10-D 1 ace07he1_10d-200705.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: April 26, 2007 to May 25, 2007 Commission File Number of issuing entity: 333-131727-22 ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131727 ACE Securities Corp. (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) 54-2198733 54-2198734 54-2198864 (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-2A _____ _____ __X___ ____________ A-2B _____ _____ __X___ ____________ A-2C _____ _____ __X___ ____________ A-2D _____ _____ __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 May 25, 2007 a distribution was made to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE1. 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 ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE1, relating to the May 25, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: June 7, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE1, relating to the May 25, 2007 distribution. EX-99.1 ACE Securities Corporation Asset Backed Pass-Through Certificates Distribution Date: 5/25/2007 ACE Securities Corporation Asset Backed Pass-Through Certificates Series 2007-HE1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 00443LAA6 0205/2324/2007 5.47000% ~~299~~289,~~722~~790,~~000~~910.0045 1,~~229~~320,~~609~~963.5157 A-2A 00443LAB4 0205/2324/2007 5.41000% ~~229~~212,~~328~~312,~~000~~958.0074 ~~930~~957,~~498~~177.3659 A-2B 00443LAC2 0205/2324/2007 5.44000% 78,850,000.00 ~~321~~357,~~708~~453.0033 A-2C 00443LAD0 0205/2324/2007 5.49000% 54,235,000.00 ~~223~~248,~~312~~125.6112 A-2D 00443LAE8 0205/2324/2007 5.57000% 36,051,000.00 ~~150~~167,~~603~~336.0572 M-1 00443LAF5 0205/2324/2007 5.58000% 40,426,000.00 ~~169~~187,~~182~~980.8190 M-2 00443LAG3 0205/2324/2007 5.62000% 36,621,000.00 ~~154~~171,~~357~~508.5135 M-3 00443LAH1 0205/2324/2007 5.64000% 22,829,000.00 96107,~~566~~296.6730 M-4 00443LAJ7 0205/2324/2007 5.71000% 20,927,000.00 8999,~~619~~577.8864 M-5 00443LAK4 0205/2324/2007 5.77000% 19,975,000.00 8696,~~441~~046.8146 M-6 00443LAL2 0205/2324/2007 5.84000% 18,073,000.00 7987,~~159~~955.7427 M-7 00443LAM0 0205/2324/2007 6.12000% 15,695,000.00 7280,~~040~~044.0550 M-8 00443LAN8 0205/2324/2007 6.82000% 14,268,000.00 7281,~~980~~089.8280 M-9 00443LAP3 0205/2324/2007 7.82000% 13,793,000.00 8089,~~895~~884.9438 CE ACE7HE1CE 0104/3130/2007 0.00000% 50,413,~~937~~972.0096 21,~~650~~892,~~862~~544.6424 P ACE07HE1P 0104/3130/2007 0.00000% 100.00 ~~134~~158,~~536~~041.5975 R ACE07HE1R 0104/3130/2007 0.00000% 0.00 0.00 Totals ~~951~~924,~~207~~260,~~037~~942.0015 6,~~542~~103,~~375~~025.9992

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 4,~~512~~906,~~135~~431.6236 0.00 ~~295~~284,~~209~~884,~~864~~479.3809 56,~~741~~227,~~745~~394.1393 0.00 A-2A 53,~~567~~900,~~245~~735.9381 0.00 ~~223~~208,~~760~~412,~~754~~222.0793 64,~~497~~857,~~744~~913.2940 0.00 A-2B 0.00 0.00 78,850,000.00 ~~321~~357,~~708~~453.0033 0.00 A-2C 0.00 0.00 54,235,000.00 ~~223~~248,~~312~~125.6112 0.00 A-2D 0.00 0.00 36,051,000.00 ~~150~~167,~~603~~336.0572 0.00 M-1 0.00 0.00 40,426,000.00 ~~169~~187,~~182~~980.8190 0.00 M-2 0.00 0.00 36,621,000.00 ~~154~~171,~~357~~508.5135 0.00 M-3 0.00 0.00 22,829,000.00 96107,~~566~~296.6730 0.00 M-4 0.00 0.00 20,927,000.00 8999,~~619~~577.8864 0.00 M-5 0.00 0.00 19,975,000.00 8696,~~441~~046.8146 0.00 M-6 0.00 0.00 18,073,000.00 7987,~~159~~955.7427 0.00 M-7 0.00 0.00 15,695,000.00 7280,~~040~~044.0550 0.00 M-8 0.00 0.00 14,268,000.00 7281,~~980~~089.8280 0.00 M-9 0.00 0.00 13,793,000.00 8089,~~895~~884.9438 0.00 CE 0.00 0.00 50,413,972.96 21,~~650~~892,~~862~~544.6424 0.00 P 0.00 0.00 100.00 ~~134~~158,~~536~~041.5975 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 108,~~079~~807,~~381~~167.5517 0.00 ~~941~~915,~~127~~453,~~691~~774.4198 1614,~~621~~910,~~757~~193.5409 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 Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1 299,722,000.00 ~~299~~289,~~722~~790,~~000~~910.0045 0.00 4,~~512~~906,~~135~~431.6236 0.00 0.00 A-2A 229,328,000.00 ~~229~~212,~~328~~312,~~000~~958.0074 0.00 53,~~567~~900,~~245~~735.9381 0.00 0.00 A-2B 78,850,000.00 78,850,000.00 0.00 0.00 0.00 0.00 A-2C 54,235,000.00 54,235,000.00 0.00 0.00 0.00 0.00 A-2D 36,051,000.00 36,051,000.00 0.00 0.00 0.00 0.00 M-1 40,426,000.00 40,426,000.00 0.00 0.00 0.00 0.00 M-2 36,621,000.00 36,621,000.00 0.00 0.00 0.00 0.00 M-3 22,829,000.00 22,829,000.00 0.00 0.00 0.00 0.00 M-4 20,927,000.00 20,927,000.00 0.00 0.00 0.00 0.00 M-5 19,975,000.00 19,975,000.00 0.00 0.00 0.00 0.00 M-6 18,073,000.00 18,073,000.00 0.00 0.00 0.00 0.00 M-7 15,695,000.00 15,695,000.00 0.00 0.00 0.00 0.00 M-8 14,268,000.00 14,268,000.00 0.00 0.00 0.00 0.00 M-9 13,793,000.00 13,793,000.00 0.00 0.00 0.00 0.00 CE 50,413,937.00 50,413,~~937~~972.0096 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 951,207,037.00 ~~951~~924,~~207~~260,~~037~~942.0015 0.00 108,~~079~~807,~~381~~167.5517 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 4,~~512~~906,~~135~~431.6236 ~~295~~284,~~209~~884,~~864~~479.3809 0.~~98494560~~95049572 4,~~512~~906,~~135~~431.6236 A-2A 53,~~567~~900,~~245~~735.9381 ~~223~~208,~~760~~412,~~754~~222.0793 0.~~97572365~~90879536 53,~~567~~900,~~245~~735.9381 A-2B 0.00 78,850,000.00 1.00000000 0.00 A-2C 0.00 54,235,000.00 1.00000000 0.00 A-2D 0.00 36,051,000.00 1.00000000 0.00 M-1 0.00 40,426,000.00 1.00000000 0.00 M-2 0.00 36,621,000.00 1.00000000 0.00 M-3 0.00 22,829,000.00 1.00000000 0.00 M-4 0.00 20,927,000.00 1.00000000 0.00 M-5 0.00 19,975,000.00 1.00000000 0.00 M-6 0.00 18,073,000.00 1.00000000 0.00 M-7 0.00 15,695,000.00 1.00000000 0.00 M-8 0.00 14,268,000.00 1.00000000 0.00 M-9 0.00 13,793,000.00 1.00000000 0.00 CE 0.00 50,413,972.96 1.00000071 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 108,~~079~~807,~~381~~167.5517 ~~941~~915,~~127~~453,~~691~~774.4198 0.~~98940363~~96241274 108,~~079~~807,~~381~~167.5517

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 299,722,000.00 ~~1000~~966.~~00000000~~86566368 0.00000000 1516.~~05440248~~36994068 0.00000000 A-2A 229,328,000.00 ~~1000~~925.~~00000000~~80478066 0.00000000 2417.~~27634624~~00941800 0.00000000 A-2B 78,850,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 54,235,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2D 36,051,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 40,426,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 36,621,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 22,829,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 20,927,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 19,975,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 18,073,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 15,695,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 14,268,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 13,793,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 50,413,937.00 1000.~~00000000~~00071329 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 1516.~~05440248~~36994068 ~~984~~950.~~94559752~~49572300 0.~~98494560~~95049572 1516.~~05440248~~36994068 A-2A 0.00000000 2417.~~27634624~~00941800 ~~975~~908.~~72365376~~79536267 0.~~97572365~~90879536 2417.~~27634624~~00941800 A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2D 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 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 1000.00071329 1.00000071 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: 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 0104/3025/07 - 0205/2524/07 2730 5.47000% ~~299~~289,~~722~~790,~~000~~910.0045 1,~~229~~320,~~609~~963.5157 0.00 A-2A 0104/3025/07 - 0205/2524/07 2730 5.41000% ~~229~~212,~~328~~312,~~000~~958.0074 ~~930~~957,~~498~~177.3659 0.00 A-2B 0104/3025/07 - 0205/2524/07 2730 5.44000% 78,850,000.00 ~~321~~357,~~708~~453.0033 0.00 A-2C 0104/3025/07 - 0205/2524/07 2730 5.49000% 54,235,000.00 ~~223~~248,~~312~~125.6113 0.00 A-2D 0104/3025/07 - 0205/2524/07 2730 5.57000% 36,051,000.00 ~~150~~167,~~603~~336.0573 0.00 M-1 0104/3025/07 - 0205/2524/07 2730 5.58000% 40,426,000.00 ~~169~~187,~~182~~980.8190 0.00 M-2 0104/3025/07 - 0205/2524/07 2730 5.62000% 36,621,000.00 ~~154~~171,~~357~~508.5135 0.00 M-3 0104/3025/07 - 0205/2524/07 2730 5.64000% 22,829,000.00 96107,~~566~~296.6730 0.00 M-4 0104/3025/07 - 0205/2524/07 2730 5.71000% 20,927,000.00 8999,~~619~~577.8864 0.00 M-5 0104/3025/07 - 0205/2524/07 2730 5.77000% 19,975,000.00 8696,~~441~~046.8146 0.00 M-6 0104/3025/07 - 0205/2524/07 2730 5.84000% 18,073,000.00 7987,~~159~~955.7427 0.00 M-7 0104/3025/07 - 0205/2524/07 2730 6.12000% 15,695,000.00 7280,~~040~~044.0550 0.00 M-8 0104/3025/07 - 0205/2524/07 2730 6.82000% 14,268,000.00 7281,~~980~~089.8280 0.00 M-9 0104/3025/07 - 0205/2524/07 2730 7.82000% 13,793,000.00 8089,~~895~~884.9438 0.00 CE N/A N/A 0.00000% 50,413,~~937~~972.0096 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 34,~~756~~052,~~976~~439.7695 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,~~229~~320,~~609~~963.5157 0.00 ~~295~~284,~~209~~884,~~864~~479.3809 A-2A 0.00 0.00 ~~930~~957,~~498~~177.3659 0.00 ~~223~~208,~~760~~412,~~754~~222.0793 A-2B 0.00 0.00 ~~321~~357,~~708~~453.0033 0.00 78,850,000.00 A-2C 0.00 0.00 ~~223~~248,~~312~~125.6112 0.00 54,235,000.00 A-2D 0.00 0.00 ~~150~~167,~~603~~336.0572 0.00 36,051,000.00 M-1 0.00 0.00 ~~169~~187,~~182~~980.8190 0.00 40,426,000.00 M-2 0.00 0.00 ~~154~~171,~~357~~508.5135 0.00 36,621,000.00 M-3 0.00 0.00 96107,~~566~~296.6730 0.00 22,829,000.00 M-4 0.00 0.00 8999,~~619~~577.8864 0.00 20,927,000.00 M-5 0.00 0.00 8696,~~441~~046.8146 0.00 19,975,000.00 M-6 0.00 0.00 7987,~~159~~955.7427 0.00 18,073,000.00 M-7 0.00 0.00 7280,~~040~~044.0550 0.00 15,695,000.00 M-8 0.00 0.00 7281,~~980~~089.8280 0.00 14,268,000.00 M-9 0.00 0.00 8089,~~895~~884.9438 0.00 13,793,000.00 CE 0.00 0.00 21,~~650~~892,~~862~~544.6424 0.00 50,413,972.96 P 0.00 0.00 ~~134~~158,~~536~~041.5975 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 6,~~542~~103,~~375~~025.9992 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-1 299,722,000.00 5.47000% ~~1000~~966.~~00000000~~86566368 4.~~10250002~~40729599 0.00000000 A-2A 229,328,000.00 5.41000% ~~1000~~925.~~00000000~~80478066 4.~~05750000~~17383656 0.00000000 A-2B 78,850,000.00 5.44000% 1000.00000000 4.~~08000000~~53333329 0.00000000 A-2C 54,235,000.00 5.49000% 1000.00000000 4.~~11749995~~57500009 0.00000000 A-2D 36,051,000.00 5.57000% 1000.00000000 4.~~17749993~~64166681 0.00000000 M-1 40,426,000.00 5.58000% 1000.00000000 4.~~18500000~~65000000 0.00000000 M-2 36,621,000.00 5.62000% 1000.00000000 4.~~21499986~~68333333 0.00000000 M-3 22,829,000.00 5.64000% 1000.00000000 4.~~23000000~~70000000 0.00000000 M-4 20,927,000.00 5.71000% 1000.00000000 4.~~28250012~~75833325 0.00000000 M-5 19,975,000.00 5.77000% 1000.00000000 4.~~32749987~~80833342 0.00000000 M-6 18,073,000.00 5.84000% 1000.00000000 4.~~38000000~~86666685 0.00000000 M-7 15,695,000.00 6.12000% 1000.00000000 45.~~59000000~~10000000 0.00000000 M-8 14,268,000.00 6.82000% 1000.00000000 5.~~11500000~~68333333 0.00000000 M-9 13,793,000.00 7.82000% 1000.00000000 56.~~86499964~~51666642 0.00000000 CE 50,413,937.00 0.00000% 1000.~~00000000~~00071329 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 4.~~10250002~~40729599 0.00000000 ~~984~~950.~~94559752~~49572300 A-2A 0.00000000 0.00000000 4.~~05750000~~17383656 0.00000000 ~~975~~908.~~72365376~~79536267 A-2B 0.00000000 0.00000000 4.~~08000000~~53333329 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~11749995~~57499991 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 4.~~17749993~~64166653 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~18500000~~65000000 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~21499986~~68333333 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~23000000~~70000000 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~28250012~~75833325 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~32749987~~80833342 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 4.~~38000000~~86666685 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 45.~~59000000~~10000000 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~11500000~~68333333 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 56.~~86499964~~51666642 0.00000000 1000.00000000 CE 0.00000000 0.00000000 5237.~~58194059~~54010007 0.00000000 1000.00071329 P 0.00000000 0.00000000 ~~1345365~~1580417.~~90000000~~50000000 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 1415,~~730~~122,~~453~~951.4064 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~958~~98,~~477~~026.2177 Servicer Advances 1,~~208~~645,~~102~~468.0248 Gains & Subsequent Recoveries (Realized Losses) 0(247,569.0057) Prepayment Penalties ~~134~~158,~~536~~041.5975 Swap/Cap Payments 0.00 Total Deposits 1716,~~031~~776,~~569~~919.2207 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 01,468,523.0057 Total Administration Fees ~~409~~398,~~811~~202.6841 Payment of Interest and Principal 1614,~~621~~910,~~757~~193.5409 Total Withdrawals (Pool Distribution Amount) 1716,~~031~~776,~~569~~919.2207 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~396~~385,~~336~~108.2672 Credit Risk Management Fee- Clayton Fixed Income 10,~~701~~397.0893 Master Servicing Fee- Wells Fargo Bank, N.A. 2,~~774~~695.3476 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~409~~398,~~811~~202.6841 *Servicer Payees include: OCWEN LOAN SERVICING, LLC

Collateral Statement Group Group 1-I ~~Sub Grp 1~~ Group 1-II ~~Sub~~Collateral ~~Grp~~Description 2Fixed ~~Collateral~~15/30 ~~Description~~& ~~Mixed~~ARM Fixed ~~Mixed~~15/30 & ARM Weighted Average Coupon Rate 8.~~806229~~640808 8.~~623388~~559279 Weighted Average Net Rate 8.~~306229~~140808 8.~~123388~~059279 Weighted Average Pass-Through Rate 8.~~289229~~123808 8.~~106388~~042279 Weighted Average Remaining Term ~~329~~350 ~~356~~339 Principal And Interest Constant ~~412~~3,~~184~~009,435.0559 23,~~671~~901,~~107~~045.6449 Beginning Loan Count ~~451~~2,344 12,~~948~~753 Loans Paid in Full 422 1916 Ending Loan Count ~~447~~2,322 12,~~929~~737 Beginning Scheduled Balance 52398,~~252~~410,~~128~~068.5846 ~~356~~525,~~089~~850,~~013~~873.3369 Ending Scheduled Balance 51393,~~682~~533,~~166~~335.9906 ~~352~~521,~~146~~920,~~855~~439.4092 Actual Ending Collateral Balance 51393,~~710~~715,~~859~~414.5824 ~~352~~522,~~270~~155,~~945~~064.5807 Scheduled Principal 28140,~~730~~614.5487 ~~112~~150,~~196~~291.1378 Unscheduled Principal ~~541~~4,~~231~~736,118.0553 3,~~829~~780,~~961~~141.8099 Scheduled Interest ~~383~~2,~~453~~868,820.5172 23,~~558~~750,~~911~~753.5171 Servicing Fees 21166,~~771~~004.7219 ~~148~~219,~~370~~104.4253 Master Servicing Fees ~~152~~1,162.4003 1,~~038~~533.5973 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee ~~587~~4,482.8411 45,~~006~~915.0082 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~360~~2,~~941~~697,172.5539 23,~~405~~524,~~496~~199.5063 Realized Loss Amount 0107,296.0057 0140,273.00 Cumulative Realized Loss 0107,296.0057 0140,273.00 Percentage of Cumulative Losses 0.~~0000~~0263 0.~~0000~~0258 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 976,~~203~~823.6748 3881,~~128~~218.5427 Prepayment Penalty Paid Count 312 87 Special Servicing Fee 0.00 0.00

Collateral Statement Group ~~Group~~Total ~~2- Sub Grp 1 Group 2- Sub Grp 2~~ Collateral Description Mixed Fixed ~~Mixed~~& ~~ARM~~Arm Weighted Average Coupon Rate ~~10.424240~~ 8.~~254784~~557007 Weighted Average Net Rate 98.~~924240~~057007 ~~7.754784~~ Weighted Average Pass-Through Rate 98.~~907240~~040006 ~~7.737784~~ Weighted Average Remaining Term ~~259~~344 ~~356~~ Principal And Interest Constant ~~714~~6,~~001.19 3~~910,~~312,218~~481.0408 Beginning Loan Count 15,~~056~~097 ~~1,767~~ Loans Paid in Full 638 16 Ending Loan Count 15,~~050~~059 ~~1,751~~ Beginning Scheduled Balance 77924,~~967~~260,~~071~~942.4515 ~~464,898,823.64~~ Ending Scheduled Balance 77915,~~558~~453,~~886~~774.2298 ~~459,739,782.80~~ Actual Ending Collateral Balance 77915,~~596~~870,~~752~~478.1531 ~~459,879,408.52~~ Scheduled Principal 36290,~~711~~906.6665 ~~114,185.29~~ Unscheduled Principal ~~371~~8,~~473.57 5~~516,~~044,855~~260.5552 Scheduled Interest ~~677~~6,~~289.53 3~~619,~~198,032~~574.7543 Servicing Fees 32385,~~486~~108.2872 ~~193,707.84~~ Master Servicing Fees ~~227.40 1~~2,~~355~~695.9576 Trustee Fee 0.00 ~~0.00~~ FRY Amount 0.00 ~~0.00~~ Special Hazard Fee 0.00 ~~0.00~~ Other Fee 0.00 ~~0.00~~ Pool Insurance Fee ~~877.13 5~~10,~~230~~397.1193 Spread 1 0.00 ~~0.00~~ Spread 2 0.00 ~~0.00~~ Spread 3 0.00 ~~0.00~~ Net Interest ~~643~~6,~~698.72 2~~221,~~997,738~~372.8502 Realized Loss Amount 0247,569.0057 ~~0.00~~ Cumulative Realized Loss 0247,569.0057 ~~0.00~~ Percentage of Cumulative Losses 0.~~0000~~0260 ~~0.0000~~ Prepayment Penalty Waived Amount 0.00 ~~0.00~~ Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 9158,~~677~~041.4975 ~~77,526.89~~ Prepayment Penalty Paid Count 319 9 Special Servicing Fee 0.00 ~~0.00~~

~~Collateral~~Additional ~~Statement~~Reporting ~~Group~~- ~~Total~~Deal ~~Collateral~~Level ~~Description~~Informational ~~Mixed~~Reporting ~~Fixed~~Extraordinary &Trust ~~Arm~~Fund ~~Weighted~~Expenses ~~Average Coupon Rate 8~~0.~~600888~~00 ~~Weighted~~Relief ~~Average~~Act ~~Net Rate 8.100888 Weighted Average Pass-Through Rate 8.083888 Weighted Average Remaining Term 347 Principal And~~ Interest ~~Constant~~Shortfalls ~~7,109,510~~0.~~92 Beginning Loan Count 5,222 Loans Paid in Full 45 Ending Loan Count 5,177 Beginning Scheduled Balance 951,207,037.~~00 ~~Ending~~Structural ~~Scheduled~~Reporting ~~Balance~~Net ~~941,127,691.41~~Monthly ~~Actual~~Excess ~~Ending~~Cashflow ~~Collateral Balance 941~~1,~~457~~892,~~965~~544.8324 ~~Scheduled~~Overcollateralization ~~Principal~~Amount ~~291~~50,~~823.62 Unscheduled Principal 9~~413,~~787,521~~972.9796 ~~Scheduled~~Overcollateralization ~~Interest~~Reduction ~~6,817,687.30~~Amount ~~Servicing Fees 396,336.26 Master Servicing Fees 2,774.34 Trustee Fee~~ 0.00 ~~FRY~~Overcollateralization Increase Amount 0.00 ~~Special~~Three-Month ~~Hazard~~Rolling ~~Fee~~Delinquency 0Average 6.00605075% ~~Other~~Credit ~~Fee~~Enhancement 0Percentage 27.00638869% ~~Pool~~Required ~~Insurance~~Overcollateralization ~~Fee~~Amount 1050,~~701~~413,972.0896 ~~Spread~~Stepdown 1Occured ~~0.00~~NO ~~Spread~~Trigger 2Event ~~0.00~~Reporting ~~Spread~~Delinquency 3Trigger ~~0.00~~Trigger ~~Net~~Result ~~Interest~~Fail ~~6,407,875.62~~Threshold ~~Realized~~Value ~~Loss~~8.313772% ~~Amount~~Calculated 0Value 9.00299091% Cumulative ~~Realized~~ Loss ~~0.00~~Trigger ~~Percentage~~Trigger ofResult ~~Cumulative~~N/A ~~Losses~~Threshold Value 0.~~0000~~000000% ~~Prepayment~~Calculated ~~Penalty~~Value ~~Waived Amount~~ 0.00000000% ~~Prepayment~~Trigger ~~Penalty~~Event ~~Waived~~Trigger ~~Count~~Result 0N/A ~~Prepayment~~NOTE: ~~Penalty~~* ~~Paid~~The ~~Amount~~Cumulative ~~134,536.59~~Loss ~~Prepayment~~Trigger ~~Penalty~~Event ~~Paid~~becomes ~~Count~~effective 23starting ~~Special~~on ~~Servicing~~the ~~Fee~~February ~~0.00~~2009 distribution cycle

~~Additional~~Delinquency ~~Reporting~~Status - ~~Deal~~OTS ~~Level~~Delinquency ~~Informational~~Calculation ~~Reporting~~Method ~~Credit~~DELINQUENT ~~Enhancement~~BANKRUPTCY ~~Percentage~~FORECLOSURE 26REO Total No.~~884872%~~ ~~Extraordinary~~of ~~Trust~~Loans ~~Fund~~No. ~~Expenses~~of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 3 0 0 3 343,222.66 0.00 ~~Relief~~0.00 ~~Act~~343,222.66 ~~Interest~~30 ~~Shortfalls~~Days 247 0 0 0 247 48,341,265.37 0.00 ~~Miscellaneous~~0.00 ~~Reporting~~0.00 ~~Three-Month~~48,341,265.37 ~~Rolling~~60 ~~Delinquency~~Days ~~Average~~181 5 1 0 187 34,829,472.~~018237%~~02 ~~Structural~~253,097.12 ~~Reporting~~172,557.47 ~~Excess~~0.00 ~~Cash~~35,255,126.61 ~~Amount~~90 Days 67 4 59 0 130 10,095,258.42 871,584.20 15,875,460.67 0.00 26,842,303.29 120 Days 30 2 44 1 77 3,~~650~~060,~~862~~692.6419 ~~Overcollateralization~~337,130.33 ~~Amount~~10,881,579.42 55,893.10 14,335,295.04 150 Days 12 1 32 5 50 1,~~413~~082,~~972~~573.9663 ~~Overcollateralization~~95,049.14 ~~Reduction~~6,660,869.84 ~~Amount~~976,798.20 8,815,290.81 180+ Days 0 0 0 0 0 0.00 ~~Overcollateralization~~0.00 ~~Increase~~0.00 ~~Amount~~0.00 0.00 ~~Required~~Totals ~~Overcollateralization~~537 ~~Amount~~15 50136 6 694 97,~~413~~409,~~972~~261.9663 ~~Stepdown~~1,900,083.45 ~~Occured~~33,590,467.40 NO1,032,691.30 ~~Trigger~~133,932,503.78 ~~Event~~No. ~~Reporting~~of ~~Delinquency~~Loans ~~Trigger~~No. ~~Trigger~~of ~~Result~~Loans ~~Pass~~No. ~~Threshold~~of ~~Value~~Loans 8No.~~086973~~ of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.059300% ~~Calculated~~0.000000% ~~Value~~0.000000% 0.059300% 0.037475% 0.000000% 0.000000% 0.037475% 30 Days 4.882388% 0.000000% 0.000000% 0.000000% 4.882388% 5.278177% 0.000000% 0.000000% 0.000000% 5.278177% 60 Days 3.577782% 0.098834% 0.019767% 0.000000% 3.696383% 3.802882% 0.027635% 0.018841% 0.000000% 3.849357% 90 Days 1.~~823666~~324372% ~~Cumulative~~0.079067% ~~Loss~~1.166238% ~~Trigger~~0.000000% ~~Trigger~~2.569678% ~~Result~~1.102258% ~~Pass~~0.095165% ~~Threshold~~1.733374% ~~Value~~0.000000% 2.930797% 120 Days 0.593003% 0.039534% 0.869737% 0.019767% 1.522040% 0.334184% 0.036810% 1.188113% 0.006103% 1.565210% 150 Days 0.237201% 0.019767% 0.632536% 0.098834% 0.988338% 0.118202% 0.010378% 0.727272% 0.106652% 0.962504% 180+ Days 0.000000% ~~Calculated~~0.000000% ~~Value~~0.000000% 0.000000% ~~Trigger~~0.000000% ~~Event~~0.000000% ~~Trigger~~0.000000% ~~Result~~0.000000% ~~Pass~~0.000000% 0.000000% Totals 10.614746% 0.296501% 2.688278% 0.118601% 13.718126% 10.635703% 0.207462% 3.667600% 0.112755% 14.623520% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~Delinquency~~Current ~~Status~~Period -Class ~~OTS~~A ~~Delinquency~~Insufficient ~~Calculation~~Funds ~~Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No~~0.00 ofPrincipal ~~Loans~~Balance ~~No.~~ of ~~Loans~~Contaminated ~~No.~~Properties ~~of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance~~ 0~~-29 Days 1 0 0 1 55,724~~.~~06 0.~~00 ~~0.00~~Periodic ~~55,724.06~~Advance ~~30 Days 243~~ 1 ~~0 0 244 41~~,~~787~~645,~~157~~468.14 32,436.19 0.00 0.00 41,819,593.33 60 Days 100 0 0 0 100 17,185,249.83 0.00 0.00 0.00 17,185,249.83 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 343 2 0 0 345 58,972,406.97 88,160.25 0.00 0.00 59,060,567.22 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 0.019316% 0.000000% 0.000000% 0.019316% 0.005919% 0.000000% 0.000000% 0.005919% 30 Days 4.693838% 0.019316% 0.000000% 0.000000% 4.713154% 4.438558% 0.003445% 0.000000% 0.000000% 4.442003% 60 Days 1.931621% 0.000000% 0.000000% 0.000000% 1.931621% 1.825387% 0.000000% 0.000000% 0.000000% 1.825387% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 6.625459% 0.038632% 0.000000% 0.000000% 6.664091% 6.263945% 0.009364% 0.000000% 0.000000% 6.273309% Please refer to CTSLink.com for a list of delinquency code descriptions.48

~~Current~~Delinquency ~~Period~~Status ~~Class~~By AGroup ~~Insufficient~~DELINQUENT ~~Funds~~BANKRUPTCY FORECLOSURE REO Total Group I - OTS 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 3 0 0 3 343,222.66 0.00 ~~Principal~~0.00 ~~Balance~~343,222.66 of30 ~~Contaminated~~Days ~~Properties~~107 0 0 0 107 18,367,558.88 0.00 ~~Periodic~~0.00 ~~Advance~~0.00 18,367,558.88 60 Days 68 1 0 0 69 10,931,274.49 55,724.06 0.00 0.00 10,986,998.55 90 Days 26 3 20 0 49 3,410,169.94 485,124.54 3,208,~~102~~766.0246 0.00 7,104,060.94 120 Days 5 2 18 0 25 684,766.40 337,130.33 3,513,117.79 0.00 4,535,014.52 150 Days 0 1 10 2 13 0.00 95,049.14 1,404,926.95 240,000.00 1,739,976.09 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 206 10 48 2 266 33,393,769.71 1,316,250.73 8,126,811.20 240,000.00 43,076,831.64 0-29 Days 0.129199% 0.000000% 0.000000% 0.129199% 0.087175% 0.000000% 0.000000% 0.087175% 30 Days 4.608096% 0.000000% 0.000000% 0.000000% 4.608096% 4.665187% 0.000000% 0.000000% 0.000000% 4.665187% 60 Days 2.928510% 0.043066% 0.000000% 0.000000% 2.971576% 2.776441% 0.014153% 0.000000% 0.000000% 2.790594% 90 Days 1.119724% 0.129199% 0.861326% 0.000000% 2.110250% 0.866151% 0.123217% 0.814996% 0.000000% 1.804364% 120 Days 0.215332% 0.086133% 0.775194% 0.000000% 1.076658% 0.173924% 0.085628% 0.892299% 0.000000% 1.151851% 150 Days 0.000000% 0.043066% 0.430663% 0.086133% 0.559862% 0.000000% 0.024142% 0.356838% 0.060958% 0.441938% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 8.871662% 0.430663% 2.067183% 0.086133% 11.455642% 8.481702% 0.334315% 2.064133% 0.060958% 10.941109% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - OTS 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 140 0 0 0 140 29,973,706.49 0.00 0.00 0.00 29,973,706.49 60 Days 113 4 1 0 118 23,898,197.53 197,373.06 172,557.47 0.00 24,268,128.06 90 Days 41 1 39 0 81 6,685,088.48 386,459.66 12,666,694.21 0.00 19,738,242.35 120 Days 25 0 26 1 52 2,375,925.79 0.00 7,368,461.63 55,893.10 9,800,280.52 150 Days 12 0 22 3 37 1,082,573.63 0.00 5,255,942.89 736,798.20 7,075,314.72 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 331 5 88 4 428 64,015,491.92 583,832.72 25,463,656.20 792,691.30 90,855,672.14 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 5.115090% 0.000000% 0.000000% 0.000000% 5.115090% 5.740384% 0.000000% 0.000000% 0.000000% 5.740384% 60 Days 4.128608% 0.146145% 0.036536% 0.000000% 4.311290% 4.576839% 0.037800% 0.033047% 0.000000% 4.647686% 90 Days 1.497991% 0.036536% 1.424918% 0.000000% 2.959445% 1.280288% 0.074012% 2.425849% 0.000000% 3.780150% 120 Days 0.913409% 0.000000% 0.949945% 0.036536% 1.899890% 0.455023% 0.000000% 1.411163% 0.010704% 1.876891% 150 Days 0.438436% 0.000000% 0.803800% 0.109609% 1.351845% 0.207328% 0.000000% 1.006587% 0.141107% 1.355022% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.093533% 0.182682% 3.215199% 0.146145% 15.637559% 12.259862% 0.111812% 4.876646% 0.151811% 17.400132% Please refer to CTSLink.com for a list of delinquency code descriptions.

REO Detail - All Mortgage Loans in REO during Current Period

~~Delinquency~~Summary ~~Status~~12 ByMonth ~~Group~~REO ~~DELINQUENT~~History* ~~BANKRUPTCY~~New ~~FORECLOSURE~~ REO ~~Total Group 1- Sub Grp 1 - OTS No. of~~ Loans ~~No.~~Month ofREO ~~Loans~~Percentage ~~No. of~~ Loans ~~No.~~in ofREO ~~Loans~~5 ~~No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0~~Jun-2906 ~~Days~~ 0 ~~0 0 0 0~~.00000% ~~0.00~~Original ~~0.00~~Principal ~~0.00~~Balance ~~30 Days 15 0 0 0 15 1~~951,~~581,531~~250.~~10 0.~~00 ~~0.00~~Jul-06 0.00000% ~~1,581,531.10~~Current 60Actual ~~Days~~Balance ~~4 0 0 0 4 380~~949,~~007~~612.1547 0.00 0.00 0.00 380,007.15 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 19 0 0 0 19 1,961,538.25 0.00 0.00 0.00 1,961,538.25 0Aug-2906 ~~Days~~ 0.~~000000~~000% ~~0.000000%~~Sep-06 0.~~000000~~000% ~~0.000000%~~Current 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.355705% 0.000000% 0.000000% 0.000000% 3.355705% 3.058412% 0.000000% 0.000000% 0.000000% 3.058412% 60 Days 0.894855% 0.000000% 0.000000% 0.000000% 0.894855% 0.734869% 0.000000% 0.000000% 0.000000% 0.734869% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 4.250559% 0.000000% 0.000000% 0.000000% 4.250559% 3.793281% 0.000000% 0.000000% 0.000000% 3.793281% DELINQUENT BANKRUPTCY FORECLOSURE REO Total ~~Group 1~~Oct-06 ~~Sub Grp 2 - OTS No~~0.000% of Loans ~~No.~~in ofREO ~~Loans~~6 ~~No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0~~Nov-~~29 Days 1 0 0 1 55,724.~~06 0.00000% ~~0.00~~Original ~~55,724.06~~Principal 30Balance ~~Days 85 0 0 0 85 12~~1,~~703~~034,~~467~~450.~~97 0.~~00 ~~0.00~~Dec-06 0.00000% ~~12,703,467.97~~Current 60Actual ~~Days~~Balance 35 0 0 0 35 5,866,100.29 0.00 0.00 0.00 5,866,100.29 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 120 1 ~~0 0 121 18~~,~~569~~032,~~568~~691.2630 ~~55,724.06 0.00 0.00 18,625,292.32 0~~Jan-2907 ~~Days~~ 0.~~051840~~000% ~~0.000000%~~Feb-07 0.~~000000~~000% ~~0.051840%~~Mar-07 0.~~015819~~000% ~~0.000000%~~Apr-07 0.~~000000~~009% ~~0.015819%~~May-07 ~~30 Days 4.406428%~~ 0.~~000000~~113% ~~0.000000%~~*The ~~0.000000%~~text ~~4.406428%~~reported ~~3.606164%~~in ~~0.000000%~~the ~~0.000000%~~above ~~0.000000%~~table ~~3.606164%~~is 60presented ~~Days~~graphically ~~1.814412%~~on ~~0.000000%~~the ~~0.000000%~~monthly ~~0.000000%~~bond ~~1.814412%~~remittance 1report.~~665224%~~ ~~0.000000%~~The ~~0.000000%~~monthly ~~0.000000%~~bond ~~1.665224%~~remittance 90report ~~Days~~can ~~0.000000%~~be ~~0.000000%~~viewed ~~0.000000%~~online ~~0.000000%~~at 0www.~~000000% 0~~ctslink.~~000000% 0~~com.~~000000%~~ ~~0.000000%~~Group ~~0.000000%~~I ~~0.000000%~~12 ~~120~~Month ~~Days~~REO ~~0.000000%~~History* ~~0.000000%~~New 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 6.220840% 0.051840% 0.000000% 0.000000% 6.272680% 5.271388% 0.015819% 0.000000% 0.000000% 5.287206% Please refer to CTSLink.com for a list of delinquency code descriptions DELINQUENT BANKRUPTCY FORECLOSURE REO ~~Total Group 2- Sub Grp 1 - OTS No. of~~ Loans ~~No.~~Month ofREO ~~Loans~~Percentage ~~No. of~~ Loans ~~No.~~in ofREO ~~Loans~~2 ~~No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0~~Jun-2906 ~~Days~~ 0 ~~0 0 0 0~~.00000% ~~0.00~~Original ~~0.00~~Principal ~~0.00~~Balance ~~30 Days 50 1 0 0 51 3~~240,~~626,340~~000.~~40 32,436.19 0.~~00 ~~0.00~~Jul-06 ~~3,658,776.59 60 Days 20~~ 0 ~~0 0 20 1,264,114~~.25000% ~~0.00~~Current ~~0.00~~Actual ~~0.00~~Balance 1240,~~264,114~~000.~~25 90 Days 0 0 0 0 0 0.~~00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 70 1 0 0 71 4,890,454.65 32,436.19 0.00 0.00 4,922,890.84 0Aug-2906 ~~Days~~ 0.~~000000~~000% ~~0.000000%~~Sep-06 0.~~000000~~000% ~~0.000000%~~Current ~~0.000000%~~REO ~~0.000000%~~Total ~~0.000000%~~Oct-06 0.~~000000~~000% 30Loans ~~Days~~in ~~4.761905%~~REO ~~0.095238%~~2 ~~0.000000%~~Nov-06 0.~~000000~~000% ~~4.857143%~~Original ~~4.673315%~~Principal ~~0.041801%~~Balance 0240,000.~~000000%~~00 ~~0.000000%~~Dec-06 ~~4.715116% 60 Days 1.904762%~~ 0.~~000000~~000% ~~0.000000%~~Current ~~0.000000%~~Actual ~~1.904762%~~Balance 1240,000.~~629081%~~00 ~~0.000000%~~Jan-07 0.~~000000~~000% ~~0.000000%~~Feb-07 ~~1.629081% 90 Days~~ 0.~~000000~~000% ~~0.000000%~~Mar-07 0.~~000000~~000% ~~0.000000%~~Apr-07 0.~~000000~~000% ~~0.000000%~~May-07 0.~~000000~~061% ~~0.000000%~~*The ~~0.000000%~~text ~~0.000000%~~reported ~~120~~in ~~Days~~the ~~0.000000%~~above ~~0.000000%~~table ~~0.000000%~~is ~~0.000000%~~presented ~~0.000000%~~graphically ~~0.000000%~~on ~~0.000000%~~the ~~0.000000%~~monthly ~~0.000000%~~bond ~~0.000000%~~remittance ~~150 Days 0~~report.~~000000%~~ ~~0.000000%~~The ~~0.000000%~~monthly ~~0.000000%~~bond ~~0.000000%~~remittance ~~0.000000%~~report ~~0.000000%~~can ~~0.000000%~~be ~~0.000000%~~viewed ~~0.000000%~~online ~~180+~~at ~~Days 0~~www.~~000000% 0~~ctslink.~~000000% 0~~com.~~000000%~~ ~~0.000000%~~Group ~~0.000000%~~II ~~0.000000%~~12 ~~0.000000%~~Month ~~0.000000%~~REO ~~0.000000%~~History* ~~0.000000%~~New ~~Totals 6.666667% 0.095238% 0.000000% 0.000000% 6.761905% 6.302396% 0.041801% 0.000000% 0.000000% 6.344197% DELINQUENT BANKRUPTCY FORECLOSURE~~ REO ~~Total Group 2- Sub Grp 2 - OTS No. of~~ Loans ~~No.~~Month ofREO ~~Loans~~Percentage ~~No. of~~ Loans ~~No.~~in ofREO ~~Loans~~3 ~~No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0~~Jun-2906 ~~Days~~ 0 ~~0 0 0 0~~.00000% ~~0.00~~Original ~~0.00~~Principal ~~0.00~~Balance ~~30 Days 93 0 0 0 93 23~~711,~~875,817~~250.~~67 0.~~00 ~~0.00~~Jul-06 0.00000% ~~23,875,817.67~~Current 60Actual ~~Days~~Balance ~~41 0 0 0 41 9~~709,~~675,028~~612.1447 0.00 0.00 0.00 9,675,028.14 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 134 0 0 0 134 33,550,845.81 0.00 0.00 0.00 33,550,845.81 0Aug-2906 ~~Days~~ 0.~~000000~~000% ~~0.000000%~~Sep-06 0.~~000000~~000% ~~0.000000%~~Current ~~0.000000%~~REO ~~0.000000%~~Total ~~0.000000%~~Oct-06 0.~~000000~~000% 30Loans ~~Days~~in ~~5.311251%~~REO ~~0.000000%~~4 ~~0.000000%~~Nov-06 0.~~000000~~000% ~~5.311251%~~Original ~~5.191756%~~Principal ~~0.000000%~~Balance 0794,450.~~000000%~~00 ~~0.000000%~~Dec-06 ~~5.191756% 60 Days 2.341519%~~ 0.~~000000~~000% ~~0.000000%~~Current ~~0.000000%~~Actual ~~2.341519%~~Balance 2792,691.~~103819%~~30 ~~0.000000%~~Jan-07 0.~~000000~~000% ~~0.000000%~~Feb-07 ~~2.103819% 90 Days~~ 0.~~000000~~000% ~~0.000000%~~Mar-07 0.~~000000~~000% ~~0.000000%~~Apr-07 0.~~000000~~016% ~~0.000000%~~May-07 0.~~000000~~152% ~~0.000000%~~*The ~~0.000000%~~text ~~0.000000%~~reported ~~120~~in ~~Days~~the ~~0.000000%~~above ~~0.000000%~~table ~~0.000000%~~is ~~0.000000%~~presented ~~0.000000%~~graphically ~~0.000000%~~on ~~0.000000%~~the ~~0.000000%~~monthly ~~0.000000%~~bond ~~0.000000%~~remittance ~~150 Days 0~~report.~~000000%~~ ~~0.000000%~~The ~~0.000000%~~monthly ~~0.000000%~~bond ~~0.000000%~~remittance ~~0.000000%~~report ~~0.000000%~~can ~~0.000000%~~be ~~0.000000%~~viewed ~~0.000000%~~online ~~180+~~at ~~Days 0~~www.~~000000% 0~~ctslink.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 7.652770% 0.000000% 0.000000% 0.000000% 7.652770% 7.295575% 0.000000% 0.000000% 0.000000% 7.295575% Please refer to CTSLink.com ~~for a list of delinquency code descriptions~~.

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~Summary~~Month -Loan NoFirst ~~REO~~Original ~~Information~~Loan toEntered ~~report~~Payment ~~this~~LTV ~~period.~~at Principal Group 1-Number ~~Sub~~REO ~~Grp~~Date 1State -Origination NoBalance ~~REO~~Group ~~Information~~I to0113328388 ~~report~~May-2007 ~~this~~01-Nov-2006 ~~period~~MO 80.00 144,000.00 Group 1-I ~~Sub~~0113553532 ~~Grp~~May-2007 2 01-Nov-2006 NoMI ~~REO~~80.00 ~~Information~~96,000.00 toGroup ~~report~~II ~~this~~0112583752 ~~period.~~Apr-2007 ~~Group 2~~01-Aug-2006 ~~Sub~~MI ~~Grp~~80.00 183,200.00 -Group NoII ~~REO~~0112590695 ~~Information~~May-2007 to01-Jul-2006 ~~report~~MO ~~this~~80.00 ~~period~~600,000.00 Group 2II 0112907246 May-2007 ~~Sub~~01-Aug-2006 ~~Grp~~MI 280.00 -56,000.00 NoGroup ~~REO~~II ~~Information~~0113553755 toMay-2007 ~~report~~01-Nov-2006 ~~this~~MI ~~period~~85.00 55,250.00

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number ~~REO~~Balance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest NoGroup ~~REO~~I ~~Loans~~0113328388 ~~this~~144,000.00 ~~Period~~01-Oct-2006 5 9.050% 4,100.06 Group I 0113553532 96,000.00 01-Oct-2006 5 8.300% 2,488.82 Group II 0112583752 83,078.83 01-Oct-2006 5 9.600% 2,514.37 Group II 0112590695 598,469.37 01-Oct-2006 5 8.300% 15,514.06 Group II 0112907246 55,893.10 01-Nov-2006 4 9.700% 1,711.10 Group II 0113553755 55,250.00 01-Oct-2006 5 11.100% 1,949.04

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~REO~~Summary ~~Loan~~12 ~~Detail~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 72 Jun-06 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 18,132,728.00 Jul-06 0.000% Current Actual Balance 18,115,565.19 Aug-06 0.000% Sep-06 0.000% Current Foreclosure Total Oct-06 0.000% Loans in ~~REO~~Foreclosure ~~during~~136 Nov-06 0.000% Original Principal Balance 33,614,977.00 Dec-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 33,590,467.40 Jan-07 0.000% Feb-07 0.000% Mar-07 0.789% Apr-07 2.150% May-07 3.668% *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. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 23 Jun-06 0.000% Original Principal Balance 3,741,250.00 Jul-06 0.000% Current ~~Paid~~Actual Balance 3,736,297.99 Aug-06 0.000% Sep-06 0.000% Current ~~Approximate~~Foreclosure ~~Loan~~Total Oct-06 0.000% Loans in Foreclosure 47 Nov-06 0.000% Original Principal Balance 7,891,855.00 Dec-06 0.000% Current Actual ToBalance ~~Months~~7,884,444.65 ~~Loan~~Jan-07 ~~Delinquent~~0.000% Feb-07 0.000% Mar-07 0.534% Apr-07 1.436% May-07 2.064% *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. Group ~~Number~~II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 43 Jun-06 0.000% Original Principal Balance ~~Date~~13,687,529.00 ~~Delinquent~~Jul-06 ~~Rate~~0.000% ~~Interest~~Current NoActual ~~REO~~Balance 13,676,132.17 Aug-06 0.000% Sep-06 0.000% Current Foreclosure Total Oct-06 0.000% Loans ~~this~~in ~~Period~~Foreclosure 80 Nov-06 0.000% Original Principal Balance 24,350,623.00 Dec-06 0.000% Current Actual Balance 24,335,282.08 Jan-07 0.000% Feb-07 0.000% Mar-07 0.980% Apr-07 2.692% May-07 4.877% *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 ~~Summary~~Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I 0112583717 Apr-2007 No01-Jul-2006 ~~Foreclosure~~MI ~~Information~~80.00 to132,000.00 ~~report~~Group ~~this~~I ~~period~~0112583718 Apr-2007 01-Jun-2006 IN 80.00 81,200.00 Group 1I 0112583739 May-2007 ~~Sub~~01-Jul-2006 ~~Grp~~MI 180.00 85,600.00 Group I 0112590504 May-2007 No01-Jun-2006 ~~Foreclosure~~MO ~~Information~~90.00 to67,500.00 ~~report~~Group ~~this~~I ~~period~~0112590616 May-2007 01-Jul-2006 KY 80.00 106,800.00 Group 1I 0112639743 Apr-2007 ~~Sub~~01-Jul-2006 ~~Grp~~LA 2100.00 79,900.00 Group I 0112663460 May-2007 No01-Aug-2006 ~~Foreclosure~~FL ~~Information~~90.00 to202,500.00 ~~report~~Group ~~this~~I ~~period~~0112690556 May-2007 01-Aug-2006 NY 95.00 108,300.00 Group 2I 0112701469 May-2007 ~~Sub~~01-Sep-2006 ~~Grp~~CA 180.00 328,800.00 Group I 0112771950 May-2007 No01-Sep-2006 ~~Foreclosure~~FL ~~Information~~90.00 to198,000.00 ~~report~~Group ~~this~~I ~~period~~0112816115 May-2007 01-Sep-2006 CA 90.00 247,500.00 Group 2I 0112816116 Mar-2007 ~~Sub~~01-Sep-2006 ~~Grp~~CO 280.00 168,800.00 Group I 0112907256 May-2007 No01-Aug-2006 ~~Foreclosure~~MI ~~Information~~80.00 to72,800.00 ~~report~~Group ~~this~~I ~~period~~0112915029 Mar-2007 01-Sep-2006 WA 90.00 175,500.00 Group I 0112915161 Mar-2007 01-Aug-2006 IL 95.00 180,500.00 Group I 0112915529 Apr-2007 01-Aug-2006 TN 85.00 209,950.00 Group I 0112915577 Apr-2007 01-Sep-2006 FL 90.00 222,300.00 Group I 0112915695 May-2007 01-Sep-2006 IL 80.00 164,000.00 Group I 0113045182 Apr-2007 01-Oct-2006 KS 80.00 124,800.00 Group I 0113180181 Apr-2007 01-Oct-2006 FL 90.00 242,550.00 Group I 0113193920 May-2007 01-Oct-2006 CA 85.00 221,000.00 Group I 0113224548 Apr-2007 01-Oct-2006 MO 80.00 59,200.00 Group I 0113258794 May-2007 01-Oct-2006 IN 85.00 90,100.00 Group I 0113258854 Mar-2007 01-Oct-2006 WI 100.00 85,000.00 Group I 0113258933 May-2007 01-Oct-2006 MO 100.00 78,000.00 Group I 0113416995 Apr-2007 01-Nov-2006 IL 90.00 82,800.00 Group I 0113417075 Apr-2007 01-Nov-2006 CO 95.00 108,110.00 Group I 0113433119 Apr-2007 01-Nov-2006 AZ 90.00 256,500.00 Group I 0113433139 Mar-2007 01-Nov-2006 NV 70.00 175,000.00 Group I 0113495386 Apr-2007 01-Nov-2006 CO 80.00 168,000.00 Group I 0113538861 Apr-2007 01-Nov-2006 CA 76.56 356,000.00 Group I 0113553412 Apr-2007 01-Nov-2006 MS 90.00 97,200.00 Group I 0113553441 Apr-2007 01-Nov-2006 GA 95.00 227,525.00 Group I 0113553446 May-2007 01-Nov-2006 SC 75.00 132,750.00 Group I 0113553481 Apr-2007 01-Nov-2006 CO 85.00 382,500.00 Group I 0113553488 Apr-2007 01-Nov-2006 GA 100.00 187,000.00 Group I 0113553539 Apr-2007 01-Nov-2006 FL 90.00 274,500.00 Group I 0113553547 Apr-2007 01-Sep-2006 OH 80.00 132,000.00 Group I 0113553709 May-2007 01-Sep-2006 OH 80.00 73,600.00 Group I 0113553749 May-2007 01-Oct-2006 MO 80.00 101,600.00 Group I 0113553779 May-2007 01-Oct-2006 MD 70.00 235,900.00 Group I 0113598864 May-2007 01-Nov-2006 AZ 90.00 202,500.00 Group I 0113603348 May-2007 01-Dec-2006 CO 80.00 176,000.00 Group I 0113622004 May-2007 01-Nov-2006 CA 80.00 272,000.00 Group I 0113672377 Apr-2007 01-Dec-2006 MN 80.00 184,320.00 Group I 0113940546 May-2007 01-Jan-2007 NV 69.23 180,000.00 Group I 0114011344 May-2007 01-Jan-2007 GA 90.00 229,500.00 Group I 0114034182 May-2007 01-Jan-2007 CA 69.38 166,500.00 Group II 0112583740 May-2007 01-Jul-2006 OH 80.00 69,600.00 Group II 0112583775 May-2007 01-Aug-2006 OH 80.00 64,000.00 Group II 0112590558 May-2007 01-Jul-2006 NV 80.00 349,079.00 Group II 0112590559 May-2007 01-Jul-2006 NV 100.00 87,269.00 Group II 0112590663 Mar-2007 01-Jul-2006 AZ 80.00 200,404.00 Group II 0112590687 May-2007 01-Jul-2006 FL 80.00 208,000.00 Group II 0112590710 Mar-2007 01-Jul-2006 AZ 80.00 167,920.00 Group II 0112590718 Mar-2007 01-Jul-2006 TX 80.00 244,000.00 Group II 0112590719 May-2007 01-Jul-2006 TX 100.00 61,000.00 Group II 0112590833 Apr-2007 01-May-2006 OH 80.00 57,600.00 Group II 0112651498 May-2007 01-Aug-2006 CA 80.00 369,600.00 Group II 0112661984 May-2007 01-Aug-2006 WA 90.00 295,200.00 Group II 0112663490 Mar-2007 01-Aug-2006 FL 80.00 327,200.00 Group II 0112663510 Apr-2007 01-Aug-2006 FL 80.00 439,200.00 Group II 0112663511 May-2007 01-Aug-2006 FL 90.00 198,000.00 Group II 0112663598 May-2007 01-Aug-2006 AZ 100.00 33,980.00 Group II 0112665908 May-2007 01-Aug-2006 MA 80.00 319,200.00 Group II 0112665924 Apr-2007 01-Aug-2006 RI 80.00 268,000.00 Group II 0112668860 May-2007 01-Aug-2006 CA 90.00 333,900.00 Group II 0112675364 May-2007 01-Jul-2006 NY 80.00 760,000.00 Group II 0112690593 Apr-2007 01-Aug-2006 NY 80.00 544,000.00 Group II 0112701465 Mar-2007 01-Sep-2006 CA 80.00 384,000.00 Group II 0112701471 Mar-2007 01-Sep-2006 FL 80.00 276,800.00 Group II 0112907235 May-2007 01-Sep-2006 OH 80.00 74,400.00 Group II 0112907285 May-2007 01-Sep-2006 IN 80.00 108,000.00 Group II 0112907288 May-2007 01-Aug-2006 MI 80.00 100,000.00 Group II 0112915141 May-2007 01-Sep-2006 AZ 80.00 224,800.00 Group II 0112915490 Mar-2007 01-Aug-2006 KS 85.00 70,550.00 Group II 0112915626 May-2007 01-Sep-2006 CO 100.00 229,000.00 Group II 0112915627 May-2007 01-Sep-2006 TX 80.00 76,000.00 Group II 0112915650 Apr-2007 01-Sep-2006 NM 80.00 108,800.00 Group II 0112915661 Mar-2007 01-Aug-2006 NM 100.00 219,000.00 Group II 0113156434 Apr-2007 01-Oct-2006 NY 80.00 480,000.00 Group II 0113231169 Apr-2007 01-Oct-2006 NV 80.00 165,600.00 Group II 0113258676 May-2007 01-Oct-2006 TX 100.00 339,900.00 Group II 0113258719 May-2007 01-Sep-2006 TX 80.00 181,600.00 Group II 0113258743 Mar-2007 01-Sep-2006 AZ 84.34 490,000.00 Group II 0113258766 May-2007 01-Sep-2006 IN 80.00 72,000.00 Group II 0113258887 May-2007 01-Oct-2006 GA 83.78 155,000.00 Group II 0113258968 Apr-2007 01-Oct-2006 TX 80.00 158,000.00 Group II 0113258998 Apr-2007 01-Oct-2006 NV 80.00 227,200.00 Group II 0113259015 Apr-2007 01-Oct-2006 FL 80.00 224,000.00 Group II 0113259096 May-2007 01-Oct-2006 FL 80.00 310,000.00 Group II 0113259126 May-2007 01-Oct-2006 LA 100.00 590,000.00 Group II 0113300035 Mar-2007 01-Oct-2006 CA 80.00 364,000.00 Group II 0113300038 May-2007 01-Oct-2006 CA 80.00 248,000.00 Group II 0113348814 May-2007 01-Nov-2006 CA 80.00 336,000.00 Group II 0113356753 May-2007 01-Nov-2006 CA 80.00 620,000.00 Group II 0113356759 May-2007 01-Nov-2006 CA 80.00 180,000.00 Group II 0113372294 May-2007 01-Oct-2006 NJ 90.00 323,100.00 Group II 0113417692 Mar-2007 01-Nov-2006 CA 80.00 655,200.00 Group II 0113474726 Mar-2007 01-Nov-2006 AZ 80.00 208,000.00 Group II 0113495378 May-2007 01-Nov-2006 CA 86.80 421,000.00 Group II 0113538855 Apr-2007 01-Nov-2006 CA 77.60 499,000.00 Group II 0113538859 Apr-2007 01-Nov-2006 AR 80.00 172,800.00 Group II 0113538930 May-2007 01-Oct-2006 FL 80.00 312,000.00 Group II 0113553546 Apr-2007 01-Nov-2006 AZ 80.00 213,600.00 Group II 0113553621 Apr-2007 01-Nov-2006 TX 100.00 275,000.00 Group II 0113553657 May-2007 01-Nov-2006 TX 95.00 92,150.00 Group II 0113553699 Apr-2007 01-Nov-2006 TX 100.00 107,000.00 Group II 0113553723 Apr-2007 01-Nov-2006 TN 80.00 218,800.00 Group II 0113553744 Apr-2007 01-Nov-2006 CO 85.00 137,700.00 Group II 0113553757 Apr-2007 01-Nov-2006 TX 80.00 341,600.00 Group II 0113573872 Apr-2007 01-Nov-2006 CO 80.00 156,000.00 Group II 0113574039 May-2007 01-Nov-2006 CA 80.00 312,000.00 Group II 0113598859 May-2007 01-Dec-2006 CA 80.00 268,000.00 Group II 0113598863 May-2007 01-Dec-2006 NV 80.00 404,000.00 Group II 0113601712 May-2007 01-Dec-2006 OR 80.00 336,000.00 Group II 0113603343 May-2007 01-Dec-2006 CA 80.00 560,000.00 Group II 0113622017 Apr-2007 01-Dec-2006 CA 80.00 368,000.00 Group II 0113653354 Apr-2007 01-Dec-2006 CA 80.00 600,000.00 Group II 0113666066 May-2007 01-Dec-2006 CA 80.00 272,000.00 Group II 0113666071 Apr-2007 01-Dec-2006 FL 80.00 344,000.00 Group II 0113681074 Apr-2007 01-Dec-2006 NV 80.00 152,000.00 Group II 0113718441 Apr-2007 01-Dec-2006 NC 80.00 103,920.00 Group II 0113718472 May-2007 01-Dec-2006 NJ 90.00 130,500.00 Group II 0113756732 May-2007 01-Dec-2006 CA 80.00 299,200.00 Group II 0113756740 Apr-2007 01-Dec-2006 AZ 80.00 260,000.00 Group II 0113763994 Apr-2007 01-Dec-2006 IN 90.00 369,000.00 Group II 0113772247 Apr-2007 01-Dec-2006 CA 80.00 491,200.00 Group II 0113836916 May-2007 01-Sep-2006 CA 80.00 508,000.00 Group II 0113854058 May-2007 01-Dec-2006 CA 80.00 292,000.00 Group II 0113882691 May-2007 01-Jan-2007 FL 80.00 312,000.00 Group II 0113907898 May-2007 01-Jan-2007 CA 80.00 488,000.00 Group II 0113996061 May-2007 01-Dec-2006 CA 80.00 388,000.00 Group II 0114034163 May-2007 01-Jan-2007 CA 80.00 560,000.00 Group II 0114034175 May-2007 01-Jan-2007 CA 80.00 620,000.00 Group II 0114034190 May-2007 01-Jan-2007 CA 80.00 500,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest NoGroup ~~Foreclosure~~I ~~Loans~~0112583717 ~~this~~131,780.46 ~~Period~~01-Oct-2006 5 10.350% 4,318.56 Group I 0112583718 80,904.58 01-Oct-2006 5 9.850% 2,515.90 Group I 0112583739 85,418.58 01-Dec-2006 3 11.150% 3,029.66 Group I 0112590504 67,305.15 01-Dec-2006 3 10.450% 2,229.87 Group I 0112590616 106,800.00 01-Dec-2006 3 7.550% 2,509.80 Group I 0112639743 79,783.10 01-Nov-2006 4 11.990% 3,052.43 Group I 0112663460 201,932.76 01-Dec-2006 3 8.950% 5,679.56 Group I 0112690556 108,075.06 01-Dec-2006 3 10.375% 3,553.65 Group I 0112701469 328,800.00 01-Dec-2006 3 7.990% 8,209.04 Group I 0112771950 197,885.98 01-Dec-2006 3 10.350% 6,494.85 Group I 0112816115 247,090.53 01-Nov-2006 4 8.990% 6,978.79 Group I 0112816116 168,707.09 01-Oct-2006 5 8.150% 4,296.56 Group I 0112907256 72,667.82 01-Dec-2006 3 11.000% 2,540.97 Group I 0112915029 175,500.00 01-Oct-2006 5 8.900% 4,914.00 Group I 0112915161 180,255.46 01-Oct-2006 5 10.350% 5,906.94 Group I 0112915529 209,608.22 01-Nov-2006 4 10.450% 6,941.75 Group I 0112915577 221,996.15 01-Nov-2006 4 9.900% 6,944.46 Group I 0112915695 162,323.12 01-Dec-2006 3 8.400% 4,267.01 Group I 0113045182 124,757.89 01-Nov-2006 4 9.800% 3,865.15 Group I 0113180181 242,366.55 01-Nov-2006 4 10.750% 8,269.59 Group I 0113193920 220,826.00 01-Dec-2006 3 8.325% 5,756.01 Group I 0113224548 59,167.43 01-Nov-2006 4 12.200% 2,305.24 Group I 0113258794 89,965.99 01-Dec-2006 3 9.500% 2,695.54 Group I 0113258854 84,969.36 01-Oct-2006 5 10.950% 2,954.84 Group I 0113258933 77,941.00 01-Nov-2006 4 10.750% 2,659.37 Group I 0113416995 82,754.30 01-Nov-2006 4 8.950% 2,326.34 Group I 0113417075 108,110.00 01-Oct-2006 5 10.200% 3,493.18 Group I 0113433119 256,359.60 01-Nov-2006 4 8.990% 7,240.80 Group I 0113433139 175,000.00 01-Oct-2006 5 11.100% 6,180.15 Group I 0113495386 168,000.00 01-Nov-2006 4 7.250% 3,780.00 Group I 0113538861 356,000.00 01-Nov-2006 4 9.800% 11,036.00 Group I 0113553412 97,200.00 01-Oct-2006 5 10.450% 3,217.87 Group I 0113553441 227,504.07 01-Nov-2006 4 11.750% 8,528.58 Group I 0113553446 132,596.70 01-Dec-2006 3 8.750% 3,641.05 Group I 0113553481 382,339.60 01-Nov-2006 4 10.250% 12,407.41 Group I 0113553488 186,963.84 01-Nov-2006 4 9.400% 5,542.84 Group I 0113553539 274,379.86 01-Nov-2006 4 10.050% 8,720.76 Group I 0113553547 131,785.65 01-Nov-2006 4 9.080% 3,761.73 Group I 0113553709 73,430.52 01-Dec-2006 3 8.800% 2,028.57 Group I 0113553749 101,435.70 01-Dec-2006 3 9.100% 2,903.81 Group I 0113553779 235,502.36 01-Dec-2006 3 8.900% 6,584.58 Group I 0113598864 202,500.00 01-Oct-2006 5 11.350% 7,320.25 Group I 0113603348 176,000.00 01-Dec-2006 3 7.550% 4,136.00 Group I 0113622004 271,800.72 01-Dec-2006 3 7.150% 6,019.31 Group I 0113672377 184,320.00 01-Nov-2006 4 9.550% 5,550.74 Group I 0113940546 180,000.00 01-Dec-2006 3 10.900% 6,234.25 Group I 0114011344 229,500.00 01-Dec-2006 3 8.875% 6,403.31 Group I 0114034182 166,500.00 01-Dec-2006 3 9.300% 4,881.59 Group II 0112583740 69,411.36 01-Dec-2006 3 10.000% 2,195.45 Group II 0112583775 63,874.69 01-Dec-2006 3 10.650% 2,158.95 Group II 0112590558 348,627.68 01-Nov-2006 4 8.400% 9,171.94 Group II 0112590559 87,198.16 01-Oct-2006 5 13.600% 3,804.64 Group II 0112590663 200,185.08 01-Oct-2006 5 8.200% 5,131.56 Group II 0112590687 207,436.15 01-Oct-2006 5 8.000% 5,169.58 Group II 0112590710 167,751.91 01-Oct-2006 5 8.500% 4,468.19 Group II 0112590718 244,000.00 01-Oct-2006 5 9.250% 7,116.64 Group II 0112590719 60,901.76 01-Oct-2006 5 10.500% 2,026.90 Group II 0112590833 57,345.37 01-Nov-2006 4 8.400% 1,506.62 Group II 0112651498 368,916.91 01-Dec-2006 3 7.490% 8,588.33 Group II 0112661984 294,915.78 01-Dec-2006 3 9.400% 8,744.83 Group II 0112663490 326,916.94 01-Oct-2006 5 8.000% 8,162.04 Group II 0112663510 439,200.00 01-Nov-2006 4 8.900% 12,297.60 Group II 0112663511 197,379.17 01-Dec-2006 3 8.400% 5,189.24 Group II 0112663598 33,954.23 01-Oct-2006 5 12.600% 1,368.16 Group II 0112665908 318,736.72 01-Dec-2006 3 8.000% 7,962.47 Group II 0112665924 267,452.26 01-Nov-2006 4 9.375% 7,897.52 Group II 0112668860 333,489.66 01-Dec-2006 3 8.600% 8,998.57 Group II 0112675364 757,395.86 01-Dec-2006 3 8.875% 21,112.65 Group II 0112690593 543,247.38 01-Nov-2006 4 7.375% 12,433.96 Group II 0112701465 383,830.37 01-Oct-2006 5 8.900% 10,736.29 Group II 0112701471 276,800.00 01-Oct-2006 5 8.150% 7,058.40 Group II 0112907235 74,330.30 01-Oct-2006 5 9.750% 2,286.88 Group II 0112907285 107,778.10 01-Dec-2006 3 9.350% 3,175.26 Group II 0112907288 99,815.03 01-Nov-2006 4 9.850% 3,105.70 Group II 0112915141 224,371.38 01-Nov-2006 4 8.300% 5,820.34 Group II 0112915490 70,448.33 01-Oct-2006 5 9.650% 2,143.86 Group II 0112915626 228,736.86 01-Dec-2006 3 8.300% 5,943.11 Group II 0112915627 75,831.71 01-Dec-2006 3 8.990% 2,142.99 Group II 0112915650 108,674.65 01-Nov-2006 4 8.300% 2,822.83 Group II 0112915661 219,000.00 01-Oct-2006 5 10.890% 7,584.72 Group II 0113156434 479,676.96 01-Nov-2006 4 7.450% 11,099.18 Group II 0113231169 165,517.71 01-Nov-2006 4 8.500% 4,409.89 Group II 0113258676 339,367.29 01-Dec-2006 3 9.250% 9,884.96 Group II 0113258719 181,412.85 01-Dec-2006 3 8.400% 4,774.04 Group II 0113258743 489,489.99 01-Oct-2006 5 9.250% 14,242.44 Group II 0113258766 71,844.16 01-Dec-2006 3 9.100% 2,056.66 Group II 0113258887 154,938.30 01-Nov-2006 4 9.250% 4,515.80 Group II 0113258968 157,786.83 01-Nov-2006 4 7.990% 3,929.92 Group II 0113258998 227,200.00 01-Nov-2006 4 9.400% 6,740.24 Group II 0113259015 223,769.29 01-Nov-2006 4 9.300% 6,551.79 Group II 0113259096 309,384.40 01-Dec-2006 3 8.100% 7,824.47 Group II 0113259126 589,103.88 01-Dec-2006 3 9.400% 17,454.07 Group II 0113300035 364,000.00 01-Oct-2006 5 8.300% 9,464.00 Group II 0113300038 248,000.00 01-Dec-2006 3 7.390% 5,695.76 Group II 0113348814 336,000.00 01-Dec-2006 3 7.350% 7,672.00 Group II 0113356753 620,000.00 01-Dec-2006 3 6.600% 12,606.68 Group II 0113356759 179,926.52 01-Dec-2006 3 9.250% 5,245.19 Group II 0113372294 322,639.26 01-Dec-2006 3 9.700% 9,882.21 Group II 0113417692 655,200.00 01-Oct-2006 5 8.240% 16,904.16 Group II 0113474726 208,000.00 01-Oct-2006 5 7.990% 5,186.28 Group II 0113495378 421,000.00 01-Nov-2006 4 9.500% 12,630.00 Group II 0113538855 498,770.87 01-Nov-2006 4 9.825% 15,478.04 Group II 0113538859 172,557.47 01-Jan-2007 2 9.775% 5,331.07 Group II 0113538930 312,000.00 01-Dec-2006 3 10.125% 10,010.00 Group II 0113553546 213,399.67 01-Oct-2006 5 7.380% 4,876.89 Group II 0113553621 275,000.00 01-Oct-2006 5 9.300% 8,047.77 Group II 0113553657 92,082.53 01-Dec-2006 3 10.900% 3,189.22 Group II 0113553699 106,947.92 01-Nov-2006 4 9.550% 3,220.65 Group II 0113553723 218,800.00 01-Oct-2006 5 8.930% 6,132.74 Group II 0113553744 137,700.00 01-Oct-2006 5 11.350% 4,972.61 Group II 0113553757 341,600.00 01-Oct-2006 5 8.450% 9,027.14 Group II 0113573872 156,000.00 01-Nov-2006 4 7.450% 3,614.00 Group II 0113574039 311,806.44 01-Dec-2006 3 7.735% 7,513.80 Group II 0113598859 268,000.00 01-Dec-2006 3 7.900% 6,610.64 Group II 0113598863 403,875.26 01-Dec-2006 3 7.740% 9,739.23 Group II 0113601712 335,911.79 01-Dec-2006 3 8.300% 8,727.90 Group II 0113603343 560,000.00 01-Dec-2006 3 7.900% 13,813.36 Group II 0113622017 368,000.00 01-Nov-2006 4 7.990% 9,187.76 Group II 0113653354 600,000.00 01-Nov-2006 4 7.950% 14,900.00 Group II 0113666066 272,000.00 01-Dec-2006 3 7.300% 6,165.36 Group II 0113666071 344,000.00 01-Nov-2006 4 8.325% 8,952.74 Group II 0113681074 152,000.00 01-Nov-2006 4 8.750% 4,176.60 Group II 0113718441 103,920.00 01-Nov-2006 4 7.950% 2,574.50 Group II 0113718472 130,500.00 01-Dec-2006 3 8.600% 3,523.48 Group II 0113756732 299,200.00 01-Dec-2006 3 7.740% 7,220.68 Group II 0113756740 260,000.00 01-Nov-2006 4 7.490% 6,050.91 Group II 0113763994 369,000.00 01-Nov-2006 4 9.350% 10,885.52 Group II 0113772247 491,200.00 01-Nov-2006 4 7.200% 10,970.12 Group II 0113836916 507,346.29 01-Dec-2006 3 7.630% 12,047.99 Group II 0113854058 291,826.72 01-Dec-2006 3 8.600% 7,867.46 Group II 0113882691 312,000.00 01-Dec-2006 3 7.400% 7,169.86 Group II 0113907898 488,000.00 01-Dec-2006 3 8.250% 12,606.68 Group II 0113996061 388,000.00 01-Dec-2006 3 8.920% 10,889.84 Group II 0114034163 560,000.00 01-Dec-2006 3 7.475% 13,020.00 Group II 0114034175 620,000.00 01-Dec-2006 3 7.175% 13,795.00 Group II 0114034190 500,000.00 01-Dec-2006 3 7.225% 11,208.36

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 7 Jun-06 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 864,500.00 Jul-06 0.000% Current Actual Balance 863,054.08 Aug-06 0.000% Sep-06 0.000% Current Bankruptcy Total Oct-06 0.000% Loans in ~~Foreclosure~~Bankruptcy ~~during~~15 Nov-06 0.000% Original Principal Balance 1,902,533.00 Dec-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 1,900,083.45 Jan-07 0.000% Feb-07 0.009% Mar-07 0.037% Apr-07 0.112% May-07 0.207% *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. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Jun-06 0.000% Original Principal Balance 342,900.00 Jul-06 0.000% Current ~~Paid~~Actual Balance 342,355.48 Aug-06 0.000% Sep-06 0.000% Current ~~Approximate~~Bankruptcy ~~Loan~~Total Oct-06 0.000% Loans in Bankruptcy 8 Nov-06 0.000% Original Principal Balance 1,210,020.00 Dec-06 0.000% Current Actual ToBalance ~~Months~~1,208,580.56 ~~Loan~~Jan-07 ~~Delinquent~~0.000% Feb-07 0.000% Mar-07 0.064% Apr-07 0.237% May-07 0.334% *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. Group ~~Number~~II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Jun-06 0.000% Original Principal Balance ~~Date~~464,900.00 ~~Delinquent~~Jul-06 ~~Rate~~0.000% ~~Interest~~Current NoActual ~~Foreclosure~~Balance 464,125.64 Aug-06 0.000% Sep-06 0.000% Current Bankruptcy Total Oct-06 0.000% Loans ~~this~~in ~~Period~~Bankruptcy 2 Nov-06 0.000% Original Principal Balance 464,900.00 Dec-06 0.000% Current Actual Balance 464,125.64 Jan-07 0.000% Feb-07 0.000% Mar-07 0.017% Apr-07 0.017% May-07 0.112% *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.

~~Summary 12 Month~~ Bankruptcy History*Detail ~~New~~- ~~Bankruptcy~~All ~~Loans~~Mortgage ~~Month Bankruptcy Percentage~~ Loans in Bankruptcy 0during ~~Mar-06~~Current ~~0.000%~~Period ~~Original~~Group ~~Principal~~Loan ~~Balance~~Month ~~0.00~~Loan ~~Apr-06~~First ~~0.000%~~State ~~Current~~LTV ~~Actual~~at ~~Balance~~Original ~~0.00~~Number ~~May-06~~Entered ~~0.000%~~Payment ~~Jun-06~~Origination ~~0.000%~~Principal ~~Current~~ Bankruptcy ~~Total~~Date ~~Jul-06~~Balance ~~0.000%~~Group ~~Loans~~I in0112590466 ~~Bankruptcy~~May-2007 ~~2 Aug~~01-06Jul-2006 0FL 85.~~000%~~00 ~~Original Principal Balance 88~~137,~~418~~700.00 ~~Sep-06~~Group ~~0.000%~~I ~~Current~~0112590762 ~~Actual Balance 88,160.25 Oct~~Apr-062007 ~~0.000% Nov~~01-~~06 0.000% Dec~~Jul-062006 ~~0.000%~~MS ~~Jan-07 0~~85.~~000%~~00 ~~Feb-07 0~~95,200.~~009%~~00 *TheGroup ~~text~~I ~~reported~~0112907249 inMay-2007 ~~the~~01-Sep-2006 ~~above~~MI ~~table is presented graphically on the monthly bond remittance report~~80.00 ~~The monthly bond remittance report can be viewed online at www~~55,920.~~ctslink.com.~~00 Group 1-I ~~Sub~~0113074564 ~~Grp~~May-2007 1 01-Aug-2006 NoTX ~~Bankruptcy~~80.00 ~~Information to report this period~~90,400.00 Group 1-I ~~Sub~~0113225200 ~~Grp 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0~~ Mar-062007 ~~0.000%~~01-Sep-2006 ~~Original~~NJ ~~Principal Balance 0~~100.00 ~~Apr-06 0.~~200,000~~% Current Actual Balance 0~~.00 ~~May-06~~Group ~~0.000%~~I ~~Jun-06~~0113756726 ~~0.000% Current Bankruptcy Total Jul~~Apr-062007 ~~0.000% Loans in Bankruptcy 1 Aug~~01-06Dec-2006 0WA 80.~~000%~~00 ~~Original Principal Balance 55~~200,~~920~~000.00 ~~Sep-06~~Group ~~0.000%~~I ~~Current~~0113853297 ~~Actual Balance 55,724.06 Oct~~May-062007 ~~0.000% Nov~~01-~~06 0.000%~~ Dec-062006 ~~0.000%~~MS ~~Jan-07 0~~80.~~000%~~00 ~~Feb-07 0~~114,800.~~016%~~00 *TheGroup ~~text~~I ~~reported~~0113853298 inMay-2007 ~~the~~01-Dec-2006 ~~above~~MS ~~table is presented graphically on the monthly bond remittance report~~100.00 ~~The monthly bond remittance report can be viewed online at www~~28,700.~~ctslink.com.~~00 Group 2-I ~~Sub~~0114024034 ~~Grp~~Apr-2007 ~~1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Mar~~01-06Jan-2007 0CA 80.00 316,000%.00 ~~Original~~Group ~~Principal~~I ~~Balance~~0114024079 ~~0.00~~ Apr-062007 ~~0.000%~~01-Jan-2007 ~~Current~~CA ~~Actual Balance 0~~100.00 ~~May-06 0.~~79,000~~% Jun-06 0~~.~~000%~~00 ~~Current~~Group ~~Bankruptcy~~II ~~Total~~0111942081 ~~Jul~~May-062007 ~~0.000% Loans in Bankruptcy 1 Aug~~01-06Apr-2006 0TX 100.~~000%~~00 ~~Original Principal Balance~~ 32,498.00 ~~Sep-06~~Group ~~0.000%~~II ~~Current~~0112663453 ~~Actual Balance 32,436.19 Oct~~May-062007 ~~0.000% Nov~~01-~~06 0.000% Dec~~Jul-062006 ~~0.000%~~TN ~~Jan-07 0~~100.~~000%~~00 ~~Feb-07 0~~77,900.~~042%~~00 *TheGroup ~~text~~II ~~reported~~0112663602 inMay-2007 ~~the~~01-Jul-2006 ~~above~~TX ~~table~~100.00 is28,000.00 ~~presented~~Group ~~graphically~~II on0112915067 ~~the~~Mar-2007 ~~monthly~~01-Sep-2006 ~~bond~~AL ~~remittance report~~85.00 ~~The monthly bond remittance report can be viewed online at www~~59,415.~~ctslink.com.~~00 Group 2-II ~~Sub~~0113258833 ~~Grp~~May-2007 2 01-Oct-2006 NoFL ~~Bankruptcy~~100.00 ~~Information to report this period~~387,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan ~~Month~~Current ~~Loan~~Paid ~~First~~To ~~State~~Months ~~LTV~~Current atApproximate ~~Original~~ Number ~~Entered~~Actual ~~Payment~~Date ~~Origination~~Delinquent ~~Principal~~Loan ~~Bankruptcy~~Rate ~~Date~~Delinquent Balance Interest Group 1I 0112590466 137,430.94 01-Nov-2006 ~~Sub~~4 ~~Grp~~10.660% 24,647.70 Group I 0112590762 95,049.14 01-Oct-2006 5 10.575% 3,186.13 Group I 0112907249 ~~Feb~~55,724.06 01-Jan-2007 2 7.850% 1,363.77 Group I 0113074564 90,124.54 01-~~Sep~~Dec-2006 MI3 809.00250% 552,~~920~~625.0003 Group I 0113225200 199,699.39 01-Nov-2006 4 9.450% 5,946.95 Group I 0113756726 199,752.49 01-Apr-2007 0 8.550% 2,680.35 Group I 0113853297 114,800.00 01-Mar-2007 ~~Sub~~0 ~~Grp~~8.125% 1,458.92 ~~0111942081~~Group ~~Feb~~I 0113853298 28,670.17 01-Mar-2007 0 12.500% 573.33 Group I 0114024034 316,000.00 01-~~Apr~~Dec-2006 TX3 ~~100~~7.750% 7,636.64 Group I 0114024079 79,000.00 01-Dec-2006 3 12.250% 3,092.05 Group II 0111942081 32,~~498~~419.0088 01-Jan-2007 2 13.000% 1,350.31 Group II 0112663453 77,665.98 01-Jan-2007 2 11.100% 2,742.64 Group II 0112663602 27,902.79 01-Jan-2007 2 10.250% 906.22 Group II 0112915067 59,384.41 01-Jan-2007 2 11.450% 2,167.19 Group II 0113258833 386,459.66 01-Dec-2006 3 9.800% 11,965.94

~~Bankruptcy~~Realized Loss Detail Report - ~~All Mortgage~~ Loans inwith ~~Bankruptcy~~Losses during Current Period ~~(continued)~~Summary ~~Group~~# ~~Loan~~Loans ~~Current~~Prior ~~Paid~~Realized ~~To Months~~ Current ~~Approximate~~with ~~Number~~ Actual ~~Date~~Loss/(Gain) ~~Delinquent~~Loss ~~Loan~~Group ~~Rate~~Losses ~~Delinquent~~ Balance ~~Interest~~Amount Percentage Group I 1- ~~Sub~~380,000.00 ~~Grp 2 0112907249 55~~107,~~724~~296.0657 ~~01-Jan-2007~~ 0 7.~~850~~031% ~~341.31~~ Group 2-II ~~Sub Grp~~ 1 ~~0111942081~~138,857.91 32140,~~436~~273.1900 ~~01-Nov-2006~~0.186% 1Total 132 518,857.~~000%~~91 ~~337~~247,569.7157 0.027%

Realized Loss Loan Detail Report - Loans ~~with~~With Losses during Current Period ~~Summary~~Original #Current ~~Loans~~Loan ~~Prior~~Principal ~~Realized~~Note ~~Current~~LTV ~~with~~at ~~Actual~~Original ~~Loss/(Gain) Loss~~ Group ~~Losses~~Number Balance ~~Amount~~Rate ~~Percentage~~State ~~Group~~Origination 1-Term ~~Sub Grp 1 0 0.00 0.00 0.000%~~ Group 1-I ~~Sub~~0113535570 ~~Grp 2 0 0~~380,000.00 08.~~00 0.000~~500% ~~Group~~CA ~~2- Sub Grp 1 0 0~~88.0017 ~~0.00~~360 ~~0.000%~~ Group 2-II ~~Sub~~0112915817 ~~Grp 2 0 0~~139,000.00 011.~~00 0.000~~250% ~~Total~~MI ~~0 0~~100.00 ~~0.00 0.000%~~180

Realized Loss Loan Detail Report - Loans With Losses during Current Period ~~Original~~(continued) ~~Current~~Prior Cumulative Loan ~~Principal~~Actual ~~Note~~Realized ~~LTV~~Realized ~~at Original~~ Group Number Balance ~~Rate~~Loss/(Gain) ~~State~~Loss/(Gain) ~~Origination~~Group ~~Term~~I No0113535570 ~~Losses~~380,000.00 ~~this~~107,296.57 ~~Period~~107,296.57 Group II 0112915817 138,857.91 140,273.00 140,273.00

Realized Loss ~~Loan~~Report ~~Detail~~- ~~Report~~Collateral Summary MDR SDA Current Month 0.056% Current Month 4.921% 3 Month Average 0.019% 3 Month Average 1.640% 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. Jun-2006 ~~Loans~~N/A ~~With~~N/A ~~Losses~~Jun-2006 ~~during~~N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 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 0.056% N/A May-2007 4.921% 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 Cumulative Loss Severity Current ~~Period~~Month ~~(continued)~~0.671% ~~Prior~~Current Month 47.714% 3 Month Average 0.224% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative ~~Loan~~Loss ~~Actual~~Severity: ~~Realized~~Current ~~Realized~~vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.671% N/A May-2007 47.714% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group ~~Number~~I ~~Balance~~MDR SDA Current Month 0.095% Current Month 8.330% 3 Month Average 0.032% 3 Month Average 2.777% 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. Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 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 0.095% N/A May-2007 8.330% 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 Cumulative Loss Severity Current Month 1.139% Current Month 28.236% 3 Month Average 0.380% 3 Month Average 9.412% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 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 1.139% N/A May-2007 28.236% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.026% Current Month 2.320% 3 Month Average 0.009% 3 Month Average 0.773% 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. Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 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 0.026% N/A May-2007 2.320% 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 Cumulative Loss Severity Current Month 0.316% Current Month 101.019% 3 Month Average 0.105% 3 Month Average 33.673% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 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 0.316% N/A May-2007 101.019% 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 (~~Gain~~MDR): ~~Loss~~sum(Beg Scheduled Balance of Liquidated Loans)/ sum(~~Gain~~Beg Scheduled Balance). NoConditional 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 (Realized Losses) ~~this~~/ ~~Period~~Sum (Ending Actual Balance for loans that have experienced a loss).

~~Realized~~Prepayment ~~Loss~~Detail ~~Report~~ - ~~Collateral~~Prepayments ~~Summary~~during -Current NoPeriod ~~Realized~~Summary ~~Loss~~Loans ~~Information~~Paid toIn ~~report~~Full ~~this~~Repurchased ~~period.~~Loans ~~Group~~Original 1-Current ~~Sub~~Original ~~Grp~~Current 1Principal -Scheduled NoPrincipal ~~Realized~~Scheduled ~~Loss Information to report this period.~~ Group 1-Count ~~Sub~~Balance ~~Grp~~Balance 2Count -Balance NoBalance ~~Realized~~Group ~~Loss~~I ~~Information~~21 to4,400,700.00 ~~report~~4,345,533.62 ~~this~~0 ~~period~~0.00 ~~Group 2- Sub Grp 1 - No Realized Loss Information to report this period~~0.00 Group 2-II ~~Sub~~14 ~~Grp 2 - No Realized Loss Information to report this period~~3,577,550.00 ~~Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance)~~3,570,869.83 ~~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~~97,200.~~02)~~00 ~~else if WAS is greater than 30 and less than or equal to 60 then CDR / 0~~97,196.655 ~~else~~Total if35 ~~WAS is greater than 60 and less than or equal to 120 then CDR / (0~~7,978,250.600 ~~- ((WAS - 60) * 0~~7,916,403.~~0095))~~45 ~~else~~1 ~~if WAS is greater than 120 then CDR / 0~~97,200.0300 ~~Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)~~97,196. ~~Includes losses on loans liquidating in the current period only.~~55

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans ~~Paid~~Liquidated ~~In Full Repurchased~~ Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1-I ~~Sub Grp 1 4 542,750.00 541,292.26~~ 0 0.00 0.00 ~~Group~~ 1- ~~Sub Grp 2 15 2~~380,~~875,600~~000.00 2380,~~869,503~~000.~~81 4 954,100.~~00 ~~951~~12,~~728~~475.0094 Group 2-II ~~Sub Grp 1 6 366,680.00 365,370.88~~ 0 0.00 0.00 ~~Group~~1 ~~2- Sub Grp 2 16 5~~139,000~~,004~~.00 4138,~~995~~662.14 (25,~~090~~729.7609) Total 0 0.00 0.00 ~~Total~~2 ~~41 8~~519,~~785,034~~000.00 8518,~~771,257~~662.7114 ~~4 954~~(13,~~100~~253.~~00 951,728.00~~15)

Prepayment Loan Detail - Prepayments during Current Period ~~(continued)~~First ~~Summary~~Original ~~Substitution~~Loan ~~Loans~~LTV ~~Liquidated~~at ~~Loans~~Payment ~~Curtailments~~Principal ~~Original~~Prepayment ~~Current~~Group ~~Original~~Number ~~Current~~State ~~Principal~~Origination ~~Scheduled~~Date ~~Principal~~Balance ~~Scheduled~~Amount ~~Curtailment~~Group I 0112590837 MS 95.00 01-Jul-2006 187,150.00 186,275.75 Group ~~Count~~I ~~Balance~~0112590839 ~~Balance~~MO ~~Count~~58.95 ~~Balance~~01-Jul-2006 ~~Balance~~61,900.00 ~~Amount~~60,937.11 Group 1I 0112685580 CA 70.00 01-Aug-2006 ~~Sub~~317,100.00 ~~Grp~~315,910.34 1Group 0I 00112692761 CA 72.38 01-Sep-2006 470,500.00 0469,497.03 Group I 0112835474 FL 34.51 01-Sep-2006 98,000.00 097,579.31 0Group I 0112915021 NM 79.43 01-Aug-2006 139,000.00 0138,156.02 Group I 0112915646 AZ 69.00 ~~204~~01-Sep-2006 248,400.00 248,400.00 Group I 0113225208 NJ 63.76 01-Sep-2006 235,900.00 234,642.21 Group I 0113258748 TX 80.00 01-Oct-2006 75,200.00 74,660.24 Group I 0113258950 AZ 90.00 01-Oct-2006 292,500.00 292,500.00 Group I 0113259016 NM 90.00 01-Oct-2006 148,500.00 147,784.38 Group I 0113259029 AL 80.00 01-Oct-2006 106,400.00 105,773.19 Group I 0113350812 NY 47.06 01-Oct-2006 400,000.00 399,643.86 Group I 0113408760 CO 80.00 01-Nov-2006 140,000.00 139,668.94 Group I 0113535570 CA 88.17 01-Nov-2006 380,000.00 380,000.00 Group I 0113538835 GA 80.00 01-Oct-2006 190,400.00 189,541.37 Group I 0113553298 WA 85.17 01-Oct-2006 201,000.00 201,000.00 Group 1I 0113553682 WA 71.25 01-Oct-2006 ~~Sub~~142,500.00 ~~Grp~~141,792.03 2Group 0I 00113553696 WA 95.00 001-Nov-2006 242,250.00 0241,678.55 0Group I 0113603347 WA 80.00 001-Dec-2006 175,200.00 10175,~~384~~062.5088 Group 2I 0113674422 HI 62.75 01-Oct-2006 ~~Sub~~320,000.00 ~~Grp~~318,163.97 1Group 0I 00113920504 NY 90.00 001-Nov-2006 208,800.00 0164,975.41 0Group II 0112590456 WA 90.00 001-Jun-2006 247,500.00 6247,~~265~~349.6015 Group 2II 0112590489 WA 78.26 01-Jul-2006 ~~Sub~~216,000.00 ~~Grp~~215,015.09 2Group 0II 00112590510 WA 80.00 001-Jul-2006 116,000.00 0114,848.13 0Group II 0112663579 IL 95.00 001-Aug-2006 469,300.00 50466,~~673~~955.9409 ~~Total~~Group 0II 00112675371 NY 74.56 01-Jun-2006 85,000.00 084,472.92 Group II 0112915817 MI 100.00 001-Aug-2006 0139,000.00 0138,612.05 Group II 0112942334 CA 80.00 6701-Sep-2006 548,~~528~~000.8900 548,000.00 Group II 0113192669 OH 90.00 01-Sep-2006 97,200.00 97,196.55 Group II 0113258715 AK 80.00 01-Sep-2006 120,000.00 119,145.20 Group II 0113259166 AK 100.00 01-Sep-2006 30,000.00 29,892.36 Group II 0113417039 NV 80.00 01-Nov-2006 264,000.00 264,000.00 Group II 0113417138 NV 100.00 01-Nov-2006 66,000.00 65,925.78 Group II 0113538927 FL 95.00 01-Nov-2006 147,250.00 147,250.00 Group II 0113574063 CO 100.00 01-Oct-2006 498,500.00 498,500.00 Group II 0113836905 CA 50.00 01-Oct-2006 600,000.00 599,144.74 Group II 0114034206 CA 82.14 01-Jan-2007 170,000.00 169,564.02

Prepayment Loan Detail - Prepayments during Current Period ~~First~~(continued) ~~Original~~Current Loan ~~LTV~~PIF atMonths ~~Payment~~Loan ~~Principal~~Original ~~Prepayment~~ Group Number ~~State~~Type ~~Origination~~Delinquent ~~Date~~Rate ~~Balance~~Term ~~Amount~~Seasoning Group 1-I ~~Sub~~0112590837 ~~Grp~~Loan 1Paid ~~0112590842~~in OHFull ~~68.33~~0 ~~01-Jun-2006 123,000~~10.00500% ~~122,174.07~~360 ~~Group~~10 ~~1- Sub Grp 1 0112663447 CO 51.22 01-Aug-2006 210,000.00 209,563.33~~ Group 1-I ~~Sub~~0112590839 ~~Grp~~Loan 1Paid ~~0113259082~~in MNFull ~~67.83~~0 ~~01-Oct-2006 78,000~~7.00800% ~~77,835.39~~360 ~~Group~~10 ~~1- Sub Grp 1 0113553462 MI 85.00 01-Nov-2006 131,750.00 131,453.41~~ Group 1-I ~~Sub~~0112685580 ~~Grp~~Loan 2Paid ~~0112430866~~in NJFull ~~80.00~~0 ~~01-Jul-2006 220,000~~7.00150% ~~218,711.23~~360 9 Group 1-I ~~Sub~~0112692761 ~~Grp~~Loan 2Paid ~~0112590536~~in FLFull ~~64.54~~0 ~~01-Jul-2006 180,700~~8.00750% ~~179,705.13~~360 8 Group 1-I ~~Sub~~0112835474 ~~Grp~~Loan 2Paid ~~0112663459~~in ILFull ~~90.00~~0 ~~01-Aug-2006 297,000~~9.00800% ~~297,000.00~~360 8 Group 1-I ~~Sub~~0112915021 ~~Grp~~Loan 2Paid ~~0112669149~~in NJFull ~~80.00~~0 ~~01-Jul-2006 189,600~~9.00400% ~~188,521.12~~360 9 Group 1-I ~~Sub~~0112915646 ~~Grp~~Loan 2Paid ~~0112690553~~in INFull ~~78.43~~0 ~~01-Aug-2006 200,000~~7.00200% ~~199,470.05~~360 8 Group 1-I ~~Sub~~0113225208 ~~Grp~~Loan 2Paid ~~0112690562~~in NYFull ~~70.00~~0 ~~01-Aug-2006 332,500~~8.00750% ~~331,145.20~~360 8 Group 1-I ~~Sub~~0113258748 ~~Grp~~Loan 2Paid ~~0112690589~~in NYFull ~~80.00~~0 ~~01-Aug-2006 329,600~~7.00950% ~~328,941.46~~360 7 Group 1-I ~~Sub~~0113258950 ~~Grp~~Loan 2Paid ~~0112915549~~in MOFull ~~80.00~~0 ~~01-Sep-2006 149,600~~9.00950% ~~149,035.13~~360 7 Group 1-I ~~Sub~~0113259016 ~~Grp~~Loan 2Paid ~~0112915722~~in VAFull ~~52.02~~0 ~~01-Sep-2006 180,000~~8.00650% ~~179,614.90~~360 7 Group 1-I ~~Sub~~0113259029 ~~Grp~~Loan 2Paid ~~0112915757~~in MDFull ~~95.00~~0 ~~01-Sep-2006 294,500~~7.00650% ~~294,247.35~~360 7 Group 1-I ~~Sub~~0113350812 ~~Grp~~Loan 2Paid ~~0113156406~~in NYFull ~~80.00 01-Oct-2006 92,000.00 91,750.18 Group~~ 1- ~~Sub Grp 2 0113258643 AZ 59~~9.68990% ~~01-Oct-2006~~360 ~~185,000.00~~7 ~~184,410.63~~ Group 1-I ~~Sub~~0113408760 ~~Grp~~Loan 2Paid ~~0113259113~~in MOFull ~~90.00 01-Oct-2006 74,700.00 74,537.26 Group~~ (1-) ~~Sub Grp 2 0113417008 AL 75~~8.00075% ~~01-Oct-2006~~360 ~~143,250.00~~6 ~~142,845.39~~ Group 1-I ~~Sub~~0113535570 ~~Grp~~Liquidation 2 ~~0113417099 MO 80~~8.00500% ~~01-Nov-2006~~360 ~~144,000.00~~6 ~~143,815.27~~ Group 1-I ~~Sub~~0113538835 ~~Grp~~Loan 2Paid ~~0113538864~~in MDFull ~~70.00~~0 ~~01-Oct-2006 227,500~~9.00050% ~~227,277.67~~360 7 Group 1-I ~~Sub~~0113553298 ~~Grp~~Loan 2Paid ~~0113553565~~in LAFull ~~80.00 01-Oct-2006 52,000.00 51,858.79 Group 1- Sub Grp~~ (2) ~~0113598862 UT 90~~8.00200% ~~01-Dec-2006~~360 ~~276,750.00~~7 ~~276,342.68~~ Group 1-I ~~Sub~~0113553682 ~~Grp~~Loan 2Paid ~~0113842991~~in ORFull ~~90.00 01-Oct-2006 261,000.00 260,347.86 Group 2- Sub Grp~~ (1) ~~0110433382 TN 100~~8.~~00 01-Mar-2005 11,~~500~~.00~~% ~~11,071.87~~360 7 Group 2-I ~~Sub~~0113553696 ~~Grp~~Loan 1Paid ~~0110591342~~in TNFull ~~100.00~~0 ~~01-Aug-2005 29,580~~7.00500% ~~29,091.59~~360 6 Group 2-I ~~Sub~~0113603347 ~~Grp~~Loan 1Paid ~~0112915812~~in MOFull ~~100.00~~0 ~~01-Sep-2006 37,400~~10.00700% ~~37,337.71~~360 5 Group 2-I ~~Sub~~0113674422 ~~Grp~~Loan 1Paid ~~0113259185~~in WAFull ~~100.00~~0 ~~01-Oct-2006 72,400~~8.00125% ~~72,248.81~~360 7 Group 2-I ~~Sub~~0113920504 ~~Grp~~Loan 1Paid ~~0113574068~~in CAFull ~~100.00 01-Oct-2006 144,000.00 143,735.68 Group 2- Sub Grp~~ (1) ~~0113907910 CA 100~~10.00500% ~~01-Dec-2006~~360 ~~71,800.00~~6 ~~71,722.31~~ Group 2-II ~~Sub~~0112590456 ~~Grp~~Loan 2Paid ~~0112583748~~in MIFull ~~80.00~~0 ~~01-Jul-2006 80,000~~9.00250% ~~79,767.31~~360 11 Group 2-II ~~Sub~~0112590489 ~~Grp~~Loan 2Paid ~~0112583771~~in MIFull ~~80.00~~0 ~~01-Aug-2006 78,400~~6.00800% ~~78,136.52~~360 10 Group 2-II ~~Sub~~0112590510 ~~Grp~~Loan 2Paid ~~0112590595~~in MOFull ~~100.00~~0 ~~01-Jul-2006 95,000~~6.00650% ~~94,904.45~~360 10 Group 2-II ~~Sub~~0112663579 ~~Grp~~Loan 2Paid ~~0112590824~~in WAFull ~~80.00~~(1) ~~01-Jun-2006 325,600~~9.~~00 323,~~600~~.53~~% ~~Group~~360 2-9 ~~Sub~~Group ~~Grp~~II 20112675371 ~~0112591084~~Loan MDPaid ~~85.00~~in ~~01-Jul-2006~~Full ~~476,000.00~~0 ~~476,000~~9.00500% ~~Group~~360 2-11 ~~Sub~~Group ~~Grp~~II 20112915817 ~~0112690602~~Liquidation NY4 8011.00250% ~~01-Aug-2006~~180 ~~520,000.00~~9 ~~519,092.65~~ Group 2-II ~~Sub~~0112942334 ~~Grp~~Loan 2Paid ~~0112873097~~in FLFull ~~90.00~~0 ~~01-Oct-2006 198,000~~7.00400% ~~198,000.00~~360 8 Group 2-II ~~Sub~~0113192669 ~~Grp~~Repurchase 24 ~~0112915587 GA 86~~10.39750% ~~01-Aug-2006~~360 ~~127,000.00~~8 ~~127,000.00~~ Group 2-II ~~Sub~~0113258715 ~~Grp~~Loan 2Paid ~~0112917285~~in CAFull ~~80.00~~0 ~~01-Sep-2006 332,000~~7.00300% ~~331,626.27~~360 8 Group 2-II ~~Sub~~0113259166 ~~Grp~~Loan 2Paid ~~0113109885~~in NJFull ~~46.15~~0 ~~01-Oct-2006 150,000~~10.00650% ~~149,219.29~~180 8 Group 2-II ~~Sub~~0113417039 ~~Grp~~Loan 2Paid ~~0113258783~~in MDFull ~~90.00~~3 ~~01-Oct-2006 538,304~~9.00900% ~~537,937.98~~360 6 Group 2-II ~~Sub~~0113417138 ~~Grp~~Loan 2Paid ~~0113259003~~in COFull ~~90.00~~2 ~~01-Oct-2006 247,500~~14.00700% ~~247,291.82~~180 6 Group 2-II ~~Sub~~0113538927 ~~Grp~~Loan 2Paid ~~0113574030~~in CAFull ~~80.00~~0 ~~01-Oct-2006 576,000~~10.00450% ~~576,000.00~~360 6 Group 2-II ~~Sub~~0113574063 ~~Grp~~Loan 2Paid ~~0113693559~~in CAFull ~~90.00~~0 ~~01-Dec-2006 441,000~~10.00190% ~~440,824.37~~360 7 Group 2-II ~~Sub~~0113836905 ~~Grp~~Loan 2Paid ~~0113772240~~in CAFull ~~80.00~~0 ~~01-Dec-2006 528,000~~9.00700% ~~527,580.42~~360 7 Group 2-II ~~Sub~~0114034206 ~~Grp~~Loan 2Paid ~~0113907897~~in CAFull ~~80.00~~0 ~~01-Dec-2006 287,200~~9.00375% ~~287,200.00~~180 4

Prepayment ~~Loan~~Penalty Detail - ~~Prepayments~~Prepayment Penalty Paid during Current Period ~~(continued)~~Prepayment ~~Current~~Prepayment ~~Loan~~Summary ~~PIF Months~~ Loan ~~Original~~Prior ~~Group~~Penalty ~~Number~~Penalty ~~Type~~Count ~~Delinquent~~Balance ~~Rate~~Amount ~~Term~~Waived ~~Seasoning~~ Group 1-I Sub Grp 1 0112590842 Loan Paid in Full 0 7.600% 360 8 Group 1- Sub Grp 1 0112663447 Loan Paid in Full 0 7.950% 360 6 Group 1- Sub Grp 1 0113259082 Loan Paid in Full 0 10.300% 360 4 Group 1- Sub Grp 1 0113553462 Loan Paid in Full 0 8.910% 360 3 Group 1- Sub Grp 2 0112430866 Loan Paid in Full 0 7.675% 360 7 Group 1- Sub Grp 2 0112590536 Loan Paid in Full 0 7.990% 360 7 Group 1- Sub Grp 2 0112663459 Loan Paid in Full 0 7.300% 360 6 Group 1- Sub Grp 2 0112669149 Loan Paid in Full 0 8.750% 360 7 Group 1- Sub Grp 2 0112690553 Repurchase 0 10.850% 360 6 Group 1- Sub Grp 2 0112690562 Repurchase 0 8.800% 360 6 Group 1- Sub Grp 2 0112690589 Repurchase 0 8.075% 360 6 Group 1- Sub Grp 2 0112915549 Loan Paid in Full 0 8.400% 360 5 Group 1- Sub Grp 2 0112915722 Loan Paid in Full 0 11.330% 360 5 Group 1- Sub Grp 2 0112915757 Loan Paid in Full 0 10.400% 360 5 Group 1- Sub Grp 2 0113156406 Repurchase 0 9.100% 360 4 Group 1- Sub Grp 2 0113258643 Loan Paid in Full 0 8.330% 360 4 Group 1- Sub Grp 2 0113259113 Loan Paid in Full 0 10.150% 360 4 Group 1- Sub Grp 2 0113417008 Loan Paid in Full 0 8.910% 360 4 Group 1- Sub Grp 2 0113417099 Loan Paid in Full 0 11.550% 360 3 Group 1- Sub Grp 2 0113538864 Loan Paid in Full 0 9.350% 360 4 Group 1- Sub Grp 2 0113553565 Loan Paid in Full 0 9.100% 360 4 Group 1- Sub Grp 2 0113598862 Loan Paid in Full 0 9.550% 360 2 Group 1- Sub Grp 2 0113842991 Loan Paid in Full 0 9.500% 360 4 Group 2- Sub Grp 1 0110433382 Loan Paid in Full 0 8.890% 240 23 Group 2- Sub Grp 1 0110591342 Loan Paid in Full 0 8.550% 180 18 Group 2- Sub Grp 1 0112915812 Loan Paid in Full 0 12~~.250%~~ ~~180 5 Group~~ 2~~- Sub Grp 1 0113259185 Loan Paid in Full 0 10~~,415,964.~~350%~~68 ~~180 4 Group 2- Sub Grp 1 0113574068 Loan Paid in Full 0 10~~76,823.~~950%~~48 ~~360 4 Group 2- Sub Grp 1 0113907910 Loan Paid in Full~~ 0 10.~~990%~~00 ~~180 2~~ Group 2-II ~~Sub Grp 2 0112583748 Loan Paid in Full 0 10.990% 360~~ 7 ~~Group~~ 2~~- Sub Grp 2 0112583771 Loan Paid in Full 0 10~~,292,720.~~550%~~20 ~~360 6 Group 2- Sub Grp 2 0112590595 Loan Paid in Full 0 10~~81,218.~~850%~~27 ~~360 7 Group 2- Sub Grp 2 0112590824 Loan Paid in Full~~ 0 8.~~050%~~00 ~~360~~Total 819 ~~Group 2- Sub Grp 2 0112591084 Loan Paid in Full 0 8.200% 360 7 Group 2- Sub Grp 2 0112690602 Loan Paid in Full 0 8.550% 360 6 Group 2- Sub Grp 2 0112873097 Loan Paid in Full 0 9.400% 360~~ 4 ~~Group 2- Sub Grp 2 0112915587 Loan Paid in Full 0 9~~,708,684.~~300%~~88 ~~360 6 Group 2- Sub Grp 2 0112917285 Loan Paid in Full 0 9~~158,041.~~500%~~75 ~~360 5 Group 2- Sub Grp 2 0113109885 Loan Paid in Full~~ 0 8.750% 360 4 Group 2- Sub Grp 2 0113258783 Loan Paid in Full 0 10.550% 360 4 Group 2- Sub Grp 2 0113259003 Loan Paid in Full 0 9.850% 360 4 Group 2- Sub Grp 2 0113574030 Loan Paid in Full 0 7.730% 360 4 Group 2- Sub Grp 2 0113693559 Loan Paid in Full 0 10.600% 360 2 Group 2- Sub Grp 2 0113772240 Loan Paid in Full 0 8.275% 360 2 Group 2- Sub Grp 2 0113907897 Loan Paid in Full 0 7.550% 360 200

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment ~~Summary~~ Loan Full Prior Penalty Penalty ~~Count~~Group Number Date Balance Amount Waived Group 1-I ~~Sub~~0112590839 ~~Grp~~04/23/2007 60,986.30 1,221.67 30.00 ~~463~~Group I 0112685580 04/19/2007 316,~~423~~032.3851 9,~~203~~039.6756 0.00 Group 1-I ~~Sub~~0112692761 ~~Grp~~04/23/2007 2469,611.74 816,438.57 10.00 Group I 0112835474 04/24/2007 97,~~233~~627.59 3,~~766~~825.9770 380.00 Group I 0112915646 05/08/2007 248,~~128~~400.5400 7,153.92 0.00 Group I 0113258748 04/16/2007 74,714.43 2-,374.20 ~~Sub~~0.00 ~~Grp~~Group 1I 30113259029 ~~226~~04/16/2007 105,~~630~~853.30 93,~~677~~243.4997 0.00 Group 2-I ~~Sub~~0113408760 ~~Grp~~04/19/2007 2139,710.13 94,513.96 20.00 Group I 0113553298 05/10/2007 201,~~412~~000.00 6,~~335~~592.7880 0.00 Group I 0113553682 05/03/2007 141,882.73 4,818.77 0.00 Group I 0113553696 05/10/2007 241,~~526~~761.8972 7,252.29 0.00 ~~Total~~Group I 0113674422 04/19/2007 318,384.23 410,~~336~~348.07 0.00 Group II 0112590489 05/04/2007 215,~~156~~107.4318 ~~134~~5,~~536~~850.5992 0.00 Group II 0112590510 04/26/2007 114,955.76 3,060.67 0.00 Group II 0112942334 05/09/2007 548,000.00 16,220.80 0.00 Group II 0113538927 04/26/2007 147,250.00 6,155.05 0.00 Group II 0113574063 04/16/2007 498,500.00 20,318.86 0.00 Group II 0113836905 04/20/2007 599,254.68 23,249.14 0.00 Group II 0114034206 04/16/2007 169,652.58 6,362.83 0.00

Prepayment Rates

~~Prepayment~~Summary ~~Penalty~~SMM ~~Loan~~CPR ~~Detail~~PSA -Current ~~Prepayment~~Month ~~Penalty~~0.922% ~~Paid~~Current ~~during~~Month 10.517% Current ~~Period~~Month ~~Paid~~770.913% In3 ~~Prepayment~~Month ~~Prepayment~~Average ~~Loan~~0.887% ~~Full~~3 ~~Prior~~Month ~~Penalty~~Average ~~Penalty~~10.133% ~~Group~~3 ~~Number~~Month ~~Date~~Average ~~Balance~~878.105% ~~Amount~~12 ~~Waived~~Month ~~Group~~Average 1-0.000% ~~Sub~~12 ~~Grp~~Month 1Average ~~0112590842~~0.000% ~~02/09/2007~~12 ~~122,268~~Month Average 0.17000% ~~1,222~~CPR: Current vs.68 012mo Average* PSA: Current vs.00 ~~Group~~12mo 1Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2006 ~~Sub~~N/A ~~Grp~~N/A 1Jun-2006 ~~0112663447~~N/A 02N/05A Jul-2006 N/~~2007~~A ~~209,626.83~~N/A ~~6,665.71~~Jul-2006 ~~0.00~~N/A ~~Group~~N/A 1Aug-2006 ~~Sub~~N/A ~~Grp~~N/A 1Aug-2006 ~~0113553462~~N/A 01N/24A Sep-2006 N/~~2007~~A ~~131,528.38~~N/A ~~1,315.28~~Sep-2006 ~~0.00~~N/A ~~Group~~N/A 1Oct-2006 ~~Sub~~N/A ~~Grp~~N/A 2Oct-2006 ~~0112590536~~N/A 01N/17A Nov-2006 N/~~2007~~A ~~179,832.40~~N/A ~~5,751.48~~Nov-2006 ~~0.00~~N/A ~~Group~~N/A 1Dec-2006 ~~Sub~~N/A ~~Grp~~N/A 2Dec-2006 ~~0112915722~~N/A 01N/19A Jan-2007 N/A N/A Jan-2007 ~~179,677~~N/A N/A Feb-2007 11.65676% 3N/A Feb-2007 1,~~594~~520.80399% 0N/A Mar-2007 8.00887% ~~Group~~N/A 1Mar-2007 ~~Sub~~920.036% ~~Grp~~N/A 2Apr-2007 ~~0113258643~~10.996% 01N/18A Apr-2007 943.366% N/A May-2007 ~~184,529~~10.94517% ~~6,152~~N/A May-2007 770.53913% 0N/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.00 ~~Group~~The 1-graphically ~~Sub~~on ~~Grp~~the 2monthly ~~0113259113~~bond ~~01/12/2007~~remittance ~~74,570~~report.36 ~~1,493~~The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.36ctslink.com. 0www.00ctslink.com. Group 1-I ~~Sub~~SMM ~~Grp~~CPR 2PSA ~~0113417008~~Current ~~02/14/2007~~Month ~~142,927~~1.51189% ~~5,091~~Current Month 13.06373% Current Month 978.419% 3 Month Average 0.00822% ~~Group~~3 1-Month ~~Sub~~Average ~~Grp~~9.384% 23 ~~0113417099~~Month ~~02/07/2007~~Average ~~143,862~~799.704% 12 ~~2,879~~Month Average 0.09000% 12 Month Average 0.00000% ~~Group~~12 1-Month ~~Sub~~Average ~~Grp~~0.000% 2CPR: ~~0113553565~~Current ~~01/29/2007~~vs. ~~51,887~~12mo Average* PSA: Current vs.46 ~~2,594~~12mo Average* Month Current 12mo Avg.37 0Month Current 12mo Avg.00 ~~Group~~Jun-2006 1N/A N/A Jun-2006 ~~Sub~~N/A ~~Grp~~N/A 2Jul-2006 ~~0113598862~~N/A 02N/07A Jul-2006 N/~~2007~~A ~~276,479.53~~N/A ~~10,571.85~~Aug-2006 ~~0.00~~N/A ~~Group~~N/A 2Aug-2006 ~~Sub~~N/A ~~Grp~~N/A 1Sep-2006 ~~0110433382~~N/A 01N/17A Sep-2006 N/~~2007~~A ~~11,092.35~~N/A ~~222.25~~Oct-2006 ~~0.00~~N/A ~~Group~~N/A 2Oct-2006 ~~Sub~~N/A ~~Grp~~N/A 1Nov-2006 ~~0113574068~~N/A 01N/08A Nov-2006 N/~~2007~~A ~~143,789.51~~N/A ~~6,300.32~~Dec-2006 ~~0.00~~N/A ~~Group~~N/A 2Dec-2006 ~~Sub~~N/A ~~Grp~~N/A 1Jan-2007 ~~0113907910~~N/A 02N/01A Jan-2007 N/A N/A Feb-2007 ~~71,748~~12.44120% 3N/A Feb-2007 1,~~154~~573.92589% 0N/A Mar-2007 8.00839% ~~Group~~N/A 2Mar-2007 ~~Sub~~912.177% ~~Grp~~N/A 2Apr-2007 ~~0112583748~~5.939% 01N/11A Apr-2007 508.517% N/A May-2007 ~~79,797~~13.75373% ~~798~~N/A May-2007 978.28419% 0N/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.00 ~~Group~~The 2-graphically ~~Sub~~on ~~Grp~~the 2monthly ~~0112583771~~bond ~~01/29/2007~~remittance ~~78,172~~report.28 ~~781~~The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.60ctslink.com. 0www.00ctslink.com. Group 2-II ~~Sub~~SMM ~~Grp~~CPR 2PSA ~~0112590595~~Current ~~01/31/2007~~Month ~~94,916~~0.77719% ~~1,898~~Current Month 8.34296% 0Current Month 608.00978% ~~Group~~3 2-Month ~~Sub~~Average ~~Grp~~0.935% 23 ~~0112690602~~Month ~~01/11/2007~~Average ~~519,225~~10.05617% ~~17,762~~3 Month Average 930.07695% 12 Month Average 0.00000% ~~Group~~12 2-Month ~~Sub~~Average ~~Grp~~0.000% 212 ~~0112873097~~Month ~~01/25/2007~~Average ~~198,~~0.000% CPR: Current vs.00 ~~7,444~~12mo Average* PSA: Current vs.80 012mo Average* Month Current 12mo Avg.00 ~~Group~~Month 2Current 12mo Avg. Jun-2006 ~~Sub~~N/A ~~Grp~~N/A 2Jun-2006 ~~0112917285~~N/A 01N/22A Jul-2006 N/~~2007~~A ~~331,689.79~~N/A ~~12,610.18~~Jul-2006 ~~0.00~~N/A ~~Group~~N/A 2Aug-2006 ~~Sub~~N/A ~~Grp~~N/A 2Aug-2006 ~~0113259003~~N/A 02N/12A Sep-2006 N/~~2007~~A ~~247,334.14~~N/A ~~9,748.26~~Sep-2006 ~~0.00~~N/A ~~Group~~N/A 2Oct-2006 ~~Sub~~N/A ~~Grp~~N/A 2Oct-2006 ~~0113574030~~N/A 01N/08A 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 ~~576,000~~N/A N/A Jan-2007 N/A N/A Feb-2007 11.00340% 17N/A Feb-2007 1,~~809~~480.92006% 0N/A Mar-2007 8.00924% ~~Group~~N/A 2Mar-2007 ~~Sub~~925.973% ~~Grp~~N/A 2Apr-2007 ~~0113907897~~14.630% 02N/~~02/~~A Apr-2007 ~~287~~1,~~200~~257.00134% N/A May-2007 8~~,673~~.44296% N/A May-2007 608.978% 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 / (0.002 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Summary SMM CPR PSA Current Month 1.029% Current Month 11.676% Current Month 1,520.399% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 11.676% N/A Feb-2007 1,520.399% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1- Sub Grp 1 SMM CPR PSA Current Month 1.036% Current Month 11.752% Current Month 1,480.921% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 11.752% N/A Feb-2007 1,480.921% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1- Sub Grp 2 SMM CPR PSA Current Month 1.076% Current Month 12.174% Current Month 1,587.646% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 12.174% N/A Feb-2007 1,587.646% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2- Sub Grp 1 SMM CPR PSA Current Month 0.477% Current Month 5.572% Current Month 653.666% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 5.572% N/A Feb-2007 653.666% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2- Sub Grp 2 SMM CPR PSA Current Month 1.085% Current Month 12.275% Current Month 1,633.031% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 N/A N/A Jun-2006 N/A N/A Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 12.275% N/A Feb-2007 1,633.031% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment ~~0112690553~~No ~~199,547.82~~Repurchases ~~10.850%~~this ~~1,882.01 0112690562 331,343.01 8.800% 2,627.66 0112690589 329,036.27 8.075% 2,310.32 0113156406 91,800.90 9.100% 746.88~~Period

Breaches Current Loan Scheduled Current Current Number Balance Rate Payment No0113192669 ~~Breaches~~97,196.55 ~~this~~10.750% ~~Period~~870.72 Loans reported as breaches were repurchased due to a breach of the representations and warrants of the governing transaction document(s).

Interest Rate Stratification Summary Group 1-I ~~Sub Grp 1~~ Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 6 1,~~985~~982,~~961~~507.1879 0.~~211~~217 1 145,~~936~~664.8569 0.~~282~~037 6.000 6.499 25 8,~~600~~698,~~486~~060.0748 0.~~914~~950 110 ~~174~~2,~~657~~145,097.3128 0.~~338~~545 6.500 6.999 ~~150~~147 38,~~997~~493,~~216~~023.9321 4.~~144~~205 2579 518,~~338~~487,~~943~~110.6862 104.~~330~~698 7.000 7.499 ~~385~~376 ~~104~~101,~~422~~594,~~252~~002.0533 11.~~095~~098 31157 634,~~011~~804,~~811~~391.3776 118.~~632~~844 7.500 7.999 ~~907~~894 ~~227~~224,~~808~~463,~~458~~103.2202 24.~~206~~519 56419 985,~~880~~368,~~331~~341.9148 1921.~~117~~693 8.000 8.499 ~~676~~656 ~~151~~146,~~165~~271,~~947~~263.1787 1615.~~062~~978 27324 461,~~415~~092,~~897~~365.1159 815.~~544~~524 8.500 8.999 ~~678~~655 ~~138~~133,~~995~~762,~~813~~722.4161 14.~~769~~612 50368 664,~~681~~667,~~278~~098.5744 1216.~~928~~432 9.000 9.499 ~~365~~357 6966,~~178~~601,~~647~~971.9424 7.~~351~~275 25210 334,~~083~~362,~~010~~936.0530 58.~~965~~732 9.500 9.999 ~~475~~461 7874,~~116~~622,~~166~~535.3200 8.~~300~~151 42276 441,~~909~~465,~~878~~152.8003 910.~~500~~537 10.000 10.499 ~~244~~242 32,~~781~~098,~~833~~485.6114 3.~~483~~506 19138 120,~~672~~030,~~231~~693.3102 35.~~236~~090 10.500 10.999 ~~344~~339 3332,~~594~~859,~~132~~771.8979 3.~~570~~589 41148 217,~~945~~338,~~226~~706.0389 54.~~699~~406 11.000 11.499 ~~203~~199 1514,~~333~~872,~~874~~244.4679 1.~~629~~625 2766 16,~~585~~204,~~817~~390.3277 31.~~068~~577 11.500 11.999 ~~225~~219 1413,~~368~~916,~~417~~015.3598 1.~~527~~520 3054 14,~~491~~027,~~371~~667.8376 21.~~886~~023 12.000 12.499 ~~206~~203 10,~~536~~435,~~479~~885.7151 1.~~120~~140 2224 1,~~237~~345,~~777~~510.2639 20.~~395~~342 12.500 12.999 ~~207~~201 1211,~~033~~660,~~037~~400.9817 1.~~279~~274 4140 1,~~861~~819,~~281~~868.9813 30.~~601~~462 13.000 13.499 4039 1,~~879~~859,~~229~~038.9013 0.~~200~~203 54 ~~148~~130,~~660~~346.4221 0.~~288~~033 13.500 13.999 35 1,~~130~~129,~~092~~373.9054 0.~~120~~123 4 9897,~~055~~993.1970 0.~~190~~025 14.000 14.499 5 133,~~684~~370.9638 0.~~014~~015 0 0.00 0.000 14.500 14.999 10 ~~65,958~~0.3600 0.~~007~~000 0 0.00 0.000 >= 15.000 0 0.00 0.000 0 0.00 0.000 Total 5,~~177~~059 ~~941~~915,~~127~~453,~~691~~774.4198 100.000 ~~447~~2,322 51393,~~682~~533,~~166~~335.9906 100.000

Interest Rate Stratification (continued) Group 1-II ~~Sub Grp 2 Group 2- Sub Grp 1~~ Current Number of Outstanding Percentage of ~~Number of Outstanding Percentage of~~ Interest Rate Loans Scheduled Balance(%) ~~Loans Scheduled Balance(%)~~ Range(%) Balance($) ~~Balance($)~~ < 5.000 0 0.00 0.000 ~~0 0.00 0.000~~ 5.000 5.499 0 0.00 0.000 ~~0 0.00 0.000~~ 5.500 5.999 05 ~~0.00 0.000~~ 1 ~~184~~,~~000~~836,843.0010 0.~~237~~352 6.000 6.499 ~~9 1,973,734.~~15 ~~0.560 3 1~~6,~~435~~552,~~595~~963.4620 1.~~851~~256 6.500 6.999 5568 1320,~~303~~005,~~283~~912.2659 3.~~778~~833 ~~9 1,749,648.43 2.256~~ 7.000 7.499 ~~131~~219 3066,~~005~~789,~~980~~610.2557 812.~~521~~797 ~~16 3,479,556.74 4.486~~ 7.500 7.999 ~~369~~475 76139,~~537~~094,~~169~~761.~~68 21.734 27 5,390,356.~~54 626.~~950~~651 8.000 8.499 ~~306~~332 5885,~~274~~178,~~495~~898.5328 16.~~548~~320 ~~30 5,790,378.65 7.466~~ 8.500 8.999 ~~331~~287 6069,~~703~~095,~~850~~624.60 17~~.238~~ ~~39 5,170,060~~13.24239 ~~6.666~~ 9.000 9.499 ~~188~~147 3132,~~893~~239,~~699~~034.4094 96.~~057~~177 ~~23 3,634,459.03 4.686~~ 9.500 9.999 ~~243~~185 ~~38,573,340.84 10.954~~ 33 3,~~422~~157,~~328~~382.97 46.~~413~~353 10.000 10.499 ~~119~~104 1812,~~381~~067,~~327~~792.2512 ~~5.220 44~~ 2~~,374,942~~.50312 ~~3.062~~ 10.500 10.999 ~~110~~191 1415,~~982~~521,~~744~~064.5590 42.~~255~~974 ~~137 7,651,412.12 9.865~~ 11.000 11.499 40133 48,~~734~~667,~~419~~854.4402 1.~~344~~661 ~~111 6,522,329.16 8.410~~ 11.500 11.999 25165 ~~2,574,973.10 0.731 160~~ 9,~~130~~888,~~573~~348.1522 111.~~772~~895 12.000 12.499 ~~3 207,837.35 0.059~~ 179 89,~~489~~090,~~238~~375.7212 101.~~946~~742 12.500 12.999 0161 ~~0.00 0.000 166 10~~9,~~171~~840,~~756~~532.0004 131.~~115~~885 13.000 13.499 ~~0 0.00 0.000~~ 35 1,~~730~~728,~~569~~691.4892 20.~~231~~331 13.500 13.999 ~~0 0.00 0.000~~ 31 1,~~032~~031,~~037~~379.7184 10.~~331~~198 14.000 14.499 ~~0 0.00 0.000~~ 5 133,~~684~~370.9638 0.~~172~~026 14.500 14.999 0 0.00 0.000 ~~1 65,958.36 0.085~~ >= 15.000 0 0.00 0.000 ~~0 0.00 0.000~~ Total 12,~~929~~737 ~~352~~521,~~146~~920,~~855~~439.4092 100.000 ~~1,050 77,558,886.22 100.000~~

Interest Rate Stratification (continued) Group 2- Sub Grp 2 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 5.500 5.999 4 1,656,024.33 0.360 6.000 6.499 12 5,016,499.15 1.091 6.500 6.999 61 18,605,341.56 4.047 7.000 7.499 207 64,924,903.69 14.122 7.500 7.999 455 136,000,600.09 29.582 8.000 8.499 313 82,685,175.88 17.985 8.500 8.999 258 66,440,624.00 14.452 9.000 9.499 129 30,567,479.46 6.649 9.500 9.999 157 31,210,617.71 6.789 10.000 10.499 62 10,353,332.55 2.252 10.500 10.999 56 8,014,750.19 1.743 11.000 11.499 25 2,491,308.54 0.542 11.500 11.999 10 1,171,499.27 0.255 12.000 12.499 2 601,626.38 0.131 12.500 12.999 0 0.00 0.000 13.000 13.499 0 0.00 0.000 13.500 13.999 0 0.00 0.000 14.000 14.499 0 0.00 0.000 14.500 14.999 0 0.00 0.000 >= 15.000 0 0.00 0.000 Total 1,751 459,739,782.80 100.000

Filing Compare · ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE1