10-D 1 dal07ab1_10d-200706.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, 2007 to June 25, 2007 Commission File Number of issuing entity: 333-131600-20 Deutsche Alt-B Securities Mortgage Loan Trust, Series 2007-AB1 (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) 54-2199609 54-2199610 (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___ ____________ AI-1 _____ _____ __X___ ____________ AI-2 _____ _____ __X___ ____________ AR _____ _____ __X___ ____________ X _____ _____ __X___ ____________ PO _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ B-5 _____ _____ __X___ ____________ B-6 _____ _____ __X___ ____________ B-7 _____ _____ __X___ ____________ B-8 _____ _____ __X___ ____________ B-9 _____ _____ __X___ ____________ B-10 _____ _____ __X___ ____________ B-11 _____ _____ __X___ ____________ B-12 _____ _____ __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 June 25, 2007 a distribution was made to holders of Deutsche Alt-B Securities Mortgage Loan Trust, Series 2007-AB1. 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 2007-AB1, relating to the June 25, 2007 distribution. (b) The exhibits required to be filed by the 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 2007-AB1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: July 3, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Deutsche Alt-B Securities Mortgage Loan Trust, Series 2007-AB1, relating to the June 25, 2007 distribution. EX-99.1 DEUTSCHE ALT-A SECURITIES, INC Mortgage Pass-Through Certificates Distribution Date: 6/25/2007 DEUTSCHE ALT-A SECURITIES, INC Mortgage Pass-Through Certificates Series 2007-AB1 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 Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 25151WAA1 0506/2422/2007 5.62000% ~~364~~358,~~735~~656,~~702~~738.9692 1,~~708~~679,~~178~~709.7506 A-2 25151WAB9 0506/2422/2007 5.62000% 4039,~~526~~850,~~188~~748.6723 ~~189~~186,~~797~~634.6434 AI-1 25151WAC7 0506/2422/2007 8.28000% 6059,~~789~~776,~~284~~124.9829 ~~419~~412,~~446~~455.0426 AI-2 25151WAD5 0506/2422/2007 8.28000% 6,~~754~~641,~~364~~791.4505 4645,~~605~~828.1136 AR 25151WAP8 0405/3031/2007 6.00000% 0.00 0.00 X 25151WAE3 0405/3031/2007 0.~~75249~~84529% 0.00 ~~354~~361,~~008~~007.7430 PO 25151WAF0 0405/3031/2007 0.00000% 5,~~732~~649,~~292~~486.6685 0.00 B-1 25151WAH6 0405/3031/2007 6.00000% 10,~~486~~481,~~071~~067.7875 52,~~430~~405.3634 B-2 25151WAJ2 0405/3031/2007 6.00000% 8,~~388~~384,~~657~~654.4835 41,~~943~~923.2827 B-3 25151WAG8 0405/3031/2007 6.00000% 3,~~145~~143,~~121~~620.7385 15,~~725~~718.6110 B-4 25151WAQ6 0405/3031/2007 6.00000% 3,~~146~~144,~~121~~620.4510 15,~~730~~723.6110 B-5 25151WAR4 0405/3031/2007 6.00000% 2,~~621~~620,~~268~~017.0113 13,~~106~~100.3409 B-6 25151WAS2 0405/3031/2007 6.00000% 1,~~572~~571,~~560~~810.8643 7,~~862~~859.8005 B-7 25151WAT0 0405/3031/2007 6.00000% 1,~~573~~572,~~560~~809.5967 7,~~867~~864.8005 B-8 25151WAU7 0405/3031/2007 6.00000% 1,~~572~~571,~~560~~810.8643 7,~~862~~859.8005 B-9 25151WAV5 0405/3031/2007 6.00000% 1,048,~~707~~206.1570 5,~~243~~241.5403 B-10 25151WAL7 0405/3031/2007 6.00000% 2,~~883~~881,~~194~~818.8799 14,~~415~~409.9709 B-11 25151WAM5 0405/3031/2007 6.00000% 3,~~146~~144,~~121~~620.4510 15,~~730~~723.6110 B-12 25151WAN3 0405/3031/2007 6.00000% 2,~~358~~357,~~934~~809.9828 11,~~794~~789.6705 P 25151WAK9 0405/3031/2007 0.00000% 100.00 2534,~~819~~817.9983 Totals ~~520~~512,~~480~~497,~~814~~855.9312 2,~~953~~930,~~570~~066.6647

