10-D 1 dal06ab2_10d-200611.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: October 26, 2006 to November 27, 2006 Commission File Number of issuing entity: 333-131600-02 Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131600 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) 54-2196877 54-2196878 54-2196879 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ A-5A _____ _____ __X___ ____________ A-5B _____ _____ __X___ ____________ A-6 _____ _____ __X___ ____________ A-7 _____ _____ __X___ ____________ A-8 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ R-1 _____ _____ __X___ ____________ P _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 27, 2006 a distribution was made to holders of Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB2. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB2, relating to the November 27, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: December 12, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB2, relating to the November 27, 2006 distribution. EX-99.1 DEUTSCHE ALT-A SECURITIES, INC Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 DEUTSCHE ALT-A SECURITIES, INC Mortgage Pass-Through Certificates Series 2006 AB2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A-1 251511AA9 5.88800% 8869,~~500~~663,~~000~~272.0002 ~~434~~341,~~240~~814.0045 A-2 251511AB7 6.16000% 23,959,000.00 122,989.53 A-3 251511AC5 6.27000% 61,000,000.00 318,725.00 A-4 251511AD3 6.40400% 28,000,000.00 149,426.67 A-5A 251511AE1 6.09200% 30,909,000.00 156,914.69 A-5B 251511AF8 6.09300% 25,842,000.00 131,212.76 A-6 251511AG6 6.04400% 18,612,000.00 93,742.44 A-7 251511AH4 5.96100% ~~164~~122,~~465~~537,~~000~~916.0042 ~~816~~608,~~979~~707.8910 A-8 251511AK7 5.73400% 85,848,000.00 ~~355~~437,~~515~~557.6572 M-1 251511AJ0 6.40000% 7,445,000.00 39,706.67 M-2 251511AP6 6.45000% 7,158,000.00 38,474.25 M-3 251511AQ4 6.50000% 4,295,000.00 23,264.58 M-4 251511AR2 6.50000% 4,009,000.00 21,715.42 M-5 251511AS0 6.50000% 3,436,000.00 18,611.67 M-6 251511AT8 6.50000% 3,150,000.00 17,062.50 M-7 251511AU5 6.50000% 4,009,000.00 21,715.42 M-8 251511AV3 6.50000% 4,009,000.00 21,715.42 M-9 251511AW1 6.50000% 2,863,000.00 15,507.92 CE DAL6AB2CE 0.00000% 5,~~154~~153,~~407~~971.8457 ~~246~~458,~~501~~263.9967 R-1 ~~DAL6AB2R1~~251511AN1 0.00000% 0.00 0.00 P ~~DAL06AB2P~~251511AM3 0.00000% 100.00 848,~~092~~566.5637 Totals ~~572~~511,~~663~~899,~~507~~260.8401 3,~~052~~085,~~115~~694.0325

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 32,~~761~~848,~~215~~050.8602 0.00 8466,~~738~~815,~~784~~221.1499 43,~~195~~189,~~455~~864.8647 0.00 A-2 0.00 0.00 23,959,000.00 122,989.53 0.00 A-3 0.00 0.00 61,000,000.00 318,725.00 0.00 A-4 0.00 0.00 28,000,000.00 149,426.67 0.00 A-5A 0.00 0.00 30,909,000.00 156,914.69 0.00 A-5B 0.00 0.00 25,842,000.00 131,212.76 0.00 A-6 0.00 0.00 18,612,000.00 93,742.44 0.00 A-7 86,~~371~~339,~~773~~234.0526 0.00 ~~156~~116,~~093~~198,~~226~~682.9517 96,~~188~~947,~~752~~941.9436 0.00 A-8 0.00 0.00 85,848,000.00 ~~355~~437,~~515~~557.6572 0.00 M-1 0.00 0.00 7,445,000.00 39,706.67 0.00 M-2 0.00 0.00 7,158,000.00 38,474.25 0.00 M-3 0.00 0.00 4,295,000.00 23,264.58 0.00 M-4 0.00 0.00 4,009,000.00 21,715.42 0.00 M-5 0.00 0.00 3,436,000.00 18,611.67 0.00 M-6 0.00 0.00 3,150,000.00 17,062.50 0.00 M-7 0.00 0.00 4,009,000.00 21,715.42 0.00 M-8 0.00 0.00 4,009,000.00 21,715.42 0.00 M-9 0.00 0.00 2,863,000.00 15,507.92 0.00 CE 0.00 0.00 5,153,971.57 ~~246~~458,~~501~~263.9967 0.00 R-1 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 848,~~092~~566.5637 0.00 Totals 129,~~132~~187,~~988~~284.9128 0.00 ~~560~~502,~~530~~711,~~082~~975.6673 1512,~~185~~272,~~103~~978.9453 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1 88,500,000.00 8869,~~500~~663,~~000~~272.0002 0.00 32,~~761~~848,~~215~~050.8602 0.00 0.00 A-2 23,959,000.00 23,959,000.00 0.00 0.00 0.00 0.00 A-3 61,000,000.00 61,000,000.00 0.00 0.00 0.00 0.00 A-4 28,000,000.00 28,000,000.00 0.00 0.00 0.00 0.00 A-5A 30,909,000.00 30,909,000.00 0.00 0.00 0.00 0.00 A-5B 25,842,000.00 25,842,000.00 0.00 0.00 0.00 0.00 A-6 18,612,000.00 18,612,000.00 0.00 0.00 0.00 0.00 A-7 164,465,000.00 ~~164~~122,~~465~~537,~~000~~916.0042 0.00 86,~~371~~339,~~773~~234.0526 0.00 0.00 A-8 85,848,000.00 85,848,000.00 0.00 0.00 0.00 0.00 M-1 7,445,000.00 7,445,000.00 0.00 0.00 0.00 0.00 M-2 7,158,000.00 7,158,000.00 0.00 0.00 0.00 0.00 M-3 4,295,000.00 4,295,000.00 0.00 0.00 0.00 0.00 M-4 4,009,000.00 4,009,000.00 0.00 0.00 0.00 0.00 M-5 3,436,000.00 3,436,000.00 0.00 0.00 0.00 0.00 M-6 3,150,000.00 3,150,000.00 0.00 0.00 0.00 0.00 M-7 4,009,000.00 4,009,000.00 0.00 0.00 0.00 0.00 M-8 4,009,000.00 4,009,000.00 0.00 0.00 0.00 0.00 M-9 2,863,000.00 2,863,000.00 0.00 0.00 0.00 0.00 CE 5,154,407.84 5,~~154~~153,~~407~~971.8457 0.00 0.00 0.00 0.00 R-1 0.00 0.00 0.00 0.00 0.00 0.00 Totals 572,663,407.84 ~~572~~511,~~663~~899,~~407~~160.8401 0.00 129,~~132~~187,~~988~~284.9128 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 32,~~761~~848,~~215~~050.8602 8466,~~738~~815,~~784~~221.1499 0.~~95750039~~75497426 32,~~761~~848,~~215~~050.8602 A-2 0.00 23,959,000.00 1.00000000 0.00 A-3 0.00 61,000,000.00 1.00000000 0.00 A-4 0.00 28,000,000.00 1.00000000 0.00 A-5A 0.00 30,909,000.00 1.00000000 0.00 A-5B 0.00 25,842,000.00 1.00000000 0.00 A-6 0.00 18,612,000.00 1.00000000 0.00 A-7 86,~~371~~339,~~773~~234.0526 ~~156~~116,~~093~~198,~~226~~682.9517 0.~~94909693~~70652529 86,~~371~~339,~~773~~234.0526 A-8 0.00 85,848,000.00 1.00000000 0.00 M-1 0.00 7,445,000.00 1.00000000 0.00 M-2 0.00 7,158,000.00 1.00000000 0.00 M-3 0.00 4,295,000.00 1.00000000 0.00 M-4 0.00 4,009,000.00 1.00000000 0.00 M-5 0.00 3,436,000.00 1.00000000 0.00 M-6 0.00 3,150,000.00 1.00000000 0.00 M-7 0.00 4,009,000.00 1.00000000 0.00 M-8 0.00 4,009,000.00 1.00000000 0.00 M-9 0.00 2,863,000.00 1.00000000 0.00 CE 0.00 5,153,971.57 0.99991536 0.00 R-1 0.00 0.00 0.00000000 0.00 Totals 129,~~132~~187,~~988~~284.9128 ~~560~~502,~~529~~711,~~982~~875.6673 0.~~97881229~~87784878 129,~~132~~187,~~988~~284.9128

