<PAGE>

                                                                      Appendix I

                      MANAGEMENT'S ASSERTION OF COMPLIANCE

Management of the Trust & Securities Services department of Deutsche Bank
National Trust Company and Deutsche Bank Trust Company Americas (collectively
the "Company") is responsible for assessing compliance with the servicing
criteria set forth in Item 1122(d) of Regulation AB promulgated by the
Securities and Exchange Commission. Management has determined that the servicing
criteria are applicable in regard to the servicing platform for the period as
follows:

Platform: Publicly-issued (i.e., transaction-level reporting required under the
Securities Exchange Act of 1934, as amended) residential mortgage-backed
securities and other asset-backed securities issued on or after January 1, 2006
for which the Company provides trustee, securities administration or paying
agent services, excluding any publicly issued transactions sponsored or issued
by any government sponsored entity (the "Platform").

Applicable Servicing Criteria: All servicing criteria set forth in Item 1122(d),
except for the following criteria: 1122(d)(2)(iii), 1122(d)(4)(iv),
1122(d)(4)(v), 1122(d)(4)(vi), 1122(d)(4)(vii), 1122(d)(4)(viii),
1122(d)(4)(ix), 1122(d)(4)(x), 1122(d)(4)(xi), 1122(d)(4)(xii), 1122(d)(4)(xiii)
and 1122(d)(4)(xiv), which management has determined are not applicable to the
activities the Company performs with respect to the Platform (the "Applicable
Servicing Criteria").

Period: Twelve months ended December 31, 2006 (the "Period").

Management's interpretation of Applicable Servicing Criteria: The Company's
management has determined that servicing criteria 1122(d)(1)(iii) is applicable
only with respect to its continuing obligation to act as, or locate a, successor
servicer under the circumstances referred to in certain governing documents. It
is management's interpretation that Deutsche Bank Trust Company America has no
other active back-up servicing responsibilities in regards to 1122(d)(1)(iii) as
of and for the Period.

Third parties classified as vendors: With respect to servicing criteria
1122(d)(2)(i), 1122(d)(4)(i), and 1122(d)(4)(ii), management has engaged various
vendors to perform the activities required by these servicing criteria. The
Company's management has determined that these vendors are not considered a
"servicer" as defined in Item 1101(j) of Regulation AB, and the Company's
management has elected to take responsibility for assessing compliance with the
servicing criteria applicable to each vendor as permitted by Interpretation
17.06 of the SEC Division of Corporation Finance Manual of Publicly Available
Telephone Interpretations ("Interpretation 17.06"). As permitted by
Interpretation 17.06, management has asserted that it has policies and
procedures in place to provide reasonable assurance that the vendor's activities
comply in all material respects with the servicing criteria applicable to each
vendor. The Company's management is solely responsible for determining that it
meets the SEC requirements to apply Interpretation 17.06 for the vendors and
related criteria.

With respect to the Platform, the Company's management provides the following
assertion of compliance with respect to the Applicable Servicing Criteria:

1. The Company's management is responsible for assessing the Company's
compliance with the Applicable Servicing Criteria as of and for the Period.

2. The Company's management has assessed compliance with the Applicable
Servicing Criteria, including servicing criteria for which compliance is
determined based on Interpretation 17.06 as described above, as of and for the
Period. In performing this assessment, management used the criteria set forth by
the Securities and Exchange Commission in paragraph (d) of Item 1122 of
Regulation AB.

3. Based on such assessment, as of and for the Period, the Company has complied,
in all material respects, with the Applicable Servicing Criteria.

KPMG LLP, a registered public accounting firm, has issued an attestation report
with respect to the management's assertion of compliance with the Applicable
Servicing Criteria as of and for the Period.

<PAGE>


                                                                      Appendix I

                                            DEUTSCHE BANK NATIONAL TRUST COMPANY


                                            By: /s/ Gary R. Vaughan
                                                --------------------------------
                                                Name: Gary R. Vaughan
                                                Its: Managing Director


                                            By: /s/ David Co
                                                --------------------------------
                                                Name: David Co
                                                Its: Director


                                            By: /s/ Jose Sicilia
                                                --------------------------------
                                                Name: Jose Sicilia
                                                Its: Managing Director


                                            By: /s/ Kevin Fischer
                                                --------------------------------
                                                Name: Kevin Fischer
                                                Its: Vice President


                                            By: /s/ Robert Frier
                                                --------------------------------
                                                Name: Robert Frier
                                                Its: Director



                                            DEUTSCHE BANK TRUST COMPANY AMERICAS


                                            By: /s/ Kevin C. Weeks
                                                --------------------------------
                                                Name: Kevin C. Weeks
                                                Its: Managing Director


                                            By: /s/ Jenna Kaufman
                                                --------------------------------
                                                Name: Jenna Kaufman
                                                Its: Director