10-D 1 dal07ar3_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: 333-131600-19 Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR3 (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) 54-2199552 54-2199553 54-2199554 54-2199555 54-2199556 54-2199557 54-2199717 54-2199718 54-2199719 54-2199720 54-2199721 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A-1 _____ _____ __X___ ____________ I-A-2 _____ _____ __X___ ____________ I-A-3 _____ _____ __X___ ____________ I-A-4 _____ _____ __X___ ____________ I-M-1 _____ _____ __X___ ____________ I-M-2 _____ _____ __X___ ____________ I-M-3 _____ _____ __X___ ____________ I-M-4 _____ _____ __X___ ____________ I-M-5 _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2A _____ _____ __X___ ____________ II-A-2B _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ II-A-5 _____ _____ __X___ ____________ II-A-6 _____ _____ __X___ ____________ II-A-7 _____ _____ __X___ ____________ II-M-1 _____ _____ __X___ ____________ II-M-2 _____ _____ __X___ ____________ II-M-3 _____ _____ __X___ ____________ II-M-4 _____ _____ __X___ ____________ II-M-5 _____ _____ __X___ ____________ II-M-6 _____ _____ __X___ ____________ II-M-7 _____ _____ __X___ ____________ II-M-8 _____ _____ __X___ ____________ II-M-9 _____ _____ __X___ ____________ I-CE _____ _____ __X___ ____________ I-P _____ _____ __X___ ____________ I-R _____ _____ __X___ ____________ II-CE _____ _____ __X___ ____________ II-P _____ _____ __X___ ____________ II-R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On June 25, 2007 a distribution was made to holders of Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR3. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR3, 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-A Securities Mortgage Loan Trust, Series 2007-AR3 (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-A Securities Mortgage Loan Trust, Series 2007-AR3, 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-AR3 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 I-A-1 25150VAA4 0506/2422/2007 5.46000% 8079,~~000~~127,~~000~~571.0097 ~~303~~372,~~333~~031.3447 I-A-2 25150VAB2 0506/2422/2007 5.53000% ~~465~~460,~~298~~223,~~000~~762.0030 12,~~786~~191,~~873~~559.5999 I-A-3 25150VAC0 0506/2422/2007 5.50000% ~~219~~216,~~511~~784,~~000~~662.0042 ~~838~~1,~~410~~026,716.0825 I-A-4 25150VAD8 0506/2422/2007 5.64000% 30,489,000.00 ~~119~~148,~~415~~074.2591 I-M-1 25150VAE6 0506/2422/2007 6.22000% 4,119,000.00 1722,~~791~~061.7982 I-M-2 25150VAF3 0506/2422/2007 6.52000% 3,707,000.00 1620,~~784~~812.4775 I-M-3 25150VAG1 0506/2422/2007 6.67000% 4,118,000.00 1923,~~074~~652.3519 I-M-4 25150VBB1 0506/2422/2007 6.67000% 5,354,000.00 2430,~~799~~751.4329 I-M-5 25150VBC9 0506/2422/2007 6.67000% 4,119,000.00 1923,~~078~~657.9893 II-A-1 25150VAH9 0506/2422/2007 5.43000% ~~425~~409,~~430~~350,~~000~~330.0072 1,~~604~~914,~~225~~053.6392 II-A-2A 25150VAZ9 0506/2422/2007 5.50000% 132,844,000.00 ~~507~~629,~~390~~163.2894 II-A-2B 25150VBA3 0506/2422/2007 5.56000% 291,308,000.00 1,~~124~~394,~~772~~717.5697 II-A-3 25150VAK2 0506/2422/2007 5.66000% 51,747,000.00 ~~203~~252,~~394~~209.4613 II-A-4 25150VAL0 0506/2422/2007 5.67000% 164,513,000.00 ~~647~~803,~~769~~234.9472 II-A-5 25150VAM8 0506/2422/2007 5.52000% ~~202~~199,~~068~~019,~~000~~530.0070 ~~774~~946,~~594~~006.0017 II-A-6 25150VAN6 0506/2422/2007 5.66000% 24,~~652~~280,~~000~~091.0021 96118,~~896~~338.0647 II-A-7 25150VAP1 0506/2422/2007 5.69000% ~~143~~141,~~618~~451,~~000~~328.0007 ~~567~~693,~~490~~072.5722 II-M-1 25150VAQ9 0506/2422/2007 5.72000% 22,586,000.00 89111,~~716~~248.6160 II-M-2 25150VAR7 0506/2422/2007 5.77000% 20,250,000.00 81100,~~140~~614.6338 II-M-3 25150VAS5 0506/2422/2007 5.92000% 12,462,000.00 5163,~~232~~528.6751 II-M-4 25150VAT3 0506/2422/2007 6.22000% 10,903,000.00 4758,~~094~~397.9068 II-M-5 25150VAU0 0506/2422/2007 6.52000% 10,125,000.00 4556,~~843~~846.7525 II-M-6 25150VAV8 0506/2422/2007 6.67000% 7,789,000.00 3644,~~078~~736.2299 II-M-7 25150VAW6 0506/2422/2007 6.67000% 7,788,000.00 3644,~~073~~731.5824 II-M-8 25150VAX4 0506/2422/2007 6.67000% 5,452,000.00 2531,~~253~~314.3617 II-M-9 25150VAY2 0506/2422/2007 6.67000% 7,788,000.00 3644,~~073~~731.5824 I-CE 111421608 0405/3031/2007 0.00000% 7,001,~~367~~589.0097 ~~507~~830,~~690~~725.4496 I-P 111421616 0405/3031/2007 0.00000% 100.00 027,088.0075 I-R 111420402 0405/3031/2007 0.00000% 0.00 0.00 II-CE 111420394 0405/3031/2007 0.00000% 16,355,~~998~~630.0053 1,~~914~~532,~~308~~600.3743 II-P 111421590 0405/3031/2007 0.00000% 100.00 04.0068 II-R 111420279 0405/3031/2007 0.00000% 0.00 0.00 Totals 2,~~381~~351,~~395~~055,~~565~~697.0089 1113,~~542~~556,~~600~~684.8902

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A-1 ~~872~~1,~~428~~596,035.0395 0.00 7977,~~127~~531,~~571~~536.9703 1,~~175~~968,~~761~~067.3742 0.00 I-A-2 59,~~074~~282,~~237~~904.7018 0.00 ~~460~~450,~~223~~940,~~762~~858.3012 611,~~861~~474,~~111~~464.2917 0.00 I-A-3 24,~~726~~987,~~337~~612.5834 0.00 ~~216~~211,~~784~~797,~~662~~050.4208 36,~~564~~014,~~747~~328.6659 0.00 I-A-4 0.00 0.00 30,489,000.00 ~~119~~148,~~415~~074.2591 0.00 I-M-1 0.00 0.00 4,119,000.00 1722,~~791~~061.7982 0.00 I-M-2 0.00 0.00 3,707,000.00 1620,~~784~~812.4775 0.00 I-M-3 0.00 0.00 4,118,000.00 1923,~~074~~652.3519 0.00 I-M-4 0.00 0.00 5,354,000.00 2430,~~799~~751.4329 0.00 I-M-5 0.00 0.00 4,119,000.00 1923,~~078~~657.9893 0.00 II-A-1 1617,~~079~~517,~~669~~194.2866 0.00 ~~409~~391,~~350~~833,~~330~~136.7206 1719,~~683~~431,~~894~~248.9158 0.00 II-A-2A 0.00 0.00 132,844,000.00 ~~507~~629,~~390~~163.2894 0.00 II-A-2B 0.00 0.00 291,308,000.00 1,~~124~~394,~~772~~717.5697 0.00 II-A-3 0.00 0.00 51,747,000.00 ~~203~~252,~~394~~209.4613 0.00 II-A-4 0.00 0.00 164,513,000.00 ~~647~~803,~~769~~234.9472 0.00 II-A-5 3,~~048~~321,~~469~~003.3001 0.00 ~~199~~195,~~019~~698,~~530~~527.7069 34,~~823~~267,~~063~~009.3018 0.00 II-A-6 ~~371~~405,~~908~~157.7950 0.00 2423,~~280~~874,~~091~~933.2171 ~~468~~523,~~804~~495.8597 0.00 II-A-7 2,~~166~~360,~~671~~372.9380 0.00 ~~141~~139,~~451~~090,~~328~~955.0727 23,~~734~~053,~~162~~445.5002 0.00 II-M-1 0.00 0.00 22,586,000.00 89111,~~716~~248.6160 0.00 II-M-2 0.00 0.00 20,250,000.00 81100,~~140~~614.6338 0.00 II-M-3 0.00 0.00 12,462,000.00 5163,~~232~~528.6751 0.00 II-M-4 0.00 0.00 10,903,000.00 4758,~~094~~397.9068 0.00 II-M-5 0.00 0.00 10,125,000.00 4556,~~843~~846.7525 0.00 II-M-6 0.00 0.00 7,789,000.00 3644,~~078~~736.2299 0.00 II-M-7 0.00 0.00 7,788,000.00 3644,~~073~~731.5824 0.00 II-M-8 0.00 0.00 5,452,000.00 2531,~~253~~314.3617 0.00 II-M-9 0.00 0.00 7,788,000.00 3644,~~073~~731.5824 0.00 I-CE 0.00 0.00 7,001,589.97 ~~507~~830,~~690~~725.4496 0.00 I-P 0.00 0.00 100.00 027,088.0075 0.00 I-R 0.00 0.00 0.00 0.00 0.00 II-CE 0.00 0.00 16,355,630.53 1,~~914~~532,~~308~~600.3743 0.00 II-P 0.00 0.00 100.00 04.0068 0.00 II-R 0.00 0.00 0.00 0.00 0.00 Totals 3039,~~339~~470,~~722~~280.6144 0.00 2,~~351~~311,~~055~~585,~~697~~417.8946 4153,~~882~~026,~~323~~964.5046 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. 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 I-A-1 80,000,000.00 8079,~~000~~127,~~000~~571.0097 0.00 ~~872~~1,~~428~~596,035.0395 0.00 I-A-2 465,298,000.00 ~~465~~460,~~298~~223,~~000~~762.0030 0.00 59,~~074~~282,~~237~~904.7018 0.00 I-A-3 219,511,000.00 ~~219~~216,~~511~~784,~~000~~662.0042 0.00 24,~~726~~987,~~337~~612.5834 0.00 I-A-4 30,489,000.00 30,489,000.00 0.00 0.00 0.00 I-M-1 4,119,000.00 4,119,000.00 0.00 0.00 0.00 I-M-2 3,707,000.00 3,707,000.00 0.00 0.00 0.00 I-M-3 4,118,000.00 4,118,000.00 0.00 0.00 0.00 I-M-4 5,354,000.00 5,354,000.00 0.00 0.00 0.00 I-M-5 4,119,000.00 4,119,000.00 0.00 0.00 0.00 II-A-1 425,430,000.00 ~~425~~409,~~430~~350,~~000~~330.0072 0.00 1617,~~079~~517,~~669~~194.2866 0.00 II-A-2A 132,844,000.00 132,844,000.00 0.00 0.00 0.00 II-A-2B 291,308,000.00 291,308,000.00 0.00 0.00 0.00 II-A-3 51,747,000.00 51,747,000.00 0.00 0.00 0.00 II-A-4 164,513,000.00 164,513,000.00 0.00 0.00 0.00 II-A-5 202,068,000.00 ~~202~~199,~~068~~019,~~000~~530.0070 0.00 3,~~048~~321,~~469~~003.3001 0.00 II-A-6 24,652,000.00 24,~~652~~280,~~000~~091.0021 0.00 ~~371~~405,~~908~~157.7950 0.00 II-A-7 143,618,000.00 ~~143~~141,~~618~~451,~~000~~328.0007 0.00 2,~~166~~360,~~671~~372.9380 0.00 II-M-1 22,586,000.00 22,586,000.00 0.00 0.00 0.00 II-M-2 20,250,000.00 20,250,000.00 0.00 0.00 0.00 II-M-3 12,462,000.00 12,462,000.00 0.00 0.00 0.00 II-M-4 10,903,000.00 10,903,000.00 0.00 0.00 0.00 II-M-5 10,125,000.00 10,125,000.00 0.00 0.00 0.00 II-M-6 7,789,000.00 7,789,000.00 0.00 0.00 0.00 II-M-7 7,788,000.00 7,788,000.00 0.00 0.00 0.00 II-M-8 5,452,000.00 5,452,000.00 0.00 0.00 0.00 II-M-9 7,788,000.00 7,788,000.00 0.00 0.00 0.00 I-CE 7,001,367.00 7,001,~~367~~589.0097 0.00 0.00 0.00 I-P 100.00 100.00 0.00 0.00 0.00 I-R 0.00 0.00 0.00 0.00 0.00 II-CE 16,355,998.00 16,355,~~998~~630.0053 0.00 0.00 0.00 II-P 100.00 100.00 0.00 0.00 0.00 II-R 0.00 0.00 0.00 0.00 0.00 Totals 2,381,395,565.00 2,~~381~~351,~~395~~055,~~565~~697.0089 0.00 3039,~~339~~470,~~722~~280.6144 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 0.00 ~~872~~1,~~428~~596,035.0395 7977,~~127~~531,~~571~~536.9703 0.~~98909465~~96914420 ~~872~~1,~~428~~596,035.0395 I-A-2 0.00 59,~~074~~282,~~237~~904.7018 ~~460~~450,~~223~~940,~~762~~858.3012 0.~~98909465~~96914420 59,~~074~~282,~~237~~904.7018 I-A-3 0.00 24,~~726~~987,~~337~~612.5834 ~~216~~211,~~784~~797,~~662~~050.4208 0.~~98757995~~96485848 24,~~726~~987,~~337~~612.5834 I-A-4 0.00 0.00 30,489,000.00 1.00000000 0.00 I-M-1 0.00 0.00 4,119,000.00 1.00000000 0.00 I-M-2 0.00 0.00 3,707,000.00 1.00000000 0.00 I-M-3 0.00 0.00 4,118,000.00 1.00000000 0.00 I-M-4 0.00 0.00 5,354,000.00 1.00000000 0.00 I-M-5 0.00 0.00 4,119,000.00 1.00000000 0.00 II-A-1 0.00 1617,~~079~~517,~~669~~194.2866 ~~409~~391,~~350~~833,~~330~~136.7206 0.~~96220372~~92102846 1617,~~079~~517,~~669~~194.2866 II-A-2A 0.00 0.00 132,844,000.00 1.00000000 0.00 II-A-2B 0.00 0.00 291,308,000.00 1.00000000 0.00 II-A-3 0.00 0.00 51,747,000.00 1.00000000 0.00 II-A-4 0.00 0.00 164,513,000.00 1.00000000 0.00 II-A-5 0.00 3,~~048~~321,~~469~~003.3001 ~~199~~195,~~019~~698,~~530~~527.7069 0.~~98491365~~96847857 3,~~048~~321,~~469~~003.3001 II-A-6 0.00 ~~371~~405,~~908~~157.7950 2423,~~280~~874,~~091~~933.2171 0.~~98491365~~96847857 ~~371~~405,~~908~~157.7950 II-A-7 0.00 2,~~166~~360,~~671~~372.9380 ~~141~~139,~~451~~090,~~328~~955.0727 0.~~98491365~~96847857 2,~~166~~360,~~671~~372.9380 II-M-1 0.00 0.00 22,586,000.00 1.00000000 0.00 II-M-2 0.00 0.00 20,250,000.00 1.00000000 0.00 II-M-3 0.00 0.00 12,462,000.00 1.00000000 0.00 II-M-4 0.00 0.00 10,903,000.00 1.00000000 0.00 II-M-5 0.00 0.00 10,125,000.00 1.00000000 0.00 II-M-6 0.00 0.00 7,789,000.00 1.00000000 0.00 II-M-7 0.00 0.00 7,788,000.00 1.00000000 0.00 II-M-8 0.00 0.00 5,452,000.00 1.00000000 0.00 II-M-9 0.00 0.00 7,788,000.00 1.00000000 0.00 I-CE 0.00 0.00 7,001,589.97 1.00003185 0.00 I-P 0.00 0.00 100.00 1.00000000 0.00 I-R 0.00 0.00 0.00 0.00000000 0.00 II-CE 0.00 0.00 16,355,630.53 0.99997753 0.00 II-P 0.00 0.00 100.00 1.00000000 0.00 II-R 0.00 0.00 0.00 0.00000000 0.00 Totals $0.00 3039,~~339~~470,~~722~~280.6144 2,~~351~~311,~~055~~585,~~697~~417.8946 0.~~98725963~~97068519 3039,~~339~~470,~~722~~280.6144

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 80,000,000.00 ~~1000~~989.~~00000000~~09464963 0.00000000 1019.~~90535038~~95044938 0.00000000 I-A-2 465,298,000.00 ~~1000~~989.~~00000000~~09464967 0.00000000 1019.~~90535033~~95044935 0.00000000 I-A-3 219,511,000.00 ~~1000~~987.~~00000000~~57995007 0.00000000 1222.~~42004993~~72146881 0.00000000 I-A-4 30,489,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-1 4,119,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-2 3,707,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-3 4,118,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-4 5,354,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-5 4,119,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-1 425,430,000.00 ~~1000~~962.~~00000000~~20372498 0.00000000 3741.~~79627502~~17526893 0.00000000 II-A-2A 132,844,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-2B 291,308,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 51,747,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 164,513,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-5 202,068,000.00 ~~1000~~984.~~00000000~~91364640 0.00000000 1516.~~08635360~~43507636 0.00000000 II-A-6 24,652,000.00 ~~1000~~984.~~00000000~~91364636 0.00000000 1516.~~08635364~~43507626 0.00000000 II-A-7 143,618,000.00 ~~1000~~984.~~00000000~~91364641 0.00000000 1516.~~08635359~~43507638 0.00000000 II-M-1 22,586,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-2 20,250,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-3 12,462,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-4 10,903,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-5 10,125,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-6 7,789,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-7 7,788,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-8 5,452,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-9 7,788,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-CE 7,001,367.00 1000.~~00000000~~03184664 0.00000000 0.00000000 0.00000000 I-P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-CE 16,355,998.00 ~~1000~~999.~~00000000~~97753301 0.00000000 0.00000000 0.00000000 II-P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 0.00000000 1019.~~90535038~~95044938 ~~989~~969.~~09464963~~14420037 0.~~98909465~~96914420 1019.~~90535038~~95044938 I-A-2 0.00000000 1019.~~90535033~~95044935 ~~989~~969.~~09464967~~14420032 0.~~98909465~~96914420 1019.~~90535033~~95044935 I-A-3 0.00000000 1222.~~42004993~~72146881 ~~987~~964.~~57995007~~85848126 0.~~98757995~~96485848 1222.~~42004993~~72146881 I-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-1 0.00000000 3741.~~79627502~~17526893 ~~962~~921.~~20372498~~02845606 0.~~96220372~~92102846 3741.~~79627502~~17526893 II-A-2A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-5 0.00000000 1516.~~08635360~~43507636 ~~984~~968.~~91364640~~47857004 0.~~98491365~~96847857 1516.~~08635360~~43507636 II-A-6 0.00000000 1516.~~08635364~~43507626 ~~984~~968.~~91364636~~47857010 0.~~98491365~~96847857 1516.~~08635364~~43507626 II-A-7 0.00000000 1516.~~08635359~~43507638 ~~984~~968.~~91364641~~47857003 0.~~98491365~~96847857 1516.~~08635359~~43507638 II-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-CE 0.00000000 0.00000000 1000.03184664 1.00003185 0.00000000 I-P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-CE 0.00000000 0.00000000 999.97753301 0.99997753 0.00000000 II-P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A-1 0405/3025/07 - 0506/24/07 2531 5.46000% 8079,~~000~~127,~~000~~571.0097 ~~303~~372,~~333~~031.3347 0.00 I-A-2 0405/3025/07 - 0506/24/07 2531 5.53000% ~~465~~460,~~298~~223,~~000~~762.0030 12,~~786~~191,~~873~~559.5799 0.00 I-A-3 0405/3025/07 - 0506/24/07 2531 5.50000% ~~219~~216,~~511~~784,~~000~~662.0042 ~~838~~1,~~410~~026,716.0725 0.00 I-A-4 0405/3025/07 - 0506/24/07 2531 5.64000% 30,489,000.00 ~~119~~148,~~415~~074.2591 0.00 I-M-1 0405/3025/07 - 0506/24/07 2531 6.22000% 4,119,000.00 1722,~~791~~061.7982 0.00 I-M-2 0405/3025/07 - 0506/24/07 2531 6.52000% 3,707,000.00 1620,~~784~~812.4775 95807.8705 I-M-3 0405/3025/07 - 0506/24/07 2531 6.67000% 4,118,000.00 1923,~~074~~652.3519 ~~535~~1,428.4644 I-M-4 0405/3025/07 - 0506/24/07 2531 6.67000% 5,354,000.00 2430,~~799~~751.4329 ~~696~~1,857.17 I-M-5 0405/3025/07 - 0506/24/07 2531 6.67000% 4,119,000.00 1923,~~078~~657.9893 ~~535~~1,428.5978 II-A-1 0405/3025/07 - 0506/24/07 2531 5.43000% ~~425~~409,~~430~~350,~~000~~330.0072 1,~~604~~914,~~225~~053.6392 0.00 II-A-2A 0405/3025/07 - 0506/24/07 2531 5.50000% 132,844,000.00 ~~507~~629,~~390~~163.2894 0.00 II-A-2B 0405/3025/07 - 0506/24/07 2531 5.56000% 291,308,000.00 1,~~124~~394,~~772~~717.5697 0.00 II-A-3 0405/3025/07 - 0506/24/07 2531 5.66000% 51,747,000.00 ~~203~~252,~~394~~209.4613 0.00 II-A-4 0405/3025/07 - 0506/24/07 2531 5.67000% 164,513,000.00 ~~647~~803,~~769~~234.9472 0.00 II-A-5 0405/3025/07 - 0506/24/07 2531 5.52000% ~~202~~199,~~068~~019,~~000~~530.0070 ~~774~~946,~~594~~006.0017 0.00 II-A-6 0405/3025/07 - 0506/24/07 2531 5.66000% 24,~~652~~280,~~000~~091.0021 96118,~~896~~338.0647 0.00 II-A-7 0405/3025/07 - 0506/24/07 2531 5.69000% ~~143~~141,~~618~~451,~~000~~328.0007 ~~567~~693,~~490~~072.5722 0.00 II-M-1 0405/3025/07 - 0506/24/07 2531 5.72000% 22,586,000.00 89111,~~716~~248.6160 0.00 II-M-2 0405/3025/07 - 0506/24/07 2531 5.77000% 20,250,000.00 81100,~~140~~614.6338 0.00 II-M-3 0405/3025/07 - 0506/24/07 2531 5.92000% 12,462,000.00 5163,~~232~~528.6751 0.00 II-M-4 0405/3025/07 - 0506/24/07 2531 6.22000% 10,903,000.00 4758,~~094~~397.9068 ~~1,079~~0.0300 II-M-5 0405/3025/07 - 0506/24/07 2531 6.52000% 10,125,000.00 4556,~~843~~846.7525 ~~3,111~~0.4100 II-M-6 0405/3025/07 - 0506/24/07 2531 6.67000% 7,789,000.00 3644,~~078~~736.2299 ~~3,204~~919.9159 II-M-7 0405/3025/07 - 0506/24/07 2531 6.67000% 7,788,000.00 3644,~~073~~731.5824 ~~3,204~~919.5047 II-M-8 0405/3025/07 - 0506/24/07 2531 6.67000% 5,452,000.00 2531,~~253~~314.3617 ~~2,243~~643.3168 II-M-9 0405/3025/07 - 0506/24/07 2531 6.67000% 7,788,000.00 3644,~~073~~731.5824 ~~3,204~~919.5047 I-CE N/A N/A 0.00000% 7,001,~~367~~589.0097 0.00 0.00 I-P N/A N/A 0.00000% 100.00 0.00 0.00 I-R N/A N/A 0.00000% 0.00 0.00 0.00 II-CE N/A N/A 0.00000% 16,355,~~998~~630.0053 0.00 0.00 II-P N/A N/A 0.00000% 100.00 0.00 0.00 II-R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 911,~~120~~166,~~602~~264.0420 178,~~910~~923.7565