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 6,~~071~~211,~~099~~639.1356 0.00 ~~358~~352,~~664~~445,~~603~~099.8336 7,~~779~~891,~~277~~348.8862 0.00 A-2 ~~674~~690,~~566~~182.5616 0.00 39,~~851~~160,~~622~~566.1106 ~~864~~876,~~364~~816.2050 0.00 AI-1 1,~~011~~035,~~849~~273.8728 0.00 5958,~~777~~740,~~435~~851.1101 1,~~431~~447,~~295~~728.9154 0.00 AI-2 ~~112~~115,~~427~~030.7536 0.00 6,~~641~~526,~~936~~760.69 ~~159~~160,~~032~~858.8672 0.00 AR 0.00 0.00 0.00 0.00 0.00 X 0.00 0.00 0.00 ~~354~~361,~~008~~007.7430 0.00 PO 9646,~~139~~562.2939 0.00 5,~~636~~602,~~153~~924.3746 9646,~~139~~562.2939 0.0010 B-1 48,~~244~~391.4299 0.00 10,~~481~~472,~~827~~675.3575 5660,~~674~~797.7833 0.00 B-2 36,~~395~~713.4643 0.00 8,~~385~~377,~~262~~940.0291 4548,~~338~~636.7470 0.00 B-3 12,~~273~~517.04 0.00 3,~~143~~141,~~848~~103.6882 1618,~~998~~235.6514 0.00 B-4 12,~~273~~517.4584 0.00 3,~~144~~142,~~848~~102.0026 1718,~~004~~240.0694 0.00 B-5 12,~~061~~097.0180 0.00 2,~~620~~617,~~207~~919.0133 1415,~~167~~197.3589 0.00 B-6 ~~636~~1,258.52 0.00 1,~~571~~570,~~924~~551.3491 89,~~499~~117.3257 0.00 B-7 ~~636~~1,259.9332 0.00 1,~~572~~571,~~923~~550.6635 89,~~504~~123.7337 0.00 B-8 ~~636~~1,258.52 0.00 1,~~571~~570,~~924~~551.3491 89,~~499~~117.3257 0.00 B-9 ~~424~~839.4828 0.00 1,~~048~~047,~~282~~367.6742 56,~~668~~080.0231 0.00 B-10 12,~~167~~307.0242 0.00 2,~~882~~879,~~027~~511.8557 1516,~~582~~716.9951 0.00 B-11 12,~~273~~517.4584 0.00 3,~~144~~142,~~848~~102.0026 1718,~~004~~240.0694 0.00 B-12 ~~954~~1,887.8285 0.00 2,~~357~~355,~~980~~921.1643 1213,~~749~~676.4990 0.00 P 0.00 0.00 100.00 2534,~~819~~817.9983 0.00 Totals 78,~~983~~132,~~059~~254.7260 0.00 ~~512~~504,~~497~~365,~~755~~600.1950 1011,~~936~~062,~~630~~321.3807 0.0010 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. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 367,770,857.00 ~~364~~358,~~735~~656,~~702~~738.9692 ~~152~~287,~~561~~169.6568 5,~~918~~924,~~537~~469.4888 0.00 A-2 40,863,428.00 4039,~~526~~850,~~188~~748.6723 1631,~~951~~907.2974 ~~657~~658,~~615~~274.2742 0.00 AI-1 61,295,144.00 6059,~~789~~776,~~284~~124.9829 2547,~~426~~861.9461 ~~986~~987,~~422~~411.9367 0.00 AI-2 6,810,571.00 6,~~754~~641,~~364~~791.4505 25,~~825~~317.2296 109,~~602~~712.5440 0.00 AR 100.00 0.00 0.00 0.00 0.00 X 0.00 0.00 0.00 0.00 0.00 PO 5,735,570.69 5,~~732~~649,~~292~~486.6685 3,~~624~~647.0251 9242,~~515~~914.2789 0.00 B-1 10,489,000.00 10,~~486~~481,~~071~~067.7875 48,~~244~~391.4299 0.00 0.00 B-2 8,391,000.00 8,~~388~~384,~~657~~654.4835 36,~~395~~713.4643 0.00 0.00 B-3 3,146,000.00 3,~~145~~143,~~121~~620.7385 12,~~273~~517.04 0.00 0.00 B-4 3,147,000.00 3,~~146~~144,~~121~~620.4510 12,~~273~~517.4584 0.00 0.00 B-5 2,622,000.00 2,~~621~~620,~~268~~017.0113 12,~~061~~097.0180 0.00 0.00 B-6 1,573,000.00 1,~~572~~571,~~560~~810.8643 ~~636~~1,258.52 0.00 0.00 B-7 1,574,000.00 1,~~573~~572,~~560~~809.5967 ~~636~~1,259.9332 0.00 0.00 B-8 1,573,000.00 1,~~572~~571,~~560~~810.8643 ~~636~~1,258.52 0.00 0.00 B-9 1,049,000.00 1,048,~~707~~206.1570 ~~424~~839.4828 0.00 0.00 B-10 2,884,000.00 2,~~883~~881,~~194~~818.8799 12,~~167~~307.0242 0.00 0.00 B-11 3,147,000.00 3,~~146~~144,~~121~~620.4510 12,~~273~~517.4584 0.00 0.00 B-12 2,359,593.71 2,~~358~~357,~~934~~809.9828 ~~954~~1,887.8285 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 Totals 524,430,364.40 ~~520~~512,~~480~~497,~~814~~855.9312 ~~218~~409,~~366~~471.2435 7,~~764~~722,~~693~~783.4926 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00 6,~~071~~211,~~099~~639.1356 ~~358~~352,~~664~~445,~~603~~099.8336 0.~~97523933~~95832797 6,~~071~~211,~~099~~639.1356 A-2 0.00 ~~674~~690,~~566~~182.5616 39,~~851~~160,~~622~~566.1106 0.~~97523933~~95832797 ~~674~~690,~~566~~182.5616 AI-1 0.00 1,~~011~~035,~~849~~273.8728 5958,~~777~~740,~~435~~851.1101 0.~~97523933~~95832797 1,~~011~~035,~~849~~273.8728 AI-2 0.00 ~~112~~115,~~427~~030.7536 6,~~641~~526,~~936~~760.69 0.~~97523933~~95832797 ~~112~~115,~~427~~030.7536 AR 0.00 0.00 0.00 0.00000000 0.00 X 0.00 0.00 0.00 0.00000000 0.00 PO 0.00 9646,~~139~~562.2939 5,~~636~~602,~~153~~924.3746 0.~~98266653~~97687305 9646,~~139~~562.2939 B-1 0.00 48,~~244~~391.4299 10,~~481~~472,~~827~~675.3575 0.~~99931617~~99844368 48,~~244~~391.4299 B-2 0.00 36,~~395~~713.4643 8,~~385~~377,~~262~~940.0291 0.~~99931617~~99844368 36,~~395~~713.4643 B-3 0.00 12,~~273~~517.04 3,~~143~~141,~~848~~103.6882 0.~~99931617~~99844368 12,~~273~~517.04 B-4 0.00 12,~~273~~517.4584 3,~~144~~142,~~848~~102.0026 0.~~99931617~~99844368 12,~~273~~517.4584 B-5 0.00 12,~~061~~097.0180 2,~~620~~617,~~207~~919.0133 0.~~99931617~~99844368 12,~~061~~097.0180 B-6 0.00 ~~636~~1,258.52 1,~~571~~570,~~924~~551.3491 0.~~99931617~~99844368 ~~636~~1,258.52 B-7 0.00 ~~636~~1,259.9332 1,~~572~~571,~~923~~550.6635 0.~~99931618~~99844368 ~~636~~1,259.9332 B-8 0.00 ~~636~~1,258.52 1,~~571~~570,~~924~~551.3491 0.~~99931617~~99844368 ~~636~~1,258.52 B-9 0.00 ~~424~~839.4828 1,~~048~~047,~~282~~367.6742 0.~~99931618~~99844368 ~~424~~839.4828 B-10 0.00 12,~~167~~307.0242 2,~~882~~879,~~027~~511.8557 0.~~99931618~~99844368 12,~~167~~307.0242 B-11 0.00 12,~~273~~517.4584 3,~~144~~142,~~848~~102.0026 0.~~99931617~~99844368 12,~~273~~517.4584 B-12 0.00 ~~954~~1,887.8285 2,~~357~~355,~~980~~921.1643 0.~~99931617~~99844368 ~~954~~1,887.8285 P 0.00 0.00 100.00 1.00000000 0.00 Totals $0.00 78,~~983~~132,~~059~~254.7260 ~~512~~504,~~497~~365,~~755~~600.1950 0.~~97724653~~96173989 78,~~983~~132,~~059~~254.7260

