10-D 1 dal06af1_10d-200606.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: May 26, 2006 to June 26, 2006 Commission File Number of issuing entity: 333-127621-08 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___ ____________ CE _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-10 _____ _____ __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___ ____________ 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 June 26, 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 June 26, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AF1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Beth Belfield Beth Belfield, Officer Date: July 3, 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 June 26, 2006 distribution. EX-99.1 DEUTSCHE ALT-A SECURITIES INC Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 DEUTSCHE ALT-A SECURITIES INC Mortgage Pass-Through Certificates Series 2006-AF1 Contact: CTSLink Customer Service Wells Fargo Bank, N.A. Corporate Trust Services 9062 Old Annapolis Road Columbia, MD 21045-1951 @ www.ctslink.com/cmbs Telephone: (301) 815-6600 Fax: (301) 815-6600

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A-1 251510MZ3 5.~~03938~~16125% ~~340~~326,~~953~~215,~~896~~926.8385 1,~~431~~496,~~830~~606.2118 A-2 251510NA7 5.~~07938~~20125% 46,387,000.00 ~~196~~214,~~347~~462.6756 A-3 251510NB5 5.~~13938~~26125% 204,155,000.00 ~~874~~954,~~358~~764.4488 A-4 251510NC3 5.~~25938~~38125% 179,048,000.00 ~~784~~856,~~734~~446.5627 A-5 251510ND1 5.~~23938~~36125% 8583,~~615~~978,~~661~~115.6164 ~~373~~400,~~810~~202.8238 M-1 251510NE9 5.~~30938~~43125% 12,795,000.00 5661,~~611~~771.2642 M-2 251510NF6 5.~~32938~~45125% 12,321,000.00 5459,~~719~~702.4109 M-3 251510NG4 5.~~34938~~47125% 7,582,000.00 3336,~~799~~873.1779 M-4 251510NH2 5.~~44938~~57125% 6,634,000.00 3032,~~125~~853.9904 M-5 251510NJ8 5.~~45938~~58125% 6,160,000.00 2830,~~024~~560.8244 M-6 251510NK5 5.~~52938~~65125% 5,686,000.00 2628,~~200~~562.0567 M-7 251510NL3 6.~~00938~~13125% 3,317,000.00 1618,~~610~~077.9365 M-8 251510NM1 6.~~10938~~23125% 3,317,000.00 1618,~~887~~372.3449 M-9 251510NN9 7.~~00938~~13125% 4,739,000.00 2730,~~681~~039.2199 M-10 251510NP4 67.~~95938~~08125% 6,634,000.00 3841,~~473~~757.7734 CE DAL6AF1CE 0.00000% 5,686,863.45 ~~895~~885,~~559~~694.8347 PA DAL06AFPA 0.00000% 50.00 611,~~912~~588.1342 PF DAL06AFPF 0.00000% 50.00 3946,~~432~~966.6068 R DAL6AF1R1 6.~~53383~~53655% 0.00 0.00 Totals ~~931~~914,~~031~~656,~~521~~005.8994 45,~~932~~225,~~120~~302.2176

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 1418,~~737~~585,~~969~~914.9846 0.00 ~~326~~307,~~215~~630,~~926~~012.8539 1620,~~169~~082,~~800~~520.1964 0.00 A-2 0.00 0.00 46,387,000.00 ~~196~~214,~~347~~462.6756 0.00 A-3 0.00 0.00 204,155,000.00 ~~874~~954,~~358~~764.4488 0.00 A-4 0.00 0.00 179,048,000.00 ~~784~~856,~~734~~446.5627 0.00 A-5 12,~~637~~065,~~545~~093.9772 0.00 8381,~~978~~913,~~115~~021.6492 2,~~011~~465,~~356~~296.7910 0.00 M-1 0.00 0.00 12,795,000.00 5661,~~611~~771.2642 0.00 M-2 0.00 0.00 12,321,000.00 5459,~~719~~702.4109 0.00 M-3 0.00 0.00 7,582,000.00 3336,~~799~~873.1779 0.00 M-4 0.00 0.00 6,634,000.00 3032,~~125~~853.9904 0.00 M-5 0.00 0.00 6,160,000.00 2830,~~024~~560.8244 0.00 M-6 0.00 0.00 5,686,000.00 2628,~~200~~562.0567 0.00 M-7 0.00 0.00 3,317,000.00 1618,~~610~~077.9365 0.00 M-8 0.00 0.00 3,317,000.00 1618,~~887~~372.3449 0.00 M-9 0.00 0.00 4,739,000.00 2730,~~681~~039.2199 0.00 M-10 0.00 0.00 6,634,000.00 3841,~~473~~757.7734 0.00 CE 0.00 0.00 5,686,863.45 ~~895~~885,~~559~~694.8347 0.00 PA 0.00 0.00 50.00 611,~~912~~588.1342 0.00 PF 0.00 0.00 50.00 3946,~~432~~966.6068 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 1620,~~375~~651,~~515~~008.9518 0.00 ~~914~~894,~~656~~004,~~005~~997.9476 2125,~~307~~876,~~636~~310.1694 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 ~~340~~326,~~953~~215,~~896~~926.8385 0.00 1418,~~737~~585,~~969~~914.9846 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 8583,~~615~~978,~~661~~115.6164 0.00 12,~~637~~065,~~545~~093.9772 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 ~~931~~914,~~031~~656,~~521~~005.8994 0.00 1620,~~375~~651,~~515~~008.9518 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 1418,~~737~~585,~~969~~914.9846 ~~326~~307,~~215~~630,~~926~~012.8539 0.~~91620819~~86400790 1418,~~737~~585,~~969~~914.9846 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 12,~~637~~065,~~545~~093.9772 8381,~~978~~913,~~115~~021.6492 0.~~96202577~~93836873 12,~~637~~065,~~545~~093.9772 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 1620,~~375~~651,~~515~~008.9518 ~~914~~894,~~656~~004,~~005~~997.9476 0.~~96501984~~94323172 1620,~~375~~651,~~515~~008.9518

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 356,050,000.00 ~~957~~916.~~60117071~~20819225 0.00000000 4152.~~39297846~~20029339 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 ~~980~~962.~~78496111~~02577114 0.00000000 1823.~~75918997~~65703688 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 4152.~~39297846~~20029339 ~~916~~864.~~20819225~~00789886 0.~~91620819~~86400790 4152.~~39297846~~20029339 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 1823.~~75918997~~65703688 ~~962~~938.~~02577114~~36873426 0.~~96202577~~93836873 1823.~~75918997~~65703688 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 0405/25/06 - 0506/2425/06 3032 5.~~03938~~16125% ~~340~~326,~~953~~215,~~896~~926.8385 1,~~431~~496,~~830~~606.2118 0.00 A-2 0405/25/06 - 0506/2425/06 3032 5.~~07938~~20125% 46,387,000.00 ~~196~~214,~~347~~462.6756 0.00 A-3 0405/25/06 - 0506/2425/06 3032 5.~~13938~~26125% 204,155,000.00 ~~874~~954,~~358~~764.4488 0.00 A-4 0405/25/06 - 0506/2425/06 3032 5.~~25938~~38125% 179,048,000.00 ~~784~~856,~~734~~446.5627 0.00 A-5 0405/25/06 - 0506/2425/06 3032 5.~~23938~~36125% 8583,~~615~~978,~~661~~115.6164 ~~373~~400,~~810~~202.8238 0.00 M-1 0405/25/06 - 0506/2425/06 3032 5.~~30938~~43125% 12,795,000.00 5661,~~611~~771.2642 0.00 M-2 0405/25/06 - 0506/2425/06 3032 5.~~32938~~45125% 12,321,000.00 5459,~~719~~702.4109 0.00 M-3 0405/25/06 - 0506/2425/06 3032 5.~~34938~~47125% 7,582,000.00 3336,~~799~~873.1779 0.00 M-4 0405/25/06 - 0506/2425/06 3032 5.~~44938~~57125% 6,634,000.00 3032,~~125~~853.9904 0.00 M-5 0405/25/06 - 0506/2425/06 3032 5.~~45938~~58125% 6,160,000.00 2830,~~024~~560.8244 0.00 M-6 0405/25/06 - 0506/2425/06 3032 5.~~52938~~65125% 5,686,000.00 2628,~~200~~562.0567 0.00 M-7 0405/25/06 - 0506/2425/06 3032 6.~~00938~~13125% 3,317,000.00 1618,~~610~~077.9365 0.00 M-8 0405/25/06 - 0506/2425/06 3032 6.~~10938~~23125% 3,317,000.00 1618,~~887~~372.3449 0.00 M-9 0405/25/06 - 0506/2425/06 3032 7.~~00938~~13125% 4,739,000.00 2730,~~681~~039.2199 23,~~812~~326.3506 M-10 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 6,634,000.00 3841,~~473~~757.7734 34,~~660~~361.5222 CE N/A N/A 0.00000% ~~931~~914,~~031~~666,~~521~~740.9269 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.~~53383~~53655% 0.00 0.00 0.00 Totals 34,~~990~~281,~~215~~053.6519 67,~~472~~687.8728

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,~~431~~496,~~830~~606.2118 0.00 ~~326~~307,~~215~~630,~~926~~012.8539 A-2 0.00 0.00 ~~196~~214,~~347~~462.6756 0.00 46,387,000.00 A-3 0.00 0.00 ~~874~~954,~~358~~764.4488 0.00 204,155,000.00 A-4 0.00 0.00 ~~784~~856,~~734~~446.5627 0.00 179,048,000.00 A-5 0.00 0.00 ~~373~~400,~~810~~202.8238 0.00 8381,~~978~~913,~~115~~021.6492 M-1 0.00 0.00 5661,~~611~~771.2642 0.00 12,795,000.00 M-2 0.00 0.00 5459,~~719~~702.4109 0.00 12,321,000.00 M-3 0.00 0.00 3336,~~799~~873.1779 0.00 7,582,000.00 M-4 0.00 0.00 3032,~~125~~853.9904 0.00 6,634,000.00 M-5 0.00 0.00 2830,~~024~~560.8244 0.00 6,160,000.00 M-6 0.00 0.00 2628,~~200~~562.0567 0.00 5,686,000.00 M-7 0.00 0.00 1618,~~610~~077.9365 0.00 3,317,000.00 M-8 0.00 0.00 1618,~~887~~372.3449 0.00 3,317,000.00 M-9 23,~~812~~326.3506 0.00 2730,~~681~~039.2199 0.00 4,739,000.00 M-10 34,~~660~~361.5222 0.00 3841,~~473~~757.7734 0.00 6,634,000.00 CE 0.00 0.00 ~~895~~885,~~559~~694.8347 0.00 ~~914~~894,~~656~~004,~~005~~997.9476 PA 0.00 0.00 611,~~912~~588.1342 0.00 50.00 PF 0.00 0.00 3946,~~432~~966.6068 0.00 50.00 R 0.00 0.00 0.00 0.00 0.00 Totals 67,~~472~~687.8728 0.00 45,~~932~~225,~~120~~302.2176 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.~~03938~~16125% ~~957~~916.~~60117071~~20819225 4.~~02143016~~20335958 0.00000000 A-2 46,387,000.00 5.~~07938~~20125% 1000.00000000 4.~~23281674~~62333326 0.00000000 A-3 204,155,000.00 5.~~13938~~26125% 1000.00000000 4.~~28281668~~67666665 0.00000000 A-4 179,048,000.00 5.~~25938~~38125% 1000.00000000 4.~~38281667~~78333335 0.00000000 A-5 87,293,000.00 5.~~23938~~36125% ~~980~~962.~~78496111~~02577114 4.~~28225425~~58458731 0.00000000 M-1 12,795,000.00 5.~~30938~~43125% 1000.00000000 4.~~42448300~~82777804 0.00000000 M-2 12,321,000.00 5.~~32938~~45125% 1000.00000000 4.~~44115007~~84555556 0.00000000 M-3 7,582,000.00 5.~~34938~~47125% 1000.00000000 4.~~45781720~~86333289 0.00000000 M-4 6,634,000.00 5.~~44938~~57125% 1000.00000000 4.~~54115014~~95222189 0.00000000 M-5 6,160,000.00 5.~~45938~~58125% 1000.00000000 4.~~54948377~~96111039 0.00000000 M-6 5,686,000.00 5.~~52938~~65125% 1000.00000000 45.~~60781745~~02333275 0.00000000 M-7 3,317,000.00 6.~~00938~~13125% 1000.00000000 5.~~00781730~~45000000 0.00000000 M-8 3,317,000.00 6.~~10938~~23125% 1000.00000000 5.~~09114863~~53888755 0.00000000 M-9 4,739,000.00 7.~~00938~~13125% 1000.00000000 56.~~84115003~~33888795 0.~~59344798~~70184849 M-10 6,634,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948297~~29444377 0.~~55178173~~65740428 CE 5,692,375.00 0.00000% ~~163557~~160682.~~65772986~~79772327 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.~~53383~~53655% 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 4.~~02143016~~20335958 0.00000000 ~~916~~864.~~20819225~~00789886 A-2 0.00000000 0.00000000 4.~~23281674~~62333326 0.00000000 1000.00000000 A-3 0.00000000 0.00000000 4.~~28281668~~67666665 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 4.~~38281667~~78333335 0.00000000 1000.00000000 A-5 0.00000000 0.00000000 4.~~28225425~~58458731 0.00000000 ~~962~~938.~~02577114~~36873426 M-1 0.00000000 0.00000000 4.~~42448300~~82777804 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~44115007~~84555556 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~45781720~~86333289 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~54115014~~95222189 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~54948377~~96111039 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 45.~~60781745~~02333275 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~00781730~~45000000 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~09114863~~53888755 0.00000000 1000.00000000 M-9 0.~~59344798~~70184849 0.00000000 56.~~84115003~~33888795 0.00000000 1000.00000000 M-10 0.~~55178173~~65740428 0.00000000 56.~~79948297~~29444377 0.00000000 1000.00000000 CE 0.00000000 0.00000000 ~~157~~155.~~32621797~~59313468 0.00000000 ~~160680~~157053.~~91191111~~07499242 PA 0.00000000 0.00000000 ~~138242~~231768.~~60000000~~40000000 0.00000000 1000.00000000 PF 0.00000000 0.00000000 ~~788652~~939333.~~00000000~~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 2125,~~459~~936,~~390~~086.6304 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~263~~243,~~943~~255.4872 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 4658,~~344~~555.7310 Swap/Cap Payments 0178,677.0029 Total Deposits 2126,~~769~~416,~~678~~574.8415 Withdrawals Swap Payments ~~172,073~~0.5000 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 21263,~~201~~943.9748 Total Administration Fees ~~268~~276,~~767~~319.2173 Payment of Interest and Principal 2125,~~307~~876,~~636~~310.1694 Total Withdrawals (Pool Distribution Amount) 2126,~~769~~416,~~678~~574.8415 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~243~~249,~~428~~384.9781 Credit Risk Manager - Clayton Fixed Income Services 6,~~615~~860.6401 Lender Paid Primary Mortgage Insurance 1820,~~722~~074.6091 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~268~~276,~~767~~319.2173 *Servicer Payees include: COUNTRYWIDE HOME LOANS INC.; GMAC MTG CORP; GREENPOINT MTG FUNDING, INC; INDYMAC; NATIONAL CITY MTG CO; PHH US MTG CORP; RESIDENTIAL FUNDING CORP; 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 67,~~472~~687.8728 67,~~472~~687.8728 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Swap Account- The Bank of New York 34,~~841~~060,~~967~~507.6904 43,~~014~~881,~~041~~829.1975 ~~(172~~178,~~073~~677.~~50)~~29

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 6.~~865438~~892550% Weighted Average Net Coupon 6.~~527552~~546867% Weighted Average Pass-Through Rate 6.~~519024~~530032% Weighted Average Remaining Term ~~355~~354 Beginning Scheduled Collateral Loan Count 3,~~363~~311 Number Of Loans Paid In Full 52(116) Ending Scheduled Collateral Loan Count 3,~~311~~427 Beginning Scheduled Collateral Balance ~~882~~865,~~085~~709,~~344~~828.7782 Ending Scheduled Collateral Balance ~~865~~894,~~709~~004,~~828~~997.8276 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~865~~894,~~843~~139,~~651~~514.4715 Monthly P&I Constant 5,~~224~~412,~~880~~548.1831 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 4658,~~344~~555.7310 Prepayment Penalty Paid Count 54 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans ~~865~~894,~~709~~004,~~828~~997.8276 Scheduled Principal ~~163~~158,~~289~~892.7295 Unscheduled Principal 1620,~~212~~502,~~226~~849.2698 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.0300 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 ~~902~~885,~~032~~694.6747

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 6.~~925165~~940439 6.~~875908~~876958 Weighted Average Net Rate 6.~~666152~~611998 6.~~526496~~526884 Pass-Through Rate 6.~~651107~~662549 6.~~487113~~486886 Weighted Average Remaining Term 354 ~~355~~354 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~103~~376,~~514~~353.4326 4,~~121~~036,~~365~~195.7505 Beginning Loan Count ~~876~~865 2,~~487~~446 Loans Paid in Full 11-178 4162 Ending Loan Count ~~865~~1,043 2,~~446~~384 Beginning Scheduled Balance ~~178~~175,~~061~~699,~~060~~802.4140 ~~704~~690,~~024~~010,~~284~~026.3642 Ending Scheduled Balance ~~175~~222,~~699~~728,~~802~~995.4060 ~~690~~671,~~010~~276,~~026~~002.4216 Scheduled Principal 7577,~~929~~006.2244 8781,~~360~~886.5051 Unscheduled Principal 21,~~285~~850,~~328~~712.7923 1318,~~926~~652,~~897~~137.4775 Scheduled Interest 1,~~027~~299,~~585~~346.2182 43,~~034~~954,~~005~~308.2554 Servicing Fees 3848,~~433~~089.4313 ~~204~~201,~~995~~295.5468 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 23,~~232~~935.4976 2322,~~105~~999.7516 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 ~~986~~1,~~919~~247,321.2993 3,~~805~~730,~~903~~013.9670 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 611,~~912~~588.1342 3946,~~432~~966.6068 Prepayment Penalty Paid Count 12 42 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 6.~~865438~~892550 Weighted Average Net Rate 6.~~527552~~546867 Pass-Through Rate 6.~~519024~~530032 Weighted Average Remaining Term ~~355~~354 Record Date 0405/3031/2006 Principal And Interest Constant 5,~~224~~412,~~880~~548.1831 Beginning Loan Count 3,~~363~~311 Loans Paid in Full 52-116 Ending Loan Count 3,~~311~~427 Beginning Scheduled Balance ~~882~~865,~~085~~709,~~344~~828.7782 Ending Scheduled Balance ~~865~~894,~~709~~004,~~828~~997.8276 Scheduled Principal ~~163~~158,~~289~~892.7295 Unscheduled Principal 1620,~~212~~502,~~226~~849.2698 Scheduled Interest 5,~~061~~253,~~590~~655.4636 Servicing Fees ~~243~~249,~~428~~384.9781 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 2526,~~338~~934.2492 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,~~792~~977,~~823~~335.2563 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 4658,~~344~~555.7310 Prepayment Penalty Paid Count 54 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Cut Off Balance 947,810,575.43 Prefunding Reporting Capitalized Interest Beginning Balance ~~1,187,873~~0.9900 Capitalized Interest Requirement ~~265,949~~0.6800 Capitalized Interest Ending Balance ~~921,924~~0.3100 Prefunding Beginning Balance ~~48,946,177~~0.1200 Prefunding Amount in Loans 0.00 Prefunding Amount Paid as Principal 0.00 Structural Reporting 3 Month Delinquency 0.00 Excess Cash Amount ~~902~~885,~~032~~694.6747 Overcollateralization Amount 5,686,863.45 OC Deficiency Amount 0.00 OC Reduction Amount 0.0300 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.~~049209~~119644% Calculated Value 0.~~099709~~327229% 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 1 0 0 1 319,500.00 0.00 0.00 319,500.00 30 Days 523 0 01 0 524 16,~~120~~934,~~569~~009.7336 0.00 0202,000.00 0.00 17,~~120~~136,~~569~~009.7336 60 Days 19 0 0 0 19 ~~349~~2,~~107~~110,317.0084 0.00 0.00 0.00 ~~349~~2,~~107~~110,317.0084 90 Days 1 0 0 1 0 1 ~~243,386~~0.0400 0.00 0294,000.00 0.00 ~~243~~294,~~386~~000.0400 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 732 1 02 0 835 19,~~713~~044,~~062~~327.7720 319,500.00 0496,000.00 0.00 29,~~032~~859,~~562~~827.7720 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.~~030202~~029180% 0.000000% 0.000000% 0.~~030202~~029180% 0.~~036900~~035733% 0.000000% 0.000000% 0.~~036900~~035733% 30 Days 0.~~151012~~671141% 0.000000% 0.~~000000~~029180% 0.000000% 0.~~151012~~700321% 0.~~129419~~775495% 0.000000% 0.~~000000~~022592% 0.000000% 0.~~129419~~798087% 60 Days 0.~~030202~~262620% 0.000000% 0.000000% 0.000000% 0.~~030202~~262620% 0.~~040320~~236017% 0.000000% 0.000000% 0.000000% 0.~~040320~~236017% 90 Days 0.~~030202~~000000% 0.000000% 0.~~000000~~029180% 0.000000% 0.~~030202~~029180% 0.~~028110~~000000% 0.000000% 0.~~000000~~032881% 0.000000% 0.~~028110~~032881% 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.~~211416~~933761% 0.~~030202~~029180% 0.~~000000~~058360% 0.000000% 01.~~241619~~021301% 01.~~197849~~011512% 0.~~036900~~035733% 0.~~000000~~055472% 0.000000% 01.~~234749~~102717%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~263~~243,~~943~~255.4872

Delinquency Status By Groups 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 06 0 0 0 06 01,232,456.0044 0.00 0.00 0.00 01,232,456.0044 60 Days 02 0 0 0 02 0579,100.00 0.00 0.00 0.00 0579,100.00 90 Days 10 0 0 0 10 ~~243,386~~0.0400 0.00 0.00 0.00 ~~243,386~~0.0400 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 18 0 0 0 18 ~~243~~1,~~386~~811,556.0444 0.00 0.00 0.00 ~~243~~1,~~386~~811,556.0444 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~575264% 0.000000% 0.000000% 0.000000% 0.~~000000~~575264% 0.~~000000~~553190% 0.000000% 0.000000% 0.000000% 0.~~000000~~553190% 60 Days 0.~~000000~~191755% 0.000000% 0.000000% 0.000000% 0.~~000000~~191755% 0.~~000000~~259930% 0.000000% 0.000000% 0.000000% 0.~~000000~~259930% 90 Days 0.~~115607~~000000% 0.000000% 0.000000% 0.000000% 0.~~115607~~000000% 0.~~138475~~000000% 0.000000% 0.000000% 0.000000% 0.~~138475~~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.~~115607~~767018% 0.000000% 0.000000% 0.000000% 0.~~115607~~767018% 0.~~138475~~813121% 0.000000% 0.000000% 0.000000% 0.~~138475~~813121% 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 1 0 0 1 319,500.00 0.00 0.00 319,500.00 30 Days 517 0 01 0 518 15,~~120~~701,~~569~~552.7392 0.00 0202,000.00 0.00 15,~~120~~903,~~569~~552.7392 60 Days 17 0 0 0 17 ~~349~~1,~~107~~531,217.0084 0.00 0.00 0.00 ~~349~~1,~~107~~531,217.0084 90 Days 0 0 01 0 01 0.00 0.00 0294,000.00 0.00 0294,000.00 120 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 624 1 02 0 727 17,~~469~~232,~~676~~770.7376 319,500.00 0496,000.00 0.00 18,~~789~~048,~~176~~270.7376 0-29 Days 0.~~040883~~041946% 0.000000% 0.000000% 0.~~040883~~041946% 0.~~046299~~047591% 0.000000% 0.000000% 0.~~046299~~047591% 30 Days 0.~~204415~~713087% 0.000000% 0.~~000000~~041946% 0.000000% 0.~~204415~~755034% 0.~~162382~~849268% 0.000000% 0.~~000000~~030089% 0.000000% 0.~~162382~~879357% 60 Days 0.~~040883~~293624% 0.000000% 0.000000% 0.000000% 0.~~040883~~293624% 0.~~050589~~228081% 0.000000% 0.000000% 0.000000% 0.~~050589~~228081% 90 Days 0.000000% 0.000000% 0.~~000000~~041946% 0.000000% 0.~~000000~~041946% 0.000000% 0.000000% 0.~~000000~~043792% 0.000000% 0.~~000000~~043792% 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 01.~~245298~~006711% 0.~~040883~~041946% 0.~~000000~~083893% 0.000000% 01.~~286182~~132550% 01.~~212971~~077349% 0.~~046299~~047591% 0.~~000000~~073881% 0.000000% 01.~~259270~~198821%

REO Detail - All Mortgage Loans in REO during Current Period

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

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 02 ~~Jun~~Jul-05 0.000% Original Principal Balance 0496,000.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0496,000.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 02 ~~Nov~~Dec-05 0.000% Original Principal Balance 0496,000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0496,000.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.~~000~~055% *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 History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 02 ~~Jun~~Jul-05 0.000% Original Principal Balance 0496,000.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0496,000.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 02 ~~Nov~~Dec-05 0.000% Original Principal Balance 0496,000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0496,000.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.~~000~~074% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance NoGroup ~~Foreclosure~~2 ~~Loans~~0111365588 ~~this~~Jun-2006 ~~Period~~01-Jan-2006 FL 80.00 202,000.00 Group 2 0111416677 Jun-2006 01-Jan-2006 CA 70.00 294,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoGroup ~~Foreclosure~~2 ~~Loans~~0111365588 ~~this~~202,000.00 ~~Period~~01-Mar-2006 1 6.750% 3,282.51 Group 2 0111416677 294,000.00 01-Jan-2006 3 7.750% 5,420.61

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~319,500~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~319,500~~0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-05 0.000% Original Principal Balance 319,500.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 319,500.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~037% ~~May~~Jun-06 0.~~037~~036% *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 History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~319,500~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~319,500~~0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-05 0.000% Original Principal Balance 319,500.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 319,500.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~046% ~~May~~Jun-06 0.~~046~~048% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group 2 0111007555 319,500.00 01-~~Mar~~Apr-2006 0 6.750% 2,984.66

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

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1 1110 21,~~289~~843,~~348~~070.00 21,~~281~~833,~~146~~137.6310 0 0.00 0.00 Group 2 4462 1418,~~785~~610,~~759~~633.0062 1418,~~757~~591,~~463~~291.1909 0 0.00 0.00 Total 5572 1720,~~075~~453,~~107~~703.0062 1720,~~038~~424,~~609~~428.8219 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 0 0.00 0.00 518,~~565~~687.2997 Group 2 0 0.00 0.00 0 0.00 0.00 ~~(829~~63,~~516~~365.~~62)~~30 Total 0 0.00 0.00 0 0.00 0.00 ~~(823~~82,~~951~~053.~~33)~~27

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0110859069~~0110535108 AZFL 50.65 01-May-2005 77,500.00 76,553.1173 Group 1 0110819351 AZ 66.96 01-Sep-2005 ~~137~~136,~~000~~600.00 135,~~940~~140.1008 Group 1 ~~0110859465~~0110819521 FL 8480.9800 01-~~Aug~~Sep-2005 ~~236~~244,~~250~~000.00 ~~234~~241,~~533~~685.29 Group 1 ~~0110975841~~0110819770 IDIL 7763.1369 01-~~Aug~~Sep-2005 ~~114~~100,~~150~~000.00 ~~112~~98,~~995~~981.7880 Group 1 ~~0111109624~~0110859160 IAMA 9535.0071 01-~~Dec~~Oct-2005 70100,~~300~~000.00 6999,~~894~~262.5495 Group 1 ~~0111237203~~0111179578 MANJ 8073.0049 01-~~Dec~~Jul-2005 ~~324~~305,~~800~~000.00 ~~323~~301,~~056~~826.7143 Group 1 ~~0111263499~~0111264136 FLCA 9089.0090 01-~~Nov~~Dec-2005 ~~192~~287,~~248~~670.00 ~~191~~286,~~317~~325.4666 Group 1 ~~0111263524~~0111492280 MONH 9074.00 01-~~Dec~~Feb-~~2005~~2006 90110,~~000~~700.00 89110,~~666~~699.9698 Group 1 ~~0111263874~~0111555434 NCCO 9080.00 01-~~Dec~~Jan-~~2005~~2006 ~~207~~320,000.00 ~~206~~320,~~173~~000.6800 Group 1 ~~0111374025~~0111555878 IL 9580.00 01-~~Jan~~Feb-2006 ~~394~~161,~~250~~600.00 ~~392~~161,~~834~~548.9834 Group 12 ~~0111492001~~0110588690 NJVA 8580.00 01-~~Jan~~Aug-~~2006~~2005 ~~272~~312,000.00 ~~272~~312,000.00 Group 12 ~~0111717672~~0110588765 CAMD 80.00 01-Aug-2005 270,400.00 270,050.79 Group 2 0110783966 MD 80.9900 01-~~Mar~~Sep-~~2006~~2005 ~~251~~248,~~350~~800.00 ~~251~~248,~~350~~800.00 Group 2 ~~0110588706~~0110815964 MD 75.00 01-~~Aug~~Sep-2005 ~~376~~386,~~500~~700.00 ~~376~~386,~~500~~699.0099 Group 2 ~~0110772230~~0110865795 CA 7380.3400 01-~~Aug~~Oct-2005 1444,000~~,000~~.00 1444,000~~,000~~.00 Group 2 ~~0110984834~~0110984840 MD 80.00 01-Nov-2005 ~~240~~221,~~000~~600.00 ~~239~~221,~~942~~600.4000 Group 2 ~~0111008161~~0111008184 CA 7063.0010 01-Nov-2005 ~~440~~649,~~300~~950.00 ~~440~~649,~~299~~950.00 Group 2 ~~0111008170~~0111155431 CAFL 90.00 01-Dec-2005 80,100.00 80,099.98 Group 2 0111167148 AZ 79.99 01-~~Nov~~Dec-2005 ~~516~~398,~~300~~250.00 ~~516~~398,~~300~~250.00 Group 2 ~~0111055799~~0111206227 MDFL 100.00 01-Dec-2005 120,000.00 120,000.00 Group 2 0111222932 DC 80.00 01-Nov-2005 ~~248~~204,000.00 ~~248~~204,000.00 Group 2 ~~0111222896~~0111222947 AZ 8095.00 01-~~Oct~~Nov-2005 ~~174~~182,~~850~~700.00 ~~174~~182,~~849~~700.9900 Group 2 ~~0111223000~~0111223080 AZ 70.00 01-~~Nov~~Dec-2005 ~~147~~248,~~000~~300.00 ~~147~~248,~~000~~300.00 Group 2 ~~0111223036~~0111223088 AZ 7595.00 01-~~Oct~~Nov-2005 ~~264~~208,~~000~~582.0062 ~~263~~208,~~999~~486.9956 Group 2 ~~0111223479~~0111223096 AZ 9080.00 01-~~Dec~~Nov-2005 ~~405~~257,400.00 257,397.27 Group 2 0111223216 IL 80.00 01-Nov-2005 160,000.00 ~~405~~160,000.00 Group 2 ~~0111224396~~0111223395 AZ 80.00 01-~~Dec~~Nov-2005 ~~232~~171,540.00 171,540.00 Group 2 0111223624 FL 70.00 01-Nov-2005 210,000.00 ~~232~~210,000.00 Group 2 ~~0111224894~~0111224532 GAAZ 9095.00 01-Dec-2005 90305,~~000~~450.00 89305,~~622~~449.2599 Group 2 ~~0111252071~~0111224763 CAFL 7280.7700 01-Dec-2005 ~~650~~288,000.00 ~~649~~288,~~999~~000.9900 Group 2 ~~0111252074~~0111224859 CAAZ 80.00 01-Dec-2005 ~~628~~116,000.00 ~~605~~115,~~093~~996.3488 Group 2 ~~0111252128~~0111252032 CA 80.00 01-Dec-2005 ~~548~~508,000.00 ~~547~~507,999.9998 Group 2 ~~0111252141~~0111285364 CAMI 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~420~~176,000.00 ~~420~~176,000.00 Group 2 ~~0111252158~~0111331812 CA 8069.0095 01-~~Dec~~Jan-~~2005~~2006 ~~507~~317,~~200~~000.00 ~~507~~315,~~199~~635.9971 Group 2 ~~0111252162~~0111365599 CA ~~79.~~73.72 01-Jan-2006 ~~295~~575,000.00 ~~294~~574,~~999~~984.9938 Group 2 ~~0111252167~~0111365750 ILCA 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~304~~784,000.00 ~~303~~784,~~999~~000.9900 Group 2 ~~0111365531~~0111365763 CA 7972.9953 01-Jan-2006 ~~440~~301,~~900~~000.00 ~~440~~300,~~899~~999.99 Group 2 ~~0111365582~~0111365806 VACA 80.00 01-Jan-2006 ~~448~~440,000.00 ~~447~~437,~~999~~739.5827 Group 2 ~~0111365637~~0111365820 CA 7580.00 01-Jan-2006 ~~214~~344,~~500~~000.00 ~~213~~343,~~673~~300.8100 Group 2 ~~0111365769~~0111397798 CANV 8077.42 01-Jan-2006 620,950.00 620,950.00 Group 2 0111397804 CA 77.14 01-Jan-2006 ~~648~~378,000.00 ~~648~~378,000.00 Group 2 ~~0111365853~~0111416674 AZCA 8070.00 01-Jan-2006 ~~432~~192,~~000~~500.00 ~~432~~192,~~000~~500.00 Group 2 ~~0111429355~~0111429295 IN 80.00 01-Jan-2006 60,808.00 60,552.69 Group 2 0111429313 ID 80.00 01-Jan-2006 ~~264~~111,200.00 108,001.10 Group 2 0111429422 MD 79.87 01-Jan-2006 48,000.00 ~~264~~48,000.00 Group 2 ~~0111429368~~0111429440 NC 80.00 01-Jan-2006 7147,~~600~~920.00 7147,~~600~~920.00 Group 2 ~~0111429390~~0111430306 IL 6574.0046 01-~~Jan~~Dec-~~2006~~2005 82705,~~875~~000.00 82699,~~875~~264.0050 Group 2 ~~0111429394~~0111430342 VAAZ 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~136~~430,~~873~~608.00 ~~136~~430,~~345~~608.8000 Group 2 ~~0111429413~~0111430473 COFL 8095.00 01-~~Jan~~Dec-~~2006~~2005 ~~153~~158,~~600~~555.00 ~~153~~158,~~064~~555.4800 Group 2 ~~0111429445~~0111430682 CAMD 4880.9800 01-Jan-2006 ~~600~~248,000.00 ~~600~~248,000.00 Group 2 ~~0111430452~~0111430707 GAAZ 80.00 01-Dec-2005 ~~505~~192,~~636~~000.00 ~~505~~191,~~636~~937.0099 Group 2 ~~0111431193~~0111430877 WVVA 80.00 01-Dec-2005 ~~240~~473,~~850~~600.00 ~~240~~473,~~819~~600.9900 Group 2 ~~0111431315~~0111431046 NCMD 8090.00 01-Jan-2006 67432,~~150~~000.00 66432,~~891~~000.3400 Group 2 ~~0111431554~~0111431543 AZMO 8071.00 01-Dec-2005 ~~268~~45,000.00 ~~267~~44,~~585~~778.3290 Group 2 ~~0111431647~~0111431550 AZ 6080.00 01-Dec-2005 ~~353~~290,400.00 ~~351~~290,~~916~~400.5700 Group 2 ~~0111432090~~0111431560 AZ 70.00 01-Jan-2006 451,500.00 451,500.00 Group 2 0111431625 CA 80.00 01-Jan-2006 ~~272~~819,800.00 819,800.00 Group 2 0111431726 IL 90.00 01-Jan-2006 225,000.00 ~~271~~225,~~999~~000.6500 Group 2 ~~0111520003~~0111431958 IAFL 7750.9000 01-~~Dec~~Jan-~~2005~~2006 ~~141~~410,000.00 ~~140~~410,~~126~~000.8300 Group 2 ~~0111523210~~0111432298 FL 80.00 01-~~Nov~~Jan-~~2005~~2006 ~~118~~216,~~400~~100.00 ~~118~~216,~~387~~098.9351 Group 2 ~~0111523303~~0111432399 CAOH ~~78.~~74.00 01-Jan-2006 ~~500~~45,~~000~~800.00 ~~500~~45,~~000~~607.0077 Group 2 ~~0111523573~~0111520084 WACA 80.00 01-Jan-2006 ~~515~~212,~~625~~800.00 ~~515~~211,~~625~~512.97 Group 2 0111520184 CA 80.00 01-Dec-2005 323,200.00 323,120.00 Group 2 ~~0111523639~~0111523058 VANJ 80.00 01-Nov-2005 72196,000.00 71194,~~725~~623.5712 Group 2 ~~0111523939~~0111523325 CAFL 7978.3195 01-~~Nov~~Dec-2005 ~~230~~180,000.00 ~~230~~179,023.33 Group 2 0111523329 RI 78.57 01-Dec-2005 330,000.00 330,000.00 Group 2 ~~0111527790~~0111523415 CANY 80.00 01-~~Nov~~Jan-2006 340,000.00 339,960.81 Group 2 0111523839 MD 80.00 01-Jan-2006 452,320.00 452,320.00 Group 2 0111527934 AL 80.00 01-Sep-2005 ~~152~~328,000.00 ~~151~~324,~~234~~871.3108 Group 2 ~~0111757680~~0111528053 CANC 80.00 01-Feb-2006 444,600.00 444,509.85 Group 2 0111757604 IL 65.92 01-Apr-2006 171,400.00 170,976.04 Group 2 0111757662 OH 80.00 01-Mar-2006 ~~371~~100,~~200~~800.00 ~~371~~100,~~200~~800.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0110859069~~0110535108 Loan Paid in Full 0 6.875% 360 813 Group 1 ~~0110859465~~0110819351 Loan Paid in Full 0 75.750% 360 9 Group 1 ~~0110975841~~0110819521 Loan Paid in Full 0 6.~~750~~375% 360 9 Group 1 ~~0111109624~~0110819770 Loan Paid in Full 0 6.~~250~~000% 360 59 Group 1 ~~0111237203~~0110859160 Loan Paid in Full 0 7.125% 360 8 Group 1 0111179578 Loan Paid in Full 0 6.~~625~~875% 360 511 Group 1 ~~0111263499~~0111264136 Loan Paid in Full 0 78.~~950~~125% 360 6 Group 1 ~~0111263524~~0111492280 Loan Paid in Full ~~(1)~~0 86.500% 360 54 Group 1 ~~0111263874~~0111555434 Loan Paid in Full 0 86.~~125~~625% 360 5 Group 1 ~~0111374025~~0111555878 Loan Paid in Full 0 7.~~730~~625% 360 4 Group 12 ~~0111492001~~0110588690 Loan Paid in Full 0 67.~~500~~250% 360 410 Group 12 ~~0111717672~~0110588765 Loan Paid in Full 0 67.~~875~~125% 360 210 Group 2 ~~0110588706~~0110783966 Loan Paid in Full 0 6.500% 360 9 Group 2 ~~0110772230~~0110815964 Loan Paid in Full 0 6.~~375~~500% 360 9 Group 2 ~~0110984834~~0110865795 Loan Paid in Full 0 76.~~250~~625% 360 8 Group 2 0110984840 Loan Paid in Full 0 6.875% 360 7 Group 2 ~~0111008161~~0111008184 Loan Paid in Full 0 7.125% 360 7 Group 2 0111155431 Loan Paid in Full 0 7.750% 360 6 Group 2 0111167148 Loan Paid in Full 0 7.~~000~~750% 360 6 Group 2 ~~0111008170~~0111206227 Loan Paid in Full 0 87.500% 360 6 Group 2 ~~0111055799~~0111222932 Loan Paid in Full 0 7.875% 360 7 Group 2 0111222947 Loan Paid in Full 0 7.250% 360 7 Group 2 0111223080 Loan Paid in Full 0 7.125% 360 6 Group 2 ~~0111222896~~0111223088 Loan Paid in Full 0 7.~~750~~625% 360 7 Group 2 ~~0111223000~~0111223096 Loan Paid in Full 0 67.750% 360 67 Group 2 ~~0111223036~~0111223216 Loan Paid in Full (1) 7.000% 360 7 Group 2 0111223395 Loan Paid in Full 0 67.~~625~~875% 360 7 Group 2 ~~0111223479~~0111223624 Loan Paid in Full (1) 7.500% 360 7 Group 2 0111224532 Loan Paid in Full 0 7.750% 360 6 Group 2 0111224763 Loan Paid in Full 0 7.875% 360 56 Group 2 ~~0111224396~~0111224859 Loan Paid in Full (1) 7.875% 360 6 Group 2 0111252032 Loan Paid in Full 0 7.375% 360 6 Group 2 0111285364 Loan Paid in Full 0 7.750% 360 5 Group 2 ~~0111224894~~0111331812 Loan Paid in Full 0 7.~~875~~750% 360 5 Group 2 ~~0111252071~~0111365599 Loan Paid in Full 0 6.750% 360 5 Group 2 0111365750 Loan Paid in Full 0 7.~~375~~500% 360 5 Group 2 ~~0111252074~~0111365763 Loan Paid in Full ~~(1)~~0 6.~~125~~375% 360 5 Group 2 ~~0111252128~~0111365806 Loan Paid in Full 0 6.~~500~~875% 360 5 Group 2 ~~0111252141~~0111365820 Loan Paid in Full 0 7.000% 360 5 Group 2 ~~0111252158~~0111397798 Loan Paid in Full 0 6.875% 360 5 Group 2 ~~0111252162~~0111397804 Loan Paid in Full 0 76.~~250~~750% 360 45 Group 2 ~~0111252167~~0111416674 Loan Paid in Full 0 7.~~375~~750% 360 5 Group 2 ~~0111365531~~0111429295 Loan Paid in Full ~~(1)~~0 67.~~375~~875% 360 45 Group 2 ~~0111365582~~0111429313 Loan Paid in Full 0 67.~~625~~250% 360 45 Group 2 ~~0111365637~~0111429422 Loan Paid in Full ~~(1)~~0 7.~~375~~500% 360 45 Group 2 ~~0111365769~~0111429440 Loan Paid in Full 0 78.250% 360 45 Group 2 ~~0111365853~~0111430306 Loan Paid in Full 0 5.250% 360 6 Group 2 0111430342 Loan Paid in Full 0 6.000% 360 6 Group 2 0111430473 Loan Paid in Full 0 7.625% 360 46 Group 2 ~~0111429355~~0111430682 Loan Paid in Full 0 7.~~375~~875% 360 45 Group 2 ~~0111429368~~0111430707 Loan Paid in Full 0 7.~~500~~750% 360 46 Group 2 ~~0111429390~~0111430877 Loan Paid in Full 0 7.~~375~~875% 360 46 Group 2 ~~0111429394~~0111431046 Loan Paid in Full 0 7.~~375~~500% 360 45 Group 2 ~~0111429413~~0111431543 Loan Paid in Full 0 7.875% 360 46 Group 2 ~~0111429445~~0111431550 Loan Paid in Full 0 7.~~000~~875% 360 46 Group 2 ~~0111430452~~0111431560 Loan Paid in Full 0 7.~~125~~000% 360 5 Group 2 ~~0111431193~~0111431625 Loan Paid in Full 0 7.~~250~~875% 360 5 Group 2 ~~0111431315~~0111431726 Loan Paid in Full 0 7.~~375~~000% 360 45 Group 2 ~~0111431554~~0111431958 Loan Paid in Full 0 7.~~875~~250% 360 5 Group 2 ~~0111431647~~0111432298 Loan Paid in Full 0 7.~~875~~750% 360 5 Group 2 ~~0111432090~~0111432399 Loan Paid in Full 0(1) 7.~~750~~875% 360 5 Group 2 0111520084 Loan Paid in Full (1) 6.000% 360 4 Group 2 ~~0111520003~~0111520184 Loan Paid in Full 0 57.~~875~~500% 360 56 Group 2 ~~0111523210~~0111523058 Loan Paid in Full 0 6.750% 360 7 Group 2 0111523325 Loan Paid in Full 0 7.375% 360 6 Group 2 ~~0111523303~~0111523329 Loan Paid in Full 0 8.500% 360 6 Group 2 0111523415 Loan Paid in Full 0 6.875% 360 4 Group 2 ~~0111523573~~0111523839 Loan Paid in Full 0 7.000% 360 45 Group 2 ~~0111523639~~0111527934 Loan Paid in Full 0 96.~~125~~875% 360 68 Group 2 ~~0111523939~~0111528053 Loan Paid in Full 0 67.~~500~~125% 360 64 Group 2 ~~0111527790~~0111757604 Loan Paid in Full ~~(2)~~0 7.~~750~~000% 360 62 Group 2 ~~0111757680~~0111757662 Loan Paid in Full 0 8.000% 360 23

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 12.~~838~~242% Current Month 1923.~~960~~822% Current Month 2,~~063~~085.~~911~~741% 3 Month Average 01.~~000~~977% 3 Month Average 021.~~000~~284% 3 Month Average 02,253.~~000~~710% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 20.068% N/A Apr-2006 2,611.477% N/A May-2006 19.960% N/A May-2006 2,063.911% N/A Jun-2006 23.822% N/A Jun-2006 2,085.741% 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 10.~~284~~824% Current Month 149.~~365~~453% Current Month ~~1,521~~900.~~567~~889% 3 Month Average 0.~~000~~855% 3 Month Average 09.~~000~~718% 3 Month Average 01,046.~~000~~053% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 5.336% N/A Apr-2006 715.703% N/A May-2006 14.365% N/A May-2006 1,521.567% N/A Jun-2006 9.453% N/A Jun-2006 900.889% 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 12.~~978~~703% Current Month 2128.~~321~~027% Current Month 2,~~191~~389.~~321~~498% 3 Month Average 02.~~000~~293% 3 Month Average 024.~~000~~245% 3 Month Average 02,533.~~000~~813% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 23.387% N/A Apr-2006 3,020.621% N/A May-2006 21.321% N/A May-2006 2,191.321% N/A Jun-2006 28.027% N/A Jun-2006 2,389.498% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group 1 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.~~035~~034 0 0.00 0.000 4.500 4.749 1 825,000.00 0.~~095~~092 0 0.00 0.000 4.750 4.999 5 1,~~842~~841,~~170~~151.1967 0.~~213~~206 1 ~~322~~321,~~263~~430.4760 0.~~183~~144 5.000 5.249 11 4,~~163~~161,~~378~~816.6762 0.~~481~~466 2 ~~423~~422,~~162~~413.5965 0.~~241~~190 5.250 5.499 2120 109,~~120~~414,~~606~~994.8908 1.~~169~~053 1 ~~141~~140,~~125~~757.0719 0.~~080~~063 5.500 5.749 5152 25,~~024~~309,~~454~~255.1526 2.~~891~~831 34 ~~564~~856,~~409~~060.0058 0.~~321~~384 5.750 5.999 135 46,~~311~~587,~~342~~284.0477 5.~~350~~211 4749 1011,~~280~~136,~~917~~070.4413 5.~~851~~000 6.000 6.249 ~~162~~167 5556,~~355~~687,~~065~~295.4546 6.~~394~~341 4350 79,~~813~~795,~~038~~470.5226 4.~~447~~398 6.250 6.499 ~~248~~264 7782,~~503~~168,~~462~~702.6377 89.~~953~~191 5269 1015,~~063~~041,~~984~~809.4883 56.~~728~~753 6.500 6.749 ~~398~~418 ~~112~~117,~~725~~688,~~828~~744.5589 13.~~021~~164 ~~115~~141 2431,~~201~~075,~~519~~577.3488 13.~~774~~952 6.750 6.999 ~~628~~653 ~~164~~172,~~998~~007,~~042~~557.95 19.~~059~~240 ~~215~~252 4656,~~219~~790,~~814~~716.5445 2625.~~306~~498 7.000 7.249 ~~317~~320 77,~~034~~392,~~035~~842.7546 8.~~898~~657 8598 1721,~~719~~505,~~788~~046.7028 109.~~085~~655 7.250 7.499 ~~385~~410 8995,~~986~~372,~~008~~808.1688 10.~~394~~668 ~~133~~164 2734,~~146~~248,~~925~~710.3306 15.~~451~~377 7.500 7.749 ~~336~~343 6970,~~098~~348,~~774~~723.8530 7.~~982~~869 87101 1518,~~186~~615,~~333~~826.17 8.~~643~~358 7.750 7.999 ~~384~~381 8583,~~142~~973,~~473~~735.9648 9.~~835~~393 4456 912,~~222~~289,~~676~~571.6563 5.~~249~~518 8.000 8.249 8790 17,~~137~~866,~~063~~257.1430 1.~~980~~998 1721 34,~~253~~194,~~296~~305.9093 1.~~852~~883 8.250 8.499 5660 1213,~~128~~676,~~929~~651.2710 1.~~401~~530 713 13,~~443~~300,~~708~~163.1551 01.~~822~~482 8.500 8.749 4553 810,~~764~~348,~~366~~782.4207 1.~~012~~158 411 ~~533~~1,~~896~~757,462.1843 0.~~304~~789 8.750 8.999 2224 3,~~156~~573,~~806~~184.5902 0.~~365~~400 89 ~~889~~963,~~054~~872.6994 0.~~506~~433 9.000 9.249 1112 2,~~051~~420,~~769~~396.4933 0.~~237~~271 1 273,~~888~~730.1808 0.~~156~~123 9.250 9.499 3 1,463,~~817~~483.92 0.~~169~~164 0 0.00 0.000 9.500 9.749 2 369,924.00 0.~~043~~041 0 0.00 0.000 9.750 9.999 2 205,~~657~~555.7543 0.~~024~~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,~~311~~427 ~~865~~894,~~709~~004,~~828~~997.8276 100.000 ~~865~~1,043 ~~175~~222,~~699~~728,~~802~~995.4060 100.000

Interest Rate Stratification (continued) Group 2 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 3.500 0 0.00 0.000 3.500 3.749 0 0.00 0.000 3.750 3.999 0 0.00 0.000 4.000 4.249 0 0.00 0.000 4.250 4.499 1 300,850.00 0.~~044~~045 4.500 4.749 1 825,000.00 0.~~120~~123 4.750 4.999 4 1,519,~~906~~721.7207 0.~~220~~226 5.000 5.249 9 3,~~740~~739,~~216~~402.0897 0.~~542~~557 5.250 5.499 2019 9,~~979~~274,~~481~~236.8289 1.~~446~~382 5.500 5.749 48 24,~~460~~453,~~045~~194.1568 3.~~545~~643 5.750 5.999 8886 3635,~~030~~451,~~424~~214.6064 5.~~222~~281 6.000 6.249 ~~119~~117 4746,~~542~~891,~~026~~825.9320 6.~~890~~985 6.250 6.499 ~~196~~195 67,~~439~~126,~~478~~892.1594 910.~~774~~000 6.500 6.749 ~~283~~277 8886,~~524~~613,~~309~~167.2101 12.~~829~~903 6.750 6.999 ~~413~~401 ~~118~~115,~~778~~216,~~228~~841.4150 17.~~214~~164 7.000 7.249 ~~232~~222 5955,~~314~~887,~~247~~796.0518 8.~~596~~326 7.250 7.499 ~~252~~246 6261,~~839~~124,~~082~~098.8382 9.~~107~~106 7.500 7.749 ~~249~~242 5351,~~912~~732,~~441~~897.6813 7.~~813~~707 7.750 7.999 ~~340~~325 7571,~~919~~684,~~797~~163.3185 1110.~~003~~679 8.000 8.249 7069 13,~~883~~671,~~766~~951.2437 2.~~012~~037 8.250 8.499 4947 10,~~685~~376,~~221~~487.1259 1.~~549~~546 8.500 8.749 4142 8,~~230~~591,~~470~~319.2464 1.~~193~~280 8.750 8.999 1415 2,~~267~~609,~~751~~311.9008 0.~~329~~389 9.000 9.249 1011 12,~~777~~146,~~881~~666.3125 0.~~258~~320 9.250 9.499 3 1,463,~~817~~483.92 0.~~212~~218 9.500 9.749 2 369,924.00 0.~~054~~055 9.750 9.999 2 205,~~657~~555.7543 0.~~030~~031 10.000 10.249 0 0.00 0.000 10.250 10.499 0 0.00 0.000 10.500 10.749 0 0.00 0.000 10.750 10.999 0 0.00 0.000 >= 11.000 0 0.00 0.000 Total 2,~~446~~384 ~~690~~671,~~010~~276,~~026~~002.4216 100.000

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