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 88,500,000.00 ~~1000~~787.~~00000000~~15561605 0.00000000 4232.~~49961424~~18135616 0.00000000 A-2 23,959,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3 61,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 28,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-5A 30,909,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-5B 25,842,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-6 18,612,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-7 164,465,000.00 ~~1000~~745.~~00000000~~06987152 0.00000000 5038.~~90306783~~54457945 0.00000000 A-8 85,848,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 7,445,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 7,158,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 4,295,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 4,009,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 3,436,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 3,150,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 4,009,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 4,009,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 2,863,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 5,154,407.84 ~~1000~~999.~~00000000~~91535982 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 4232.~~49961424~~18135616 ~~957~~754.~~50038576~~97425977 0.~~95750039~~75497426 4232.~~49961424~~18135616 A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-5A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-5B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-7 0.00000000 5038.~~90306783~~54457945 ~~949~~706.~~09693217~~52529213 0.~~94909693~~70652529 5038.~~90306783~~54457945 A-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 999.91535982 0.99991536 0.00000000 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0510/01/06 - 0510/30/06 30 5.88800% 8869,~~500~~663,~~000~~272.0002 ~~434~~341,~~240~~814.0045 0.00 A-2 0510/01/06 - 0510/30/06 30 6.16000% 23,959,000.00 122,989.53 0.00 A-3 0510/01/06 - 0510/30/06 30 6.27000% 61,000,000.00 318,725.00 0.00 A-4 0510/01/06 - 0510/30/06 30 6.40400% 28,000,000.00 149,426.67 ~~612~~0.5500 A-5A 0510/01/06 - 0510/30/06 30 6.09200% 30,909,000.00 156,914.69 0.00 A-5B 0510/01/06 - 0510/30/06 30 6.09300% 25,842,000.00 131,212.76 0.00 A-6 0510/01/06 - 0510/30/06 30 6.04400% 18,612,000.00 93,742.44 0.00 A-7 0510/01/06 - 0510/30/06 30 5.96100% ~~164~~122,~~465~~537,~~000~~916.0042 ~~816~~608,~~979~~707.8910 0.00 A-8 0510/3025/06 - 0611/2526/06 2632 5.73400% 85,848,000.00 ~~355~~437,~~515~~557.6572 0.00 M-1 0510/01/06 - 0510/30/06 30 6.40000% 7,445,000.00 39,706.67 620.4700 M-2 0510/01/06 - 0510/30/06 30 6.45000% 7,158,000.00 38,474.25 ~~358~~0.3100 M-3 0510/01/06 - 0510/30/06 30 6.50000% 4,295,000.00 23,264.58 ~~393~~0.9600 M-4 0510/01/06 - 0510/30/06 30 6.50000% 4,009,000.00 21,715.42 ~~367~~0.7200 M-5 0510/01/06 - 0510/30/06 30 6.50000% 3,436,000.00 18,611.67 ~~315~~0.1600 M-6 0510/01/06 - 0510/30/06 30 6.50000% 3,150,000.00 17,062.50 ~~288~~0.9300 M-7 0510/01/06 - 0510/30/06 30 6.50000% 4,009,000.00 21,715.42 ~~367~~0.7200 M-8 0510/01/06 - 0510/30/06 30 6.50000% 4,009,000.00 21,715.42 ~~367~~0.7200 M-9 0510/01/06 - 0510/30/06 30 6.50000% 2,863,000.00 15,507.92 ~~262~~0.6100 CE N/A N/A 0.00000% 5,~~154~~153,~~407~~971.8457 0.00 0.00 R-1 N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 2,~~797~~578,~~520~~864.4821 ~~3,397~~0.1500