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 367,770,857.00 ~~991~~975.~~74716000~~21794371 0.~~41482800~~78083860 16.~~09300293~~10913363 0.00000000 A-2 40,863,428.00 ~~991~~975.~~74716008~~21794378 0.~~41482790~~78083855 16.~~09300301~~10913358 0.00000000 AI-1 61,295,144.00 ~~991~~975.~~74715994~~21794369 0.~~41482797~~78083853 16.~~09300290~~10913370 0.00000000 AI-2 6,810,571.00 ~~991~~975.~~74716041~~21794428 0.~~41482865~~78083908 16.~~09300307~~10913387 0.00000000 AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO 5,735,570.69 ~~999~~984.~~42847361~~99123371 0.~~63184994~~63594544 167.~~13008975~~48223539 0.00000000 B-1 10,489,000.00 999.~~72082944~~24375536 0.~~40465440~~80007532 0.00000000 0.00000000 B-2 8,391,000.00 999.~~72082946~~24375521 0.~~40465499~~80007508 0.00000000 0.00000000 B-3 3,146,000.00 999.~~72082962~~24375397 0.~~40465353~~80007629 0.00000000 0.00000000 B-4 3,147,000.00 999.~~72082936~~24375596 0.~~40465523~~80007626 0.00000000 0.00000000 B-5 2,622,000.00 999.~~72082761~~24375667 0.~~40465675~~80007628 0.00000000 0.00000000 B-6 1,573,000.00 999.~~72082645~~24375715 0.~~40465353~~80007629 0.00000000 0.00000000 B-7 1,574,000.00 999.~~72083227~~24375476 0.~~40465693~~80007624 0.00000000 0.00000000 B-8 1,573,000.00 999.~~72082645~~24375715 0.~~40465353~~80007629 0.00000000 0.00000000 B-9 1,049,000.00 999.~~72082936~~24375596 0.~~40465205~~80007626 0.00000000 0.00000000 B-10 2,884,000.00 999.~~72082871~~24375520 0.~~40465326~~80007628 0.00000000 0.00000000 B-11 3,147,000.00 999.~~72082936~~24375596 0.~~40465523~~80007626 0.00000000 0.00000000 B-12 2,359,593.71 999.~~72082906~~24375540 0.~~40465441~~80007418 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 16.~~50783093~~88997223 ~~975~~958.~~23932906~~32797148 0.~~97523933~~95832797 16.~~50783093~~88997223 A-2 0.00000000 16.~~50783091~~88997213 ~~975~~958.~~23932916~~32797141 0.~~97523933~~95832797 16.~~50783091~~88997213 AI-1 0.00000000 16.~~50783087~~88997223 ~~975~~958.~~23932907~~32797146 0.~~97523933~~95832797 16.~~50783087~~88997223 AI-2 0.00000000 16.~~50783025~~88997296 ~~975~~958.~~23932868~~32797133 0.~~97523933~~95832797 16.~~50783025~~88997296 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO 0.00000000 168.~~76193969~~11817908 ~~982~~976.~~66653392~~87305463 0.~~98266653~~97687305 168.~~76193969~~11817908 B-1 0.00000000 0.~~40465440~~80007532 ~~999~~998.~~31617409~~44367909 0.~~99931617~~99844368 0.~~40465440~~80007532 B-2 0.00000000 0.~~40465499~~80007508 ~~999~~998.~~31617447~~44367894 0.~~99931617~~99844368 0.~~40465499~~80007508 B-3 0.00000000 0.~~40465353~~80007629 ~~999~~998.~~31617292~~44368086 0.~~99931617~~99844368 0.~~40465353~~80007629 B-4 0.00000000 0.~~40465523~~80007626 ~~999~~998.~~31617413~~44367969 0.~~99931617~~99844368 0.~~40465523~~80007626 B-5 0.00000000 0.~~40465675~~80007628 ~~999~~998.~~31617468~~44368040 0.~~99931617~~99844368 0.~~40465675~~80007628 B-6 0.00000000 0.~~40465353~~80007629 ~~999~~998.~~31617292~~44368086 0.~~99931617~~99844368 0.~~40465353~~80007629 B-7 0.00000000 0.~~40465693~~80007624 ~~999~~998.~~31617535~~44367853 0.~~99931618~~99844368 0.~~40465693~~80007624 B-8 0.00000000 0.~~40465353~~80007629 ~~999~~998.~~31617292~~44368086 0.~~99931617~~99844368 0.~~40465353~~80007629 B-9 0.00000000 0.~~40465205~~80007626 ~~999~~998.~~31617731~~44367969 0.~~99931618~~99844368 0.~~40465205~~80007626 B-10 0.00000000 0.~~40465326~~80007628 ~~999~~998.~~31617545~~44367892 0.~~99931618~~99844368 0.~~40465326~~80007628 B-11 0.00000000 0.~~40465523~~80007626 ~~999~~998.~~31617413~~44367969 0.~~99931617~~99844368 0.~~40465523~~80007626 B-12 0.00000000 0.~~40465441~~80007418 ~~999~~998.~~31617465~~44368122 0.~~99931617~~99844368 0.~~40465441~~80007418 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 0405/25/07 - 0506/24/07 30 5.62000% ~~364~~358,~~735~~656,~~702~~738.9692 1,~~708~~679,~~178~~709.8806 0.00 A-2 0405/25/07 - 0506/24/07 30 5.62000% 4039,~~526~~850,~~188~~748.6723 ~~189~~186,~~797~~634.6534 0.00 AI-1 0405/25/07 - 0506/24/07 30 8.28000% 6059,~~789~~776,~~284~~124.9829 ~~419~~412,~~446~~455.0726 0.00 AI-2 0405/25/07 - 0506/24/07 30 8.28000% 6,~~754~~641,~~364~~791.4505 4645,~~605~~828.1136 0.00 AR N/A N/A 6.00000% 0.00 0.00 0.00 X 0405/01/07 - 0405/30/07 30 0.~~75249~~84529% ~~520~~512,~~501~~497,~~544~~755.3419 ~~354~~361,~~008~~007.7430 0.00 PO N/A N/A 0.00000% 5,~~732~~649,~~292~~486.6685 0.00 0.00 B-1 0405/01/07 - 0405/30/07 30 6.00000% 10,~~486~~481,~~071~~067.7875 52,~~430~~405.3634 0.00 B-2 0405/01/07 - 0405/30/07 30 6.00000% 8,~~388~~384,~~657~~654.4835 41,~~943~~923.2927 0.00 B-3 0405/01/07 - 0405/30/07 30 6.00000% 3,~~145~~143,~~121~~620.7385 15,~~725~~718.6110 0.00 B-4 0405/01/07 - 0405/30/07 30 6.00000% 3,~~146~~144,~~121~~620.4510 15,~~730~~723.6110 0.00 B-5 0405/01/07 - 0405/30/07 30 6.00000% 2,~~621~~620,~~268~~017.0113 13,~~106~~100.3409 0.00 B-6 0405/01/07 - 0405/30/07 30 6.00000% 1,~~572~~571,~~560~~810.8643 7,~~862~~859.8005 0.00 B-7 0405/01/07 - 0405/30/07 30 6.00000% 1,~~573~~572,~~560~~809.5967 7,~~867~~864.8005 0.00 B-8 0405/01/07 - 0405/30/07 30 6.00000% 1,~~572~~571,~~560~~810.8643 7,~~862~~859.8005 0.00 B-9 0405/01/07 - 0405/30/07 30 6.00000% 1,048,~~707~~206.1570 5,~~243~~241.5403 0.00 B-10 0405/01/07 - 0405/30/07 30 6.00000% 2,~~883~~881,~~194~~818.8799 14,~~415~~409.9709 0.00 B-11 0405/01/07 - 0405/30/07 30 6.00000% 3,~~146~~144,~~121~~620.4510 15,~~730~~723.6110 0.00 B-12 0405/01/07 - 0405/30/07 30 6.00000% 2,~~358~~357,~~934~~809.9828 11,~~794~~789.6705 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 2,~~927~~895,~~750~~248.8564 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 1,~~708~~679,~~178~~709.7506 0.00 ~~358~~352,~~664~~445,~~603~~099.8336 A-2 0.00 0.00 ~~189~~186,~~797~~634.6434 0.00 39,~~851~~160,~~622~~566.1106 AI-1 0.00 0.00 ~~419~~412,~~446~~455.0426 0.00 5958,~~777~~740,~~435~~851.1101 AI-2 0.00 0.00 4645,~~605~~828.1136 0.00 6,~~641~~526,~~936~~760.69 AR 0.00 0.00 0.00 0.00 0.00 X 0.00 0.00 ~~354~~361,~~008~~007.7430 0.00 ~~512~~504,~~497~~365,~~755~~500.1959 PO 0.00 0.00 0.00 0.00 5,~~636~~602,~~153~~924.3746 B-1 0.00 0.00 52,~~430~~405.3634 0.00 10,~~481~~472,~~827~~675.3575 B-2 0.00 0.00 41,~~943~~923.2827 0.00 8,~~385~~377,~~262~~940.0291 B-3 0.00 0.00 15,~~725~~718.6110 0.00 3,~~143~~141,~~848~~103.6882 B-4 0.00 0.00 15,~~730~~723.6110 0.00 3,~~144~~142,~~848~~102.0026 B-5 0.00 0.00 13,~~106~~100.3409 0.00 2,~~620~~617,~~207~~919.0133 B-6 0.00 0.00 7,~~862~~859.8005 0.00 1,~~571~~570,~~924~~551.3491 B-7 0.00 0.00 7,~~867~~864.8005 0.00 1,~~572~~571,~~923~~550.6635 B-8 0.00 0.00 7,~~862~~859.8005 0.00 1,~~571~~570,~~924~~551.3491 B-9 0.00 0.00 5,~~243~~241.5403 0.00 1,~~048~~047,~~282~~367.6742 B-10 0.00 0.00 14,~~415~~409.9709 0.00 2,~~882~~879,~~027~~511.8557 B-11 0.00 0.00 15,~~730~~723.6110 0.00 3,~~144~~142,~~848~~102.0026 B-12 0.00 0.00 11,~~794~~789.6705 0.00 2,~~357~~355,~~980~~921.1643 P 0.00 0.00 2534,~~819~~817.9983 0.00 100.00 Totals 0.00 0.00 2,~~953~~930,~~570~~066.6647 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-1 367,770,857.00 5.62000% ~~991~~975.~~74716000~~21794371 4.~~64468254~~56727070 0.00000000 A-2 40,863,428.00 5.62000% ~~991~~975.~~74716008~~21794378 4.~~64468253~~56727076 0.00000000 AI-1 61,295,144.00 8.28000% ~~991~~975.~~74715994~~21794369 6.~~84305546~~72900385 0.00000000 AI-2 6,810,571.00 8.28000% ~~991~~975.~~74716041~~21794428 6.~~84305472~~72900407 0.00000000 AR 100.00 6.00000% 0.00000000 0.00000000 0.00000000 X 0.00 0.~~75249~~84529% ~~992~~977.~~50859394~~24671893 0.~~67503492~~68837999 0.00000000 PO 5,735,570.69 0.00000% ~~999~~984.~~42847361~~99123371 0.00000000 0.00000000 B-1 10,489,000.00 6.00000% 999.~~72082944~~24375536 4.~~99860425~~99621890 0.00000000 B-2 8,391,000.00 6.00000% 999.~~72082946~~24375521 4.~~99860446~~99621857 0.00000000 B-3 3,146,000.00 6.00000% 999.~~72082962~~24375397 4.~~99860458~~99621742 0.00000000 B-4 3,147,000.00 6.00000% 999.~~72082936~~24375596 4.~~99860502~~99621862 0.00000000 B-5 2,622,000.00 6.00000% 999.~~72082761~~24375667 4.~~99860412~~99622044 0.00000000 B-6 1,573,000.00 6.00000% 999.~~72082645~~24375715 4.~~99860140~~99621742 0.00000000 B-7 1,574,000.00 6.00000% 999.~~72083227~~24375476 4.~~99860229~~99621982 0.00000000 B-8 1,573,000.00 6.00000% 999.~~72082645~~24375715 4.~~99860140~~99621742 0.00000000 B-9 1,049,000.00 6.00000% 999.~~72082936~~24375596 4.~~99860820~~99621544 0.00000000 B-10 2,884,000.00 6.00000% 999.~~72082871~~24375520 4.~~99860264~~99621706 0.00000000 B-11 3,147,000.00 6.00000% 999.~~72082936~~24375596 4.~~99860502~~99621862 0.00000000 B-12 2,359,593.71 6.00000% 999.~~72082906~~24375540 4.~~99860207~~99622030 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 4.~~64468219~~56727070 0.00000000 ~~975~~958.~~23932906~~32797148 A-2 0.00000000 0.00000000 4.~~64468228~~56727076 0.00000000 ~~975~~958.~~23932916~~32797141 AI-1 0.00000000 0.00000000 6.~~84305497~~72900385 0.00000000 ~~975~~958.~~23932907~~32797146 AI-2 0.00000000 0.00000000 6.~~84305472~~72900407 0.00000000 ~~975~~958.~~23932868~~32797133 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 X 0.00000000 0.00000000 0.~~67503492~~68837999 0.00000000 ~~977~~961.~~24671893~~73988198 PO 0.00000000 0.00000000 0.00000000 0.00000000 ~~982~~976.~~66653392~~87305463 B-1 0.00000000 0.00000000 4.~~99860425~~99621890 0.00000000 ~~999~~998.~~31617409~~44367909 B-2 0.00000000 0.00000000 4.~~99860327~~99621857 0.00000000 ~~999~~998.~~31617447~~44367894 B-3 0.00000000 0.00000000 4.~~99860458~~99621742 0.00000000 ~~999~~998.~~31617292~~44368086 B-4 0.00000000 0.00000000 4.~~99860502~~99621862 0.00000000 ~~999~~998.~~31617413~~44367969 B-5 0.00000000 0.00000000 4.~~99860412~~99622044 0.00000000 ~~999~~998.~~31617468~~44368040 B-6 0.00000000 0.00000000 4.~~99860140~~99621742 0.00000000 ~~999~~998.~~31617292~~44368086 B-7 0.00000000 0.00000000 4.~~99860229~~99621982 0.00000000 ~~999~~998.~~31617535~~44367853 B-8 0.00000000 0.00000000 4.~~99860140~~99621742 0.00000000 ~~999~~998.~~31617292~~44368086 B-9 0.00000000 0.00000000 4.~~99860820~~99621544 0.00000000 ~~999~~998.~~31617731~~44367969 B-10 0.00000000 0.00000000 4.~~99860264~~99621706 0.00000000 ~~999~~998.~~31617545~~44367892 B-11 0.00000000 0.00000000 4.~~99860502~~99621862 0.00000000 ~~999~~998.~~31617413~~44367969 B-12 0.00000000 0.00000000 4.~~99860207~~99622030 0.00000000 ~~999~~998.~~31617465~~44368122 P 0.00000000 0.00000000 ~~258199~~348178.~~90000000~~30000000 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 911,~~815~~051,~~350~~948.7637 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 1194,~~412,936~~226.6735 Servicer Advances ~~305~~349,~~578~~447.8199 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 2534,~~819~~817.9983 Total Deposits 11,~~559~~630,~~686~~440.2354 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~396~~305,~~227~~578.4381 Total Administration Fees ~~226~~262,~~828~~540.4266 Payment of Interest and Principal 1011,~~936~~062,~~630~~321.3807 Total Withdrawals (Pool Distribution Amount) 11,~~559~~630,~~686~~440.2354 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~108~~106,~~222~~863.2943 Credit Risk Management Fee- Clayton Fixed Income 2,~~104~~128.5250 Lender Paid Mortgage Insurance* 4,~~509~~562.8152 Mortgage Insurance Premium- Radian Guaranty Inc ~~111~~148,~~991~~986.8021 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~226~~262,~~828~~540.4266 *Servicer Payees include: AMERICAN HOME MORTGAGE SERVICING, INC.; COUNTRYWIDE HOME LOANS SERVICING LP; GMAC MORTGAGE CORPORATION; GREENPOINT MORTGAGE FUNDING, INC.; INDYMAC BANK, F.S.B.; JP MORGAN CHASE BANK NA; NATIONAL CITY BANK; PHH MORTGAGE CORPORATION; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Capitalized Interest Account - Wells Fargo Bank 39475,~~885~~000.~~73 0.~~00 35475,~~320~~000.~~71 75,206.44 P-Class Reserve 100.~~00 0.00 0.00 ~~100.00~~ Pre-Funding Account - Wells Fago Bank 88,135,247.00 88,135,247.00 0.00 0.00