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A-1 0.00 0.00 ~~303~~372,~~333~~031.3447 0.00 7977,~~127~~531,~~571~~536.9703 I-A-2 0.00 (0.~~02)~~00 12,~~786~~191,~~873~~559.5999 0.00 ~~460~~450,~~223~~940,~~762~~858.3012 I-A-3 0.00 (0.~~01)~~00 ~~838~~1,~~410~~026,716.0825 0.00 ~~216~~211,~~784~~797,~~662~~050.4208 I-A-4 0.00 0.00 ~~119~~148,~~415~~074.2591 0.00 30,489,000.00 I-M-1 0.00 0.00 1722,~~791~~061.7982 0.00 4,119,000.00 I-M-2 95807.8705 0.00 1620,~~784~~812.4775 0.00 3,707,000.00 I-M-3 ~~535~~1,428.4644 0.00 1923,~~074~~652.3519 0.00 4,118,000.00 I-M-4 ~~696~~1,857.17 0.00 2430,~~799~~751.4329 0.00 5,354,000.00 I-M-5 ~~535~~1,428.5978 0.00 1923,~~078~~657.9893 0.00 4,119,000.00 II-A-1 0.00 0.00 1,~~604~~914,~~225~~053.6392 0.00 ~~409~~391,~~350~~833,~~330~~136.7206 II-A-2A 0.00 0.00 ~~507~~629,~~390~~163.2894 0.00 132,844,000.00 II-A-2B 0.00 0.00 1,~~124~~394,~~772~~717.5697 0.00 291,308,000.00 II-A-3 0.00 0.00 ~~203~~252,~~394~~209.4613 0.00 51,747,000.00 II-A-4 0.00 0.00 ~~647~~803,~~769~~234.9472 0.00 164,513,000.00 II-A-5 0.00 0.00 ~~774~~946,~~594~~006.0017 0.00 ~~199~~195,~~019~~698,~~530~~527.7069 II-A-6 0.00 0.00 96118,~~896~~338.0647 0.00 2423,~~280~~874,~~091~~933.2171 II-A-7 0.00 0.00 ~~567~~693,~~490~~072.5722 0.00 ~~141~~139,~~451~~090,~~328~~955.0727 II-M-1 0.00 0.00 89111,~~716~~248.6160 0.00 22,586,000.00 II-M-2 0.00 0.00 81100,~~140~~614.6338 0.00 20,250,000.00 II-M-3 0.00 0.00 5163,~~232~~528.6751 0.00 12,462,000.00 II-M-4 ~~1,079~~0.0300 0.00 4758,~~094~~397.9068 0.00 10,903,000.00 II-M-5 ~~3,111~~0.4100 0.00 4556,~~843~~846.7525 0.00 10,125,000.00 II-M-6 ~~3,204~~919.9159 0.00 3644,~~078~~736.2299 0.00 7,789,000.00 II-M-7 ~~3,204~~919.5047 0.00 3644,~~073~~731.5824 0.00 7,788,000.00 II-M-8 ~~2,243~~643.3168 0.00 2531,~~253~~314.3617 0.00 5,452,000.00 II-M-9 ~~3,204~~919.5047 0.00 3644,~~073~~731.5824 0.00 7,788,000.00 I-CE 0.00 0.00 ~~507~~830,~~690~~725.4496 0.00 7,001,589.97 I-P 0.00 0.00 027,088.0075 0.00 100.00 I-R 0.00 0.00 0.00 0.00 0.00 II-CE 0.00 0.00 1,~~914~~532,~~308~~600.3743 0.00 16,355,630.53 II-P 0.00 0.00 04.0068 0.00 100.00 II-R 0.00 0.00 0.00 0.00 0.00 Totals 178,~~910~~923.7565 (0.~~03)~~00 1113,~~542~~556,~~600~~684.8902 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 I-A-1 80,000,000.00 5.46000% ~~1000~~989.~~00000000~~09464963 34.~~79166662~~65039337 0.00000000 I-A-2 465,298,000.00 5.53000% ~~1000~~989.~~00000000~~09464967 34.~~84027778~~71001378 0.00000000 I-A-3 219,511,000.00 5.50000% ~~1000~~987.~~00000000~~57995007 34.~~81944445~~67728838 0.00000000 I-A-4 30,489,000.00 5.64000% 1000.00000000 34.~~91666667~~85666667 0.00000000 I-M-1 4,119,000.00 6.22000% 1000.00000000 45.~~31944404~~35611071 0.00000000 I-M-2 3,707,000.00 6.52000% 1000.00000000 45.~~52777718~~61444564 0.~~02586188~~21770974 I-M-3 4,118,000.00 6.67000% 1000.00000000 45.~~63194512~~74361098 0.~~13002914~~34687712 I-M-4 5,354,000.00 6.67000% 1000.00000000 45.~~63194434~~74361038 0.~~13002802~~34687523 I-M-5 4,119,000.00 6.67000% 1000.00000000 45.~~63194465~~74361010 0.~~13002913~~34687546 II-A-1 425,430,000.00 5.43000% ~~1000~~962.~~00000000~~20372498 34.~~77083335~~49910425 0.00000000 II-A-2A 132,844,000.00 5.50000% 1000.00000000 34.~~81944446~~73611108 0.00000000 II-A-2B 291,308,000.00 5.56000% 1000.00000000 34.~~86111113~~78777778 0.00000000 II-A-3 51,747,000.00 5.66000% 1000.00000000 34.~~93055559~~87388892 0.00000000 II-A-4 164,513,000.00 5.67000% 1000.00000000 34.~~93750002~~88249998 0.00000000 II-A-5 202,068,000.00 5.52000% ~~1000~~984.~~00000000~~91364640 34.~~83333333~~68162287 0.00000000 II-A-6 24,652,000.00 5.66000% ~~1000~~984.~~00000000~~91364636 34.~~93055574~~80035981 0.00000000 II-A-7 143,618,000.00 5.69000% ~~1000~~984.~~00000000~~91364641 34.~~95138889~~82580331 0.00000000 II-M-1 22,586,000.00 5.72000% 1000.00000000 34.~~97222217~~92555565 0.00000000 II-M-2 20,250,000.00 5.77000% 1000.00000000 4.~~00694469~~96861136 0.00000000 II-M-3 12,462,000.00 5.92000% 1000.00000000 45.~~11111138~~09777805 0.00000000 II-M-4 10,903,000.00 6.22000% 1000.00000000 45.~~31944419~~35611116 0.~~09896634~~00000000 II-M-5 10,125,000.00 6.52000% 1000.00000000 45.~~52777778~~61444444 0.~~30729975~~00000000 II-M-6 7,789,000.00 6.67000% 1000.00000000 45.~~63194505~~74361150 0.~~41146617~~11806265 II-M-7 7,788,000.00 6.67000% 1000.00000000 45.~~63194402~~74361068 0.~~41146636~~11806240 II-M-8 5,452,000.00 6.67000% 1000.00000000 45.~~63194424~~74361152 0.~~41146552~~11806310 II-M-9 7,788,000.00 6.67000% 1000.00000000 45.~~63194402~~74361068 0.~~41146636~~11806240 I-CE 7,001,367.00 0.00000% 1000.~~00000000~~03184664 0.00000000 0.00000000 I-P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 I-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 II-CE 16,355,998.00 0.00000% ~~1000~~999.~~00000000~~97753301 0.00000000 0.00000000 II-P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 II-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A-1 0.00000000 0.00000000 34.~~79166675~~65039337 0.00000000 ~~989~~969.~~09464963~~14420037 I-A-2 0.00000000 (0.~~00000004)~~00000000 34.~~84027782~~71001378 0.00000000 ~~989~~969.~~09464967~~14420032 I-A-3 0.00000000 (0.~~00000005)~~00000000 34.~~81944449~~67728838 0.00000000 ~~987~~964.~~57995007~~85848126 I-A-4 0.00000000 0.00000000 34.~~91666667~~85666667 0.00000000 1000.00000000 I-M-1 0.00000000 0.00000000 45.~~31944404~~35611071 0.00000000 1000.00000000 I-M-2 0.~~02586188~~21770974 0.00000000 45.~~52777718~~61444564 0.00000000 1000.00000000 I-M-3 0.~~13002914~~34687712 0.00000000 45.~~63194512~~74361098 0.00000000 1000.00000000 I-M-4 0.~~13002802~~34687523 0.00000000 45.~~63194434~~74361038 0.00000000 1000.00000000 I-M-5 0.~~13002913~~34687546 0.00000000 45.~~63194465~~74361010 0.00000000 1000.00000000 II-A-1 0.00000000 0.00000000 34.~~77083335~~49910425 0.00000000 ~~962~~921.~~20372498~~02845606 II-A-2A 0.00000000 0.00000000 34.~~81944446~~73611108 0.00000000 1000.00000000 II-A-2B 0.00000000 0.00000000 34.~~86111113~~78777778 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 34.~~93055559~~87388892 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 34.~~93750002~~88249998 0.00000000 1000.00000000 II-A-5 0.00000000 0.00000000 34.~~83333333~~68162287 0.00000000 ~~984~~968.~~91364640~~47857004 II-A-6 0.00000000 0.00000000 34.~~93055574~~80035981 0.00000000 ~~984~~968.~~91364636~~47857010 II-A-7 0.00000000 0.00000000 34.~~95138889~~82580331 0.00000000 ~~984~~968.~~91364641~~47857003 II-M-1 0.00000000 0.00000000 34.~~97222217~~92555565 0.00000000 1000.00000000 II-M-2 0.00000000 0.00000000 4.~~00694469~~96861136 0.00000000 1000.00000000 II-M-3 0.00000000 0.00000000 45.~~11111138~~09777805 0.00000000 1000.00000000 II-M-4 0.~~09896634~~00000000 0.00000000 45.~~31944419~~35611116 0.00000000 1000.00000000 II-M-5 0.~~30729975~~00000000 0.00000000 45.~~52777778~~61444444 0.00000000 1000.00000000 II-M-6 0.~~41146617~~11806265 0.00000000 45.~~63194505~~74361150 0.00000000 1000.00000000 II-M-7 0.~~41146636~~11806240 0.00000000 45.~~63194402~~74361068 0.00000000 1000.00000000 II-M-8 0.~~41146552~~11806310 0.00000000 45.~~63194424~~74361152 0.00000000 1000.00000000 II-M-9 0.~~41146636~~11806240 0.00000000 45.~~63194402~~74361068 0.00000000 1000.00000000 I-CE 0.00000000 0.00000000 72118.~~51304495~~65196611 0.00000000 1000.03184664 I-P 0.00000000 0.00000000 0270887.~~00000000~~50000000 0.00000000 1000.00000000 I-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-CE 0.00000000 0.00000000 ~~117~~93.~~04014454~~70265452 0.00000000 999.97753301 II-P 0.00000000 0.00000000 046.~~00000000~~80000000 0.00000000 1000.00000000 II-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 4146,~~760~~530,~~381~~673.12 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~241~~6,~~375~~032,664.0080 Servicer Advances ~~605~~966,~~637~~676.4087 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 027,093.0043 Swap/Cap Payments 3874,~~205~~634.5868 Total Deposits 4254,~~610~~431,~~599~~742.1090 Withdrawals Swap Payments 1321,~~954~~234.6655 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 0605,637.0040 Total Administration Fees ~~714~~777,~~320~~906.9449 Payment of Interest and Principal 4153,~~882~~026,~~323~~964.5046 Total Withdrawals (Pool Distribution Amount) 4254,~~610~~431,~~599~~742.1090 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 01.0049 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 01.0049