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 ~~434~~341,~~240~~814.0045 0.00 8466,~~738~~815,~~784~~221.1499 A-2 0.00 0.00 122,989.53 0.00 23,959,000.00 A-3 0.00 0.00 318,725.00 0.00 61,000,000.00 A-4 ~~612~~0.5500 0.00 149,426.67 0.00 28,000,000.00 A-5A 0.00 0.00 156,914.69 0.00 30,909,000.00 A-5B 0.00 0.00 131,212.76 0.00 25,842,000.00 A-6 0.00 0.00 93,742.44 0.00 18,612,000.00 A-7 0.00 0.00 ~~816~~608,~~979~~707.8910 0.00 ~~156~~116,~~093~~198,~~226~~682.9517 A-8 0.00 0.00 ~~355~~437,~~515~~557.6572 0.00 85,848,000.00 M-1 620.4700 0.00 39,706.67 0.00 7,445,000.00 M-2 ~~358~~0.3100 0.00 38,474.25 0.00 7,158,000.00 M-3 ~~393~~0.9600 0.00 23,264.58 0.00 4,295,000.00 M-4 ~~367~~0.7200 0.00 21,715.42 0.00 4,009,000.00 M-5 ~~315~~0.1600 0.00 18,611.67 0.00 3,436,000.00 M-6 ~~288~~0.9300 0.00 17,062.50 0.00 3,150,000.00 M-7 ~~367~~0.7200 0.00 21,715.42 0.00 4,009,000.00 M-8 ~~367~~0.7200 0.00 21,715.42 0.00 4,009,000.00 M-9 ~~262~~0.6100 0.00 15,507.92 0.00 2,863,000.00 CE 0.00 0.00 ~~246~~458,~~501~~263.9967 0.00 5,153,971.57 R-1 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 848,~~092~~566.5637 0.00 100.00 Totals ~~3,397~~0.1500 0.00 3,~~052~~085,~~115~~694.0325 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 88,500,000.00 5.88800% ~~1000~~787.~~00000000~~15561605 43.~~90666667~~86231017 0.00000000 A-2 23,959,000.00 6.16000% 1000.00000000 5.13333319 0.00000000 A-3 61,000,000.00 6.27000% 1000.00000000 5.22500000 0.00000000 A-4 28,000,000.00 6.40400% 1000.00000000 5.33666679 0.~~02187679~~00000000 A-5A 30,909,000.00 6.09200% 1000.00000000 5.07666667 0.00000000 A-5B 25,842,000.00 6.09300% 1000.00000000 5.07750019 0.00000000 A-6 18,612,000.00 6.04400% 1000.00000000 5.03666667 0.00000000 A-7 164,465,000.00 5.96100% ~~1000~~745.~~00000000~~06987152 43.~~96750002~~70113459 0.00000000 A-8 85,848,000.00 5.73400% 1000.00000000 45.~~14122228~~09688892 0.00000000 M-1 7,445,000.00 6.40000% 1000.00000000 5.33333378 0.~~00839087~~00000000 M-2 7,158,000.00 6.45000% 1000.00000000 5.37500000 0.~~05005728~~00000000 M-3 4,295,000.00 6.50000% 1000.00000000 5.41666589 0.~~09172526~~00000000 M-4 4,009,000.00 6.50000% 1000.00000000 5.41666750 0.~~09172362~~00000000 M-5 3,436,000.00 6.50000% 1000.00000000 5.41666764 0.~~09172293~~00000000 M-6 3,150,000.00 6.50000% 1000.00000000 5.41666667 0.~~09172381~~00000000 M-7 4,009,000.00 6.50000% 1000.00000000 5.41666750 0.~~09172362~~00000000 M-8 4,009,000.00 6.50000% 1000.00000000 5.41666750 0.~~09172362~~00000000 M-9 2,863,000.00 6.50000% 1000.00000000 5.41666783 0.~~09172546~~00000000 CE 5,154,407.84 0.00000% ~~1000~~999.~~00000000~~91535982 0.00000000 0.00000000 R-1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 43.~~90666667~~86231017 0.00000000 ~~957~~754.~~50038576~~97425977 A-2 0.00000000 0.00000000 5.13333319 0.00000000 1000.00000000 A-3 0.00000000 0.00000000 5.22500000 0.00000000 1000.00000000 A-4 0.~~02187679~~00000000 0.00000000 5.33666679 0.00000000 1000.00000000 A-5A 0.00000000 0.00000000 5.07666667 0.00000000 1000.00000000 A-5B 0.00000000 0.00000000 5.07750019 0.00000000 1000.00000000 A-6 0.00000000 0.00000000 5.03666667 0.00000000 1000.00000000 A-7 0.00000000 0.00000000 43.~~96750002~~70113459 0.00000000 ~~949~~706.~~09693217~~52529213 A-8 0.00000000 0.00000000 45.~~14122228~~09688892 0.00000000 1000.00000000 M-1 0.~~00839087~~00000000 0.00000000 5.33333378 0.00000000 1000.00000000 M-2 0.~~05005728~~00000000 0.00000000 5.37500000 0.00000000 1000.00000000 M-3 0.~~09172526~~00000000 0.00000000 5.41666589 0.00000000 1000.00000000 M-4 0.~~09172362~~00000000 0.00000000 5.41666750 0.00000000 1000.00000000 M-5 0.~~09172293~~00000000 0.00000000 5.41666764 0.00000000 1000.00000000 M-6 0.~~09172381~~00000000 0.00000000 5.41666667 0.00000000 1000.00000000 M-7 0.~~09172362~~00000000 0.00000000 5.41666750 0.00000000 1000.00000000 M-8 0.~~09172362~~00000000 0.00000000 5.41666750 0.00000000 1000.00000000 M-9 0.~~09172546~~00000000 0.00000000 5.41666783 0.00000000 1000.00000000 CE 0.00000000 0.00000000 4788.~~82353233~~90714205 0.00000000 999.91535982 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~80925~~485663.~~60000000~~70000000 0.00000000 1000.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1512,~~283~~331,~~082~~908.8239 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 17251,~~533~~812.6337 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 848,~~092~~566.5637 Total Deposits 1512,~~308~~632,~~709~~287.0113 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 0237,880.0093 Total Administration Fees ~~123~~121,~~605~~427.0767 Payment of Interest and Principal 1512,~~185~~272,~~103~~978.9453 Total Withdrawals (Pool Distribution Amount) 1512,~~308~~632,~~709~~287.0113 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~112~~110,~~413~~693.3409 Credit Risk Manager - Clayton Fixed Income Services 3,~~869~~839.9223 FSA Insurance Fee-Ambac Assurance Corporation 5,814.08 Lender Paid Mortgage Insurance* 1,~~507~~081.7327 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~123~~121,~~605~~427.0767 *Servicer Payees include: AMERICAN HOME ~~MTG~~MORTGAGE ~~CORP~~SERVICING, INC.; GMAC ~~MTG~~MORTGAGE ~~CORP~~CORPORATION; GREENPOINT ~~MTG~~MORTGAGE FUNDING, INC; NATIONAL CITY MTG CO; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Ambac Assurance Corp-FSA, Classes A-4, A-5, A-6 0.00 0.00 0.00 0.00 Net Wac Rate Reserve Fund 0.00 ~~3,397~~0.1600 ~~3,397~~0.1600 0.00

COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 7.~~365746~~404321% Weighted Average Net Coupon 7.~~130188~~142298% Weighted Average Pass-Through Rate 7.~~091807~~133297% Weighted Average Remaining Term ~~357~~352 Beginning Scheduled Collateral Loan Count 2,~~707~~504 Number Of Loans Paid In Full ~~242~~42 Ending Scheduled Collateral Loan Count 2,~~465~~462 Beginning Scheduled Collateral Balance ~~572~~511,~~663~~899,~~507~~260.8401 Ending Scheduled Collateral Balance ~~503~~502,~~853~~711,~~573~~975.7173 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 ~~504~~502,~~061~~959,~~020~~800.9289 Monthly P&I Constant 3,~~440~~427,~~747~~427.9570 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 848,~~092~~566.5637 Prepayment Penalty Paid Count 210 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans ~~503~~502,~~853~~711,~~573~~975.7173 Scheduled Principal ~~273~~270,~~556~~847.7698 Unscheduled Principal 118,~~859~~916,~~868~~436.4230 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount ~~436~~0.2700 Specified O/C Amount 5,153,971.57 Overcollateralized Amount 5,153,971.57 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra Principal Distribution Amount 0.00 Excess Cash Amount ~~255~~464,~~276~~077.9577

COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Coupon Rate 7.~~365746~~404321% Weighted Average Net Rate 7.~~130188~~142298% Weighted Average Pass Through Rate 7.~~091807~~133297% Weighted Average Remaining Term ~~357~~352 Record Date 0510/31/2006 Principal and Interest Constant 3,~~440~~427,~~747~~427.9570 Beginning Loan Count 2,~~707~~504 Loans Paid in Full ~~242~~42 Ending Loan Count 2,~~465~~462 Beginning Scheduled Balance ~~572~~511,~~663~~899,~~507~~260.8401 Ending Scheduled Balance ~~503~~502,~~853~~711,~~573~~975.7173 Ending Actual Balance at 31-~~May~~Oct-2006 ~~504~~502,~~061~~959,~~020~~800.9289 Scheduled Principal ~~273~~270,~~556~~847.7698 Unscheduled Principal 118,~~859~~916,~~868~~436.4230 Scheduled Interest 3,~~167~~156,~~191~~579.1972 Servicing Fee ~~112~~110,~~413~~693.3409 Master Servicing Fee 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 54,~~377~~920.6550 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,~~049~~040,~~400~~966.2013 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 848,~~092~~566.5637 Prepayment Penalty Paid Count 210 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount ~~436~~0.2700 Specified O/C Amount 5,153,971.57 Overcollateralized Amount 5,153,971.57 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00

Additional Reporting - Deal Level Informational Reporting Cut Off Balance 572,663,507.84 Prefunding Reporting Capitalized Interest Beginning Balance 0.00 Capitalized Interest Requirement 0.00 Capitalized Interest Ending Balance 0.00 Prefunding Beginning Balance ~~56,676,509~~0.00 Prefunding Amount in Loans 0.00 Prefunding Amount Paid as Principal 0.00 Structural Reporting Excess Cash Amount ~~255~~464,~~276~~077.9577 Overcollateralization Amount 5,153,971.57 Overcollateralization ~~Deficiency 0.00 Overcollateralization~~ Target 5,153,971.57 Trigger Event Reporting Step Up Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.300000% Calculated Value 0.000000% Step Up Enhancement Delinquency Trigger Trigger Result Pass Threshold Value 3.~~575879~~987122% Calculated Value 02.~~000000~~714698% Step Up Trigger Trigger Result Pass