Collateral Statement Total Collateral Description Fixed Weighted Average Coupon Rate 7.~~392526~~393879 Weighted Average Net Rate 7.~~092149~~132978 Weighted Average Pass-Through Rate 6.~~786425~~779146 Weighted Average Remaining Term ~~350~~349 Principal And Interest Constant 3,~~415~~373,~~755~~404.3040 Beginning Loan Count 12,~~571~~004 Loans Paid in Full ~~(433)~~26 Ending Loan Count 21,~~004~~978 Beginning Scheduled Balance ~~432~~512,~~345~~497,~~468~~755.0919 Ending Scheduled Balance ~~512~~504,~~497~~365,~~755~~500.1959 Actual Ending Collateral Balance ~~512~~504,~~683~~549,~~384~~930.4779 Scheduled Principal ~~218~~216,~~366~~471.2535 Unscheduled Principal 67,~~303~~915,~~601~~783.2725 Negative Amortized Principal 0.00 Scheduled Interest 3,~~197~~156,~~389~~933.05 Servicing Fees ~~108~~106,~~222~~863.2943 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee ~~153~~155,~~926~~677.8423 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~935~~894,~~239~~392.9239 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 2534,~~819~~817.9983 Prepayment Penalty Paid Count 3 Special Servicing Fee 0.00 ~~Ending Scheduled Balance for Premium Loans 512,497,755.19~~

