10-D 1 dal07ar1_10d-200712.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: November 27, 2007 to December 26, 2007 Commission File Number of issuing entity: 333-131600-12 Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR1 (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) 54-2198768 54-2198769 54-2198770 54-2198771 54-2198772 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3A _____ _____ __X___ ____________ A-3B _____ _____ __X___ ____________ A-3C _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ A-5 _____ _____ __X___ ____________ A-6 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ P _____ _____ __X___ ____________ 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 December 26, 2007 a distribution was made to holders of Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR1, relating to the December 26, 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-AR1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: January 7, 2008 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR1, relating to the December 26, 2007 distribution. EX-99.1 DEUTSCHE ALT-A SECURITIES, INC Mortgage Pass-Through Certificates Distribution Date: 12/26/2007 DEUTSCHE ALT-A SECURITIES, INC Mortgage Pass-Through Certificates Series 2007-AR1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 25151RAA2 0612/2224/2007 54.~~44000~~90875% ~~184~~172,~~642~~796,~~180~~346.0083 ~~864~~706,~~946~~845.0306 A-2 25151RAB0 0612/2224/2007 54.~~50000~~96875% ~~138~~129,~~483~~598,~~048~~583.5802 ~~655~~536,~~871~~619.1113 A-3A 25151RAC8 0612/2224/2007 54.~~40000~~86875% 5142,~~794~~179,~~113~~308.0029 ~~240~~171,~~842~~133.6376 A-3B 25151RAD6 0612/2224/2007 54.~~39000~~85875% 4637,~~614~~961,~~361~~100.8268 ~~216~~153,~~355~~702.3891 A-3C 25151RAE4 0612/2224/2007 54.~~45000~~91875% 54,~~178~~217,~~901~~515.4865 2417,~~304~~287.8742 A-4 25151RAF1 0612/2224/2007 54.~~48000~~94875% 148,484,000.00 ~~700~~612,~~679~~341.5083 A-5 25151RAG9 0612/2224/2007 5.~~56000~~02875% 47,660,000.00 ~~228~~199,~~185~~725.4919 A-6 25151RAH7 0612/2224/2007 5.~~57000~~03875% 6964,~~206~~766,~~184~~219.7217 ~~331~~271,~~939~~950.7866 M-1 25151RAJ3 0612/2224/2007 5.~~60000~~06875% 12,033,000.00 5850,~~025~~826.8089 M-2 25151RAK0 0612/2224/2007 5.~~62000~~08875% 5,822,000.00 2824,~~175~~688.2592 M-3 25151RAL8 0612/2224/2007 5.~~65000~~11875% 3,881,000.00 1816,~~882~~554.1489 M-4 25151RAM6 0612/2224/2007 5.~~75000~~21875% 3,105,000.00 1513,~~374~~503.0652 M-5 25151RAN4 0612/2224/2007 5.~~77000~~23875% 2,717,000.00 1311,~~499~~861.7240 M-6 25151RAP9 0612/2224/2007 5.~~80000~~26875% 2,717,000.00 1311,~~569~~929.9133 M-7 25151RAQ7 0612/2224/2007 65.~~22000~~68875% 3,105,000.00 1614,~~630~~719.7364 M-8 25151RAR5 0612/2224/2007 76.~~42000~~88875% 2,717,000.00 1715,~~360~~597.1228 M-9 25151RAS3 0612/2224/2007 65.~~42000~~88875% 3,105,000.00 1715,~~165~~237.4714 CE 111404026 0511/3130/2007 0.00000% 2,717,016.18 ~~747~~594,~~539~~595.6265 P 111404018 0511/3130/2007 0.00000% 100.00 245,~~806~~625.4000 R 111404034 0511/3130/2007 0.00000% 0.00 0.00 Totals ~~733~~689,~~981~~582,~~905~~189.7882 43,~~234~~444,~~154~~745.0162

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 21,~~899~~296,~~049~~083.4529 0.00 ~~181~~171,~~743~~500,~~130~~263.55 32,~~763~~002,~~995~~928.4835 0.00 A-2 2972,~~174,309~~072.2839 0.00 ~~136~~128,~~308~~626,~~739~~510.3063 21,~~830~~508,~~180~~691.3952 0.00 A-3A 21,~~353~~051,~~046~~980.3368 0.00 4941,~~441~~127,~~066~~327.6761 21,~~593~~223,~~888~~114.9644 0.00 A-3B 2946,~~117,726~~775.2671 0.00 4437,~~496~~014,~~635~~324.5697 21,~~334~~100,~~081~~478.6462 0.00 A-3C ~~235~~105,~~281~~187.4771 0.00 4,~~943~~112,~~620~~327.0194 ~~259~~122,~~586~~475.3413 0.00 A-4 0.00 0.00 148,484,000.00 ~~700~~612,~~679~~341.5083 0.00 A-5 0.00 0.00 47,660,000.00 ~~228~~199,~~185~~725.4919 0.00 A-6 1485,~~086,599~~788.7813 0.00 6864,~~119~~280,~~584~~431.9404 1757,~~418,539~~738.5679 0.00 M-1 0.00 0.00 12,033,000.00 5850,~~025~~826.8089 0.00 M-2 0.00 0.00 5,822,000.00 2824,~~175~~688.2592 0.00 M-3 0.00 0.00 3,881,000.00 1816,~~882~~554.1489 0.00 M-4 0.00 0.00 3,105,000.00 1513,~~374~~503.0652 0.00 M-5 0.00 0.00 2,717,000.00 1311,~~499~~861.7240 0.00 M-6 0.00 0.00 2,717,000.00 1311,~~569~~929.9133 0.00 M-7 0.00 0.00 3,105,000.00 1614,~~630~~719.7364 0.00 M-8 0.00 0.00 2,717,000.00 1715,~~360~~597.1228 0.00 M-9 0.00 0.00 3,105,000.00 1715,~~165~~237.4714 0.00 CE 0.00 0.00 2,717,016.18 ~~747~~594,~~539~~595.6265 0.00 P 0.00 0.00 100.00 245,~~806~~625.4000 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 104,~~866~~857,~~012~~887.5791 0.00 ~~723~~684,~~115~~724,~~893~~301.2192 158,~~100~~302,~~166~~633.5853 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 A-1 195,930,000.00 ~~184~~172,~~642~~796,~~180~~346.0083 0.00 21,~~899~~296,~~049~~083.4529 0.00 A-2 146,949,000.00 ~~138~~129,~~483~~598,~~048~~583.5802 0.00 2972,~~174,309~~072.2839 0.00 A-3A 60,956,000.00 5142,~~794~~179,~~113~~308.0029 0.00 21,~~353~~051,~~046~~980.3368 0.00 A-3B 54,860,000.00 4637,~~614~~961,~~361~~100.8268 0.00 2946,~~117,726~~775.2671 0.00 A-3C 6,095,000.00 54,~~178~~217,~~901~~515.4865 0.00 ~~235~~105,~~281~~187.4771 0.00 A-4 148,484,000.00 148,484,000.00 0.00 0.00 0.00 A-5 47,660,000.00 47,660,000.00 0.00 0.00 0.00 A-6 73,437,000.00 6964,~~206~~766,~~184~~219.7217 0.00 1485,~~086,599~~788.7813 0.00 M-1 12,033,000.00 12,033,000.00 0.00 0.00 0.00 M-2 5,822,000.00 5,822,000.00 0.00 0.00 0.00 M-3 3,881,000.00 3,881,000.00 0.00 0.00 0.00 M-4 3,105,000.00 3,105,000.00 0.00 0.00 0.00 M-5 2,717,000.00 2,717,000.00 0.00 0.00 0.00 M-6 2,717,000.00 2,717,000.00 0.00 0.00 0.00 M-7 3,105,000.00 3,105,000.00 0.00 0.00 0.00 M-8 2,717,000.00 2,717,000.00 0.00 0.00 0.00 M-9 3,105,000.00 3,105,000.00 0.00 0.00 0.00 CE 2,717,236.82 2,717,016.18 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 776,290,336.82 ~~733~~689,~~981~~582,~~905~~189.7882 0.00 104,~~866~~857,~~012~~887.5791 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 21,~~899~~296,~~049~~083.4529 ~~181~~171,~~743~~500,~~130~~263.55 0.~~92759215~~87531396 21,~~899~~296,~~049~~083.4529 A-2 0.00 2972,~~174,309~~072.2839 ~~136~~128,~~308~~626,~~739~~510.3063 0.~~92759215~~87531396 2972,~~174,309~~072.2839 A-3A 0.00 21,~~353~~051,~~046~~980.3368 4941,~~441~~127,~~066~~327.6761 0.~~81109434~~67470516 21,~~353~~051,~~046~~980.3368 A-3B 0.00 2946,~~117,726~~775.2671 4437,~~496~~014,~~635~~324.5697 0.~~81109434~~67470516 2946,~~117,726~~775.2671 A-3C 0.00 ~~235~~105,~~281~~187.4771 4,~~943~~112,~~620~~327.0194 0.~~81109434~~67470516 ~~235~~105,~~281~~187.4771 A-4 0.00 0.00 148,484,000.00 1.00000000 0.00 A-5 0.00 0.00 47,660,000.00 1.00000000 0.00 A-6 0.00 1485,~~086,599~~788.7813 6864,~~119~~280,~~584~~431.9404 0.~~92759215~~87531396 1485,~~086,599~~788.7813 M-1 0.00 0.00 12,033,000.00 1.00000000 0.00 M-2 0.00 0.00 5,822,000.00 1.00000000 0.00 M-3 0.00 0.00 3,881,000.00 1.00000000 0.00 M-4 0.00 0.00 3,105,000.00 1.00000000 0.00 M-5 0.00 0.00 2,717,000.00 1.00000000 0.00 M-6 0.00 0.00 2,717,000.00 1.00000000 0.00 M-7 0.00 0.00 3,105,000.00 1.00000000 0.00 M-8 0.00 0.00 2,717,000.00 1.00000000 0.00 M-9 0.00 0.00 3,105,000.00 1.00000000 0.00 CE 0.00 0.00 2,717,016.18 0.99991880 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 Totals $0.00 104,~~866~~857,~~012~~887.5791 ~~723~~684,~~115~~724,~~893~~301.2192 0.~~93150186~~88204666 104,~~866~~857,~~012~~887.5791 NOTE: Accretion amount also includes Net Negative Amortization, if applicable.