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 02 0 0 02 0345,913.0040 0.00 0.00 0345,913.0040 30 Days 322 0 0 0 322 ~~930~~5,~~659~~642,370.7149 0.00 0.00 0.00 ~~930~~5,~~659~~642,370.7149 60 Days 014 02 05 0 021 03,098,925.0034 0282,979.0078 0717,101.00 0.00 04,099,006.0012 90 Days 03 0 06 0 09 01,428,889.0069 0.00 01,463,441.0072 0.00 02,892,331.0041 120 Days 02 0 010 01 013 0434,348.0060 0.00 02,017,657.0046 0131,245.0062 02,583,251.0068 150 Days 03 0 07 01 011 01,145,383.0046 0.00 01,899,344.0031 0710,981.0060 03,755,709.0037 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 344 04 028 02 378 ~~930~~11,~~659~~749,917.7158 0628,893.0018 06,097,544.0049 0842,227.0022 ~~930~~19,~~659~~318,582.7147 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~~081235% 0.000000% 0.000000% 0.~~000000~~081235% 0.~~000000~~068776% 0.000000% 0.000000% 0.~~000000~~068776% 30 Days 0.~~121704~~893582% 0.000000% 0.000000% 0.000000% 0.~~121704~~893582% 01.~~184632~~121833% 0.000000% 0.000000% 0.000000% 01.~~184632~~121833% 60 Days 0.~~000000~~568643% 0.~~000000~~081235% 0.~~000000~~203087% 0.000000% 0.~~000000~~852965% 0.~~000000~~616138% 0.~~000000~~056263% 0.~~000000~~142576% 0.000000% 0.~~000000~~814977% 90 Days 0.~~000000~~121852% 0.000000% 0.~~000000~~243704% 0.000000% 0.~~000000~~365556% 0.~~000000~~284096% 0.000000% 0.~~000000~~290966% 0.000000% 0.~~000000~~575062% 120 Days 0.~~000000~~081235% 0.000000% 0.~~000000~~406174% 0.~~000000~~040617% 0.~~000000~~528026% 0.~~000000~~086359% 0.000000% 0.~~000000~~401157% 0.~~000000~~026095% 0.~~000000~~513610% 150 Days 0.~~000000~~121852% 0.000000% 0.~~000000~~284322% 0.~~000000~~040617% 0.~~000000~~446791% 0.~~000000~~227729% 0.000000% 0.~~000000~~377633% 0.~~000000~~141360% 0.~~000000~~746722% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~121704~~787165% 0.~~000000~~162470% 01.~~000000~~137287% 0.~~000000~~081235% 03.~~121704~~168156% 02.~~184632~~336154% 0.~~000000~~125038% 01.~~000000~~212332% 0.~~000000~~167454% 03.~~184632~~840979%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 17251,~~533~~812.6337

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class R-I 100.00 0.00001746% 100.00 0.~~00001985~~00001989% 0.000000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 02 ~~Jul~~Dec-05 0.000% Original Principal Balance 0843,750.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0842,227.0022 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current REO Total ~~Nov~~Apr-0506 0.000% Loans in REO 02 ~~Dec~~May-0506 0.000% Original Principal Balance 0843,750.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0842,227.0022 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.~~000~~167% *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.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance NoSummary ~~REO~~0111786503 ~~Loans~~Nov-2006 ~~this~~01-Feb-2006 ~~Period~~MI 95.00 131,250.00 Summary 0111838337 Nov-2006 01-Feb-2006 TX 100.00 712,500.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoSummary ~~REO~~0111786503 ~~Loans~~131,245.62 ~~this~~01-May-2006 ~~Period~~4 7.000% 4,429.56 Summary 0111838337 710,981.60 01-Apr-2006 5 7.750% 26,593.80

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 017 ~~Jul~~Dec-05 0.000% Original Principal Balance 03,683,930.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 03,677,849.0094 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 028 ~~Dec~~May-0506 0.000% Original Principal Balance 06,109,130.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 06,097,544.0049 ~~Feb~~Jul-06 0.~~000~~026% ~~Mar~~Aug-06 0.~~000~~081% ~~Apr~~Sep-06 0.~~000~~539% ~~May~~Oct-06 0.~~000~~637% ~~Jun~~Nov-06 01.~~000~~212% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance NoSummary ~~Foreclosure~~0111263446 ~~Loans~~Nov-2006 ~~this~~01-Oct-2005 ~~Period~~MN 90.00 90,000.00 Summary 0111263675 Sep-2006 01-Dec-2005 VA 90.00 265,500.00 Summary 0111264098 Sep-2006 01-Dec-2005 IL 90.00 170,100.00 Summary 0111264135 Nov-2006 01-Nov-2005 GA 89.91 247,250.00 Summary 0111264298 Oct-2006 01-Dec-2005 MI 85.00 324,700.00 Summary 0111264302 Sep-2006 01-Dec-2005 FL 84.65 182,000.00 Summary 0111555537 Nov-2006 01-Feb-2006 MA 80.00 268,000.00 Summary 0111732895 Aug-2006 01-Feb-2006 CT 90.00 297,900.00 Summary 0111787568 Nov-2006 01-Mar-2006 FL 70.00 98,000.00 Summary 0111787619 Nov-2006 01-Feb-2006 NJ 80.00 296,000.00 Summary 0111787658 Nov-2006 01-Feb-2006 NY 75.00 482,625.00 Summary 0111787723 Nov-2006 01-Apr-2006 SC 75.00 70,500.00 Summary 0111787724 Nov-2006 01-Mar-2006 NY 75.00 401,250.00 Summary 0111787729 Nov-2006 01-Mar-2006 PA 80.00 177,600.00 Summary 0111787731 Nov-2006 01-Feb-2006 RI 80.00 224,000.00 Summary 0111802361 Nov-2006 01-Nov-2005 NJ 80.00 492,000.00 Summary 0111838440 Nov-2006 01-Oct-2005 IN 95.00 44,055.00 Summary 0111838442 Sep-2006 01-Oct-2005 OH 80.00 52,000.00 Summary 0111961498 Nov-2006 01-May-2006 GA 80.00 132,000.00 Summary 0111961532 Nov-2006 01-May-2006 IL 90.00 132,300.00 Summary 0111961636 Sep-2006 01-May-2006 KY 90.00 40,300.00 Summary 0111962122 Nov-2006 01-May-2006 MI 100.00 69,300.00 Summary 0111962248 Oct-2006 01-May-2006 CO 100.00 427,000.00 Summary 0112038466 Nov-2006 01-May-2006 NJ 75.00 278,250.00 Summary 0112038687 Nov-2006 01-May-2006 MI 100.00 180,800.00 Summary 0112038745 Sep-2006 01-May-2006 NY 100.00 440,300.00 Summary 0112066747 Sep-2006 01-Jun-2006 OH 76.00 50,400.00 Summary 0112066877 Sep-2006 01-May-2006 IL 100.00 175,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoSummary ~~Foreclosure~~0111263446 ~~Loans~~89,376.44 ~~this~~01-Jul-2006 ~~Period~~2 7.990% 2,266.20 Summary 0111263675 264,228.90 01-May-2006 4 7.250% 9,064.27 Summary 0111264098 169,271.60 01-May-2006 4 7.125% 5,700.93 Summary 0111264135 245,638.24 01-Jul-2006 2 7.750% 6,031.76 Summary 0111264298 323,182.65 01-Jun-2006 3 8.125% 10,421.65 Summary 0111264302 181,130.24 01-May-2006 4 7.750% 6,666.83 Summary 0111555537 266,878.43 01-Jun-2006 3 7.500% 8,049.43 Summary 0111732895 297,340.62 01-Apr-2006 5 8.375% 12,052.24 Summary 0111787568 98,000.00 01-Apr-2006 5 7.625% 3,011.45 Summary 0111787619 296,000.00 01-Apr-2006 5 9.250% 11,100.00 Summary 0111787658 481,252.01 01-Jun-2006 3 8.875% 17,274.67 Summary 0111787723 70,500.00 01-Jun-2006 3 8.625% 2,460.15 Summary 0111787724 401,250.00 01-May-2006 4 8.500% 13,793.00 Summary 0111787729 177,352.21 01-May-2006 4 9.875% 7,102.49 Summary 0111787731 224,000.00 01-Apr-2006 5 9.000% 8,166.65 Summary 0111802361 492,000.00 01-Apr-2006 5 8.625% 17,168.75 Summary 0111838440 43,753.27 01-Jun-2006 3 7.500% 1,319.61 Summary 0111838442 51,703.69 01-Apr-2006 5 7.125% 1,772.03 Summary 0111961498 131,887.66 01-May-2006 4 6.875% 4,359.47 Summary 0111961532 131,986.32 01-Jul-2006 2 8.500% 3,627.19 Summary 0111961636 40,276.81 01-May-2006 4 8.750% 1,709.25 Summary 0111962122 69,300.00 01-Jul-2006 2 7.625% 1,703.60 Summary 0111962248 426,999.99 01-May-2006 4 8.125% 16,813.14 Summary 0112038466 277,875.36 01-Jun-2006 3 8.000% 8,960.76 Summary 0112038687 180,800.00 01-Jul-2006 2 7.875% 4,595.32 Summary 0112038745 440,300.00 01-Apr-2006 5 7.750% 16,511.22 Summary 0112066747 50,400.00 01-May-2006 4 7.875% 1,918.16 Summary 0112066877 174,860.05 01-May-2006 4 7.125% 6,000.24