Additional Reporting - Deal Level Informational Reporting Relief Act Interest Shortfalls 0.00 Prefunding Reporting Capitalized Interest Beginning Balance 39475,~~885~~000.7300 Capitalized Interest Ending Balance ~~75,206~~0.4400 Capitalized Interest Requirement 0.00 Prefunding Beginning Balance 88,135,247.00 Prefunding Amount In Loans 0.00 Prefunding Amount Paid As Principal 0.00 Structural Reporting Senior Prepayment Percentage 100.000000% Subordinate Percentage 78.~~905819~~271285% Senior Percentage 9291.~~094181~~728715% Subordinate Prepayment Percentage 0.000000% Trigger Event Reporting Enhancement Delinquency Trigger Trigger Result Pass Threshold Value 0.500000% Calculated Value 0.~~107789~~157364% Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.300000% Calculated Value 0.000000% Trigger Event Trigger Result Pass

Delinquency Status 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 36 0 0 36 ~~711~~1,~~673~~102,443.2520 0.00 0.00 ~~711~~1,~~673~~102,443.2520 30 Days 2534 21 0 0 2735 79,~~318~~186,~~798~~038.3278 ~~725~~241,~~069~~296.9143 0.00 0.00 89,~~043~~427,~~868~~335.2321 60 Days 1318 0 2 1 0 1521 34,~~433~~304,~~977~~989.5597 0725,069.0091 ~~455~~191,000.00 0.00 35,~~888~~221,~~977~~059.5588 90 Days 1 01 211 0 313 ~~300~~93,~~000~~569.0042 0292,170.0083 ~~314~~3,~~958~~197,437.5433 0.00 ~~614~~3,~~958~~583,177.5458 120 Days 1 0 0 3 0 13 ~~159,517.73~~ 0.00 0.00 614,958.54 0.00 ~~159~~614,~~517~~958.7354 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 4053 510 415 0 4978 1113,~~212~~584,~~293~~598.6017 12,~~436~~360,~~743~~980.1637 ~~769~~4,~~958~~003,395.5487 0.00 1319,~~418~~948,~~995~~974.3041 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.~~149701~~303337% 0.000000% 0.000000% 0.~~149701~~303337% 0.~~138813~~218500% 0.000000% 0.000000% 0.~~138813~~218500% 30 Days 1.~~247505~~718908% 0.~~099800~~050556% 0.000000% 0.000000% 1.~~347305~~769464% 1.~~427547~~820640% 0.~~141426~~047824% 0.000000% 0.000000% 1.~~568974~~868464% 60 Days 0.~~648703~~910010% 0.~~000000~~101112% 0.~~099800~~050556% 0.000000% 01.~~748503~~061678% 0.~~669805~~853234% 0.~~000000~~143706% 0.~~088749~~037856% 0.000000% 01.~~758553~~034795% 90 Days 0.~~049900~~050556% 0.~~000000~~050556% 0.~~099800~~556117% 0.000000% 0.~~149701~~657230% 0.~~058516~~018545% 0.~~000000~~057907% 0.~~061433~~633721% 0.000000% 0.~~119949~~710173% 120 Days 0.~~049900~~000000% 0.000000% 0.~~000000~~151668% 0.000000% 0.~~049900~~151668% 0.~~031114~~000000% 0.000000% 0.~~000000~~121883% 0.000000% 0.~~031114~~121883% 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 12.~~996008~~679474% 0.~~249501~~505561% 0.~~199601~~758342% 0.000000% 23.~~445110~~943377% 2.~~186982~~692419% 0.~~280240~~467938% 0.~~150182~~793459% 0.000000% 23.~~617404~~953816%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~305~~349,~~578~~447.8199

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 212 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~455~~3,~~000~~461,400.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~455~~3,~~000~~448,437.0033 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 415 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~770~~4,~~000~~016,400.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~769~~4,~~958~~003,395.5487 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~073% ~~Apr~~May-07 0.~~073~~150% ~~May~~Jun-07 0.~~150~~793% *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 Summary 0111838722 Jun-2007 01-Feb-2005 MI 78.71 488,000.00 Summary 0112415282 ~~May~~Jun-2007 01-Jul-2006 FL 79.99 237,100.00 Summary ~~0113796015~~0112825981 ~~May~~Jun-2007 01-Oct-2006 PA 80.00 68,000.00 Summary 0112874113 Jun-2007 01-Sep-2006 CA 80.00 300,000.00 Summary 0112874717 Jun-2007 01-Sep-2006 MA 62.67 188,000.00 Summary 0112963157 Jun-2007 01-Oct-2006 NJ 80.00 364,000.00 Summary 0113093330 Jun-2007 01-Nov-2006 PA 80.00 66,400.00 Summary 0113302573 Jun-2007 01-Oct-2006 MA 70.00 349,300.00 Summary 0113332551 Jun-2007 01-Nov-2006 OR 75.00 247,500.00 Summary 0113333942 Jun-2007 01-Nov-2006 NJ 80.00 212,000.00 Summary 0113416731 Jun-2007 01-Nov-2006 WI 94.97 136,000.00 Summary 0113604042 Jun-2007 01-Nov-2006 CA 80.00 851,200.00 Summary 0113879048 Jun-2007 01-Jan-2007 FL 5777.3396 ~~215~~191,000.00 Summary 0113879077 May-2007 01-Dec-2006 FL 80.00 240,000.00 Summary 0113879078 ~~May~~Jun-2007 01-Dec-2006 MI 95.00 77,900.00

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 Summary 0111838722 477,484.21 01-Jan-2007 3 6.875% 7,884.82 Summary 0112415282 237,100.00 01-Dec-2006 34 8.875% 5,112.45 Summary 0112825981 67,848.03 01-Jan-2007 3 8.990% 1,~~408~~479.3095 Summary ~~0113796015~~0112874113 ~~215~~300,000.00 01-Dec-2006 4 7.750% 5,625.00 Summary 0112874717 187,239.33 01-Jan-2007 23 7.125% 3,210.14 Summary 0112963157 363,061.94 01-Jan-2007 3 8.250% 27,~~508~~246.81 Summary 0113093330 66,303.79 01-Jan-2007 3 9.625% 1,551.68 Summary 0113302573 348,849.31 01-Jan-2007 3 7.625% 6,425.53 Summary 0113332551 247,500.00 01-Jan-2007 3 8.375% 5,027.34 Summary 0113333942 212,000.00 01-Jan-2007 3 8.750% 4,504.98 Summary 0113416731 135,950.72 01-Jan-2007 3 8.500% 2,803.98 Summary 0113604042 851,200.00 01-Jan-2007 3 8.750% 18,088.02 Summary 0113879048 191,000.00 01-Feb-2007 2 7.875% 3,640.95 Summary 0113879077 240,000.00 01-Jan-2007 23 8.250% 34,~~200~~800.00 Summary 0113879078 77,858.54 01-Dec-2006 34 9.125% 1,~~048~~572.4524

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 15 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~205~~925,~~000~~746.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~201~~924,~~973~~421.3626 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 510 ~~Nov~~Dec-06 0.000% Original Principal Balance 12,~~444~~370,~~500~~246.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 12,~~436~~360,~~743~~980.1637 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~286% ~~Apr~~May-07 0.~~286~~280% ~~May~~Jun-07 0.~~280~~468% *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 Summary 0111850126 ~~May~~Jun-2007 01-Apr-2006 CA 80.00 280,000.00 Summary 0112085871 May-2007 01-Mar-2006 AL 100.00 205,000.00 Summary 0112424150 ~~May~~Jun-2007 01-Aug-2006 NV 80.00 318,700.00 Summary 0112677598 Jun-2007 01-Aug-2006 NC 79.96 241,326.00 Summary 0112721925 ~~May~~Jun-2007 01-Jul-2006 MI 80.00 192,800.00 Summary 0112778388 Jun-2007 01-Oct-2006 MN 80.00 54,320.00 Summary 0112874108 ~~May~~Jun-2007 01-Sep-2006 CA 80.00 448,000.00 Summary 0113614337 Jun-2007 01-Dec-2006 MA 75.00 292,500.00 Summary 0114557001 Jun-2007 20-Jan-2007 TN 80.00 161,600.00 Summary 0115122103 Jun-2007 01-Apr-2007 OH 80.00 176,000.00