ADMINISTRATION FEES Gross Servicing Fee* ~~630~~675,~~936~~670.3004 Credit Risk Management Fee - Clayton Fixed Income 1617,~~013~~615.8407 Group I Senior Certificate Insurer - MBIA 5567,~~229~~737.0215 Group I Swap Policy Premium 23,~~804~~476.8756 Lender Paid Mortgage Insurance* 913,~~336~~407.9167 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~714~~777,~~320~~906.9449 *Servicer Payees include: CENLAR FSB; COUNTRYWIDE HOME LOANS SERVICING LP; GMAC MORTGAGE CORPORATION; GREENPOINT MORTGAGE FUNDING, INC.; INDYMAC BANK, F.S.B.; OCWEN LOAN SERVICING, LLC; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Group I Reserve Fund - Wells Fargo Bank, N.A. 1,000.00 15,~~863~~521.0844 15,~~863~~521.0844 1,000.00 Group II Reserve Fund - Wells Fargo Bank, N.A. 1,000.00 163,~~047~~402.6421 163,~~047~~402.6421 1,000.00 Cap Accounts - Wells Fargo Bank, N.A. 0.00 0.00 0.00 0.00 Group II Certificate Swap Account - Deutsche Bank 0.00 0506,186.0039 0506,186.0039 0.00 Group I Certificate Swap Account - Deutsche Bank 0.00 0368,448.0030 0368,448.0030 0.00 Class I-A-1 Swap Account - Deutsche Bank 0.00 ~~3,205~~0.5900 ~~3,205~~0.5900 0.00 Class II-A-2A Swap Account - Deutsche Bank 0.00 0.00 0.00 0.00 Class II-A-5A Swap Account - Deutsche Bank 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Group I Cap Agreement - The Bank of New York 0.00 0.00 0.00 Group II Certificate Swap - Deutsche Bank 07,003,377.0045 06,497,191.0006 0506,186.0039 Group I Certificate Swap - Deutsche Bank 03,700,639.0006 03,332,190.0077 0368,448.0029 Class I-A-1 Swap - Deutsche Bank ~~303~~372,~~333~~031.3347 ~~300~~376,~~127~~119.7573 3(4,~~205~~088.5826) Class II-A-2A Swap - Deutsche Bank ~~507~~629,~~390~~163.2894 ~~512~~636,~~925~~027.4455 (56,~~535~~863.1661) Class II-A-5 Swap - Deutsche Bank ~~774~~946,~~594~~006.0017 ~~783~~956,~~013~~288.5085 (810,~~419~~282.5068)

Collateral Statement Group Group I Group II Collateral Description Mixed ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 6.~~895456~~827630 6.~~894143~~899944 Weighted Average Net Rate 6.~~527353~~417369 6.~~545899~~526544 Weighted Average Pass-Through Rate 6.~~513449~~474583 6.~~531491~~536482 Weighted Average Remaining Term ~~357~~356 356 Principal And Interest Constant 34,~~986~~711,~~408~~154.8877 89,~~624~~104,~~235~~129.1458 Beginning Loan Count 1,~~615~~597 4,~~433~~375 Loans Paid in Full 18(171) 58(247) Ending Loan Count 1,~~597~~768 4,~~375~~622 Beginning Scheduled Balance ~~683~~674,~~190~~518,~~955~~174.8199 1,~~451~~430,~~970~~303,~~374~~287.6960 Ending Scheduled Balance ~~674~~798,~~518~~882,~~174~~366.9950 1,~~430~~510,~~303~~314,~~287~~167.6089 Actual Ending Collateral Balance ~~674~~798,~~562~~962,~~597~~441.0264 1,~~430~~510,~~434~~530,~~383~~825.5373 Scheduled Principal 6075,~~647~~484.8143 ~~282~~286,~~492~~631.8351 Unscheduled Principal 815,~~612~~791,~~133~~068.01 2123,~~384~~317,~~594~~096.2650 Negative Amortized Principal 0.00 0.00 Scheduled Interest 34,~~925~~635,~~761~~670.0734 8,~~341~~817,~~742~~498.3107 Servicing Fees ~~209~~230,~~570~~607.5831 ~~421~~445,~~365~~062.7273 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 79,~~916~~096.2565 1721,~~434~~926.5009 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 34,~~708~~395,~~274~~966.2438 78,~~902~~350,~~942~~509.0925 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 027,088.0075 04.0068 Prepayment Penalty Paid Count 03 01 Special Servicing Fee 0.00 0.00 Ending Scheduled Balance for Premium Loans ~~674,518,174.99~~* 0* * This data is currently not provided for reporting.00

Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 6.~~894563~~873602 Weighted Average Net Rate 6.~~576630~~488390 Weighted Average Pass-Through Rate 6.~~525718~~512533 Weighted Average Remaining Term ~~357~~356 Principal And Interest Constant 1213,~~610~~815,~~644~~284.0235 Beginning Loan Count 65,~~048~~972 Loans Paid in Full 76(418) Ending Loan Count 56,~~972~~390 Beginning Scheduled Balance 2,~~381~~104,~~395~~821,~~565~~462.0059 Ending Scheduled Balance 2,~~104~~309,~~821~~196,~~462~~534.5939 Actual Ending Collateral Balance 2,~~104~~309,~~996~~493,~~980~~267.5537 Scheduled Principal ~~343~~362,~~140~~115.6494 Unscheduled Principal 2939,~~996~~108,~~727~~164.2751 Negative Amortized Principal 0.00 Scheduled Interest 1213,~~267~~453,~~503~~168.3841 Servicing Fees ~~630~~675,~~936~~670.3004 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 2531,~~350~~022.7574 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 1112,~~611~~746,~~216~~475.3363 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 027,093.0043 Prepayment Penalty Paid Count 04 Special Servicing Fee 0.00 Ending Scheduled Balance for Premium Loans 2,~~104~~309,~~821~~196,~~462~~534.5939 * This data is currently not provided for reporting.

Collateral Statement By Subgroup Group Group II A Group II A Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~015478~~007546 6.~~862217~~871467 Weighted Average Net Rate 6.~~765478~~757546 6.~~488123~~465409 Weighted Average Pass-Through Rate 6.~~756478~~748546 6.~~472291~~480358 Weighted Average Remaining Term ~~3559~~3558 ~~356~~355 Principal And Interest Constant 1,~~906~~885,~~253~~221.8790 67,~~717~~218,~~981~~907.2768 Beginning Loan Count 1,~~104~~092 3,~~329~~283 Loans Paid in Full 126 46(253) Ending Loan Count 1,~~092~~086 3,~~283~~536 Beginning Scheduled Balance ~~302~~299,~~460~~320,~~728~~818.0960 1,~~149~~130,~~509~~982,~~646~~469.6000 Ending Scheduled Balance ~~299~~297,~~320~~228,~~818~~331.6003 1,~~130~~213,~~982~~085,~~469~~836.0086 Actual Ending Collateral Balance ~~299~~297,~~390~~333,~~958~~188.8783 1,~~131~~213,~~043~~197,~~424~~636.6690 Scheduled Principal 137,~~998~~301.4058 ~~144~~149,~~494~~329.4393 Unscheduled Principal 31,~~001~~955,~~911~~185.0999 1821,~~382~~361,~~683~~910.1751 Negative Amortized Principal 0.00 0.00 Scheduled Interest 1,~~768~~747,~~255~~920.4732 67,~~573~~069,~~486~~577.8475 Servicing Fees 6362,~~012~~358.6453 ~~358~~382,~~353~~704.0820 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 2,~~268~~244.4688 1519,~~166~~681.0421 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~702~~683,~~974~~316.3791 6,~~199~~667,~~967~~192.7234 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 04.0068 Prepayment Penalty Paid Count 0 01 Special Servicing Fee 0.00 0.00 Ending Scheduled Balance for Premium Loans ~~299~~297,~~320~~228,~~818~~331.6003 1,~~130~~213,~~982~~085,~~469~~836.0086 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Prefunding Reporting Capitalized Interest Beginning Balance 0.00 Capitalized Interest Ending Balance 0.00 Capitalized Interest Requirement 0.00 Prefunding Amount In Loans ~~0.00~~517 Prefunding Amount Paid As Principal 0$243,845,352.0025 Prefunding Beginning Balance $246,234,235.30 Structural Reporting Cut Off Balance ~~2,381,395,565~~0.00