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 019,100.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 018,982.0010 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 04 ~~Dec~~May-0506 0.000% Original Principal Balance 0632,500.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0628,893.0018 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.~~000~~032% ~~Apr~~Sep-06 0.~~000~~032% ~~May~~Oct-06 0.~~000~~119% ~~Jun~~Nov-06 0.~~000~~125% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance NoSummary ~~Bankruptcy~~0110947634 ~~Loans~~Oct-2006 ~~this~~01-Nov-2005 ~~Period~~TX 95.00 178,400.00 Summary 0111263176 Aug-2006 01-Dec-2005 NC 95.00 171,000.00 Summary 0111263310 Nov-2006 01-Dec-2005 PA 94.84 19,100.00 Summary 0111838677 Oct-2006 01-Nov-2005 NV 99.99 264,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest NoSummary ~~Bankruptcy~~0110947634 ~~Loans~~176,284.75 ~~this~~01-Oct-2006 ~~Period~~0 6.750% 1,910.95 Summary 0111263176 169,628.65 01-Oct-2006 0 7.750% 2,085.81 Summary 0111263310 18,982.10 01-Jul-2006 2 7.625% 458.21 Summary 0111838677 263,997.68 01-Jul-2006 2 7.375% 6,269.96

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

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Total 3942 118,~~821~~895,~~739~~935.00 118,~~784~~871,~~158~~328.9930 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Total 0 0.00 0.00 0 0.00 0.00 8347,~~029~~907.2393

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Summary ~~0110917708~~0110917852 AZCA ~~100~~58.0097 01-~~Sep~~Oct-2005 ~~233~~207,~~600~~000.00 ~~231~~203,~~383~~878.9319 Summary ~~0111263047~~0111264131 CAMN 9589.0094 01-Dec-2005 ~~275~~157,~~500~~700.00 ~~274~~156,~~149~~446.8557 Summary ~~0111263409~~0111555506 FLNV 9080.00 01-~~Dec~~Feb-~~2005~~2006 ~~346~~120,~~500~~000.00 ~~344~~118,~~797~~800.5303 Summary ~~0111263413~~0111555815 ILMO 9095.00 01-~~Dec~~Feb-~~2005~~2006 ~~207~~45,~~000~~100.00 ~~204~~44,~~086~~755.3468 Summary ~~0111263416~~0111704225 WVPA 9070.00 01-~~Nov~~Mar-~~2005~~2006 ~~172~~77,~~750~~700.00 ~~171~~77,~~891~~193.7331 Summary ~~0111263562~~0111704261 MNMA 9087.0058 01-~~Dec~~Jan-~~2005~~2006 ~~195~~264,~~193~~000.00 ~~193~~262,~~745~~177.4601 Summary ~~0111263667~~0111717682 FLMA 90.00 01-~~Dec~~Mar-~~2005~~2006 160,~~200~~000.00 ~~159~~158,~~372~~385.7031 Summary ~~0111263750~~0111717911 FLPA 9065.00 01-~~Dec~~Mar-~~2005~~2006 ~~161~~60,~~991~~450.00 ~~161~~59,~~112~~983.0253 Summary ~~0111263788~~0111732744 CA 9077.00 01-~~Dec~~Feb-~~2005~~2006 ~~247~~308,~~500~~000.00 ~~246~~305,~~253~~470.2013 Summary ~~0111263963~~0111732821 FLCA 9080.00 01-~~Dec~~Mar-~~2005~~2006 ~~333~~295,~~810~~700.00 ~~332~~293,~~250~~624.0929 Summary ~~0111264109~~0111743011 ILWA 90100.00 01-~~Nov~~Mar-~~2005~~2006 ~~328~~130,~~950~~959.00 ~~326~~130,~~848~~959.0900 Summary ~~0111265227~~0111767186 VACT 6170.5600 01-~~Dec~~Apr-~~2005~~2006 ~~160~~367,~~000~~500.00 ~~159~~365,~~289~~530.0859 Summary ~~0111732617~~0111787562 CANJ 7180.7200 01-Mar-2006 ~~312~~128,000.00 ~~311~~127,~~065~~282.0801 Summary ~~0111786469~~0111838433 MSNJ 9580.00 01-~~Dec~~Oct-2005 ~~220~~164,~~800~~000.00 ~~220~~162,~~800~~225.0007 Summary ~~0111838365~~0111838535 CAMA 8090.00 01-~~Dec~~Mar-~~2005~~2006 ~~583~~227,~~200~~700.00 ~~580~~226,~~405~~252.4312 Summary ~~0111838370~~0111838585 CAIL 7975.3100 01-~~Dec~~Feb-~~2005~~2006 ~~575~~232,~~000~~500.00 ~~572~~230,~~313~~636.15 Summary 0111961542 MD 80.00 01-May-2006 104,800.00 104,368.61 Summary ~~0111838464~~0111961779 NHMD 90100.00 01-~~Mar~~May-2006 ~~484~~76,000.00 ~~482~~75,~~419~~998.7898 Summary ~~0111838491~~0111961788 NJ 80.00 01-~~Dec~~May-~~2005~~2006 ~~471~~144,~~920~~000.00 ~~469~~143,~~359~~839.4786 Summary ~~0111838509~~0111961799 CANY 74100.9100 01-~~Dec~~May-~~2005~~2006 ~~618~~271,~~000~~200.00 ~~614~~271,~~886~~199.9398 Summary ~~0111838523~~0111961818 CAVA 71100.7100 01-~~Jan~~May-2006 ~~555~~391,~~750~~920.00 ~~553~~391,~~109~~873.1998 Summary ~~0111838541~~0111961853 CAVA 57100.6100 01-~~Jan~~May-2006 ~~511~~205,~~000~~080.00 ~~508~~205,~~855~~075.1251 Summary ~~0111838546~~0111961902 CAAZ 81100.4600 01-~~Feb~~May-2006 ~~603~~328,~~700~~750.00 ~~601~~328,~~431~~750.6500 Summary ~~0111838549~~0111961910 CACT 6998.3200 01-~~Jan~~May-2006 ~~610~~176,000.00 ~~607~~175,~~799~~996.9365 Summary ~~0111838553~~0111961957 CAWA 79100.8300 01-~~Jan~~May-2006 ~~584~~277,~~000~~600.00 ~~581~~277,~~548~~600.6400 Summary ~~0111961527~~0111962096 VAIL 7895.00 01-May-2006 68166,~~000~~250.00 67165,~~917~~492.3244 Summary ~~0111961639~~0111962105 AZGA 90100.00 01-May-2006 ~~199~~123,~~400~~800.00 ~~199~~123,~~157~~191.5672 Summary ~~0111961857~~0111962171 OHMD 80100.00 01-May-2006 64255,~~800~~650.00 64255,~~800~~650.00 Summary ~~0111961880~~0111962209 FLNJ 9580.00 01-May-2006 ~~168~~252,000.00 ~~168~~251,~~000~~465.0078 Summary ~~0111961895~~0111962272 SCAZ 95.00 01-May-2006 95164,~~025~~166.00 95164,~~025~~165.0097 Summary ~~0111961921~~0112038521 AZTX 90.00 01-May-2006 ~~225~~123,~~600~~900.00 ~~225~~123,~~600~~291.0024 Summary ~~0111961937~~0112038553 VACA 80100.00 01-May-2006 ~~176~~360,000.00 ~~176~~360,000.00 Summary ~~0111962034~~0112038628 VAAZ 100.00 01-May-2006 ~~596~~163,~~900~~100.00 ~~596~~163,~~011~~100.2700 Summary ~~0111962189~~0112038646 AZOR 9195.00 01-May-2006 ~~138~~133,~~550~~000.00 ~~138~~132,~~550~~999.0099 Summary ~~0112011191~~0112038732 MNCA 7387.8200 01-~~Apr~~May-2006 ~~203~~868,000.00 ~~203~~867,992.47 Summary 0112066741 CA 78.00 01-Jun-2006 277,000.00 275,548.75 Summary ~~0112038497~~0112067231 AZ 87100.00 01-~~May~~Jun-2006 ~~188~~156,~~250~~990.00 ~~187~~156,990.0500 Summary ~~0112066700~~0112067253 MTAZ ~~100~~46.00 01-~~May~~Jun-2006 9382,~~900~~000.00 9381,~~770~~920.3353 Summary ~~0112066817~~0112067278 ILMD 95.00 01-~~Jun~~May-2006 ~~185~~117,~~250~~800.00 ~~185~~117,~~143~~799.4297 Summary ~~0112067268~~0112067284 AZ 80100.00 01-May-2006 ~~271~~165,~~600~~100.00 ~~271~~165,~~600~~097.00 Summary ~~0112067402~~0112067374 AZNE 100.00 01-May-2006 ~~195~~183,~~100~~920.00 ~~195~~183,~~100~~920.00 Summary 0112067388 AZ 95.00 01-May-2006 381,600.00 381,599.95

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Summary ~~0110917708~~0110917852 Loan Paid in Full (1) 5.750% 360 13 Summary 0111264131 Loan Paid in Full 0 68.~~375~~250% 360 911 Summary ~~0111263047~~0111555506 Loan Paid in Full 0 7.~~950~~250% 360 69 Summary ~~0111263409~~0111555815 Loan Paid in Full 0 7.~~875~~500% 360 69 Summary ~~0111263413~~0111704225 Loan Paid in Full 0 7.750% 360 68 Summary ~~0111263416~~0111704261 Loan Paid in Full 0 8.500% 360 710 Summary ~~0111263562~~0111717682 Loan Paid in Full 0 87.~~250~~375% 360 68 Summary ~~0111263667~~0111717911 Loan Paid in Full 0 7.~~625~~125% 360 68 Summary ~~0111263750~~0111732744 Loan Paid in Full 03 7.~~375~~125% 360 69 Summary ~~0111263788~~0111732821 Loan Paid in Full 0 7.~~750~~375% 360 68 Summary ~~0111263963~~0111743011 Loan Paid in Full 0 86.~~125~~500% 360 68 Summary ~~0111264109~~0111767186 Loan Paid in Full 0 78.~~250~~125% 360 7 Summary ~~0111265227~~0111787562 Loan Paid in Full 0 8.~~375~~500% 360 68 Summary ~~0111732617~~0111838433 Loan Paid in Full 0 7.500% 360 313 Summary ~~0111786469~~0111838535 Loan Paid in Full 0 67.~~750~~875% 360 68 Summary ~~0111838365~~0111838585 Loan Paid in Full 0 87.~~000~~250% 360 69 Summary ~~0111838370~~0111961542 Loan Paid in Full 0 8.~~125~~750% 360 6 Summary ~~0111838464~~0111961779 Loan Paid in Full 0 78.~~250~~125% 360 36 Summary ~~0111838491~~0111961788 Loan Paid in Full 0 76.~~375~~750% 360 6 Summary ~~0111838509~~0111961799 Loan Paid in Full 0 78.~~750~~500% 360 6 Summary ~~0111838523~~0111961818 Loan Paid in Full 0 7.~~250~~750% 360 56 Summary ~~0111838541~~0111961853 Loan Paid in Full 0 7.875% 360 56 Summary ~~0111838546~~0111961902 Loan Paid in Full 0 78.500% 360 46 Summary ~~0111838549~~0111961910 Loan Paid in Full 0 8.~~625~~375% 360 56 Summary ~~0111838553~~0111961957 Loan Paid in Full 0 78.~~875~~500% 360 56 Summary ~~0111961527~~0111962096 Loan Paid in Full 0 8.~~500~~250% 360 16 Summary ~~0111961639~~0111962105 Loan Paid in Full 0 87.~~500~~875% 360 16 Summary ~~0111961857~~0111962171 Loan Paid in Full 0 87.~~500~~875% 360 16 Summary ~~0111961880~~0111962209 Loan Paid in Full 0 87.000% 360 16 Summary ~~0111961895~~0111962272 Loan Paid in Full 0 87.~~750~~875% 360 16 Summary ~~0111961921~~0112038521 Loan Paid in Full 0 87.~~500~~875% 360 16 Summary ~~0111961937~~0112038553 Loan Paid in Full 0 87.~~750~~500% 360 16 Summary ~~0111962034~~0112038628 Loan Paid in Full 0(1) 7.~~500~~875% 360 6 Summary 0112038646 Loan Paid in Full (1) 8.000% 360 6 Summary ~~0111962189~~0112038732 Loan Paid in Full 0(1) 7.~~500~~875% 360 16 Summary ~~0112011191~~0112066741 Loan Paid in Full 0 6.~~500~~750% 360 25 Summary ~~0112038497~~0112067231 Loan Paid in Full 0 76.875% 360 15 Summary ~~0112066700~~0112067253 Loan Paid in Full 0 76.~~875~~750% 360 15 Summary ~~0112066817~~0112067278 Loan Paid in Full 0 8.750% 360 06 Summary ~~0112067268~~0112067284 Loan Paid in Full (1) 8.375% 360 6 Summary 0112067374 Loan Paid in Full 0 8.~~500~~125% 360 16 Summary ~~0112067402~~0112067388 Loan Paid in Full 0 8.500% 360 16

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 21.~~300~~743% Current Month 2419.~~360~~021% Current Month 41,~~158~~195.~~462~~075% 3 Month Average 02.~~000~~099% 3 Month Average 022.~~000~~440% 3 Month Average 01,657.~~000~~285% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 N/A N/A ~~Jan~~Jun-2006 ~~N/A~~24.360% N/A ~~Jan~~Jun-2006 ~~N/A~~4,158.462% N/A ~~Feb~~Jul-2006 ~~N/A~~23.672% N/A ~~Feb~~Jul-2006 ~~N/A~~2,998.871% N/A ~~Mar~~Aug-2006 ~~N/A~~21.137% N/A ~~Mar~~Aug-2006 ~~N/A~~2,140.784% N/A ~~Apr~~Sep-2006 ~~N/A~~24.490% N/A ~~Apr~~Sep-2006 ~~N/A~~2,061.607% N/A ~~May~~Oct-2006 ~~N/A~~23.810% N/A ~~May~~Oct-2006 ~~N/A~~1,715.171% N/A ~~Jun~~Nov-2006 2419.~~360~~021% N/A ~~Jun~~Nov-2006 41,~~158~~195.~~462~~075% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled Current Current Number ofBalance ~~Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Range(%)~~this Balance($) < 4.750 0 0.00 0.000 4.750 4.999 1 245,525.51 0.049 5.000 5.249 1 162,040.38 0.032 5.250 5.499 2 563,533.70 0.112 5.500 5.749 12 3,251,438.42 0.645 5.750 5.999 42 10,878,002.29 2.159 6.000 6.249 38 9,259,231.57 1.838 6.250 6.499 84 18,320,446.53 3.636 6.500 6.749 158 39,322,480.33 7.804 6.750 6.999 342 77,563,719.66 15.394 7.000 7.249 242 44,957,336.51 8.923 7.250 7.499 354 62,524,841.89 12.409 7.500 7.749 361 71,545,282.15 14.200 7.750 7.999 321 65,486,165.42 12.997 8.000 8.249 158 35,494,775.19 7.045 8.250 8.499 102 23,293,875.81 4.623 8.500 8.749 129 24,400,232.76 4.843 8.750 8.999 109 15,314,816.22 3.040 9.000 9.249 1 51,914.13 0.010 9.250 9.499 1 208,788.10 0.041 9.500 9.749 2 427,960.66 0.085 9.750 9.999 2 215,003.66 0.043 10.000 10.249 2 291,225.99 0.058 10.250 10.499 1 74,936.83 0.015 10.500 10.749 0 0.00 0.000 >= 10.750 0 0.00 0.000 Total 2,465 503,853,573.71 100.000Period

Filing Compare · Deutsche Alt-B Securities, Inc. Mortgage Loan Trust, Series 2006-AB2