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 Summary 0111850126 277,070.25 01-Feb-2007 12 6.375% 24,~~824~~234.2119 Summary 0112085871 201,973.36 01-May-2007 ~~(1)~~0 6.250% 12,~~010~~020.9177 Summary 0112424150 318,700.00 01-~~Apr~~May-2007 0 6.625% 3,386.18 Summary 0112677598 241,296.43 01-Mar-2007 1 6.875% 3,996.48 Summary 0112721925 190,~~999~~815.8984 01-~~Apr~~May-2007 0 6.500% 1,~~990~~988.5664 Summary 0112778388 53,986.99 01-May-2007 0 7.500% 652.62 Summary 0112874108 447,999.66 01-Feb-2007 12 8.500% 9,240.00 Summary 0113614337 292,170.83 01-Jan-2007 3 8.875% 6,292.70 Summary 0114557001 160,967.01 20-May-2007 0 7.290% 1,890.93 Summary 0115122103 176,000.00 01-May-2007 0 7.290% 2,065.06

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 1425 47,~~900~~735,~~075~~300.00 47,~~875~~696,~~765~~715.6320 7 1 193,~~406,850~~000.00 1193,~~404,109~~000.3000

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 2729,~~074~~907.0786

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Summary ~~0111755183~~0110535095 VANJ 7370.3300 01-~~Apr~~Jul-2005 203,000.00 201,687.11 Summary 0111838600 CA 74.62 01-Mar-2006 ~~440~~444,000.00 ~~433~~437,~~557~~304.6720 Summary ~~0112142888~~0112038651 FLNC 8070.00 01-May-2006 ~~436~~266,000.00 ~~436~~265,~~000~~906.70 Summary 0112142924 MO 80.00 01-May-2006 90,800.00 90,799.97 Summary ~~0112426150~~0112203278 CA 7780.9400 01-Jun-2006 ~~417~~584,000.00 ~~411~~577,~~850~~238.7624 Summary ~~0112622425~~0112415339 AZCA 8070.00 01-~~Aug~~Jul-2006 ~~172~~276,~~000~~500.00 ~~172~~276,~~000~~500.00 Summary ~~0112663292~~0112434195 NJ 7280.2200 01-Sep-2006 ~~520~~508,000.00 ~~515~~504,~~878~~025.6785 Summary ~~0112737763~~0112559009 CO 7552.0071 01-~~Aug~~Jul-2006 88185,~~500~~000.00 88183,~~500~~075.0002 Summary ~~0112766833~~0112622334 GAMA 8065.00 01-~~Sep~~Jul-2006 ~~221~~193,~~600~~000.00 ~~221~~193,~~600~~000.00 Summary ~~0112766834~~0112668750 ORUT 7080.00 01-~~Sep~~Jul-2006 ~~225~~144,~~400~~000.00 ~~225~~144,~~400~~000.00 Summary ~~0112826515~~0112737701 CA 6680.2100 01-~~Sep~~Aug-2006 ~~341~~300,000.00 ~~338~~300,~~424~~000.2800 Summary ~~0112837700~~0112963159 FLNY 7880.8900 01-Sep-2006 ~~355~~620,000.00 ~~352~~616,~~852~~496.5779 Summary ~~0112837767~~0113006258 INGA 8070.00 01-Sep-2006 63717,~~200~~500.00 62712,~~854~~155.3989 Summary ~~0112837815~~0113041028 MSVA 9472.9910 01-Sep-2006 ~~115~~884,~~650~~000.00 ~~115~~876,~~048~~913.9741 Summary ~~0112837884~~0113302575 RINJ 6875.6500 01-~~Sep~~Oct-2006 ~~254~~150,000.00 ~~254~~149,~~000~~680.0018 Summary ~~0113109499~~0113575124 COTX 80.00 01-Oct-2006 ~~244~~118,~~000~~400.00 ~~244~~117,~~000~~735.0089 Summary ~~0113198915~~0113578465 UTCT 8575.00 01-~~Oct~~Dec-2006 ~~212~~462,~~075~~750.00 ~~210~~462,~~718~~750.2500 Summary ~~0113258437~~0113587241 NJIL 80.00 01-~~Nov~~Dec-2006 ~~460~~264,000.00 ~~460~~263,943.37 Summary 0113706754 NJ 68.77 01-Dec-2006 447,000.00 444,371.17 Summary ~~0113474870~~0113796015 UTFL 8057.0033 01-~~Sep~~Nov-2006 91215,~~200~~000.00 91215,~~200~~000.00 Summary ~~0113474880~~0114565443 ILTN 79.99 01-Oct-2006 66,800.00 66,443.80 Summary 0114565605 WA 70.00 01-~~Oct~~Nov-2006 ~~376~~140,000.00 ~~374~~138,~~478~~542.7386 Summary ~~0113706755~~0114565702 NJWA 70.00 01-~~Dec~~Nov-2006 ~~524~~122,~~300~~850.00 ~~521~~122,~~966~~799.4149 Summary ~~0113717675~~0114565814 CAMN 7570.00 01-~~Dec~~Nov-2006 ~~450~~360,~~000~~500.00 ~~447~~360,~~642~~500.4300 Summary ~~0113798994~~0114770771 WAAL 6880.1800 01-~~Dec~~Mar-~~2006~~2007 ~~300~~91,~~000~~600.00 ~~298~~91,~~554~~600.0700 Summary 0114879553 LA 80.00 01-Mar-2007 73,600.00 73,405.45

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Summary ~~0111755183~~0110535095 Loan Paid in Full 0 67.375% 360 1323 Summary ~~0112142888~~0111838600 Loan Paid in Full 0 76.~~625~~500% 360 1215 Summary ~~0112426150~~0112038651 Loan Paid in Full 0 6.~~625~~375% 360 1113 Summary ~~0112622425~~0112142924 ~~Repurchase~~Loan 0Paid 8in Full 2 7.~~625~~750% 360 913 Summary ~~0112663292~~0112203278 Loan Paid in Full 0 6.750% 360 812 Summary ~~0112737763~~0112415339 Loan Paid in Full 0 86.875% 360 11 Summary 0112434195 Loan Paid in Full 0 7.375% 360 9 Summary ~~0112766833~~0112559009 ~~Repurchase~~Loan Paid in Full 0 6.875% 360 811 Summary ~~0112766834~~0112622334 Repurchase (1) 7.~~375~~875% 360 811 Summary ~~0112826515~~0112668750 Loan Paid in Full 0 67.~~999~~500% 360 811 Summary ~~0112837700~~0112737701 ~~Repurchase~~Loan Paid in Full 0 8.~~125~~625% 360 810 Summary ~~0112837767~~0112963159 ~~Repurchase~~Loan Paid in Full 1 9.000% 360 9 Summary 0113006258 Loan Paid in Full 0 87.625% 360 89 Summary ~~0112837815~~0113041028 ~~Repurchase~~Loan Paid in Full 0 7.250% 360 9 Summary 0113302575 Loan Paid in Full 0 8.~~875~~750% 360 8 Summary ~~0112837884~~0113575124 ~~Repurchase~~Loan 0Paid 7in Full (1) 8.~~250~~500% 360 8 Summary ~~0113109499~~0113578465 Loan Paid in Full (1) 8.000% 360 6 Summary 0113587241 Loan Paid in Full 0 7.875% 360 76 Summary ~~0113198915~~0113706754 Loan Paid in Full 0 7.625% 360 6 Summary 0113796015 Loan Paid in Full 2 7.250% 360 7 Summary ~~0113258437~~0114565443 Loan Paid in Full (1) 78.~~500~~750% 360 68 Summary ~~0113474870~~0114565605 Loan Paid in Full 0 87.~~750~~500% 360 87 Summary ~~0113474880~~0114565702 Loan Paid in Full 20 97.~~500~~875% 360 7 Summary ~~0113706755~~0114565814 Loan Paid in Full ~~(1)~~0 7.~~625~~875% 360 57 Summary ~~0113717675~~0114770771 Loan Paid in Full ~~(1)~~0 68.~~750~~375% 360 53 Summary ~~0113798994~~0114879553 Loan Paid in Full ~~(1)~~0 78.~~250~~125% 360 53

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Total 3 ~~881~~1,~~512~~463,190.5592 2534,~~819~~817.9983 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Summary ~~0112826515~~0113041028 0406/13/2007 ~~338~~877,~~717~~641.1743 917,~~476~~552.9483 0.00 Summary ~~0113109499~~0113578465 05/0924/2007 ~~244~~462,~~000~~750.00 714,~~686~~808.00 0.00 Summary ~~0113798994~~0114565702 0406/1715/2007 ~~298~~122,~~795~~799.3849 82,~~657~~457.0500 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 1.~~215~~545% Current Month 1317.~~644~~045% Current Month ~~924~~1,019.~~278~~043% 3 Month Average 01.~~000~~208% 3 Month Average 013.~~000~~528% 3 Month Average 0880.~~000~~302% 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-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 9.896% N/A Apr-2007 697.586% N/A May-2007 13.644% N/A May-2007 924.278% N/A Jun-2007 17.045% N/A Jun-2007 1,019.043% 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))

Modifications Beginning Current Loan Scheduled Scheduled Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment No0113073982 ~~Modifications~~529,783.15 ~~this~~529,530.24 ~~Period~~6.375% 6.375% 3,067.38 3,067.38

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment ~~0112766833~~0112622334 ~~221~~193,~~600~~000.00 ~~6.875% 1,269.58 0112766834 225,400.00~~ 7.~~375% 1,385.27 0112837700 353,097.66 8.125% 2,635.86 0112837767 62,893.90 8.625% 491.56 0112837815 115,117.74 8.~~875% ~~920.16 0112837884 254,000.00 7.250%~~ 1,~~534~~266.5856

Breaches Current Loan Scheduled Current Current Number Balance Rate Payment ~~0112622425~~No ~~172,000.00~~Breaches ~~8.625%~~this ~~1,236.25 Loans reported as breaches were repurchased due to a breach of the representations and warrants of the governing transaction document(s).~~Period

Interest Rate Stratification Summary Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 4.500 4.999 1 ~~526~~525,~~412~~699.7009 0.~~103~~104 5.000 5.499 1 266,~~638~~473.5028 0.~~052~~053 5.500 5.999 18 4,~~866~~861,~~000~~641.9040 0.~~949~~964 6.000 6.499 ~~117~~116 31,~~879~~589,~~662~~585.3224 6.~~220~~263 6.500 6.999 ~~451~~447 ~~140~~138,~~172~~615,~~404~~841.1069 27.~~351~~483 7.000 7.499 ~~435~~431 ~~121~~119,~~556~~701,~~841~~472.1183 23.~~719~~733 7.500 7.999 ~~483~~474 ~~110~~108,~~521~~008,~~830~~332.5417 21.~~565~~415 8.000 8.499 ~~202~~199 4140,~~229~~587,~~292~~425.8724 8.~~045~~047 8.500 8.999 ~~200~~196 4140,~~385~~736,~~092~~934.7253 8.~~075~~077 9.000 9.499 6059 11,~~768~~148,~~298~~421.0953 2.~~296~~210 9.500 9.999 33 5,~~237~~235,~~222~~693.7038 1.~~022~~038 10.000 10.499 2 2,713,~~478~~454.4558 0.~~529~~538 10.500 10.999 1 374,~~580~~525.1963 0.~~073~~074 11.000 11.499 0 0.00 0.000 11.500 11.999 0 0.00 0.000 12.000 12.499 0 0.00 0.000 12.500 12.999 0 0.00 0.000 >= 13.000 0 0.00 0.000 Total 21,~~004~~978 ~~512~~504,~~497~~365,~~755~~500.1959 100.000

SUPPLEMENTAL REPORTING Closing Date April 13, 2007 Determination Date With respect to each Servicer, the day of the month set forth as the Determination Date in the related Servicing Agreement. With respect to Article XIX hereto, the fifteenth (15th) day of the month or if such day is not a Business Day, the Business Day immediately following such fifteenth (15th) day. Distribution Date The 25th day (or, if such 25th day is not a Business Day, the Business Day immediately succeeding such 25th day) of each month, beginning in April 2007. LIBOR Determination Date With respect to each Interest Accrual Period (other than the initial Interest Accrual Period) and the Adjustable Rate Certificates, the second LIBOR Business Day preceding such Interest Accrual Period on which the Securities Administrator will determine One-Month LIBOR for such Interest Accrual Period. LIBOR Business Day Any day on which dealings in United States dollars are transacted in the London interbank market. Record Date With respect to the Certificates (other than the Class A-1, Class A-2, Class AI-1 and Class AI-2 Certificates), the last Business Day of the month immediately preceding the month in which the related Distribution Date occurs (or with respect to the first Distribution Date, the Closing Date). With respect to the Class A-1, Class A-2, Class AI-1 and Class AI-2 Certificates, the Business Day immediately preceding the related Distribution Date (or with respect to the first Distribution Date, the Closing Date). Servicer Remittance Date With respect to each Servicer, as set forth in the related Servicing Agreement. Determination Date With respect to each Servicer, the day of the month set forth as the Determination Date in the related Servicing Agreement. With respect to Article X hereto, the fifteenth (15th) day of the month or if such day is not a Business Day, the Business Day immediately following such fifteenth (15th) day.

% of Number Current Current of Scheduled Principal Originator Loans Balance Balance Sierra Pacific Mortgage, Inc 109 40,878,622 7.82% M&T Bank 202 39,519,456 7.56 Alliance Bancorp 142 34,527,220 6.6 American Home Mortgage 153 32,943,066 6.3 Pinnacle Financial Corporation 139 32,571,529 6.23 Pinnacle Direct Funding Corp. 153 31,126,197 5.95 Lancaster Mortgage Bankers, LLC 95 27,936,654 5.34 Other 1,045 283,466,529 54.2 Total: 2,038 522,969,272 100.00%

% of Number Current Current of Scheduled Principal Original Balance Loans Balance Balance 1 - 50,000 24 1,006,794 0.19% 50,001 - 100,000 297 22,745,417 4.35 100,001 - 150,000 364 45,607,005 8.72 150,001 - 200,000 350 61,109,650 11.69 200,001 - 250,000 248 55,641,829 10.64 250,001 - 300,000 171 46,851,872 8.96 300,001 - 350,000 111 36,046,185 6.89 350,001 - 400,000 61 22,848,348 4.37 400,001 - 450,000 105 44,936,371 8.59 450,001 - 500,000 89 42,174,750 8.06 500,001 - 550,000 59 30,969,279 5.92 550,001 - 600,000 47 27,092,154 5.18 600,001 - 650,000 48 30,145,549 5.76 650,001 - 700,000 7 4,730,064 0.9 700,001 - 750,000 12 8,721,090 1.67 750,001 - 800,000 12 9,339,441 1.79 800,001 - 850,000 7 5,745,439 1.1 850,001 - 900,000 6 5,229,284 1 900,001 - 950,000 5 4,632,968 0.89 950,001 - 1,000,000 12 11,885,328 2.27 Greater than of equal to 1,000,001 3 5,510,455 1.05 Total: 2,038 522,969,272 100.00%