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 195,930,000.00 ~~942~~881.~~38850610~~92898908 0.00000000 146.~~79635303~~61503236 0.00000000 A-2 146,949,000.00 ~~942~~881.~~38850608~~92898911 0.00000000 146.~~79635302~~61503236 0.00000000 A-3A 60,956,000.00 ~~849~~691.~~69671566~~96319132 0.00000000 3817.~~60237434~~25803334 0.00000000 A-3B 54,860,000.00 ~~849~~691.~~69671564~~96319140 0.00000000 3817.~~60237441~~25803336 0.00000000 A-3C 6,095,000.00 ~~849~~691.~~69671534~~96319114 0.00000000 3817.~~60237408~~25803281 0.00000000 A-4 148,484,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-5 47,660,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-6 73,437,000.00 ~~942~~881.~~38850607~~92898907 0.00000000 146.~~79635306~~61503234 0.00000000 M-1 12,033,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 5,822,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 3,881,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 3,105,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 2,717,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 2,717,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 3,105,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 2,717,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 3,105,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 2,717,236.82 999.91879986 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 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 A-1 0.00000000 146.~~79635303~~61503236 ~~927~~875.~~59215306~~31395677 0.~~92759215~~87531396 146.~~79635303~~61503236 A-2 0.00000000 146.~~79635302~~61503236 ~~927~~875.~~59215306~~31395675 0.~~92759215~~87531396 146.~~79635302~~61503236 A-3A 0.00000000 3817.~~60237434~~25803334 ~~811~~674.~~09434133~~70515798 0.~~81109434~~67470516 3817.~~60237434~~25803334 A-3B 0.00000000 3817.~~60237441~~25803336 ~~811~~674.~~09434123~~70515804 0.~~81109434~~67470516 3817.~~60237441~~25803336 A-3C 0.00000000 3817.~~60237408~~25803281 ~~811~~674.~~09434126~~70515833 0.~~81109434~~67470516 3817.~~60237408~~25803281 A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-6 0.00000000 146.~~79635306~~61503234 ~~927~~875.~~59215300~~31395672 0.~~92759215~~87531396 146.~~79635306~~61503234 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 999.91879986 0.99991880 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: Accretion amount also includes Net Negative Amortization, if applicable. 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 0511/2526/07 - 0612/2425/07 3130 54.~~44000~~90875% ~~184~~172,~~642~~796,~~180~~346.0083 ~~864~~706,~~946~~845.0306 0.00 A-2 0511/2526/07 - 0612/2425/07 3130 54.~~50000~~96875% ~~138~~129,~~483~~598,~~048~~583.5802 ~~655~~536,~~871~~619.1113 0.00 A-3A 0511/2526/07 - 0612/2425/07 3130 54.~~40000~~86875% 5142,~~794~~179,~~113~~308.0029 ~~240~~171,~~842~~133.6376 0.00 A-3B 0511/2526/07 - 0612/2425/07 3130 54.~~39000~~85875% 4637,~~614~~961,~~361~~100.8268 ~~216~~153,~~355~~702.3891 0.00 A-3C 0511/2526/07 - 0612/2425/07 3130 54.~~45000~~91875% 54,~~178~~217,~~901~~515.4865 2417,~~304~~287.8742 0.00 A-4 0511/2526/07 - 0612/2425/07 3130 54.~~48000~~94875% 148,484,000.00 ~~700~~612,~~679~~341.5083 0.00 A-5 0511/2526/07 - 0612/2425/07 3130 5.~~56000~~02875% 47,660,000.00 ~~228~~199,~~185~~725.4919 0.00 A-6 0511/2526/07 - 0612/2425/07 3130 5.~~57000~~03875% 6964,~~206~~766,~~184~~219.7217 ~~331~~271,~~939~~950.7866 0.00 M-1 0511/2526/07 - 0612/2425/07 3130 5.~~60000~~06875% 12,033,000.00 5850,~~025~~826.8089 0.00 M-2 0511/2526/07 - 0612/2425/07 3130 5.~~62000~~08875% 5,822,000.00 2824,~~175~~688.2592 0.00 M-3 0511/2526/07 - 0612/2425/07 3130 5.~~65000~~11875% 3,881,000.00 1816,~~882~~554.1489 0.00 M-4 0511/2526/07 - 0612/2425/07 3130 5.~~75000~~21875% 3,105,000.00 1513,~~374~~503.0652 0.00 M-5 0511/2526/07 - 0612/2425/07 3130 5.~~77000~~23875% 2,717,000.00 1311,~~499~~861.7240 0.00 M-6 0511/2526/07 - 0612/2425/07 3130 5.~~80000~~26875% 2,717,000.00 1311,~~569~~929.9133 0.00 M-7 0511/2526/07 - 0612/2425/07 3130 65.~~22000~~68875% 3,105,000.00 1614,~~630~~719.7364 110.9900 M-8 0511/2526/07 - 0612/2425/07 3130 76.~~42000~~88875% 2,717,000.00 1715,~~360~~597.1228 21,~~818~~491.0647 M-9 0511/2526/07 - 0612/2425/07 3130 65.~~42000~~88875% 3,105,000.00 1715,~~165~~237.4714 ~~546~~0.7400 CE N/A N/A 0.00000% 2,717,016.18 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 32,~~461~~844,~~807~~524.9997 31,~~376~~491.7947

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 ~~864~~706,~~946~~845.0306 0.00 ~~181~~171,~~743~~500,~~130~~263.55 A-2 0.00 0.00 ~~655~~536,~~871~~619.1113 0.00 ~~136~~128,~~308~~626,~~739~~510.3063 A-3A 0.00 0.00 ~~240~~171,~~842~~133.6376 0.00 4941,~~441~~127,~~066~~327.6761 A-3B 0.00 0.00 ~~216~~153,~~355~~702.3891 0.00 4437,~~496~~014,~~635~~324.5697 A-3C 0.00 0.00 2417,~~304~~287.8742 0.00 4,~~943~~112,~~620~~327.0194 A-4 0.00 0.00 ~~700~~612,~~679~~341.5083 0.00 148,484,000.00 A-5 0.00 0.00 ~~228~~199,~~185~~725.4919 0.00 47,660,000.00 A-6 0.00 0.00 ~~331~~271,~~939~~950.7866 0.00 6864,~~119~~280,~~584~~431.9404 M-1 0.00 0.00 5850,~~025~~826.8089 0.00 12,033,000.00 M-2 0.00 0.00 2824,~~175~~688.2592 0.00 5,822,000.00 M-3 0.00 0.00 1816,~~882~~554.1489 0.00 3,881,000.00 M-4 0.00 0.00 1513,~~374~~503.0652 0.00 3,105,000.00 M-5 0.00 0.00 1311,~~499~~861.7240 0.00 2,717,000.00 M-6 0.00 0.00 1311,~~569~~929.9133 0.00 2,717,000.00 M-7 110.9900 0.00 1614,~~630~~719.7364 0.00 3,105,000.00 M-8 21,~~818~~491.0647 0.00 1715,~~360~~597.1228 0.00 2,717,000.00 M-9 ~~546~~0.7400 0.00 1715,~~165~~237.4714 0.00 3,105,000.00 CE 0.00 0.00 ~~747~~594,~~539~~595.6265 0.00 2,717,016.18 P 0.00 0.00 245,~~806~~625.4000 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 31,~~376~~491.7947 0.00 43,~~234~~444,~~154~~745.0162 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-1 195,930,000.00 54.~~44000~~90875% ~~942~~881.~~38850610~~92898908 43.~~41456658~~60764079 0.00000000 A-2 146,949,000.00 54.~~50000~~96875% ~~942~~881.~~38850608~~92898911 43.~~46325671~~65173720 0.00000000 A-3A 60,956,000.00 54.~~40000~~86875% ~~849~~691.~~69671566~~96319132 32.~~95108980~~80749655 0.00000000 A-3B 54,860,000.00 54.~~39000~~85875% ~~849~~691.~~69671564~~96319140 32.~~94377288~~80173004 0.00000000 A-3C 6,095,000.00 54.~~45000~~91875% ~~849~~691.~~69671534~~96319114 32.~~98767350~~83632814 0.00000000 A-4 148,484,000.00 54.~~48000~~94875% 1000.00000000 4.~~71888890~~12395834 0.00000000 A-5 47,660,000.00 5.~~56000~~02875% 1000.00000000 4.~~78777780~~19062505 0.00000000 A-6 73,437,000.00 5.~~57000~~03875% ~~942~~881.~~38850607~~92898907 43.~~52006182~~70318314 0.00000000 M-1 12,033,000.00 5.~~60000~~06875% 1000.00000000 4.~~82222222~~22395828 0.00000000 M-2 5,822,000.00 5.~~62000~~08875% 1000.00000000 4.~~83944521~~24062521 0.00000000 M-3 3,881,000.00 5.~~65000~~11875% 1000.00000000 4.~~86527699~~26562484 0.00000000 M-4 3,105,000.00 5.~~75000~~21875% 1000.00000000 4.~~95138808~~34895974 0.00000000 M-5 2,717,000.00 5.~~77000~~23875% 1000.00000000 4.~~96861244~~36562385 0.00000000 M-6 2,717,000.00 5.~~80000~~26875% 1000.00000000 4.~~99444608~~39062569 0.00000000 M-7 3,105,000.00 65.~~22000~~68875% 1000.00000000 54.~~35611272~~74062480 0.~~00386151~~00000000 M-8 2,717,000.00 76.~~42000~~88875% 1000.00000000 65.~~38944424~~74062569 10.~~03719544~~54894001 M-9 3,105,000.00 65.~~42000~~88875% 1000.00000000 54.~~52833172~~90729147 0.~~17608374~~00000000 CE 2,717,236.82 0.00000% 999.91879986 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 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 A-1 0.00000000 0.00000000 43.~~41456658~~60764079 0.00000000 ~~927~~875.~~59215306~~31395677 A-2 0.00000000 0.00000000 43.~~46325671~~65173720 0.00000000 ~~927~~875.~~59215306~~31395675 A-3A 0.00000000 0.00000000 32.~~95108980~~80749655 0.00000000 ~~811~~674.~~09434133~~70515798 A-3B 0.00000000 0.00000000 32.~~94377288~~80173004 0.00000000 ~~811~~674.~~09434123~~70515804 A-3C 0.00000000 0.00000000 32.~~98767350~~83632814 0.00000000 ~~811~~674.~~09434126~~70515833 A-4 0.00000000 0.00000000 4.~~71888890~~12395834 0.00000000 1000.00000000 A-5 0.00000000 0.00000000 4.~~78777780~~19062505 0.00000000 1000.00000000 A-6 0.00000000 0.00000000 43.~~52006182~~70318314 0.00000000 ~~927~~875.~~59215300~~31395672 M-1 0.00000000 0.00000000 4.~~82222222~~22395828 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~83944521~~24062521 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~86527699~~26562484 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~95138808~~34895974 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~96861244~~36562385 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 4.~~99444608~~39062569 0.00000000 1000.00000000 M-7 0.~~00386151~~00000000 0.00000000 54.~~35611272~~74062480 0.00000000 1000.00000000 M-8 10.~~03719544~~54894001 0.00000000 65.~~38944424~~74062569 0.00000000 1000.00000000 M-9 0.~~17608374~~00000000 0.00000000 54.~~52833172~~90729147 0.00000000 1000.00000000 CE 0.00000000 0.00000000 ~~275~~218.~~11022024~~82363938 0.00000000 999.91879986 P 0.00000000 0.00000000 ~~248064~~56250.00000000 0.00000000 1000.00000000 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 148,~~879~~383,~~840~~310.0752 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~156~~300,~~189~~883.6700 Servicer Advances ~~324~~665,~~590~~094.1662 Gains & Subsequent Recoveries (Realized Losses) 0(140,972.0034) Prepayment Penalties 245,~~806~~625.4000 Swap/Cap Payments ~~280,894~~0.2100 Total Deposits 159,~~666~~213,~~320~~940.5180 Withdrawals Swap Payments 9116,~~539~~030.8599 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~321~~574,~~637~~492.4328 Total Administration Fees ~~234~~220,~~976~~784.6500 Payment of Interest and Principal 158,~~100~~302,~~166~~633.5853 Total Withdrawals (Pool Distribution Amount) 159,~~666~~213,~~320~~940.5180 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~228~~214,~~763~~905.8486 Credit Risk Management Fee - Clayton Fixed Income 5,~~504~~171.8491 Lender Paid Primary Mortgage Insurance* ~~707~~706.9723 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~234~~220,~~976~~784.6500 *Servicer Payees include: COUNTRYWIDE HOME LOANS SERVICING LP; GREENPOINT MORTGAGE FUNDING, INC.; INDYMAC BANK, F.S.B.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Class A-1 Swap Account 0.00 0.00 0.00 0.00 Reserve Fund - Wells Fargo Bank, N.A. 999.91 1,~~000~~491.0050 ~~0.00 0.00~~ 1,~~000~~491.0047 999.88 Certificate Cap Account 0.00 0.00 0.00 0.00 Subordinate Certificate Cap Account 0.00 0.00 0.00 0.00 Supplemental Interest Trust 0.00 ~~280,894~~0.2200 ~~280,894~~0.2200 0.00 Certificate Swap Account 0.00 ~~280,894~~0.2200 ~~280,894~~0.2200 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Certificate Cap Payment - Bank of New York 0.00 0.00 0.00 Subordinate Certificate Cap Payment- Deutsche Bank 0.00 0.00 0.00 Certificate Swap Payment - Deutsche Bank 32,~~234~~223,~~991~~868.2103 2,~~954~~331,~~097~~259.0021 ~~280~~(107,~~894~~391.2118) Class A-1 Swap Payment - Deutsche Bank ~~864~~706,~~946~~845.0306 ~~874~~715,~~485~~484.8887 (98,~~539~~639.8581)

Collateral Statement Total Collateral Description Mixed ARM Weighted Average Coupon Rate 6.~~822462~~816141 Weighted Average Net Rate 6.~~529039~~440935 Weighted Average Pass-Through Rate 6.~~438293~~431934 Weighted Average Remaining Term ~~354~~348 Principal And Interest Constant 43,~~250~~992,~~836~~578.1971 Beginning Loan Count 2,~~421~~288 Loans Paid in Full 3317 Ending Loan Count 2,~~388~~271 Beginning Scheduled Balance ~~733~~689,~~981~~582,~~905~~189.7882 Ending Scheduled Balance ~~723~~684,~~115~~724,~~893~~301.2291 Actual Ending Collateral Balance ~~723~~684,~~175~~796,~~653~~988.4450 Scheduled Principal 7675,~~479~~670.0181 Unscheduled Principal 104,~~789~~782,~~533~~217.5510 Negative Amortized Principal 0.00 Scheduled Interest 43,~~174~~916,~~357~~907.1890 Servicing Fees ~~228~~214,~~763~~905.8486 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 65,~~212~~878.8114 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,~~939~~696,~~380~~123.5390 Realized Loss Amount 0140,972.0034 Cumulative Realized Loss 0142,213.0058 Percentage of Cumulative Losses 0.~~0000~~0183 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 245,~~806~~625.4000 Prepayment Penalty Paid Count 41 Special Servicing Fee 0.00 Ending Scheduled Balance for Premium Loans ~~723~~684,~~115~~724,~~893~~301.2291

Additional Reporting - Deal Level ~~Informational Reporting Cut Off Balance 0.00 Prefunding Reporting Prefunding Amount In Loans 0.00 Prefunding Amount Paid As Principal 0.00 Prefunding Beginning Balance 0.00~~ Structural Reporting Excess Cash Amount ~~760~~604,~~456~~726.2691 Overcollateralization Amount 2,717,016.18 Overcollateralization Increase Amount 0.00 Overcollateralization Decrease Amount 0.00 Target Overcollateralization Amount 2,717,016.18 Stepdown Occured NO Excess Spread ~~760~~745,~~456~~699.2625 ~~Stepdown Occured NO~~ Trigger Event Reporting Enhancement Delinquency Trigger Trigger Result Fail Threshold Value 2.~~318805~~448817% Calculated Value 39.~~190841~~739843% Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.200000% Calculated Value 0.~~000000~~018320% Trigger Event Trigger Result ~~Pass~~N/A

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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3560 0 0 0 3560 1017,~~720~~468,~~929~~450.7710 0.00 0.00 0.00 1017,~~720~~468,~~929~~450.7710 60 Days 2233 13 0 0 2336 79,~~050~~955,~~731~~203.2534 ~~157~~467,~~749~~963.9163 0.00 0.00 710,~~208~~423,~~481~~166.1697 90 Days 20 1 08 19 0 2029 ~~632~~7,~~000~~065,662.0048 0326,386.00 62,~~350~~991,~~074~~660.7951 0.00 610,~~982~~383,~~074~~708.7999 120 Days 1 0 1312 01 14 ~~110~~223,~~950~~997.0066 0.00 43,~~959~~470,~~662~~997.6035 0119,326.0086 53,~~070~~814,~~612~~321.6087 150 Days 2 0 72 021 93 ~~1,071,791.01~~26 0.00 2518,~~746~~753.78 8,~~800~~231,494.0026 0718,075.00 39,~~818~~468,~~591~~323.0104 180+ Days 04 09 038 043 094 01,904,491.0001 02,203,828.0069 012,281,995.0065 016,231,981.0041 032,622,296.0076 Totals 61118 115 3979 047 ~~101~~259 1936,~~586~~617,~~402~~804.0359 ~~157~~3,~~749~~516,932.9110 1426,~~056~~976,~~537~~147.3977 017,069,383.0027 3384,~~800~~180,~~689~~267.3373 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~465662~~642008% 0.000000% 0.000000% 0.000000% 12.~~465662~~642008% 12.~~482479~~550895% 0.000000% 0.000000% 0.000000% 12.~~482479~~550895% 60 Days 01.~~921273~~453104% 0.~~041876~~132100% 0.000000% 0.000000% 01.~~963149~~585205% 01.~~974968~~453745% 0.~~021813~~068336% 0.000000% 0.000000% 01.~~996782~~522081% 90 Days 0.~~041876~~880669% 0.~~000000~~044033% 0.~~795645~~352268% 0.000000% 01.~~837521~~276970% 01.~~087392~~031789% 0.~~000000~~047662% 0.~~878082~~436868% 0.000000% 01.~~965474~~516319% 120 Days 0.~~041876~~044033% 0.000000% 0.~~544389~~528402% 0.~~000000~~044033% 0.~~586265~~616469% 0.~~015342~~032710% 0.000000% 0.~~685817~~506865% 0.~~000000~~017425% 0.~~701159~~557000% 150 Days 0.~~083752~~000000% 0.~~000000~~088067% 0.~~293132~~924703% 0.~~000000~~132100% 01.~~376884~~144870% 0.~~148206~~000000% 0.~~000000~~075753% 01.~~379825~~202034% 0.~~000000~~104860% 01.~~528031~~382647% 180+ Days 0.~~000000~~176134% 0.~~000000~~396301% 01.~~000000~~673272% 01.~~000000~~893439% 04.~~000000~~139146% 0.~~000000~~278110% 0.~~000000~~321822% 01.~~000000~~793524% 02.~~000000~~370335% 04.~~000000~~763791% Totals 25.~~554439~~195949% 0.~~041876~~660502% 13.~~633166~~478644% 02.~~000000~~069573% 411.~~229481~~404668% 25.~~708388~~347250% 0.~~021813~~513573% 13.~~943724~~939291% 02.~~000000~~492619% 412.~~673925~~292733%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~324~~665,~~590~~094.1662

