10-D 1 dal07ab1_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: 333-131600-20 Deutsche Alt-B Securities Mortgage Loan Trust, Series 2007-AB1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131600 Deutsche Alt-A Securities, Inc. (Exact name of depositor as specified in its charter) DB Structured Products, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199609 54-2199610 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ AI-1 _____ _____ __X___ ____________ AI-2 _____ _____ __X___ ____________ AR _____ _____ __X___ ____________ X _____ _____ __X___ ____________ PO _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ B-5 _____ _____ __X___ ____________ B-6 _____ _____ __X___ ____________ B-7 _____ _____ __X___ ____________ B-8 _____ _____ __X___ ____________ B-9 _____ _____ __X___ ____________ B-10 _____ _____ __X___ ____________ B-11 _____ _____ __X___ ____________ B-12 _____ _____ __X___ ____________ P _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On December 26, 2007 a distribution was made to holders of Deutsche Alt-B Securities Mortgage Loan Trust, Series 2007-AB1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Deutsche Alt-B Securities Mortgage Loan Trust, Series 2007-AB1, relating to the 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-B Securities Mortgage Loan Trust, Series 2007-AB1 (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-B Securities Mortgage Loan Trust, Series 2007-AB1, 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-AB1 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 25151WAA1 0612/2224/2007 5.~~62000~~08875% ~~358~~337,~~656~~357,~~738~~236.9277 1,~~679~~430,~~709~~605.0653 A-2 25151WAB9 0612/2224/2007 5.~~62000~~08875% 3937,~~850~~484,~~748~~136.2391 ~~186~~158,~~634~~956.3417 AI-1 25151WAC7 0612/2224/2007 811.~~28000~~46750% 5956,~~776~~226,~~124~~207.2920 ~~412~~537,~~455~~311.2669 AI-2 25151WAD5 0612/2224/2007 811.~~28000~~46750% 6,~~641~~247,~~791~~355.0585 4559,~~828~~701.3629 AR 25151WAP8 0511/3130/2007 6.00000% 0.00 0.00 X 25151WAE3 0511/3130/2007 0.~~84529~~80439% 0.00 ~~361~~324,~~007~~794.3063 PO 25151WAF0 0511/3130/2007 0.00000% 5,~~649~~512,~~486~~683.8537 0.00 B-1 25151WAH6 0511/3130/2007 6.00000% 10,~~481~~426,~~067~~000.7536 52,~~405~~130.3400 B-2 25151WAJ2 0511/3130/2007 6.00000% 8,~~384~~340,~~654~~601.3549 41,~~923~~703.2701 B-3 25151WAG8 0511/3130/2007 6.00000% 3,~~143~~127,~~620~~104.8531 15,~~718~~635.1052 B-4 25151WAQ6 0511/3130/2007 6.00000% 3,~~144~~128,~~620~~098.1031 15,~~723~~640.1049 B-5 25151WAR4 0511/3130/2007 6.00000% 2,~~620~~606,~~017~~251.1359 13,~~100~~031.0926 B-6 25151WAS2 0511/3130/2007 6.00000% 1,~~571~~563,~~810~~552.4316 7,~~859~~817.0576 B-7 25151WAT0 0511/3130/2007 6.00000% 1,~~572~~564,~~809~~546.6715 7,~~864~~822.0573 B-8 25151WAU7 0511/3130/2007 6.00000% 1,~~571~~563,~~810~~552.4316 7,~~859~~817.0576 B-9 25151WAV5 0511/3130/2007 6.00000% 1,~~048~~042,~~206~~699.7044 5,~~241~~213.0350 B-10 25151WAL7 0511/3130/2007 6.00000% 2,~~881~~866,~~818~~677.9995 14,~~409~~333.0939 B-11 25151WAM5 0511/3130/2007 6.00000% 3,~~144~~128,~~620~~098.1031 15,~~723~~640.1049 B-12 25151WAN3 0511/3130/2007 6.00000% 2,~~357~~345,~~809~~421.2838 11,~~789~~727.0511 P 25151WAK9 0511/3130/2007 0.00000% 100.00 3432,~~817~~914.8371 Totals ~~512~~484,~~497~~530,~~855~~323.1271 2,~~930~~752,~~066~~797.4704

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 63,~~211~~203,~~639~~448.5616 0.00 ~~352~~334,~~445~~153,~~099~~788.3661 74,~~891~~634,~~348~~053.6269 0.00 A-2 ~~690~~355,~~182~~938.1668 0.00 3937,~~160~~128,~~566~~198.0623 ~~876~~514,~~816~~894.5085 0.00 AI-1 1533,~~035,273~~908.2804 0.00 5855,~~740~~692,~~851~~299.0116 1,~~447~~071,~~728~~219.5473 0.00 AI-2 ~~115~~59,~~030~~323.3611 0.00 6,~~526~~188,~~760~~032.6974 ~~160~~119,~~858~~024.7240 0.00 AR 0.00 0.00 0.00 0.00 0.00 X 0.00 0.00 0.00 ~~361~~324,~~007~~794.3063 0.00 PO 4650,~~562~~625.3936 0.00 5,~~602~~462,~~924~~058.4601 4650,~~562~~625.3936 0.10 B-1 8,~~391~~888.9929 0.00 10,~~472~~417,~~675~~112.7507 6061,~~797~~018.3329 0.00 B-2 67,~~713~~110.4346 0.00 8,~~377~~333,~~940~~491.9103 48,~~636~~813.7047 0.00 B-3 2,~~517~~665.0489 0.00 3,~~141~~124,~~103~~438.8242 18,~~235~~301.1441 0.00 B-4 2,~~517~~666.8474 0.00 3,~~142~~125,~~102~~431.2657 18,~~240~~307.9423 0.00 B-5 2,~~097~~221.8086 0.00 2,~~617~~604,~~919~~029.3373 15,~~197~~253.8912 0.00 B-6 1,~~258~~332.5295 0.00 1,~~570~~562,~~551~~219.9121 9,~~117~~150.5771 0.00 B-7 1,~~259~~333.3279 0.00 1,~~571~~563,~~550~~212.3536 9,~~123~~156.3752 0.00 B-8 1,~~258~~332.5295 0.00 1,~~570~~562,~~551~~219.9121 9,~~117~~150.5771 0.00 B-9 ~~839~~888.2891 0.00 1,~~047~~041,~~367~~810.4252 6,~~080~~102.3141 0.00 B-10 2,~~307~~443.4288 0.00 2,~~879~~864,~~511~~234.5708 16,~~716~~777.5127 0.00 B-11 2,~~517~~666.8474 0.00 3,~~142~~125,~~102~~431.2657 18,~~240~~307.9423 0.00 B-12 1,~~887~~999.8550 06.0042 2,~~355~~343,~~921~~415.4346 13,~~676~~726.9061 06.0042 P 0.00 0.00 100.00 3432,~~817~~914.8371 0.00 Totals 84,~~132~~238,~~254~~795.6031 06.0042 ~~504~~480,~~365~~291,~~600~~521.5098 116,~~062~~991,~~321~~592.0735 06.1052 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 367,770,857.00 ~~358~~337,~~656~~357,~~738~~236.9277 ~~287~~147,~~169~~212.6874 53,~~924~~056,~~469~~235.8842 0.00 A-2 40,863,428.00 3937,~~850~~484,~~748~~136.2391 3116,~~907~~356.7497 ~~658~~339,~~274~~581.4271 0.00 AI-1 61,295,144.00 5956,~~776~~226,~~124~~207.2920 4724,~~861~~535.6146 ~~987~~509,~~411~~372.6758 0.00 AI-2 6,810,571.00 6,~~641~~247,~~791~~355.0585 52,~~317~~726.9616 ~~109~~56,~~712~~596.4095 0.00 AR 100.00 0.00 0.00 0.00 0.00 X 0.00 0.00 0.00 0.00 0.00 PO 5,735,570.69 5,~~649~~512,~~486~~683.8537 3,~~647~~672.5117 4246,~~914~~953.8920 0.00 B-1 10,489,000.00 10,~~481~~426,~~067~~000.7536 84,~~391~~549.9960 04,338.0069 0.00 B-2 8,391,000.00 8,~~384~~340,~~654~~601.3549 63,~~713~~639.4359 03,470.0087 0.00 B-3 3,146,000.00 3,~~143~~127,~~620~~104.8531 21,~~517~~364.0458 01,301.0032 0.00 B-4 3,147,000.00 3,~~144~~128,~~620~~098.1031 21,~~517~~365.8401 01,301.0073 0.00 B-5 2,622,000.00 2,~~620~~606,~~017~~251.1359 21,~~097~~137.8029 01,084.0057 0.00 B-6 1,573,000.00 1,~~571~~563,~~810~~552.4316 ~~1,258~~682.5229 0650.0066 0.00 B-7 1,574,000.00 1,~~572~~564,~~809~~546.6715 ~~1,259~~682.3272 0651.0007 0.00 B-8 1,573,000.00 1,~~571~~563,~~810~~552.4316 ~~1,258~~682.5229 0650.0066 0.00 B-9 1,049,000.00 1,~~048~~042,~~206~~699.7044 ~~839~~455.2800 0433.0091 0.00 B-10 2,884,000.00 2,~~881~~866,~~818~~677.9995 21,~~307~~250.4293 01,192.0094 0.00 B-11 3,147,000.00 3,~~144~~128,~~620~~098.1031 21,~~517~~365.8401 01,301.0073 0.00 B-12 2,359,593.71 2,~~357~~345,~~809~~421.2838 1,~~887~~023.8547 0976.0003 0.00 P 100.00 100.00 0.00 0.00 0.00 Totals 524,430,364.40 ~~512~~484,~~497~~530,~~855~~323.1271 ~~409~~212,~~471~~701.3528 74,~~722~~026,~~783~~094.2604 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 63,~~211~~203,~~639~~448.5616 ~~352~~334,~~445~~153,~~099~~788.3661 0.~~95832797~~90859235 63,~~211~~203,~~639~~448.5616 A-2 0.00 ~~690~~355,~~182~~938.1668 3937,~~160~~128,~~566~~198.0623 0.~~95832797~~90859235 ~~690~~355,~~182~~938.1668 AI-1 0.00 1533,~~035,273~~908.2804 5855,~~740~~692,~~851~~299.0116 0.~~95832797~~90859235 1533,~~035,273~~908.2804 AI-2 0.00 ~~115~~59,~~030~~323.3611 6,~~526~~188,~~760~~032.6974 0.~~95832797~~90859235 ~~115~~59,~~030~~323.3611 AR 0.00 0.00 0.00 0.00000000 0.00 X 0.00 0.00 0.00 0.00000000 0.00 PO 0.00 4650,~~562~~625.3936 5,~~602~~462,~~924~~058.4601 0.~~97687305~~95231291 4650,~~562~~625.3936 B-1 0.00 8,~~391~~888.9929 10,~~472~~417,~~675~~112.7507 0.~~99844368~~99314635 8,~~391~~888.9929 B-2 0.00 67,~~713~~110.4346 8,~~377~~333,~~940~~491.9103 0.~~99844368~~99314635 67,~~713~~110.4346 B-3 0.00 2,~~517~~665.0489 3,~~141~~124,~~103~~438.8242 0.~~99844368~~99314635 2,~~517~~665.0489 B-4 0.00 2,~~517~~666.8474 3,~~142~~125,~~102~~431.2657 0.~~99844368~~99314635 2,~~517~~666.8474 B-5 0.00 2,~~097~~221.8086 2,~~617~~604,~~919~~029.3373 0.~~99844368~~99314635 2,~~097~~221.8086 B-6 0.00 1,~~258~~332.5295 1,~~570~~562,~~551~~219.9121 0.~~99844368~~99314635 1,~~258~~332.5295 B-7 0.00 1,~~259~~333.3279 1,~~571~~563,~~550~~212.3536 0.~~99844368~~99314635 1,~~259~~333.3279 B-8 0.00 1,~~258~~332.5295 1,~~570~~562,~~551~~219.9121 0.~~99844368~~99314635 1,~~258~~332.5295 B-9 0.00 ~~839~~888.2891 1,~~047~~041,~~367~~810.4252 0.~~99844368~~99314635 ~~839~~888.2891 B-10 0.00 2,~~307~~443.4288 2,~~879~~864,~~511~~234.5708 0.~~99844368~~99314635 2,~~307~~443.4288 B-11 0.00 2,~~517~~666.8474 3,~~142~~125,~~102~~431.2657 0.~~99844368~~99314635 2,~~517~~666.8474 B-12 06.0042 12,~~887~~005.8592 2,~~355~~343,~~921~~415.4346 0.~~99844368~~99314363 1,~~887~~999.8550 P 0.00 0.00 100.00 1.00000000 0.00 Totals $06.0042 84,~~132~~238,~~254~~801.6073 ~~504~~480,~~365~~291,~~600~~521.5098 0.~~96173989~~91583469 84,~~132~~238,~~254~~795.6031 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-1 367,770,857.00 ~~975~~917.~~21794371~~30279969 0.~~78083860~~40028386 168.~~10913363~~31016205 0.00000000 A-2 40,863,428.00 ~~975~~917.~~21794378~~30279971 0.~~78083855~~40028384 168.~~10913358~~31016208 0.00000000 AI-1 61,295,144.00 ~~975~~917.~~21794369~~30279971 0.~~78083853~~40028391 168.~~10913370~~31016206 0.00000000 AI-2 6,810,571.00 ~~975~~917.~~21794428~~30280031 0.~~78083908~~40028362 168.~~10913387~~31016225 0.00000000 AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO 5,735,570.69 ~~984~~961.~~99123371~~13946945 0.~~63594544~~64024492 78.~~48223539~~18631703 0.00000000 B-1 10,489,000.00 ~~999~~993.~~24375536~~99374202 0.~~80007532~~43374964 0.~~00000000~~41364191 0.00000000 B-2 8,391,000.00 ~~999~~993.~~24375521~~99374210 0.~~80007508~~43374926 0.~~00000000~~41364200 0.00000000 B-3 3,146,000.00 ~~999~~993.~~24375397~~99374126 0.~~80007629~~43375079 0.~~00000000~~41364272 0.00000000 B-4 3,147,000.00 ~~999~~993.~~24375596~~99374325 0.~~80007626~~43374960 0.~~00000000~~41364156 0.00000000 B-5 2,622,000.00 ~~999~~993.~~24375667~~99374142 0.~~80007628~~43374905 0.~~00000000~~41364226 0.00000000 B-6 1,573,000.00 ~~999~~993.~~24375715~~99374444 0.~~80007629~~43375079 0.~~00000000~~41364272 0.00000000 B-7 1,574,000.00 ~~999~~993.~~24375476~~99374206 0.~~80007624~~43374841 0.~~00000000~~41364041 0.00000000 B-8 1,573,000.00 ~~999~~993.~~24375715~~99374444 0.~~80007629~~43375079 0.~~00000000~~41364272 0.00000000 B-9 1,049,000.00 ~~999~~993.~~24375596~~99374643 0.~~80007626~~43374643 0.~~00000000~~41364156 0.00000000 B-10 2,884,000.00 ~~999~~993.~~24375520~~99374133 0.~~80007628~~43374827 0.~~00000000~~41364078 0.00000000 B-11 3,147,000.00 ~~999~~993.~~24375596~~99374325 0.~~80007626~~43374960 0.~~00000000~~41364156 0.00000000 B-12 2,359,593.71 ~~999~~993.~~24375540~~99374141 0.~~80007418~~43374840 0.~~00000000~~41364325 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 168.~~88997223~~71044592 ~~958~~908.~~32797148~~59235377 0.~~95832797~~90859235 168.~~88997223~~71044592 A-2 0.00000000 168.~~88997213~~71044593 ~~958~~908.~~32797141~~59235378 0.~~95832797~~90859235 168.~~88997213~~71044593 AI-1 0.00000000 168.~~88997223~~71044597 ~~958~~908.~~32797146~~59235374 0.~~95832797~~90859235 168.~~88997223~~71044597 AI-2 0.00000000 168.~~88997296~~71044586 ~~958~~908.~~32797133~~59235444 0.~~95832797~~90859235 168.~~88997296~~71044586 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO 0.00000000 8.~~11817908~~82656020 ~~976~~952.~~87305463~~31290925 0.~~97687305~~95231291 8.~~11817908~~82656020 B-1 0.00000000 0.~~80007532~~84739155 ~~998~~993.~~44367909~~14635046 0.~~99844368~~99314635 0.~~80007532~~84739155 B-2 0.00000000 0.~~80007508~~84739125 ~~998~~993.~~44367894~~14635085 0.~~99844368~~99314635 0.~~80007508~~84739125 B-3 0.00000000 0.~~80007629~~84739034 ~~998~~993.~~44368086~~14635092 0.~~99844368~~99314635 0.~~80007629~~84739034 B-4 0.00000000 0.~~80007626~~84739117 ~~998~~993.~~44367969~~14635208 0.~~99844368~~99314635 0.~~80007626~~84739117 B-5 0.00000000 0.~~80007628~~84739130 ~~998~~993.~~44368040~~14635011 0.~~99844368~~99314635 0.~~80007628~~84739130 B-6 0.00000000 0.~~80007629~~84739352 ~~998~~993.~~44368086~~14635092 0.~~99844368~~99314635 0.~~80007629~~84739352 B-7 0.00000000 0.~~80007624~~84738882 ~~998~~993.~~44367853~~14635324 0.~~99844368~~99314635 0.~~80007624~~84738882 B-8 0.00000000 0.~~80007629~~84739352 ~~998~~993.~~44368086~~14635092 0.~~99844368~~99314635 0.~~80007629~~84739352 B-9 0.00000000 0.~~80007626~~84738799 ~~998~~993.~~44367969~~14634890 0.~~99844368~~99314635 0.~~80007626~~84738799 B-10 0.00000000 0.~~80007628~~84739251 ~~998~~993.~~44367892~~14635229 0.~~99844368~~99314635 0.~~80007628~~84739251 B-11 0.00000000 0.~~80007626~~84739117 ~~998~~993.~~44367969~~14635208 0.~~99844368~~99314635 0.~~80007626~~84739117 B-12 0.~~00000000~~00272081 0.~~80007418~~85011245 ~~998~~993.~~44368122~~14362895 0.~~99844368~~99314363 0.~~80007418~~84739165 P 0.00000000 0.00000000 1000.00000000 1.00000000 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 0511/25/07 - 0612/24/07 30 5.~~62000~~08875% ~~358~~337,~~656~~357,~~738~~236.9277 1,~~679~~430,~~709~~605.0653 0.00 A-2 0511/25/07 - 0612/24/07 30 5.~~62000~~08875% 3937,~~850~~484,~~748~~136.2391 ~~186~~158,~~634~~956.3417 0.00 AI-1 0511/25/07 - 0612/24/07 30 811.~~28000~~46750% 5956,~~776~~226,~~124~~207.2920 ~~412~~537,~~455~~311.2669 0.00 AI-2 0511/25/07 - 0612/24/07 30 811.~~28000~~46750% 6,~~641~~247,~~791~~355.0585 4559,~~828~~701.3629 0.00 AR N/A N/A 6.00000% 0.00 0.00 0.00 X 0511/01/07 - 0511/30/07 30 0.~~84529~~80439% ~~512~~484,~~497~~530,~~755~~223.1979 ~~361~~324,~~007~~794.3063 0.00 PO N/A N/A 0.00000% 5,~~649~~512,~~486~~683.8537 0.00 0.00 B-1 0511/01/07 - 0511/30/07 30 6.00000% 10,~~481~~426,~~067~~000.7536 52,~~405~~130.3400 0.00 B-2 0511/01/07 - 0511/30/07 30 6.00000% 8,~~384~~340,~~654~~601.3549 41,~~923~~703.2701 0.00 B-3 0511/01/07 - 0511/30/07 30 6.00000% 3,~~143~~127,~~620~~104.8531 15,~~718~~635.1052 0.00 B-4 0511/01/07 - 0511/30/07 30 6.00000% 3,~~144~~128,~~620~~098.1031 15,~~723~~640.1049 0.00 B-5 0511/01/07 - 0511/30/07 30 6.00000% 2,~~620~~606,~~017~~251.1359 13,~~100~~031.0926 0.00 B-6 0511/01/07 - 0511/30/07 30 6.00000% 1,~~571~~563,~~810~~552.4316 7,~~859~~817.0576 0.00 B-7 0511/01/07 - 0511/30/07 30 6.00000% 1,~~572~~564,~~809~~546.6715 7,~~864~~822.0573 0.00 B-8 0511/01/07 - 0511/30/07 30 6.00000% 1,~~571~~563,~~810~~552.4316 7,~~859~~817.0576 0.00 B-9 0511/01/07 - 0511/30/07 30 6.00000% 1,~~048~~042,~~206~~699.7044 5,~~241~~213.0350 0.00 B-10 0511/01/07 - 0511/30/07 30 6.00000% 2,~~881~~866,~~818~~677.9995 14,~~409~~333.0939 0.00 B-11 0511/01/07 - 0511/30/07 30 6.00000% 3,~~144~~128,~~620~~098.1031 15,~~723~~640.1049 0.00 B-12 0511/01/07 - 0511/30/07 30 6.00000% 2,~~357~~345,~~809~~421.2838 11,~~789~~727.0511 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 2,~~895~~719,~~248~~882.6433 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 1,~~679~~430,~~709~~605.0653 0.00 ~~352~~334,~~445~~153,~~099~~788.3661 A-2 0.00 0.00 ~~186~~158,~~634~~956.3417 0.00 3937,~~160~~128,~~566~~198.0623 AI-1 0.00 0.00 ~~412~~537,~~455~~311.2669 0.00 5855,~~740~~692,~~851~~299.0116 AI-2 0.00 0.00 4559,~~828~~701.3629 0.00 6,~~526~~188,~~760~~032.6974 AR 0.00 0.00 0.00 0.00 0.00 X 0.00 0.00 ~~361~~324,~~007~~794.3063 0.00 ~~504~~480,~~365~~291,~~500~~421.5996 PO 0.00 0.00 0.00 0.00 5,~~602~~462,~~924~~058.4601 B-1 0.00 0.00 52,~~405~~130.3400 0.00 10,~~472~~417,~~675~~112.7507 B-2 0.00 0.00 41,~~923~~703.2701 0.00 8,~~377~~333,~~940~~491.9103 B-3 0.00 0.00 15,~~718~~635.1052 0.00 3,~~141~~124,~~103~~438.8242 B-4 0.00 0.00 15,~~723~~640.1049 0.00 3,~~142~~125,~~102~~431.2657 B-5 0.00 0.00 13,~~100~~031.0926 0.00 2,~~617~~604,~~919~~029.3373 B-6 0.00 0.00 7,~~859~~817.0576 0.00 1,~~570~~562,~~551~~219.9121 B-7 0.00 0.00 7,~~864~~822.0573 0.00 1,~~571~~563,~~550~~212.3536 B-8 0.00 0.00 7,~~859~~817.0576 0.00 1,~~570~~562,~~551~~219.9121 B-9 0.00 0.00 5,~~241~~213.0350 0.00 1,~~047~~041,~~367~~810.4252 B-10 0.00 0.00 14,~~409~~333.0939 0.00 2,~~879~~864,~~511~~234.5708 B-11 0.00 0.00 15,~~723~~640.1049 0.00 3,~~142~~125,~~102~~431.2657 B-12 0.00 0.00 11,~~789~~727.0511 0.00 2,~~355~~343,~~921~~415.4346 P 0.00 0.00 3432,~~817~~914.8371 0.00 100.00 Totals 0.00 0.00 2,~~930~~752,~~066~~797.4704 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 367,770,857.00 5.~~62000~~08875% ~~975~~917.~~21794371~~30279969 43.~~56727070~~88993718 0.00000000 A-2 40,863,428.00 5.~~62000~~08875% ~~975~~917.~~21794378~~30279971 43.~~56727076~~88993723 0.00000000 AI-1 61,295,144.00 811.~~28000~~46750% ~~975~~917.~~21794369~~30279971 68.~~72900385~~76597484 0.00000000 AI-2 6,810,571.00 811.~~28000~~46750% ~~975~~917.~~21794428~~30280031 68.~~72900407~~76597425 0.00000000 AR 100.00 6.00000% 0.00000000 0.00000000 0.00000000 X 0.00 0.~~84529~~80439% ~~977~~923.~~24671893~~91735695 0.~~68837999~~61932854 0.00000000 PO 5,735,570.69 0.00000% ~~984~~961.~~99123371~~13946945 0.00000000 0.00000000 B-1 10,489,000.00 6.00000% ~~999~~993.~~24375536~~99374202 4.~~99621890~~96996854 0.00000000 B-2 8,391,000.00 6.00000% ~~999~~993.~~24375521~~99374210 4.~~99621857~~96996901 0.00000000 B-3 3,146,000.00 6.00000% ~~999~~993.~~24375397~~99374126 4.~~99621742~~96996821 0.00000000 B-4 3,147,000.00 6.00000% ~~999~~993.~~24375596~~99374325 4.~~99621862~~96996822 0.00000000 B-5 2,622,000.00 6.00000% ~~999~~993.~~24375667~~99374142 4.~~99622044~~96996949 0.00000000 B-6 1,573,000.00 6.00000% ~~999~~993.~~24375715~~99374444 4.~~99621742~~96996821 0.00000000 B-7 1,574,000.00 6.00000% ~~999~~993.~~24375476~~99374206 4.~~99621982~~96996823 0.00000000 B-8 1,573,000.00 6.00000% ~~999~~993.~~24375715~~99374444 4.~~99621742~~96996821 0.00000000 B-9 1,049,000.00 6.00000% ~~999~~993.~~24375596~~99374643 4.~~99621544~~96997140 0.00000000 B-10 2,884,000.00 6.00000% ~~999~~993.~~24375520~~99374133 4.~~99621706~~96996879 0.00000000 B-11 3,147,000.00 6.00000% ~~999~~993.~~24375596~~99374325 4.~~99621862~~96996822 0.00000000 B-12 2,359,593.71 6.00000% ~~999~~993.~~24375540~~99374141 4.~~99622030~~96997002 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 43.~~56727070~~88993718 0.00000000 ~~958~~908.~~32797148~~59235377 A-2 0.00000000 0.00000000 43.~~56727076~~88993723 0.00000000 ~~958~~908.~~32797141~~59235378 AI-1 0.00000000 0.00000000 68.~~72900385~~76597484 0.00000000 ~~958~~908.~~32797146~~59235374 AI-2 0.00000000 0.00000000 68.~~72900407~~76597425 0.00000000 ~~958~~908.~~32797133~~59235444 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 X 0.00000000 0.00000000 0.~~68837999~~61932854 0.00000000 ~~961~~915.~~73988198~~83467729 PO 0.00000000 0.00000000 0.00000000 0.00000000 ~~976~~952.~~87305463~~31290925 B-1 0.00000000 0.00000000 4.~~99621890~~96996854 0.00000000 ~~998~~993.~~44367909~~14635046 B-2 0.00000000 0.00000000 4.~~99621857~~96996901 0.00000000 ~~998~~993.~~44367894~~14635085 B-3 0.00000000 0.00000000 4.~~99621742~~96996821 0.00000000 ~~998~~993.~~44368086~~14635092 B-4 0.00000000 0.00000000 4.~~99621862~~96996822 0.00000000 ~~998~~993.~~44367969~~14635208 B-5 0.00000000 0.00000000 4.~~99622044~~96996949 0.00000000 ~~998~~993.~~44368040~~14635011 B-6 0.00000000 0.00000000 4.~~99621742~~96996821 0.00000000 ~~998~~993.~~44368086~~14635092 B-7 0.00000000 0.00000000 4.~~99621982~~96996823 0.00000000 ~~998~~993.~~44367853~~14635324 B-8 0.00000000 0.00000000 4.~~99621742~~96996821 0.00000000 ~~998~~993.~~44368086~~14635092 B-9 0.00000000 0.00000000 4.~~99621544~~96997140 0.00000000 ~~998~~993.~~44367969~~14634890 B-10 0.00000000 0.00000000 4.~~99621706~~96996879 0.00000000 ~~998~~993.~~44367892~~14635229 B-11 0.00000000 0.00000000 4.~~99621862~~96996822 0.00000000 ~~998~~993.~~44367969~~14635208 B-12 0.00000000 0.00000000 4.~~99622030~~96997002 0.00000000 ~~998~~993.~~44368122~~14362895 P 0.00000000 0.00000000 ~~348178~~329147.~~30000000~~10000000 0.00000000 1000.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 117,~~051~~061,~~948~~371.3783 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~194,226~~0.3500 Servicer Advances ~~349~~757,~~447~~838.9925 Gains & Subsequent Recoveries (Realized Losses) 0(6.0052) Prepayment Penalties 3432,~~817~~914.8371 Total Deposits 117,~~630~~852,~~440~~118.5427 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~305~~610,~~578~~664.8126 Total Administration Fees ~~262~~249,~~540~~861.66 Payment of Interest and Principal 116,~~062~~991,~~321~~592.0735 Total Withdrawals (Pool Distribution Amount) 117,~~630~~852,~~440~~118.5427 Ending Balance 06,991,592.0035 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~106~~101,~~863~~000.4341 Credit Risk Management Fee- Clayton Fixed Income 2,~~128~~040.5028 Lender Paid Mortgage Insurance* 4,~~562~~002.5208 Mortgage Insurance Premium- Radian Guaranty Inc ~~148~~142,~~986~~818.2189 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~262~~249,~~540~~861.66 *Servicer Payees include: AMERICAN HOME MORTGAGE SERVICING, INC.; CHASE HOME FINANCE LLC; COUNTRYWIDE HOME LOANS SERVICING LP; GMAC MORTGAGE, ~~CORPORATION~~LLC; GREENPOINT MORTGAGE FUNDING, INC.; INDYMAC BANK, F.S.B.; JPMIDLAND ~~MORGAN CHASE BANK NA~~MTG; NATIONAL CITY ~~BANK~~MORTGAGE CO.; PHH MORTGAGE CORPORATION; WELLS FARGO BANK, N.A.

~~Reserve~~Collateral ~~and~~Statement ~~Guaranty~~Total ~~Funds~~Collateral ~~Account~~Description ~~Name~~Fixed Weighted Average Coupon Rate 7.354943 Weighted Average Net Rate 7.094891 Weighted Average Pass-Through Rate 6.736129 Weighted Average Remaining Term 343 Principal And Interest Constant 3,190,162.49 Beginning ~~Current~~Loan ~~Current~~Count 1,899 Loans Paid in Full 13 Ending Loan Count 1,886 Beginning Scheduled Balance ~~Withdrawals~~484,530,223.79 ~~Deposits~~Ending Scheduled Balance ~~Capitalized~~480,291,421.96 ~~Interest~~Actual ~~Account~~Ending -Collateral ~~Wells~~Balance ~~Fargo~~480,589,267.45 ~~Bank~~Scheduled ~~475~~Principal 212,~~000~~701.28 Unscheduled Principal 4,026,100.55 Negative Amortized Principal 0.00 ~~475~~Scheduled Interest 2,977,461.21 Servicing Fees 101,000.41 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 ~~Pre-Funding~~Special ~~Account~~Hazard -Fee ~~Wells~~0.00 ~~Fago~~Other ~~Bank~~Fee 88148,~~135,247~~861.25 Pool Insurance Fee 0.00 88Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~135~~727,~~247~~599.0055 Realized Loss Amount 6.52 Cumulative Realized Loss 6.52 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 32,914.71 Prepayment Penalty Paid Count 5 Special Servicing Fee 0.00

~~Collateral~~Additional ~~Statement~~Reporting ~~Total Collateral Description Fixed Weighted Average Coupon Rate 7.393879 Weighted Average Net Rate 7.132978 Weighted Average Pass~~-~~Through~~ ~~Rate~~Deal ~~6.779146~~Level ~~Weighted~~Informational ~~Average~~Reporting ~~Remaining~~Relief ~~Term~~Act ~~349 Principal And~~ Interest ~~Constant~~Shortfalls 3,373,404.40 Beginning Loan Count 2,004 Loans Paid in Full 26 Ending Loan Count 1,978 Beginning Scheduled Balance 512,497,755.19 Ending Scheduled Balance 504,365,500.59 Actual Ending Collateral Balance 504,549,930.79 Scheduled Principal 216,471.35 Unscheduled Principal 7,915,783.25 Negative Amortized Principal 0.00 ~~Scheduled~~Structural ~~Interest~~Reporting ~~3,156,933.05~~Senior ~~Servicing~~Prepayment ~~Fees~~Percentage ~~106,863~~100.43000000% ~~Master~~Senior ~~Servicing~~Percentage ~~Fees 0~~91.00294138% ~~Trustee~~Subordinate ~~Fee~~Percentage 08.00705862% ~~FRY~~Subordinate ~~Amount~~Prepayment ~~0.00~~Percentage ~~Special Hazard Fee~~ 0.00000000% ~~Other~~Trigger ~~Fee~~Event ~~155,677.23~~Reporting ~~Pool~~Enhancement ~~Insurance~~Delinquency ~~Fee~~Trigger ~~0.00~~Trigger ~~Spread~~Result 1Fail ~~0.00~~Threshold ~~Spread~~Value 2 0.00500000% ~~Spread~~Calculated 3Value 0.00761128% ~~Net Interest 2,894,392.39 Realized Loss Amount 0.00~~ Cumulative ~~Realized~~ Loss ~~0.00~~Trigger ~~Percentage~~Trigger ofResult ~~Cumulative~~Pass ~~Losses~~Threshold ~~0.0000~~Value ~~Prepayment Penalty Waived Amount~~ 0.00300000% ~~Prepayment~~Calculated ~~Penalty~~Value ~~Waived Count~~ 0 ~~Prepayment Penalty Paid Amount 34,817~~.83000000% ~~Prepayment~~Trigger ~~Penalty~~Event ~~Paid~~Trigger ~~Count~~Result ~~3 Special Servicing Fee 0.00~~Pass

~~Additional~~Delinquency ~~Reporting~~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 ~~Deal~~Days ~~Level~~4 ~~Informational~~0 ~~Reporting~~0 ~~Relief~~4 ~~Act~~694,547.51 ~~Interest~~0.00 ~~Shortfalls~~0.00 694,547.51 30 Days 71 1 0 0 72 20,364,082.39 57,484.77 0.00 ~~Prefunding~~0.00 ~~Reporting~~20,421,567.16 ~~Capitalized~~60 ~~Interest~~Days ~~Beginning~~33 ~~Balance~~1 ~~475~~8 0 42 11,~~000~~340,522.45 198,125.23 2,111,971.50 0.00 ~~Capitalized~~13,650,619.18 ~~Interest~~90 ~~Ending~~Days ~~Balance~~13 1 14 0 28 3,680,686.31 58,461.75 3,507,486.11 0.00 ~~Capitalized~~7,246,634.17 ~~Interest~~120 ~~Requirement~~Days 2 0 22 2 26 409,099.92 0.00 ~~Prefunding~~6,342,026.78 ~~Beginning~~214,174.24 ~~Balance~~6,965,300.94 88150 Days 2 1 12 4 19 831,~~135~~174.50 77,~~247~~317.0045 ~~Prefunding~~2,731,248.76 ~~Amount~~427,716.65 In4,067,457.36 180+ Days 2 5 37 20 64 528,518.99 1,522,382.77 10,541,315.21 5,794,253.78 18,386,470.75 Totals 123 13 93 26 255 37,154,084.56 2,608,319.48 25,234,048.36 6,436,144.67 71,432,597.07 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 0.00212089% ~~Prefunding~~0.000000% ~~Amount~~0.000000% ~~Paid~~0.212089% As0.144520% ~~Principal~~0.000000% 0.00000000% ~~Structural~~0.144520% ~~Reporting~~30 ~~Senior~~Days ~~Prepayment~~3.764581% ~~Percentage~~0.053022% ~~100~~0.000000% ~~Subordinate~~0.000000% ~~Percentage~~3.817603% 84.~~271285~~237315% ~~Senior~~0.011961% ~~Percentage~~0.000000% 910.~~728715~~000000% ~~Subordinate~~4.249277% ~~Prepayment~~60 ~~Percentage~~Days 1.749735% 0.053022% 0.424178% 0.000000% ~~Trigger~~2.226935% ~~Event~~2.359712% ~~Reporting~~0.041225% ~~Enhancement~~0.439455% ~~Delinquency~~0.000000% ~~Trigger~~2.840392% ~~Trigger~~90 ~~Result~~Days ~~Pass~~0.689290% ~~Threshold~~0.053022% ~~Value~~0.742312% 0.~~500000~~000000% ~~Calculated~~1.484624% ~~Value~~0.765869% 0.~~157364~~012165% ~~Cumulative~~0.729830% ~~Loss~~0.000000% ~~Trigger~~1.507864% ~~Trigger~~120 ~~Result~~Days ~~Pass~~0.106045% ~~Threshold~~0.000000% ~~Value~~1.166490% 0.~~300000~~106045% ~~Calculated~~1.378579% ~~Value~~0.085125% 0.000000% ~~Trigger~~1.319636% ~~Event~~0.044565% ~~Trigger~~1.449325% ~~Result~~150 ~~Pass~~Days 0.106045% 0.053022% 0.636267% 0.212089% 1.007423% 0.172949% 0.016088% 0.568312% 0.088998% 0.846348% 180+ Days 0.106045% 0.265111% 1.961824% 1.060445% 3.393425% 0.109973% 0.316774% 2.193415% 1.205656% 3.825818% Totals 6.521739% 0.689290% 4.931071% 1.378579% 13.520679% 7.730943% 0.542734% 5.250648% 1.339219% 14.863544%

~~Delinquency~~Current ~~Status~~Period ~~DELINQUENT~~Class ~~BANKRUPTCY~~A ~~FORECLOSURE~~Insufficient ~~REO~~Funds ~~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 6 0 0 6 1,102,443~~.~~20 0.~~00 ~~0.00~~Principal ~~1,102,443.20~~Balance 30of ~~Days~~Contaminated 34Properties 1 0 ~~0 35 9,186,038~~.~~78 241,296.43 0.~~00 ~~0.00~~Periodic ~~9,427,335.21~~Advance ~~60 Days 18 2 1 0 21 4~~757,~~304,989~~838.97 725,069.91 191,000.00 0.00 5,221,059.88 90 Days 1 1 11 0 13 93,569.42 292,170.83 3,197,437.33 0.00 3,583,177.58 120 Days 0 0 3 0 3 0.00 0.00 614,958.54 0.00 614,958.54 150 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 53 10 15 0 78 13,584,598.17 2,360,980.37 4,003,395.87 0.00 19,948,974.41 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 0.303337% 0.000000% 0.000000% 0.303337% 0.218500% 0.000000% 0.000000% 0.218500% 30 Days 1.718908% 0.050556% 0.000000% 0.000000% 1.769464% 1.820640% 0.047824% 0.000000% 0.000000% 1.868464% 60 Days 0.910010% 0.101112% 0.050556% 0.000000% 1.061678% 0.853234% 0.143706% 0.037856% 0.000000% 1.034795% 90 Days 0.050556% 0.050556% 0.556117% 0.000000% 0.657230% 0.018545% 0.057907% 0.633721% 0.000000% 0.710173% 120 Days 0.000000% 0.000000% 0.151668% 0.000000% 0.151668% 0.000000% 0.000000% 0.121883% 0.000000% 0.121883% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.679474% 0.505561% 0.758342% 0.000000% 3.943377% 2.692419% 0.467938% 0.793459% 0.000000% 3.953816%25

~~Current~~180+ ~~Period~~Delinquency ~~Class~~Summary ASummary ~~Insufficient~~Days ~~Funds~~Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 23 7,404,768.21 1.541 210 - 239 17 4,543,264.42 0.00945 ~~Principal~~240 ~~Balance~~- of269 ~~Contaminated~~12 ~~Properties~~3,411,517.57 0.00710 ~~Periodic~~270 ~~Advance~~- ~~349~~299 10 2,~~447~~649,062.9901 0.551 300 - 329 2 377,858.54 0.079 Total 64 18,386,470.75 3.826 This report includes 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 ~~Detail~~History* -New ~~All~~REO ~~Mortgage~~Loans Month REO Percentage Loans in REO ~~during~~13 Jan-07 0.000% Original Principal Balance 3,081,050.00 Feb-07 0.000% Current ~~Period~~Actual ~~Summary~~Balance 3,075,293.80 Mar-07 No0.000% Apr-07 0.000% Current REO ~~Information~~Total toMay-07 0.000% Loans in REO 26 Jun-07 0.000% Original Principal Balance 6,445,399.00 Jul-07 0.000% Current Actual Balance 6,436,144.67 Aug-07 0.064% Sep-07 0.184% Oct-07 0.568% Nov-07 0.882% Dec-07 1.339% *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.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance NoSummary ~~REO~~0112142945 ~~Loans~~Dec-2007 ~~this~~01-May-2006 ~~Period~~MD 75.00 177,750.00 Summary 0112555614 Dec-2007 01-Aug-2006 CO 80.00 64,000.00 Summary 0112622515 Dec-2007 01-Jul-2006 AZ 70.00 478,350.00 Summary 0112668821 Dec-2007 01-Aug-2006 OR 80.00 252,000.00 Summary 0112737728 Dec-2007 01-Jul-2006 MO 80.00 207,350.00 Summary 0112737755 Oct-2007 01-Jul-2006 NC 80.00 104,000.00 Summary 0112837918 Nov-2007 01-Sep-2006 TX 80.00 132,000.00 Summary 0112874105 Dec-2007 01-Sep-2006 NV 79.34 192,000.00 Summary 0112874113 Dec-2007 01-Sep-2006 CA 80.00 300,000.00 Summary 0113034963 Oct-2007 01-Oct-2006 TX 90.00 66,150.00 Summary 0113073936 Nov-2007 01-Nov-2006 MI 69.67 85,699.00 Summary 0113093330 Nov-2007 01-Nov-2006 PA 80.00 66,400.00 Summary 0113231918 Dec-2007 01-Nov-2006 CA 80.00 468,000.00 Summary 0113302573 Sep-2007 01-Oct-2006 MA 70.00 349,300.00 Summary 0113302582 Oct-2007 01-Oct-2006 RI 80.00 256,000.00 Summary 0113316628 Oct-2007 01-Oct-2006 CA 80.00 440,000.00 Summary 0113328651 Dec-2007 01-Oct-2006 CA 80.00 246,400.00 Summary 0113332551 Dec-2007 01-Nov-2006 OR 75.00 247,500.00 Summary 0113345594 Dec-2007 01-Nov-2006 CA 75.00 262,500.00 Summary 0113425213 Dec-2007 01-Oct-2006 MI 80.00 129,200.00 Summary 0113557358 Nov-2007 01-Nov-2006 CA 80.00 511,200.00 Summary 0113604005 Dec-2007 01-Oct-2006 TN 70.00 56,000.00 Summary 0113681102 Oct-2007 01-Dec-2006 CO 80.00 799,200.00 Summary 0113879074 Aug-2007 01-Dec-2006 MI 84.46 236,500.00 Summary 0113879077 Sep-2007 01-Dec-2006 FL 80.00 240,000.00 Summary 0113879078 Aug-2007 01-Dec-2006 MI 95.00 77,900.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoSummary ~~REO~~0112142945 ~~Loans~~177,750.00 ~~this~~01-May-2007 ~~Period~~5 5.875% 5,832.40 Summary 0112555614 63,511.40 01-May-2007 5 7.500% 2,679.52 Summary 0112622515 478,350.00 01-Apr-2007 6 9.375% 29,099.60 Summary 0112668821 250,840.06 01-Mar-2007 7 8.875% 16,186.77 Summary 0112737728 205,929.84 01-Mar-2007 7 7.500% 11,161.50 Summary 0112737755 103,579.22 01-Feb-2007 8 9.500% 7,166.50 Summary 0112837918 131,095.99 01-May-2007 5 7.500% 5,530.99 Summary 0112874105 192,000.00 01-Feb-2007 8 8.375% 11,700.00 Summary 0112874113 300,000.00 01-Dec-2006 10 7.750% 16,875.00 Summary 0113034963 66,057.02 01-Mar-2007 7 8.750% 4,172.34 Summary 0113073936 85,699.00 01-Jun-2007 4 6.375% 2,624.58 Summary 0113093330 66,303.79 01-Jan-2007 9 9.625% 4,647.89 Summary 0113231918 468,000.00 01-Apr-2007 6 7.375% 22,230.00 Summary 0113302573 348,849.31 01-Jan-2007 9 7.625% 19,257.02 Summary 0113302582 255,597.63 01-Mar-2007 7 9.375% 17,478.73 Summary 0113316628 439,313.87 01-Feb-2007 8 7.750% 24,671.36 Summary 0113328651 245,189.38 01-Apr-2007 6 7.875% 12,431.80 Summary 0113332551 247,500.00 01-Jan-2007 9 8.375% 15,082.02 Summary 0113345594 262,388.62 01-Apr-2007 6 7.990% 13,539.28 Summary 0113425213 128,475.24 01-Jun-2007 4 8.500% 5,290.91 Summary 0113557358 511,200.00 01-Mar-2007 7 7.125% 26,358.75 Summary 0113604005 55,359.26 01-May-2007 5 8.375% 2,620.48 Summary 0113681102 799,200.00 01-Mar-2007 7 7.875% 45,704.25 Summary 0113879074 236,096.50 01-Mar-2007 7 6.625% 11,268.53 Summary 0113879077 240,000.00 01-Jan-2007 9 8.250% 14,400.00 Summary 0113879078 77,858.54 01-Dec-2006 10 9.125% 4,708.75

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1213 ~~Jul~~Jan-0607 0.000% Original Principal Balance 34,~~461~~455,~~400~~050.00 ~~Aug~~Feb-0607 0.000% Current Actual Balance 34,~~448~~431,~~437~~936.3371 ~~Sep~~Mar-0607 0.000% ~~Oct~~Apr-0607 0.~~000~~073% Current Foreclosure Total ~~Nov~~May-0607 0.~~000~~150% Loans in Foreclosure 1593 ~~Dec~~Jun-0607 0.~~000~~793% Original Principal Balance 425,~~016~~322,~~400~~275.00 ~~Jan~~Jul-07 02.~~000~~170% Current Actual Balance 425,~~003~~234,~~395~~048.8736 ~~Feb~~Aug-07 02.~~000~~951% ~~Mar~~Sep-07 04.~~000~~185% ~~Apr~~Oct-07 04.~~073~~302% ~~May~~Nov-07 05.~~150~~433% ~~Jun~~Dec-07 05.~~793~~251% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Summary 0110523850 Jul-2007 01-Jul-2005 ID 70.00 122,500.00 Summary 0111767193 Dec-2007 01-Mar-2006 VA 80.00 408,000.00 Summary 0111838722 ~~Jun~~Dec-2007 01-Feb-2005 MI 78.71 488,000.00 Summary ~~0112415282~~0112085845 Nov-2007 01-Dec-2005 FL 100.00 224,000.00 Summary 0112085957 Nov-2007 01-May-2006 FL 100.00 252,800.00 Summary 0112142901 Nov-2007 01-Feb-2006 FL 65.00 208,000.00 Summary 0112142902 Nov-2007 01-Feb-2006 FL 65.00 208,000.00 Summary 0112202513 Aug-2007 01-Jun-2006 VA 70.00 248,000.00 Summary 0112203167 Oct-2007 01-Jun-2006 MA 70.00 332,500.00 Summary 0112415053 Dec-2007 01-Jun-2006 NC 70.00 106,400.00 Summary 0112415098 Nov-2007 01-Jul-2006 WY 80.00 295,200.00 Summary 0112415360 Dec-2007 01-Jun-2006 IL 70.00 89,250.00 Summary 0112557691 Dec-2007 01-Oct-2006 TX 80.00 164,000.00 Summary 0112668701 Nov-2007 01-May-2006 MO 78.40 196,000.00 Summary 0112705202 Nov-2007 01-Sep-2006 FL 7980.9900 ~~237~~156,000.00 Summary 0112736223 Nov-2007 01-Sep-2006 IL 80.00 248,000.00 Summary 0112737712 Nov-2007 01-Jun-2006 MO 79.19 100,175.00 Summary 0112820069 Nov-2007 01-Oct-2006 MN 80.00 93,600.00 Summary 0112825981 Jun-2007 01-Oct-2006 PA 80.00 68,000.00 Summary ~~0112874113~~0112837828 ~~Jun~~Sep-2007 01-Sep-2006 FL 80.00 90,400.00 Summary 0112837838 Sep-2007 01-Sep-2006 NC 73.92 126,400.00 Summary 0112837845 Sep-2007 01-Aug-2006 NJ 80.00 172,000.00 Summary 0112837861 Dec-2007 01-Sep-2006 GA 78.93 118,400.00 Summary 0112837903 Dec-2007 01-Sep-2006 FL 70.00 102,900.00 Summary 0112837939 Sep-2007 01-Sep-2006 KY 80.00 73,600.00 Summary 0112837945 Nov-2007 01-Sep-2006 OH 70.00 80,080.00 Summary 0112874088 Sep-2007 01-Sep-2006 NV 80.00 196,000.00 Summary 0112874098 Sep-2007 01-Sep-2006 AZ 80.00 232,000.00 Summary 0112874099 Nov-2007 01-Sep-2006 WA 80.00 272,000.00 Summary 0112874108 Oct-2007 01-Sep-2006 CA 80.00 ~~300~~448,000.00 Summary ~~0112874717~~0112874577 ~~Jun~~Sep-2007 01-Sep-2006 MANV 6280.6700 ~~188~~349,350.00 Summary 0112874738 Oct-2007 01-Sep-2006 FL 70.00 135,100.00 Summary 0112891048 Nov-2007 01-Sep-2006 NV 78.70 340,000.00 Summary ~~0112963157~~0113034840 ~~Jun~~Nov-2007 01-Oct-2006 NJMD 73.06 202,380.00 Summary 0113034912 Nov-2007 01-Sep-2006 FL 80.00 ~~364~~128,000.00 Summary ~~0113093330~~0113034920 ~~Jun~~Sep-2007 01-Sep-2006 FL 94.99 249,000.00 Summary 0113034992 Nov-2007 01-Oct-2006 PAFL 75.61 155,000.00 Summary 0113073970 Nov-2007 01-Sep-2006 NY 70.00 395,500.00 Summary 0113073989 Nov-2007 01-Oct-2006 VA 80.00 66352,000.00 Summary 0113090081 Oct-2007 01-Oct-2006 FL 80.00 216,800.00 Summary 0113102011 Nov-2007 01-Oct-2006 CA 76.02 650,000.00 Summary 0113186685 Nov-2007 01-Jul-2006 CA 80.00 410,400.00 Summary ~~0113302573~~0113196023 ~~Jun~~Nov-2007 01-Nov-2006 NY 80.00 189,600.00 Summary 0113230914 Sep-2007 01-Nov-2006 WA 80.00 328,000.00 Summary 0113230995 Jul-2007 01-Nov-2006 NJ 80.00 224,000.00 Summary 0113258434 Dec-2007 01-Dec-2006 NJ 80.00 638,400.00 Summary 0113302589 Sep-2007 01-Oct-2006 FL 80.00 343,920.00 Summary 0113302605 Nov-2007 01-Oct-2006 MA 7080.00 ~~349~~275,~~300~~200.00 Summary ~~0113332551~~0113302640 ~~Jun~~Sep-2007 01-~~Nov~~Oct-2006 ORMA 7580.00 ~~247~~292,~~500~~000.00 Summary 0113302648 Sep-2007 01-Oct-2006 VA 80.00 458,400.00 Summary 0113316586 Sep-2007 01-Jul-2006 FL 82.72 235,750.00 Summary 0113333942 Jun-2007 01-Nov-2006 NJ 80.00 212,000.00 Summary 0113355069 Sep-2007 01-Nov-2006 FL 80.00 169,600.00 Summary 0113406506 Dec-2007 01-Sep-2006 CA 70.00 602,000.00 Summary 0113416700 Nov-2007 01-Nov-2006 NY 80.00 540,000.00 Summary 0113416718 Dec-2007 01-Nov-2006 NY 80.00 732,000.00 Summary 0113416731 Jun-2007 01-Nov-2006 WI 94.97 136,000.00 Summary 0113416768 Sep-2007 01-Nov-2006 CA 70.69 459,500.00 Summary 0113425215 Jul-2007 01-Nov-2006 IN 80.00 154,800.00 Summary 0113433147 Nov-2007 01-Nov-2006 CA 80.00 270,400.00 Summary 0113474760 Nov-2007 01-Nov-2006 NV 80.00 232,000.00 Summary 0113474874 Jul-2007 01-Sep-2006 CA 80.00 316,000.00 Summary 0113474881 Sep-2007 01-Sep-2006 NE 80.00 145,600.00 Summary 0113485719 Jul-2007 01-Oct-2006 NV 80.00 680,000.00 Summary 0113502205 Nov-2007 01-Nov-2006 PA 78.24 133,000.00 Summary 0113504747 Oct-2007 01-Nov-2006 TX 80.00 86,400.00 Summary 0113557467 Oct-2007 01-Nov-2006 CA 80.00 312,730.00 Summary 0113568020 Dec-2007 01-Nov-2006 FL 72.70 293,700.00 Summary 0113575127 Oct-2007 01-Nov-2006 IL 80.00 107,920.00 Summary 0113604042 Jun-2007 01-Nov-2006 CA 80.00 851,200.00 Summary 0113614337 Sep-2007 01-Dec-2006 MA 75.00 292,500.00 Summary 0113664097 Sep-2007 01-Dec-2006 FL 80.00 344,000.00 Summary 0113670499 Dec-2007 01-Dec-2006 GA 80.00 520,000.00 Summary 0113684880 Oct-2007 01-Dec-2006 CA 80.00 460,000.00 Summary 0113684949 Nov-2007 01-Dec-2006 OR 66.67 300,000.00 Summary 0113879048 Jun-2007 01-Jan-2007 FL 77.96 191,000.00 Summary ~~0113879077~~0113879070 ~~May~~Aug-2007 01-Dec-2006 FL 80.00 ~~240~~720,000.00 Summary ~~0113879078~~0114047499 ~~Jun~~Aug-2007 01-Jan-2007 FL 75.00 975,000.00 Summary 0114225090 Dec-2007 01-Jan-2007 FL 80.00 192,000.00 Summary 0114557014 Jul-2007 15-Jan-2007 FL 80.00 104,000.00 Summary 0114565154 Sep-2007 01-Oct-2006 MINY 9580.00 77236,~~900~~000.00 Summary 0114565470 Aug-2007 01-Sep-2006 FL 80.00 165,600.00 Summary 0114565483 Sep-2007 01-Oct-2006 FL 80.00 201,600.00 Summary 0114565511 Aug-2007 01-Sep-2006 FL 65.00 390,000.00 Summary 0114565512 Aug-2007 01-Sep-2006 FL 65.00 201,500.00 Summary 0114565515 Aug-2007 01-Sep-2006 PA 80.00 72,000.00 Summary 0114565588 Oct-2007 01-Oct-2006 OR 70.00 168,000.00 Summary 0114565649 Sep-2007 01-Nov-2006 IL 80.00 215,200.00 Summary 0114565677 Jul-2007 01-Oct-2006 UT 70.00 249,200.00 Summary 0114565744 Jul-2007 01-Nov-2006 OH 74.44 49,500.00 Summary 0114565745 Jul-2007 01-Nov-2006 OH 75.00 48,000.00 Summary 0114566192 Nov-2007 01-Dec-2006 NC 80.00 114,320.00 Summary 0114566293 Oct-2007 01-Dec-2006 NY 79.78 189,000.00

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 Summary 0110523850 120,274.01 01-Feb-2007 8 6.750% 5,834.17 Summary 0111767193 407,889.50 01-Aug-2007 2 6.500% 8,494.04 Summary 0111838722 ~~477~~474,~~484~~622.2115 01-~~Jan~~Jul-2007 3 6.875% 13,074.53 Summary 0112085845 220,092.06 01-May-2007 5 6.375% 7,~~884~~839.8204 Summary ~~0112415282~~0112085957 ~~237~~249,~~100~~872.92 01-May-2007 5 6.750% 9,447.46 Summary 0112142901 208,000.00 01-~~Dec~~Jun-~~2006~~2007 4 7.500% 7,540.02 Summary 0112142902 207,870.00 01-Jun-2007 4 7.500% 7,535.28 Summary 0112202513 245,525.60 01-Apr-2007 6 6.625% 10,399.86 Summary 0112203167 328,741.08 01-Jun-2007 4 6.875% 10,864.44 Summary 0112415053 105,383.75 01-Aug-2007 2 8.500% 2,895.09 Summary 0112415098 291,862.81 01-Jul-2007 3 6.875% 8,041.80 Summary 0112415360 88,922.25 01-Apr-2007 6 6.500% 3,705.04 Summary 0112557691 164,000.00 01-Aug-2007 2 9.750% 5,~~112~~193.4532 Summary ~~0112825981~~0112668701 67193,~~848~~428.0335 01-~~Jan~~Jul-2007 3 6.875% 5,329.47 Summary 0112705202 154,808.32 01-Jul-2007 3 8.~~990~~250% 15,~~479~~153.9506 Summary ~~0112874113~~0112736223 ~~300~~248,000.00 01-~~Dec~~Jul-~~2006~~2007 3 9.950% 10,023.30 Summary 0112737712 99,485.56 01-Jun-2007 4 9.375% 4,532.57 Summary 0112820069 92,931.55 01-Jul-2007 3 7.750% 2,904.47 Summary 0112825981 67,848.03 01-Jan-2007 9 8.990% 4,432.01 Summary 0112837828 89,914.81 01-May-2007 5 8.750% 4,~~625~~449.92 Summary 0112837838 126,400.00 01-May-2007 5 8.625% 6,175.19 Summary ~~0112874717~~0112837845 ~~187~~171,~~239~~208.3331 01-~~Jan~~Mar-2007 7 8.875% 11,048.10 Summary 0112837861 117,570.32 01-Aug-2007 2 8.875% 3,377.00 Summary 0112837903 101,904.05 01-Aug-2007 2 7.~~125~~250% 2,374.73 Summary 0112837939 73,600.00 01-May-2007 5 8.875% 3,~~210~~703.1400 Summary ~~0112963157~~0112837945 ~~363~~79,~~061~~950.9400 01-~~Jan~~Jul-2007 3 8.250% 2,665.00 Summary 0112874088 196,000.00 01-Apr-2007 6 8.750% 11,106.72 Summary 0112874098 232,000.00 01-Apr-2007 6 7.875% 11,~~246~~793.8136 Summary ~~0113093330~~0112874099 66271,~~303~~993.7982 01-~~Jan~~Jun-2007 34 7.250% 9,519.~~625~~78 Summary 0112874108 447,999.66 01-Feb-2007 8 8.500% 127,~~551~~720.6800 Summary ~~0113302573~~0112874577 ~~348~~349,~~849~~350.3100 01-~~Jan~~May-2007 5 8.750% 17,321.92 Summary 0112874738 134,543.87 01-Mar-2007 7 8.750% 8,555.95 Summary 0112891048 340,000.00 01-Jul-2007 3 8.000% 10,979.20 Summary 0113034840 200,851.68 01-Jun-2007 4 7.~~625~~000% 6,~~425~~763.89 Summary 0113034912 127,256.98 01-Jun-2007 4 8.875% 5,479.53 Summary ~~0113332551~~0113034920 ~~247~~248,436.53 01-Apr-2007 6 8.125% 13,029.39 Summary 0113034992 153,928.16 01-Jul-2007 3 8.000% 4,963.37 Summary 0113073970 395,500.00 01-~~Jan~~Jul-2007 3 7.750% 12,359.35 Summary 0113073989 351,496.62 01-Jul-2007 3 8.~~375~~125% 511,~~027~~533.50 Summary 0113090081 215,455.34 01-Jun-2007 4 8.000% 8,333.80 Summary 0113102011 650,000.00 01-Jun-2007 4 8.875% 28,031.22 Summary 0113186685 407,913.88 01-Jun-2007 4 7.250% 14,262.82 Summary 0113196023 188,957.23 01-Jul-2007 3 7.125% 5,408.60 Summary 0113230914 327,264.44 01-Apr-2007 6 7.125% 14,979.33 Summary 0113230995 224,000.00 01-Feb-2007 8 8.500% 13,860.00 Summary 0113258434 634,762.07 01-Jun-2007 4 7.125% 21,773.85 Summary 0113302589 341,967.82 01-Apr-2007 6 7.875% 17,338.39 Summary 0113302605 273,645.04 01-Jul-2007 3 9.000% 9,964.74 Summary 0113302640 291,553.40 01-Apr-2007 6 9.000% 16,993.67 Summary 0113302648 457,400.69 01-Apr-2007 6 8.625% 25,515.11 Summary 0113316586 235,750.00 01-Apr-2007 6 7.750% 11,787.52 Summary 0113333942 212,000.00 01-Jan-2007 39 8.750% 13,514.94 Summary 0113355069 168,773.22 01-Apr-2007 6 7.500% 8,134.93 Summary 0113406506 602,000.00 01-Mar-2007 7 7.500% 32,733.72 Summary 0113416700 540,000.00 01-Jun-2007 4 7.250% 18,~~504~~900.9800 Summary 0113416718 731,899.34 01-Aug-2007 2 7.250% 17,077.65 Summary 0113416731 135,950.72 01-Jan-2007 9 8.500% 8,411.94 Summary 0113416768 459,500.00 01-May-2007 5 6.500% 16,752.61 Summary 0113425215 154,483.62 01-Feb-2007 8 9.375% 10,545.51 Summary 0113433147 268,355.88 01-Jul-2007 3 7.000% 7,534.30 Summary 0113474760 231,435.96 01-Jun-2007 4 7.875% 8,816.50 Summary 0113474874 314,917.19 01-Feb-2007 8 8.875% 20,310.15 Summary 0113474881 144,912.47 01-Apr-2007 6 8.750% 8,193.84 Summary 0113485719 677,484.16 01-Mar-2007 7 8.500% 41,814.16 Summary 0113502205 132,152.23 01-Jun-2007 4 7.250% 4,615.71 Summary 0113504747 85,937.02 01-Jun-2007 4 8.500% 3,539.12 Summary 0113557467 312,730.00 01-May-2007 5 7.000% 12,313.77 Summary 0113568020 292,433.45 01-Aug-2007 2 7.125% 6,~~803~~697.9894 Summary 0113575127 107,881.78 01-Jun-2007 4 8.500% 4,450.08 Summary 0113604042 851,200.00 01-Jan-2007 39 8.750% 54,264.06 Summary 0113614337 292,170.83 01-Jan-2007 9 8.875% 18,~~088~~837.0235 Summary 0113664097 342,509.88 01-Jun-2007 4 8.500% 14,105.75 Summary 0113670499 519,658.74 01-Jun-2007 4 7.875% 19,812.00 Summary 0113684880 460,000.00 01-Jun-2007 4 6.875% 15,237.54 Summary 0113684949 300,000.00 01-May-2007 5 6.750% 11,375.00 Summary 0113879048 191,000.00 01-Feb-2007 8 7.875% 10,922.85 Summary 0113879070 718,406.38 01-Apr-2007 6 6.500% 29,885.84 Summary 0114047499 972,487.34 01-Apr-2007 6 8.250% 51,745.06 Summary 0114225090 190,891.09 01-Aug-2007 2 7.750% 4,766.91 Summary 0114557014 103,768.84 15-Mar-2007 7 7.540% 5,029.71 Summary 0114565154 234,458.41 01-May-2007 5 7.125% 9,378.72 Summary 0114565470 164,837.76 01-Apr-2007 6 8.875% 39,~~640~~458.05 Summary 0114565483 201,276.97 01-May-2007 5 9.500% 10,860.57 Summary 0114565511 387,815.95 01-Apr-2007 6 8.250% 20,633.62 Summary ~~0113879077~~0114565512 ~~240~~200,~~000~~267.0037 01-~~Jan~~Apr-2007 36 8.250% 10,654.99 Summary 0114565515 71,722.06 01-Mar-2007 7 9.125% 4,~~800~~232.60 Summary 0114565588 168,000.00 01-Jun-2007 4 7.500% 6,090.00 Summary ~~0113879078~~0114565649 77214,~~858~~146.5488 01-~~Dec~~Jun-~~2006~~2007 4 9.~~125~~500% 19,~~572~~890.2496 Summary 0114565677 249,200.00 01-Mar-2007 7 7.625% 12,252.32 Summary 0114565744 49,359.19 01-Mar-2007 7 8.875% 2,830.56 Summary 0114565745 47,863.50 01-Mar-2007 7 8.875% 2,744.81 Summary 0114566192 114,053.59 01-May-2007 5 7.500% 4,812.41 Summary 0114566293 187,973.88 01-Jun-2007 4 7.375% 6,683.10

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 53 ~~Jul~~Jan-0607 0.000% Original Principal Balance ~~925~~1,~~746~~309,335.00 ~~Aug~~Feb-0607 0.000% Current Actual Balance ~~924~~1,~~421~~309,268.2667 ~~Sep~~Mar-0607 0.000% ~~Oct~~Apr-0607 0.~~000~~286% Current Bankruptcy Total ~~Nov~~May-0607 0.~~000~~280% Loans in Bankruptcy 1013 ~~Dec~~Jun-0607 0.~~000~~468% Original Principal Balance 2,~~370~~617,~~246~~007.00 ~~Jan~~Jul-07 0.~~000~~392% Current Actual Balance 2,~~360~~608,~~980~~319.3748 ~~Feb~~Aug-07 0.~~000~~336% ~~Mar~~Sep-07 0.~~000~~313% ~~Apr~~Oct-07 0.~~286~~326% ~~May~~Nov-07 0.~~280~~286% ~~Jun~~Dec-07 0.~~468~~543% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Summary ~~0111850126~~0112426052 ~~Jun~~Dec-2007 01-~~Apr~~Jul-2006 CAFL 8065.00 ~~280~~198,~~000~~185.00 Summary ~~0112085871~~0112721925 ~~May~~Dec-2007 01-~~Mar~~Jul-2006 ALMI ~~100~~80.00 ~~205~~192,~~000~~800.00 Summary ~~0112424150~~0112735318 ~~Jun~~Dec-2007 01-Aug-2006 NVCA 8070.0017 ~~318~~999,~~700~~950.00 Summary ~~0112677598~~0112737768 ~~Jun~~Nov-2007 01-Aug-2006 NCOH 7974.9636 ~~241~~58,~~326~~000.00 Summary ~~0112721925~~0112837721 ~~Jun~~Dec-2007 01-~~Jul~~Sep-2006 MINC 80.00 ~~192~~111,~~800~~200.00 Summary ~~0112778388~~0112874717 ~~Jun~~Oct-2007 01-~~Oct~~Sep-2006 MNMA 8062.0067 54188,~~320~~000.00 Summary ~~0112874108~~0113307107 ~~Jun~~Sep-2007 01-Nov-2006 TX 70.00 112,000.00 Summary 0113307679 Sep-2007 01-Nov-2006 CATX 8070.00 ~~448~~112,000.00 Summary ~~0113614337~~0113436912 ~~Jun~~Nov-2007 01-~~Dec~~Nov-2006 MAOH 7580.00 ~~292~~170,~~500~~672.00 Summary 0113664084 Oct-2007 01-Nov-2006 TN 77.88 58,800.00 Summary 0114557001 Jun-2007 20-Jan-2007 TN 80.00 161,600.00 Summary 0114565396 Nov-2007 01-Sep-2006 GA 69.94 77,800.00 Summary 0115122103 Jun-2007 01-Apr-2007 OH 80.00 176,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Summary ~~0111850126~~0112426052 ~~277~~198,~~070~~125.2523 01-~~Feb~~Aug-2007 2 67.~~375~~000% 4,~~234~~457.1980 Summary ~~0112085871~~0112721925 ~~201~~189,~~973~~688.3694 01-~~May~~Nov-2007 0 6.~~250~~500% 21,~~020~~976.7792 Summary ~~0112424150~~0112735318 ~~318~~999,~~700~~950.00 01-~~May~~Feb-2007 08 68.~~625~~750% 363,~~386~~746.1882 Summary ~~0112677598~~0112737768 ~~241~~57,~~296~~484.4377 01-~~Mar~~Sep-2007 1 68.~~875~~500% 31,~~996~~184.4881 Summary ~~0112721925~~0112837721 ~~190~~111,~~815~~193.8444 01-~~May~~Mar-2007 07 68.~~500~~875% 17,~~988~~192.6480 Summary ~~0112778388~~0112874717 53187,~~986~~239.9933 01-~~May~~Jan-2007 09 7.~~500~~125% ~~652~~9,605.6274 Summary ~~0112874108~~0113307107 ~~447~~112,~~999~~000.6600 01-Feb-2007 28 8.~~500~~250% 96,~~240~~720.03 Summary 0113307679 112,000.00 01-Feb-2007 8 7.875% 6,405.03 Summary ~~0113614337~~0113436912 ~~292~~168,~~170~~544.8303 01-~~Jan~~Nov-2007 0 6.375% 1,721.42 Summary 0113664084 58,461.75 01-Jul-2007 3 8.~~875~~375% 61,~~292~~976.7051 Summary 0114557001 160,~~967~~314.0154 20-~~May~~Oct-2007 0 7.290% 1,~~890~~881.9379 Summary 0114565396 77,317.45 01-May-2007 5 8.000% 3,487.80 Summary 0115122103 176,000.00 01-~~May~~Nov-2007 0 7.290% 2,065.06

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Total 01 0200,555.0089 06.0052 0.000%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term NoSummary ~~Losses~~0113006255 ~~this~~201,650.00 ~~Period~~7.375% GA 69.98 360

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) NoSummary ~~Losses~~0113006255 ~~this~~200,555.89 ~~Period~~6.52 6.52

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.041% Current Month 1.720% 3 Month Average 0.014% 3 Month Average 0.573% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jan-2007 NoN/A ~~Realized~~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 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 0.000% N/A Oct-2007 0.000% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A Dec-2007 0.041% N/A Dec-2007 1.720% 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 ~~Information~~Severity toCurrent Month 0.493% Current Month (Cumulative) 0.003% 3 Month Average 0.164% 3 Month Average (Cumulative) 0.001% 12 Month Average 0.000% 12 Month Average (Cumulative) N/A CDR: Current vs. 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 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A 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 0.000% N/A Oct-2007 0.000% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A Dec-2007 0.493% N/A Dec-2007 0.003% 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. ~~this~~The ~~period~~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~~Sum(Beg Scheduled Balance of Liquidated Loans) / ~~sum~~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 (~~Ending~~ 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 Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Total 2512 73,~~735~~837,300.00 73,~~696~~824,~~715~~051.2079 10 ~~193,000~~0.00 ~~193,000~~0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Total 0 0.00 0.00 01 0201,650.00 0199,580.00 293,~~907~~622.8612

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Summary ~~0110535095~~0112426884 NJFL 7075.00 01-Jul-~~2005 203,000.00 201,687.11 Summary 0111838600 CA 74.62 01-Mar-~~2006 ~~444~~562,000.00 437,304.20 Summary 0112038651 NC 70.00 01-May-2006 266,000.00 265,906.70 Summary 0112142924 MO 80.00 01-May-2006 90,800.00 90,799.97 Summary 0112203278 CA 80.00 01-Jun-2006 584,000.00 577,238.24 Summary 0112415339 CA 70.00 01-Jul-2006 276,500.00 ~~276~~562,500.00 Summary ~~0112434195~~0112690769 NJOR 8079.0089 01-Sep-2006 ~~508~~417,000.00 ~~504~~410,~~025~~567.8592 Summary ~~0112559009~~0112874112 ~~CO 52.71 01-Jul-2006 185,000.00 183,075.02 Summary 0112622334 MA 65.00 01-Jul-2006 193,000.00 193,000.00 Summary 0112668750 UT 80.00 01-Jul-2006 144,000.00 144,000.00 Summary 0112737701~~ CA 80.00 01-~~Aug~~Sep-2006 ~~300~~503,~~000~~200.00 ~~300~~503,~~000~~200.00 Summary ~~0112963159~~0113006255 ~~NY 80.00 01-Sep-2006 620,000.00 616,496.79 Summary 0113006258~~ GA 7069.0098 01-Sep-2006 ~~717~~201,~~500~~650.00 ~~712~~199,~~155~~413.8984 Summary ~~0113041028~~0113034929 VAFL 7277.1006 01-~~Sep-2006 884,000.00 876,913.41 Summary 0113302575 NJ 75.00 01-~~Oct-2006 ~~150~~131,000.00 ~~149~~129,~~680~~281.1823 Summary ~~0113575124~~0113316604 TX 80100.00 01-Oct-2006 ~~118~~151,~~400~~500.00 ~~117~~150,~~735~~767.8984 Summary ~~0113578465~~0113323782 CTNJ 7565.0091 01-Dec-2006 ~~462~~290,~~750~~000.00 ~~462~~289,~~750~~911.0027 Summary ~~0113587241~~0113502163 ILNC 80.00 01-~~Dec~~Oct-2006 ~~264~~603,~~000~~600.00 ~~263~~603,~~943~~580.3700 Summary ~~0113706754~~0113568030 NJMD 6880.~~77 01-Dec-2006 447,000.~~00 ~~444,371.17 Summary 0113796015 FL 57.33~~ 01-Nov-2006 ~~215~~276,000.00 ~~215~~274,~~000~~417.0030 Summary ~~0114565443~~0113603912 TNCA 7931.9946 01-Oct-2006 66129,~~800~~000.00 66127,~~443~~266.80 Summary ~~0114565605~~0113684948 WACA 7062.0062 01-~~Nov~~Dec-2006 ~~140~~454,000.00 ~~138~~454,~~542~~000.~~86 Summary 0114565702 WA 70.~~00 ~~01-Nov-2006 122,850.00 122,799.49~~ Summary ~~0114565814~~0114565231 MN 7077.0065 01-~~Nov~~Sep-2006 ~~360~~132,~~500~~000.00 ~~360~~131,~~500~~490.0090 Summary ~~0114770771~~0115122129 ALIL 8075.00 01-~~Mar~~Apr-2007 91187,~~600~~500.00 91186,~~600~~081.~~00 Summary 0114879553 LA 80.00 01-Mar-2007 73,600.00 73,405.45~~33

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Summary ~~0110535095~~0112426884 Loan Paid in Full 0 7.~~375~~625% 360 2317 Summary ~~0111838600~~0112690769 Loan Paid in Full 0 6.~~500~~375% 360 15 Summary ~~0112038651~~0112874112 Loan Paid in Full ~~0 6.375% 360 13 Summary 0112142924 Loan Paid in Full~~ 2 7.~~750~~125% 360 1315 Summary ~~0112203278~~0113006255 ~~Loan~~Liquidation ~~Paid in Full 0~~ 6~~.750%~~ ~~360 12 Summary 0112415339 Loan Paid in Full 0 6.875% 360 11 Summary 0112434195 Loan Paid in Full 0~~ 7.375% 360 915 Summary ~~0112559009~~0113034929 Loan Paid in Full 0 6.875% 360 1114 Summary ~~0112622334~~0113316604 ~~Repurchase 1 7.875% 360 11 Summary 0112668750~~ Loan Paid in Full 0(1) 7.~~500~~750% 360 1114 Summary ~~0112737701~~0113323782 Loan Paid in Full 0 86.~~625~~750% 360 1012 Summary ~~0112963159~~0113502163 Loan Paid in Full ~~1 9.000% 360 9 Summary 0113006258 Loan Paid in Full~~ 0 7.~~625% 360 9 Summary 0113041028 Loan Paid in Full 0 7.~~250% 360 914 Summary ~~0113302575~~0113568030 Loan Paid in Full 0 86.~~750~~875% 360 813 Summary ~~0113575124~~0113603912 Loan Paid in Full (1) ~~8.500% 360 8 Summary 0113578465 Loan Paid in Full (1) 8.000% 360~~ 6 ~~Summary 0113587241 Loan Paid in Full 0 7~~.~~875~~750% 360 614 Summary ~~0113706754~~0113684948 Loan Paid in Full 0 ~~7.625% 360~~ 6 ~~Summary 0113796015 Loan Paid in Full 2 7~~.~~250% 360 7 Summary 0114565443 Loan Paid in Full (1) 8.~~750% 360 812 Summary ~~0114565605~~0114565231 Loan Paid in Full 0 7.~~500% 360 7 Summary 0114565702 Loan Paid in Full 0 7.875% 360 7 Summary 0114565814 Loan Paid in Full 0 7.875% 360 7 Summary 0114770771 Loan Paid in Full 0 8.~~375% 360 315 Summary ~~0114879553~~0115122129 Loan Paid in Full 0 86.~~125~~990% 360 38

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Total 35 1,~~463~~333,~~190~~668.9291 3432,~~817~~914.8371 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Summary ~~0113041028~~0112690769 0611/1314/2007 ~~877~~410,~~641~~986.4310 1710,~~552~~441.8381 0.00 Summary ~~0113578465~~0112874112 0511/2421/2007 ~~462~~503,~~750~~200.00 14,~~808~~341.20 0.00 Summary 0113034929 11/19/2007 129,400.45 3,551.59 0.00 Summary ~~0114565702~~0113316604 0611/1521/2007 ~~122~~150,~~799~~818.4988 24,~~457~~670.11 0.00 Summary 0114556981 Active 139,263.48 (90.00) 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 10.~~545~~831% Current Month 179.~~045~~532% Current Month ~~1,019~~332.~~043~~392% 3 Month Average 10.~~208~~582% 3 Month Average 136.~~528~~738% 3 Month Average ~~880~~248.~~302~~926% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Jan-~~2006~~2007 N/A N/A ~~Jul~~Jan-~~2006~~2007 N/A N/A ~~Aug~~Feb-~~2006~~2007 N/A N/A ~~Aug~~Feb-~~2006~~2007 N/A N/A ~~Sep~~Mar-~~2006~~2007 N/A N/A ~~Sep~~Mar-~~2006~~2007 N/A N/A ~~Oct~~Apr-~~2006~~2007 ~~N/A~~9.896% N/A ~~Oct~~Apr-~~2006~~2007 ~~N/A~~697.586% N/A ~~Nov~~May-~~2006~~2007 ~~N/A~~13.644% N/A ~~Nov~~May-~~2006~~2007 ~~N/A~~924.278% N/A ~~Dec~~Jun-~~2006~~2007 ~~N/A~~17.045% N/A ~~Dec~~Jun-~~2006~~2007 ~~N/A~~1,019.043% N/A ~~Jan~~Jul-2007 ~~N/A~~13.474% N/A ~~Jan~~Jul-2007 ~~N/A~~719.736% N/A ~~Feb~~Aug-2007 ~~N/A~~9.006% N/A ~~Feb~~Aug-2007 ~~N/A~~435.183% N/A ~~Mar~~Sep-2007 ~~N/A~~10.121% N/A ~~Mar~~Sep-2007 ~~N/A~~445.849% N/A ~~Apr~~Oct-2007 94.~~896~~585% N/A ~~Apr~~Oct-2007 ~~697~~185.~~586~~768% N/A ~~May~~Nov-2007 136.~~644~~098% N/A ~~May~~Nov-2007 ~~924~~228.~~278~~618% N/A ~~Jun~~Dec-2007 179.~~045~~532% N/A ~~Jun~~Dec-2007 ~~1,019~~332.~~043~~392% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Modifications Beginning Current Loan Scheduled Scheduled Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment ~~0113073982~~0111264178 ~~529~~261,~~783~~025.1540 ~~529~~273,~~530~~067.2492 67.~~375~~250% 67.~~375~~250% 31,~~067~~817.3815 31,~~067~~902.3873 0113425226 90,929.39 95,992.34 7.625% 7.625% 650.46 687.23

Repurchases ~~Current~~Due to Breaches Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment ~~0112622334~~No ~~193,000.00~~Repurchases ~~7.875%~~Due ~~1,266.56~~to Breaches this Period

~~Breaches~~Repurchases ~~Current~~Due to Other Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment No ~~Breaches~~Repurchases Due to Other this Period

Interest Rate Stratification Summary Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 4.500 4.999 1 ~~525~~521,~~699~~357.0970 0.~~104~~109 5.000 5.499 1 ~~266~~265,~~473~~466.2829 0.~~053~~055 5.500 5.999 18 4,~~861~~833,~~641~~696.4018 01.~~964~~006 6.000 6.499 ~~116~~109 3129,~~589~~964,~~585~~318.2498 6.~~263~~239 6.500 6.999 ~~447~~428 ~~138~~133,~~615~~872,~~841~~166.6972 27.~~483~~873 7.000 7.499 ~~431~~416 ~~119~~116,~~701~~106,~~472~~658.8334 2324.~~733~~174 7.500 7.999 ~~474~~454 ~~108~~100,~~008~~859,~~332~~805.17 21.~~415~~000 8.000 8.499 ~~199~~185 4037,~~587~~747,~~425~~180.2485 87.~~047~~859 8.500 8.999 ~~196~~187 4037,~~736~~871,~~934~~665.5379 87.~~077~~885 9.000 9.499 5955 1110,~~148~~703,~~421~~452.5341 2.~~210~~229 9.500 9.999 3329 54,~~235~~458,~~693~~158.3845 10.~~038~~928 10.000 10.499 2 2,713,~~454~~307.5800 0.~~538~~565 10.500 10.999 1 374,~~525~~188.6308 0.~~074~~078 11.000 11.499 0 0.00 0.000 11.500 11.999 0 0.00 0.000 12.000 12.499 0 0.00 0.000 12.500 12.999 0 0.00 0.000 >= 13.000 0 0.00 0.000 Total 1,~~978~~886 ~~504~~480,~~365~~291,~~500~~421.5996 100.000

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