10-D 1 bsa07sd1_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: 333-131374-38 Bear Stearns Asset Backed Securities Trust 2007-SD1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131374 Bear Stearns Asset Backed Securities I LLC (Exact name of depositor as specified in its charter) EMC Mortgage Corporation (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2198610 54-2198611 54-2198612 54-2198613 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A-1 _____ _____ __X___ ____________ I-A-2A _____ _____ __X___ ____________ I-A-2B _____ _____ __X___ ____________ I-A-3A _____ _____ __X___ ____________ I-A-3B _____ _____ __X___ ____________ I-X _____ _____ __X___ ____________ I-B-1 _____ _____ __X___ ____________ I-B-2 _____ _____ __X___ ____________ I-B-3 _____ _____ __X___ ____________ I-B-4 _____ _____ __X___ ____________ I-B-5 _____ _____ __X___ ____________ I-B-6 _____ _____ __X___ ____________ I-PO _____ _____ __X___ ____________ I-P _____ _____ __X___ ____________ II-1A-1 _____ _____ __X___ ____________ II-1A-2 _____ _____ __X___ ____________ II-2A-1 _____ _____ __X___ ____________ II-2A-2 _____ _____ __X___ ____________ II-3A-1 _____ _____ __X___ ____________ II-3A-2 _____ _____ __X___ ____________ II-B-1 _____ _____ __X___ ____________ II-B-2 _____ _____ __X___ ____________ II-B-3 _____ _____ __X___ ____________ II-B-4 _____ _____ __X___ ____________ II-B-5 _____ _____ __X___ ____________ II-B-6 _____ _____ __X___ ____________ II-P _____ _____ __X___ ____________ R-1 _____ _____ __X___ ____________ R-2 _____ _____ __X___ ____________ R-X _____ _____ __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 Bear Stearns Asset Backed Securities Trust 2007-SD1. 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 Bear Stearns Asset Backed Securities Trust 2007-SD1, 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. Bear Stearns Asset Backed Securities Trust 2007-SD1 (Issuing Entity) EMC Mortgage Corporation (Master Servicer) /s/ Mark Novachek Mark Novachek, Senior Vice President Date: June 7, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Bear Stearns Asset Backed Securities Trust 2007-SD1, relating to the May 25, 2007 distribution. EX-99.1 Bear Stearns Asset Backed Securities Asset-Backed Certificates Distribution Date: 5/25/2007 Bear Stearns Asset Backed Securities Asset-Backed Certificates Series 2007-SD1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance I-A-1 07389QAA6 0304/30/2007 5.50000% 4038,~~400~~974,~~020~~723.1848 ~~185~~178,~~104~~573.6426 I-A-2A 07389QAC2 0304/30/2007 6.00000% 25,~~707~~384,~~170~~351.7117 ~~128~~126,~~492~~878.7449 I-A-2B 07389QAD0 0304/30/2007 6.00000% 2,~~705~~671,~~967~~986.0972 13,~~525~~355.3038 I-A-3A 07389QAE8 0304/30/2007 6.50000% 28,~~739~~602,~~135~~288.7034 ~~155~~154,~~618~~876.1025 I-A-3B 07389QAF5 0304/30/2007 6.50000% 3,~~025~~011,~~771~~363.2441 16,~~384~~305.1099 I-X 07389QAG3 0304/30/2007 0.~~78933~~78947% 0.00 14,~~817~~751.02 I-B-1 07389QAH1 0304/30/2007 5.~~95771~~95779% 5,~~391~~384,~~081~~806.6231 26,~~756~~725.4352 I-B-2 07389QAJ7 0304/30/2007 5.~~95771~~95779% 3,~~029~~025,~~369~~843.3410 15,~~035~~017.0467 I-B-3 07389QAK4 0304/30/2007 5.~~95771~~95779% 1,~~938~~935,~~198~~942.4838 9,~~619~~608.4634 I-B-4 07389QAV0 0304/30/2007 5.~~95771~~95779% 1,~~211~~210,~~747~~337.7424 6,~~014~~007.0207 I-B-5 07389QAW8 0304/30/2007 5.~~95771~~95779% ~~787~~786,~~237~~321.4307 3,~~907~~902.1362 I-B-6 07389QAX6 0304/30/2007 5.~~95771~~95779% 1,~~878~~875,~~113~~926.0589 9,~~321~~310.2548 I-PO 07389QAB4 0304/30/2007 0.00000% 1,~~864~~827,~~546~~536.7958 0.00 I-P 07389QAY4 0304/30/2007 0.00000% 0.00 02,595.0041 II-1A-1 07389QAL2 0304/30/2007 5.~~21793~~22238% 5251,~~314~~989,~~471~~574.3656 ~~227~~226,~~477~~257.9162 II-1A-2 07389QAM0 0304/30/2007 5.~~21793~~22238% 6,~~539~~499,~~785~~170.5852 28,~~436~~284.8126 II-2A-1 07389QAN8 0304/30/2007 5.~~74377~~74933% 4039,~~087~~072,~~092~~663.6399 ~~191~~187,~~875~~201.9334 II-2A-2 07389QAP3 0304/30/2007 5.~~74377~~74933% 54,~~011~~885,~~864~~035.1280 23,~~989~~404.1773 II-3A-1 07389QAQ1 0304/30/2007 5.~~67021~~67877% 3432,~~728~~893,~~034~~446.2166 ~~164~~155,~~096~~662.1904 II-3A-2 07389QAR9 0304/30/2007 5.~~67021~~67877% 4,~~341~~112,~~714~~353.4852 2019,~~515~~460.3894 II-B-1 07389QAS7 0304/30/2007 5.~~50586~~51183% 7,~~860~~857,~~502~~349.8875 36,~~065~~090.7130 II-B-2 07389QAT5 0304/30/2007 5.~~50586~~51183% 2,~~979~~978,~~400~~205.2612 13,~~670~~679.1446 II-B-3 07389QAU2 0304/30/2007 5.~~50586~~51183% 2,~~151~~150,~~400~~537.66 9,~~871~~877.1083 II-B-4 07389QAZ1 0304/30/2007 5.~~50586~~51183% 909,~~900~~535.6566 4,~~174~~177.8267 II-B-5 07389QBA5 0304/30/2007 5.~~50586~~51183% ~~745~~744,~~099~~800.7688 3,~~418~~421.6801 II-B-6 07389QBB3 0304/30/2007 5.~~50586~~51183% 1,~~905~~904,~~498~~734.6327 8,~~742~~748.8481 II-P 07389QBC1 0304/30/2007 0.00000% 0.00 0.00 R-1 07389QBD9 0304/30/2007 0.00000% 0.00 0.1908 R-2 07389QBE7 0304/30/2007 0.00000% 0.00 0.00 R-X 07389QBF4 0304/30/2007 0.00000% 0.00 0.00 Totals ~~276~~270,~~253~~688,~~124~~835.5908 1,~~316~~294,~~930~~173.1059

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A-1 1750,~~425,296~~301.7097 0.00 38,~~974~~224,~~723~~421.4852 1928,~~610,401~~875.3423 0.00 I-A-2A ~~322~~332,~~819~~048.5484 0.00 25,~~384~~052,~~351~~302.1734 ~~451~~458,~~312~~927.2833 0.00 I-A-2B 3334,~~980~~951.3785 0.00 2,~~671~~637,~~986~~034.7287 4748,~~505~~307.6723 0.00 I-A-3A ~~136~~29,~~847~~290.3619 0.00 28,~~602~~572,~~288~~998.3415 ~~292~~184,~~465~~166.4644 0.00 I-A-3B 143,~~407~~083.8479 0.00 3,~~011~~008,~~363~~279.4162 3019,~~791~~389.9478 0.00 I-X 0.00 0.00 0.00 14,~~817~~751.02 0.00 I-B-1 6,~~275~~328.3190 0.00 5,~~384~~378,~~806~~477.3141 33,~~031~~054.7442 0.00 I-B-2 3,~~526~~556.2435 0.00 3,~~025~~022,~~843~~286.1075 18,~~561~~574.2802 0.00 I-B-3 2,~~256~~275.1036 0.00 1,~~935~~933,~~942~~667.3802 11,~~875~~883.5670 0.00 I-B-4 1,~~410~~422.4954 0.00 1,~~210~~208,~~337~~914.2470 7,~~424~~429.5161 0.00 I-B-5 ~~916~~924.3618 0.00 ~~786~~785,~~321~~396.0789 4,~~823~~826.4980 0.00 I-B-6 2,~~186~~204.1583 0.00 1,~~875~~873,~~926~~722.8907 11,~~507~~515.4031 0.21 I-PO 3718,~~010~~487.2105 0.00 1,~~827~~809,~~536~~049.5853 3718,~~010~~487.2105 0.00 I-P 0.00 0.00 0.00 02,595.0041 0.00 II-1A-1 ~~324~~369,~~896~~552.8055 0.00 51,~~989~~620,~~574~~022.5601 ~~552~~595,~~374~~810.7117 0.00 II-1A-2 4046,~~615~~197.0644 0.00 6,~~499~~452,~~170~~973.5208 6974,~~051~~481.8770 0.00 II-2A-1 111,~~014,428~~957.6424 0.00 39,~~072~~060,~~663~~706.9975 1199,~~206,304~~158.5758 0.00 II-2A-2 ~~126~~1,~~828~~494.3295 0.00 4,~~885~~883,~~035~~540.8086 ~~150~~24,~~817~~899.4968 0.00 II-3A-1 114,~~834,587~~073.5683 0.00 32,~~893~~879,~~446~~372.6683 1169,~~998,683~~735.7587 0.00 II-3A-2 ~~229~~1,~~360~~759.9652 0.00 4,~~112~~110,~~353~~594.5200 ~~249~~21,~~876~~220.3446 0.00 II-B-1 3,~~153~~158.1320 0.00 7,~~857~~854,~~349~~191.7555 39,~~218~~248.8450 0.00 II-B-2 1,~~195~~197.1507 0.00 2,~~978~~977,~~205~~008.1205 14,~~865~~876.2953 0.00 II-B-3 ~~863~~864.0039 0.00 2,~~150~~149,~~537~~673.6627 10,~~734~~742.1022 0.00 II-B-4 ~~364~~365.9958 0.00 909,~~535~~170.6608 4,~~539~~543.8125 0.00 II-B-5 ~~298~~299.8937 0.00 744,~~800~~501.8851 3,~~717~~720.5738 0.00 II-B-6 ~~764~~765.3659 0.00 1,~~904~~903,~~734~~968.2767 9,~~507~~514.2040 0.00 II-P 0.00 0.00 0.00 0.00 0.00 R-1 0.00 0.00 0.00 0.1908 0.00 R-2 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 51,~~564~~636,~~289~~561.5358 0.00 ~~270~~269,~~688~~052,~~835~~273.0853 62,~~881~~930,~~219~~735.6317 0.21 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by 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 I-A-1 42,448,000.00 4038,~~400~~974,~~020~~723.1848 5655,~~666~~281.2134 1695,~~368,630~~020.4863 0.00 ~~0.00~~ I-A-2A 26,591,000.00 25,~~707~~384,~~170~~351.7117 27,~~820~~731.4673 ~~294~~304,~~999~~317.0810 0.00 ~~0.00~~ I-A-2B 2,799,000.00 2,~~705~~671,~~967~~986.0972 2,~~928~~919.4107 3132,~~051~~032.9578 0.00 ~~0.00~~ I-A-3A 30,299,000.00 28,~~739~~602,~~135~~288.7034 26,~~834~~898.3888 ~~110~~2,~~012~~391.9731 0.00 ~~0.00~~ I-A-3B 3,190,000.00 3,~~025~~011,~~771~~363.2441 2,~~825~~832.2302 ~~11,582~~251.6177 0.00 ~~0.00~~ I-X 0.00 0.00 0.00 0.00 0.00 ~~0.00~~ I-B-1 5,410,000.00 5,~~391~~384,~~081~~806.6231 6,~~275~~328.3190 0.00 0.00 ~~0.00~~ I-B-2 3,040,000.00 3,~~029~~025,~~369~~843.3410 3,~~526~~556.2435 0.00 0.00 ~~0.00~~ I-B-3 1,945,000.00 1,~~938~~935,~~198~~942.4838 2,~~256~~275.1036 0.00 0.00 ~~0.00~~ I-B-4 1,216,000.00 1,~~211~~210,~~747~~337.7424 1,~~410~~422.4954 0.00 0.00 ~~0.00~~ I-B-5 790,000.00 ~~787~~786,~~237~~321.4307 ~~916~~924.3618 0.00 0.00 ~~0.00~~ I-B-6 1,884,703.72 1,~~878~~875,~~113~~926.0589 2,~~186~~204.1583 0.00 0.00 ~~0.00~~ I-PO 1,963,097.81 1,~~864~~827,~~546~~536.7958 3,~~609~~575.6107 3314,~~400~~911.6098 0.00 ~~0.00~~ I-P 0.00 0.00 0.00 0.00 0.00 ~~0.00~~ II-1A-1 54,876,000.00 5251,~~314~~989,~~471~~574.3656 30,~~808~~603.6354 ~~294~~338,~~088~~949.1701 0.00 ~~0.00~~ II-1A-2 6,860,000.00 6,~~539~~499,~~785~~170.5852 3,~~851~~825.3672 3642,~~763~~371.7071 0.00 ~~0.00~~ II-2A-1 41,008,000.00 4039,~~087~~072,~~092~~663.6399 8,~~841~~861.6030 13,~~005,587~~095.0494 0.00 ~~0.00~~ II-2A-2 5,127,000.00 54,~~011~~885,~~864~~035.1280 1,~~105~~107.4288 ~~125,722~~387.9007 0.00 ~~0.00~~ II-3A-1 36,674,000.00 3432,~~728~~893,~~034~~446.2166 1110,~~195~~487.8906 13,~~823,391~~586.6777 0.00 ~~0.00~~ II-3A-2 4,585,000.00 4,~~341~~112,~~714~~353.4852 1,~~399~~311.7110 ~~227,961~~448.2542 0.00 ~~0.00~~ II-B-1 7,870,000.00 7,~~860~~857,~~502~~349.8875 3,~~153~~158.1320 0.00 0.00 ~~0.00~~ II-B-2 2,983,000.00 2,~~979~~978,~~400~~205.2612 1,~~195~~197.1507 0.00 0.00 ~~0.00~~ II-B-3 2,154,000.00 2,~~151~~150,~~400~~537.66 ~~863~~864.0039 0.00 0.00 ~~0.00~~ II-B-4 911,000.00 909,~~900~~535.6566 ~~364~~365.9958 0.00 0.00 ~~0.00~~ II-B-5 746,000.00 ~~745~~744,~~099~~800.7688 ~~298~~299.8937 0.00 0.00 ~~0.00~~ II-B-6 1,907,800.87 1,~~905~~904,~~498~~734.6327 ~~764~~765.3659 0.00 0.00 ~~0.00~~ II-P 0.00 0.00 0.00 0.00 0.00 ~~0.00~~ R-1 0.00 0.00 0.00 0.00 0.00 ~~0.00~~ R-2 0.00 0.00 0.00 0.00 0.00 ~~0.00~~ R-X 0.00 0.00 0.00 0.00 0.00 ~~0.00~~ Totals 287,277,602.40 ~~276~~270,~~253~~688,~~124~~835.5908 ~~201~~198,~~097~~797.0807 51,~~363~~437,~~192~~764.4249 0.00 ~~0.00~~

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 10.00 750,~~425,296~~301.7097 38,~~974~~224,~~723~~421.4852 0.~~91817573~~90049994 1750,~~425,296~~301.7097 I-A-2A ~~322~~0.00 332,~~819~~048.5484 25,~~384~~052,~~351~~302.1734 0.~~95462191~~94213464 ~~322~~332,~~819~~048.5484 I-A-2B 330.00 34,~~980~~951.3785 2,~~671~~637,~~986~~034.7287 0.~~95462191~~94213464 3334,~~980~~951.3785 I-A-3A ~~136~~0.00 29,~~847~~290.3619 28,~~602~~572,~~288~~998.3415 0.~~94400107~~94303436 ~~136~~29,~~847~~290.3619 I-A-3B 140.00 3,~~407~~083.8479 3,~~011~~008,~~363~~279.4162 0.~~94400107~~94303436 143,~~407~~083.8479 I-X 0.00 0.00 0.00 0.00000000 0.00 I-B-1 0.00 6,~~275~~328.3190 5,~~384~~378,~~806~~477.3141 0.~~99534313~~99417327 6,~~275~~328.3190 I-B-2 0.00 3,~~526~~556.2435 3,~~025~~022,~~843~~286.1075 0.~~99534312~~99417327 3,~~526~~556.2435 I-B-3 0.00 2,~~256~~275.1036 1,~~935~~933,~~942~~667.3802 0.~~99534313~~99417328 2,~~256~~275.1036 I-B-4 0.00 1,~~410~~422.4954 1,~~210~~208,~~337~~914.2470 0.~~99534312~~99417327 1,~~410~~422.4954 I-B-5 ~~916~~0.3600 ~~786~~924.18 785,~~321~~396.0789 0.~~99534313~~99417328 ~~916~~924.3618 I-B-6 0.00 2,~~186~~204.1583 1,~~875~~873,~~926~~722.8907 0.~~99534312~~99417328 2,~~186~~204.1583 I-PO 370.00 18,~~010~~487.2105 1,~~827~~809,~~536~~049.5853 0.~~93094525~~92152797 3718,~~010~~487.2105 I-P 0.00 0.00 0.00 0.00000000 0.00 II-1A-1 ~~324~~0.00 369,~~896~~552.8055 51,~~989~~620,~~574~~022.5601 0.~~94740095~~94066663 ~~324~~369,~~896~~552.8055 II-1A-2 400.00 46,~~615~~197.0644 6,~~499~~452,~~170~~973.5208 0.~~94740095~~94066663 4046,~~615~~197.0644 II-2A-1 10.00 11,~~014,428~~957.6424 39,~~072~~060,~~663~~706.9975 0.~~95280589~~95251431 111,~~014,428~~957.6424 II-2A-2 ~~126~~0.00 1,~~828~~494.3295 4,~~885~~883,~~035~~540.8086 0.~~95280589~~95251431 ~~126~~1,~~828~~494.3295 II-3A-1 10.00 14,~~834,587~~073.5683 32,~~893~~879,~~446~~372.6683 0.~~89691462~~89653086 114,~~834,587~~073.5683 II-3A-2 ~~229~~0.00 1,~~360~~759.9652 4,~~112~~110,~~353~~594.5200 0.~~89691462~~89653086 ~~229~~1,~~360~~759.9652 II-B-1 0.00 3,~~153~~158.1320 7,~~857~~854,~~349~~191.7555 0.~~99839260~~99799130 3,~~153~~158.1320 II-B-2 0.00 1,~~195~~197.1507 2,~~978~~977,~~205~~008.1205 0.~~99839260~~99799130 1,~~195~~197.1507 II-B-3 ~~863~~0.00 864.39 2,~~150~~149,~~537~~673.6627 0.~~99839260~~99799130 ~~863~~864.0039 II-B-4 ~~364~~0.9900 365.58 909,~~535~~170.6608 0.~~99839260~~99799131 ~~364~~365.9958 II-B-5 ~~298~~0.8900 299.37 744,~~800~~501.8851 0.~~99839260~~99799130 ~~298~~299.8937 II-B-6 ~~764~~0.3600 765.59 1,~~904~~903,~~734~~968.2767 0.~~99839260~~99799130 ~~764~~765.3659 II-P 0.00 0.00 0.00 0.00000000 0.00 R-1 0.00 0.00 0.00 0.00000000 0.00 R-2 0.00 0.00 0.00 0.00000000 0.00 R-X 0.00 0.00 0.00 0.00000000 0.00 Totals 50.00 1,~~564~~636,~~289~~561.5358 ~~270~~269,~~688~~052,~~835~~273.0853 0.~~94225527~~93655848 51,~~564~~636,~~289~~561.5358

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 42,448,000.00 ~~951~~918.~~75320816~~17573219 1.~~33495595~~30233085 3216.~~24251979~~37346000 0.00000000 I-A-2A 26,591,000.00 ~~966~~954.~~76208905~~62190854 1.~~04623594~~04289910 11.~~09394457~~44436463 0.00000000 I-A-2B 2,799,000.00 ~~966~~954.~~76209003~~62190782 1.~~04623437~~04289746 11.~~09394427~~44436584 0.00000000 I-A-3A 30,299,000.00 ~~948~~944.~~51763094~~00106736 0.~~88565233~~88778111 30.~~63091092~~07892373 0.00000000 I-A-3B 3,190,000.00 ~~948~~944.~~51763009~~00106897 0.~~88565204~~88778056 30.~~63091223~~07892476 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-B-1 5,410,000.00 ~~996~~995.~~50307209~~34312569 1.~~15994640~~16985213 0.00000000 0.00000000 I-B-2 3,040,000.00 ~~996~~995.~~50307237~~34312500 1.~~15994737~~16985197 0.00000000 0.00000000 I-B-3 1,945,000.00 ~~996~~995.~~50307455~~34312596 1.~~15994859~~16985090 0.00000000 0.00000000 I-B-4 1,216,000.00 ~~996~~995.~~50307566~~34312500 1.~~15994243~~16985197 0.00000000 0.00000000 I-B-5 790,000.00 ~~996~~995.~~50307595~~34312658 1.~~15994937~~16984810 0.00000000 0.00000000 I-B-6 1,884,703.72 ~~996~~995.~~50307370~~34312481 1.~~15994359~~16985496 0.00000000 0.00000000 I-PO 1,963,097.81 ~~949~~930.~~79821204~~94524923 1.~~83873161~~82113697 177.~~01423120~~59614723 0.00000000 I-P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-1A-1 54,876,000.00 ~~953~~947.~~32151323~~40095051 0.~~56142266~~55768533 56.~~35914006~~17663478 0.00000000 II-1A-2 6,860,000.00 ~~953~~947.~~32151312~~40095044 0.~~56142274~~55768513 56.~~35913994~~17663411 0.00000000 II-2A-1 41,008,000.00 ~~977~~952.~~54322644~~80589129 0.~~21560671~~21608710 240.~~52172844~~07549600 0.00000000 II-2A-2 5,127,000.00 ~~977~~952.~~54322606~~80589038 0.~~21560757~~21608738 240.~~52172811~~07549639 0.00000000 II-3A-1 36,674,000.00 ~~946~~896.~~93881796~~91461689 0.~~30528140~~28595354 490.~~71891994~~09780144 0.00000000 II-3A-2 4,585,000.00 ~~946~~896.~~93881788~~91461723 0.~~30528026~~28595420 490.~~71892039~~09780153 0.00000000 II-B-1 7,870,000.00 998.~~79325032~~39259848 0.~~40065184~~40129606 0.00000000 0.00000000 II-B-2 2,983,000.00 998.~~79324841~~39259806 0.~~40065370~~40129735 0.00000000 0.00000000 II-B-3 2,154,000.00 998.~~79324977~~39259981 0.~~40064995~~40129526 0.00000000 0.00000000 II-B-4 911,000.00 998.~~79324918~~39260154 0.~~40064764~~40129528 0.00000000 0.00000000 II-B-5 746,000.00 998.~~79324397~~39260054 0.~~40065684~~40130027 0.00000000 0.00000000 II-B-6 1,907,800.87 998.~~79324932~~39259954 0.~~40064978~~40129450 0.00000000 0.00000000 II-P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 0.00000000 3317.~~57747597~~67579085 ~~918~~900.~~17573219~~49994158 0.~~91817573~~90049994 3317.~~57747597~~67579085 I-A-2A 0.00000000 12.~~14018051~~48726411 ~~954~~942.~~62190854~~13464480 0.~~95462191~~94213464 12.~~14018051~~48726411 I-A-2B 0.00000000 12.~~14018221~~48726331 ~~954~~942.~~62190782~~13464452 0.~~95462191~~94213464 12.~~14018221~~48726331 I-A-3A 0.00000000 40.~~51656358~~96670484 ~~944~~943.~~00106736~~03436252 0.~~94400107~~94303436 40.~~51656358~~96670484 I-A-3B 0.00000000 40.~~51656426~~96670533 ~~944~~943.~~00106897~~03436364 0.~~94400107~~94303436 40.~~51656426~~96670533 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-B-1 0.00000000 1.~~15994640~~16985213 ~~995~~994.~~34312569~~17327357 0.~~99534313~~99417327 1.~~15994640~~16985213 I-B-2 0.00000000 1.~~15994737~~16985197 ~~995~~994.~~34312500~~17327303 0.~~99534312~~99417327 1.~~15994737~~16985197 I-B-3 0.00000000 1.~~15994859~~16985090 ~~995~~994.~~34312596~~17327506 0.~~99534313~~99417328 1.~~15994859~~16985090 I-B-4 0.00000000 1.~~15994243~~16985197 ~~995~~994.~~34312500~~17327303 0.~~99534312~~99417327 1.~~15994243~~16985197 I-B-5 0.00000000 1.~~15994937~~16984810 ~~995~~994.~~34312658~~17327848 0.~~99534313~~99417328 1.~~15994937~~16984810 I-B-6 0.00000000 1.~~15994359~~16985496 ~~995~~994.~~34312481~~17327515 0.~~99534312~~99417328 1.~~15994359~~16985496 I-PO 0.00000000 189.~~85296281~~41728421 ~~930~~921.~~94524923~~52796503 0.~~93094525~~92152797 189.~~85296281~~41728421 I-P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-1A-1 0.00000000 56.~~92056272~~73432010 ~~947~~940.~~40095051~~66663040 0.~~94740095~~94066663 56.~~92056272~~73432010 II-1A-2 0.00000000 56.~~92056268~~73432070 ~~947~~940.~~40095044~~66662974 0.~~94740095~~94066663 56.~~92056268~~73432070 II-2A-1 0.00000000 240.~~73733515~~29158311 952.~~80589129~~51430818 0.~~95280589~~95251431 240.~~73733515~~29158311 II-2A-2 0.00000000 240.~~73733567~~29158377 952.~~80589038~~51430856 0.~~95280589~~95251431 240.~~73733567~~29158377 II-3A-1 0.00000000 500.~~02420134~~38375498 896.~~91461689~~53086192 0.~~89691462~~89653086 500.~~02420134~~38375498 II-3A-2 0.00000000 500.~~02420065~~38375573 896.~~91461723~~53086150 0.~~89691462~~89653086 500.~~02420065~~38375573 II-B-1 0.00000000 0.~~40065184~~40129606 ~~998~~997.~~39259848~~99130241 0.~~99839260~~99799130 0.~~40065184~~40129606 II-B-2 0.00000000 0.~~40065370~~40129735 ~~998~~997.~~39259806~~99130070 0.~~99839260~~99799130 0.~~40065370~~40129735 II-B-3 0.00000000 0.~~40064995~~40129526 ~~998~~997.~~39259981~~99130455 0.~~99839260~~99799130 0.~~40064995~~40129526 II-B-4 0.00000000 0.~~40064764~~40129528 ~~998~~997.~~39260154~~99130626 0.~~99839260~~99799131 0.~~40064764~~40129528 II-B-5 0.00000000 0.~~40065684~~40130027 ~~998~~997.~~39260054~~99130027 0.~~99839260~~99799130 0.~~40065684~~40130027 II-B-6 0.00000000 0.~~40064978~~40129450 ~~998~~997.~~39259954~~99129979 0.~~99839260~~99799130 0.~~40064978~~40129450 II-P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A-1 0304/01/07 - 0304/30/07 30 5.50000% 4038,~~400~~974,~~020~~723.1848 ~~185~~178,~~166~~634.7615 0.00 I-A-2A 0304/01/07 - 0304/30/07 30 6.00000% 25,~~707~~384,~~170~~351.7117 ~~128~~126,~~535~~921.8576 0.00 I-A-2B 0304/01/07 - 0304/30/07 30 6.00000% 2,~~705~~671,~~967~~986.0972 13,~~529~~359.8493 0.00 I-A-3A 0304/01/07 - 0304/30/07 30 6.50000% 28,~~739~~602,~~135~~288.7034 ~~155~~154,~~670~~929.3206 0.00 I-A-3B 0304/01/07 - 0304/30/07 30 6.50000% 3,~~025~~011,~~771~~363.2441 16,~~389~~311.5955 0.00 I-X 0304/01/07 - 0304/30/07 30 0.~~78933~~78947% 22,~~533~~429,~~455~~271.6768 14,~~821~~756.9905 0.00 I-B-1 0304/01/07 - 0304/30/07 30 5.~~95771~~95779% 5,~~391~~384,~~081~~806.6231 26,~~765~~734.4164 0.00 I-B-2 0304/01/07 - 0304/30/07 30 5.~~95771~~95779% 3,~~029~~025,~~369~~843.3410 15,~~040~~022.0879 0.00 I-B-3 0304/01/07 - 0304/30/07 30 5.~~95771~~95779% 1,~~938~~935,~~198~~942.4838 9,~~622~~611.6962 0.00 I-B-4 0304/01/07 - 0304/30/07 30 5.~~95771~~95779% 1,~~211~~210,~~747~~337.7424 6,~~016~~009.0312 0.00 I-B-5 0304/01/07 - 0304/30/07 30 5.~~95771~~95779% ~~787~~786,~~237~~321.4307 3,~~908~~903.4495 0.00 I-B-6 0304/01/07 - 0304/30/07 30 5.~~95771~~95779% 1,~~878~~875,~~113~~926.0589 9,~~324~~313.3865 0.00 I-PO N/A N/A 0.00000% 1,~~864~~827,~~546~~536.7958 0.00 0.00 I-P N/A N/A 0.00000% 0.00 0.00 0.00 II-1A-1 0304/01/07 - 0304/30/07 30 5.~~21793~~22238% 5251,~~314~~989,~~471~~574.3656 ~~227~~226,~~477~~257.9162 0.00 II-1A-2 0304/01/07 - 0304/30/07 30 5.~~21793~~22238% 6,~~539~~499,~~785~~170.5852 28,~~436~~284.8126 0.00 II-2A-1 0304/01/07 - 0304/30/07 30 5.~~74377~~74933% 4039,~~087~~072,~~092~~663.6399 ~~191~~187,~~875~~201.9334 0.00 II-2A-2 0304/01/07 - 0304/30/07 30 5.~~74377~~74933% 54,~~011~~885,~~864~~035.1280 23,~~989~~404.1773 0.00 II-3A-1 0304/01/07 - 0304/30/07 30 5.~~67021~~67877% 3432,~~728~~893,~~034~~446.2166 ~~164~~155,~~096~~662.1904 0.00 II-3A-2 0304/01/07 - 0304/30/07 30 5.~~67021~~67877% 4,~~341~~112,~~714~~353.4852 2019,~~515~~460.3894 0.00 II-B-1 0304/01/07 - 0304/30/07 30 5.~~50586~~51183% 7,~~860~~857,~~502~~349.8875 36,~~065~~090.7130 0.00 II-B-2 0304/01/07 - 0304/30/07 30 5.~~50586~~51183% 2,~~979~~978,~~400~~205.2612 13,~~670~~679.1446 0.00 II-B-3 0304/01/07 - 0304/30/07 30 5.~~50586~~51183% 2,~~151~~150,~~400~~537.66 9,~~871~~877.1083 0.00 II-B-4 0304/01/07 - 0304/30/07 30 5.~~50586~~51183% 909,~~900~~535.6566 4,~~174~~177.8267 0.00 II-B-5 0304/01/07 - 0304/30/07 30 5.~~50586~~51183% ~~745~~744,~~099~~800.7688 3,~~418~~421.6801 0.00 II-B-6 0304/01/07 - 0304/30/07 30 5.~~50586~~51183% 1,~~905~~904,~~498~~734.6327 8,~~742~~748.8481 0.00 II-P N/A N/A 0.00000% 0.00 0.00 0.00 R-1 N/A N/A 0.00000% 0.00 0.00 0.00 R-2 N/A N/A 0.00000% 0.00 0.00 0.00 R-X N/A N/A 0.00000% 0.00 0.00 0.00 Totals 1,~~317~~291,~~126~~774.0628 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 I-A-1 0.00 6260.1189 ~~185~~178,~~104~~573.6426 0.00 38,~~974~~224,~~723~~421.4852 I-A-2A 0.00 43.1226 ~~128~~126,~~492~~878.7449 0.00 25,~~384~~052,~~351~~302.1734 I-A-2B 0.00 4.5455 13,~~525~~355.3038 0.00 2,~~671~~637,~~986~~034.7287 I-A-3A 0.00 52.2281 ~~155~~154,~~618~~876.1025 0.00 28,~~602~~572,~~288~~998.3415 I-A-3B 0.00 5.5056 16,~~384~~305.1099 0.00 3,~~011~~008,~~363~~279.4162 I-X 0.00 45.9703 14,~~817~~751.02 0.00 22,~~429~~408,~~271~~789.6834 I-B-1 0.00 89.9811 26,~~756~~725.4352 0.00 5,~~384~~378,~~806~~477.3141 I-B-2 0.00 5.0512 15,~~035~~017.0467 0.00 3,~~025~~022,~~843~~286.1075 I-B-3 0.00 3.2328 9,~~619~~608.4634 0.00 1,~~935~~933,~~942~~667.3802 I-B-4 0.00 2.0205 6,~~014~~007.0207 0.00 1,~~210~~208,~~337~~914.2470 I-B-5 0.00 1.3133 3,~~907~~902.1362 0.00 ~~786~~785,~~321~~396.0789 I-B-6 0.00 3.1317 9,~~321~~310.2548 0.00 1,~~875~~873,~~926~~722.8907 I-PO 0.00 0.00 0.00 0.00 1,~~827~~809,~~536~~049.5853 I-P 0.00 0.00 02,595.0041 0.00 0.00 II-1A-1 0.00 0.00 ~~227~~226,~~477~~257.9162 0.00 51,~~989~~620,~~574~~022.5601 II-1A-2 0.00 0.00 28,~~436~~284.8126 0.00 6,~~499~~452,~~170~~973.5208 II-2A-1 0.00 0.00 ~~191~~187,~~875~~201.9334 0.00 39,~~072~~060,~~663~~706.9975 II-2A-2 0.00 0.00 23,~~989~~404.1773 0.00 4,~~885~~883,~~035~~540.8086 II-3A-1 0.00 0.00 ~~164~~155,~~096~~662.1904 0.00 32,~~893~~879,~~446~~372.6683 II-3A-2 0.00 0.00 2019,~~515~~460.3894 0.00 4,~~112~~110,~~353~~594.5200 II-B-1 0.00 0.00 36,~~065~~090.7130 0.00 7,~~857~~854,~~349~~191.7555 II-B-2 0.00 0.00 13,~~670~~679.1446 0.00 2,~~978~~977,~~205~~008.1205 II-B-3 0.00 0.00 9,~~871~~877.1083 0.00 2,~~150~~149,~~537~~673.6627 II-B-4 0.00 0.00 4,~~174~~177.8267 0.00 909,~~535~~170.6608 II-B-5 0.00 0.00 3,~~418~~421.6801 0.00 744,~~800~~501.8851 II-B-6 0.00 0.00 8,~~742~~748.8481 0.00 1,~~904~~903,~~734~~968.2767 II-P 0.00 0.00 0.00 0.00 0.00 R-1 0.00 0.00 0.1908 0.00 0.00 R-2 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 0.00 196.1816 1,~~316~~294,~~930~~173.1059 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A-1 42,448,000.00 5.50000% ~~951~~918.~~75320816~~17573219 4.~~36220222~~20830546 0.00000000 I-A-2A 26,591,000.00 6.00000% ~~966~~954.~~76208905~~62190854 4.~~83381031~~77310970 0.00000000 I-A-2B 2,799,000.00 6.00000% ~~966~~954.~~76209003~~62190782 4.~~83381208~~77310825 0.00000000 I-A-3A 30,299,000.00 6.50000% ~~948~~944.~~51763094~~00106736 5.~~13780389~~11333905 0.00000000 I-A-3B 3,190,000.00 6.50000% ~~948~~944.~~51763009~~00106897 5.~~13780251~~11333856 0.00000000 I-X 0.00 0.~~78933~~78947% ~~947~~943.~~84233230~~45995982 0.~~62346893~~62069525 0.00000000 I-B-1 5,410,000.00 5.~~95771~~95779% ~~996~~995.~~50307209~~34312569 4.~~94739556~~94170795 0.00000000 I-B-2 3,040,000.00 5.~~95771~~95779% ~~996~~995.~~50307237~~34312500 4.~~94739474~~94170724 0.00000000 I-B-3 1,945,000.00 5.~~95771~~95779% ~~996~~995.~~50307455~~34312596 4.~~94739846~~94170694 0.00000000 I-B-4 1,216,000.00 5.~~95771~~95779% ~~996~~995.~~50307566~~34312500 4.~~94739309~~94171053 0.00000000 I-B-5 790,000.00 5.~~95771~~95779% ~~996~~995.~~50307595~~34312658 4.~~94739241~~94170886 0.00000000 I-B-6 1,884,703.72 5.~~95771~~95779% ~~996~~995.~~50307370~~34312481 4.~~94739831~~94170511 0.00000000 I-PO 1,963,097.81 0.00000% ~~949~~930.~~79821204~~94524923 0.00000000 0.00000000 I-P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 II-1A-1 54,876,000.00 5.~~21793~~22238% ~~953~~947.~~32151323~~40095051 4.~~14530778~~12307056 0.00000000 II-1A-2 6,860,000.00 5.~~21793~~22238% ~~953~~947.~~32151312~~40095044 4.~~14530758~~12306997 0.00000000 II-2A-1 41,008,000.00 5.~~74377~~74933% ~~977~~952.~~54322644~~80589129 4.~~67898776~~56499561 0.00000000 II-2A-2 5,127,000.00 5.~~74377~~74933% ~~977~~952.~~54322606~~80589038 4.~~67898771~~56499512 0.00000000 II-3A-1 36,674,000.00 5.~~67021~~67877% ~~946~~896.~~93881796~~91461689 4.~~47445575~~24447947 0.00000000 II-3A-2 4,585,000.00 5.~~67021~~67877% ~~946~~896.~~93881788~~91461723 4.~~47445583~~24447983 0.00000000 II-B-1 7,870,000.00 5.~~50586~~51183% 998.~~79325032~~39259848 4.~~58268234~~58580686 0.00000000 II-B-2 2,983,000.00 5.~~50586~~51183% 998.~~79324841~~39259806 4.~~58268186~~58580624 0.00000000 II-B-3 2,154,000.00 5.~~50586~~51183% 998.~~79324977~~39259981 4.~~58268338~~58580780 0.00000000 II-B-4 911,000.00 5.~~50586~~51183% 998.~~79324918~~39260154 4.~~58267838~~58580681 0.00000000 II-B-5 746,000.00 5.~~50586~~51183% 998.~~79324397~~39260054 4.~~58268097~~58580429 0.00000000 II-B-6 1,907,800.87 5.~~50586~~51183% 998.~~79324932~~39259954 4.~~58267953~~58580879 0.00000000 II-P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R-2 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A-1 0.00000000 0.~~00146320~~00143446 4.~~36073879~~20687100 0.00000000 ~~918~~900.~~17573219~~49994158 I-A-2A 0.00000000 0.~~00162160~~00162687 4.~~83218909~~77148246 0.00000000 ~~954~~942.~~62190854~~13464480 I-A-2B 0.00000000 0.~~00162201~~00162558 4.~~83219007~~77148267 0.00000000 ~~954~~942.~~62190782~~13464452 I-A-3A 0.00000000 0.~~00172349~~00174296 5.~~13608040~~11159609 0.00000000 ~~944~~943.~~00106736~~03436252 I-A-3B 0.00000000 0.~~00172414~~00174295 5.~~13608150~~11159561 0.00000000 ~~944~~943.~~00106897~~03436364 I-X 0.00000000 0.~~00020906~~00021158 0.~~62325988~~62048367 0.00000000 ~~943~~942.~~45995982~~59839517 I-B-1 0.00000000 0.~~00165989~~00168392 4.~~94573567~~94002218 0.00000000 ~~995~~994.~~34312569~~17327357 I-B-2 0.00000000 0.~~00166118~~00168421 4.~~94573684~~94002303 0.00000000 ~~995~~994.~~34312500~~17327303 I-B-3 0.00000000 0.~~00166067~~00168638 4.~~94573779~~94002057 0.00000000 ~~995~~994.~~34312596~~17327506 I-B-4 0.00000000 0.~~00166118~~00168586 4.~~94574013~~94002467 0.00000000 ~~995~~994.~~34312500~~17327303 I-B-5 0.00000000 0.~~00165823~~00168354 4.~~94573418~~94002532 0.00000000 ~~995~~994.~~34312658~~17327848 I-B-6 0.00000000 0.~~00166074~~00168196 4.~~94573757~~94002315 0.00000000 ~~995~~994.~~34312481~~17327515 I-PO 0.00000000 0.00000000 0.00000000 0.00000000 ~~930~~921.~~94524923~~52796503 I-P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-1A-1 0.00000000 0.00000000 4.~~14530778~~12307056 0.00000000 ~~947~~940.~~40095051~~66663040 II-1A-2 0.00000000 0.00000000 4.~~14530758~~12306997 0.00000000 ~~947~~940.~~40095044~~66662974 II-2A-1 0.00000000 0.00000000 4.~~67898776~~56499561 0.00000000 952.~~80589129~~51430818 II-2A-2 0.00000000 0.00000000 4.~~67898771~~56499512 0.00000000 952.~~80589038~~51430856 II-3A-1 0.00000000 0.00000000 4.~~47445575~~24447947 0.00000000 896.~~91461689~~53086192 II-3A-2 0.00000000 0.00000000 4.~~47445583~~24447983 0.00000000 896.~~91461723~~53086150 II-B-1 0.00000000 0.00000000 4.~~58268234~~58580686 0.00000000 ~~998~~997.~~39259848~~99130241 II-B-2 0.00000000 0.00000000 4.~~58268186~~58580624 0.00000000 ~~998~~997.~~39259806~~99130070 II-B-3 0.00000000 0.00000000 4.~~58268338~~58580780 0.00000000 ~~998~~997.~~39259981~~99130455 II-B-4 0.00000000 0.00000000 4.~~58267838~~58580681 0.00000000 ~~998~~997.~~39260154~~99130626 II-B-5 0.00000000 0.00000000 4.~~58268097~~58580429 0.00000000 ~~998~~997.~~39260054~~99130027 II-B-6 0.00000000 0.00000000 4.~~58267953~~58580879 0.00000000 ~~998~~997.~~39259954~~99129979 II-P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 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 62,~~722~~763,~~537~~432.9532 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~244~~251,~~910~~982.7118 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Total Deposits 63,~~967~~015,~~448~~414.6650 Withdrawals Reserve Funds and Credit Enhancements 0.00 Total Administration Fees 8684,~~229~~679.0333 Payment of Interest and Principal 62,~~881~~930,~~219~~735.6317 Total Withdrawals (Pool Distribution Amount) 63,~~967~~015,~~448~~414.6650 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 196.1816 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 196.1816

ADMINISTRATION FEES Gross Servicing Fee* 8281,~~775~~295.8772 Securities Administrator Fee - Wells Fargo Bank NA 3,~~453~~383.1661 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 8684,~~229~~679.0333 *Servicer Payees include: EMC MORTGAGE CORPORATION

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Class P Reserve Account 100.00 02,595.0041 02,595.0041 100.00

Collateral Statement Group Group I Group II-1 Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 6.~~435526~~442281 5.~~558899~~563700 Weighted Average Net Rate 6.~~029396~~036461 5.~~232933~~237376 Weighted Average Pass-Through Rate 6.~~014396~~021461 5.~~217933~~222376 Weighted Average Remaining Term ~~323~~322 ~~328~~327 Principal And Interest Constant ~~762~~751,~~993~~678.8393 ~~343~~341,~~053~~367.0060 Beginning Loan Count ~~637~~628 ~~205~~204 Loans Paid in Full 94 1 Ending Loan Count ~~628~~624 ~~204~~203 Beginning Scheduled Balance ~~116~~114,~~678~~691,~~359~~426.4782 65,~~702~~332,~~253~~708.2249 Ending Scheduled Balance ~~114~~113,~~691~~506,~~426~~550.8297 6564,~~332~~912,~~708~~929.4982 Actual Ending Collateral Balance ~~114~~113,~~842~~666,~~440~~469.3062 6564,~~378~~963,~~841~~485.2351 Scheduled Principal ~~137~~135,~~254~~950.9529 38,~~692~~457.8695 Unscheduled Principal 1,~~849~~048,~~677~~925.7056 ~~330~~381,~~851~~320.8772 Scheduled Interest ~~625~~615,~~738~~728.8864 ~~304~~302,~~360~~909.1465 Servicing Fees 3938,~~488~~786.8866 17,~~847~~766.2136 Master Servicing Fees 0.00 0.00 Trustee Fee 1,~~458~~433.4864 ~~821~~816.2866 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~584~~575,~~791~~508.5234 ~~285~~284,~~691~~326.6563 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group II-2 Group II-3 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~106099~~113240 5.~~984966~~995969 Weighted Average Net Rate 5.~~758771~~764329 5.~~685215~~693775 Weighted Average Pass-Through Rate 5.~~743771~~749329 5.~~670215~~678775 Weighted Average Remaining Term ~~342~~341 ~~344~~343 Principal And Interest Constant ~~266~~261,~~630~~163.5248 ~~231~~221,~~774~~040.9070 Beginning Loan Count ~~142~~140 ~~103~~98 Loans Paid in Full 20 50 Ending Loan Count 140 98 Beginning Scheduled Balance 5049,~~222~~080,~~595~~208.1108 4341,~~649~~584,~~916~~491.9180 Ending Scheduled Balance 49,~~080~~065,~~208~~594.0816 41,~~584~~567,~~491~~198.8068 Actual Ending Collateral Balance 49,~~093~~079,~~485~~864.2401 41,~~606~~589,~~467~~766.4326 Scheduled Principal 11,~~077~~130.0991 1413,~~072~~257.1993 Unscheduled Principal 13,~~131,309~~483.9401 24,~~051,352~~035.9219 Scheduled Interest ~~255~~250,~~553~~032.4357 ~~217~~207,~~702~~782.7177 Servicing Fees 14,~~536~~270.3953 10,~~903~~472.3917 Master Servicing Fees 0.00 0.00 Trustee Fee ~~627~~613.7850 ~~545~~519.6281 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~240~~235,~~389~~148.2654 ~~206~~196,~~253~~790.7079 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Fixed & Mixed ARM Weighted Average Coupon Rate 6.~~095953~~102004 Weighted Average Net Rate 5.~~736388~~741609 Weighted Average Pass-Through Rate 5.~~721388~~726609 Weighted Average Remaining Term ~~331~~330 Principal And Interest Constant 1,~~604~~575,~~452~~250.2571 Beginning Loan Count 1,~~087~~070 Loans Paid in Full 175 Ending Loan Count 1,~~070~~065 Beginning Scheduled Balance ~~276~~270,~~253~~688,~~124~~835.7119 Ending Scheduled Balance ~~270~~269,~~688~~052,~~835~~273.1963 Actual Ending Collateral Balance ~~270~~269,~~921~~299,~~234~~585.2040 Scheduled Principal ~~201~~198,~~097~~797.0908 Unscheduled Principal 51,~~363~~437,~~192~~764.4348 Scheduled Interest 1,~~403~~376,~~355~~453.1663 Servicing Fees 8281,~~775~~295.8772 Master Servicing Fees 0.00 Trustee Fee 3,~~453~~383.1661 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 1,~~317~~291,~~126~~774.1330 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 0.00 Prepayment Penalty Paid Count 0 Special Servicing Fee 0.00

Additional Reporting - Group Level Trigger Event Reporting Group I Sub-Loan Group I-1 ~~Cumulative~~Shifting ~~Loss~~Interest ~~Calculated~~Trigger ~~Value~~Pass ~~0.000000%~~Delinquency ~~Cumulative Loss~~ Trigger Result Pass ~~Cumulative~~Delinquency ~~Loss~~Trigger Threshold Value 3050.000000% Delinquency Trigger Calculated Value 2529.~~329392~~703980% ~~Delinquency~~Cumulative ~~Trigger~~Loss Trigger Result Pass ~~Delinquency~~Cumulative ~~Trigger~~Loss Threshold Value 5030.000000% ~~Shifting~~Cumulative ~~Interest~~Loss ~~Trigger~~Calculated ~~Result~~Value ~~Pass~~0.000000% Sub-Loan Group I-2 ~~Cumulative~~Shifting ~~Loss~~Interest ~~Calculated~~Trigger ~~Value~~Pass ~~0.000000%~~Delinquency ~~Cumulative Loss~~ Trigger Result Pass ~~Cumulative~~Delinquency ~~Loss~~Trigger Threshold Value 3050.000000% Delinquency Trigger Calculated Value 2529.~~329392~~703980% ~~Delinquency~~Cumulative ~~Trigger~~Loss Trigger Result Pass ~~Delinquency~~Cumulative ~~Trigger~~Loss Threshold Value 5030.000000% ~~Shifting~~Cumulative ~~Interest~~Loss ~~Trigger~~Calculated ~~Result~~Value ~~Pass~~0.000000% Sub-Loan Group I-3 ~~Cumulative~~Shifting ~~Loss~~Interest ~~Calculated~~Trigger ~~Value~~Pass ~~0.000000%~~Delinquency ~~Cumulative Loss~~ Trigger Result Pass ~~Cumulative~~Delinquency ~~Loss~~Trigger Threshold Value 3050.000000% Delinquency Trigger Calculated Value 2529.~~329392~~703980% ~~Delinquency~~Cumulative ~~Trigger~~Loss Trigger Result Pass ~~Delinquency~~Cumulative ~~Trigger~~Loss Threshold Value 5030.000000% ~~Shifting~~Cumulative ~~Interest~~Loss ~~Trigger~~Calculated ~~Result~~Value ~~Pass~~0.000000% Group II-1 ~~Cumulative~~Shifting ~~Loss~~Interest ~~Calculated~~Trigger ~~Value~~Pass ~~0.000000%~~ Cumulative Loss Trigger Trigger Result Pass ~~Cumulative Loss~~ Threshold Value 30.000000% ~~Delinquency Trigger~~ Calculated Value 540.~~009724~~000000% Delinquency Trigger Trigger Result Fail ~~Delinquency Trigger~~ Threshold Value 50.000000% ~~Shifting~~Calculated ~~Interest~~Value ~~Trigger~~58.050578% ~~Result Pass~~ Group II-2 ~~Cumulative~~Shifting ~~Loss~~Interest ~~Calculated~~Trigger ~~Value~~Pass ~~0.000000%~~ Cumulative Loss Trigger Trigger Result Pass ~~Cumulative Loss~~ Threshold Value 30.000000% ~~Delinquency Trigger~~ Calculated Value 540.~~009724~~000000% Delinquency Trigger Trigger Result Fail ~~Delinquency Trigger~~ Threshold Value 50.000000% ~~Shifting~~Calculated ~~Interest~~Value ~~Trigger~~58.050578% ~~Result Pass~~ Group II-3 ~~Cumulative~~Shifting ~~Loss~~Interest ~~Calculated~~Trigger ~~Value~~Pass ~~0.000000%~~ Cumulative Loss Trigger Trigger Result Pass ~~Cumulative Loss~~ Threshold Value 30.000000% ~~Delinquency Trigger~~ Calculated Value 540.~~009724~~000000% Delinquency Trigger Trigger Result Fail ~~Delinquency Trigger~~ Threshold Value 50.000000% ~~Shifting~~Calculated ~~Interest~~Value ~~Trigger Result Pass~~58.050578%

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 1917 0 0 1917 1,~~997~~771,~~384~~947.1576 0.00 0.00 1,~~997~~771,~~384~~947.1576 30 Days 3137 03 0 0 3140 78,~~049~~573,~~058~~262.6360 0545,004.0066 0.00 0.00 79,~~049~~118,~~058~~267.6326 60 Days 21 41 0 0 2522 4,~~361~~178,~~113~~949.9157 ~~480~~169,~~444~~449.8602 0.00 0.00 4,~~841~~348,~~558~~398.7759 90 Days 1014 0 1 2 0 1117 3,~~820~~560,~~954~~907.4634 0191,920.00 ~~104~~177,~~608~~786.8302 0.00 3,~~925~~930,~~563~~613.2936 120 Days 128 0 41 0 169 23,~~847~~258,~~937~~512.9491 0.00 1104,~~631,806~~484.8951 0.00 43,~~479~~362,~~744~~997.8342 150 Days 813 20 3 0 1316 2,~~131~~972,~~449~~617.6452 ~~261,558~~0.8300 1,~~173~~264,~~328~~255.3257 0.00 34,~~566~~236,~~336~~873.7909 180+ Days 06 01 03 0 010 01,838,223.0004 069,607.0088 01,172,763.00 0.00 03,080,593.0092 Totals 8299 2523 89 0 ~~115~~131 2024,~~210~~382,~~514~~472.5898 2,~~739~~747,~~387~~929.8432 2,~~909~~719,~~744~~289.0410 0.00 2529,~~859~~849,~~646~~691.4640 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 1.~~775701~~596244% 0.000000% 0.000000% 1.~~775701~~596244% 0.~~737889~~658589% 0.000000% 0.000000% 0.~~737889~~658589% 30 Days 23.~~897196~~474178% 0.~~000000~~281690% 0.000000% 0.000000% 23.~~897196~~755869% 23.~~604119~~186467% 0.~~000000~~202565% 0.000000% 0.000000% 23.~~604119~~389032% 60 Days 1.~~962617~~971831% 0.~~373832~~093897% 0.000000% 0.000000% 2.~~336449~~065728% 1.~~611117~~553211% 0.~~177490~~062980% 0.000000% 0.000000% 1.~~788607~~616191% 90 Days 01.~~934579~~314554% 0.~~000000~~093897% 0.~~093458~~187793% 0.000000% 1.~~028037~~596244% 1.~~411567~~323500% 0.~~000000~~071332% 0.~~038645~~066079% 0.000000% 1.~~450212~~460911% 120 Days 10.~~121495~~751174% 0.000000% 0.~~373832~~093897% 0.000000% 10.~~495327~~845070% 1.~~052108~~211108% 0.000000% 0.~~602835~~038834% 0.000000% 1.~~654943~~249942% 150 Days 01.~~747664~~220657% 0.~~186916~~000000% 0.~~280374~~281690% 0.000000% 1.~~214953~~502347% 01.~~787417~~104848% 0.~~096627~~000000% 0.~~433460~~469892% 0.000000% 1.~~317504~~574740% 180+ Days 0.~~000000~~563380% 0.~~000000~~093897% 0.~~000000~~281690% 0.000000% 0.~~000000~~938967% 0.~~000000~~683222% 0.~~000000~~025872% 0.~~000000~~435887% 0.000000% 01.~~000000~~144980% Totals 79.~~663551~~295775% 2.~~336449~~159624% 0.~~747664~~845070% 0.000000% 1012.~~747664~~300469% 79.~~466327~~062355% 1.~~012006~~021337% 1.~~074941~~010692% 0.000000% 911.~~553274~~094384% Please refer to CTSLink.com for a list of delinquency code descriptions.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~244~~251,~~910~~982.7118

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 1614 0 0 1614 1,~~581~~356,~~954~~923.6002 0.00 0.00 1,~~581~~356,~~954~~923.6002 30 Days 2024 02 0 0 2026 4,~~001~~569,~~950~~099.1170 0215,035.0028 0.00 0.00 4,~~001~~784,~~950~~134.1198 60 Days 1718 41 0 0 2119 23,~~498~~293,~~200~~149.5257 ~~480~~169,~~444~~449.8602 0.00 0.00 23,~~978~~462,~~645~~598.3859 90 Days 510 0 12 0 612 1,~~017~~698,~~295~~576.1633 0.00 ~~104~~177,~~608~~786.8302 0.00 1,~~121~~876,~~903~~362.9935 120 Days 72 0 1 0 83 ~~666~~290,~~658~~655.3206 0.00 50104,~~812~~484.8551 0.00 ~~717~~395,~~471~~139.1757 150 Days 28 0 1 0 09 ~~3 176~~791,~~348~~718.7889 ~~69,638.83~~ 0.00 50,747.41 0.00 ~~245~~842,~~987~~466.6130 180+ Days 01 01 0 0 02 048,819.0004 069,607.0088 0.00 0.00 0118,426.0092 Totals 5163 2118 24 0 7485 810,~~360~~692,~~452~~018.8959 21,~~132~~811,~~038~~015.2920 ~~155~~333,~~421~~017.6894 0.00 1012,~~647~~836,~~912~~051.8673 0-29 Days 2.~~547771~~243590% 0.000000% 0.000000% 2.~~547771~~243590% 1.~~379314~~195458% 0.000000% 0.000000% 1.~~379314~~195458% 30 Days 3.~~184713~~846154% 0.~~000000~~320513% 0.000000% 0.000000% 34.~~184713~~166667% 34.~~489319~~025406% 0.~~000000~~189447% 0.000000% 0.000000% 34.~~489319~~214854% 60 Days 2.~~707006~~884615% 0.~~636943~~160256% 0.000000% 0.000000% 3.~~343949~~044872% 2.~~178193~~901286% 0.~~418902~~149286% 0.000000% 0.000000% 23.~~597095~~050572% 90 Days 01.~~796178~~602564% 0.000000% 0.~~159236~~320513% 0.000000% 01.~~955414~~923077% 01.~~886984~~496457% 0.000000% 0.~~091209~~156631% 0.000000% 01.~~978193~~653087% 120 Days 10.~~114650~~320513% 0.000000% 0.~~159236~~160256% 0.000000% 10.~~273885~~480769% 0.~~581263~~256069% 0.000000% 0.~~044304~~092052% 0.000000% 0.~~625567~~348120% 150 Days 01.~~318471~~282051% 0.~~159236~~000000% 0.~~000000~~160256% 0.000000% 01.~~477707~~442308% 0.~~153759~~697509% 0.~~060718~~000000% 0.~~000000~~044709% 0.000000% 0.~~214478~~742218% 180+ Days 0.~~000000~~160256% 0.~~000000~~160256% 0.000000% 0.000000% 0.~~000000~~320513% 0.~~000000~~043010% 0.~~000000~~061325% 0.000000% 0.000000% 0.~~000000~~104335% Totals 810.~~121019~~096154% 32.~~343949~~884615% 0.~~318471~~641026% 0.000000% 1113.~~783439~~621795% 79.~~289519~~419737% 1.~~858934~~595516% 0.~~135513~~293391% 0.000000% 911.~~283966~~308644% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-1 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 3 0 0 3 415,~~429~~024.5574 0.00 0.00 415,~~429~~024.5574 30 Days 67 01 0 0 68 12,~~474~~314,~~462~~275.7058 0329,969.0038 0.00 0.00 12,~~474~~644,~~462~~244.7096 60 Days 2 0 0 0 2 ~~414~~630,~~449~~300.2500 0.00 0.00 0.00 ~~414~~630,~~449~~300.2500 90 Days 32 0 0 0 32 1414,~~297,677~~097.6059 0.00 0.00 0.00 1414,~~297,677~~097.6059 120 Days 24 0 30 0 54 1,~~484~~461,~~998~~876.2815 0.00 ~~1,580,994~~0.0400 0.00 31,~~065~~461,~~992~~876.3215 150 Days 32 0 2 0 54 ~~422~~1,~~179~~484,998.3728 0.00 ~~709~~1,~~870~~213,508.0816 0.00 12,~~132~~698,~~049~~506.4544 180+ Days 02 0 02 0 04 0257,066.0065 0.00 0709,830.0077 0.00 0966,897.0042 Totals 1619 34 54 0 2427 56,~~093~~562,~~767~~614.2025 ~~415~~744,~~429~~994.5512 21,~~290~~923,~~864~~338.1293 0.00 79,~~800~~230,~~060~~947.8730 0-29 Days 1.~~470588~~477833% 0.000000% 0.000000% 1.~~470588~~477833% 0.~~635868~~639356% 0.000000% 0.000000% 0.~~635868~~639356% 30 Days 23.~~941176~~448276% 0.~~000000~~492611% 0.000000% 0.000000% 23.~~941176~~940887% 23.~~256852~~565200% 0.~~000000~~508326% 0.000000% 0.000000% 24.~~256852~~073526% 60 Days 0.~~980392~~985222% 0.000000% 0.000000% 0.000000% 0.~~980392~~985222% 0.~~634367~~970993% 0.000000% 0.000000% 0.000000% 0.~~634367~~970993% 90 Days 10.~~470588~~985222% 0.000000% 0.000000% 0.000000% 10.~~470588~~985222% 10.~~986260~~637928% 0.000000% 0.000000% 0.000000% 10.~~986260~~637928% 120 Days 01.~~980392~~970443% 0.000000% 10.~~470588~~000000% 0.000000% 21.~~450980~~970443% 2.~~272978~~252057% 0.000000% 20.~~419912~~000000% 0.000000% 42.~~692890~~252057% 150 Days 10.~~470588~~985222% 0.000000% 0.~~980392~~985222% 0.000000% 21.~~450980~~970443% 02.~~646199~~287677% 0.000000% 1.~~086546~~869440% 0.000000% 14.~~732745~~157117% 180+ Days 0.~~000000~~985222% 0.000000% 0.~~000000~~985222% 0.000000% 01.~~000000~~970443% 0.~~000000~~396018% 0.000000% 01.~~000000~~093512% 0.000000% 01.~~000000~~489530% Totals 79.~~843137~~359606% 1.~~470588~~970443% 21.~~450980~~970443% 0.000000% 1113.~~764706~~300493% 710.~~796657~~109872% 01.~~635868~~147682% 32.~~506458~~962952% 0.000000% 1114.~~938983~~220506% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-2 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 35 0 0 0 35 ~~468~~1,~~710~~208,938.5446 0.00 0.00 0.00 ~~468~~1,~~710~~208,938.5446 60 Days 1 0 0 0 1 ~~386~~255,~~214~~500.1400 0.00 0.00 0.00 ~~386~~255,~~214~~500.1400 90 Days 21 01 0 0 2 1385,~~505,981~~983.7042 0191,920.00 0.00 0.00 1577,~~505,981~~903.7042 120 Days 2 0 0 0 2 ~~469~~1,~~551~~505,981.4170 0.00 0.00 0.00 ~~469~~1,~~551~~505,981.4170 150 Days 2 10 0 0 32 ~~791~~469,~~650~~551.0041 ~~191,920~~0.00 0.00 0.00 ~~983~~469,~~570~~551.0041 180+ Days 02 0 0 0 02 0791,650.00 0.00 0.00 0.00 0791,650.00 Totals 1013 1 0 0 1114 34,~~622~~617,~~107~~604.7999 191,920.00 0.00 0.00 34,~~814~~809,~~027~~524.7999 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 23.~~142857~~571429% 0.000000% 0.000000% 0.000000% 23.~~142857~~571429% 02.~~954989~~463923% 0.000000% 0.000000% 0.000000% 02.~~954989~~463923% 60 Days 0.714286% 0.000000% 0.000000% 0.000000% 0.714286% 0.~~786904~~520731% 0.000000% 0.000000% 0.000000% 0.~~786904~~520731% 90 Days 10.~~428571~~714286% 0.~~000000~~714286% 0.000000% 0.000000% 1.428571% 30.~~068409~~786668% 0.~~000000~~391150% 0.000000% 0.000000% 31.~~068409~~177818% 120 Days 1.428571% 0.000000% 0.000000% 0.000000% 1.428571% 03.~~956702~~069323% 0.000000% 0.000000% 0.000000% 03.~~956702~~069323% 150 Days 1.428571% 0.~~714286~~000000% 0.000000% 0.000000% 21.~~142857~~428571% 10.~~612972~~956987% 0.~~391033~~000000% 0.000000% 0.000000% 20.~~004005~~956987% 180+ Days 01.~~000000~~428571% 0.000000% 0.000000% 0.000000% 01.~~000000~~428571% 01.~~000000~~613452% 0.000000% 0.000000% 0.000000% 01.~~000000~~613452% Totals 79.~~142857~~285714% 0.714286% 0.000000% 0.000000% 710.~~857143~~000000% 79.~~379976~~411085% 0.~~391033~~391150% 0.000000% 0.000000% 79.~~771010~~802235% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-3 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 21 0 0 0 2 1 480,~~103,935~~948.2886 0.00 0.00 0.00 1480,~~103,935~~948.2886 60 Days 10 0 0 0 10 ~~1,062,250~~0.00 0.00 0.00 0.00 ~~1,062,250~~0.00 90 Days 01 0 0 0 01 01,062,250.00 0.00 0.00 0.00 01,062,250.00 120 Days 10 0 0 0 10 ~~226,729~~0.9300 0.00 0.00 0.00 ~~226,729~~0.9300 150 Days 1 0 10 0 21 ~~741~~226,~~271~~348.4994 0.00 ~~463,458~~0.2400 0.00 1226,~~204,729~~348.7394 180+ Days 01 0 01 0 02 0740,687.0035 0.00 0462,932.0023 0.00 01,203,619.0058 Totals 54 0 1 0 65 32,~~134~~510,~~186~~235.7015 0.00 ~~463~~462,~~458~~932.2423 0.00 32,~~597~~973,~~644~~167.9438 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 21.~~040816~~020408% 0.000000% 0.000000% 0.000000% 21.~~040816~~020408% 21.~~654680~~157039% 0.000000% 0.000000% 0.000000% 21.~~654680~~157039% 60 Days 10.~~020408~~000000% 0.000000% 0.000000% 0.000000% 10.~~020408~~000000% 20.~~554438~~000000% 0.000000% 0.000000% 0.000000% 20.~~554438~~000000% 90 Days 01.~~000000~~020408% 0.000000% 0.000000% 0.000000% 01.~~000000~~020408% 02.~~000000~~555501% 0.000000% 0.000000% 0.000000% 02.~~000000~~555501% 120 Days 10.~~020408~~000000% 0.000000% 0.000000% 0.000000% 10.~~020408~~000000% 0.~~545227~~000000% 0.000000% 0.000000% 0.000000% 0.~~545227~~000000% 150 Days 1.020408% 0.000000% 10.~~020408~~000000% 0.000000% 21.~~040816~~020408% 10.~~782567~~544537% 0.000000% 10.~~114498~~000000% 0.000000% 20.~~897065~~544537% 180+ Days 01.~~000000~~020408% 0.000000% 01.~~000000~~020408% 0.000000% 02.~~000000~~040816% 01.~~000000~~781903% 0.000000% 01.~~000000~~113696% 0.000000% 02.~~000000~~895599% Totals 54.~~102041~~081633% 0.000000% 1.020408% 0.000000% 65.~~122449~~102041% 76.~~536912~~038981% 0.000000% 1.~~114498~~113696% 0.000000% 87.~~651410~~152677% Please refer to CTSLink.com for a list of delinquency code descriptions.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 32 ~~May~~Jun-06 0.000% Original Principal Balance ~~829~~180,~~324~~426.0003 ~~Jun~~Jul-06 0.000% Current Scheduled Balance ~~827~~177,~~331~~786.6702 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Foreclosure Total ~~Sep~~Oct-06 0.000% Loans in Foreclosure 89 ~~Oct~~Nov-06 0.000% Original Principal Balance 2,~~976~~767,~~724~~150.0003 ~~Nov~~Dec-06 0.000% Current Scheduled Balance 2,~~909~~719,~~744~~289.0410 ~~Dec-06 0.000%~~ Jan-07 0.025% Feb-07 0.753% Mar-07 1.091% Apr-07 1.075% May-07 1.011% *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 12 ~~May~~Jun-06 0.000% Original Principal Balance ~~105~~180,~~699~~426.0003 ~~Jun~~Jul-06 0.000% Current Scheduled Balance ~~104~~177,~~608~~786.8302 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Foreclosure Total ~~Sep~~Oct-06 0.000% Loans in Foreclosure 24 ~~Oct~~Nov-06 0.000% Original Principal Balance ~~159~~340,~~599~~025.0003 ~~Nov~~Dec-06 0.000% Current Scheduled Balance ~~155~~333,~~421~~017.6894 ~~Dec-06 0.000%~~ Jan-07 0.058% Feb-07 0.350% Mar-07 0.337% Apr-07 0.136% May-07 0.293% *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 II-1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 20 ~~May~~Jun-06 0.000% Original Principal Balance ~~723,625~~0.00 ~~Jun~~Jul-06 0.000% Current Scheduled Balance ~~722,722~~0.8400 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Foreclosure Total ~~Sep~~Oct-06 0.000% Loans in Foreclosure 54 ~~Oct~~Nov-06 0.000% Original Principal Balance 21,~~344~~954,625.00 ~~Nov~~Dec-06 0.000% Current Scheduled Balance 21,~~290~~923,~~864~~338.1293 ~~Dec-06 0.000%~~ Jan-07 0.000% Feb-07 1.436% Mar-07 2.863% Apr-07 3.506% May-07 2.963% *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 II-2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~May~~Jun-06 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-06 0.000% Current Scheduled Balance 0.00 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Foreclosure Total ~~Sep~~Oct-06 0.000% Loans in Foreclosure 0 ~~Oct~~Nov-06 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-06 0.000% Current Scheduled Balance 0.00 ~~Dec-06 0.000%~~ Jan-07 0.000% Feb-07 0.544% Mar-07 0.549% Apr-07 0.000% May-07 0.000% *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 II-3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~May~~Jun-06 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-06 0.000% Current Scheduled Balance 0.00 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Foreclosure Total ~~Sep~~Oct-06 0.000% Loans in Foreclosure 1 ~~Oct~~Nov-06 0.000% Original Principal Balance 472,500.00 ~~Nov~~Dec-06 0.000% Current Scheduled Balance ~~463~~462,~~458~~932.2423 ~~Dec-06 0.000%~~ Jan-07 0.000% Feb-07 1.045% Mar-07 1.063% Apr-07 1.114% May-07 1.114% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I 0003193067 May-2007 01-Jan-2004 MS 70.00 45,500.00 Group I 0010286896 Mar-2007 01-Nov-2002 ME 108.02 53,900.00 Group I ~~1170015689~~1170015052 ~~Apr~~May-2007 01-~~Apr~~Jul-~~2004~~2006 FLIL ~~106~~117.1233 ~~105~~134,~~699~~926.0003 Group ~~II-1~~I ~~0125470807~~1170015689 ~~Mar~~Apr-2007 01-Apr-~~2003~~2004 OHFL 20106.5312 ~~390~~105,~~000~~699.00 Group II-1 0132713637 Apr-2007 01-Dec-2003 CA 65.00 650,000.00 Group II-1 0135447464 Mar-2007 01-May-2004 CA 80.00 594,000.00 Group II-1 0144500691 Feb-2007 01-Jul-2005 NC 70.00 637,000.00 Group II-1 0146578208 Apr-2007 01-Aug-2005 MD 93.20 73,625.00 Group II-3 0058140336 Feb-2007 01-Nov-2005 NY 75.00 472,500.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Scheduled To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0003193067 44,339.85 01-Dec-2006 3 9.125% 1,596.96 Group I 0010286896 50,~~812~~747.8541 01-Oct-2006 45 6.500% 1,~~327~~592.9863 Group I ~~1170015689~~1170015052 ~~104~~133,~~608~~446.8317 1501-~~Nov~~Dec-2006 3 6.~~250~~125% 23,~~514~~137.4929 Group ~~II-1~~I ~~0125470807~~1170015689 ~~366~~104,~~607~~484.7051 0115-~~Oct~~Nov-2006 4 56.~~500~~250% 83,~~051~~015.9374 Group II-1 0132713637 649,852.76 01-Oct-2006 45 5.250% 1316,~~538~~246.6032 Group II-1 0135447464 ~~564~~563,~~533~~655.5840 01-Oct-2006 45 4.625% 1012,~~335~~393.4464 Group II-1 0144500691 637,000.00 01-Sep-2006 56 5.875% 1417,~~929~~915.7064 Group II-1 0146578208 72,~~870~~830.0877 01-Sep-2006 56 9.930% 23,~~943~~531.4426 Group II-3 0058140336 ~~463~~462,~~458~~932.2423 01-Sep-2006 56 5.875% 1013,~~896~~068.4692

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 32 ~~May~~Jun-06 0.000% Original Principal Balance ~~238~~389,~~538~~624.00 ~~Jun~~Jul-06 0.000% Current Scheduled Balance ~~228~~375,~~959~~296.4082 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Bankruptcy Total ~~Sep~~Oct-06 0.000% Loans in Bankruptcy 2523 ~~Oct~~Nov-06 0.000% Original Principal Balance 2,~~894~~902,~~473~~764.9835 ~~Nov~~Dec-06 0.000% Current Scheduled Balance 2,~~739~~747,~~387~~929.8432 ~~Dec-06 0.000%~~ Jan-07 0.613% Feb-07 0.651% Mar-07 1.056% Apr-07 1.012% May-07 1.021% *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 31 ~~May~~Jun-06 0.000% Original Principal Balance ~~238~~49,~~538~~624.00 ~~Jun~~Jul-06 0.000% Current Scheduled Balance ~~228~~45,~~959~~327.4044 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Bankruptcy Total ~~Sep~~Oct-06 0.000% Loans in Bankruptcy 2118 ~~Oct~~Nov-06 0.000% Original Principal Balance 21,~~269~~937,~~023~~314.9835 ~~Nov~~Dec-06 0.000% Current Scheduled Balance 21,~~132~~811,~~038~~015.2920 ~~Dec-06 0.000%~~ Jan-07 1.011% Feb-07 1.101% Mar-07 1.980% Apr-07 1.859% May-07 1.596% *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 II-1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~May~~Jun-06 0.000% Original Principal Balance 0340,000.00 ~~Jun~~Jul-06 0.000% Current Scheduled Balance 0329,969.0038 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Bankruptcy Total ~~Sep~~Oct-06 0.000% Loans in Bankruptcy 34 ~~Oct~~Nov-06 0.000% Original Principal Balance ~~433~~773,530.00 ~~Nov~~Dec-06 0.000% Current Scheduled Balance ~~415~~744,~~429~~994.5512 ~~Dec-06 0.000%~~ Jan-07 0.493% Feb-07 0.497% Mar-07 0.633% Apr-07 0.636% May-07 1.148% *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 II-2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~May~~Jun-06 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-06 0.000% Current Scheduled Balance 0.00 ~~Jul~~Aug-06 0.000% ~~Aug~~Sep-06 0.000% Current Bankruptcy Total ~~Sep~~Oct-06 0.000% Loans in Bankruptcy 1 ~~Oct~~Nov-06 0.000% Original Principal Balance 191,920.00 ~~Nov~~Dec-06 0.000% Current Scheduled Balance 191,920.00 ~~Dec-06 0.000%~~ Jan-07 0.377% Feb-07 0.379% Mar-07 0.382% Apr-07 0.391% May-07 0.391% *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 II-3 - No Bankruptcy Information to report this period.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I 0002916716 Mar-2007 01-Aug-2006 GA 22.25 8,009.35 Group I ~~0003010634 Mar-2007 30-Oct-1996 FL 52.00 26,000.00 Group I 0003193067 Mar-2007 01-Jan-2004 MS 70.00 45,500.00 Group I~~ 0003265402 Apr-2007 01-Jun-2004 LA 99.58 75,680.00 Group I 0003265717 Mar-2007 01-Apr-1999 FL 98.92 82,106.00 Group I 0003268679 Jan-2007 01-Nov-1990 NJ 55.98 81,171.00 Group I 0003270428 Mar-2007 01-Jun-2002 NJ 98.45 80,733.00 Group I ~~0003337375~~0003277134 ~~Mar~~May-2007 01-~~Jul~~Sep-~~1998~~1999 CTFL 9099.0045 ~~103~~49,~~500~~624.00 Group I ~~0003383866~~0003337375 Mar-2007 01-~~Dec~~Jul-~~2006~~1998 TXCT ~~105~~90.8800 ~~174~~103,~~333~~500.6300 Group I 0003468014 Jan-2007 01-Nov-2005 FL 95.00 456,000.00 Group I 0003547478 Mar-2007 01-Apr-1999 MI 48.39 150,000.00 Group I 0003600145 Apr-2007 02-Sep-2005 IN 80.19 64,150.00 Group I 0007363017 Jan-2007 01-Mar-2000 NY 100.00 59,500.00 Group I 0007482995 Jan-2007 01-May-1999 NY 111.67 53,600.00 Group I ~~0020226775 Jan-2007 01-Apr-2003 MI 103.04 135,500.00 Group I~~ 0023173172 Jan-2007 01-Jun-2003 WA 78.26 180,000.00 Group I 0146554639 Mar-2007 01-Jun-2006 MS 90.91 69,997.00 Group I 0153197314 Jan-2007 01-Sep-2006 WA 94.00 109,980.00 Group I 1172005530 Apr-2007 01-Apr-2003 NC 93.56 98,708.00 Group I 1172005687 Feb-2007 01-Feb-2004 TN 98.45 79,638.00 Group I 1172006024 Jan-2007 01-May-1999 PA 99.94 134,918.00 Group II-1 0001455559 Mar-2007 01-Sep-1993 NC 119.53 100,409.00 Group II-1 0048351258 Jan-2007 01-Jul-2005 OH 95.00 172,121.00 Group II-1 0135603199 May-2007 01-Apr-2004 MA 85.00 340,000.00 Group II-1 0140994112 Jan-2007 01-Jan-2005 NJ 70.00 161,000.00 Group II-2 0148608755 Jan-2007 01-Dec-2005 GA 80.00 191,920.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Scheduled Date Delinquent Loan Rate Delinquent Balance Interest Group I 0002916716 6,~~254~~052.4731 01-~~Mar~~Apr-2007 0 8.750% 9087.1338 Group I ~~0003010634 18,286.26 27-Feb-2007 0 11.250% 330.33 Group I 0003193067 44,372.64 01-Dec-2006 2 9.125% 1,278.03 Group I~~ 0003265402 72,~~806~~716.1039 01-~~Feb~~Apr-2007 0 6.000% ~~668~~667.6280 Group I 0003265717 72,~~407~~280.3155 01-~~Feb~~Mar-2007 0 6.500% ~~725~~724.9771 Group I 0003268679 63,~~192~~006.5783 01-~~Apr~~May-2007 (1) 10.000% ~~501~~500.7327 Group I 0003270428 75,~~981~~894.8518 01-~~Mar~~Apr-2007 0 7.750% ~~919~~918.6964 Group I ~~0003337375~~0003277134 9345,~~103~~327.8744 01-Mar-2007 0 8.~~375~~000% ~~1,226~~567.1574 Group I ~~0003383866~~0003337375 ~~173~~92,~~112~~966.0398 01-~~Dec~~Mar-~~2006~~2007 20 58.~~500~~375% 21,~~895~~223.4239 Group I 0003468014 449,~~727~~357.2939 01-~~Feb~~Apr-2007 0 7.625% 5,~~347~~342.0569 Group I 0003547478 129,~~602~~355.7647 01-~~Apr~~May-2007 (1) 6.375% ~~640~~634.2851 Group I 0003600145 62,~~886~~745.3967 02-~~Mar~~May-2007 0(1) 6.500% ~~629~~314.2143 Group I 0007363017 5554,~~036~~968.6907 01-~~Mar~~Apr-2007 0 8.250% ~~735~~734.1928 Group I 0007482995 47,~~286~~205.5144 01-~~Mar~~Apr-2007 0 7.000% ~~533~~532.3443 Group I ~~0020226775 128,062.18 01-Mar-2007 0 6.125% 1,256.42 Group I~~ 0023173172 169,~~693~~449.2802 01-~~Dec~~Jan-~~2006~~2007 2 5.500% 2,~~980~~976.2401 Group I 0146554639 69,~~638~~607.8388 01-Sep-2006 56 10.500% 23,~~977~~572.8063 Group I 0153197314 109,~~168~~064.6684 01-~~Feb~~Apr-2007 0 6.500% 1,~~138~~137.7972 Group I 1172005530 93,~~266~~141.9143 01-~~Dec~~Feb-~~2006~~2007 21 6.000% 1,~~715~~284.5914 Group I 1172005687 7675,~~081~~981.6546 01-~~Feb~~Mar-2007 0 5.750% ~~667~~666.0316 Group I 1172006024 ~~122~~121,~~070~~893.0485 01-Feb-2007 01 8.000% 12,~~529~~292.1509 Group II-1 0001455559 8786,~~186~~897.1569 01-~~Mar~~Apr-2007 0 6.625% ~~893~~891.8530 Group II-1 0048351258 172,121.00 01-~~Apr~~May-2007 (1) 5.625% 770.96 Group II-1 0135603199 329,969.38 01-Feb-2007 1 10.750% 8,670.87 Group II-1 0140994112 156,~~122~~006.4005 01-~~Mar~~Apr-2007 0 8.550% 2,~~162~~160.0949 Group II-2 0148608755 191,920.00 01-~~Sep~~Dec-2006 53 5.500% 4,198.25

Realized Loss Report - Collateral Summary - No Realized Loss Information to report this period. Group I - No Realized Loss Information to report this period. Group II-1 - No Realized Loss Information to report this period. Group II-2 - No Realized Loss Information to report this period. Group II-3 - No Realized Loss Information to report this period. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / ~~sum~~Sum (Ending Actual Balance for loans that have experienced a loss).

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 94 1914,~~893,663~~619.1500 1891,~~835,407~~312.5886 0 0.00 0.00 Group II-1 1 ~~331~~390,~~106~~000.00 ~~309~~366,~~772~~607.5070 0 0.00 0.00 Group II-2 20 ~~1,128,800~~0.00 ~~1,128,800~~0.00 0 0.00 0.00 Group II-3 50 ~~2,063,360~~0.00 ~~2,048,843~~0.0800 0 0.00 0.00 Total 17 5 1,~~416~~304,~~929~~619.1500 51,~~322~~257,~~823~~920.1656 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 0 0.00 0.00 16158,~~360~~616.8551 Group II-1 0 0.00 0.00 0 0.00 0.00 2115,~~466~~247.4911 Group II-2 0 0.00 0.00 0 0.00 0.00 23,~~509~~483.9401 Group II-3 0 0.00 0.00 0 0.00 0.00 34,~~389~~035.4419 Total 0 0.00 0.00 0 0.00 0.00 43181,~~726~~381.7282

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0002449360~~0003468816 IANY 4577.8778 01-~~Jun~~Jul-~~2006 39,909.15 35,543.04 Group I 0003570470 FL 80.00 01-Sep-2004 234,400.00 225,407.04 Group I 0003598224 CA 76.53 01-Mar-~~2005 ~~749~~385,~~999~~000.00 ~~729~~376,~~323~~062.2571 Group I ~~0003598489~~0003545589 MDNJ 3763.0833 01-~~May~~Dec-~~2005~~2003 89190,000.00 88181,~~975~~092.6781 Group I ~~0003598505~~0003598778 TXCA 9589.0031 01-~~Jun~~Aug-2005 85175,~~500.00 84,008.69 Group I 0003599750 CO 78.38 01-Mar-2005 174,~~000.00 169,~~093~~868.8260 Group I ~~0026079699~~1170017321 TXFL 7796.4188 01-~~Oct~~Dec-2003 ~~123~~164,~~855~~619.00 ~~115~~163,~~766~~284.0193 Group ~~I 0127996775 IN 70.00 01-Jun-2003 119,000.00 112,327.82 Group I 0200295699 NH 80.00 01-Dec-2005 278,000.00 272,871.51 Group~~ II-1 ~~0126233097~~0125470807 MIOH 7720.9153 01-~~May~~Apr-2003 ~~331~~390,~~106.00 309,385.38 Group II-2 0003567203 GA 80.00 01-Sep-2006 128,800.00 128,800.00 Group II-2 0148217904 FL 68.97 01-Oct-2005 1,~~000~~,000~~.00 1366,~~000,000~~073.00 Group II-3 0054943162 OR 80.00 01-Aug-2005 317,360.00 317,360.00 Group II-3 0144069739 WA 80.00 01-Jun-2005 560,000.00 559,809.90 Group II-3 0144622651 TX 80.00 01-Aug-2005 192,000.00 191,987.42 Group II-3 0147175335 CA 23.70 01-Nov-2005 794,000.00 778,806.16 Group II-3 0147512412 IL 40.16 01-Dec-2005 200,000.00 200,000.0061

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0002449360~~0003468816 Loan Paid in Full 02 6.~~750~~250% ~~276~~360 1022 Group I ~~0003570470~~0003545589 Loan Paid in Full 0(1) 6.250% ~~360~~180 3141 Group I ~~0003598224~~0003598778 Loan Paid in Full 0 6.000% 360 2521 Group I ~~0003598489~~1170017321 Loan Paid in Full 02 6.500% 360 23 Group I 0003598505 Loan Paid in Full 0 7.750% 360 22 Group I 0003599750 Loan Paid in Full 0 5.875% 360 25 Group I 0026079699 Loan Paid in Full 0 4.625% 360 42 Group I 0127996775 Loan Paid in Full 0 5.625% 360 46 Group I 0200295699 Loan Paid in Full 0 6.000% 360 1641 Group II-1 ~~0126233097~~0125470807 Loan Paid in Full ~~(1)~~4 ~~6.375% 360 47 Group II-2 0003567203 Loan Paid in Full 0 8.125% 360 7 Group II-2 0148217904 Loan Paid in Full (1)~~ 5.500% 360 18 Group II-3 0054943162 Loan Paid in Full 0 5.375% 360 20 Group II-3 0144069739 Loan Paid in Full 0 5.875% 360 22 Group II-3 0144622651 Loan Paid in Full 0 5.500% 360 20 Group II-3 0147175335 Loan Paid in Full 0 5.875% 360 17 Group II-3 0147512412 Loan Paid in Full 0 5.875% 360 1649

Prepayment Rates

Summary SMM CPR PSA Current Month 10.~~943~~532% Current Month 206.~~977~~195% Current Month ~~481~~136.~~481~~309% 3 Month Average 1.~~555~~129% 3 Month Average 1712.~~020~~528% 3 Month Average ~~409~~289.~~481~~345% 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. ~~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 10.798% N/A Jan-2007 286.915% N/A Feb-2007 19.670% N/A Feb-2007 496.716% N/A Mar-2007 10.412% N/A Mar-2007 250.244% N/A Apr-2007 20.977% N/A Apr-2007 481.481% N/A May-2007 6.195% N/A May-2007 136.309% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 10.~~587~~916% Current Month 1710.~~468~~451% Current Month ~~428~~245.~~738~~245% 3 Month Average 1.~~616~~106% 3 Month Average 1712.~~514~~424% 3 Month Average ~~453~~304.~~943~~740% 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. ~~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 5.385% N/A Jan-2007 152.522% N/A Feb-2007 25.719% N/A Feb-2007 692.854% N/A Mar-2007 9.354% N/A Mar-2007 240.237% N/A Apr-2007 17.468% N/A Apr-2007 428.738% N/A May-2007 10.451% N/A May-2007 245.245% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-1 SMM CPR PSA Current Month 0.~~504~~584% Current Month 56.~~882~~787% Current Month 98113.~~026~~121% 3 Month Average 0.~~624~~526% 3 Month Average 76.~~215~~130% 3 Month Average ~~121~~102.~~316~~173% 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. ~~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 28.210% N/A Jan-2007 495.242% N/A Feb-2007 10.042% N/A Feb-2007 170.548% N/A Mar-2007 5.722% N/A Mar-2007 95.373% N/A Apr-2007 5.882% N/A Apr-2007 98.026% N/A May-2007 6.787% N/A May-2007 113.121% 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-2 SMM CPR PSA Current Month 20.~~253~~007% Current Month 230.~~926~~085% Current Month ~~677~~2.~~720~~283% 3 Month Average 1.~~228~~058% 3 Month Average 1311.~~464~~480% 3 Month Average ~~394~~331.~~959~~159% 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. ~~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 6.349% N/A Jan-2007 217.646% N/A Feb-2007 6.039% N/A Feb-2007 193.685% N/A Mar-2007 10.428% N/A Mar-2007 313.473% N/A Apr-2007 23.926% N/A Apr-2007 677.720% N/A May-2007 0.085% N/A May-2007 2.283% 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-3 SMM CPR PSA Current Month 40.~~701~~010% Current Month 430.~~888~~116% Current Month ~~1,415~~3.~~657~~528% 3 Month Average 32.~~137~~168% 3 Month Average 3121.~~104~~178% 3 Month Average ~~1,061~~695.~~171~~012% 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. ~~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 0.384% N/A Jan-2007 15.345% N/A Feb-2007 29.893% N/A Feb-2007 1,102.005% N/A Mar-2007 19.530% N/A Mar-2007 665.853% N/A Apr-2007 43.888% N/A Apr-2007 1,415.657% N/A May-2007 0.116% N/A May-2007 3.528% 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))

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.250 0 0.00 0.000 0 0.00 0.000 3.250 3.749 1 ~~592~~591,~~447~~341.9857 0.~~219~~220 0 0.00 0.000 3.750 4.249 9 2,~~324~~270,~~370~~493.4063 0.~~859~~844 3 ~~505~~454,~~597~~305.7370 0.~~441~~400 4.250 4.749 37 15,~~901~~884,~~206~~378.4954 5.~~874~~904 6 ~~845~~842,~~122~~668.6334 0.~~737~~742 4.750 5.249 8381 32,~~609~~351,~~988~~911.3373 12.~~047~~024 18 4,~~342~~331,~~685~~108.1426 3.~~786~~816 5.250 5.749 ~~183~~182 6261,~~023~~610,~~867~~201.3569 22.~~913~~899 62 1514,~~000~~978,~~608~~721.0899 13.~~079~~196 5.750 6.249 ~~263~~259 6665,~~280~~250,~~155~~813.1620 24.~~486~~252 ~~170~~166 3433,~~092~~157,~~946~~890.9484 29.~~726~~212 6.250 6.749 182 37,~~338~~198,~~173~~944.9596 13.~~794~~826 156 31,~~580~~442,~~006~~899.6814 27.~~535~~701 6.750 7.249 ~~107~~109 2122,~~869~~164,~~993~~155.8341 8.~~079~~238 83 12,~~574~~562,~~426~~611.6014 1011.~~964~~068 7.250 7.749 87 1716,~~004~~994,~~363~~841.5991 6.~~282~~317 52 7,~~224~~218,~~257~~364.6398 6.~~299~~359 7.750 8.249 42 6,~~346~~341,~~157~~265.9379 2.~~344~~357 35 4,~~648~~643,~~035~~587.5193 4.~~053~~091 8.250 8.749 32 4,~~255~~252,~~186~~690.3652 1.~~572~~581 25 2,~~961~~959,160.6002 2.~~582~~607 8.750 9.249 11 1,411,~~431~~054.6064 0.~~521~~524 4 268,~~685~~585.4094 0.~~234~~237 9.250 9.749 6 ~~511~~512,~~434~~067.8051 0.~~189~~190 2 122,~~750~~576.1883 0.~~107~~108 9.750 10.249 9 ~~825~~824,~~425~~597.4621 0.~~305~~306 3 ~~177~~176,~~046~~579.5452 0.~~154~~156 10.250 10.749 7 ~~821~~820,~~259~~770.0752 0.~~303~~305 3 ~~183~~182,~~150~~995.0881 0.~~160~~161 10.750 11.249 4 193,~~381~~110.1874 0.~~071~~072 3 88,~~291~~073.1036 0.~~077~~078 11.250 11.749 4 ~~204~~203,~~160~~928.0567 0.~~075~~076 2 58,~~766~~600.8263 0.~~051~~052 11.750 12.249 21 ~~157~~109,~~942~~219.5093 0.~~058~~041 0 0.00 0.000 12.250 12.749 0 0.00 0.000 0 0.00 0.000 12.750 13.249 12 1766,~~889~~485.1646 0.~~007~~025 1 17,~~889~~820.1654 0.016 13.250 13.749 0 0.00 0.000 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~070~~065 ~~270~~269,~~688~~052,~~835~~273.1963 100.000 ~~628~~624 ~~114~~113,~~691~~506,~~426~~550.8297 100.000

Interest Rate Stratification (continued) Group II-1 Group II-2 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.250 0 0.00 0.000 0 0.00 0.000 3.250 3.749 1 ~~592~~591,~~447~~341.9857 0.~~907~~911 0 0.00 0.000 3.750 4.249 4 1,~~364~~362,~~560~~171.0299 2.~~089~~098 2 454,~~212~~015.6594 0.925 4.250 4.749 28 14,~~256~~243,~~112~~194.7088 21.~~821~~942 2 ~~573~~572,~~241~~166.2338 1.~~168~~166 4.750 5.249 4745 17,~~597~~355,~~556~~041.2554 26.~~935~~736 15 8,~~808~~806,~~434~~590.9815 17.~~947~~949 5.250 5.749 4746 15,~~838~~460,~~919~~857.1995 2423.~~243~~818 42 15,~~738~~733,~~854~~183.0502 32.~~068~~066 5.750 6.249 19 5,~~266~~180,~~948~~916.9104 87.~~062~~981 31 10,~~262~~257,~~564~~912.0309 20.~~910~~907 6.250 6.749 9 1,~~384~~382,~~611~~947.2353 2.~~119~~130 5 1,413,277.63 2.880 6.750 7.249 1113 3,~~409~~716,~~199~~534.8388 5.~~218~~725 9 2,518,~~403~~263.3300 5.~~131~~132 7.250 7.749 9 1,~~869~~867,~~322~~945.9358 2.~~861~~878 24 7,~~115~~114,~~756~~953.9140 14.~~498~~501 7.750 8.249 3 ~~689~~688,~~022~~577.4286 1.~~055~~061 3 739,100.00 1.506 8.250 8.749 3 368,~~762~~497.4995 0.~~564~~568 4 925,~~263~~032.2755 1.885 8.750 9.249 4 611,~~646~~368.2070 0.~~936~~942 3 531,100.00 1.082 9.250 9.749 4 ~~388~~389,~~684~~490.6268 0.~~595~~600 0 0.00 0.000 9.750 10.249 6 648,~~378~~017.9269 0.~~992~~998 0 0.00 0.000 10.250 10.749 4 ~~638~~637,~~108~~774.9971 0.~~977~~983 0 0.00 0.000 10.750 11.249 1 105,~~090~~037.0838 0.~~161~~162 0 0.00 0.000 11.250 11.749 2 145,~~393~~328.2304 0.~~223~~224 0 0.00 0.000 11.750 12.249 21 ~~157~~109,~~942~~219.5093 0.~~242~~168 0 0.00 0.000 12.250 12.749 0 0.00 0.000 0 0.00 0.000 12.750 13.249 01 048,664.0092 0.~~000~~075 0 0.00 0.000 13.250 13.749 0 0.00 0.000 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total ~~204~~203 6564,~~332~~912,~~708~~929.4982 100.000 140 49,~~080~~065,~~208~~594.0816 100.000

Interest Rate Stratification (continued) Group II-3 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 3.250 0 0.00 0.000 3.250 3.749 0 0.00 0.000 3.750 4.249 0 0.00 0.000 4.250 4.749 1 226,~~729~~348.9394 0.545 4.750 5.249 3 1,~~861~~859,~~311~~171.9678 4.~~476~~473 5.250 5.749 32 15,~~445~~437,~~486~~438.0373 37.~~142~~139 5.750 6.249 43 16,~~657~~654,~~695~~094.2823 40.~~057~~065 6.250 6.749 12 2,~~960~~959,~~278~~820.4166 7.~~119~~121 6.750 7.249 4 3,~~367~~366,~~964~~746.0739 8.~~099~~100 7.250 7.749 2 ~~795~~793,~~026~~577.1295 1.~~912~~909 7.750 8.249 1 270,000.00 0.~~649~~650 8.250 8.749 0 0.00 0.000 8.750 9.249 0 0.00 0.000 9.250 9.749 0 0.00 0.000 9.750 10.249 0 0.00 0.000 10.250 10.749 0 0.00 0.000 10.750 11.249 0 0.00 0.000 11.250 11.749 0 0.00 0.000 11.750 12.249 0 0.00 0.000 12.250 12.749 0 0.00 0.000 12.750 13.249 0 0.00 0.000 13.250 13.749 0 0.00 0.000 >= 14.000 0 0.00 0.000 Total 98 41,~~584~~567,~~491~~198.8068 100.000

Filing Compare · Bear Stearns Asset Backed Securities Trust 2007-SD1