Additional Reporting - Group Level Structural Reporting Group I Net Monthly Excess Cashflow ~~506~~467,~~570~~797.4695 Overcollateralization Amount 7,001,589.97 Overcollateralization Decrease Amount 0.00 Required Overcollateralization Amt 7,001,589.97 Three Month Rolling Delinquency Average 0.~~000000~~006176% Excess Spread ~~506~~467,~~570~~797.4695 Group II Net Monthly Excess Cashflow 1,~~929~~029,~~988~~816.2221 Overcollateralization Amount 16,355,630.53 Overcollateralization Decrease Amount 0.00 Required Overcollateralization Amt 16,355,630.53 Three Month Rolling Delinquency Average 0.~~000221~~016984% Excess Spread 1,~~929~~029,~~988~~816.2221 Trigger Event Reporting Group I Stepdown Occured NO Trigger Event Occurred NO Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.250000% Calculated Value 0.000000% Enhancement Delinquency Trigger Trigger Result Pass Threshold Value 1.~~394703~~422393% Calculated Value 0.~~000000~~006176% Trigger Trigger Result Pass Group II Stepdown Occured NO Trigger Event Occurred NO Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.~~300000~~003000% Calculated Value 0.000000% Enhancement Delinquency Trigger Trigger Result Pass Threshold Value 30.~~322200~~033741% Calculated Value 21.~~209300~~698355% Trigger 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 01 0 0 01 0212,632.0059 0.00 0.00 0212,632.0059 30 Days 8088 01 0 0 8089 3134,~~211~~861,~~791~~114.2512 0192,000.00 0.00 0.00 3135,~~211~~053,~~791~~114.2512 60 Days 168 0 01 0 169 ~~316~~29,~~000~~484,761.0059 0.00 0752,000.00 0.00 ~~316~~30,~~000~~236,761.0059 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 81156 02 01 0 81159 3164,~~527~~345,~~791~~875.2571 0404,632.0059 0752,000.00 0.00 3165,~~527~~502,~~791~~508.2530 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~~015649% 0.000000% 0.000000% 0.~~000000~~015649% 0.~~000000~~009207% 0.000000% 0.000000% 0.~~000000~~009207% 30 Days 1.~~339585~~377152% 0.~~000000~~015649% 0.000000% 0.000000% 1.~~339585~~392801% 1.~~482748~~509470% 0.~~000000~~008314% 0.000000% 0.000000% 1.~~482748~~517784% 60 Days 01.~~016745~~064163% 0.000000% 0.~~000000~~015649% 0.000000% 01.~~016745~~079812% 01.~~015012~~276677% 0.000000% 0.~~000000~~032561% 0.000000% 01.~~015012~~309238% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~356330~~441315% 0.~~000000~~031299% 0.~~000000~~015649% 0.000000% 12.~~356330~~488263% 12.~~497759~~786147% 0.~~000000~~017520% 0.~~000000~~032561% 0.000000% 12.~~497759~~836229%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~605~~966,~~637~~676.4087

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1519 0 0 0 1519 68,~~153~~858,~~649~~143.0133 0.00 0.00 0.00 68,~~153~~858,~~649~~143.0133 60 Days 010 0 01 0 011 04,186,654.0001 0.00 0752,000.00 0.00 04,938,654.0001 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1529 0 01 0 1530 613,~~153~~044,~~649~~797.0134 0.00 0752,000.00 0.00 613,~~153~~796,~~649~~797.0134 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~939261~~074661% 0.000000% 0.000000% 0.000000% 01.~~939261~~074661% 01.~~912243~~108706% 0.000000% 0.000000% 0.000000% 01.~~912243~~108706% 60 Days 0.~~000000~~565611% 0.000000% 0.~~000000~~056561% 0.000000% 0.~~000000~~622172% 0.~~000000~~524011% 0.000000% 0.~~000000~~094122% 0.000000% 0.~~000000~~618133% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~939261~~640271% 0.000000% 0.~~000000~~056561% 0.000000% 01.~~939261~~696833% 01.~~912243~~632717% 0.000000% 0.~~000000~~094122% 0.000000% 01.~~912243~~726839% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II 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 01 0 0 01 0212,632.0059 0.00 0.00 0212,632.0059 30 Days 6569 01 0 0 6570 2526,~~058~~002,~~142~~970.2479 0192,000.00 0.00 0.00 2526,~~058~~194,~~142~~970.2479 60 Days 158 0 0 0 158 ~~316~~25,~~000~~298,107.0058 0.00 0.00 0.00 ~~316~~25,~~000~~298,107.0058 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 66127 02 0 0 66129 2551,~~374~~301,~~142~~078.2437 0404,632.0059 0.00 0.00 2551,~~374~~705,~~142~~710.2496 0-29 Days 0.~~000000~~021636% 0.000000% 0.000000% 0.~~000000~~021636% 0.~~000000~~014077% 0.000000% 0.000000% 0.~~000000~~014077% 30 Days 1.~~485714~~492860% 0.~~000000~~021636% 0.000000% 0.000000% 1.~~485714~~514496% 1.~~751786~~721446% 0.~~000000~~012711% 0.000000% 0.000000% 1.~~751786~~734157% 60 Days 01.~~022857~~254868% 0.000000% 0.000000% 0.000000% 01.~~022857~~254868% 01.~~022091~~674783% 0.000000% 0.000000% 0.000000% 01.~~022091~~674783% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~508571~~747728% 0.~~000000~~043271% 0.000000% 0.000000% 12.~~508571~~791000% 13.~~773877~~396228% 0.~~000000~~026787% 0.000000% 0.000000% 13.~~773877~~423016%

Delinquency Status By Subgroup DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II A No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1118 01 0 0 1119 46,~~456~~181,~~207~~333.3685 0192,000.00 0.00 0.00 46,~~456~~373,~~207~~333.3685 60 Days 010 0 0 0 010 03,970,607.0036 0.00 0.00 0.00 03,970,607.0036 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1128 01 0 0 1129 410,~~456~~151,~~207~~941.3621 0192,000.00 0.00 0.00 410,~~456~~343,~~207~~941.3621 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~007326~~657459% 0.~~000000~~092081% 0.000000% 0.000000% 1.~~007326~~749540% 12.~~488424~~078925% 0.~~000000~~064574% 0.000000% 0.000000% 12.~~488424~~143499% 60 Days 0.~~000000~~920810% 0.000000% 0.000000% 0.000000% 0.~~000000~~920810% 01.~~000000~~335407% 0.000000% 0.000000% 0.000000% 01.~~000000~~335407% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~007326~~578269% 0.~~000000~~092081% 0.000000% 0.000000% 12.~~007326~~670350% 13.~~488424~~414332% 0.~~000000~~064574% 0.000000% 0.000000% 13.~~488424~~478906% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II A 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 01 0 0 01 0212,632.0059 0.00 0.00 0212,632.0059 30 Days 5451 0 0 0 5451 2019,~~601~~821,~~934~~636.8894 0.00 0.00 0.00 2019,~~601~~821,~~934~~636.8894 60 Days 148 0 0 0 148 ~~316~~21,~~000~~327,500.0022 0.00 0.00 0.00 ~~316~~21,~~000~~327,500.0022 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 5599 01 0 0 55100 2041,~~917~~149,~~934~~137.8816 0212,632.0059 0.00 0.00 2041,~~917~~361,~~934~~769.8875 0-29 Days 0.~~000000~~028281% 0.000000% 0.000000% 0.~~000000~~028281% 0.~~000000~~017527% 0.000000% 0.000000% 0.~~000000~~017527% 30 Days 1.~~644837~~442308% 0.000000% 0.000000% 0.000000% 1.~~644837~~442308% 1.~~821498~~633834% 0.000000% 0.000000% 0.000000% 1.~~821498~~633834% 60 Days 01.~~030460~~357466% 0.000000% 0.000000% 0.000000% 01.~~030460~~357466% 01.~~027939~~757958% 0.000000% 0.000000% 0.000000% 01.~~027939~~757958% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~675297~~799774% 0.~~000000~~028281% 0.000000% 0.000000% 12.~~675297~~828054% 13.~~849437~~391792% 0.~~000000~~017527% 0.000000% 0.000000% 13.~~849437~~409318%

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Detail~~History* -New ~~All~~Foreclosure ~~Mortgage~~Loans Month Foreclosure Percentage Loans in Foreclosure ~~during~~1 Jul-06 0.000% Original Principal Balance 752,000.00 Aug-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 752,000.00 Sep-06 No0.000% Oct-06 0.000% Current Foreclosure ~~Information~~Total toNov-06 0.000% Loans in Foreclosure 1 Dec-06 0.000% Original Principal Balance 752,000.00 Jan-07 0.000% Current Actual Balance 752,000.00 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.033% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jul-06 No0.000% Original Principal Balance 752,000.00 Aug-06 0.000% Current Actual Balance 752,000.00 Sep-06 0.000% Oct-06 0.000% Current Foreclosure ~~Information~~Total toNov-06 0.000% Loans in Foreclosure 1 Dec-06 0.000% Original Principal Balance 752,000.00 Jan-07 0.000% Current Actual Balance 752,000.00 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.094% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group II - No Foreclosure Information to report this period.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance NoGroup ~~Foreclosure~~I ~~Loans~~0114456809 ~~this~~Jun-2007 ~~Period~~01-Feb-2007 FL 80.00 752,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoGroup ~~Foreclosure~~I ~~Loans~~0114456809 ~~this~~752,000.00 ~~Period~~01-Feb-2007 2 8.000% 9,556.66

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~2 Jul-06 0.000% Original Principal Balance 404,720.00 Aug-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 404,632.59 Sep-06 No0.000% Oct-06 0.000% Current Bankruptcy ~~Information~~Total toNov-06 0.000% Loans in Bankruptcy 2 Dec-06 0.000% Original Principal Balance 404,720.00 Jan-07 0.000% Current Actual Balance 404,632.59 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.018% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group I - No Bankruptcy Information to report this period. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jul-06 No0.000% Original Principal Balance 212,720.00 Aug-06 0.000% Current Actual Balance 212,632.59 Sep-06 0.000% Oct-06 0.000% Current Bankruptcy ~~Information~~Total toNov-06 0.000% Loans in Bankruptcy 1 Dec-06 0.000% Original Principal Balance 212,720.00 Jan-07 0.000% Current Actual Balance 212,632.59 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.027% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~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 NoGroup ~~Bankruptcy~~II ~~Loans~~0114041333 ~~this~~Jun-2007 ~~Period~~01-Feb-2007 FL 80.00 212,720.00 Group II 0114138203 Jun-2007 01-Feb-2007 FL 80.00 192,000.00

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 NoGroup ~~Bankruptcy~~II ~~Loans~~0114041333 ~~this~~212,632.59 ~~Period~~01-May-2007 0 7.500% 2,525.00 Group II 0114138203 192,000.00 01-Mar-2007 1 7.000% 2,160.00

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 1825 89,~~016~~723,~~400~~492.00 89,~~010~~512,~~649~~044.0223 016 05,999,470.00 05,998,108.0027 Group II 5758 2123,~~277~~294,~~054~~240.00 2123,~~010~~247,~~282~~676.3817 10 ~~240,000~~0.00 ~~240,000~~0.00 Total 7583 2933,~~293~~017,~~454~~732.00 2932,~~020~~759,~~931~~720.40 116 ~~240~~5,~~000~~999,470.00 ~~240~~5,~~000~~998,108.0027

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 0 0.00 0.00 ~~602~~282,~~191~~727.0054 Group II 0 0.00 0.00 0 0.00 0.00 ~~140~~72,~~099~~070.6674 Total 0 0.00 0.00 0 0.00 0.00 ~~742~~354,~~290~~798.6628