~~REO~~180+ ~~Detail~~Delinquency -Summary ~~All~~Summary ~~Mortgage~~Days Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Balance($) ~~Current~~180 ~~Period~~- ~~Summary~~209 17 5,275,892.48 0.770 210 - No239 ~~REO~~26 ~~Information~~8,969,408.12 to1.310 240 - 269 17 5,593,538.08 0.817 270 - 299 16 5,784,712.61 0.845 300 - 329 10 3,728,154.46 0.544 330 - 359 8 3,270,591.01 0.478 Total 94 32,622,296.76 4.764 This report ~~this~~includes ~~period~~all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New -REO ~~All~~Loans ~~Mortgage~~Month REO Percentage Loans in REO ~~during~~14 Jan-07 0.000% Original Principal Balance 4,078,436.00 Feb-07 0.000% Current ~~Period~~Actual ~~Month~~Balance ~~Loan~~4,075,803.58 ~~First~~Mar-07 ~~Original~~0.000% ~~Loan~~Apr-07 ~~Entered~~0.000% ~~Payment~~Current ~~LTV~~REO atTotal ~~Principal~~May-07 ~~Group~~0.000% ~~Number~~Loans in REO ~~Date~~47 ~~State~~Jun-07 ~~Origination~~0.000% Original Principal Balance No17,072,846.00 ~~REO~~Jul-07 ~~Loans~~0.028% ~~this~~Current ~~Period~~Actual Balance 17,069,383.27 Aug-07 0.379% Sep-07 1.026% Oct-07 1.352% Nov-07 2.007% Dec-07 2.493% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~(continued)~~Month ~~Current~~Loan ~~Paid~~First ~~Current~~Original ~~Approximate~~ Loan ~~Actual~~Entered ToPayment ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Principal Group Number ~~Balance~~REO Date ~~Delinquent~~State ~~Rate~~Origination ~~Interest~~Balance NoSummary ~~REO~~0113463380 ~~Loans~~Nov-2007 ~~this~~01-Oct-2006 ~~Period~~CA 80.00 400,000.00 Summary 0113575025 Dec-2007 01-Oct-2006 TX 80.00 120,000.00 Summary 0113575085 Dec-2007 01-Oct-2006 OH 80.00 76,400.00 Summary 0113575108 Dec-2007 01-Nov-2006 NV 80.00 300,000.00 Summary 0113586981 Dec-2007 01-Nov-2006 CA 80.00 320,000.00 Summary 0113586983 Sep-2007 01-Nov-2006 NV 80.00 583,600.00 Summary 0113601990 Nov-2007 01-Nov-2006 CA 80.00 632,000.00 Summary 0113602019 Aug-2007 01-Nov-2006 VA 78.68 417,000.00 Summary 0113602022 Nov-2007 01-Nov-2006 CA 80.00 319,200.00 Summary 0113602026 Aug-2007 01-Nov-2006 VA 80.00 428,000.00 Summary 0113602029 Aug-2007 01-Nov-2006 CA 80.00 568,000.00 Summary 0113602052 Dec-2007 01-Nov-2006 GA 80.00 158,236.00 Summary 0113622142 Dec-2007 01-Nov-2006 FL 79.98 177,800.00 Summary 0113622149 Dec-2007 01-Oct-2006 CA 76.02 650,000.00 Summary 0113717269 Dec-2007 01-Nov-2006 MI 80.00 172,000.00 Summary 0113717276 Dec-2007 01-Nov-2006 CA 80.00 157,600.00 Summary 0114030854 Sep-2007 01-Jan-2007 CA 80.00 600,000.00 Summary 0114045778 Oct-2007 01-Jan-2007 CA 80.00 548,000.00 Summary 0114045795 Nov-2007 01-Jan-2007 NV 80.00 302,400.00 Summary 0114045857 Sep-2007 01-Dec-2006 CA 78.99 500,000.00 Summary 0114045880 Nov-2007 01-Jan-2007 CA 68.57 360,000.00 Summary 0114046074 Oct-2007 01-Dec-2006 CA 70.00 278,600.00 Summary 0114046089 Oct-2007 01-Jan-2007 NV 80.00 297,600.00 Summary 0114046130 Oct-2007 01-Jan-2007 NV 80.00 268,000.00 Summary 0114046163 Oct-2007 01-Jan-2007 CA 80.00 180,000.00 Summary 0114046177 Dec-2007 01-Dec-2006 CA 80.00 516,000.00 Summary 0114046186 Dec-2007 01-Dec-2006 CA 80.00 420,000.00 Summary 0114046258 Nov-2007 01-Jan-2007 CA 80.00 520,000.00 Summary 0114046367 Sep-2007 01-Jan-2007 VA 80.00 464,000.00 Summary 0114046373 Nov-2007 01-Jan-2007 CA 80.00 372,000.00 Summary 0114088907 Sep-2007 01-Dec-2006 WV 80.00 312,000.00 Summary 0114089343 Nov-2007 01-Jan-2007 VA 70.00 248,500.00 Summary 0114089448 Sep-2007 01-Jan-2007 MA 70.00 325,500.00 Summary 0114089452 Nov-2007 01-Jan-2007 CA 80.00 328,000.00 Summary 0114089466 Sep-2007 01-Jan-2007 CO 80.00 360,760.00 Summary 0114089562 Sep-2007 01-Jan-2007 NV 75.00 446,250.00 Summary 0114089606 Sep-2007 01-Jan-2007 NV 70.00 623,000.00 Summary 0114207290 Sep-2007 01-Dec-2006 MD 80.00 298,400.00 Summary 0114207300 Dec-2007 01-Dec-2006 VA 80.00 297,600.00 Summary 0114207479 Dec-2007 01-Nov-2006 CA 80.00 492,800.00 Summary 0114207504 Nov-2007 01-Jan-2007 AZ 80.00 153,600.00 Summary 0114207522 Aug-2007 01-Nov-2006 CA 80.00 328,000.00 Summary 0114207532 Jul-2007 01-Dec-2006 MN 80.00 200,000.00 Summary 0114207603 Dec-2007 01-Jan-2007 CA 80.00 220,000.00 Summary 0114207984 Nov-2007 01-Nov-2006 VA 80.00 332,000.00 Summary 0114264683 Aug-2007 01-Jan-2007 VA 79.37 500,000.00 Summary 0114264722 Nov-2007 01-Jan-2007 CA 78.49 500,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Summary 120113463380 ~~Month~~400,000.00 ~~Foreclosure~~01-Feb-2007 History*8 ~~New~~7.750% ~~Foreclosure~~24,583.30 ~~Loans~~Summary ~~Month~~0113575025 ~~Foreclosure~~119,326.86 ~~Percentage~~01-Jun-2007 ~~Loans~~4 in8.625% ~~Foreclosure~~4,914.35 22Summary ~~Jul~~0113575085 76,256.53 01-06Dec-2006 010 8.375% 5,570.29 Summary 0113575108 300,000.00 01-Mar-2007 7 7.500% ~~Original~~16,031.25 ~~Principal~~Summary ~~Balance~~0113586981 320,000.00 01-Mar-2007 7 8.500% 19,~~242~~500.03 Summary 0113586983 583,~~260~~600.00 ~~Aug~~01-06Nov-2006 011 8.750% 44,803.44 Summary 0113601990 632,000.00 01-Jan-2007 9 7.750% ~~Current~~42,725.87 ~~Actual~~Summary ~~Balance~~0113602019 416,856.88 01-Feb-2007 8 7.500% 24,~~241~~750.90 Summary 0113602022 319,~~274~~200.7900 ~~Sep~~01-06Nov-2006 011 7.375% 20,482.00 Summary 0113602026 428,000.00 01-Jan-2007 9 7.500% ~~Oct~~27,953.75 Summary 0113602029 567,586.28 01-06Dec-2006 010 7.625% 37,720.87 Summary 0113602052 157,749.91 01-Feb-2007 8 7.375% 9,169.16 Summary 0113622142 177,800.00 01-Jan-2007 9 6.990% 10,781.43 Summary 0113622149 649,994.66 01-Feb-2007 8 7.750% 39,947.75 Summary 0113717269 171,975.00 01-May-2007 5 7.375% 7,022.33 Summary 0113717276 156,993.00 01-Mar-2007 7 7.375% 8,215.81 Summary 0114030854 600,000.00 01-Dec-2006 10 7.000% ~~Current~~36,437.50 ~~Foreclosure~~Summary ~~Total~~0114045778 548,000.00 01-Jan-2007 9 6.750% 32,023.75 Summary 0114045795 302,400.00 01-Jan-2007 9 6.750% 17,671.50 Summary 0114045857 500,000.00 01-Nov-062006 011 7.125% 30,416.65 Summary 0114045880 360,000.00 01-Feb-2007 8 6.625% ~~Loans~~18,300.00 inSummary ~~Foreclosure~~0114046074 39278,600.00 01-Jan-2007 9 6.750% 16,280.77 Summary 0114046089 297,600.00 01-Dec-062006 010 7.000% ~~Original~~18,073.00 ~~Principal~~Summary ~~Balance~~0114046130 14268,~~058~~000.00 01-Jan-2007 9 6.750% 15,~~573~~661.25 Summary 0114046163 180,000.00 01-Jan-072007 09 6.750% 10,518.75 Summary 0114046177 516,000.00 01-Mar-2007 7 7.125% ~~Current~~26,122.50 ~~Actual~~Summary ~~Balance~~0114046186 14420,~~056~~000.00 01-Jan-2007 9 6.375% 23,~~537~~100.3900 Summary 0114046258 520,000.00 01-Feb-072007 08 6.500% 26,541.70 Summary 0114046367 464,000.00 01-Mar-2007 7 7.375% 24,360.03 Summary 0114046373 372,000.00 01-Feb-2007 8 6.750% 19,762.50 Summary 0114088907 312,000.00 01-Dec-2006 10 7.500% 18,525.00 Summary 0114089343 248,500.00 01-May-2007 5 6.750% 9,241.05 Summary 0114089448 325,226.54 01-Jan-2007 9 6.875% 17,533.10 Summary 0114089452 327,999.99 01-Mar-072007 07 7.250% 16,912.53 Summary 0114089466 360,760.00 01-Jan-2007 9 7.125% 20,292.70 Summary 0114089562 446,250.00 01-Dec-2006 10 7.625% 26,961.00 Summary 0114089606 623,000.00 01-Dec-2006 10 7.750% ~~Apr~~38,288.50 Summary 0114207290 298,400.00 01-07Mar-2007 07 6.~~323~~625% 13,987.53 Summary 0114207300 297,600.00 01-May-072007 15 6.~~074~~875% ~~Jun~~11,284.00 Summary 0114207479 492,800.00 01-07Mar-2007 17 7.~~944~~750% *The27,258.03 ~~text~~Summary ~~reported~~0114207504 in153,600.00 ~~the~~01-Feb-2007 ~~above~~8 ~~table~~7.750% is9,391.13 ~~presented~~Summary ~~graphically~~0114207522 on328,000.00 ~~the~~01-Nov-2006 ~~monthly~~11 ~~bond~~6.875% ~~remittance~~19,543.37 ~~report~~Summary 0114207532 200,000.00 ~~The~~01-Nov-2006 ~~monthly~~11 ~~bond~~7.750% ~~remittance~~13,452.40 ~~report~~Summary ~~can~~0114207603 be219,307.62 ~~viewed~~01-Mar-2007 ~~online~~7 at5.750% ~~www~~8,802.~~ctslink~~84 Summary 0114207984 332,000.~~com~~00 01-Apr-2007 6 7.375% 15,493.36 Summary 0114264683 500,000.00 01-Jan-2007 9 7.250% 31,510.38 Summary 0114264722 500,000.00 01-Feb-2007 8 6.625% 26,041.70

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month -Foreclosure ~~All~~History* ~~Mortgage~~New ~~Loans in~~ Foreclosure ~~during~~Loans ~~Current Period~~ Month ~~Loan~~Foreclosure ~~First~~Percentage ~~Original~~Loans ~~Loan~~in ~~Entered~~Foreclosure ~~Payment~~13 ~~LTV at Principal Group Number FC Date State Origination Balance Summary 0113575084 Jun~~Jan-~~2007~~07 ~~01-Oct-2006 FL 80~~0.~~00 124,~~000~~.00~~% ~~Summary~~Original ~~0113575085~~Principal ~~May-2007~~Balance ~~01-Oct-2006 OH 80.00 76~~4,~~400.00 Summary 0113575104 May-2007 01-Nov-2006 IL 75.00 187~~447,~~500~~893.00 ~~Summary 0113586983 May~~Feb-~~2007~~07 ~~01-Nov-2006 NV 80~~0.00000% ~~583,600.00~~Current ~~Summary~~Actual ~~0113587023~~Balance ~~May-2007 01-Nov-2006 TX 80.00 244~~4,~~363.00 Summary 0113602022 May-2007 01-Nov-2006 CA 80.00 319~~444,~~200~~719.0031 ~~Summary 0113602026 Jun~~Mar-~~2007~~07 ~~01-Nov-2006 VA 80~~0.~~00 428,~~000~~.00~~% ~~Summary 0113602029~~ Apr-~~2007~~07 ~~01-Nov-2006 CA 80~~0.00323% ~~568,000.00~~Current ~~Summary~~Foreclosure ~~0113622142~~Total ~~Jun-2007 01-Nov-2006 FL 79.98 177,800.00 Summary 0114030854~~ May-~~2007~~07 ~~01-Jan-2007 CA 80~~1.00074% ~~600,000.00~~Loans ~~Summary~~in ~~0114045778~~Foreclosure ~~Jun-2007 01-Jan-2007 CA 80.00 548,000.00 Summary 0114045795 Jun-2007 01-Jan-2007 NV 80.00 302,400.00 Summary 0114045827 Jun-2007 01-Jan-2007 CA~~ 79~~.43~~ ~~417,000.00 Summary 0114045857 May-2007 01-Dec-2006 CA 78.99 500,000.00 Summary 0114045913~~ Jun-~~2007~~07 ~~01-Jan-2007 PA 80~~1.00944% ~~88,000.00~~Original ~~Summary~~Principal ~~0114045931~~Balance ~~Jun-2007 01-Jan-2007 FL 80.00 604~~26,~~000.00 Summary 0114045978 May-2007 01-Dec-2006 CA 80.00 620~~987,~~000~~345.00 ~~Summary 0114046074 Jun~~Jul-~~2007~~07 ~~01-Dec-2006 CA 70~~3.00085% ~~278,600.00~~Current ~~Summary~~Actual ~~0114046089~~Balance ~~Jun-2007 01-Jan-2007 NV 80.00 297~~26,~~600.00 Summary 0114046130 Jun-2007 01-Jan-2007 NV 80.00 268~~976,~~000~~147.0077 ~~Summary 0114046163 Jun~~Aug-~~2007~~07 ~~01-Jan-2007 CA 80~~3.00877% ~~180,000.00 Summary 0114046186 Jun~~Sep-~~2007~~07 ~~01-Dec-2006 CA 80~~3.00967% ~~420,000.00 Summary 0114088809 Jun~~Oct-~~2007~~07 ~~01-Dec-2006 RI 70~~4.00377% ~~161,000.00 Summary 0114088907 May~~Nov-~~2007~~07 ~~01-Dec-2006 WV 80~~3.00976% ~~312,000.00 Summary 0114088938 May-2007 01-~~Dec-~~2006~~07 ~~NJ 80~~3.00939% ~~392,000.00~~*The ~~Summary~~text ~~0114089172~~reported ~~Jun-2007~~in ~~01-Jan-2007~~the ILabove ~~70.00~~table ~~168,000.00~~is ~~Summary~~presented ~~0114089308~~graphically ~~Jun-2007~~on ~~01-Jan-2007~~the FLmonthly ~~70.00~~bond ~~226,100.00~~remittance ~~Summary 0114089448 Jun-2007 01-Jan-2007 MA 70~~report.00 ~~325,500.00~~The ~~Summary~~monthly ~~0114089466~~bond ~~Jun-2007~~remittance ~~01-Jan-2007~~report COcan ~~80.00~~be ~~360,760.00~~viewed ~~Summary~~online ~~0114089470~~at ~~Jun-2007 01-Jan-2007 AZ 70~~www.~~00 367,500~~ctslink.~~00 Summary 0114089524 Jun-2007 01-Dec-2006 CA 70~~com.00 504,000.00 Summary 0114089532 May-2007 01-Dec-2006 CA 80.00 548,000.00 Summary 0114089562 May-2007 01-Jan-2007 NV 75.00 446,250.00 Summary 0114089577 Jun-2007 01-Jan-2007 CA 80.00 496,000.00 Summary 0114089606 May-2007 01-Jan-2007 NV 70.00 623,000.00 Summary 0114207480 Apr-2007 01-Nov-2006 NJ 80.00 268,000.00 Summary 0114207522 Apr-2007 01-Nov-2006 CA 80.00 328,000.00 Summary 0114207532 Apr-2007 01-Dec-2006 MN 80.00 200,000.00 Summary 0114264683 Jun-2007 01-Jan-2007 VA 79.37 500,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period ~~(continued)~~Month ~~Current~~Loan ~~Paid~~First ~~Current~~Original ~~Approximate~~ Loan ~~Actual~~Entered ToPayment ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Principal Group Number ~~Balance~~FC Date ~~Delinquent~~State ~~Rate~~Origination ~~Interest~~Balance Summary ~~0113575084~~0113408487 ~~123~~Oct-2007 01-Nov-2006 FL 80.00 224,~~680~~000.4500 Summary 0113463433 Dec-2007 01-~~Jan~~Nov-~~2007~~2006 3VA 880.~~250%~~00 4479,~~052~~893.9000 Summary ~~0113575085~~0113575030 76Dec-2007 01-Oct-2006 TX 80.00 118,~~256~~400.5300 Summary 0113575062 Oct-2007 01-~~Dec~~Nov-2006 4FL 880.~~375%~~00 2127,~~536~~200.9900 Summary 0113575104 May-2007 01-Nov-2006 IL 75.00 187,~~361~~500.6500 Summary 0113584563 Aug-2007 01-~~Dec~~Nov-2006 4MN 770.~~125%~~00 5147,~~263~~000.6200 Summary ~~0113586983~~0113586984 ~~583~~Dec-2007 01-Nov-2006 MO 80.00 490,~~600~~000.00 Summary 0113587009 Oct-2007 01-Nov-2006 5NV 880.~~750%~~00 20336,~~365~~000.2000 Summary ~~0113587023~~0113602005 ~~244~~Sep-2007 01-Nov-2006 VA 70.00 413,~~008~~000.1400 Summary 0113602017 Sep-2007 01-~~Dec~~Nov-2006 4CA 780.~~625%~~00 7944,~~351~~000.3500 Summary ~~0113602022~~0113622048 ~~319~~Oct-2007 01-Jul-2006 CA 80.00 615,200.00 Summary 0113622118 Oct-2007 01-~~Nov~~Oct-2006 5CO 780.~~375%~~00 9124,~~310~~000.00 Summary ~~0113602026~~0113622133 ~~428~~Sep-2007 01-Nov-2006 HI 79.42 500,000.00 Summary 0113717300 Jul-2007 01-~~Jan~~Nov-~~2007~~2006 3IL 780.~~500%~~00 12208,~~706~~000.2500 Summary ~~0113602029~~0113717307 ~~567~~Nov-2007 01-Oct-2006 AZ 80.00 412,~~586~~000.2800 Summary 0113717408 Nov-2007 01-~~Dec~~Oct-2006 4FL 780.~~625%~~00 17212,~~145~~000.8500 Summary ~~0113622142~~0114030859 ~~177~~Dec-2007 01-Jan-2007 CA 79.24 500,~~800~~000.00 Summary 0114045770 Oct-2007 01-Jan-2007 3NV 680.~~990%~~00 4499,~~900~~327.6500 Summary ~~0114030854~~0114045827 ~~600~~Dec-2007 01-Jan-2007 CA 79.43 417,000.00 Summary 0114045889 Sep-2007 01-~~Dec~~Jan-~~2006~~2007 4CA 780.~~000%~~00 16311,~~562~~169.5000 Summary ~~0114045778~~0114045898 ~~548~~Oct-2007 01-Jan-2007 CA 80.00 608,000.00 Summary 0114045913 Jun-2007 01-Jan-2007 3PA 680.~~750%~~00 1488,~~556~~000.2500 Summary ~~0114045795~~0114045931 ~~302,400.00~~Jun-2007 01-Jan-2007 3FL 680.~~750%~~00 8604,~~032~~000.5000 Summary ~~0114045827~~0114045933 ~~417~~Nov-2007 01-Jan-2007 CA 70.95 525,000.00 Summary 0114045959 Jul-2007 01-Jan-2007 3AZ 680.~~500%~~00 10384,~~642~~000.2000 Summary ~~0114045857~~0114046101 ~~500~~Jul-2007 01-Jan-2007 NY 80.00 346,~~000~~550.00 Summary 0114046121 Sep-2007 01-~~Nov~~Dec-2006 5CA 679.~~875%~~52 13465,~~541~~200.6500 Summary ~~0114045913~~0114046272 ~~87,926.07~~Dec-2007 01-Jan-2007 3AZ 680.~~875%~~00 2264,~~266~~000.0600 Summary ~~0114045931~~0114046299 ~~604~~Oct-2007 01-Dec-2006 CA 79.00 287,550.00 Summary 0114046308 Nov-2007 01-Jan-2007 NY 80.00 464,000.00 Summary 0114046355 Oct-2007 01-Jan-2007 3CA 680.~~500%~~00 15340,~~414~~400.6000 Summary ~~0114045978~~0114088764 ~~620~~Jul-2007 01-Nov-2006 FL 70.00 122,~~000~~500.00 Summary 0114088852 Sep-2007 01-Dec-2006 4FL 675.~~500%~~00 15210,~~822~~807.9000 Summary ~~0114046074~~0114088871 ~~278~~Aug-2007 01-Nov-2006 IL 74.94 247,~~600~~300.00 Summary 0114088872 Oct-2007 01-~~Jan~~Dec-~~2007~~2006 3CA 670.~~750%~~00 7248,~~400~~500.3500 Summary ~~0114046089~~0114088902 ~~297~~Aug-2007 01-Dec-2006 MA 80.00 294,~~600~~320.00 Summary 0114088927 Sep-2007 01-Dec-2006 4IL 769.~~000%~~90 8353,~~215~~000.00 Summary ~~0114046130~~0114088938 ~~268~~May-2007 01-Dec-2006 NJ 80.00 392,000.00 Summary 0114089144 Aug-2007 01-Jan-2007 3FL 670.~~750%~~00 7158,~~118~~200.7500 Summary ~~0114046163~~0114089167 ~~180~~Dec-2007 01-Jan-2007 FL 70.00 166,600.00 Summary 0114089172 Jun-2007 01-Jan-2007 IL 70.00 168,000.00 Summary 0114089226 Oct-2007 01-Jan-2007 3AZ 669.~~750%~~98 4194,~~781~~050.2500 Summary ~~0114046186~~0114089243 ~~420~~Jul-2007 01-Dec-2006 FL 70.00 200,893.00 Summary 0114089272 Jul-2007 01-Jan-2007 FL 70.00 210,000.00 Summary 0114089308 Jun-2007 01-Jan-2007 3FL 670.~~375%~~00 10226,~~500~~100.00 Summary ~~0114088809~~0114089332 ~~160~~Aug-2007 01-Jan-2007 FL 69.99 241,~~681~~250.7300 Summary 0114089438 Sep-2007 01-Jan-2007 3IL 770.~~000%~~00 3310,~~540~~730.9500 Summary ~~0114088907~~0114089484 ~~312~~Aug-2007 01-Jan-2007 IL 70.00 392,000.00 Summary 0114089520 Oct-2007 01-Dec-2006 4FL 770.~~500%~~00 7490,~~410~~000.00 Summary ~~0114088938~~0114089524 ~~392~~Jun-2007 01-Dec-2006 CA 70.00 504,000.00 Summary 0114089528 Aug-2007 01-Dec-2006 4FL 780.~~250%~~00 8528,~~983~~000.3200 Summary ~~0114089172~~0114089566 ~~168~~Oct-2007 01-Jan-2007 CA 80.00 460,000.00 Summary 0114089576 Jul-2007 01-Jan-2007 3AZ 680.~~875%~~00 3496,~~640~~000.00 Summary ~~0114089308~~0114089581 ~~226~~Jul-2007 01-Jan-2007 NJ 70.00 517,~~100~~300.00 Summary 0114089609 Sep-2007 01-Jan-2007 CA 80.00 624,000.00 Summary 0114207317 Dec-2007 01-Dec-2006 4CA 680.~~375%~~00 4302,~~522~~400.00 Summary ~~0114089448~~0114207329 ~~325~~Sep-2007 01-Dec-2006 CA 80.00 248,~~226~~000.5400 Summary 0114207335 Aug-2007 01-~~Jan~~Dec-~~2007~~2006 3FL 680.~~875%~~00 7236,~~031~~000.5900 Summary ~~0114089466~~0114207451 ~~360~~Dec-2007 01-Jan-2007 CA 80.00 364,~~760~~000.00 Summary 0114207468 Aug-2007 01-Jan-2007 3NJ 780.~~125%~~00 8376,~~117~~000.0800 Summary ~~0114089470~~0114207480 ~~367~~Apr-2007 01-Nov-2006 NJ 80.00 268,~~500~~000.00 Summary 0114207510 Dec-2007 01-Dec-2006 4CA 780.~~250%~~00 8492,~~421~~000.8800 Summary ~~0114089524~~0114207512 ~~504~~Oct-2007 01-Nov-2006 CA 80.00 432,000.00 Summary 0114207581 Oct-2007 01-Jan-2007 3CA 780.~~750%~~00 12185,~~390~~600.00 Summary ~~0114089532~~0114207586 ~~548~~Nov-2007 01-Dec-2006 MN 80.00 276,000.00 Summary 0114207653 Oct-2007 01-~~Nov~~Dec-2006 5CA 779.~~625%~~99 13357,~~243~~750.3200 Summary ~~0114089562~~0114207676 ~~446,250.00~~Aug-2007 01-~~Dec~~Feb-~~2006~~2007 4OH 780.~~625%~~00 10387,~~784~~284.4000 Summary ~~0114089577~~0114207701 ~~496~~Sep-2007 01-Jan-2007 NY 80.00 296,~~000~~800.00 Summary 0114207769 Oct-2007 01-Jan-2007 3CA 680.~~875%~~00 10279,~~746~~200.6800 Summary ~~0114089606~~0114207825 ~~623~~Dec-2007 01-Nov-2006 NJ 80.00 272,000.00 Summary 0114207848 Sep-2007 01-Dec-2006 4FL 780.~~750%~~00 15480,~~315~~172.4000 Summary ~~0114207480~~0114207849 ~~268,000.00~~Nov-2007 01-~~Nov~~Dec-2006 5FL 780.~~625%~~00 8162,~~095~~400.8500 Summary ~~0114207522~~0114207899 ~~328~~Nov-2007 01-Jan-2007 FL 80.00 352,000.00 Summary 0114207906 Oct-2007 01-Nov-2006 5CA 680.~~875%~~00 8268,~~883~~000.3500 Summary ~~0114207532~~0114207940 ~~200~~Dec-2007 01-Dec-2006 VA 80.00 237,~~000~~600.00 Summary 0114208036 Jul-2007 01-~~Nov~~Dec-2006 5MN 780.~~750%~~00 6174,~~128~~200.2800 Summary ~~0114264683~~0114264776 ~~500~~Jul-2007 01-Feb-2007 FL 73.77 450,000.00 Summary 0114278722 Oct-2007 01-Dec-2006 CA 80.00 348,000.00 Summary 0114278765 Dec-2007 01-Jan-2007 3CA 780.~~250%~~00 14344,~~322~~000.9000

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 0113408487 224,000.00 01-May-2007 5 7.500% 9,310.00 Summary 0113463433 479,893.00 01-Jul-2007 3 7.750% 14,746.70 Summary 0113575030 118,400.00 01-May-2007 5 8.375% 5,525.31 Summary 0113575062 126,600.45 01-May-2007 5 8.125% 5,711.48 Summary 0113575104 187,361.65 01-Dec-2006 10 7.125% 11,566.58 Summary 0113584563 146,279.46 01-Apr-2007 6 7.125% 6,563.14 Summary 0113586984 487,439.34 01-Jun-2007 4 8.250% 19,160.14 Summary 0113587009 333,230.23 01-May-2007 5 8.875% 16,522.73 Summary 0113602005 413,000.00 01-Mar-2007 7 7.500% 22,069.71 Summary 0113602017 944,000.00 01-May-2007 5 7.375% 38,645.02 Summary 0113622048 614,580.09 01-May-2007 5 7.572% 25,802.09 Summary 0113622118 123,600.94 01-Jun-2007 4 8.000% 4,712.27 Summary 0113622133 500,000.00 01-Apr-2007 6 6.375% 20,000.00 Summary 0113717300 208,000.00 01-Feb-2007 8 7.375% 12,133.30 ~~Month~~Summary ~~Bankruptcy~~0113717307 History*412,000.00 ~~New~~01-Mar-2007 ~~Bankruptcy~~7 ~~Loans~~7.375% ~~Month~~21,629.97 ~~Bankruptcy~~Summary ~~Percentage~~0113717408 ~~Loans~~211,889.46 in01-Jun-2007 ~~Bankruptcy~~4 17.750% 7,813.38 Summary 0114030859 499,984.00 01-Jul-062007 03 6.750% 13,280.80 Summary 0114045770 499,327.00 01-May-2007 5 7.000% ~~Original~~19,296.90 ~~Principal~~Summary ~~Balance~~0114045827 ~~158~~417,~~236~~000.00 ~~Aug~~01-Mar-2007 7 6.500% 19,155.96 Summary 0114045889 311,169.00 01-May-2007 5 6.875% 11,798.50 Summary 0114045898 608,000.00 01-May-2007 5 6.625% 22,166.69 Summary 0114045913 87,926.07 01-Jan-2007 9 6.875% 5,103.97 Summary 0114045931 604,000.00 01-Jan-2007 9 6.500% 33,912.12 Summary 0114045933 525,000.00 01-Jun-2007 4 6.375% 15,750.00 Summary 0114045959 384,000.00 01-Mar-2007 7 6.875% 18,360.00 Summary 0114046101 346,548.90 01-Mar-2007 7 6.875% 16,894.26 Summary 0114046121 464,360.06 001-Apr-2007 6 6.500% 18,965.64 Summary 0114046272 264,000.00 01-Jun-2007 4 6.875% ~~Current~~8,580.00 ~~Actual~~Summary ~~Balance~~0114046299 286,791.59 01-Mar-2007 7 6.625% 13,449.79 Summary 0114046308 463,953.40 01-May-2007 5 6.000% 15,417.01 Summary 0114046355 340,150.23 01-May-2007 5 6.500% 12,153.26 Summary 0114088764 122,493.62 01-Feb-2007 8 6.875% 6,635.11 Summary 0114088852 210,807.00 01-Apr-2007 6 6.875% 9,134.96 Summary 0114088871 247,299.86 01-Apr-2007 6 7.375% 11,540.64 Summary 0114088872 248,498.70 01-Jun-2007 4 6.875% 8,076.18 Summary 0114088902 294,320.00 01-Mar-2007 7 7.000% 14,624.01 Summary 0114088927 353,000.00 01-May-2007 5 7.000% 13,642.02 Summary 0114088938 392,000.00 01-Dec-2006 10 7.250% 22,458.30 Summary 0114089144 157,~~749~~808.9170 ~~Sep~~01-06Mar-2007 07 7.000% ~~Oct~~7,814.54 Summary 0114089167 166,219.46 01-06Jun-2007 04 7.125% 5,609.94 Summary 0114089172 168,000.00 01-Jan-2007 9 6.875% ~~Current~~9,100.00 ~~Bankruptcy~~Summary ~~Total~~0114089226 ~~Nov~~194,050.00 01-06Jun-2007 04 7.250% 6,670.50 Summary 0114089243 200,893.00 01-Feb-2007 8 7.375% 11,718.70 Summary 0114089272 210,000.01 01-Feb-2007 8 7.375% ~~Loans~~12,250.00 inSummary ~~Bankruptcy~~0114089308 1226,100.00 01-Dec-062006 010 6.375% 11,305.00 Summary 0114089332 241,250.00 01-Apr-2007 6 7.000% ~~Original~~10,655.20 ~~Principal~~Summary ~~Balance~~0114089438 ~~158~~310,~~236~~730.00 01-May-2007 5 7.125% 12,235.02 Summary 0114089484 392,000.00 01-Apr-2007 6 7.250% 17,966.64 Summary 0114089520 489,911.46 01-May-2007 5 7.375% 20,004.67 Summary 0114089524 504,000.00 01-Jan-072007 09 7.750% 30,975.00 Summary 0114089528 528,000.00 01-Apr-2007 6 7.500% ~~Current~~25,080.00 ~~Actual~~Summary ~~Balance~~0114089566 ~~157~~460,~~749~~000.9100 ~~Feb~~01-07Jun-2007 04 6.625% 14,374.98 Summary 0114089576 496,000.00 01-Mar-2007 7 7.250% 25,575.03 Summary 0114089581 517,300.00 01-Mar-072007 07 7.250% 26,673.21 Summary 0114089609 624,000.00 01-May-2007 5 7.125% 24,570.00 Summary 0114207317 302,390.72 01-Jul-2007 3 6.875% 8,189.75 Summary 0114207329 248,000.00 01-Apr-072007 06 7.~~032~~500% 11,780.00 Summary 0114207335 236,000.00 01-Mar-2007 7 6.500% 10,841.22 Summary 0114207451 364,000.00 01-Jul-2007 3 6.625% 9,479.15 Summary 0114207468 376,000.00 01-Mar-2007 7 7.500% 20,092.50 Summary 0114207480 268,000.00 01-Nov-2006 11 7.625% 17,810.87 Summary 0114207510 492,000.00 01-Jul-2007 3 6.750% 13,068.75 Summary 0114207512 432,000.00 01-May-072007 05 7.125% 17,010.00 Summary 0114207581 185,600.00 01-May-2007 5 6.500% 6,631.31 Summary 0114207586 275,899.45 01-Jun-2007 4 6.625% 8,621.82 Summary 0114207653 357,750.00 01-May-2007 5 6.875% 13,564.67 Summary 0114207676 387,284.00 01-Mar-2007 7 7.000% 19,243.17 Summary 0114207701 296,799.73 01-Apr-2007 6 7.375% 13,850.64 Summary 0114207769 279,200.00 01-May-2007 5 6.750% 10,382.75 Summary 0114207825 272,000.00 01-Jul-2007 3 7.625% 8,216.65 Summary 0114207848 480,172.00 01-Apr-2007 6 7.125% 21,607.76 Summary 0114207849 162,400.00 01-Jun-072007 04 7.~~022~~375% *The5,683.98 ~~text~~Summary ~~reported~~0114207899 in352,000.00 ~~the~~01-Jun-2007 ~~above~~4 ~~table~~7.125% is11,880.00 ~~presented~~Summary ~~graphically~~0114207906 on268,000.00 ~~the~~01-May-2007 ~~monthly~~5 ~~bond~~7.375% ~~remittance~~10,943.31 ~~report~~Summary 0114207940 237,418.12 ~~The~~01-Jul-2007 ~~monthly~~3 ~~bond~~6.125% ~~remittance~~5,688.15 ~~report~~Summary ~~can~~0114208036 be174,200.00 ~~viewed~~01-Feb-2007 ~~online~~8 at7.250% ~~www~~9,980.~~ctslink~~20 Summary 0114264776 450,000.~~com~~00 01-Feb-2007 8 6.750% 24,468.72 Summary 0114278722 347,892.40 01-May-2007 5 7.375% 14,205.59 Summary 0114278765 343,974.67 01-Jul-2007 3 7.000% 9,495.15

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~~4 Jan-07 0.000% Original Principal Balance 811,170.00 Feb-07 0.000% Current ~~Period~~Actual ~~Group~~Balance ~~Loan~~810,186.42 ~~Month~~Mar-07 ~~Loan~~0.000% ~~First~~Apr-07 ~~State~~0.032% ~~LTV~~Current atBankruptcy ~~Original~~Total ~~Number~~May-07 ~~Entered~~0.000% ~~Payment~~Loans ~~Origination~~in Bankruptcy 15 Jun-07 0.022% Original Principal ~~Bankruptcy~~Balance ~~Date~~3,518,881.00 Jul-07 0.040% Current Actual Balance ~~Summary~~3,516,932.10 ~~0113602052~~Aug-07 ~~Jun~~0.057% Sep-~~2007~~07 010.098% Oct-07 0.232% Nov-~~2006~~07 GA0.392% 80Dec-07 0.00514% ~~158,236~~*The text reported in the above table is presented graphically on the monthly bond remittance report.00 The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period ~~(continued)~~ Group Loan ~~Current~~Month ~~Paid~~Loan ToFirst ~~Months~~State ~~Current~~LTV ~~Approximate~~at Original Number ~~Actual~~Entered ~~Date~~Payment ~~Delinquent~~Origination ~~Loan~~Principal ~~Rate~~Bankruptcy ~~Delinquent~~Date Balance ~~Interest~~Summary 0113575069 Dec-2007 01-Oct-2006 CO 80.00 226,800.00 Summary ~~0113602052~~0113586991 ~~157~~Dec-2007 01-Nov-2006 NV 79.98 190,~~749~~450.9100 Summary 0113622144 Nov-2007 01-Nov-2006 FL 80.00 304,000.00 Summary 0113717271 Nov-2007 01-Nov-2006 NY 80.00 288,000.00 Summary 0114046276 Nov-2007 01-Dec-2006 MO 80.00 186,000.00 Summary 0114046333 Dec-2007 01-Jan-2007 NV 78.62 228,000.00 Summary 0114088996 Nov-2007 01-Jan-2007 MO 60.07 80,500.00 Summary 0114089316 Nov-2007 01-Jan-2007 MA 70.00 231,700.00 Summary 0114089349 Sep-2007 01-Jan-2007 FL 70.00 251,143.00 Summary 0114207314 Aug-2007 01-Dec-2006 MI 80.00 116,048.00 Summary 0114207441 Nov-2007 01-Nov-2006 FL 80.00 326,400.00 Summary 0114207728 Dec-2007 01-Nov-2006 WA 80.00 165,920.00 Summary 0114207747 Oct-2007 01-Jan-2007 FL 80.00 399,920.00 Summary 0114278766 Oct-2007 01-Jan-2007 MA 80.00 356,000.00 Summary 0114278777 Oct-2007 01-Feb-2007 2OH 780.~~375%~~00 3168,~~676~~000.4900

~~Realized~~Bankruptcy ~~Loss~~ Detail ~~Report~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~(continued) #Group ~~Loans~~Loan ~~Prior~~Current ~~Realized~~Paid To Months Current ~~with~~Approximate Number Actual ~~Loss/(Gain)~~Date ~~Loss~~Delinquent ~~Group~~Loan ~~Losses~~Rate Delinquent Balance ~~Amount~~Interest ~~Percentage~~Summary ~~Total~~0113575069 0225,939.32 001-Mar-2007 7 8.375% 13,520.51 Summary 0113586991 190,331.47 01-Apr-2007 6 6.500% 7,771.84 Summary 0113622144 304,000.00 001-Feb-2007 8 7.750% 17,796.66 Summary 0113717271 288,000.00 001-May-2007 5 7.375% 11,760.00 Summary 0114046276 186,000.00 01-Aug-2007 2 6.375% 3,720.00 Summary 0114046333 228,000.00 01-Apr-2007 6 6.750% 9,642.50 Summary 0114088996 80,500.00 01-Apr-2007 6 7.000% 3,555.36 Summary 0114089316 230,753.78 01-May-2007 5 7.125% 9,085.93 Summary 0114089349 251,142.90 01-Apr-2007 6 7.125% 11,301.44 Summary 0114207314 116,048.00 01-Aug-2007 2 6.875% 2,514.36 Summary 0114207441 326,386.00 01-Jul-2007 3 6.750% 8,669.60 Summary 0114207728 165,915.63 01-Aug-2007 2 7.625% 4,009.65 Summary 0114207747 399,920.00 01-Mar-2007 7 7.250% 20,620.80 Summary 0114278766 355,995.00 01-Mar-2007 7 7.500% 19,023.48 Summary 0114278777 168,000.00 01-Mar-2007 7 7.750% 9,292.50

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~Original~~Summary ~~Current~~# ~~Loan~~Loans ~~Principal~~Prior ~~Note~~Realized ~~LTV~~Current atwith ~~Original~~Actual Loss/(Gain) Loss Group ~~Number~~Losses Balance ~~Rate~~Amount ~~State~~Percentage ~~Origination~~Total ~~Term~~3 No871,182.35 ~~Losses~~140,972.34 ~~this Period~~0.021%

Realized Loss Loan Detail Report - Loans With Losses during Current Period ~~(continued)~~Original ~~Prior~~Current ~~Cumulative~~ Loan ~~Actual~~Principal ~~Realized~~Note ~~Realized~~LTV at Original Group Number Balance ~~Loss/(Gain)~~Rate ~~Loss/(Gain)~~State NoOrigination ~~Losses~~Term ~~this~~Summary ~~Period~~0114045978 620,000.00 6.875% CA 80.00 360 Summary 0114046329 251,200.00 7.125% AZ 80.00 360 Summary 0114089470 367,500.00 7.250% AZ 70.00 360

Realized Loss ~~Report~~Loan -Detail ~~Collateral~~Report ~~Summary~~ - NoLoans ~~Realized~~With ~~Loss~~Losses ~~Information~~during toCurrent ~~report~~Period ~~this period. Calculation Methodology: Monthly Default Rate~~ (~~MDR~~continued): ~~sum(Beg~~Prior ~~Scheduled~~Cumulative ~~Balance~~Loan ofActual ~~Liquidated~~Realized ~~Loans)/~~Realized ~~sum(Beg~~Group ~~Scheduled~~Number Balance). ~~Conditional Default Rate~~ Loss/(~~CDR~~Gain): 1-Loss/(~~(1-MDR~~Gain)~~^12)~~ ~~SDA~~Summary ~~Standard~~0114045978 ~~Default~~620,000.00 ~~Assumption:~~111,259.69 If111,259.69 ~~WAS~~Summary is0114046329 ~~less than or equal to 30 then CDR / (WAS * 0~~251,182.~~02)~~35 ~~else if WAS is greater than 30 and less than or equal to 60 then CDR / 0~~29,522.665 ~~else if WAS is greater than 60 and less than or equal to 120 then CDR / (0~~29,522.665 -Summary ~~((WAS~~0114089470 - 60) * 0.~~0095))~~00 ~~else if WAS is greater than 120 then CDR / 0~~190.0300 ~~Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss)~~1,431.24

~~Prepayment~~Realized ~~Detail~~Loss Report - ~~Prepayments~~Collateral ~~during~~Summary MDR SDA Current ~~Period~~Month ~~Summary~~0.126% ~~Loans~~Current ~~Paid~~Month In6.444% ~~Full~~3 ~~Repurchased~~Month ~~Loans~~Average ~~Original~~0.071% 3 Month Average 3.933% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current ~~Original~~vs. 12mo Average* SDA: Current ~~Principal~~vs. ~~Scheduled~~12mo ~~Principal~~Average* ~~Scheduled~~Month ~~Group~~Current ~~Count~~12mo ~~Balance~~Avg. ~~Balance~~Month ~~Count~~Current ~~Balance~~12mo ~~Balance~~Avg. ~~Total~~Jan-2007 32N/A ~~10,579,265~~N/A Jan-2007 N/A N/A Feb-2007 0.00000% ~~10,547,757~~N/A Feb-2007 0.94000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.087% N/A Oct-2007 5.353% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A Dec-2007 0.126% N/A Dec-2007 6.444% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Current Month 1.506% ~~156,~~Current Month (Cumulative) 11.481% 3 Month Average 0.848% 3 Month Average (Cumulative) 4.052% 12 Month Average 0.000% 12 Month Average (Cumulative) N/A CDR: Current vs.00 ~~155,332~~12mo Average* Loss Severity: Curr Month(Cum) vs. 12mo Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 1.037% N/A Oct-2007 0.338% N/A Nov-2007 0.000% N/A Nov-2007 0.338% N/A Dec-2007 1.506% N/A Dec-2007 11.481% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): Sum(Beg Scheduled Balance of Liquidated Loans) / Sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum(All Realized Losses) / Sum(Actual Liquidated Balance for loans that have experienced a loss). 3 Month Average and 12 Month Average will not have values until the 3rd and 12th month respectively.

Prepayment Detail - Prepayments during Current Period ~~(continued)~~ Summary ~~Substitution~~ Loans ~~Liquidated~~Paid ~~Loans~~In ~~Curtailments~~Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled ~~Curtailment~~ Group Count Balance Balance Count Balance Balance ~~Amount~~ Total 014 03,595,000.00 03,562,040.0075 01 0299,200.00 ~~0.00 87~~299,~~087~~200.4900

Prepayment ~~Loan~~ Detail - Prepayments during Current Period ~~First~~(continued) ~~Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount~~ Summary ~~0113569359~~Substitution SCLoans ~~76.17~~Liquidated ~~01-Nov-2006~~Loans ~~358,000.00~~Curtailments ~~357,999.99~~Original ~~Summary~~Current ~~0113575056~~Original WACurrent ~~75.00~~Principal ~~01-Oct-2006~~Scheduled ~~266,212.00~~Principal ~~264,718.76~~Scheduled ~~Summary~~Curtailment ~~0113936254~~Group MNCount ~~69.33~~Balance ~~01-Jan-2007~~Balance ~~156,000.00~~Count ~~155,197.22~~Balance ~~Summary~~Balance ~~0114030688~~Amount CATotal ~~67.95~~0 ~~01-Jan-2007 598,000~~0.00 ~~598,000~~0.00 ~~Summary~~2 ~~0114030818 CA 69.85 01-Jan-2007 681~~871,000.00 654,461.04 Summary 0114030888 CA 61.20 01-Jan-2007 306,000.00 306,000.00 Summary 0114045796 NJ 65.20 01-Jan-2007 332,500.00 332,500.00 Summary 0114045828 CO 80.00 01-Jan-2007 188,000.00 188,000.00 Summary 0114045845 WA 79.59 01-Jan-2007 156,000.00 156,000.00 Summary 0114045906 TX 80.00 01-Jan-2007 138,000.00 138,000.00 Summary 0114045986 WA 80.00 01-Dec-2006 161,600.00 161,555.00 Summary 0114046002 CA 80.00 01-Jan-2007 312,000.00 311,996.57 Summary 0114046132 OR 80.00 01-Jan-2007 298,000.00 297,999.29 Summary 0114046237 CA 78.31 01-Jan-2007 650,000.00 650,000.00 Summary 0114046254 CA 80.00 01-Jan-2007 399,200.00 ~~399~~871,~~200~~182.0035 ~~Summary 0114088756 DE 70.00 01-Dec-2006 113~~50,~~750~~582.00 113,750.00 Summary 0114088765 CT 70.00 01-Dec-2006 122,500.00 120,214.46 Summary 0114088888 CA 80.00 01-Dec-2006 273,600.00 273,600.00 Summary 0114088913 CA 80.00 01-Dec-2006 324,000.00 323,969.82 Summary 0114088966 NC 70.00 01-Jan-2007 58,100.00 57,843.64 Summary 0114089166 AZ 70.00 01-Jan-2007 166,600.00 166,600.00 Summary 0114089287 WA 80.00 01-Jan-2007 215,560.00 215,560.00 Summary 0114089302 CO 80.00 01-Jan-2007 223,520.00 222,457.86 Summary 0114089374 NJ 74.64 01-Jan-2007 262,000.00 261,699.57 Summary 0114089441 AZ 70.00 01-Jan-2007 314,501.00 314,501.00 Summary 0114089461 IL 75.00 01-Jan-2007 353,250.00 353,250.00 Summary 0114089533 FL 75.00 01-Dec-2006 556,875.00 556,875.00 Summary 0114089551 AZ 70.00 01-Dec-2006 983,170.00 983,170.00 Summary 0114089590 VA 75.00 01-Jan-2007 532,127.00 532,127.00 Summary 0114207341 IL 80.00 01-Dec-2006 304,000.00 303,999.84 Summary 0114207508 WA 80.00 01-Nov-2006 232,000.00 232,000.00 Summary 0114207843 OR 80.00 01-Nov-2006 159,200.00 159,200.00 Summary 0114223935 CA 80.00 01-Jan-2007 540,000.00 540,000.0076

Prepayment Loan Detail - Prepayments during Current Period ~~(continued)~~First ~~Current~~Original Loan ~~PIF~~LTV ~~Months~~at ~~Loan~~Payment ~~Original~~Principal Prepayment Group Number ~~Type~~State ~~Delinquent~~Origination ~~Rate~~Date ~~Term~~Balance ~~Seasoning~~Amount Summary ~~0113569359~~0112778326 ~~Loan~~CA ~~Paid~~79.99 in01-Sep-2006 ~~Full~~444,300.00 ~~0 6~~444,300.~~875%~~00 ~~360 7~~ Summary ~~0113575056~~0113408463 ~~Loan~~IL ~~Paid~~80.00 in01-Oct-2006 ~~Full~~328,000.00 ~~0 8~~327,984.~~500%~~75 ~~360 8~~ Summary ~~0113936254~~0113569361 ~~Repurchase~~SC ~~0 6~~60.~~875%~~00 ~~360~~01-Nov-2006 5390,000.00 ~~Summary 0114030688 Loan Paid in Full 0 6~~390,000.~~500%~~00 ~~360 5~~ Summary ~~0114030818~~0113575096 ~~Loan~~IL ~~Paid~~80.00 in01-Nov-2006 ~~Full~~208,000.00 ~~(2) 6~~208,000.~~250%~~00 ~~360 5~~ Summary ~~0114030888~~0113622161 ~~Loan~~WA ~~Paid~~80.00 in01-Oct-2006 ~~Full~~240,000.00 ~~0 7~~240,000.~~125%~~00 ~~360 5~~ Summary ~~0114045796~~0114030757 ~~Loan~~CA ~~Paid~~57.91 in01-Jan-2007 ~~Full~~553,000.00 ~~0 6~~532,337.~~250%~~36 ~~360 5~~ Summary ~~0114045828~~0114045914 ~~Loan~~ID ~~Paid~~64.19 in01-Jan-2007 ~~Full~~225,000.00 ~~0 6~~224,999.~~375%~~63 ~~360 5~~ Summary ~~0114045845~~0114045978 ~~Loan~~CA ~~Paid~~80.00 in01-Dec-2006 ~~Full~~620,000.00 ~~0 7~~620,000.~~250%~~00 ~~360 5~~ Summary ~~0114045906~~0114046329 ~~Loan~~AZ ~~Paid~~80.00 in01-Jan-2007 ~~Full 0 6~~251,200.~~750%~~00 ~~360 5 Summary 0114045986 Loan Paid in Full (1) 6~~251,182.~~250%~~35 ~~360 6~~ Summary ~~0114046002~~0114088781 ~~Loan~~NC ~~Paid in Full 0 6~~70.~~250%~~00 ~~360~~01-Dec-2006 ~~5 Summary 0114046132 Loan Paid in Full 0 6~~135,450.~~500%~~00 ~~360 5 Summary 0114046237 Loan Paid in Full 0 6~~135,250.~~750%~~00 ~~360 5~~ Summary ~~0114046254~~0114088917 ~~Loan~~WA ~~Paid in Full (1) 6~~80.~~750%~~00 ~~360~~01-Dec-2006 ~~5 Summary 0114088756 Loan Paid in Full (1) 7~~329,600.~~000%~~00 ~~360 6 Summary 0114088765 Loan Paid in Full 0 6~~326,877.~~875%~~77 ~~360 6~~ Summary ~~0114088888~~0114089003 ~~Loan~~IL ~~Paid in Full 0 7~~54.~~500%~~06 ~~360~~01-Jan-2007 ~~6 Summary 0114088913 Loan Paid in Full 0 7~~83,250.~~000%~~00 ~~360 6 Summary 0114088966 Loan Paid in Full 0 7~~73,283.~~625%~~48 ~~360 5~~ Summary ~~0114089166~~0114089046 ~~Loan~~NC ~~Paid in Full 0 7~~70.~~125%~~00 ~~360~~01-Jan-2007 ~~5 Summary 0114089287 Loan Paid in Full 0 6~~111,300.~~875%~~00 ~~360 5 Summary 0114089302 Loan Paid in Full 0 7~~111,300.~~250%~~00 ~~360 5~~ Summary ~~0114089374~~0114089305 ~~Loan~~MD ~~Paid in Full 0 6~~68.~~500%~~50 ~~360~~01-Jan-2007 ~~5 Summary 0114089441 Loan Paid in Full 0 7~~224,000.00 224,000%.00 ~~360 5~~ Summary ~~0114089461~~0114207733 ~~Loan~~MO ~~Paid in Full 0 7~~80.~~750%~~00 ~~360~~01-Jan-2007 ~~5 Summary 0114089533 Loan Paid in Full 0 7~~141,000.~~250%~~00 ~~360 6 Summary 0114089551 Loan Paid in Full 0 7~~141,000.~~125%~~00 ~~360 6~~ Summary ~~0114089590~~0114207748 ~~Loan~~CA ~~Paid in Full 0 7~~80.~~375%~~00 ~~360~~01-Dec-2006 ~~5 Summary 0114207341 Loan Paid in Full 0 7~~299,200.~~500%~~00 ~~360 6 Summary 0114207508 Loan Paid in Full 0 7~~299,200.~~250%~~00 ~~360 7~~ Summary ~~0114207843~~0114278724 ~~Loan~~AZ ~~Paid in Full 0 7~~79.~~000%~~99 ~~360~~01-Dec-2006 ~~7 Summary 0114223935 Loan Paid in Full 0 7~~182,100.~~125%~~00 ~~360 5~~181,919.00

Prepayment ~~Penalty~~Loan Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Prepayment~~(continued) ~~Prepayment~~Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Summary 0112778326 Loan ~~Prior~~Paid ~~Penalty~~in ~~Penalty~~Full ~~Count~~0 ~~Balance~~7.750% ~~Amount~~360 ~~Waived~~15 ~~Total~~Summary 40113408463 Loan Paid in Full (1) 7.500% 360 14 Summary 0113569361 Loan Paid in Full 0 7.000% 360 13 Summary 0113575096 Loan Paid in Full 0 7.250% 360 13 Summary 0113622161 Loan Paid in Full 0 7.500% 360 14 Summary 0114030757 Loan Paid in Full 0 5.875~~,955~~% 360 11 Summary 0114045914 Loan Paid in Full (1) 6.00250% ~~24,806~~360 11 Summary 0114045978 Liquidation 9 6.40875% 360 12 Summary 0114046329 Liquidation 6 7.125% 360 11 Summary 0114088781 Loan Paid in Full 0 6.00250% 360 12 Summary 0114088917 Loan Paid in Full 0 7.750% 360 12 Summary 0114089003 Loan Paid in Full (1) 6.750% 360 11 Summary 0114089046 Loan Paid in Full 0 7.500% 360 11 Summary 0114089305 Loan Paid in Full 0 6.875% 360 11 Summary 0114207733 Loan Paid in Full (1) 7.500% 360 11 Summary 0114207748 Repurchase 0 7.125% 360 12 Summary 0114278724 Loan Paid in Full 0 7.625% 360 12

Prepayment Penalty ~~Loan~~ Detail - Prepayment Penalty Paid during Current Period ~~Paid In~~ Prepayment Prepayment Summary Loan ~~Full~~ Prior Penalty Penalty ~~Group~~Count ~~Number Date~~ Balance Amount Waived ~~Summary~~Total ~~0114045845~~1 ~~06/14/2007 156~~224,~~000~~999.0063 45,~~290~~625.00 0.00 ~~Summary 0114045986 06/01/2007 161,555.00 4,282.40 0.00 Summary 0114046254 05/24/2007 399,200.00 11,776.40 0.00 Summary 0114207843 05/09/2007 159,200.00 4,457.60 0.00~~

~~Summary~~Prepayment ~~SMM~~Penalty ~~CPR~~Loan ~~PSA~~Detail ~~Current~~- ~~Month~~Prepayment ~~1.470%~~Penalty ~~Current~~Paid ~~Month~~during ~~16.283%~~ Current ~~Month~~Period ~~1,434.245%~~Paid 3In ~~Month~~Prepayment ~~Average~~Prepayment ~~1.763%~~Loan 3Full ~~Month~~Prior ~~Average~~Penalty ~~19.061%~~Penalty 3Group ~~Month~~Number ~~Average~~Date ~~2,077.204%~~Balance 12Amount ~~Month~~Waived ~~Average~~Summary ~~0.000%~~0114045914 12 ~~Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N~~/~~A N~~05/~~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 8.120% N/A Feb-2007 2~~224,~~240~~999.~~906%~~63 ~~N/A Mar-2007 11.807% N/A Mar-2007 2~~5,~~198.989% N/A Apr-2007 14.~~625~~% N/A Apr-2007 1,986~~.~~210%~~00 N/A May-2007 26.276% N/A May-2007 2,811.157% N/A Jun-2007 16.283% N/A Jun-2007 1,434.245% 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))~~00

Prepayment Rates

Repurchases ~~Current~~Due to Breaches Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment ~~0113936254~~No ~~155,332.11~~Repurchases ~~6.875%~~Due ~~1,024.81~~to Breaches this Period

~~Breaches~~Repurchases ~~Current~~Due to Other Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment No0114207748 ~~Breaches~~299,200.00 ~~this~~299,200.00 ~~Period~~7.125% 1,776.50 Totals 299,200.00 299,200.00

Interest Rate Stratification Summary Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.249 21 ~~521~~332,~~600~~800.00 0.~~072~~049 5.250 5.499 10 3,~~311~~249,~~093~~856.0948 0.~~458~~475 5.500 5.749 3731 1613,~~907~~681,~~877~~391.6241 21.~~338~~998 5.750 5.999 8889 3839,~~336~~577,~~952~~702.8150 5.~~302~~780 6.000 6.249 8778 3028,~~183~~766,~~124~~219.3975 4.~~174~~201 6.250 6.499 ~~229~~220 7671,~~998~~131,~~399~~674.9273 10.~~648~~388 6.500 6.749 ~~349~~337 ~~109~~106,~~797~~464,~~709~~620.7786 15.~~184~~549 6.750 6.999 ~~564~~546 ~~172~~170,~~990~~022,~~294~~417.7506 2324.~~923~~831 7.000 7.249 ~~305~~290 8478,~~741~~387,~~845~~142.4669 11.~~719~~448 7.250 7.499 ~~322~~303 8579,~~178~~660,~~613~~731.9967 11.~~779~~634 7.500 7.749 ~~221~~207 5752,~~503~~172,~~203~~531.4976 7.~~952~~619 7.750 7.999 ~~115~~103 3126,~~233~~455,~~954~~210.1265 43.~~319~~864 8.000 8.249 17 5,~~218~~209,~~897~~372.2800 0.~~722~~761 8.250 8.499 3330 76,~~414~~838,~~703~~556.0130 10.~~025~~999 8.500 8.749 3 ~~821~~818,~~373~~465.2943 0.~~114~~120 8.750 8.999 6 1,~~956~~955,~~250~~608.2362 0.~~271~~286 >= 9.000 0 0.00 0.000 Total 2,~~388~~271 ~~723~~684,~~115~~724,~~893~~301.2291 100.000

Filing Compare · Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR1