.~~SERVICING LP; GMAC ~~MTG~~MORTGAGE ~~CORP~~CORPORATION; GREENPOINT ~~MTG~~MORTGAGE FUNDING, INC; INDYMAC; NATIONAL CITY MTG CO; PHH USMORTGAGE ~~MTG CORP~~CORPORATION; RESIDENTIAL FUNDING ~~CORP~~CORPORATION; SELECT PORTFOLIO SERVICING,INC; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Net Wac Reserve Fund 1,000.00 78,~~687~~963.2881 78,~~687~~963.2881 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Swap Account- The Bank of New York 43,~~060~~762,~~507~~080.0457 3,~~881~~331,~~829~~035.7563 ~~178~~431,~~677~~044.2994

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 6.~~892550~~863646% Weighted Average Net Coupon 6.~~546867~~538005% Weighted Average Pass-Through Rate 6.~~530032~~501723% Weighted Average Remaining Term ~~354~~349 Beginning Scheduled Collateral Loan Count 3,~~311~~173 Number Of Loans Paid In Full ~~(116)~~69 Ending Scheduled Collateral Loan Count 3,~~427~~104 Beginning Scheduled Collateral Balance ~~865~~824,~~709~~446,~~828~~126.8292 Ending Scheduled Collateral Balance ~~894~~805,~~004~~136,~~997~~552.7655 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 ~~894~~805,~~139~~277,~~514~~562.1560 Monthly P&I Constant 54,~~412~~866,~~548~~319.3100 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 03,631.0020 Prepayment Penalty Waived Count 01 Prepayment Penalty Paid Amount 5864,~~555~~803.1080 Prepayment Penalty Paid Count 414 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans ~~894~~805,~~004~~136,~~997~~552.7655 Scheduled Principal ~~158~~150,~~892~~730.9548 Unscheduled Principal 2019,~~502~~158,~~849~~843.9889 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 5,686,863.45 Overcollateralized Amount 5,686,863.45 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra ~~principal~~Principal ~~distribution~~Distribution Amount 0.00 Excess Cash Amount ~~885~~741,~~694~~367.4738

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description ~~Fixed~~Mixed ~~15/30 & ARM~~ Fixed ~~15/30~~Mixed & ARM Weighted Average Coupon Rate 6.~~940439~~926939 6.~~876958~~841748 Weighted Average Net Rate 6.~~611998~~670220 6.~~526884~~492261 Pass-Through Rate 6.~~662549~~648493 6.~~486886~~450944 Weighted Average Remaining Term ~~354~~349 ~~354~~349 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 1,~~376~~297,~~353~~865.2667 43,~~036~~568,~~195~~453.0533 Beginning Loan Count ~~865~~997 2,~~446~~176 Loans Paid in Full ~~-178~~17 6252 Ending Loan Count ~~1,043~~980 2,~~384~~124 Beginning Scheduled Balance ~~175~~211,~~699~~921,~~802~~750.4094 ~~690~~612,~~010~~524,~~026~~375.4298 Ending Scheduled Balance ~~222~~207,~~728~~564,~~995~~516.6044 ~~671~~597,~~276~~572,~~002~~036.1611 Scheduled Principal 7774,~~006~~558.4418 8176,~~886~~172.5130 Unscheduled Principal 14,~~850~~282,~~712~~676.2332 1814,~~652~~876,~~137~~167.7557 Scheduled Interest 1,~~299~~223,~~346~~307.8249 3,~~954~~492,~~308~~281.5403 Servicing Fees 4845,~~089~~336.1393 ~~201~~178,~~295~~391.6817 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 3,~~935~~837.7607 2221,~~999~~089.1668 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~247~~174,~~321~~133.9349 3,~~730~~292,~~013~~800.7018 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 03,631.0020 Prepayment Penalty Waived Count 0 01 Prepayment Penalty Paid Amount 1120,~~588~~733.4213 4644,~~966~~070.6867 Prepayment Penalty Paid Count 24 210 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 6.~~892550~~863646 Weighted Average Net Rate 6.~~546867~~538005 Pass-Through Rate 6.~~530032~~501723 Weighted Average Remaining Term ~~354~~349 Record Date 0510/31/2006 Principal And Interest Constant 54,~~412~~866,~~548~~319.3100 Beginning Loan Count 3,~~311~~173 Loans Paid in Full ~~-116~~69 Ending Loan Count 3,~~427~~104 Beginning Scheduled Balance ~~865~~824,~~709~~446,~~828~~126.8292 Ending Scheduled Balance ~~894~~805,~~004~~136,~~997~~552.7655 Scheduled Principal ~~158~~150,~~892~~730.9548 Unscheduled Principal 2019,~~502~~158,~~849~~843.9889 Scheduled Interest 54,~~253~~715,~~655~~588.3652 Servicing Fees ~~249~~223,~~384~~728.8110 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 2624,~~934~~926.9275 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,~~977~~466,~~335~~933.6367 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 03,631.0020 Prepayment Penalty Waived Count 01 Prepayment Penalty Paid Amount 5864,~~555~~803.1080 Prepayment Penalty Paid Count 414 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Cut Off Balance 947,810,575.43 Prefunding Reporting Capitalized Interest Beginning Balance 0.00 Capitalized Interest Requirement 0.00 Capitalized Interest Ending Balance 0.00 Prefunding Beginning Balance 0.00 Prefunding Amount in Loans 0.00 Prefunding Amount Paid as Principal 0.00 Structural Reporting 3 Month Delinquency 0.0002 Excess Cash Amount ~~885~~741,~~694~~367.4738 Overcollateralization Amount 5,686,863.45 OC Deficiency Amount 0.00 OC Reduction Amount 0.00 Targeted OC Amount 5,686,863.45 OC Increase Amount 0.00 Stepdown Occurred NO Trigger Event Reporting Cumulative Loss Event Trigger Result Pass Threshold Value 0.250000% Calculated Value 0.000000% Credit Enhancement Delinquency Event Trigger Result Pass Threshold Value 3.~~119644~~463980% Calculated Value 02.~~327229~~762627% Trigger Event Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000%

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 1 0 03 ~~1 319~~775,~~500~~338.0005 0222,640.0087 0.00 ~~319~~997,~~500~~978.0092 30 Days 2330 0 10 0 2430 67,~~934~~902,~~009~~985.3610 0.00 ~~202,000~~0.00 0.00 7,~~136~~902,~~009~~985.3610 60 Days 925 0 0 0 925 28,~~110~~195,~~317~~508.8490 0.00 0.00 0.00 28,~~110~~195,~~317~~508.8490 90 Days 07 0 14 0 111 02,772,787.0090 0.00 ~~294~~1,~~000~~616,399.0098 0.00 ~~294~~4,~~000~~389,187.0088 120 Days 03 0 011 01 015 0652,986.0022 0.00 02,327,028.0025 0167,440.0025 03,147,454.0072 150 Days 0 0 06 01 07 0.00 0.00 01,936,916.0078 0495,999.0099 02,432,916.0077 180+ Days 0 0 07 03 010 0.00 0.00 02,411,030.0035 0689,610.00 03,100,640.0035 Totals 3265 1 2 029 355 9101 19,~~044~~524,~~327~~268.2012 ~~319~~775,~~500~~338.0005 ~~496~~8,~~000~~514,016.0023 01,353,050.0024 930,~~859~~166,~~827~~672.2064 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.~~029180~~064433% 0.~~000000~~032216% 0.000000% 0.~~029180~~096649% 0.~~035733~~096282% 0.~~000000~~027648% 0.000000% 0.~~035733~~123930% 30 Days 0.~~671141~~966495% 0.000000% 0.~~029180~~000000% 0.000000% 0.~~700321~~966495% 0.~~775495~~981399% 0.000000% 0.~~022592~~000000% 0.000000% 0.~~798087~~981399% 60 Days 0.~~262620~~805412% 0.000000% 0.000000% 0.000000% 0.~~262620~~805412% 01.~~236017~~017725% 0.000000% 0.000000% 0.000000% 01.~~236017~~017725% 90 Days 0.~~000000~~225515% 0.000000% 0.~~029180~~128866% 0.000000% 0.~~029180~~354381% 0.~~000000~~344327% 0.000000% 0.~~032881~~200726% 0.000000% 0.~~032881~~545053% 120 Days 0.~~000000~~096649% 0.000000% 0.~~000000~~354381% 0.~~000000~~032216% 0.~~000000~~483247% 0.~~000000~~081088% 0.000000% 0.~~000000~~288972% 0.~~000000~~020793% 0.~~000000~~390853% 150 Days 0.000000% 0.000000% 0.~~000000~~193299% 0.~~000000~~032216% 0.~~000000~~225515% 0.000000% 0.000000% 0.~~000000~~240528% 0.~~000000~~061594% 0.~~000000~~302122% 180+ Days 0.000000% 0.000000% 0.~~000000~~225515% 0.~~000000~~096649% 0.~~000000~~322165% 0.000000% 0.000000% 0.~~000000~~299404% 0.~~000000~~085636% 0.~~000000~~385040% Totals 02.~~933761~~094072% 0.~~029180~~064433% 0.~~058360~~934278% 0.~~000000~~161082% 13.~~021301~~253866% 12.~~011512~~424539% 0.~~035733~~096282% 01.~~055472~~057277% 0.~~000000~~168023% 13.~~102717~~746121%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~243~~304,~~255~~423.7293

Delinquency Status By ~~Groups~~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 01 0 01 0.00 0222,640.0087 0.00 0222,640.0087 30 Days 613 0 0 0 613 13,~~232~~404,~~456~~057.4437 0.00 0.00 0.00 13,~~232~~404,~~456~~057.4437 60 Days 25 0 0 0 25 ~~579~~770,~~100~~539.0027 0.00 0.00 0.00 ~~579~~770,~~100~~539.0027 90 Days 0 0 01 0 01 0.00 0.00 0223,999.0099 0.00 0223,999.0099 120 Days 0 0 02 0 02 0.00 0.00 0346,467.0095 0.00 0346,467.0095 150 Days 0 0 01 0 01 0.00 0.00 0325,116.0090 0.00 0325,116.0090 180+ Days 0 0 01 0 01 0.00 0.00 060,266.0004 0.00 060,266.0004 Totals 818 0 06 0 824 14,~~811~~174,~~556~~596.4464 0.00 01,178,491.0075 0.00 15,~~811~~353,~~556~~088.4439 0-29 Days 0.000000% 0.~~000000~~102041% 0.000000% 0.~~000000~~102041% 0.000000% 0.~~000000~~107228% 0.000000% 0.~~000000~~107228% 30 Days 01.~~575264~~326531% 0.000000% 0.000000% 0.000000% 01.~~575264~~326531% 01.~~553190~~639458% 0.000000% 0.000000% 0.000000% 01.~~553190~~639458% 60 Days 0.~~191755~~510204% 0.000000% 0.000000% 0.000000% 0.~~191755~~510204% 0.~~259930~~371106% 0.000000% 0.000000% 0.000000% 0.~~259930~~371106% 90 Days 0.000000% 0.000000% 0.~~000000~~102041% 0.000000% 0.~~000000~~102041% 0.000000% 0.000000% 0.~~000000~~107883% 0.000000% 0.~~000000~~107883% 120 Days 0.000000% 0.000000% 0.~~000000~~204082% 0.000000% 0.~~000000~~204082% 0.000000% 0.000000% 0.~~000000~~166865% 0.000000% 0.~~000000~~166865% 150 Days 0.000000% 0.000000% 0.~~000000~~102041% 0.000000% 0.~~000000~~102041% 0.000000% 0.000000% 0.~~000000~~156582% 0.000000% 0.~~000000~~156582% 180+ Days 0.000000% 0.000000% 0.~~000000~~102041% 0.000000% 0.~~000000~~102041% 0.000000% 0.000000% 0.~~000000~~029025% 0.000000% 0.~~000000~~029025% Totals 01.~~767018~~836735% 0.000000% 0.~~000000~~612245% 0.000000% 02.~~767018~~448980% 02.~~813121~~010564% 0.000000% 0.~~000000~~567584% 0.000000% 02.~~813121~~578147% 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 12 0 0 12 ~~319~~775,~~500~~338.0005 0.00 0.00 ~~319~~775,~~500~~338.0005 30 Days 17 0 10 0 1817 54,~~701~~498,~~552~~927.9273 0.00 ~~202,000~~0.00 0.00 54,~~903~~498,~~552~~927.9273 60 Days 720 0 0 0 720 17,~~531~~424,~~217~~969.8463 0.00 0.00 0.00 17,~~531~~424,~~217~~969.8463 90 Days 07 0 13 0 110 02,772,787.0090 0.00 ~~294~~1,~~000~~392,399.0099 0.00 ~~294~~4,~~000~~165,187.0089 120 Days 03 0 09 01 013 0652,986.0022 0.00 01,980,560.0030 0167,440.0025 02,800,986.0077 150 Days 0 0 05 01 06 0.00 0.00 01,611,799.0088 0495,999.0099 02,107,799.0087 180+ Days 0 0 06 03 09 0.00 0.00 02,350,764.0031 0689,610.00 03,040,374.0031 Totals 2447 1 2 023 275 777 15,~~232~~349,~~770~~671.7648 ~~319~~775,~~500~~338.0005 ~~496~~7,~~000~~335,524.0048 01,353,050.0024 824,~~048~~813,~~270~~584.7625 0-29 Days 0.~~041946~~094162% 0.000000% 0.000000% 0.~~041946~~094162% 0.~~047591~~129732% 0.000000% 0.000000% 0.~~047591~~129732% 30 Days 0.~~713087~~800377% 0.000000% 0.~~041946~~000000% 0.000000% 0.~~755034~~800377% 0.~~849268~~752777% 0.000000% 0.~~030089~~000000% 0.000000% 0.~~879357~~752777% 60 Days 0.~~293624~~941620% 0.000000% 0.000000% 0.000000% 0.~~293624~~941620% 01.~~228081~~242372% 0.000000% 0.000000% 0.000000% 01.~~228081~~242372% 90 Days 0.~~000000~~329567% 0.000000% 0.~~041946~~141243% 0.000000% 0.~~041946~~470810% 0.~~000000~~463953% 0.000000% 0.~~043792~~232981% 0.000000% 0.~~043792~~696934% 120 Days 0.~~000000~~141243% 0.000000% 0.~~000000~~423729% 0.~~000000~~047081% 0.~~000000~~612053% 0.~~000000~~109260% 0.000000% 0.~~000000~~331394% 0.~~000000~~028017% 0.~~000000~~468671% 150 Days 0.000000% 0.000000% 0.~~000000~~235405% 0.~~000000~~047081% 0.~~000000~~282486% 0.000000% 0.000000% 0.~~000000~~269692% 0.~~000000~~082992% 0.~~000000~~352685% 180+ Days 0.000000% 0.000000% 0.~~000000~~282486% 0.~~000000~~141243% 0.~~000000~~423729% 0.000000% 0.000000% 0.~~000000~~393338% 0.~~000000~~115388% 0.~~000000~~508726% Totals 12.~~006711~~212806% 0.~~041946~~094162% 01.~~083893~~082863% 0.~~000000~~235405% 13.~~132550~~625235% 12.~~077349~~568362% 0.~~047591~~129732% 01.~~073881~~227406% 0.~~000000~~226397% 14.~~198821~~151898%

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*Group ~~New~~1 ~~REO~~Days ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inNumber ~~REO~~of 0Outstanding ~~Jul-05~~Percentage ~~0.000%~~of ~~Original~~Delinquent ~~Principal~~Loans ~~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 inActual ~~REO 0 Dec-05 0.000~~Balance(%) ~~Original Principal~~ Balance($) ~~0.00 Jan-06 0.000% Current Actual~~ Balance($) ~~0.00~~180 ~~Feb~~-06 ~~0.000%~~209 ~~Mar-06~~6 02,083,458.~~000%~~04 ~~Apr-06~~ 0.~~000%~~259 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 ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~60,266.~~000%~~04 ~~Original Principal Balance~~ 0.00029 ~~Aug-05~~210 ~~0.000% Current Actual Balance 0.00 Sep~~-05 ~~0.000%~~239 ~~Oct-05~~3 0723,182.~~000%~~31 ~~Current REO Total Nov-05~~ 0.~~000%~~090 ~~Loans in REO~~ 0 ~~Dec-05~~ 0.~~000% Original Principal Balance 0.~~00 ~~Jan-06~~ 0.000% ~~Current~~240 ~~Actual Balance 0.00 Feb~~-06 ~~0.000%~~269 ~~Mar-06~~1 0.294,000~~% Apr-06 0~~.~~000%~~00 ~~May-06~~ 0.~~000%~~037 ~~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~~10 03,100,640.~~000%~~35 ~~Loans in REO~~ 0 ~~Dec-05 0~~.~~000%~~386 ~~Original~~1 ~~Principal Balance 0~~60,266.0004 ~~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.029

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~2 Days Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Balance($) ~~Current~~180 ~~Period~~- ~~Month~~209 ~~Loan~~5 ~~First~~2,023,192.00 ~~Original~~0.339 ~~Loan~~210 ~~Entered~~- ~~Payment~~239 ~~LTV~~3 at723,182.31 ~~Principal~~0.121 ~~Group~~240 ~~Number~~- ~~REO~~269 ~~Date~~1 ~~State~~294,000.00 ~~Origination~~0.049 ~~Balance~~Total No9 ~~REO~~3,040,374.31 ~~Loans~~0.509 ~~this~~This ~~Period~~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 REO ~~Loan~~History* ~~Detail~~New REO Loans Month REO Percentage Loans in REO 2 Dec-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 368,000.00 Jan-06 0.000% Current Actual Balance 367,440.25 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in REO ~~during~~5 May-06 0.000% Original Principal Balance 1,353,610.00 Jun-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 1,353,050.24 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.120% Nov-06 0.168% *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 REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current ~~Paid~~Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Current ~~Approximate~~REO ~~Loan~~Total Apr-06 0.000% Loans in REO 0 May-06 0.000% Original Principal Balance 0.00 Jun-06 0.000% Current Actual ToBalance ~~Months~~0.00 ~~Loan~~Jul-06 ~~Delinquent~~0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% 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 ~~Number~~2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Dec-05 0.000% Original Principal Balance ~~Date~~368,000.00 ~~Delinquent~~Jan-06 ~~Rate~~0.000% ~~Interest~~Current NoActual Balance 367,440.25 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans ~~this~~in ~~Period~~REO 5 May-06 0.000% Original Principal Balance 1,353,610.00 Jun-06 0.000% Current Actual Balance 1,353,050.24 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.161% Nov-06 0.226% *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.

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month~~in ~~Foreclosure~~REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~Foreclosure~~Month 2Loan ~~Jul-05~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~496,000.00~~Payment ~~Aug-05~~LTV ~~0.000%~~at ~~Current~~Principal ~~Actual~~Group ~~Balance~~Number ~~496,000.00~~REO ~~Sep-05~~Date ~~0.000%~~State ~~Oct-05~~Origination ~~0.000%~~Balance ~~Current~~Group ~~Foreclosure~~2 ~~Total~~0111252121 ~~Nov~~Oct-052006 ~~0.000% Loans in Foreclosure 2~~ 01-Dec-052005 ~~0.000%~~VA ~~Original Principal Balance 496,000~~80.00 ~~Jan-06 0.000% Current Actual Balance~~ 496,000.00 ~~Feb-06~~Group ~~0.000%~~2 ~~Mar-06~~0111416677 ~~0.000% Apr~~Oct-062006 ~~0.000% May~~01-~~06 0.000% Jun~~Jan-062006 ~~0.055%~~CA *The text reported in the above table is presented graphically on the monthly bond remittance report70. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-05 0.000% Original Principal Balance 0.00 ~~Aug-05 0.~~294,000~~% Current Actual Balance 0~~.00 ~~Sep-05~~Group ~~0.000%~~2 ~~Oct-05~~0111429404 ~~0.000% Current Foreclosure Total~~ Nov-052006 ~~0.000% Loans in Foreclosure 0 Dec~~01-~~05 0.000% Original Principal Balance 0.00~~ Jan-062006 ~~0.000%~~MI ~~Current Actual Balance 0~~80.00 ~~Feb-06 0.~~168,000~~% Mar-06 0~~.~~000%~~00 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 120111431228 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Jul-05 0.000% Original Principal Balance 496,000.00 Aug-05 0.000% Current Actual Balance 496,000.00 Sep-05 0.000% Oct-05 0.000% Current Foreclosure Total Nov-052006 ~~0.000% Loans in Foreclosure 2~~ 01-Dec-052005 ~~0.000%~~NV ~~Original Principal Balance 496,000~~80.00 ~~Jan-06 0.000% Current Actual Balance 496~~200,000.00 ~~Feb-06~~Group ~~0.000%~~2 ~~Mar-06~~0111523580 ~~0.000% Apr~~Oct-062006 ~~0.000% May~~01-~~06 0.000% Jun~~Jan-062006 ~~0.074%~~TX *The text reported in the above table is presented graphically on the monthly bond remittance report80.00 ~~The monthly bond remittance report can be viewed online at www~~195,610.~~ctslink.com.~~00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Group 2 ~~0111365588~~0111252121 ~~Jun~~495,999.99 01-Apr-2006 5 7.375% 20,614.10 Group 2 0111416677 294,000.00 01-Jan-2006 FL8 807.00750% ~~202~~14,~~000~~454.0096 Group 2 ~~0111416677~~0111429404 ~~Jun~~167,440.25 01-May-2006 4 8.250% 6,581.99 Group 2 0111431228 200,000.00 01-~~Jan~~Mar-2006 CA6 707.500% 9,500.00 ~~294~~Group 2 0111523580 195,~~000~~610.00 01-Feb-2006 7 7.375% 9,128.48

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Loan~~History* ~~Detail~~New -Foreclosure ~~All~~Loans ~~Mortgage~~Month Foreclosure Percentage Loans in Foreclosure ~~during~~7 ~~Current~~Dec-05 ~~Period~~0.000% ~~(continued)~~Original Principal Balance 2,101,250.00 Jan-06 0.000% Current ~~Paid~~Actual Balance 2,098,695.42 Feb-06 0.000% Mar-06 0.000% Current ~~Approximate~~Foreclosure ~~Loan~~Total ~~Actual~~Apr-06 To0.000% ~~Months~~Loans ~~Loan~~in ~~Delinquent~~Foreclosure ~~Group~~29 ~~Number~~May-06 0.000% Original Principal Balance ~~Date~~8,514,733.00 ~~Delinquent~~Jun-06 ~~Rate~~0.055% ~~Interest~~Current Actual Balance 8,514,016.23 Jul-06 0.136% Aug-06 0.197% Sep-06 0.736% Oct-06 0.965% Nov-06 1.057% *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 21 ~~0111365588~~12 ~~202,~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Dec-05 0.000% Original Principal Balance 572,450.00 01Jan-06 0.000% Current Actual Balance 570,467.94 Feb-06 0.000% Mar-~~2006~~06 10.000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 6 May-06 0.~~750~~000% 3Original Principal Balance 1,~~282~~175,851.5100 Jun-06 0.000% Current Actual Balance 1,178,491.75 Jul-06 0.226% Aug-06 0.457% Sep-06 0.281% Oct-06 0.283% Nov-06 0.568% *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 ~~0111416677~~12 ~~294,~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 Dec-05 0.000% Original Principal Balance 1,528,800.00 ~~01-~~Jan-~~2006~~06 30.000% Current Actual Balance 1,528,227.48 Feb-06 0.000% Mar-06 0.000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 23 May-06 0.000% Original Principal Balance 7,338,882.~~750~~00 Jun-06 0.074% 5Current Actual Balance 7,~~420~~335,524.6148 Jul-06 0.106% Aug-06 0.108% Sep-06 0.893% Oct-06 1.201% Nov-06 1.227% *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.

~~Summary~~Foreclosure 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans ~~Month~~in ~~Bankruptcy~~Foreclosure ~~Percentage~~during ~~Loans~~Current inPeriod ~~Bankruptcy~~Month 0Loan ~~Jul-05~~First ~~0.000%~~ Original Loan Entered Payment LTV at Principal ~~Balance~~Group ~~0.00~~Number ~~Aug-05~~FC ~~0.000%~~Date ~~Current~~State ~~Actual~~Origination Balance ~~0.00~~Group 1 0110819721 Sep-052006 ~~0.000% Oct~~01-05Sep-2005 0CA 80.00 328,000%.00 ~~Current~~Group ~~Bankruptcy~~1 ~~Total~~0110975837 ~~Nov~~Aug-052006 001-Aug-2005 MN 65.59 61,000%.00 ~~Loans~~Group in1 ~~Bankruptcy~~0111239632 1Nov-2006 01-Dec-052005 0CT 75.~~000%~~00 ~~Original Principal Balance 319~~161,~~500~~250.00 ~~Jan-06~~Group ~~0.000%~~1 ~~Current~~0111239647 ~~Actual~~Nov-2006 ~~Balance~~01-Dec-2005 ~~319,500~~AZ 80.00 ~~Feb-06 0~~187,200.~~000%~~00 ~~Mar-06~~Group ~~0.000%~~1 ~~Apr~~0111491994 Nov-062006 ~~0.000% May~~01-06Jan-2006 0CO 80.~~037%~~00 ~~Jun-06 0~~224,000.~~036%~~00 *TheGroup ~~text~~1 ~~reported~~0111555872 inSep-2006 ~~the~~01-Feb-2006 ~~above~~NV ~~table~~80.00 is214,401.00 ~~presented~~Group ~~graphically~~2 on0110839116 ~~the~~Oct-2006 ~~monthly~~01-Sep-2005 ~~bond~~OR ~~remittance~~79.99 ~~report~~180,700.00 ~~The~~Group ~~monthly~~2 ~~bond~~0110984818 ~~remittance~~Oct-2006 ~~report~~01-Oct-2005 ~~can~~DE be69.99 ~~viewed online at www~~356,150.~~ctslink.com.~~00 Group 12 120111155505 ~~Month~~Sep-2006 ~~Bankruptcy~~01-Dec-2005 History*CA ~~New~~80.00 ~~Bankruptcy~~217,600.00 ~~Loans~~Group ~~Month~~2 ~~Bankruptcy~~0111155532 ~~Percentage~~Oct-2006 ~~Loans~~01-Dec-2005 inMO ~~Bankruptcy~~95.00 0161,500.00 ~~Jul-05~~Group ~~0.000%~~2 ~~Original~~0111222925 ~~Principal~~Oct-2006 ~~Balance~~01-Nov-2005 0AZ 80.00 ~~Aug-05 0~~220,800.~~000%~~00 ~~Current~~Group ~~Actual~~2 ~~Balance~~0111224031 ~~0.00~~ Sep-052006 ~~0.000% Oct~~01-05Dec-2005 0MN 70.~~000%~~00 ~~Current Bankruptcy Total Nov-05 0~~103,100.~~000%~~00 ~~Loans~~Group in2 ~~Bankruptcy~~0111252034 0Sep-2006 01-Dec-052005 ~~0.000%~~NV ~~Original Principal Balance 0~~80.00 ~~Jan-06 0~~631,400.~~000%~~00 ~~Current~~Group ~~Actual~~2 ~~Balance~~0111252182 ~~0.00 Feb~~Nov-062006 ~~0.000% Mar~~01-06Dec-2005 0AZ 80.~~000%~~00 ~~Apr-06 0~~250,400.~~000%~~00 ~~May-06~~Group ~~0.000%~~2 0111365588 Jun-062006 001-Jan-2006 FL 80.00 202,000%.00 *TheGroup ~~text~~2 ~~reported~~0111365606 inSep-2006 ~~the~~01-Jan-2006 ~~above~~CA ~~table~~80.00 is327,200.00 ~~presented~~Group ~~graphically~~2 on0111365748 ~~the~~Oct-2006 ~~monthly~~01-Jan-2006 ~~bond~~CA ~~remittance~~80.00 ~~report~~208,000.00 ~~The~~Group ~~monthly~~2 ~~bond~~0111416675 ~~remittance~~Sep-2006 ~~report~~01-Jan-2006 ~~can~~CA be70.00 ~~viewed online at www~~938,000.~~ctslink.com.~~00 Group 2 120111416676 ~~Month~~Sep-2006 ~~Bankruptcy~~01-Jan-2006 History*CA ~~New~~70.00 ~~Bankruptcy~~346,500.00 ~~Loans~~Group ~~Month~~2 ~~Bankruptcy~~0111429318 ~~Percentage~~Sep-2006 ~~Loans~~01-Dec-2005 inME ~~Bankruptcy~~80.00 ~~0 Jul-05 0~~181,440.~~000%~~00 ~~Original~~Group ~~Principal~~2 ~~Balance~~0111431551 ~~0.00~~Oct-2006 ~~Aug~~01-05Dec-2005 0WV 77.~~000%~~00 ~~Current Actual Balance 0~~41,300.00 ~~Sep-05~~Group ~~0.000%~~2 0111432121 Oct-052006 001-Jan-2006 NY 80.00 312,000%.00 ~~Current~~Group ~~Bankruptcy~~2 ~~Total~~0111432197 ~~Nov~~Oct-052006 001-Jan-2006 FL 95.~~000%~~00 ~~Loans~~366,700.00 inGroup ~~Bankruptcy~~2 10111432276 ~~Dec~~Sep-052006 ~~0.000%~~01-Jan-2006 ~~Original~~FL ~~Principal~~70.00 ~~Balance 319~~332,500.00 ~~Jan-06~~Group ~~0.000%~~2 ~~Current~~0111523138 ~~Actual~~Nov-2006 ~~Balance~~01-Dec-2005 ~~319,500~~CA 80.00 ~~Feb-06 0.~~344,000%.00 ~~Mar-06~~Group ~~0.000%~~2 ~~Apr~~0111523358 Nov-062006 ~~0.000% May~~01-06Dec-2005 0CA 70.~~046%~~00 ~~Jun-06 0~~798,000.~~048%~~00 *TheGroup ~~text~~2 ~~reported~~0111523796 inNov-2006 ~~the~~01-Dec-2005 ~~above~~IL ~~table~~80.00 is136,400.00 ~~presented~~Group ~~graphically~~2 on0111523797 ~~the~~Sep-2006 ~~monthly~~01-Jan-2006 ~~bond~~CA ~~remittance~~80.00 ~~report~~472,000.00 ~~The~~Group ~~monthly~~2 ~~bond~~0111523875 ~~remittance~~Sep-2006 ~~report~~01-Nov-2005 ~~can~~FL be80.00 ~~viewed online at www~~211,192.~~ctslink.com.~~00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~(continued) ~~Loan~~Current ~~Month~~Paid Current Approximate Loan ~~First~~Actual ~~State~~To ~~LTV~~Months atLoan ~~Original~~Delinquent Group Number ~~Entered~~Balance ~~Payment~~Date ~~Origination~~Delinquent ~~Principal~~Rate ~~Bankruptcy~~Interest ~~Date~~Group ~~Balance~~1 0110819721 325,116.90 01-Apr-2006 5 5.750% 10,396.27 Group 1 0110975837 60,266.04 01-Mar-2006 6 5.875% 2,251.25 ~~0111007555~~Group 1 0111239632 160,379.81 01-May-2006 4 6.750% 5,200.61 Group 1 0111239647 186,088.14 01-May-2006 4 6.625% 5,917.81 Group 1 0111491994 223,999.99 01-Jun-2006 3 7.000% 6,300.00 Group 1 0111555872 222,640.87 01-Oct-~~2005~~2006 MI0 907.500% 2,590.68 Group 2 0110839116 180,699.08 01-May-2006 4 7.000% 5,985.66 Group 2 0110984818 356,150.00 ~~319~~01-May-2006 4 6.750% 11,352.24 Group 2 0111155505 217,600.00 01-Apr-2006 5 7.500% 8,862.67 Group 2 0111155532 161,499.99 01-May-2006 4 7.500% 4,784.40 Group 2 0111222925 220,750.00 01-May-2006 4 6.875% 7,174.65 Group 2 0111224031 103,099.99 01-Apr-2006 5 7.500% 4,285.05 Group 2 0111252034 631,399.95 01-Apr-2006 5 6.500% 23,019.78 Group 2 0111252182 250,399.99 01-Jun-2006 3 7.250% 7,303.30 Group 2 0111365588 202,000.00 01-Mar-2006 6 6.750% 8,753.36 Group 2 0111365606 327,199.96 01-Apr-2006 5 6.500% 11,929.12 Group 2 0111365748 208,000.00 01-May-2006 4 7.000% 7,020.00 Group 2 0111416675 938,000.00 01-Mar-2006 6 7.125% 42,210.00 Group 2 0111416676 346,500.00 01-Feb-2006 7 7.750% 17,036.24 Group 2 0111429318 181,072.31 01-Feb-2006 7 8.000% 9,175.64 Group 2 0111431551 41,300.00 01-May-2006 4 7.875% 1,548.72 Group 2 0111432121 310,912.21 01-May-2006 4 7.875% 11,638.23 Group 2 0111432197 365,421.53 01-May-2006 4 7.875% 13,678.66 Group 2 0111432276 332,499.98 01-Apr-2006 5 7.750% 14,304.43 Group 2 0111523138 344,000.00 01-Jun-2006 3 6.375% 8,600.00 Group 2 0111523358 798,000.00 01-Jun-2006 3 6.500% 20,365.60 Group 2 0111523796 135,827.49 01-May-2006 4 7.875% 5,084.30 Group 2 0111523797 472,000.00 01-Mar-2006 6 7.500% 22,420.00 Group 2 0111523875 211,192.00 01-Mar-2006 6 7.500% 10,031.60

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Dec-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy ~~during~~2 May-06 0.037% Original Principal Balance 775,500.00 Jun-06 0.036% Current ~~Period~~Actual ~~(continued)~~Balance 775,338.05 Jul-06 0.036% Aug-06 0.037% Sep-06 0.093% Oct-06 0.094% Nov-06 0.096% *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 ~~Loan~~1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current ~~Paid~~Actual ToBalance ~~Months~~0.00 Feb-06 0.000% Mar-06 0.000% Current ~~Approximate~~Bankruptcy ~~Number~~Total ~~Actual~~Apr-06 ~~Date~~0.000% ~~Delinquent~~Loans ~~Loan~~in ~~Rate~~Bankruptcy ~~Delinquent~~0 May-06 0.000% Original Principal Balance ~~Interest~~0.00 Jun-06 0.000% Current Actual Balance 0.00 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% 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 2 ~~0111007555~~12 ~~319,500~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Dec-05 0.000% Original Principal Balance 0.00 01Jan-~~Apr~~06 0.000% Current Actual Balance 0.00 Feb-~~2006~~06 0.000% 6Mar-06 0.~~750~~000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 2 May-06 0.046% Original Principal Balance 775,~~984~~500.6600 Jun-06 0.048% Current Actual Balance 775,338.05 Jul-06 0.049% Aug-06 0.050% Sep-06 0.125% Oct-06 0.127% Nov-06 0.130% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~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 N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~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 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~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 N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~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 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 N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~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 N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A 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 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~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 1017 14,~~843~~273,~~070~~965.00 14,~~833~~255,~~137~~855.1023 0 0.00 0.00 Group 2 6251 1814,~~610~~262,~~633~~014.6200 1814,~~591~~044,~~291~~217.0972 01 0800,000.00 0794,328.0094 Total 7268 2018,~~453~~535,~~703~~979.6200 2018,~~424~~300,~~428~~072.1995 01 0800,000.00 0794,328.0094

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 0 0.00 0.00 1828,~~687~~331.9707 Group 2 0 0.00 0.00 0 0.00 0.00 6341,~~365~~656.3053 Total 0 0.00 0.00 0 0.00 0.00 8269,~~053~~987.2760

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0110535108~~0110819698 FLNJ 5075.6500 01-~~May~~Sep-2005 77157,~~500~~425.00 76154,~~553~~947.7357 Group 1 ~~0110819351~~0110859352 AZNY 6694.9672 01-Sep-2005 ~~136~~332,~~600~~000.00 ~~135~~328,~~140~~202.0898 Group 1 ~~0110819521~~0111179516 FLMD 80100.00 01-~~Sep~~Nov-2005 ~~244~~175,000.00 ~~241~~173,~~685~~159.2949 Group 1 ~~0110819770~~0111263773 ILFL 6390.6900 01-~~Sep~~Dec-2005 ~~100~~180,000.00 98178,~~981~~500.8081 Group 1 ~~0110859160~~0111263814 MAFL 3590.7100 01-~~Oct~~Nov-2005 ~~100~~284,~~000~~750.00 99282,~~262~~350.9525 Group 1 ~~0111179578~~0111263986 NJIL 7390.4900 01-~~Jul~~Nov-2005 ~~305~~175,~~000~~500.00 ~~301~~173,~~826~~456.4318 Group 1 ~~0111264136~~0111265188 CANY 8963.9094 01-Dec-2005 ~~287~~438,~~670~~000.00 ~~286~~433,~~325~~442.6647 Group 1 ~~0111492280~~0111373893 NHMO 7466.0067 01-~~Feb~~Jan-2006 ~~110~~100,~~700~~000.00 ~~110~~98,~~699~~995.9858 Group 1 ~~0111555434~~0111462353 CONM 8090.00 01-Jan-2006 ~~320~~128,~~000~~590.00 ~~320~~128,~~000~~589.0095 Group 1 ~~0111555878~~0111555639 ILOR 8065.0082 01-Feb-2006 ~~161~~181,~~600~~000.00 ~~161~~181,~~548~~000.3400 Group 21 ~~0110588690~~0111555755 VAFL 80.00 01-~~Aug~~Feb-~~2005~~2006 ~~312~~172,~~000~~400.00 ~~312~~172,~~000~~399.0097 Group 21 ~~0110588765~~0111555773 MDCA 80.00 01-~~Aug~~Feb-~~2005~~2006 ~~270~~520,~~400~~000.00 ~~270~~520,~~050~~000.7900 Group 21 ~~0110783966~~0111704017 MDMN 80.00 01-~~Sep~~Feb-~~2005~~2006 ~~248~~188,~~800~~400.00 ~~248~~188,~~800~~400.00 Group 21 ~~0110815964~~0111704298 MDIL 7580.00 01-~~Sep~~Feb-~~2005~~2006 ~~386~~452,~~700~~000.00 ~~386~~452,~~699~~000.9900 Group 21 ~~0110865795~~0111732755 CACO 80.00 01-~~Oct~~Feb-~~2005~~2006 ~~444~~252,000.00 ~~444~~252,000.00 Group 21 ~~0110984840~~0111733086 MDAZ 8070.00 01-~~Nov~~Mar-~~2005~~2006 ~~221~~263,~~600~~900.00 ~~221~~263,~~600~~900.00 Group 21 ~~0111008184~~0111733126 CAVA 6373.1078 01-~~Nov~~Mar-~~2005~~2006 ~~649~~273,~~950~~000.00 ~~649~~273,~~950~~000.00 Group 2 ~~0111155431~~0110588661 FLMD 9079.0003 01-~~Dec~~Aug-2005 80130,~~100~~400.00 80130,~~099~~361.9829 Group 2 ~~0111167148~~0110588732 AZMD 7977.9968 01-~~Dec~~Aug-2005 ~~398~~87,~~250~~000.00 ~~398~~87,~~250~~000.00 Group 2 ~~0111206227~~0110588766 FLMD ~~100~~80.00 01-~~Dec~~Aug-2005 ~~120~~268,000.00 ~~120~~268,000.00 Group 2 ~~0111222932~~0110783999 DCMD 8079.0098 01-~~Nov~~Sep-2005 ~~204~~70,~~000~~900.00 ~~204~~70,~~000~~900.00 Group 2 ~~0111222947~~0110816010 AZMD 9578.0064 01-~~Nov~~Sep-2005 ~~182~~173,~~700~~000.00 ~~182~~173,~~700~~000.00 Group 2 ~~0111223080~~0110846498 AZDC 7080.00 01-~~Dec~~Oct-2005 ~~248~~65,~~300~~200.00 ~~248~~64,~~300~~459.0026 Group 2 ~~0111223088~~0110984820 AZMD 9578.0019 01-~~Nov~~Oct-2005 ~~208~~209,~~582~~400.6200 ~~208~~209,~~486~~400.5600 Group 2 ~~0111223096~~0111155458 AZOH 80.00 01-~~Nov~~Dec-2005 ~~257~~106,400.00 ~~257~~105,~~397~~257.2756 Group 2 ~~0111223216~~0111155485 ILMD 80.00 01-~~Nov~~Dec-2005 ~~160~~103,~~000~~200.00 ~~160~~103,~~000~~200.00 Group 2 ~~0111223395~~0111155512 AZMD 80.00 01-~~Nov~~Dec-2005 ~~171~~380,~~540~~000.00 ~~171~~380,~~540~~000.00 Group 2 ~~0111223624~~0111206188 FL 7095.00 01-~~Nov~~Dec-2005 ~~210~~157,~~000~~130.00 ~~210~~157,~~000~~130.00 Group 2 ~~0111224532~~0111222862 AZ 9580.00 01-~~Dec~~Nov-2005 ~~305~~162,~~450~~070.00 ~~305~~162,~~449~~069.99 Group 2 ~~0111224763~~0111223058 FLAZ 8070.00 01-~~Dec~~Oct-2005 ~~288~~128,000.00 ~~288~~128,000.00 Group 2 ~~0111224859~~0111223112 AZ 8095.00 01-~~Dec~~Nov-2005 ~~116~~244,~~000~~800.00 ~~115~~244,~~996~~789.8882 Group 2 ~~0111252032~~0111223172 CAAZ 80.00 01-~~Dec~~Nov-2005 ~~508~~148,~~000~~800.00 ~~507~~148,~~999~~661.9850 Group 2 ~~0111285364~~0111224048 MI 8076.00 01-~~Jan~~Dec-~~2006~~2005 ~~176~~249,~~000~~700.00 ~~176~~247,~~000~~038.0081 Group 2 ~~0111331812~~0111224606 CAMA 6975.9500 01-~~Jan~~Dec-~~2006~~2005 ~~317~~255,000.00 ~~315~~252,~~635~~816.7141 Group 2 ~~0111365599~~0111224735 CAAZ 7380.7200 01-~~Jan~~Dec-~~2006~~2005 ~~575~~173,~~000~~500.00 ~~574~~173,~~984~~182.3814 Group 2 ~~0111365750~~0111224851 CAVT 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~784~~280,000.00 ~~784~~277,~~000~~218.0078 Group 2 ~~0111365763~~0111256015 CA 7268.5397 01-Jan-2006 ~~301~~400,000.00 ~~300~~399,999.9996 Group 2 ~~0111365806~~0111365785 CA 80.00 01-Jan-2006 ~~440~~432,000.00 ~~437~~432,~~739~~000.2700 Group 2 ~~0111365820~~0111365855 CAWA 80.00 01-Jan-2006 ~~344~~290,~~000~~350.00 ~~343~~290,~~300~~338.0097 Group 2 ~~0111397798~~0111397758 NV 7779.4299 01-Jan-2006 ~~620~~430,~~950~~500.00 ~~620~~430,~~950~~358.0050 Group 2 ~~0111397804~~0111416702 CA 7765.~~14 01-Jan-2006 378,000.~~00 ~~378,000.00 Group 2 0111416674 CA 70.00~~ 01-Jan-2006 ~~192~~201,500.00 ~~192~~201,500.00 Group 2 ~~0111429295~~0111429386 INCA 80.00 01-~~Jan~~Dec-~~2006~~2005 60492,~~808.00 60,552.69 Group 2 0111429313 ID 80.00 01-Jan-2006 111,200.00 108,001.10 Group 2 0111429422 MD 79.87 01-Jan-2006 48,~~000.00 48492,000.00 Group 2 ~~0111429440~~0111429403 NCOH 8079.0012 01-Jan-2006 4772,~~920~~710.00 4772,~~920~~710.00 Group 2 ~~0111430306~~0111430368 IL 74.4607 01-Dec-2005 ~~705~~500,000.00 ~~699~~493,~~264~~567.5079 Group 2 ~~0111430342~~0111430372 AZCA 80.00 01-~~Dec~~Jul-2005 ~~430~~864,~~608~~000.00 ~~430~~846,~~608~~938.0008 Group 2 ~~0111430473~~0111430534 FLNV 9558.00 01-Dec-2005 ~~158~~296,~~555~~500.00 ~~158~~281,~~555~~000.00 Group 2 ~~0111430682~~0111430713 MDIL 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~248~~272,000.00 ~~248~~269,~~000~~168.0005 Group 2 ~~0111430707~~0111430980 AZVT 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~192~~800,000.00 ~~191~~793,~~937~~741.9916 Group 2 ~~0111430877~~0111431065 VATN 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~473~~358,~~600~~400.00 ~~473~~200,~~600~~000.00 Group 2 ~~0111431046~~0111431211 MDFL 9070.00 01-Jan-2006 ~~432~~178,~~000~~430.00 ~~432~~176,~~000~~967.0049 Group 2 ~~0111431543~~0111431217 MOFL 7180.00 01-~~Dec~~Jan-~~2005~~2006 45344,000.00 44344,~~778~~000.9000 Group 2 ~~0111431550~~0111431936 AZCA 8075.00 01-~~Dec~~Jan-~~2005~~2006 ~~290~~575,~~400~~000.00 ~~290~~570,~~400~~273.0095 Group 2 ~~0111431560~~0111520321 AZCA 7065.00 01-~~Jan~~Feb-2006 ~~451~~490,~~500~~750.00 ~~451~~490,~~500~~617.0009 Group 2 ~~0111431625~~0111520438 CA 80.00 01-Jan-2006 ~~819~~382,~~800~~699.00 ~~819~~382,~~800~~699.00 Group 2 ~~0111431726~~0111523086 ILCA 9066.0062 01-Jan-2006 ~~225~~453,000.00 ~~225~~453,000.00 Group 2 ~~0111431958~~0111523180 FLUT 5080.00 01-Jan-2006 ~~410~~124,000.00 ~~410~~123,~~000~~707.0099 Group 2 ~~0111432298~~0111523203 FLNY 80.00 01-Jan-2006 ~~216~~440,~~100~~000.00 ~~216~~439,~~098~~984.5166 Group 2 ~~0111432399~~0111523547 OHAZ 7492.0042 01-~~Jan~~Oct-~~2006~~2005 45305,~~800~~000.00 45305,~~607~~000.7700 Group 2 ~~0111520084~~0111523553 CANY 8048.0033 01-~~Jan~~Dec-~~2006~~2005 ~~212~~207,~~800~~075.00 ~~211~~206,~~512~~832.9766 Group 2 ~~0111520184~~0111523608 CAME 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~323~~160,~~200~~000.00 ~~323~~160,~~120~~000.00 Group 2 ~~0111523058~~0111523802 NJCA 80.00 01-~~Nov~~Dec-2005 ~~196~~492,000.00 ~~194~~491,~~623~~995.1200 Group 2 ~~0111523325~~0111523825 FLCA 7880.9500 01-~~Dec~~Jan-~~2005~~2006 ~~180~~384,000.00 ~~179~~382,~~023~~600.3300 Group 2 ~~0111523329~~0111523948 RICA 7853.5784 01-Dec-2005 ~~330~~309,~~000~~600.00 ~~330~~309,~~000~~380.0075 Group 2 ~~0111523415~~0111527416 NYCA 80.00 01-Jan-2006 ~~340~~144,000.00 ~~339~~143,~~960~~030.8144 Group 2 ~~0111523839~~0111528155 MDNY 80.00 01-~~Jan~~Feb-2006 ~~452~~560,~~320~~000.00 ~~452~~560,~~320~~000.00 Group 2 ~~0111527934~~0111757593 ALCT 80100.00 01-~~Sep~~Mar-~~2005~~2006 ~~328~~190,000.00 ~~324~~188,~~871~~934.0820 Group 2 ~~0111528053~~0111757629 NCCA 80100.00 01-~~Feb~~Mar-2006 ~~444~~228,~~600~~000.00 ~~444~~228,~~509~~000.8500 Group 2 ~~0111757604~~0111757661 ILMD 6580.9200 01-Apr-2006 ~~171~~66,~~400~~000.00 ~~170~~65,~~976~~679.0474 Group 2 ~~0111757662~~0111757668 OHFL 8079.0016 01-Mar-2006 ~~100~~226,~~800~~000.00 ~~100~~226,~~800~~000.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0110535108~~0110819698 Loan Paid in Full 0 6.~~875~~250% 360 1314 Group 1 ~~0110819351~~0110859352 Loan Paid in Full 0 58.~~750~~125% 360 914 Group 1 ~~0110819521~~0111179516 Loan Paid in Full 0 67.~~375~~250% 360 912 Group 1 ~~0110819770~~0111263773 Loan Paid in Full 0 68.~~000~~250% 360 911 Group 1 ~~0110859160~~0111263814 Loan Paid in Full 0(1) 78.~~125~~375% 360 812 Group 1 ~~0111179578~~0111263986 Loan Paid in Full 0 6.875% 360 1112 Group 1 ~~0111264136~~0111265188 Loan Paid in Full 0 86.~~125~~875% 360 611 Group 1 ~~0111492280~~0111373893 Loan Paid in Full 0 6.~~500~~590% 360 410 Group 1 ~~0111555434~~0111462353 Loan Paid in Full 0 67.~~625~~875% 360 510 Group 1 ~~0111555878~~0111555639 Loan Paid in Full 01 7.~~625~~000% 360 49 Group 21 ~~0110588690~~0111555755 Loan Paid in Full 0 7.~~250~~125% 360 109 Group 21 ~~0110588765~~0111555773 Loan Paid in Full 0 7.~~125~~500% 360 109 Group 21 ~~0110783966~~0111704017 Loan Paid in Full 0 67.~~500~~875% 360 9 Group 21 ~~0110815964~~0111704298 Loan Paid in Full 0(1) 67.~~500~~125% 360 9 Group 21 ~~0110865795~~0111732755 Loan Paid in Full 0 67.~~625~~125% 360 89 Group 21 ~~0110984840~~0111733086 Loan Paid in Full 0 67.875% 360 78 Group 21 ~~0111008184~~0111733126 Loan Paid in Full 0 76.~~125~~875% 360 78 Group 2 ~~0111155431~~0110588661 Loan Paid in Full 0 7.~~750~~125% 360 615 Group 2 ~~0111167148~~0110588732 Loan Paid in Full 0 76.750% 360 615 Group 2 ~~0111206227~~0110588766 Loan Paid in Full 0 7.~~500~~125% 360 615 Group 2 ~~0111222932~~0110783999 Loan Paid in Full 0(1) 76.~~875~~500% 360 714 Group 2 ~~0111222947~~0110816010 Loan Paid in Full 0 76.~~250~~500% 360 714 Group 2 ~~0111223080~~0110846498 Loan Paid in Full 0 7.~~125~~250% 360 613 Group 2 ~~0111223088~~0110984820 Loan Paid in Full 0 76.~~625~~500% 360 713 Group 2 ~~0111223096~~0111155458 Loan Paid in Full 0 76.~~750~~875% 360 711 Group 2 ~~0111223216~~0111155485 Loan Paid in Full ~~(1)~~0 7.~~000~~875% 360 711 Group 2 ~~0111223395~~0111155512 Loan Paid in Full 0 76.~~875~~625% 360 711 Group 2 ~~0111223624~~0111206188 Loan Paid in Full ~~(1)~~0 78.500% 360 711 Group 2 ~~0111224532~~0111222862 Loan Paid in Full 0 76.~~750~~875% 360 612 Group 2 ~~0111224763~~0111223058 Loan Paid in Full 0 7.~~875~~375% 360 613 Group 2 ~~0111224859~~0111223112 Loan Paid in Full (12) 7.~~875~~750% 360 612 Group 2 ~~0111252032~~0111223172 Loan Paid in Full 0(1) 7.375% 360 612 Group 2 ~~0111285364~~0111224048 Loan Paid in Full 0 76.750% 360 511 Group 2 ~~0111331812~~0111224606 Loan Paid in Full 0 7.~~750~~875% 360 511 Group 2 ~~0111365599~~0111224735 Loan Paid in Full 0 67.~~750~~875% 360 511 Group 2 ~~0111365750~~0111224851 Loan Paid in Full 0(3) 7.500% 360 511 Group 2 ~~0111365763~~0111256015 Loan Paid in Full 0 65.~~375~~750% 360 510 Group 2 ~~0111365806~~0111365785 Loan Paid in Full 0 6.875% 360 510 Group 2 ~~0111365820~~0111365855 Loan Paid in Full 0 76.~~000~~500% 360 510 Group 2 ~~0111397798~~0111397758 Loan Paid in Full 0 67.875% 360 510 Group 2 ~~0111397804~~0111416702 Loan Paid in Full 0(1) 6.~~750~~875% 360 510 Group 2 ~~0111416674~~0111429386 Loan Paid in Full 0 7.750% 360 511 Group 2 ~~0111429295~~0111429403 Loan Paid in Full 0 7.~~875~~375% 360 510 Group 2 ~~0111429313~~0111430368 Loan Paid in Full 0 ~~7.250% 360~~ 5 ~~Group 2 0111429422 Loan Paid in Full 0 7~~.~~500~~750% 360 511 Group 2 ~~0111429440~~0111430372 Loan Paid in Full 0 85.~~250~~375% 360 516 Group 2 ~~0111430306~~0111430534 Loan Paid in Full 0 57.~~250~~750% 360 611 Group 2 ~~0111430342~~0111430713 Loan Paid in Full 0 6.~~000~~875% 360 611 Group 2 ~~0111430473~~0111430980 ~~Loan~~Repurchase ~~Paid~~7 ~~in Full 0~~ 7.~~625~~875% 360 610 Group 2 ~~0111430682~~0111431065 Loan Paid in Full 0 7.875% 360 510 Group 2 ~~0111430707~~0111431211 Loan Paid in Full 0 7.~~750~~875% 360 610 Group 2 ~~0111430877~~0111431217 Loan Paid in Full 0 7.~~875~~625% 360 610 Group 2 ~~0111431046~~0111431936 Loan Paid in Full 0 7.~~500~~625% 360 510 Group 2 ~~0111431543~~0111520321 Loan Paid in Full 0 76.~~875~~500% 360 69 Group 2 ~~0111431550~~0111520438 Loan Paid in Full 0 76.875% 360 610 Group 2 ~~0111431560~~0111523086 Loan Paid in Full 0 76.~~000~~250% 360 510 Group 2 ~~0111431625~~0111523180 Loan Paid in Full 0 78.~~875~~375% 360 510 Group 2 ~~0111431726~~0111523203 Loan Paid in Full 0 7.000% 360 510 Group 2 ~~0111431958~~0111523547 Loan Paid in Full 0 7.~~250~~750% 360 513 Group 2 ~~0111432298~~0111523553 Loan Paid in Full 0 76.~~750~~125% 360 511 Group 2 ~~0111432399~~0111523608 Loan Paid in Full ~~(1)~~0 7.~~875~~500% 360 510 Group 2 ~~0111520084~~0111523802 Loan Paid in Full ~~(1)~~0 6.~~000% 360 4 Group 2 0111520184 Loan Paid in Full 0 7.~~500% 360 611 Group 2 ~~0111523058~~0111523825 Loan Paid in Full 0 6.~~750~~875% 360 710 Group 2 ~~0111523325~~0111523948 Loan Paid in Full 0(1) 75.~~375~~625% 360 611 Group 2 ~~0111523329~~0111527416 Loan Paid in Full 0 8.~~500~~625% 360 610 Group 2 ~~0111523415~~0111528155 Loan Paid in Full 0 68.~~875~~625% 360 49 Group 2 ~~0111523839~~0111757593 Loan Paid in Full 0(1) 78.~~000~~500% 360 58 Group 2 ~~0111527934~~0111757629 Loan Paid in Full 0 68.~~875~~375% 360 8 Group 2 ~~0111528053~~0111757661 Loan Paid in Full 0 79.~~125~~375% 360 47 Group 2 ~~0111757604~~0111757668 Loan Paid in Full 0 7.~~000~~875% 360 ~~2 Group 2 0111757662 Loan Paid in Full 0~~ 8~~.000% 360 3~~

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 2.~~242~~324% Current Month 2324.~~822~~588% Current Month 21,~~085~~149.~~741~~457% 3 Month Average 12.~~977~~073% 3 Month Average 2122.~~284~~098% 3 Month Average 21,~~253~~151.~~710~~742% 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 N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~20.068% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~2,611.477% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~19.960% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~2,063.911% N/A ~~Jan~~Jun-2006 ~~N/A~~23.822% N/A ~~Jan~~Jun-2006 ~~N/A~~2,085.741% N/A ~~Feb~~Jul-2006 ~~N/A~~22.018% N/A ~~Feb~~Jul-2006 ~~N/A~~1,642.135% N/A ~~Mar~~Aug-2006 ~~N/A~~21.512% N/A ~~Mar~~Aug-2006 ~~N/A~~1,396.961% N/A ~~Apr~~Sep-2006 2026.~~068~~347% N/A ~~Apr~~Sep-2006 21,~~611~~513.~~477~~872% N/A ~~May~~Oct-2006 1915.~~960~~358% N/A ~~May~~Oct-2006 ~~2,063~~791.~~911~~898% N/A ~~Jun~~Nov-2006 2324.~~822~~588% N/A ~~Jun~~Nov-2006 21,~~085~~149.~~741~~457% 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 02.~~824~~022% Current Month 921.~~453~~736% Current Month ~~900~~1,061.~~889~~696% 3 Month Average 01.~~855~~488% 3 Month Average 916.~~718~~312% 3 Month Average ~~1,046~~884.~~053~~377% 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 N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~5.336% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~715.703% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~14.365% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,521.567% N/A ~~Jan~~Jun-2006 ~~N/A~~9.453% N/A ~~Jan~~Jun-2006 ~~N/A~~900.889% N/A ~~Feb~~Jul-2006 ~~N/A~~13.231% N/A ~~Feb~~Jul-2006 ~~N/A~~1,058.927% N/A ~~Mar~~Aug-2006 ~~N/A~~13.341% N/A ~~Mar~~Aug-2006 ~~N/A~~922.415% N/A ~~Apr~~Sep-2006 518.~~336~~164% N/A ~~Apr~~Sep-2006 ~~715~~1,102.~~703~~272% N/A ~~May~~Oct-2006 149.~~365~~037% N/A ~~May~~Oct-2006 ~~1,521~~489.~~567~~161% N/A ~~Jun~~Nov-2006 921.~~453~~736% N/A ~~Jun~~Nov-2006 ~~900~~1,061.~~889~~696% 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 2.~~703~~429% Current Month 2825.~~027~~552% Current Month 21,~~389~~176.~~498~~981% 3 Month Average 2.~~293~~273% 3 Month Average 2423.~~245~~978% 3 Month Average 21,~~533~~231.~~813~~620% 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 N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~23.387% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~3,020.621% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~21.321% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~2,191.321% N/A ~~Jan~~Jun-2006 ~~N/A~~28.027% N/A ~~Jan~~Jun-2006 ~~N/A~~2,389.498% N/A ~~Feb~~Jul-2006 ~~N/A~~24.748% N/A ~~Feb~~Jul-2006 ~~N/A~~1,804.444% N/A ~~Mar~~Aug-2006 ~~N/A~~24.092% N/A ~~Mar~~Aug-2006 ~~N/A~~1,532.869% N/A ~~Apr~~Sep-2006 2328.~~387~~948% N/A ~~Apr~~Sep-2006 31,~~020~~633.~~621~~513% N/A ~~May~~Oct-2006 2117.~~321~~433% N/A ~~May~~Oct-2006 ~~2,191~~884.~~321~~366% N/A ~~Jun~~Nov-2006 2825.~~027~~552% N/A ~~Jun~~Nov-2006 21,~~389~~176.~~498~~981% 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))

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment No0111430980 ~~Repurchases~~794,328.94 ~~this~~7.875% ~~Period~~5,800.56

~~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($) Balance($) < 3.500 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 0 0.00 0.000 0 0.00 0.000 4.250 4.499 1 300,850.00 0.034 0 0.00 0.000 4.500 4.749 1 825,000.00 0.092 0 0.00 0.000 4.750 4.999 5 1,841,151.67 0.206 1 321,430.60 0.144 5.000 5.249 11 4,161,816.62 0.466 2 422,413.65 0.190 5.250 5.499 20 9,414,994.08 1.053 1 140,757.19 0.063 5.500 5.749 52 25,309,255.26 2.831 4 856,060.58 0.384 5.750 5.999 135 46,587,284.77 5.211 49 11,136,070.13 5.000 6.000 6.249 167 56,687,295.46 6.341 50 9,795,470.26 4.398 6.250 6.499 264 82,168,702.77 9.191 69 15,041,809.83 6.753 6.500 6.749 418 117,688,744.89 13.164 141 31,075,577.88 13.952 6.750 6.999 653 172,007,557.95 19.240 252 56,790,716.45 25.498 7.000 7.249 320 77,392,842.46 8.657 98 21,505,046.28 9.655 7.250 7.499 410 95,372,808.88 10.668 164 34,248,710.06 15.377 7.500 7.749 343 70,348,723.30 7.869 101 18,615,826.17 8.358 7.750 7.999 381 83,973,735.48 9.393 56 12,289,571.63 5.518 8.000 8.249 90 17,866,257.30 1.998 21 4,194,305.93 1.883 8.250 8.499 60 13,676,651.10 1.530 13 3,300,163.51 1.482 8.500 8.749 53 10,348,782.07 1.158 11 1,757,462.43 0.789 8.750 8.999 24 3,573,184.02 0.400 9 963,872.94 0.433 9.000 9.249 12 2,420,396.33 0.271 1 273,730.08 0.123 9.250 9.499 3 1,463,483.92 0.164 0 0.00 0.000 9.500 9.749 2 369,924.00 0.041 0 0.00 0.000 9.750 9.999 2 205,555.43 0.023 0 0.00 0.000 10.000 10.249 0 0.00 0.000 0 0.00 0.000 10.250 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.749 0 0.00 0.000 0 0.00 0.000 10.750 10.999 0 0.00 0.000 0 0.00 0.000 >= 11.000 0 0.00 0.000 0 0.00 0.000 Total 3,427 894,004,997.76 100.000 1,043 222,728,995.60 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group 21 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.500 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 0 0.00 0.000 0 0.00 0.000 4.250 4.499 1 300,850.00 0.~~045~~037 0 0.00 0.000 4.500 4.749 1 825,000.00 0.~~123~~102 0 0.00 0.000 4.750 4.999 45 1,~~519~~835,~~721~~996.0763 0.~~226~~228 1 317,215.19 0.153 5.000 5.249 911 34,~~739~~151,~~402~~693.9798 0.~~557~~516 2 418,621.30 0.202 5.250 5.499 19 98,~~274~~536,~~236~~255.8940 1.~~382~~060 1 138,892.94 0.067 5.500 5.749 4851 24,~~453~~910,~~194~~069.6865 3.~~643~~094 4 852,560.03 0.411 5.750 5.999 86128 3544,~~451~~304,~~214~~701.6411 5.~~281~~503 47 10,657,492.77 5.135 6.000 6.249 ~~117~~159 4653,~~891~~565,~~825~~949.2068 6.~~985~~653 48 9,252,300.18 4.458 6.250 6.499 ~~195~~249 77,356,120.47 9.608 67 14,~~126~~600,~~892~~736.9415 107.~~000~~034 6.500 6.749 ~~277~~385 86107,~~613~~985,~~167~~011.0178 1213.~~903~~412 133 29,213,466.36 14.074 6.750 6.999 ~~401~~593 ~~115~~152,~~216~~793,~~841~~095.5091 1718.~~164~~977 242 54,337,911.96 26.179 7.000 7.249 ~~222~~295 5571,~~887~~521,~~796~~444.1804 8.~~326~~883 93 20,216,307.67 9.740 7.250 7.499 ~~246~~368 6185,~~124~~578,~~098~~097.8257 910.~~106~~629 153 31,929,540.38 15.383 7.500 7.749 ~~242~~312 5162,~~732~~122,~~897~~836.1375 7.~~707~~716 97 17,474,515.75 8.419 7.750 7.999 ~~325~~312 7167,~~684~~508,~~163~~107.8501 8.385 46 10,174,067.~~679~~48 4.902 8.000 8.249 6980 1315,~~671~~410,~~951~~502.3777 21.~~037~~914 19 3,330,900.78 1.605 8.250 8.499 4750 1011,~~376~~133,~~487~~353.5988 1.~~546~~383 9 2,356,403.47 1.135 8.500 8.749 4241 87,~~591~~615,~~319~~223.6472 0.946 9 1,494,310.~~280~~27 0.720 8.750 8.999 1524 23,~~609~~309,~~311~~978.0884 0.~~389~~411 8 526,352.38 0.254 9.000 9.249 1113 2,~~146~~461,~~666~~308.2583 0.~~320~~306 1 272,921.38 0.131 9.250 9.499 34 1,~~463~~596,~~483~~412.9288 0.~~218~~198 0 0.00 0.000 9.500 9.749 21 ~~369~~109,~~924~~513.70 0.014 0 0.00 0.~~055~~000 9.750 9.999 2 205,~~555~~027.4395 0.~~031~~025 0 0.00 0.000 10.000 10.249 0 0.00 0.000 0 0.00 0.000 10.250 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.749 0 0.00 0.000 0 0.00 0.000 10.750 10.999 0 0.00 0.000 0 0.00 0.000 >= 11.000 0 0.00 0.000 0 0.00 0.000 Total 23,~~384~~104 ~~671~~805,~~276~~136,~~002~~552.1655 100.000 980 207,564,516.44 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Closing~~Stratification ~~Date~~(continued) ~~March~~Group ~~30,~~2 ~~2006~~Current ~~Determination~~Number ~~Date~~of ~~With~~Outstanding ~~respect~~Percentage ~~to each Servicer, the day~~ of ~~the~~Interest ~~month~~Rate ~~set~~Loans ~~forth~~Scheduled asBalance(%) ~~the~~Range(%) ~~Determination~~Balance($) ~~Date~~< in3.500 ~~the~~0 ~~related~~0.00 ~~Servicing~~0.000 ~~Agreement~~3.500 ~~With~~3.749 ~~respect~~0 to0.00 ~~Article~~0.000 IX3.750 ~~hereto,~~3.999 ~~the~~0 ~~fifteenth~~0.00 ~~(15th)~~0.000 ~~day~~4.000 of4.249 ~~the~~0 ~~month~~0.00 or0.000 if4.250 ~~such~~4.499 ~~day~~1 is300,850.00 ~~not~~0.050 a4.500 ~~Business~~4.749 ~~Day~~1 825,000.00 ~~the~~0.138 ~~Business~~4.750 ~~Day~~4.999 ~~immediately~~4 ~~following~~1,518,781.44 ~~such~~0.254 ~~fifteenth~~5.000 ~~(15th) day~~5.249 ~~Distribution~~9 ~~Date~~3,733,072.68 ~~The~~0.625 ~~25th~~5.250 ~~day~~5.499 ~~(or~~18 8,397,362.46 if1.405 ~~such~~5.500 ~~25th~~5.749 ~~day~~47 is24,057,509.62 ~~not~~4.026 a5.750 ~~Business~~5.999 ~~Day~~81 33,647,208.34 ~~the~~5.631 ~~Business~~6.000 ~~Day~~6.249 ~~immediately~~111 ~~succeeding~~44,313,649.50 ~~such~~7.416 ~~25th~~6.250 ~~day)~~6.499 of182 ~~each month~~62,755,384.32 ~~with~~10.502 ~~the~~6.500 ~~first~~6.749 ~~such~~252 ~~date being April 25~~78,771,545.42 ~~2006~~13.182 ~~LIBOR~~6.750 ~~Determination~~6.999 ~~Date~~351 ~~With~~98,455,183.95 ~~respect~~16.476 to7.000 ~~each~~7.249 ~~Interest~~202 ~~Accrual~~51,305,136.37 ~~Period~~8.586 ~~(other~~7.250 ~~than~~7.499 ~~the~~215 ~~initial~~53,648,557.19 ~~Interest~~8.978 ~~Accrual~~7.500 ~~Period)~~7.749 ~~and~~215 ~~the Adjustable Rate Certificates~~44,648,321.00 ~~the~~7.472 ~~second~~7.750 ~~LIBOR~~7.999 ~~Business~~266 ~~Day~~57,334,039.53 ~~preceding~~9.594 ~~such~~8.000 ~~Interest~~8.249 ~~Accrual~~61 ~~Period~~12,079,601.99 on2.021 ~~which~~8.250 ~~the~~8.499 ~~Securities~~41 ~~Administrator~~8,776,950.41 ~~will~~1.469 ~~determine~~8.500 ~~One-Month~~8.749 ~~LIBOR~~32 ~~for~~6,120,913.45 ~~such~~1.024 ~~Interest~~8.750 ~~Accrual Period~~8.999 ~~LIBOR~~16 ~~Business~~2,783,626.46 ~~Day~~0.466 ~~Any~~9.000 ~~day~~9.249 on12 ~~which~~2,188,387.45 ~~dealings~~0.366 in9.250 ~~United~~9.499 ~~States~~4 ~~dollars~~1,596,412.88 ~~are~~0.267 ~~transacted~~9.500 in9.749 ~~the~~1 ~~London~~109,513.70 ~~interbank~~0.018 ~~market~~9.750 ~~Record~~9.999 ~~Date~~2 ~~With~~205,027.95 ~~respect~~0.034 to10.000 ~~each~~10.249 ~~Distribution~~0 ~~Date,~~0.00 ~~the~~0.000 ~~Business~~10.250 ~~Day~~10.499 ~~preceding~~0 ~~the~~0.00 ~~related~~0.000 ~~Distribution~~10.500 ~~Date~~10.749 ~~Servicer~~0 ~~Remittance~~0.00 ~~Date~~0.000 ~~With~~10.750 ~~respect~~10.999 to0 ~~each~~0.00 ~~Servicer,~~0.000 as>= ~~set~~11.000 ~~forth~~0 in0.00 ~~the~~0.000 ~~related~~Total ~~Servicing~~2,124 ~~Agreement~~597,572,036.11 100.000

Filing Compare · Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1