% of Number Current Current of Scheduled Principal Cutoff Balance Loans Balance Balance 1 - 50,000 24 1,006,794 0.19% 50,001 - 100,000 299 22,944,791 4.39 100,001 - 150,000 364 45,700,358 8.74 150,001 - 200,000 350 61,216,395 11.71 200,001 - 250,000 247 55,491,120 10.61 250,001 - 300,000 171 46,902,261 8.97 300,001 - 350,000 112 36,440,247 6.97 350,001 - 400,000 62 23,345,074 4.46 400,001 - 450,000 105 45,089,108 8.62 450,001 - 500,000 87 41,331,933 7.9 500,001 - 550,000 58 30,469,419 5.83 550,001 - 600,000 48 27,689,981 5.29 600,001 - 650,000 47 29,547,723 5.65 650,001 - 700,000 7 4,730,064 0.9 700,001 - 750,000 12 8,721,090 1.67 750,001 - 800,000 12 9,339,441 1.79 800,001 - 850,000 7 5,745,439 1.1 850,001 - 900,000 6 5,229,284 1 900,001 - 950,000 6 5,579,597 1.07 950,001 - 1,000,000 11 10,938,699 2.09 Greater than or equal to 1,000,001 3 5,510,455 1.05 Total: 2,038 522,969,272 100.00%

% of Number Current Current Top of Scheduled Principal States Loans Balance Balance California 330 142,780,017 27.30% Florida 332 76,949,479 14.71 New Jersey 141 48,290,836 9.23 New York 90 35,987,360 6.88 Arizona 70 17,266,756 3.3 Virginia 58 15,777,894 3.02 Nevada 56 15,592,108 2.98 Texas 110 14,337,063 2.74 Massachusetts 52 14,308,577 2.74 Maryland 42 13,038,531 2.49 Washington 53 12,372,497 2.37 Illinois 58 12,124,556 2.32 Georgia 77 11,274,997 2.16 North Carolina 49 8,482,634 1.62 Oregon 33 7,514,948 1.44 Colorado 30 6,728,035 1.29 Minnesota 33 6,331,398 1.21 Pennsylvania 45 5,863,191 1.12 Connecticut 25 5,787,627 1.11 Louisiana 46 5,138,433 0.98 Ohio 38 4,870,605 0.93 Tennessee 35 4,299,121 0.82 Michigan 30 3,865,758 0.74 South Carolina 19 3,410,874 0.65 Utah 14 3,286,134 0.63 Missouri 25 3,262,262 0.62 Hawaii 7 2,688,096 0.51 Alabama 18 2,455,020 0.47 Wisconsin 15 2,346,209 0.45 New Mexico 10 1,907,885 0.36 Indiana 16 1,778,048 0.34 District of Columbia 5 1,674,233 0.32 Idaho 10 1,627,137 0.31 Mississippi 15 1,408,917 0.27 Rhode Island 6 1,321,513 0.25 Oklahoma 6 1,231,279 0.24 Wyoming 3 1,054,700 0.2 New Hampshire 4 795,361 0.15 Alaska 3 706,687 0.14 Kentucky 6 661,030 0.13 Kansas 5 515,582 0.1 Nebraska 4 378,747 0.07 Maine 2 368,796 0.07 Iowa 5 311,898 0.06 Vermont 2 300,730 0.06 Arkansas 3 242,394 0.05 Delaware 1 161,383 0.03 Montana 1 91,935 0.02 Total: 2,038 522,969,272 100.00%

% of Number Current Current Mortgage of Scheduled Principal Rate (%) Loans Balance Balance 4.500 - 4.999 1 527,832 0.10% 5.000 - 5.499 1 267,034 0.05 5.500 - 5.999 18 4,877,341 0.93 6.000 - 6.499 118 32,357,275 6.19 6.500 - 6.999 458 143,237,124 27.39 7.000 - 7.499 441 123,617,028 23.64 7.500 - 7.999 489 112,797,506 21.57 8.000 - 8.499 206 41,886,915 8.01 8.500 - 8.999 207 42,451,003 8.12 9.000 - 9.499 61 11,990,361 2.29 9.500 - 9.999 34 5,614,269 1.07 10.000 - 10.499 2 2,713,526 0.52 10.500 - 10.999 2 632,059 0.12 Total: 2,038 522,969,272 100.00%

% of Number Current Current Property of Scheduled Principal Type Loans Balance Balance Single Family Residence 1,270 323,947,057 61.94% PUD 307 83,735,191 16.01 2-4 Family 260 75,120,487 14.36 Condominium 190 38,501,728 7.36 Townhouse 8 1,087,023 0.21 Co-op 3 577,786 0.11 Total: 2,038 522,969,272 100.00%

% of Original Number Current Current Loan-to-Value of Scheduled Principal Ratio (%) Loans Balance Balance 0.01 - 50.00 40 6,948,506 1.33% 50.01 - 55.00 13 2,669,495 0.51 55.01 - 60.00 39 11,468,366 2.19 60.01 - 65.00 102 36,762,752 7.03 65.01 - 70.00 236 67,849,591 12.97 70.01 - 75.00 221 62,282,464 11.91 75.01 - 80.00 1,174 298,315,481 57.04 80.01 - 85.00 20 4,168,556 0.8 85.01 - 90.00 55 10,065,500 1.92 90.01 - 95.00 40 7,103,755 1.36 95.01 - 100.00 98 15,334,806 2.93 Total: 2,038 522,969,272 100.00%

% of Number Current Current of Scheduled Principal Doc Type Loans Balance Balance Stated Documentation 828 231,499,702 44.27% No Ratio 414 106,961,437 20.45 Full Documentation 420 89,313,261 17.08 No Documentation 293 68,495,955 13.1 No Income Verifier 70 22,631,044 4.33 Limited 13 4,067,873 0.78 Total: 2,038 522,969,272 100.00%

% of Number Current Current of Scheduled Principal FICO Score Loans Balance Balance 0 - 299 2 338,476 0.06% 580 - 599 3 713,191 0.14 600 - 619 30 8,357,219 1.6 620 - 639 307 79,757,295 15.25 640 - 659 333 80,834,160 15.46 660 - 679 408 96,625,043 18.48 680 - 699 378 105,821,638 20.23 700 - 719 222 70,220,117 13.43 720 - 739 159 42,255,212 8.08 740 - 759 92 17,644,624 3.37 760 - 779 68 13,714,314 2.62 780 - 799 26 4,511,676 0.86 Greater than or equal to 800 10 2,176,306 0.42 Total: 2,038 522,969,272 100.00%

% of Number Current Current Loan of Scheduled Principal Purpose Loans Balance Balance Purchase 1,053 244,111,443 46.68% Refinance - Cashout 730 213,756,009 40.87 Refinance - Rate Term 255 65,101,820 12.45 Total: 2,038 522,969,272 100.00%

% of Number Current Current of Scheduled Principal Occupancy Loans Balance Balance Primary 1,465 409,770,990 78.35% Investment 517 98,220,912 18.78 Second Home 56 14,977,370 2.86 Total: 2,038 522,969,272 100.00%

% of Number Current Current of Scheduled Principal Loan Product Loans Balance Balance Fixed - 15 Year IO 9 4,393,640 0.84% Fixed - 20 Year 7 1,830,294 0.35 Fixed - 20 Year - IO 1 156,000 0.03 Fixed - 25 Year 2 351,187 0.07 Fixed - 30 Year 1,068 240,641,397 46.01 Fixed - 30 Year IO 739 225,334,650 43.09 Balloon - 15/30 7 1,341,997 0.26 Balloon - 30/40 205 48,920,108 9.35 Total: 2,038 522,969,272 100.00%

% of Number Current Current of Scheduled Principal Prepayment Penalty Term Loans Balance Balance 0 1,084 296,906,936 56.77% 6 16 5,193,022 0.99 12 109 28,757,626 5.5 24 54 13,247,162 2.53 36 734 168,174,942 32.16 60 41 10,689,584 2.04 Total: 2,038 522,969,272 100.00%

Filing Compare · Deutsche Alt-B Securities Mortgage Loan Trust, Series 2007-AB1