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0114455878~~0113754936 MDSC 7884.7055 01-~~Feb~~Dec-~~2007~~2006 ~~632~~465,000.00 ~~632~~463,~~000~~096.0047 Group I ~~0114455917~~0114455800 CAAZ 80.00 01-~~Feb~~Jan-2007 1728,~~140~~000.00 728,000.00 1Group I 0114456022 VA 79.99 01-Dec-2006 500,~~139~~600.00 500,~~962~~600.3900 Group I ~~0114455963~~0114456320 NJUT 6846.8630 01-~~Feb~~Jan-2007 1,~~687~~250,000.00 1,~~687~~250,000.00 Group I ~~0114455989~~0114456559 IL 7559.0063 01-~~May~~Feb-~~2006~~2007 ~~723~~650,~~750~~000.00 ~~723~~475,~~750~~000.00 Group I ~~0114456136~~0114456603 ILUT 8094.0095 01-~~Jan~~Feb-2007 ~~129~~489,~~600~~000.00 ~~129~~488,~~599~~992.8522 Group I ~~0114456281~~0114456691 ILWA 80.00 01-~~Jan~~Feb-2007 ~~212~~624,~~800~~000.00 ~~212~~624,~~800~~000.00 Group I ~~0114456284~~0114456736 MACA 7580.00 01-~~Jan~~Feb-2007 ~~553~~323,~~500~~720.00 ~~553~~323,~~500~~720.00 Group I ~~0114456327~~0114456775 COWA 80.00 01-~~Jan~~Feb-2007 ~~130~~188,~~800~~000.00 ~~130~~188,~~800~~000.00 Group I ~~0114456822~~0114456805 MIFL 6680.6700 01-Feb-2007 30159,200.00 159,200.00 Group I 0114547913 CA 54.86 01-Oct-2003 367,000.00 30344,400.06 Group I 0114547935 GA 70.00 01-Aug-2003 156,100.00 145,467.61 Group I 0114659354 NY 75.00 01-Feb-2007 525,000.00 522,669.83 Group I ~~0114456861~~0114659439 AZCA 7980.9900 01-Feb-2007 ~~248~~564,~~200~~000.00 ~~248~~564,~~200~~000.00 Group I ~~0114456913~~0114792087 CA 80.00 01-Feb-2007 ~~260~~800,000.00 ~~260~~800,000.00 Group I ~~0114500932~~0114792284 NCFL 7580.00 01-Feb-2007 ~~118~~189,~~500~~600.00 ~~118~~189,600.00 Group I 0115244991 FL 75.94 01-Jan-2007 241,500.00 240,292.08 Group I ~~0114792044~~0115245072 ORNY 8075.00 01-~~Mar~~Oct-~~2007~~2006 ~~180~~555,000.00 ~~179~~554,~~822~~999.3895 Group I ~~0114856517~~0115245081 OHNV 7775.7200 01-~~Sep~~Dec-2006 ~~785~~107,~~000~~250.00 ~~778~~107,~~757~~249.3999 Group I ~~0115233216~~0115245082 VAGA 8079.54 01-Jan-2007 112,952.00 112,952.00 Group I 0115245085 CA 33.61 01-~~Mar~~Apr-2007 ~~600~~205,000.00 ~~600~~205,000.00 Group I ~~0115245159~~0115245170 GAWA 8076.0092 01-~~Feb~~Jan-2007 ~~120~~200,000.00 ~~120~~200,000.00 Group I ~~0115245453~~0115245281 ILAZ 78.90 01-Mar-2007 573,250.00 573,250.00 Group I 0115245324 LA 80.00 01-Apr-2007 311,200.00 311,200.00 Group I 0115245418 CA 79.97 01-Jan-2007 ~~160~~475,000.00 ~~160~~475,000.00 Group I ~~0115245575~~0115245437 CA 7570.00 01-~~Dec~~Mar-~~2006~~2007 ~~305~~227,~~250~~500.00 ~~305~~227,~~250~~500.00 Group III ~~0111490191~~0115245471 VAFL 6280.1200 01-Dec-~~2005~~2006 ~~330~~200,~~500~~000.00 ~~330~~200,~~196~~000.9200 Group III ~~0113610213~~0115245472 MNAZ 80.00 01-~~Nov~~Dec-2006 ~~188~~200,~~000~~800.00 ~~188~~200,~~000~~800.00 Group III ~~0113610216~~0115245474 ILCA 80.00 01-~~Nov~~Dec-2006 ~~244~~380,000.00 ~~244~~380,000.00 Group III ~~0113839125~~0115245475 TXMN 80.00 01-~~Jan~~Nov-~~2007~~2006 52373,~~000~~520.00 51373,~~852~~520.0500 Group III ~~0113839162~~0115245476 TXOR 80.00 01-~~Jan~~Oct-~~2007~~2006 52177,~~000~~120.00 51177,~~852~~120.0500 Group III ~~0113839231~~0115245477 TXAZ 80.00 01-~~Jan~~Sep-~~2007~~2006 48304,000.00 47303,~~863~~911.4533 Group III ~~0113934844~~0115245574 MICA 80.00 01-~~Nov~~Dec-2006 312,000.00 ~~311~~312,~~754~~000.0400 Group III ~~0114044625~~0115245580 COMN 80.00 01-~~Feb~~Nov-~~2007~~2006 ~~312~~336,000.00 ~~311~~336,~~939~~000.6700 Group III ~~0114086041~~0115245581 NYDE 7180.4300 01-~~Feb~~Nov-~~2007~~2006 1473,~~000,000~~100.00 ~~996~~472,~~851~~946.2324 Group III ~~0114125476~~0115245672 CA 8075.00 01-~~Oct~~Nov-2006 ~~116~~404,~~000~~250.00 ~~116~~404,~~000~~250.00 Group III ~~0114155128~~0115245677 COCA 8079.0097 01-Jan-2007 ~~217~~163,700.00 ~~217~~163,700.00 Group III ~~0114155163~~0115245679 ILGA 9079.99 01-Jan-2007 187,900.00 187,891.17 Group I 0115245681 NV 79.98 01-~~Dec~~Jan-~~2006~~2007 ~~323~~184,~~100~~600.00 ~~323~~184,~~100~~600.00 Group III ~~0114155178~~0115345464 NJCA 6064.4870 01-~~Dec~~Apr-~~2006~~2007 ~~220~~500,~~736~~100.00 ~~220~~500,~~736~~100.00 Group III ~~0114165147~~0115410230 FLCA 8078.0054 01-~~Feb~~May-2007 ~~164~~538,000.00 ~~164~~537,~~000~~311.0052 Group II ~~0114207323~~0114155153 NVCA 8065.00 01-Dec-2006 ~~240~~877,~~000~~500.00 ~~240~~877,~~000~~500.00 Group II ~~0114230870~~0114155249 AZCA 7975.5300 01-~~Feb~~Jan-2007 ~~336~~690,000.00 ~~335~~690,~~089~~000.1400 Group II ~~0114264527~~0114230845 FLNC 8065.0056 01-~~Mar~~Jan-2007 ~~220~~140,~~000~~200.00 ~~220~~139,~~000~~517.0026 Group II ~~0114265546~~0114265538 CAAZ 8071.0015 01-Jan-2007 ~~248~~180,000.00 ~~243~~180,~~913~~000.8700 Group II ~~0114284933~~0114265560 MECO 7943.9748 01-Jan-2007 701,~~900~~000,000.00 701,~~722~~000,000.8300 Group II ~~0114289201~~0114343315 MNCA 80.00 01-Feb-2007 ~~551~~760,~~900~~000.00 ~~551~~760,~~900~~000.00 Group II ~~0114375842~~0114364413 CA 7580.00 01-Feb-2007 ~~825~~760,000.00 ~~825~~760,000.00 Group II ~~0114378774~~0114397050 UTCA 8980.2300 01-~~Sep~~Oct-2006 ~~348~~296,000.00 ~~141~~295,~~037~~914.2875 Group II ~~0114396657~~0114397157 FLCA 5780.3400 01-Feb-2007 ~~507~~680,~~500~~000.00 ~~507~~680,~~496~~000.8600 Group II ~~0114396694~~0114397365 CAWA 8079.0099 01-Feb-2007 ~~490~~465,400.00 ~~488~~463,~~696~~273.7748 Group II ~~0114396718~~0114398213 CO 66.67 01-Feb-2007 1,000,000.00 1,000,000.00 Group II 0114403216 CA 4979.9192 01-~~Oct~~May-2006 ~~559~~800,000.00 ~~508~~800,~~789~~000.0500 Group II ~~0114396975~~0114403505 CA 80.00 01-~~Feb~~Dec-~~2007~~2006 ~~440~~464,000.00 ~~439~~464,~~763~~000.0600 Group II ~~0114397845~~0114429424 UTCA 6079.5197 01-~~Feb~~Mar-2007 ~~450~~670,~~800~~400.00 ~~450~~670,~~002~~400.3500 Group II ~~0114398269~~0114455767 CAWI 79100.6400 01-~~Mar~~Jan-2007 ~~892~~148,~~000~~200.00 ~~892~~148,~~000~~200.00 Group II ~~0114398305~~0114459300 CA 8070.0067 01-~~Mar~~Jan-2007 ~~600~~848,000.00 ~~599~~847,~~358~~370.5666 Group II ~~0114398955~~0114489990 CAAZ 80.00 01-~~Feb~~Dec-~~2007~~2006 ~~360~~296,000.00 ~~360~~294,~~000~~616.0081 Group II ~~0114399071~~0114495811 CAVA 7579.0099 01-~~Feb~~Mar-2007 ~~825~~452,~~000~~450.00 ~~825~~452,450.00 Group II 0114547910 FL 39.44 01-Jun-2001 355,000.00 319,454.36 Group II ~~0114403496~~0114564911 NY 7080.0800 01-~~Jan~~Feb-2007 ~~417~~172,000.00 ~~417~~171,~~000~~133.58 Group II 0114564941 IL 77.95 01-Feb-2007 307,920.00 307,919.98 Group II ~~0114403498~~0114564943 GAIL 80.00 01-~~Dec~~Feb-~~2006~~2007 ~~543~~404,~~900~~000.00 ~~543~~404,~~900~~000.00 Group II ~~0114456905~~0114564948 IL 9080.00 01-Feb-2007 ~~224~~104,~~100~~800.00 ~~224~~104,~~100~~387.0084 Group II ~~0114459307~~0114564961 CAIL 6580.00 01-Feb-2007 1196,~~625,~~000.00 1195,~~625,000~~048.0064 Group II ~~0114488502~~0114564964 CTIL 7980.9700 01-~~Mar~~Feb-2007 ~~475~~416,000.00 ~~475~~416,000.00 Group II ~~0114489992~~0114564994 CAMD 7069.0014 01-Feb-2007 ~~490~~282,~~000~~800.00 ~~490~~282,~~000~~800.00 Group II ~~0114489997~~0114565003 AZOR 80.00 01-Feb-2007 ~~493~~276,~~650~~000.00 ~~492~~276,~~409~~000.7600 Group II ~~0114500492~~0114565020 MDOR 8580.00 01-~~Jan~~Feb-2007 ~~164~~235,~~050~~600.00 ~~163~~235,~~492~~600.2400 Group II ~~0114500665~~0114565056 MACA 80.00 01-~~Jan~~Oct-~~2007~~2006 ~~316~~584,000.00 ~~316~~584,000.00 Group II ~~0114565091~~0114565076 CA 80.00 01-Feb-2007 ~~465~~420,~~600~~000.00 ~~465~~418,~~600~~449.0086 Group II ~~0114565102~~0114565095 NJAK 80.00 01-Feb-2007 ~~191~~528,~~920~~000.00 ~~191~~526,~~920~~070.0001 Group II ~~0114566456~~0114566560 ILUT 80.00 01-Aug-2006 82399,~~320~~200.00 81399,~~820~~200.3800 Group II ~~0114566591~~0114566578 ORFL 70.00 01-Aug-2006 ~~274~~214,~~400~~200.00 ~~274~~214,~~400~~200.00 Group II ~~0114566703~~0114566595 GAPA 81.82 01-Sep-2006 135,000.00 133,719.35 Group II 0114566665 FL 70.00 01-Sep-2006 66199,500.00 66199,500.00 Group II ~~0114566738~~0114566671 UTFL 7080.00 01-~~Oct~~Aug-2006 ~~189~~285,~~928~~600.00 ~~189~~285,~~928~~600.00 Group II ~~0114641742~~0114567067 CAMA 9038.39 01-Jan-2007 595,000.00 595,000.00 Group II 0114641772 TN 75.00 01-Jan-2007 ~~439~~825,~~200~~000.00 ~~439~~825,~~200~~000.00 Group II ~~0114702077~~0114792116 AZFL 8079.95 01-Feb-2007 134,100.00 134,100.00 Group II 0114792123 CA 73.08 01-Mar-2007 ~~640~~475,000.00 ~~640~~475,000.00 Group II ~~0114821071~~0114792140 ILNY 80.00 01-Mar-2007 ~~320~~344,000.00 ~~319~~344,~~908~~000.3300 Group II ~~0114856579~~0114792235 ILAZ 80.00 01-~~Jan~~Mar-2007 ~~344~~223,200.00 223,200.00 Group II 0114856974 MA 77.78 01-Feb-2007 315,000.00 ~~344~~315,000.00 Group II ~~0114856683~~0114857056 INIL 80.00 01-Feb-2007 23359,200.00 23359,~~146~~200.0400 Group II ~~0114916539~~0114916576 MDFL 80.00 01-Mar-2007 ~~360~~212,000.00 ~~360~~212,000.00 Group II ~~0115177037~~0114916637 TXCA 80.00 01-Feb-2007 260,000.00 260,000.00 Group II 0114916645 CA 80.00 01-Mar-2007 93286,~~200~~400.00 93286,~~155~~400.3600 Group II ~~0115177067~~0114916660 TXCA 7980.9900 01-~~Apr~~Mar-2007 68360,~~550~~000.00 68360,~~550~~000.00 Group II ~~0115177092~~0115096348 WACA 90.00 01-Jan-2007 387,000.00 387,000.00 Group II 0115177109 OR 80.00 01-Apr-2007 ~~324~~248,000.00 ~~324~~248,000.00 Group II ~~0115177319~~0115177147 TNCA 7460.5300 01-~~Mar~~Apr-2007 ~~117~~177,~~750~~000.00 ~~117~~177,~~599~~000.3100 Group II ~~0115177344~~0115177348 AZ 63.64 01-Apr-2007 700,000.00 700,000.00 Group II 0115177377 NC 80.00 01-Apr-2007 173,200.00 172,866.40 Group II 0115177414 CA 51.16 01-Mar-2007 ~~468~~198,000.00 ~~468~~197,726.08 Group II 0115276855 AZ 77.17 01-Mar-2007 177,500.00 176,912.92 Group II 0115276980 KS 75.00 01-Apr-2007 213,750.00 213,749.99 Group II 0115277074 PA 51.20 01-Mar-2007 170,000.00 169,423.79 Group II ~~0115277033~~0115410191 CA 9580.00 01-~~Apr~~May-2007 ~~755~~417,~~250~~120.00 ~~755~~417,~~250~~120.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0114455878~~0113754936 Loan Paid in Full 0 8.000% 360 6 Group I 0114455800 Loan Paid in Full 0 7.~~750~~125% 360 35 Group I ~~0114455917~~0114456022 Loan Paid in Full 0 6.875% 360 36 Group I ~~0114455963~~0114456320 Loan Paid in Full 0 6.~~500~~375% 360 35 Group I ~~0114455989~~0114456559 Loan Paid in Full 0 76.~~000~~375% 360 124 Group I ~~0114456136~~0114456603 Loan Paid in Full 0 86.~~000~~375% 360 4 Group I ~~0114456281~~0114456691 Loan Paid in Full 0 7.~~625~~000% 360 4 Group I ~~0114456284~~0114456736 Loan Paid in Full (1) 7.500% 360 4 Group I 0114456775 Loan Paid in Full 0 7.125% 360 4 Group I 0114456805 Loan Paid in Full (1) 8.000% 360 4 Group I 0114547913 Loan Paid in Full 0 5.250% 360 44 Group I 0114547935 Loan Paid in Full 0 4.875% 360 46 Group I ~~0114456327~~0114659354 Loan Paid in Full 0 7.~~500~~625% 360 4 Group I ~~0114456822~~0114659439 Loan Paid in Full 0 7.~~000~~250% 360 34 Group I ~~0114456861~~0114792087 Repurchase 1 6.875% 360 4 Group I 0114792284 Loan Paid in Full 0 68.625% 360 4 Group I 0115244991 Repurchase 0 7.875% 360 35 Group I ~~0114456913~~0115245072 Repurchase 0 7.500% 360 8 Group I 0115245081 Loan Paid in Full 0 7.~~625~~375% 360 36 Group I ~~0114500932~~0115245082 Loan Paid in Full 0 8.250% 360 5 Group I 0115245085 Repurchase (1) 7.125% 360 2 Group I 0115245170 Repurchase 0 6.375% 360 5 Group I 0115245281 Repurchase (1) 7.500% 360 3 Group I 0115245324 Repurchase (1) 7.500% 360 2 Group I 0115245418 Repurchase 0 7.500% 360 5 Group I 0115245437 Repurchase 0 6.625% 360 3 Group I ~~0114792044~~0115245471 Loan Paid in Full 0 6.~~750~~875% 360 26 Group I ~~0114856517~~0115245472 Loan Paid in Full 0 6.~~750~~875% 360 86 Group I ~~0115233216~~0115245474 Repurchase 0 6.875% 360 6 Group I 0115245475 Repurchase 0 7.875% 360 7 Group I 0115245476 Loan Paid in Full 0 7.~~875~~500% 360 28 Group I ~~0115245159~~0115245477 Loan Paid in Full 0 67.~~625~~000% 360 39 Group I ~~0115245453~~0115245574 Loan Paid in Full 0 6.875% 360 46 Group I ~~0115245575~~0115245580 Repurchase 0 7.875% 360 7 Group I 0115245581 Repurchase 0 7.750% 360 7 Group I 0115245672 Loan Paid in Full 0 8.000% 360 7 Group I 0115245677 Repurchase 0 7.~~125~~625% 360 5 Group III ~~0111490191~~0115245679 Loan Paid in Full 0 6.875% 360 5 Group I 0115245681 Repurchase (1) 7.~~750~~500% 360 175 Group III ~~0113610213~~0115345464 Repurchase (1) 6.250% 360 2 Group I 0115410230 Loan Paid in Full 0 8.~~000~~250% 360 61 Group II ~~0113610216~~0114155153 Loan Paid in Full 0(1) 87.000% 360 6 Group II ~~0113839125~~0114155249 Loan Paid in Full 0(1) 86.~~875~~750% 360 45 Group II ~~0113839162~~0114230845 Loan Paid in Full 0(1) 87.~~875~~125% 360 45 Group II ~~0113839231~~0114265538 Loan Paid in Full 0(1) 87.~~875~~500% 360 45 Group II ~~0113934844~~0114265560 Loan Paid in Full 0 87.~~250~~750% 360 65 Group II ~~0114044625~~0114343315 Loan Paid in Full 0 87.~~250~~625% 360 34 Group II ~~0114086041~~0114364413 Loan Paid in Full 0 76.~~250~~750% 360 34 Group II ~~0114125476~~0114397050 Loan Paid in Full 0(1) 7.~~875~~125% 360 78 Group II ~~0114155128~~0114397157 Loan Paid in Full 0(1) 6.875% 360 4 Group II ~~0114155163~~0114397365 Loan Paid in Full 0(1) 86.~~001~~500% 360 54 Group II ~~0114155178~~0114398213 Loan Paid in Full 0 6.~~750~~250% 360 54 Group II ~~0114165147~~0114403216 Loan Paid in Full 0(1) 76.~~750~~500% 360 313 Group II ~~0114207323~~0114403505 ~~Repurchase~~Loan 0Paid 7in Full (1) 6.~~250~~750% 360 56 Group II ~~0114230870~~0114429424 Loan Paid in Full 0 87.000% 360 3 Group II ~~0114264527~~0114455767 Loan Paid in Full 0(1) 6.875% 360 25 Group II ~~0114265546~~0114459300 Loan Paid in Full 0 67.~~625~~500% ~~180~~360 45 Group II ~~0114284933~~0114489990 Loan Paid in Full 0 98.~~500~~125% 360 46 Group II ~~0114289201~~0114495811 Loan Paid in Full 0 87.~~375~~750% 360 3 Group II ~~0114375842~~0114547910 Loan Paid in Full 0 7.~~500~~250% 360 372 Group II ~~0114378774~~0114564911 Loan Paid in Full 0 85.~~375~~990% 360 84 Group II ~~0114396657~~0114564941 Loan Paid in Full 0 6.~~500~~940% 360 34 Group II ~~0114396694~~0114564943 Loan Paid in Full 0 6.~~750~~890% 360 34 Group II ~~0114396718~~0114564948 Loan Paid in Full 0 7.~~125~~270% 360 74 Group II ~~0114396975~~0114564961 Loan Paid in Full 0 6.~~750~~440% 360 34 Group II ~~0114397845~~0114564964 Loan Paid in Full 0 7.290% 360 4 Group II 0114564994 Loan Paid in Full 0 6.~~625~~340% 360 34 Group II ~~0114398269~~0114565003 Loan Paid in Full 0 6.~~750~~190% 360 24 Group II ~~0114398305~~0114565020 Loan Paid in Full 0 5.~~625~~970% 360 24 Group II ~~0114398955~~0114565056 Loan Paid in Full 0 67.~~500~~750% 360 38 Group II ~~0114399071~~0114565076 Loan Paid in Full 0 67.~~875~~590% 360 34 Group II ~~0114403496~~0114565095 Loan Paid in Full 0 67.~~000~~590% 360 4 Group II ~~0114403498~~0114566560 Loan Paid in Full 0 67.~~625~~375% 360 510 Group II ~~0114456905~~0114566578 Loan Paid in Full 0 68.~~875~~000% 360 310 Group II ~~0114459307~~0114566595 Loan Paid in Full 0(1) 6.~~500~~375% 360 39 Group II ~~0114488502~~0114566665 Loan Paid in Full 0 7.~~750~~875% 360 29 Group II ~~0114489992~~0114566671 Loan Paid in Full 0 76.875% 360 310 Group II ~~0114489997~~0114567067 Loan Paid in Full 0 87.~~375~~250% 360 35 Group II ~~0114500492~~0114641772 Loan Paid in Full 0(1) 86.875% 360 5 Group II 0114792116 Loan Paid in Full 1 7.000% 360 4 Group II ~~0114500665~~0114792123 Loan Paid in Full 0 7.~~625~~125% 360 43 Group II ~~0114565091~~0114792140 Loan Paid in Full 01 7.~~390~~125% 360 3 Group II ~~0114565102~~0114792235 Loan Paid in Full 0 7.~~440~~750% 360 3 Group II ~~0114566456~~0114856974 Loan Paid in Full 0 7.~~500~~375% 360 94 Group II ~~0114566591~~0114857056 Loan Paid in Full 0 7.~~875~~125% 360 94 Group II ~~0114566703~~0114916576 Loan Paid in Full 0 7.~~750~~840% 360 83 Group II ~~0114566738~~0114916637 Loan Paid in Full 0 7.~~375~~240% 360 74 Group II ~~0114641742~~0114916645 Loan Paid in Full 0 7.~~750~~590% 360 43 Group II ~~0114702077~~0114916660 Loan Paid in Full 0 57.~~875~~990% 360 23 Group II ~~0114821071~~0115096348 Loan Paid in Full 0 8.000% ~~480~~360 25 Group II ~~0114856579~~0115177109 Loan Paid in Full 0(1) 8.~~250~~750% 360 42 Group II ~~0114856683~~0115177147 Loan Paid in Full 0 8.~~750~~375% 360 32 Group II ~~0114916539~~0115177348 Loan Paid in Full 0 78.~~540~~500% 360 2 Group II ~~0115177037~~0115177377 Loan Paid in Full 0 8.~~625~~250% 360 2 Group II ~~0115177067~~0115177414 Loan Paid in Full 0 7.~~250~~375% 360 13 Group II ~~0115177092~~0115276855 Loan Paid in Full 0 7.~~875~~000% 360 13 Group II ~~0115177319~~0115276980 Loan Paid in Full 0 86.~~250~~500% 360 2 Group II ~~0115177344~~0115277074 Loan Paid in Full 0 76.~~625~~875% 360 23 Group II ~~0115277033~~0115410191 Loan Paid in Full 0 8.~~375~~125% 360 1

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 03 01,118,499.0095 027,088.0075 0.00 Group II 01 0163,573.0015 04.0068 0.00 Total 04 01,282,073.0010 027,093.0043 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 NoGroup ~~Prepayment~~I ~~Penalties~~0115245072 ~~this~~06/01/2007 ~~Period~~554,999.95 16,650.00 0.00 Group I 0115245437 06/01/2007 227,500.00 6,028.75 0.00 Group I 0115245580 06/01/2007 336,000.00 4,410.00 0.00 Group II 0114916454 Active 163,573.15 4.68 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 1.~~405~~665% Current Month 1518.~~617~~252% Current Month 2,~~447~~234.~~373~~820% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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 N/A N/A Apr-2007 N/A N/A May-2007 15.617% N/A May-2007 2,447.373% N/A Jun-2007 18.252% N/A Jun-2007 2,234.820% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 1.~~261~~938% Current Month 1420.~~122~~934% Current Month 2,~~440~~734.~~323~~227% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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 N/A N/A Apr-2007 N/A N/A May-2007 14.122% N/A May-2007 2,440.323% N/A Jun-2007 20.934% N/A Jun-2007 2,734.227% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 1.~~473~~520% Current Month 16.~~313~~794% Current Month 21,~~448~~990.~~788~~408% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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 N/A N/A Apr-2007 N/A N/A May-2007 16.313% N/A May-2007 2,448.788% N/A Jun-2007 16.794% N/A Jun-2007 1,990.408% 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))

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment ~~0114207323~~0114792087 800,000.00 6.875% 4,583.33 0115244991 240,292.08 7.875% 1,576.92 0115245072 554,999.95 7.500% 3,468.75 0115245085 205,000.00 7.125% 1,217.19 0115245170 200,000.00 6.375% 1,062.50 0115245281 573,250.00 7.500% 3,582.81 0115245324 311,200.00 7.500% 1,~~450~~945.00 0115245418 475,000.00 7.500% 2,968.75 0115245437 227,500.00 6.625% 1,255.99 0115245474 380,000.00 6.875% 2,177.08 0115245475 373,520.00 7.875% 2,451.23 0115245580 336,000.00 7.875% 2,205.00 0115245581 472,946.24 7.750% 3,054.44 0115245681 184,600.00 7.500% 1,153.75

Breaches Current Loan Scheduled Current Current Number Balance Rate Payment No0115245677 ~~Breaches~~163,700.00 ~~this~~7.625% ~~Period~~1,040.18 0115345464 500,100.00 6.250% 2,604.69 Loans reported as breaches were repurchased due to a breach of the representations and warrants of the governing transaction document(s).

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.000 0 0.00 0.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 0 0.00 0.000 3.250 3.499 0 0.00 0.000 0 0.00 0.000 3.500 3.749 0 0.00 0.000 0 0.00 0.000 3.750 3.999 0 0.00 0.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.499 2 948,552.00 0.~~045~~041 1 575,000.00 0.~~085~~072 4.500 4.749 911 34,~~132~~612,~~248~~218.0599 0.~~149~~200 02 01,480,000.00 0.~~000~~185 4.750 4.999 1213 45,~~904~~456,~~411~~228.2287 0.~~233~~236 45 2,~~409~~961,~~431~~265.3809 0.~~357~~371 5.000 5.249 1622 58,~~723~~569,~~165~~427.0028 0.~~272~~371 611 24,~~248~~739,~~765~~551.3854 0.~~333~~593 5.250 5.499 5261 2426,~~107~~370,~~954~~297.8399 1.~~145~~142 1924 911,~~910~~100,~~784~~995.7584 1.~~469~~390 5.500 5.749 ~~111~~118 5156,~~699~~682,~~882~~156.5172 2.~~456~~455 3842 2125,~~638~~499,~~910~~769.1551 3.~~208~~192 5.750 5.999 ~~295~~326 ~~141~~161,~~208~~601,~~935~~206.2781 6.~~709~~998 6991 4360,~~323~~604,~~447~~864.9557 67.~~423~~586 6.000 6.249 ~~249~~298 ~~119~~147,~~277~~534,~~933~~848.4538 56.~~667~~389 79108 5071,~~962~~666,~~135~~338.4727 78.~~555~~971 6.250 6.499 ~~475~~530 ~~217~~252,~~074~~326,~~693~~565.5539 10.~~313~~927 ~~106~~138 6387,~~464~~221,~~622~~365.4259 910.~~409~~918 6.500 6.749 ~~679~~734 ~~271~~301,~~440~~478,~~240~~826.1807 1213.~~896~~056 ~~106~~131 5876,~~055~~266,~~187~~998.9373 89.~~607~~547 6.750 6.999 1,~~058~~110 ~~393~~425,~~594~~691,~~496~~305.1053 18.~~700~~435 ~~248~~271 ~~110~~131,~~246~~926,~~693~~967.1028 16.~~345~~514 7.000 7.249 ~~567~~582 ~~187~~190,~~752~~556,~~944~~599.8065 8.~~920~~252 ~~180~~181 7374,~~051~~086,~~038~~444.7923 109.~~830~~274 7.250 7.499 ~~620~~646 ~~184~~193,~~325~~466,~~078~~778.8899 8.~~757~~378 ~~180~~183 6062,~~219~~478,~~556~~730.5416 87.~~928~~821 7.500 7.749 ~~596~~608 ~~174~~176,~~602~~930,~~575~~615.8610 87.~~295~~662 ~~194~~187 6361,~~646~~725,~~581~~938.4640 97.~~436~~727 7.750 7.999 ~~552~~585 ~~148~~161,~~725~~971,~~615~~939.5053 7.~~066~~014 ~~171~~178 5356,~~468~~635,~~380~~819.7496 7.~~927~~089 8.000 8.249 ~~261~~279 7276,~~567~~972,~~403~~500.3151 3.~~448~~333 9899 33,~~161~~423,~~203~~421.7045 4.~~916~~184 8.250 8.499 ~~176~~200 4251,~~753~~746,~~984~~652.7438 2.~~031~~241 6982 2026,~~469~~473,~~769~~850.2641 3.~~035~~314 8.500 8.749 ~~123~~132 3031,~~269~~336,~~515~~437.1842 1.~~438~~357 1618 5,~~095~~694,~~289~~563.6871 0.~~755~~713 8.750 8.999 7177 2122,~~063~~896,~~269~~341.6001 10.~~001~~992 910 12,~~950~~471,~~227~~309.8229 0.~~289~~309 9.000 9.249 1825 35,~~441~~682,~~792~~329.0209 0.~~164~~246 13 ~~171~~1,~~950~~400,001.0003 0.~~025~~175 9.250 9.499 12 2,~~326~~325,~~075~~541.1368 0.~~111~~101 3 449,~~198~~171.4744 0.~~067~~056 9.500 9.749 8 1,869,~~764~~643.0878 0.~~089~~081 0 0.00 0.000 9.750 9.999 67 1,~~143~~304,~~412~~611.7505 0.~~054~~056 0 0.00 0.000 >= 10.000 4 ~~867~~864,~~518~~910.5817 0.~~041~~037 0 0.00 0.000 Total 56,~~972~~390 2,~~104~~309,~~821~~196,~~462~~534.5939 100.000 1,~~597~~768 ~~674~~798,~~518~~882,~~174~~366.9950 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 3.000 0 0.00 0.000 3.000 3.249 0 0.00 0.000 3.250 3.499 0 0.00 0.000 3.500 3.749 0 0.00 0.000 3.750 3.999 0 0.00 0.000 4.000 4.249 0 0.00 0.000 4.250 4.499 1 373,552.00 0.~~026~~025 4.500 4.749 9 3,132,~~248~~218.0599 0.~~219~~207 4.750 4.999 8 2,494,~~979~~963.8478 0.~~174~~165 5.000 5.249 1011 3,~~474~~829,~~399~~875.6274 0.~~243~~254 5.250 5.499 3337 1415,~~197~~269,~~170~~302.0815 01.~~993~~011 5.500 5.749 7376 3031,~~060~~182,~~972~~387.3621 2.~~102~~065 5.750 5.999 ~~226~~235 97100,~~885~~996,~~487~~342.3224 6.~~844~~687 6.000 6.249 ~~170~~190 6875,~~315~~868,~~797~~510.9811 45.~~776~~023 6.250 6.499 ~~369~~392 ~~153~~165,~~610~~105,~~071~~199.1380 10.~~740~~932 6.500 6.749 ~~573~~603 ~~213~~225,~~385~~211,~~052~~827.2534 14.~~919~~912 6.750 6.999 ~~810~~839 ~~283~~293,~~347~~764,~~803~~338.0025 19.~~810~~451 7.000 7.249 ~~387~~401 ~~114~~116,~~701~~470,~~906~~155.0142 87.~~019~~712 7.250 7.499 ~~440~~463 ~~124~~130,~~105~~988,~~522~~048.3483 8.~~677~~673 7.500 7.749 ~~402~~421 ~~110~~115,~~955~~204,~~994~~676.4070 7.~~758~~628 7.750 7.999 ~~381~~407 95105,~~257~~336,~~234~~119.7657 6.~~660~~974 8.000 8.249 ~~163~~180 3943,~~406~~549,~~199~~079.6106 2.~~755~~883 8.250 8.499 ~~107~~118 2225,~~284~~272,~~215~~801.4897 1.~~558~~673 8.500 8.749 ~~107~~114 25,~~174~~641,~~225~~873.5071 1.~~760~~698 8.750 8.999 6267 1920,~~113~~425,~~041~~031.7872 1.~~336~~352 9.000 9.249 1722 34,~~269~~282,~~842~~328.0206 0.~~229~~284 9.250 9.499 9 1,876,~~876~~370.6624 0.~~131~~124 9.500 9.749 8 1,869,~~764~~643.0878 0.~~131~~124 9.750 9.999 67 1,~~143~~304,~~412~~611.7505 0.~~080~~086 >= 10.000 4 ~~867~~864,~~518~~910.5817 0.~~061~~057 Total 4,~~375~~622 1,~~430~~510,~~303~~314,~~287~~167.6089 100.000

Filing Compare · Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR3