10-D 1 dal06ar1_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: 333-127621-07 Deutsche Alt-A Securities, Inc., Mortgage Loan Trust, Series 2006-AR1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127621 Deutsche Alt-A Securities Inc. (Exact name of depositor as specified in its charter) DB Structured Products, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2191546 54-2191547 54-2191548 54-2191549 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A1 _____ _____ __X___ ____________ I-A2 _____ _____ __X___ ____________ I-A3 _____ _____ __X___ ____________ I-A4 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ I-M1 _____ _____ __X___ ____________ I-M2 _____ _____ __X___ ____________ I-M3 _____ _____ __X___ ____________ I-M4 _____ _____ __X___ ____________ I-M5 _____ _____ __X___ ____________ I-M6 _____ _____ __X___ ____________ I-M7 _____ _____ __X___ ____________ I-M8 _____ _____ __X___ ____________ I-P1 _____ _____ __X___ ____________ I-P2 _____ _____ __X___ ____________ II-A1 _____ _____ __X___ ____________ II-A2 _____ _____ __X___ ____________ II-P1 _____ _____ __X___ ____________ II-P2 _____ _____ __X___ ____________ III-A1 _____ _____ __X___ ____________ III-A2 _____ _____ __X___ ____________ IV-A1 _____ _____ __X___ ____________ IV-A2 _____ _____ __X___ ____________ V-A1 _____ _____ __X___ ____________ V-A2 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ B-5 _____ _____ __X___ ____________ M _____ _____ __X___ ____________ AR _____ _____ __X___ ____________ 1-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-AR1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Deutsche Alt-A Securities, Inc., Mortgage Loan Trust, Series 2006-AR1, relating to the 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-AR1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Beth Belfield Beth Belfield, Officer Date: July 6, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Deutsche Alt-A Securities, Inc., Mortgage Loan Trust, Series 2006-AR1, relating to the 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-AR1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance I-A1 251510LB7 5.~~06938~~19125% ~~262~~249,~~070~~329,~~664~~679.4375 1,~~107~~150,~~113~~517.1596 I-A2 251510LC5 5.~~16938~~29125% 74,533,000.00 ~~321~~350,~~074~~553.5054 I-A3 251510LD3 5.~~28938~~41125% 133,184,000.00 ~~587~~640,~~050~~615.6504 I-A4 251510LE1 5.~~25938~~38125% 5250,~~198~~782,~~426~~766.1267 ~~228~~242,~~776~~910.1390 I-M1 251510LP6 5.~~36938~~49125% 8,313,000.00 3740,~~196~~576.3868 I-M2 251510LQ4 5.~~38938~~51125% 8,005,000.00 3539,~~951~~215.6661 I-M3 251510LR2 5.~~40938~~53125% 4,619,000.00 2022,~~821~~710.6108 I-M4 251510LS0 5.~~53938~~66125% 4,003,000.00 1820,~~478~~143.4599 I-M5 251510LT8 5.~~58938~~71125% 3,079,000.00 1415,~~341~~631.4206 I-M6 251510LU5 5.~~67938~~80125% 3,079,000.00 1415,~~572~~877.3438 I-M7 251510LV3 6.~~20938~~33125% 3,079,000.00 1517,~~932~~327.2393 I-M8 251510LW1 78.~~95938~~08125% 6,774,000.00 4448,~~930~~659.7090 I-P1 111348017 0.00000% 100.00 2033,~~065~~254.3046 I-P2 111348025 0.00000% 100.00 0.00 1-R DEUTSC06AR1 6.~~23713~~24433% 0.00 0.00 CE 111348009 0.00000% 4,310,627.94 ~~549~~532,~~344~~552.0211 II-A1 251510LF8 5.~~49858~~49691% 5856,~~023~~905,~~050~~200.4301 ~~265~~260,~~870~~669.3016 II-A2 251510LG6 5.~~49858~~49691% 6,~~446~~322,~~571~~374.8964 2928,~~539~~961.1629 III-A1 251510LH4 5.~~56781~~56698% ~~163~~162,~~610~~177,~~677~~516.6234 ~~759~~752,~~127~~366.8132 III-A2 251510LJ0 5.~~56781~~56698% 18,~~178~~019,~~423~~187.1170 8483,~~345~~593.0277 IV-A1 251510LK7 5.~~33934~~33943% 83,~~398~~366,~~006~~641.8745 ~~371~~370,~~075~~941.2893 IV-A2 251510LL5 5.~~33934~~33943% 9,~~266~~262,~~224~~739.5559 41,~~229~~214.6079 V-A1 251510LM3 5.84194% 32,~~468~~460,~~351~~350.8136 158,~~065~~026.1011 V-A2 251510LN1 5.84194% 3,~~607~~606,~~815~~926.8877 17,~~563~~559.8753 M 251510LX9 5.~~52580~~52506% 10,~~336~~335,~~967~~277.7283 47,~~600~~585.0483 B-1 251510LY7 5.~~52580~~52506% 4,459,~~828~~099.8576 20,~~536~~530.7865 B-2 251510LZ4 5.~~52580~~52506% 2,837,~~618~~154.5869 13,~~066~~062.7787 B-3 251510MA8 5.~~52580~~52506% 2,432,~~815~~417.6593 11,~~202~~199.7237 B-4 251510MB6 5.~~52580~~52506% 1,~~824~~823,~~111~~813.9877 8,~~399~~397.7423 B-5 251510MC4 5.~~52580~~52506% 1,418,~~659~~427.3644 6,~~532~~530.6974 II-P1 111348033 0.00000% 100.00 07,049.0086 II-P2 111348041 0.00000% 100.00 0.00 AR DEUTSC06ARA 5.~~50591~~51312% 0.00 0.00 Totals ~~965~~948,~~557~~518,~~242~~602.7964 4,~~849~~998,~~803~~236.4209

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A1 12,~~740~~076,~~984~~824.6893 0.00 ~~249~~237,~~329~~252,~~679~~854.7582 13,~~848~~227,~~097~~342.8389 0.00 I-A2 0.00 0.00 74,533,000.00 ~~321~~350,~~074~~553.5054 0.00 I-A3 0.00 0.00 133,184,000.00 ~~587~~640,~~050~~615.6504 0.00 I-A4 1,~~415~~341,~~659~~864.4521 0.00 5049,~~782~~440,~~766~~902.6746 1,~~644~~584,~~435~~775.5811 0.00 I-M1 0.00 0.00 8,313,000.00 3740,~~196~~576.3868 0.00 I-M2 0.00 0.00 8,005,000.00 3539,~~951~~215.6661 0.00 I-M3 0.00 0.00 4,619,000.00 2022,~~821~~710.6108 0.00 I-M4 0.00 0.00 4,003,000.00 1820,~~478~~143.4599 0.00 I-M5 0.00 0.00 3,079,000.00 1415,~~341~~631.4206 0.00 I-M6 0.00 0.00 3,079,000.00 1415,~~572~~877.3438 0.00 I-M7 0.00 0.00 3,079,000.00 1517,~~932~~327.2393 0.00 I-M8 0.00 0.00 6,774,000.00 4448,~~930~~659.7090 0.00 I-P1 0.00 0.00 100.00 2033,~~065~~254.3046 0.00 I-P2 0.00 0.00 100.00 0.00 0.00 1-R 0.00 0.00 0.00 0.00 0.00 CE 0.00 0.00 4,310,627.94 ~~549~~532,~~344~~552.0211 0.00 II-A1 1766,~~117,850~~554.4285 0.00 56,~~905~~138,~~200~~645.0116 1,~~383~~027,~~720~~224.7201 0.00 II-A2 ~~124~~85,~~197~~167.2503 0.00 6,~~322~~237,~~374~~207.6461 ~~153~~114,~~736~~128.4132 0.00 III-A1 1,~~433~~763,~~161~~185.2833 0.00 ~~162~~160,~~177~~414,~~516~~331.3401 2,~~192~~515,~~289~~551.0965 0.00 III-A2 ~~159~~195,~~235~~903.4065 0.00 1817,~~019~~823,~~187~~284.7005 ~~243~~279,~~580~~497.42 0.00 IV-A1 31767,~~365~~145.4203 0.00 8382,~~366~~599,~~641~~496.4542 ~~402~~1,~~440~~138,086.7096 0.00 IV-A2 385,~~484~~236.9631 0.00 9,~~262~~177,~~739~~503.5928 44126,~~714~~451.5610 0.00 V-A1 8233,~~001~~317.4567 0.00 32,~~460~~227,~~350~~032.3669 ~~166~~391,~~066~~343.5578 0.00 V-A2 ~~889~~25,925.1078 0.00 3,~~606~~581,~~926~~001.7700 1843,~~452~~485.9731 0.00 M 1,~~689~~705.8997 0.00 10,~~335~~333,~~277~~571.8386 49,~~289~~291.9380 0.00 B-1 ~~729~~736.0903 0.00 4,~~459~~458,~~099~~363.7673 21,~~265~~266.8768 0.00 B-2 ~~463~~468.8931 0.00 2,~~837~~836,~~154~~686.6938 13,~~530~~531.6618 0.00 B-3 ~~397~~401.7250 0.00 2,432,~~417~~016.9343 11,600.4487 0.00 B-4 ~~298~~301.2104 0.00 1,823,~~813~~512.7773 8,~~697~~698.9527 0.00 B-5 ~~231~~234.9213 0.00 1,418,~~427~~193.4431 6,764.6187 0.00 II-P1 0.00 0.00 100.00 07,049.0086 0.00 II-P2 0.00 0.00 100.00 0.00 0.00 AR 0.00 0.00 0.00 0.00 0.00 Totals 17,~~038~~344,~~640~~971.1377 0.00 ~~948~~931,~~518~~173,~~602~~630.6488 2122,~~888~~343,~~443~~207.5586 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-A1 305,771,000.00 ~~262~~249,~~070~~329,~~664~~679.4375 0.00 12,~~740~~076,~~984~~824.6893 0.00 0.00 I-A2 74,533,000.00 74,533,000.00 0.00 0.00 0.00 0.00 I-A3 133,184,000.00 133,184,000.00 0.00 0.00 0.00 0.00 I-A4 57,054,000.00 5250,~~198~~782,~~426~~766.1267 0.00 1,~~415~~341,~~659~~864.4521 0.00 0.00 I-M1 8,313,000.00 8,313,000.00 0.00 0.00 0.00 0.00 I-M2 8,005,000.00 8,005,000.00 0.00 0.00 0.00 0.00 I-M3 4,619,000.00 4,619,000.00 0.00 0.00 0.00 0.00 I-M4 4,003,000.00 4,003,000.00 0.00 0.00 0.00 0.00 I-M5 3,079,000.00 3,079,000.00 0.00 0.00 0.00 0.00 I-M6 3,079,000.00 3,079,000.00 0.00 0.00 0.00 0.00 I-M7 3,079,000.00 3,079,000.00 0.00 0.00 0.00 0.00 I-M8 6,774,000.00 6,774,000.00 0.00 0.00 0.00 0.00 I-P1 100.00 100.00 0.00 0.00 0.00 0.00 I-P2 100.00 100.00 0.00 0.00 0.00 0.00 1-R 100.00 0.00 0.00 0.00 0.00 0.00 CE 4,310,890.95 4,310,627.94 0.00 0.00 0.00 0.00 II-A1 59,458,000.00 5856,~~023~~905,~~050~~200.4301 6,~~802~~826.1676 1759,~~111,048~~728.2610 0.00 0.00 II-A2 6,606,000.00 6,~~446~~322,~~571~~374.8964 ~~755~~758.7448 ~~123~~84,~~441~~408.5055 0.00 0.00 III-A1 167,990,000.00 ~~163~~162,~~610~~177,~~677~~516.6234 15,~~080~~155.8363 1,~~418~~748,~~080~~029.4570 0.00 0.00 III-A2 18,665,000.00 18,~~178~~019,~~423~~187.1170 1,~~675~~683.6091 ~~157~~194,~~559~~219.8074 0.00 0.00 IV-A1 83,990,000.00 83,~~398~~366,~~006~~641.8745 2425,~~913~~032.6784 6742,~~451~~112.7518 0.00 0.00 IV-A2 9,332,000.00 9,~~266~~262,~~224~~739.5559 2,~~768~~781.1236 ~~716~~82,454.8495 0.00 0.00 V-A1 32,614,000.00 32,~~468~~460,~~351~~350.8136 8,~~001~~707.4586 0224,609.0080 0.00 0.00 V-A2 3,624,000.00 3,~~607~~606,~~815~~926.8877 ~~889~~967.1060 024,958.0018 0.00 0.00 M 10,342,000.00 10,~~336~~335,~~967~~277.7283 1,~~689~~705.8997 0.00 0.00 0.00 B-1 4,462,000.00 4,459,~~828~~099.8576 ~~729~~736.0903 0.00 0.00 0.00 B-2 2,839,000.00 2,837,~~618~~154.5869 ~~463~~468.8931 0.00 0.00 0.00 B-3 2,434,000.00 2,432,~~815~~417.6593 ~~397~~401.7250 0.00 0.00 0.00 B-4 1,825,000.00 1,~~824~~823,~~111~~813.9877 ~~298~~301.2104 0.00 0.00 0.00 B-5 1,419,350.00 1,418,~~659~~427.3644 ~~231~~234.9213 0.00 0.00 0.00 II-P1 100.00 100.00 0.00 0.00 0.00 0.00 II-P2 100.00 100.00 0.00 0.00 0.00 0.00 AR 100.00 0.00 0.00 0.00 0.00 0.00 Totals 1,021,404,840.95 ~~965~~948,~~557~~518,~~242~~602.79 64 65,~~697~~761.3942 1617,~~973~~279,~~942~~210.7334 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A1 12,~~740~~076,~~984~~824.6893 ~~249~~237,~~329~~252,~~679~~854.7582 0.~~81541310~~77591680 12,~~740~~076,~~984~~824.6893 I-A2 0.00 74,533,000.00 1.00000000 0.00 I-A3 0.00 133,184,000.00 1.00000000 0.00 I-A4 1,~~415~~341,~~659~~864.4521 5049,~~782~~440,~~766~~902.6746 0.~~89008250~~86656330 1,~~415~~341,~~659~~864.4521 I-M1 0.00 8,313,000.00 1.00000000 0.00 I-M2 0.00 8,005,000.00 1.00000000 0.00 I-M3 0.00 4,619,000.00 1.00000000 0.00 I-M4 0.00 4,003,000.00 1.00000000 0.00 I-M5 0.00 3,079,000.00 1.00000000 0.00 I-M6 0.00 3,079,000.00 1.00000000 0.00 I-M7 0.00 3,079,000.00 1.00000000 0.00 I-M8 0.00 6,774,000.00 1.00000000 0.00 I-P1 0.00 100.00 1.00000000 0.00 I-P2 0.00 100.00 1.00000000 0.00 1-R 0.00 0.00 0.00000000 0.00 CE 0.00 4,310,627.94 0.99993899 0.00 II-A1 1766,~~117,850~~554.4285 56,~~905~~138,~~200~~645.0116 0.~~95706549~~94417312 1766,~~117,850~~554.4285 II-A2 ~~124~~85,~~197~~167.2503 6,~~322~~237,~~374~~207.6461 0.~~95706549~~94417312 ~~124~~85,~~197~~167.2503 III-A1 1,~~433~~763,~~161~~185.2833 ~~162~~160,~~177~~414,~~516~~331.3401 0.~~96539982~~95490405 1,~~433~~763,~~161~~185.2833 III-A2 ~~159~~195,~~235~~903.4065 1817,~~019~~823,~~187~~284.7005 0.~~96539982~~95490405 ~~159~~195,~~235~~903.4065 IV-A1 31767,~~365~~145.4203 8382,~~366~~599,~~641~~496.4542 0.~~99257818~~98344442 31767,~~365~~145.4203 IV-A2 385,~~484~~236.9631 9,~~262~~177,~~739~~503.5928 0.~~99257818~~98344441 385,~~484~~236.9631 V-A1 8233,~~001~~317.4567 32,~~460~~227,~~350~~032.3669 0.~~99528884~~98813493 8233,~~001~~317.4567 V-A2 ~~889~~25,925.1078 3,~~606~~581,~~926~~001.7700 0.~~99528884~~98813493 ~~889~~25,925.1078 M 1,~~689~~705.8997 10,~~335~~333,~~277~~571.8386 0.~~99935001~~99918506 1,~~689~~705.8997 B-1 ~~729~~736.0903 4,~~459~~458,~~099~~363.7673 0.~~99935001~~99918506 ~~729~~736.0903 B-2 ~~463~~468.8931 2,~~837~~836,~~154~~686.6938 0.~~99935001~~99918506 ~~463~~468.8931 B-3 ~~397~~401.7250 2,432,~~417~~016.9343 0.~~99935001~~99918506 ~~397~~401.7250 B-4 ~~298~~301.2104 1,823,~~813~~512.7773 0.~~99935001~~99918506 ~~298~~301.2104 B-5 ~~231~~234.9213 1,418,~~427~~193.4431 0.~~99935001~~99918506 ~~231~~234.9213 II-P1 0.00 100.00 1.00000000 0.00 II-P2 0.00 100.00 1.00000000 0.00 AR 0.00 0.00 0.00000000 0.00 Totals 17,~~038~~344,~~640~~971.1377 ~~948~~931,~~518~~173,~~602~~630.6488 0.~~92864119~~91165970 17,~~038~~344,~~640~~971.1377

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A1 305,771,000.00 ~~857~~815.~~08149049~~41310245 0.00000000 4139.~~66838804~~49630583 0.00000000 I-A2 74,533,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A3 133,184,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A4 57,054,000.00 ~~914~~890.~~89511901~~08249500 0.00000000 2423.~~81262401~~51919602 0.00000000 I-M1 8,313,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M2 8,005,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M3 4,619,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M4 4,003,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M5 3,079,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M6 3,079,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M7 3,079,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M8 6,774,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-P1 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-P2 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 CE 4,310,890.95 999.93898941 0.00000000 0.00000000 0.00000000 II-A1 59,458,000.00 ~~975~~957.~~86616486~~06549178 0.~~11440277~~11481651 1812.~~68627031~~77755895 0.00000000 II-A2 6,606,000.00 ~~975~~957.~~86616561~~06549198 0.~~11440206~~11481683 1812.~~68627006~~77755828 0.00000000 III-A1 167,990,000.00 ~~973~~965.~~93105316~~39982344 0.~~08977219~~09021745 810.~~44145753~~40555807 0.00000000 III-A2 18,665,000.00 ~~973~~965.~~93105331~~39982320 0.~~08977230~~09021752 810.~~44145727~~40555800 0.00000000 IV-A1 83,990,000.00 992.~~95162365~~57818133 0.~~29662662~~29804548 08.~~07681569~~83572068 0.00000000 IV-A2 9,332,000.00 992.~~95162345~~57818153 0.~~29662666~~29804544 08.~~07681526~~83572117 0.00000000 V-A1 32,614,000.00 995.~~53418195~~28884405 0.~~24533789~~26699761 06.~~00000000~~88691360 0.00000000 V-A2 3,624,000.00 995.~~53418322~~28884382 0.~~24533664~~26699779 06.~~00000000~~88691501 0.00000000 M 10,342,000.00 999.~~51341327~~35001257 0.~~16340070~~16495552 0.00000000 0.00000000 B-1 4,462,000.00 999.~~51341327~~35001345 0.~~16339982~~16495518 0.00000000 0.00000000 B-2 2,839,000.00 999.~~51341317~~35001409 0.~~16339908~~16495597 0.00000000 0.00000000 B-3 2,434,000.00 999.~~51341413~~35001233 0.~~16340181~~16495481 0.00000000 0.00000000 B-4 1,825,000.00 999.~~51341370~~35001096 0.~~16340274~~16495342 0.00000000 0.00000000 B-5 1,419,350.00 999.~~51341107~~35001233 0.~~16339874~~16495579 0.00000000 0.00000000 II-P1 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-P2 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A1 0.00000000 4139.~~66838804~~49630583 ~~815~~775.~~41310245~~91679662 0.~~81541310~~77591680 4139.~~66838804~~49630583 I-A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-A4 0.00000000 2423.~~81262401~~51919602 ~~890~~866.~~08249500~~56329898 0.~~89008250~~86656330 2423.~~81262401~~51919602 I-M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-P1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-P2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CE 0.00000000 0.00000000 999.93898941 0.99993899 0.00000000 II-A1 0.00000000 1812.~~80067308~~89237529 ~~957~~944.~~06549178~~17311649 0.~~95706549~~94417312 1812.~~80067308~~89237529 II-A2 0.00000000 1812.~~80067363~~89237511 ~~957~~944.~~06549198~~17311686 0.~~95706549~~94417312 1812.~~80067363~~89237511 III-A1 0.00000000 810.~~53122972~~49577552 ~~965~~954.~~39982344~~90404792 0.~~96539982~~95490405 810.~~53122972~~49577552 III-A2 0.00000000 810.~~53122957~~49577552 ~~965~~954.~~39982320~~90404768 0.~~96539982~~95490405 810.~~53122957~~49577552 IV-A1 0.00000000 09.~~37344231~~13376628 ~~992~~983.~~57818133~~44441505 0.~~99257818~~98344442 09.~~37344231~~13376628 IV-A2 0.00000000 09.~~37344192~~13376661 ~~992~~983.~~57818153~~44441492 0.~~99257818~~98344441 09.~~37344192~~13376661 V-A1 0.00000000 07.~~24533789~~15391151 ~~995~~988.~~28884405~~13493254 0.~~99528884~~98813493 07.~~24533789~~15391151 V-A2 0.00000000 07.~~24533664~~15391280 ~~995~~988.~~28884382~~13493377 0.~~99528884~~98813493 07.~~24533664~~15391280 M 0.00000000 0.~~16340070~~16495552 999.~~35001257~~18505705 0.~~99935001~~99918506 0.~~16340070~~16495552 B-1 0.00000000 0.~~16339982~~16495518 999.~~35001345~~18505827 0.~~99935001~~99918506 0.~~16339982~~16495518 B-2 0.00000000 0.~~16339908~~16495597 999.~~35001409~~18505812 0.~~99935001~~99918506 0.~~16339908~~16495597 B-3 0.00000000 0.~~16340181~~16495481 999.~~35001233~~18505752 0.~~99935001~~99918506 0.~~16340181~~16495481 B-4 0.00000000 0.~~16340274~~16495342 999.~~35001096~~18505753 0.~~99935001~~99918506 0.~~16340274~~16495342 B-5 0.00000000 0.~~16339874~~16495579 999.~~35001233~~18505654 0.~~99935001~~99918506 0.~~16339874~~16495579 II-P1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-P2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: Note: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A1 0405/25/06 - 0506/2425/06 3032 5.~~06938~~19125% ~~262~~249,~~070~~329,~~664~~679.4375 1,~~107~~150,~~113~~517.1596 0.00 I-A2 0405/25/06 - 0506/2425/06 3032 5.~~16938~~29125% 74,533,000.00 ~~321~~350,~~074~~553.5054 0.00 I-A3 0405/25/06 - 0506/2425/06 3032 5.~~28938~~41125% 133,184,000.00 ~~587~~640,~~050~~615.6504 0.00 I-A4 0405/25/06 - 0506/2425/06 3032 5.~~25938~~38125% 5250,~~198~~782,~~426~~766.1267 ~~228~~242,~~776~~910.1390 0.00 I-M1 0405/25/06 - 0506/2425/06 3032 5.~~36938~~49125% 8,313,000.00 3740,~~196~~576.3868 0.00 I-M2 0405/25/06 - 0506/2425/06 3032 5.~~38938~~51125% 8,005,000.00 3539,~~951~~215.6661 0.00 I-M3 0405/25/06 - 0506/2425/06 3032 5.~~40938~~53125% 4,619,000.00 2022,~~821~~710.6108 0.00 I-M4 0405/25/06 - 0506/2425/06 3032 5.~~53938~~66125% 4,003,000.00 1820,~~478~~143.4599 0.00 I-M5 0405/25/06 - 0506/2425/06 3032 5.~~58938~~71125% 3,079,000.00 1415,~~341~~631.4206 0.00 I-M6 0405/25/06 - 0506/2425/06 3032 5.~~67938~~80125% 3,079,000.00 1415,~~572~~877.3438 0.00 I-M7 0405/25/06 - 0506/2425/06 3032 6.~~20938~~33125% 3,079,000.00 1517,~~932~~327.2393 01,213.0006 I-M8 0405/25/06 - 0506/2425/06 3032 78.~~95938~~08125% 6,774,000.00 4448,~~930~~659.7090 913,~~560~~206.6914 I-P1 N/A N/A 0.00000% 100.00 0.00 0.00 I-P2 N/A N/A 0.00000% 100.00 0.00 0.00 1-R N/A N/A 6.~~23713~~24433% 0.00 0.00 0.00 CE N/A N/A 0.00000% ~~567~~553,~~248~~091,~~118~~474.4835 0.00 0.00 II-A1 0405/01/06 - 0405/30/06 30 5.~~49858~~49691% 5856,~~023~~905,~~050~~200.4301 ~~265~~260,~~870~~669.3016 0.00 II-A2 0405/01/06 - 0405/30/06 30 5.~~49858~~49691% 6,~~446~~322,~~571~~374.8964 2928,~~539~~961.1629 0.00 III-A1 0405/01/06 - 0405/30/06 30 5.~~56781~~56698% ~~163~~162,~~610~~177,~~677~~516.6234 ~~759~~752,~~127~~366.8132 0.00 III-A2 0405/01/06 - 0405/30/06 30 5.~~56781~~56698% 18,~~178~~019,~~423~~187.1170 8483,~~345~~593.0277 0.00 IV-A1 0405/01/06 - 0405/30/06 30 5.~~33934~~33943% 83,~~398~~366,~~006~~641.8745 ~~371~~370,~~075~~941.2893 0.00 IV-A2 0405/01/06 - 0405/30/06 30 5.~~33934~~33943% 9,~~266~~262,~~224~~739.5559 41,~~229~~214.6079 0.00 V-A1 0405/01/06 - 0405/30/06 30 5.84194% 32,~~468~~460,~~351~~350.8136 158,~~065~~026.1011 0.00 V-A2 0405/01/06 - 0405/30/06 30 5.84194% 3,~~607~~606,~~815~~926.8877 17,~~563~~559.8753 0.00 M 0405/01/06 - 0405/30/06 30 5.~~52580~~52506% 10,~~336~~335,~~967~~277.7283 47,~~600~~585.0483 0.00 B-1 0405/01/06 - 0405/30/06 30 5.~~52580~~52506% 4,459,~~828~~099.8576 20,~~536~~530.7865 0.00 B-2 0405/01/06 - 0405/30/06 30 5.~~52580~~52506% 2,837,~~618~~154.5869 13,~~066~~062.7787 0.00 B-3 0405/01/06 - 0405/30/06 30 5.~~52580~~52506% 2,432,~~815~~417.6593 11,~~202~~199.7237 0.00 B-4 0405/01/06 - 0405/30/06 30 5.~~52580~~52506% 1,~~824~~823,~~111~~813.9877 8,~~399~~397.7423 0.00 B-5 0405/01/06 - 0405/30/06 30 5.~~52580~~52506% 1,418,~~659~~427.3644 6,~~532~~530.6974 0.00 II-P1 N/A N/A 0.00000% 100.00 0.00 0.00 II-P2 N/A N/A 0.00000% 100.00 0.00 0.00 AR N/A N/A 5.~~50591~~51312% 0.00 0.00 0.00 Totals 4,~~280~~425,~~394~~379.1066 914,~~560~~419.6920

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A1 0.00 0.00 1,~~107~~150,~~113~~517.1596 0.00 ~~249~~237,~~329~~252,~~679~~854.7582 I-A2 0.00 0.00 ~~321~~350,~~074~~553.5054 0.00 74,533,000.00 I-A3 0.00 0.00 ~~587~~640,~~050~~615.6504 0.00 133,184,000.00 I-A4 0.00 0.00 ~~228~~242,~~776~~910.1390 0.00 5049,~~782~~440,~~766~~902.6746 I-M1 0.00 0.00 3740,~~196~~576.3868 0.00 8,313,000.00 I-M2 0.00 0.00 3539,~~951~~215.6661 0.00 8,005,000.00 I-M3 0.00 0.00 2022,~~821~~710.6108 0.00 4,619,000.00 I-M4 0.00 0.00 1820,~~478~~143.4599 0.00 4,003,000.00 I-M5 0.00 0.00 1415,~~341~~631.4206 0.00 3,079,000.00 I-M6 0.00 0.00 1415,~~572~~877.3438 0.00 3,079,000.00 I-M7 01,213.0006 0.00 1517,~~932~~327.2393 0.00 3,079,000.00 I-M8 913,~~560~~206.6914 0.00 4448,~~930~~659.7090 0.00 6,774,000.00 I-P1 0.00 0.00 2033,~~065~~254.3046 0.00 100.00 I-P2 0.00 0.00 0.00 0.00 100.00 1-R 0.00 0.00 0.00 0.00 0.00 CE 0.00 0.00 ~~549~~532,~~344~~552.0211 0.00 ~~553~~539,~~091~~672,~~474~~785.3521 II-A1 0.00 0.00 ~~265~~260,~~870~~669.3016 0.00 56,~~905~~138,~~200~~645.0116 II-A2 0.00 0.00 2928,~~539~~961.1629 0.00 6,~~322~~237,~~374~~207.6461 III-A1 0.00 0.00 ~~759~~752,~~127~~366.8132 0.00 ~~162~~160,~~177~~414,~~516~~331.3401 III-A2 0.00 0.00 8483,~~345~~593.0277 0.00 1817,~~019~~823,~~187~~284.7005 IV-A1 0.00 0.00 ~~371~~370,~~075~~941.2893 0.00 8382,~~366~~599,~~641~~496.4542 IV-A2 0.00 0.00 41,~~229~~214.6079 0.00 9,~~262~~177,~~739~~503.5928 V-A1 0.00 0.00 158,~~065~~026.1011 0.00 32,~~460~~227,~~350~~032.3669 V-A2 0.00 0.00 17,~~563~~559.8753 0.00 3,~~606~~581,~~926~~001.7700 M 0.00 0.00 47,~~600~~585.0483 0.00 10,~~335~~333,~~277~~571.8386 B-1 0.00 0.00 20,~~536~~530.7865 0.00 4,~~459~~458,~~099~~363.7673 B-2 0.00 0.00 13,~~066~~062.7787 0.00 2,~~837~~836,~~154~~686.6938 B-3 0.00 0.00 11,~~202~~199.7237 0.00 2,432,~~417~~016.9343 B-4 0.00 0.00 8,~~399~~397.7423 0.00 1,823,~~813~~512.7773 B-5 0.00 0.00 6,~~532~~530.6974 0.00 1,418,~~427~~193.4431 II-P1 0.00 0.00 07,049.0086 0.00 100.00 II-P2 0.00 0.00 0.00 0.00 100.00 AR 0.00 0.00 0.00 0.46 0.00 Totals 914,~~560~~419.6920 0.00 4,~~849~~998,~~803~~236.4209 0.46 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A1 305,771,000.00 5.~~06938~~19125% ~~857~~815.~~08149049~~41310245 3.~~62072646~~76267848 0.00000000 I-A2 74,533,000.00 5.~~16938~~29125% 1000.00000000 4.~~30781667~~70333329 0.00000000 I-A3 133,184,000.00 5.~~28938~~41125% 1000.00000000 4.~~40781663~~81000000 0.00000000 I-A4 57,054,000.00 5.~~25938~~38125% ~~914~~890.~~89511901~~08249500 4.~~00981754~~25756126 0.00000000 I-M1 8,313,000.00 5.~~36938~~49125% 1000.00000000 4.~~47448334~~88111151 0.00000000 I-M2 8,005,000.00 5.~~38938~~51125% 1000.00000000 4.~~49115053~~89888944 0.00000000 I-M3 4,619,000.00 5.~~40938~~53125% 1000.00000000 4.~~50781771~~91666595 0.00000000 I-M4 4,003,000.00 5.~~53938~~66125% 1000.00000000 45.~~61615039~~03222333 0.00000000 I-M5 3,079,000.00 5.~~58938~~71125% 1000.00000000 45.~~65781747~~07666775 0.00000000 I-M6 3,079,000.00 5.~~67938~~80125% 1000.00000000 45.~~73281585~~15666775 0.00000000 I-M7 3,079,000.00 6.~~20938~~33125% 1000.00000000 5.~~17448197~~62777850 0.~~00000000~~39397856 I-M8 6,774,000.00 78.~~95938~~08125% 1000.00000000 67.~~63281665~~18333333 1.~~41138028~~94953351 I-P1 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 I-P2 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 1-R 100.00 6.~~23713~~24433% 0.00000000 0.00000000 0.00000000 CE 4,310,890.95 0.00000% ~~131584~~128300.~~89162896~~96626545 0.00000000 0.00000000 II-A1 59,458,000.00 5.~~49858~~49691% ~~975~~957.~~86616486~~06549178 4.~~47156480~~38408894 0.00000000 II-A2 6,606,000.00 5.~~49858~~49691% ~~975~~957.~~86616561~~06549198 4.~~47156524~~38408871 0.00000000 III-A1 167,990,000.00 5.~~56781~~56698% ~~973~~965.~~93105316~~39982344 4.~~51888690~~47863754 0.00000000 III-A2 18,665,000.00 5.~~56781~~56698% ~~973~~965.~~93105331~~39982320 4.~~51888669~~47863756 0.00000000 IV-A1 83,990,000.00 5.~~33934~~33943% 992.~~95162365~~57818133 4.~~41808882~~41650113 0.00000000 IV-A2 9,332,000.00 5.~~33934~~33943% 992.~~95162345~~57818153 4.~~41808830~~41650129 0.00000000 V-A1 32,614,000.00 5.84194% 995.~~53418195~~28884405 4.~~84654136~~84534586 0.00000000 V-A2 3,624,000.00 5.84194% 995.~~53418322~~28884382 4.~~84654249~~84534492 0.00000000 M 10,342,000.00 5.~~52580~~52506% 999.~~51341327~~35001257 4.~~60259524~~60122123 0.00000000 B-1 4,462,000.00 5.~~52580~~52506% 999.~~51341327~~35001345 4.~~60259525~~60122143 0.00000000 B-2 2,839,000.00 5.~~52580~~52506% 999.~~51341317~~35001409 4.~~60259598~~60122226 0.00000000 B-3 2,434,000.00 5.~~52580~~52506% 999.~~51341413~~35001233 4.~~60259655~~60122021 0.00000000 B-4 1,825,000.00 5.~~52580~~52506% 999.~~51341370~~35001096 4.~~60259726~~60122192 0.00000000 B-5 1,419,350.00 5.~~52580~~52506% 999.~~51341107~~35001233 4.~~60259274~~60121887 0.00000000 II-P1 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 II-P2 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 AR 100.00 5.~~50591~~51312% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A1 0.00000000 0.00000000 3.~~62072646~~76267848 0.00000000 ~~815~~775.~~41310245~~91679662 I-A2 0.00000000 0.00000000 4.~~30781667~~70333329 0.00000000 1000.00000000 I-A3 0.00000000 0.00000000 4.~~40781663~~81000000 0.00000000 1000.00000000 I-A4 0.00000000 0.00000000 4.~~00981754~~25756126 0.00000000 ~~890~~866.~~08249500~~56329898 I-M1 0.00000000 0.00000000 4.~~47448334~~88111151 0.00000000 1000.00000000 I-M2 0.00000000 0.00000000 4.~~49115053~~89888944 0.00000000 1000.00000000 I-M3 0.00000000 0.00000000 4.~~50781771~~91666595 0.00000000 1000.00000000 I-M4 0.00000000 0.00000000 45.~~61615039~~03222333 0.00000000 1000.00000000 I-M5 0.00000000 0.00000000 45.~~65781747~~07666775 0.00000000 1000.00000000 I-M6 0.00000000 0.00000000 45.~~73281585~~15666775 0.00000000 1000.00000000 I-M7 0.~~00000000~~39397856 0.00000000 5.~~17448197~~62777850 0.00000000 1000.00000000 I-M8 1.~~41138028~~94953351 0.00000000 67.~~63281665~~18333333 0.00000000 1000.00000000 I-P1 0.00000000 0.00000000 ~~200653~~332544.~~00000000~~60000000 0.00000000 1000.00000000 I-P2 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 1-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CE 0.00000000 0.00000000 ~~127~~123.~~43166700~~53643740 0.00000000 ~~128300~~125188.~~96626545~~22477057 II-A1 0.00000000 0.00000000 4.~~47156480~~38408894 0.00000000 ~~957~~944.~~06549178~~17311649 II-A2 0.00000000 0.00000000 4.~~47156524~~38408871 0.00000000 ~~957~~944.~~06549198~~17311686 III-A1 0.00000000 0.00000000 4.~~51888690~~47863754 0.00000000 ~~965~~954.~~39982344~~90404792 III-A2 0.00000000 0.00000000 4.~~51888669~~47863756 0.00000000 ~~965~~954.~~39982320~~90404768 IV-A1 0.00000000 0.00000000 4.~~41808882~~41650113 0.00000000 ~~992~~983.~~57818133~~44441505 IV-A2 0.00000000 0.00000000 4.~~41808830~~41650129 0.00000000 ~~992~~983.~~57818153~~44441492 V-A1 0.00000000 0.00000000 4.~~84654136~~84534586 0.00000000 ~~995~~988.~~28884405~~13493254 V-A2 0.00000000 0.00000000 4.~~84654249~~84534492 0.00000000 ~~995~~988.~~28884382~~13493377 M 0.00000000 0.00000000 4.~~60259524~~60122123 0.00000000 999.~~35001257~~18505705 B-1 0.00000000 0.00000000 4.~~60259525~~60122143 0.00000000 999.~~35001345~~18505827 B-2 0.00000000 0.00000000 4.~~60259598~~60122226 0.00000000 999.~~35001409~~18505812 B-3 0.00000000 0.00000000 4.~~60259655~~60122021 0.00000000 999.~~35001233~~18505752 B-4 0.00000000 0.00000000 4.~~60259726~~60122192 0.00000000 999.~~35001096~~18505753 B-5 0.00000000 0.00000000 4.~~60259274~~60121887 0.00000000 999.~~35001233~~18505654 II-P1 0.00000000 0.00000000 070498.~~00000000~~60000000 0.00000000 1000.00000000 II-P2 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 AR 0.00000000 0.00000000 0.00000000 460.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: Note: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 22,~~103~~372,~~466~~976.4282 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~173~~147,~~538~~139.7516 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 2040,~~065~~304.3032 Swap/Cap Payments 33242,~~727~~515.8553 Total Deposits 22,~~330~~802,~~798~~935.3283 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~151~~173,~~096~~538.4575 Total Administration Fees ~~291~~286,~~258~~189.3222 Payment of Interest and Principal 2122,~~888~~343,~~443~~207.5586 Total Withdrawals (Pool Distribution Amount) 22,~~330~~802,~~798~~935.3283 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~273~~268,~~122~~352.2607 Lender Paid Mortgage Insurance 1817,~~136~~837.0615 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~291~~286,~~258~~189.3222 *Servicer Payees include: COUNTRYWIDE HOME LOANS INC.; FRANKLIN BANK; GMAC MTG CORP; GREENPOINT MTG FUNDING, INC; INDYMAC; NATIONAL CITY MTG CO; RESIDENTIAL FUNDING CORP; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Group 1 Reserve Account 1,000.00 914,~~560~~419.6920 914,~~560~~419.6920 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Supplemental Interest Trust (DBAG) 2,~~327~~468,~~061~~421.5203 2,~~293~~225,~~333~~905.6750 33242,~~727~~515.8553

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.~~322486~~327684% Weighted Average Net Coupon 5.~~983048~~988184% Weighted Average Pass-Through Rate 5.~~960508~~965617% Weighted Average Remaining Term ~~353~~352 Beginning Scheduled Collateral Loan Count 3,~~145~~090 Number Of Loans Paid In Full 5558 Ending Scheduled Collateral Loan Count 3,~~090~~032 Beginning Scheduled Collateral Balance ~~965~~948,~~557~~518,~~242~~602.8067 Ending Scheduled Collateral Balance ~~948~~931,~~518~~173,~~602~~630.6791 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~948~~931,~~626~~276,~~772~~399.2131 Monthly P&I Constant 5,~~220~~133,~~821~~717.2759 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 2040,~~065~~304.3032 Prepayment Penalty Paid Count 57 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~133~~132,~~553~~112.1055 Unscheduled Principal 1617,~~905~~212,~~087~~859.0321

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~638448~~653494 5.~~797605~~796835 Weighted Average Net Rate 6.~~303605~~318760 5.~~498579~~496914 Pass-Through Rate 6.~~265724~~280559 5.~~498579~~496914 Weighted Average Remaining Term 352 353 ~~354~~ Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 3,~~206~~133,~~152~~009.9698 ~~338~~332,~~969~~961.2027 Beginning Loan Count 2,~~084~~038 ~~182~~179 Loans Paid in Full 46 3 Ending Loan Count 21,~~038~~992 ~~179~~176 Beginning Scheduled Balance ~~567~~553,~~248~~091,~~118~~474.4835 6867,~~498~~255,~~417~~897.5861 Ending Scheduled Balance ~~553~~539,~~091~~672,~~474~~785.3521 6766,~~255~~403,~~897~~692.6146 Scheduled Principal 6866,~~113~~351.6513 8,~~030~~068.2150 Unscheduled Principal 1413,~~088~~352,~~530~~338.4801 1844,~~234,489~~136.7665 Scheduled Interest 3,~~138~~066,~~039~~658.3185 ~~330~~324,~~938~~892.9977 Servicing Fees ~~158~~154,282.40 17 16,~~069~~809.0051 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 17,~~906~~606.9198 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~961~~894,~~850~~769.0070 ~~313~~308,~~869~~083.9926 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 2033,~~065~~254.3046 0.00 Prepayment Penalty Paid Count 56 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group 3 Group 4 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~920988~~919990 5.~~695905~~696000 Weighted Average Net Rate 5.~~567811~~566983 5.~~342136~~342238 Pass-Through Rate 5.~~567811~~566983 5.~~339340~~339429 Weighted Average Remaining Term ~~354~~ 353 352 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~970~~963,~~951~~027.5955 496,~~220~~195.4341 Beginning Loan Count ~~601~~595 192 Loans Paid in Full 6 02 Ending Loan Count ~~595~~589 ~~192~~190 Beginning Scheduled Balance ~~193~~191,~~173~~579,~~008~~562.5051 98,~~352~~316,~~623~~073.5889 Ending Scheduled Balance ~~191~~189,~~579~~619,~~562~~409.5179 9897,~~316~~461,~~073~~984.8999 Scheduled Principal 17,~~805~~903.7428 29,~~381~~521.1077 Unscheduled Principal 1,~~575~~942,~~640~~249.2544 7824,~~168~~567.5913 Scheduled Interest ~~953~~945,~~145~~124.8527 466,~~839~~673.3364 Servicing Fees 56,~~853~~357.5846 28,~~995~~983.1172 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 ~~229~~230.1517 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 ~~896~~888,~~292~~766.2781 437,~~615~~459.0775 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 07,049.0086 0.00 Prepayment Penalty Paid Count 01 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group 5 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~215624~~215622 6.~~322486~~327684 Weighted Average Net Rate 5.~~841938~~841936 5.~~983048~~988184 Pass-Through Rate 5.~~841938~~841936 5.~~960508~~965617 Weighted Average Remaining Term ~~356~~355 ~~353~~352 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 208,~~527~~523.0938 5,~~220~~133,~~821~~717.2759 Beginning Loan Count 86 3,~~145~~090 Loans Paid in Full 01 5558 Ending Loan Count 8685 3,~~090~~032 Beginning Scheduled Balance 38,~~285~~275,~~074~~594.6631 ~~965~~948,~~557~~518,~~242~~602.8067 Ending Scheduled Balance 38,~~275~~015,~~594~~758.3146 ~~948~~931,~~518~~173,~~602~~630.6791 Scheduled Principal 10,~~222~~267.4087 ~~133~~132,~~553~~112.1055 Unscheduled Principal ~~(742~~249,567.~~05)~~98 1617,~~905~~212,~~087~~859.0321 Scheduled Interest 198,~~304~~255.6951 5,~~087~~001,~~268~~605.1704 Servicing Fees 11,~~922~~919.1721 ~~273~~268,~~122~~352.2607 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 1817,~~136~~837.0615 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 186,~~382~~336.5230 4,~~796~~715,~~009~~415.8582 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 2040,~~065~~304.3032 Prepayment Penalty Paid Count 0 57 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Cash Reporting Excess Cash Amount ~~558~~546,~~899~~964.5659 Supplemental Int Trust (Deutsche Bank) 0.00 Structural Reporting Extra Principal Distribution 0.00 Overcollateralization Amount 4,310,627.94 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Reduction 0.00 Required Overcollateralization Amount 4,310,627.94

Additional Reporting - Group Level Trigger Event Reporting Group 1 Group 1 Cumulative Loss Trigger Calculated Value 0.000000% Trigger Result Pass Threshold Value 30.000000% Group 1 Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.~~489060~~792861% Group 1 Shifting Interest Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Group 1 Two Times Delinquency Trigger Result Pass Threshold Value 50.000000% Calculated Value 0.~~489060~~792861% Group 1 Two Times Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Group I Trigger Event Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Group 2 Group II-V Cumulative Loss Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Group II-V Delinquency Trigger Calculated Value 0.~~256968~~584881% Trigger Result Pass Threshold Value 3.~~273356~~354746%

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2115 0 0 0 2115 63,~~878~~599,~~601~~625.0514 0.00 0.00 0.00 63,~~878~~599,~~601~~625.0514 60 Days 1012 0 0 0 1012 3,~~033~~171,~~308~~947.6212 0.00 0.00 0.00 3,~~033~~171,~~308~~947.6212 90 Days 28 0 0 0 28 ~~400~~2,~~200~~306,108.0062 0.00 0.00 0.00 ~~400~~2,~~200~~306,108.0062 120 Days 1 0 0 0 1 ~~269~~196,~~327~~200.8300 0.00 0.00 0.00 ~~269~~196,~~327~~200.8300 150 Days 01 0 0 0 01 0269,327.0083 0.00 0.00 0.00 0269,327.0083 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3437 0 0 0 3437 109,~~581~~543,~~437~~208.5071 0.00 0.00 0.00 109,~~581~~543,~~437~~208.5071 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~679612~~494723% 0.000000% 0.000000% 0.000000% 0.~~679612~~494723% 0.~~725111~~386526% 0.000000% 0.000000% 0.000000% 0.~~725111~~386526% 60 Days 0.~~323625~~395778% 0.000000% 0.000000% 0.000000% 0.~~323625~~395778% 0.~~319758~~340602% 0.000000% 0.000000% 0.000000% 0.~~319758~~340602% 90 Days 0.~~064725~~263852% 0.000000% 0.000000% 0.000000% 0.~~064725~~263852% 0.~~042187~~247629% 0.000000% 0.000000% 0.000000% 0.~~042187~~247629% 120 Days 0.~~032362~~032982% 0.000000% 0.000000% 0.000000% 0.~~032362~~032982% 0.~~028391~~021068% 0.000000% 0.000000% 0.000000% 0.~~028391~~021068% 150 Days 0.~~000000~~032982% 0.000000% 0.000000% 0.000000% 0.~~000000~~032982% 0.~~000000~~028920% 0.000000% 0.000000% 0.000000% 0.~~000000~~028920% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.~~100324~~220317% 0.000000% 0.000000% 0.000000% 1.~~100324~~220317% 1.~~115448~~024745% 0.000000% 0.000000% 0.000000% 1.~~115448~~024745%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~173~~147,~~538~~139.7516

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 0 0 0 0.00 0.00 0.00 0.00 30 Days 1713 0 0 0 1713 53,~~011~~185,~~823~~795.0664 0.00 0.00 0.00 53,~~011~~185,~~823~~795.0664 60 Days 910 0 0 0 910 2,~~781~~704,~~308~~019.6212 0.00 0.00 0.00 2,~~781~~704,~~308~~019.6212 90 Days 18 0 0 0 18 ~~196~~2,~~200~~306,108.0062 0.00 0.00 0.00 ~~196~~2,~~200~~306,108.0062 120 Days 1 0 0 0 1 ~~269~~196,~~327~~200.8300 0.00 0.00 0.00 ~~269~~196,~~327~~200.8300 150 Days 01 0 0 0 01 0269,327.0083 0.00 0.00 0.00 0269,327.0083 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2833 0 0 0 2833 8,~~258~~661,~~659~~451.5121 0.00 0.00 0.00 8,~~258~~661,~~659~~451.5121 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~834151~~652610% 0.000000% 0.000000% 0.000000% 0.~~834151~~652610% 0.~~906055~~590259% 0.000000% 0.000000% 0.000000% 0.~~906055~~590259% 60 Days 0.~~441609~~502008% 0.000000% 0.000000% 0.000000% 0.~~441609~~502008% 0.~~502815~~500997% 0.000000% 0.000000% 0.000000% 0.~~502815~~500997% 90 Days 0.~~049068~~401606% 0.000000% 0.000000% 0.000000% 0.~~049068~~401606% 0.~~035470~~427272% 0.000000% 0.000000% 0.000000% 0.~~035470~~427272% 120 Days 0.~~049068~~050201% 0.000000% 0.000000% 0.000000% 0.~~049068~~050201% 0.~~048690~~036352% 0.000000% 0.000000% 0.000000% 0.~~048690~~036352% 150 Days 0.~~000000~~050201% 0.000000% 0.000000% 0.000000% 0.~~000000~~050201% 0.~~000000~~049901% 0.000000% 0.000000% 0.000000% 0.~~000000~~049901% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.~~373896~~656627% 0.000000% 0.000000% 0.000000% 1.~~373896~~656627% 1.~~493029~~604780% 0.000000% 0.000000% 0.000000% 1.~~493029~~604780% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 10 0 0 0 10 ~~257,599~~0.9900 0.00 0.00 0.00 ~~257,599~~0.9900 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 0 0 0 10 ~~257,599~~0.9900 0.00 0.00 0.00 ~~257,599~~0.9900 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~558659~~000000% 0.000000% 0.000000% 0.000000% 0.~~558659~~000000% 0.~~382973~~000000% 0.000000% 0.000000% 0.000000% 0.~~382973~~000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~558659~~000000% 0.000000% 0.000000% 0.000000% 0.~~558659~~000000% 0.~~382973~~000000% 0.000000% 0.000000% 0.000000% 0.~~382973~~000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 ~~467~~413,~~928~~829.0050 0.00 0.00 0.00 ~~467~~413,~~928~~829.0050 60 Days 12 0 0 0 12 ~~252~~467,~~000~~928.00 0.00 0.00 0.00 ~~252~~467,~~000~~928.00 90 Days 10 0 0 0 10 ~~204,000~~0.00 0.00 0.00 0.00 ~~204,000~~0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4 0 0 0 4 ~~923~~881,~~928~~757.0050 0.00 0.00 0.00 ~~923~~881,~~928~~757.0050 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~336134~~339559% 0.000000% 0.000000% 0.000000% 0.~~336134~~339559% 0.~~244228~~218226% 0.000000% 0.000000% 0.000000% 0.~~244228~~218226% 60 Days 0.~~168067~~339559% 0.000000% 0.000000% 0.000000% 0.~~168067~~339559% 0.~~131527~~246754% 0.000000% 0.000000% 0.000000% 0.~~131527~~246754% 90 Days 0.~~168067~~000000% 0.000000% 0.000000% 0.000000% 0.~~168067~~000000% 0.~~106475~~000000% 0.000000% 0.000000% 0.000000% 0.~~106475~~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.~~672269~~679117% 0.000000% 0.000000% 0.000000% 0.~~672269~~679117% 0.~~482230~~464980% 0.000000% 0.000000% 0.000000% 0.~~482230~~464980% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 10 0 0 0 10 ~~1,141,250~~0.00 0.00 0.00 0.00 ~~1,141,250~~0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 0 0 0 10 ~~1,141,250~~0.00 0.00 0.00 0.00 ~~1,141,250~~0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~162791~~000000% 0.000000% 0.000000% 0.000000% 10.~~162791~~000000% 20.~~981281~~000000% 0.000000% 0.000000% 0.000000% 20.~~981281~~000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 10.~~162791~~000000% 0.000000% 0.000000% 0.000000% 10.~~162791~~000000% 20.~~981281~~000000% 0.000000% 0.000000% 0.000000% 20.~~981281~~000000%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 150,000.00 0.01468566% 150,000.00 0.~~01581413~~01610870% Fraud 12,168,013.50 1.19130173% 12,168,013.50 1.~~28284395~~30673948% Special Hazard 4,056,004.50 0.39710058% 4,056,004.50 0.~~42761465~~43557983% Limit of Subordinate's Exposure to Certain Types of Losses

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. Group 3 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 4 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 5 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 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 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 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 3 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 4 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 5 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.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 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 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 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 3 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 4 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 5 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.

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

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1 46 13,~~752~~168,~~095~~918.00 13,~~728~~041,~~959~~979.8395 0 0.00 0.00 Group 2 3 1846,~~232,000~~100.00 1842,~~231,932~~776.6325 0 0.00 0.00 Group 3 6 1,~~552~~926,000.00 1,~~551~~925,~~999~~370.2721 0 0.00 0.00 Group 4 02 0812,000.00 0811,989.0092 0 0.00 0.00 Group 5 01 0375,000.00 0247,326.0021 0 0.00 0.00 Total 5558 1617,~~536~~128,~~095~~018.00 16,~~512~~869,~~891~~442.7354 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 ~~361~~311,~~687~~598.3554 Group 2 0 0.00 0.00 0 0.00 0.00 21,~~557~~828.1345 Group 3 0 0.00 0.00 0 0.00 0.00 2316,~~640~~879.9823 Group 4 0 0.00 0.00 0 0.00 0.00 712,~~168~~577.5921 Group 5 0 0.00 0.00 0 0.00 0.00 ~~(742~~3,262.~~05)~~55 Total 0 0.00 0.00 0 0.00 0.00 ~~394~~346,~~312~~145.0098

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0110533380~~0110533416 AZCO 7953.9816 01-Jul-2005 ~~187~~160,000.00 79,519.29 Group 1 0110584116 KY 90.00 01-Aug-2005 115,200.00 ~~187~~115,200.00 Group 1 ~~0110584885~~0110584991 FLOR 8073.0011 01-~~Jun~~Aug-2005 ~~220~~155,~~800~~000.00 ~~220~~155,~~800~~000.00 Group 1 ~~0110584963~~0110585045 UT 8079.0099 01-Aug-2005 ~~272~~253,~~000~~500.00 ~~271~~253,~~876~~500.3700 Group 1 ~~0110585108~~0110585052 CA 8072.0014 01-Aug-2005 ~~212~~353,~~000~~500.00 ~~212~~353,~~000~~478.0010 Group 1 ~~0110585119~~0110585054 ILCA 7980.9900 01-~~Jul~~Aug-2005 ~~279~~352,~~900~~000.00 ~~279~~347,~~900~~249.0036 Group 1 ~~0110594225~~0110594212 ALHI 4665.2063 01-~~Sep~~Aug-2005 ~~133~~350,~~975~~000.00 ~~133~~350,~~074~~000.8300 Group 1 ~~0110594229~~0110594240 MINJ 8050.0025 01-Aug-2005 ~~156~~158,~~000~~300.00 155,~~773~~545.4961 Group 1 ~~0110594233~~0110757477 AZMI 6658.0502 01-Aug-2005 ~~142~~278,~~000~~500.00 ~~141~~278,~~994~~500.00 Group 1 ~~0110757458~~0110762387 VAAZ 7280.4400 01-Aug-2005 ~~297~~100,000.00 ~~297~~99,~~000~~093.0075 Group 1 ~~0110762457~~0110762459 FLMD 7574.0029 01-~~May~~Jun-2005 ~~544~~208,~~500~~000.00 ~~544~~208,~~500~~000.00 Group 1 ~~0110762601~~0110762477 AZNV 80.00 01-~~Aug~~May-2005 ~~204~~228,000.00 ~~204~~228,000.00 Group 1 ~~0110762623~~0110784039 NVFL 8090.00 01-~~Jul~~Sep-2005 ~~190~~157,~~400~~500.00 ~~190~~157,~~400~~500.00 Group 1 ~~0110762772~~0110784161 NVFL 80.00 01-~~May~~Sep-2005 ~~320~~76,~~700~~000.00 ~~320~~76,~~700~~000.00 Group 1 ~~0110783971~~0110784171 MDFL 80.00 01-Sep-2005 ~~172~~50,~~800~~000.00 ~~172~~49,~~800~~599.0015 Group 1 ~~0110784046~~0110784297 FL ~~100~~95.00 01-Sep-2005 ~~190~~142,~~000~~500.00 ~~190~~142,~~000~~500.00 Group 1 ~~0110784097~~0110817761 FLOH 7779.4299 01-~~Sep~~Aug-2005 ~~120~~240,~~000~~450.00 ~~119~~237,~~897~~555.2512 Group 1 ~~0110815956~~0110825737 MDNV 78.5143 01-~~Sep~~Oct-2005 ~~529~~170,~~000~~350.00 ~~529~~170,~~000~~350.00 Group 1 ~~0110817751~~0110831582 MIWA 7884.0597 01-~~Oct~~Jul-2005 ~~160~~166,~~000~~500.00 ~~157~~166,~~357~~405.0762 Group 1 ~~0110825678~~0110838905 NJAZ 80.00 01-Oct-2005 ~~260~~180,000.00 ~~258~~179,~~129~~951.0025 Group 1 ~~0110838913~~0110839088 COWA 7980.9600 01-~~Oct~~Sep-2005 71268,~~200~~800.00 71268,~~200~~427.0084 Group 1 ~~0110839514~~0110839102 FLAZ 7279.7797 01-Oct-2005 73529,~~500~~000.00 73528,~~484~~638.2184 Group 1 ~~0110873941~~0110873965 CA 8090.00 01-Oct-2005 ~~280~~351,000.00 ~~280~~351,000.00 Group 1 ~~0110873979~~0110874039 CANV 80.00 01-Oct-2005 ~~640~~154,~~000~~400.00 ~~640~~154,~~000~~400.00 Group 1 ~~0110874123~~0110874044 CA 80.00 01-Oct-2005 ~~160~~259,~~000~~218.00 ~~158~~259,~~848~~218.5900 Group 1 ~~0110874137~~0110874129 AZ 80.00 01-Oct-2005 ~~164~~182,~~550~~000.00 ~~164~~182,~~550~~000.00 Group 1 ~~0110891595~~0110891853 WIIL 7780.9200 01-Sep-2005 ~~300~~292,000.00 ~~297~~292,~~622~~000.3100 Group 1 ~~0110891688~~0110987368 FLCA 7380.7100 01-~~Sep~~Nov-2005 ~~420~~388,~~170~~000.00 ~~415~~388,~~277~~000.6800 Group 1 ~~0110892097~~0110987823 NVFL 7580.00 01-~~Sep~~Nov-2005 74105,~~250~~600.00 73105,~~612~~600.7100 Group 1 ~~0110892237~~0110987843 CA 80.00 01-~~Sep~~Nov-2005 ~~420~~815,~~000~~200.00 ~~420~~815,~~000~~125.00 Group 1 ~~0110892260~~0110987967 NVCA 8074.0078 01-~~Sep~~Nov-2005 ~~611~~650,~~200~~000.00 ~~611~~650,~~200~~000.00 Group 1 ~~0110925087~~0110988085 NJAZ 8079.0099 01-~~Aug~~Oct-2005 ~~296~~434,~~000~~950.00 ~~292~~434,~~293~~949.1499 Group 1 ~~0110987957~~0110988789 CA 80.00 01-Nov-2005 ~~551~~664,~~200~~000.00 ~~547~~664,~~975~~000.3300 Group 1 ~~0110988094~~0111018194 WANV 8079.0099 01-~~Oct~~Nov-2005 ~~561~~248,~~600~~300.00 ~~561~~248,~~600~~300.00 Group 1 ~~0110988782~~0111018213 CANV 80.00 01-Nov-2005 ~~416~~265,~~000~~600.00 ~~416~~265,~~000~~600.00 Group 1 ~~0110988785~~0111018242 CONV 80.00 01-Nov-2005 ~~404~~217,~~800~~450.00 ~~404~~217,~~800~~450.00 Group 1 ~~0111007527~~0111018300 FLCO 7980.8900 01-~~Nov~~Oct-2005 ~~179~~80,~~200~~000.00 ~~178~~80,~~127~~000.8400 Group 1 ~~0111018502~~0111018310 WANJ 8074.0098 01-~~Oct~~May-2005 ~~160~~227,~~000~~200.00 ~~159~~227,~~899~~068.6967 Group 1 ~~0111018638~~0111018477 FLCO 9579.0046 01-~~Aug~~Oct-2005 ~~258~~94,400.00 ~~257~~94,~~956~~371.6647 Group 1 ~~0111049910~~0111256074 VAMD 7859.2422 01-~~Nov~~Dec-2005 ~~338~~456,000.00 ~~338~~428,~~000~~184.0073 Group 1 ~~0111049920~~0111256147 NJCA ~~79.~~78.53 01-~~Nov~~Dec-2005 ~~359~~267,000.00 ~~359~~266,~~000~~999.0099 Group 1 ~~0111055817~~0111397414 NCMO 8068.0040 01-~~Nov~~Apr-2005 66171,~~400~~000.00 ~~66,~~167,543.1676 Group 1 ~~0111256057~~0111397422 CA 7557.0095 01-~~Dec~~Jun-2005 ~~494~~747,~~250~~500.00 ~~494~~747,~~250~~500.00 Group 1 ~~0111397417~~0111520018 CA 2780.5000 01-~~May~~Dec-2005 1488,~~100,~~000.00 1488,~~100,~~000.00 Group 1 ~~0111397431~~0111520102 MDNJ 80.00 01-~~May~~Mar-2005 ~~374~~252,~~400~~000.00 ~~374~~248,~~400~~463.0014 Group 1 ~~0111520093~~0111520347 TXCA 7472.9928 01-~~Dec~~Feb-~~2005~~2006 ~~273~~665,~~700~~000.00 ~~272~~664,~~175~~950.8079 Group 12 ~~0111520209~~0110988066 AZWA 80.00 01-~~Jan~~Nov-~~2006~~2005 ~~112~~137,~~000~~600.00 ~~112~~137,~~000~~600.00 Group 2 ~~0110772248~~0111255951 CA 8079.0065 01-~~Sep~~Dec-2005 ~~432~~338,~~000~~500.00 ~~432~~338,~~000~~400.00 Group 2 ~~0111255948~~0111255954 CATN 7755.2606 01-~~Dec~~Nov-2005 ~~400~~370,000.00 ~~400~~366,~~000~~308.0020 Group 23 ~~0111255992~~0110838969 MDCA 80.00 01-~~Dec~~Oct-2005 ~~400~~120,000.00 ~~399~~119,~~932~~970.6362 Group 3 ~~0110838958~~0110839052 CAWA 80.00 01-Oct-2005 ~~460~~288,000.00 ~~460~~287,~~000~~399.0059 Group 3 ~~0110873938~~0110874040 ORCA 80.00 01-Oct-2005 ~~273~~252,~~600~~000.00 ~~273~~252,~~600~~000.00 Group 3 ~~0110873949~~0110987443 CA 8070.00 01-~~Oct~~Nov-2005 ~~308~~574,~~800~~000.00 ~~308~~574,~~799~~000.6600 Group 3 ~~0110987398~~0110987458 ORCA 7980.9900 01-Nov-2005 ~~173~~412,~~050~~000.00 ~~173~~412,~~050~~000.00 Group 3 ~~0110987542~~0111049946 AZMD 80.00 01-Nov-2005 ~~196~~280,000.00 ~~196~~280,000.00 Group 34 ~~0111177462~~0111256117 AZCA 8076.0092 01-Dec-2005 ~~140~~500,~~550~~000.00 ~~140~~500,~~549~~000.6100 Group 4 0111256149 CA 80.00 01-Jan-2006 312,000.00 311,989.92 Group 5 0111520287 CA 41.12 01-Feb-2006 375,000.00 246,305.43

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0110533380~~0110533416 Loan Paid in Full (1) 6.500% 360 1011 Group 1 ~~0110584885~~0110584116 Loan Paid in Full 0(1) 6.~~625~~500% 360 1110 Group 1 ~~0110584963~~0110584991 Loan Paid in Full 0 5.~~500~~750% 360 910 Group 1 ~~0110585108~~0110585045 Loan Paid in Full 0(1) 5.~~875~~500% 360 910 Group 1 ~~0110585119~~0110585052 Loan Paid in Full 0 5.~~750~~250% 360 10 Group 1 ~~0110594225~~0110585054 Loan Paid in Full ~~(1)~~0 65.~~750~~000% 360 810 Group 1 ~~0110594229~~0110594212 Loan Paid in Full 0(1) 6.625% 360 910 Group 1 ~~0110594233~~0110594240 Loan Paid in Full 0(1) 6.625% 360 910 Group 1 ~~0110757458~~0110757477 Loan Paid in Full 0(1) 4.500% 360 910 Group 1 ~~0110762457~~0110762387 Loan Paid in Full 0 7.~~500~~125% 360 1210 Group 1 ~~0110762601~~0110762459 Loan Paid in Full 0 6.~~500~~625% 360 912 Group 1 ~~0110762623~~0110762477 Loan Paid in Full 0 7.125% 360 1013 Group 1 ~~0110762772~~0110784039 Loan Paid in Full 0(1) 67.~~500~~750% 360 129 Group 1 ~~0110783971~~0110784161 Loan Paid in Full 0 6.~~625~~875% 360 89 Group 1 ~~0110784046~~0110784171 Loan Paid in Full 0 87.~~875~~250% 360 89 Group 1 ~~0110784097~~0110784297 Loan Paid in Full (1) 7.~~250~~375% 360 89 Group 1 ~~0110815956~~0110817761 Loan Paid in Full 0 65.~~875~~625% 360 810 Group 1 ~~0110817751~~0110825737 Loan Paid in Full 0 47.~~750~~500% 360 78 Group 1 ~~0110825678~~0110831582 Loan Paid in Full 0 6.625% 360 711 Group 1 ~~0110838913~~0110838905 Loan Paid in Full ~~(1)~~0 6.~~750~~500% 360 78 Group 1 ~~0110839514~~0110839088 Loan Paid in Full 0 76.~~125~~375% 360 79 Group 1 ~~0110873941~~0110839102 Loan Paid in Full 0 6.~~750~~875% 360 78 Group 1 ~~0110873979~~0110873965 Loan Paid in Full 0 6.~~500~~875% 360 78 Group 1 ~~0110874123~~0110874039 Loan Paid in Full 0 6.625% 360 78 Group 1 ~~0110874137~~0110874044 Loan Paid in Full ~~(1)~~0 6.~~750~~500% 360 78 Group 1 ~~0110891595~~0110874129 Loan Paid in Full ~~(1)~~0 67.~~750~~000% 360 8 Group 1 ~~0110891688~~0110891853 Loan Paid in Full 0 6.~~500~~875% 360 89 Group 1 ~~0110892097~~0110987368 Loan Paid in Full 0 6.~~500~~375% 360 87 Group 1 ~~0110892237~~0110987823 Loan Paid in Full 0 6.~~875~~500% 360 87 Group 1 ~~0110892260~~0110987843 Loan Paid in Full 0 6.~~875~~500% 360 87 Group 1 ~~0110925087~~0110987967 Loan Paid in Full 0 46.~~875~~250% 360 97 Group 1 ~~0110987957~~0110988085 Loan Paid in Full 0(1) 6.~~625~~750% 360 68 Group 1 ~~0110988094~~0110988789 Loan Paid in Full 0 6.~~500~~250% 360 7 Group 1 ~~0110988782~~0111018194 Loan Paid in Full 0 7.250% 360 67 Group 1 ~~0110988785~~0111018213 Loan Paid in Full ~~(1)~~0 6.~~750~~875% 360 67 Group 1 ~~0111007527~~0111018242 Loan Paid in Full 0 67.~~875~~125% 360 67 Group 1 ~~0111018502~~0111018300 Loan Paid in Full 0 76.~~500~~375% 360 8 Group 1 0111018310 Loan Paid in Full (2) 7.250% 360 13 Group 1 ~~0111018638~~0111018477 Loan Paid in Full 0 7.~~625~~250% 360 98 Group 1 ~~0111049910~~0111256074 Loan Paid in Full (1) 68.~~875~~125% 360 6 Group 1 ~~0111049920~~0111256147 Loan Paid in Full 0 78.~~500~~000% 360 6 Group 1 ~~0111055817~~0111397414 Loan Paid in Full 0 76.~~500~~250% 360 614 Group 1 ~~0111256057~~0111397422 Loan Paid in Full 0 64.~~375~~125% 360 512 Group 1 ~~0111397417~~0111520018 Loan Paid in Full ~~(1)~~0 36.750% 360 126 Group 1 ~~0111397431~~0111520102 Loan Paid in Full ~~(1)~~0 46.~~625~~875% 360 1215 Group 1 ~~0111520093~~0111520347 Loan Paid in Full 0 6.~~750~~500% 360 54 Group 12 ~~0111520209~~0110988066 Loan Paid in Full ~~(1)~~0 65.875% 360 47 Group 2 ~~0110772248~~0111255951 Loan Paid in Full 0 65.~~125~~250% 360 86 Group 2 ~~0111255948~~0111255954 Loan Paid in Full 0 54.~~750~~875% 360 57 Group 23 ~~0111255992~~0110838969 Loan Paid in Full 0 5.~~625~~875% 360 58 Group 3 ~~0110838958~~0110839052 Loan Paid in Full ~~(1)~~0 6.~~000~~125% 360 78 Group 3 ~~0110873938~~0110874040 Loan Paid in Full 2 6.125% 360 8 Group 3 0110987443 Loan Paid in Full 0 56.~~500~~000% 360 7 Group 3 ~~0110873949~~0110987458 Loan Paid in Full 0 6.250% 360 7 Group 3 ~~0110987398~~0111049946 Loan Paid in Full 0 5.500% 360 7 Group 4 0111256117 Loan Paid in Full 0 6.~~250~~750% 360 6 Group 34 ~~0110987542~~0111256149 Loan Paid in Full 0 6.~~250~~375% 360 65 Group 35 ~~0111177462~~0111520287 Loan Paid in Full (1) 6.250% 360 54

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 1.~~751~~815% Current Month 19.~~103~~732% Current Month 1,~~446~~299.~~583~~105% 3 Month Average 1.~~969~~998% 3 Month Average 21.~~176~~460% 3 Month Average 1,~~917~~672.~~131~~078% 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 15.257% N/A Feb-2006 2,091.112% N/A Mar-2006 18.881% N/A Mar-2006 2,034.265% N/A Apr-2006 25.544% N/A Apr-2006 2,270.544% N/A May-2006 19.103% N/A May-2006 1,446.583% N/A Jun-2006 19.732% N/A Jun-2006 1,299.105% 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 2.~~484~~414% Current Month 2625.~~054~~419% Current Month 1,~~907~~626.~~176~~334% 3 Month Average 2.~~912~~820% 3 Month Average 2928.~~751~~916% 3 Month Average 2,~~592~~180.~~080~~355% 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 19.647% N/A Feb-2006 2,527.573% N/A Mar-2006 27.922% N/A Mar-2006 2,861.508% N/A Apr-2006 35.276% N/A Apr-2006 3,007.555% N/A May-2006 26.054% N/A May-2006 1,907.176% N/A Jun-2006 25.419% N/A Jun-2006 1,626.334% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 1.~~802~~255% Current Month 1914.~~609~~066% Current Month ~~1,573~~971.~~255~~367% 3 Month Average 01.~~875~~293% 3 Month Average 914.~~682~~369% 3 Month Average ~~825~~1,148.~~214~~878% 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 15.894% N/A Feb-2006 2,450.394% N/A Mar-2006 0.003% N/A Mar-2006 0.374% N/A Apr-2006 9.433% N/A Apr-2006 902.013% N/A May-2006 19.609% N/A May-2006 1,573.255% N/A Jun-2006 14.066% N/A Jun-2006 971.367% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 SMM CPR PSA Current Month 01.~~816~~014% Current Month 911.~~361~~511% Current Month ~~735~~781.~~236~~288% 3 Month Average 0.~~803~~950% 3 Month Average 910.~~197~~817% 3 Month Average ~~857~~865.~~984~~065% 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 9.837% N/A Feb-2006 1,459.939% N/A Mar-2006 6.648% N/A Mar-2006 760.045% N/A Apr-2006 11.580% N/A Apr-2006 1,078.672% N/A May-2006 9.361% N/A May-2006 735.236% N/A Jun-2006 11.511% N/A Jun-2006 781.288% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 4 SMM CPR PSA Current Month 0.~~007~~839% Current Month 09.~~087~~616% Current Month 6584.~~069~~448% 3 Month Average 0.~~177~~452% 3 Month Average 25.~~066~~222% 3 Month Average ~~166~~356.~~928~~989% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.682% N/A Feb-2006 80.960% N/A Mar-2006 0.149% N/A Mar-2006 14.265% N/A Apr-2006 5.963% N/A Apr-2006 480.451% N/A May-2006 0.087% N/A May-2006 6.069% N/A Jun-2006 9.616% N/A Jun-2006 584.448% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 5 SMM CPR PSA Current Month (0.~~002)~~652% Current Month (07.~~023)~~552% Current Month (3820.~~235)~~819% 3 Month Average 0.~~022~~236% 3 Month Average 02.~~258~~736% 3 Month Average 54316.~~878~~174% 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 3.336% N/A Feb-2006 2,800.977% N/A Mar-2006 0.118% N/A Mar-2006 36.932% N/A Apr-2006 0.680% N/A Apr-2006 130.939% N/A May-2006 (0.023)% N/A May-2006 (3.235)% N/A Jun-2006 7.552% N/A Jun-2006 820.819% 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($) Balance($) < 3.000 0 0.00 0.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 0 0.00 0.000 3.250 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.749 1 547,~~500~~374.0089 0.~~058~~059 1 547,~~500~~374.0089 0.~~099~~101 3.750 3.999 5 1,~~140~~139,~~058~~495.4117 0.~~120~~122 5 1,~~140~~139,~~058~~495.4117 0.~~206~~211 4.000 4.249 43 1,~~820~~071,~~586~~804.7077 0.~~192~~115 32 1844,~~593,268~~827.9838 0.~~288~~157 4.250 4.499 1411 43,~~086~~175,~~463~~156.6808 0.~~431~~341 129 32,~~794~~883,~~226~~483.3693 0.~~686~~534 4.500 4.749 1913 53,~~574~~979,~~349~~770.7827 0.~~588~~427 1711 43,~~834~~240,~~225~~233.1812 0.~~874~~600 4.750 4.999 2625 6,~~955~~585,~~726~~365.1817 0.~~733~~707 24 6,~~236~~233,~~297~~184.9495 1.~~128~~155 5.000 5.249 2928 98,~~347~~992,~~444~~600.8098 0.~~985~~966 1716 3,~~740~~390,~~754~~283.3516 0.~~676~~628 5.250 5.499 8785 4140,~~564~~854,~~400~~795.0183 4.~~382~~387 1514 3,~~899~~545,~~528~~454.2716 0.~~705~~657 5.500 5.749 ~~185~~182 68,~~961~~171,~~111~~121.7605 7.~~270~~321 2927 7,~~995~~503,~~250~~184.2621 1.~~446~~390 5.750 5.999 ~~359~~356 ~~131~~130,~~112~~677,~~633~~060.7293 1314.~~823~~034 5857 20,~~214~~055,~~288~~256.1568 3.~~655~~716 6.000 6.249 ~~317~~313 ~~113~~112,~~643~~478,~~188~~516.8487 1112.~~981~~079 2524 9,~~849~~817,~~048~~906.0594 1.~~781~~819 6.250 6.499 ~~422~~416 ~~144~~141,~~210~~908,~~507~~641.5810 15.~~204~~240 ~~224~~221 7574,~~822~~508,~~278~~201.6304 13.~~709~~806 6.500 6.749 ~~577~~570 ~~164~~162,~~740~~677,~~248~~340.1220 17.~~368~~470 ~~570~~563 ~~161~~159,~~789~~727,~~089~~772.1931 29.~~252~~597 6.750 6.999 ~~451~~442 ~~116~~113,~~900~~500,~~662~~350.1903 12.~~325~~189 ~~445~~437 ~~114~~111,~~037~~137,~~749~~699.6870 20.~~618~~594 7.000 7.249 ~~234~~231 5150,~~113~~408,~~402~~391.2508 5.~~389~~413 ~~234~~231 5150,~~113~~408,~~402~~391.2508 9.~~241~~341 7.250 7.499 ~~152~~147 3837,~~163~~399,~~235~~284.6212 4.~~023~~016 ~~151~~146 37,~~847~~083,~~425~~474.6212 6.~~843~~871 7.500 7.749 9291 20,~~321~~147,~~735~~825.0211 2.~~142~~164 9291 20,~~321~~147,~~735~~825.0211 3.~~674~~733 7.750 7.999 5857 15,~~265~~104,~~225~~915.7657 1.~~609~~622 5857 15,~~265~~104,~~225~~915.7657 2.~~760~~799 8.000 8.249 2826 76,~~145~~450,~~115~~101.5297 0.~~753~~693 2826 76,~~145~~450,~~115~~101.5297 1.~~292~~195 8.250 8.499 18 4,~~418~~417,~~125~~167.0533 0.~~466~~474 18 4,~~418~~417,~~125~~167.0533 0.~~799~~818 8.500 8.749 7 953,~~893~~688.9896 0.~~101~~102 7 953,~~893~~688.9896 0.~~172~~177 8.750 8.999 5 532,~~987~~863.7043 0.~~056~~057 5 532,~~987~~863.7043 0.~~096~~099 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 >= 10.000 0 0.00 0.000 0 0.00 0.000 Total 3,~~090~~032 ~~948~~931,~~518~~173,~~602~~630.6791 100.000 21,~~038~~992 ~~553~~539,~~091~~672,~~474~~785.3521 100.000

Interest Rate Stratification (continued) Group 2 Group 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.000 0 0.00 0.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 0 0.00 0.000 3.250 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.749 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 0 0.00 0.000 1 100,099.99 0.~~052~~053 4.500 4.749 1 ~~440~~439,~~124~~537.6015 0.~~654~~662 1 300,000.00 0.~~157~~158 4.750 4.999 21 ~~719~~352,~~428~~180.2422 10.~~070~~530 0 0.00 0.000 5.000 5.249 2 582,~~402~~054.8286 0.~~866~~877 3 1,263,191.91 0.~~659~~666 5.250 5.499 1110 43,~~012~~674,~~671~~270.3285 5.~~966~~533 19 7,~~732~~731,~~557~~274.9408 4.~~036~~077 5.500 5.749 30 11,~~159~~156,~~673~~556.0679 16.~~593~~801 7675 2322,~~117~~834,~~159~~079.6908 12.~~067~~042 5.750 5.999 7776 29,~~472~~332,~~261~~542.4164 4344.~~821~~173 ~~184~~183 61,~~994~~864,~~631~~128.1262 32.~~360~~625 6.000 6.249 56 20,~~869~~866,~~336~~549.1695 31.~~030~~424 ~~187~~184 6059,~~358~~231,~~736~~196.8156 31.~~506~~237 6.250 6.499 0 0.00 0.000 ~~122~~121 35,~~915~~498,~~965~~944.9728 18.~~747~~721 6.500 6.749 0 0.00 0.000 2 ~~797~~796,~~219~~495.0827 0.~~416~~420 6.750 6.999 0 0.00 0.000 0 0.00 0.000 7.000 7.249 0 0.00 0.000 0 0.00 0.000 7.250 7.499 0 0.00 0.000 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 >= 10.000 0 0.00 0.000 0 0.00 0.000 Total ~~179~~176 6766,~~255~~403,~~897~~692.6146 100.000 ~~595~~589 ~~191~~189,~~579~~619,~~562~~409.5179 100.000

Interest Rate Stratification (continued) Group 4 Group 5 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.000 0 0.00 0.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 0 0.00 0.000 3.250 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 0 0.00 0.000 0 0.00 0.000 4.000 4.249 1 ~~227~~226,~~317~~977.7239 0.~~231~~233 0 0.00 0.000 4.250 4.499 1 ~~192~~191,~~137~~572.3316 0.~~195~~197 0 0.00 0.000 4.500 4.749 0 0.00 0.000 0 0.00 0.000 4.750 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.249 7 3,~~761~~757,~~095~~071.7205 3.~~826~~855 0 0.00 0.000 5.250 5.499 41 25,~~671~~655,~~664~~821.5361 26.~~111~~324 1 247,~~977~~975.9513 0.~~648~~652 5.500 5.749 50 26,~~689~~677,~~028~~300.7597 27.~~146~~372 0 0.00 0.000 5.750 5.999 36 18,~~160~~154,~~060~~940.3005 18.~~471~~628 4 1,~~271~~270,~~392~~192.7494 3.~~322~~341 6.000 6.249 18 9,~~235~~234,~~367~~191.6056 9.~~394~~475 31 13,~~330~~328,~~700~~671.2286 3435.~~828~~061 6.250 6.499 2827 10,~~494~~180,~~239~~077.5825 10.~~674~~445 4847 21,~~978~~721,~~023~~418.4053 57.~~420~~138 6.500 6.749 4 1,~~606~~605,~~439~~572.8562 1.~~634~~647 1 547,500.00 1.~~430~~440 6.750 6.999 54 1,~~962~~462,~~912~~650.5133 1.~~997~~501 1 900,000.00 2.~~351~~367 7.000 7.249 0 0.00 0.000 0 0.00 0.000 7.250 7.499 1 315,810.00 0.~~321~~324 0 0.00 0.000 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 >= 10.000 0 0.00 0.000 0 0.00 0.000 Total ~~192~~190 9897,~~316~~461,~~073~~984.8999 100.000 8685 38,~~275~~015,~~594~~758.3146 100.000

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