10-D 1 nel07003_10d-200706.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: May 26, 2007 to June 25, 2007 Commission File Number of issuing entity: 333-132109-09 Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-132109 Nomura Home Equity Loan, Inc. (Exact name of depositor as specified in its charter) Nomura Credit & Capital, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199379 54-2199542 54-2199543 54-2199544 54-2199545 54-2199546 (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___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __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___ ____________ X _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __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 June 25, 2007 a distribution was made to holders of Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3. 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 Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, relating to the June 25, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: July 2, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, relating to the June 25, 2007 distribution. EX-99.1 Nomura Home Equity Loan, Inc. Asset-Backed Certificates Distribution Date: 6/25/2007 Nomura Home Equity Loan, Inc. Asset-Backed Certificates Series 2007-3 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 65537NAA2 0506/2422/2007 5.56000% ~~245~~241,~~105~~934,~~000~~855.0072 ~~946~~1,~~377~~158,330.6433 II-A-1 65537NAB0 0506/2422/2007 5.46000% ~~423~~417,~~527~~767,~~000~~768.0049 1,~~605~~964,~~873~~204.2179 II-A-2 65537NAC8 0506/2422/2007 5.56000% 47,706,000.00 ~~184~~228,~~198~~405.1773 II-A-3 65537NAD6 0506/2422/2007 5.64000% 116,569,000.00 ~~456~~566,~~561~~136.9278 II-A-4 65537NAE4 0506/2422/2007 5.77000% 6,233,000.00 2430,~~975~~969.2835 M-1 65537NAF1 0506/2422/2007 5.87000% 52,088,000.00 ~~212~~263,~~330~~290.9437 M-2 65537NAG9 0506/2422/2007 6.05000% 46,365,000.00 ~~194~~241,~~797~~548.4077 M-3 65537NAH7 0506/2422/2007 6.22000% 28,620,000.00 ~~123~~153,~~622~~291.5090 M-4 65537NAJ3 0506/2422/2007 6.72000% 25,186,000.00 ~~117~~145,~~534~~742.6799 M-5 65537NAK0 0506/2422/2007 7.07000% 24,041,000.00 ~~118~~146,~~034~~362.6394 M-6 65537NAL8 0506/2422/2007 7.57000% 20,034,000.00 ~~105~~130,~~317~~593.6386 M-7 65537NAM6 0506/2422/2007 7.82000% 20,034,000.00 ~~108~~134,~~795~~906.7573 M-8 65537NAN4 0506/2422/2007 7.82000% 18,889,000.00 ~~102~~127,~~577~~196.7643 M-9 65537NAP9 0506/2422/2007 7.82000% 15,454,000.00 83104,~~923~~065.8152 X 65537NAQ7 0405/3031/2007 0.00000% 54,~~951~~950,~~764~~532.9272 32,~~029~~313,~~390~~249.7500 P 65537NAR5 0405/3031/2007 0.00000% 100.00 ~~125~~170,~~639~~976.7444 R 65537NAS3 0405/3031/2007 0.00000% 0.00 0.00 R-X 65537NAT1 0405/3031/2007 0.00000% 0.00 0.00 Totals 1,~~144~~135,~~802~~872,~~864~~256.9293 7,~~539~~879,~~951~~271.8093

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A-1 3,~~170~~234,~~144~~765.2802 0.00 ~~241~~238,~~934~~700,~~855~~090.7270 4,~~116~~393,~~521~~095.9235 0.00 II-A-1 58,~~759~~398,~~231~~657.5161 0.00 ~~417~~409,~~767~~369,~~768~~110.4988 710,~~365~~362,~~104~~862.7240 0.00 II-A-2 0.00 0.00 47,706,000.00 ~~184~~228,~~198~~405.1773 0.00 II-A-3 0.00 0.00 116,569,000.00 ~~456~~566,~~561~~136.9278 0.00 II-A-4 0.00 0.00 6,233,000.00 2430,~~975~~969.2835 0.00 M-1 0.00 0.00 52,088,000.00 ~~212~~263,~~330~~290.9437 0.00 M-2 0.00 0.00 46,365,000.00 ~~194~~241,~~797~~548.4077 0.00 M-3 0.00 0.00 28,620,000.00 ~~123~~153,~~622~~291.5090 0.00 M-4 0.00 0.00 25,186,000.00 ~~117~~145,~~534~~742.6799 0.00 M-5 0.00 0.00 24,041,000.00 ~~118~~146,~~034~~362.6394 0.00 M-6 0.00 0.00 20,034,000.00 ~~105~~130,~~317~~593.6386 0.00 M-7 0.00 0.00 20,034,000.00 ~~108~~134,~~795~~906.7573 0.00 M-8 0.00 0.00 18,889,000.00 ~~102~~127,~~577~~196.7643 0.00 M-9 0.00 0.00 15,454,000.00 83104,~~923~~065.8152 0.00 X 0.00 0.00 54,950,532.72 32,~~029~~313,~~390~~249.7500 0.00 P 0.00 0.00 100.00 ~~125~~170,~~639~~976.7444 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 811,~~929~~633,~~375~~422.7963 0.00 1,~~135~~124,~~872~~238,~~256~~834.9330 1619,~~469~~512,~~327~~694.5956 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 245,105,000.00 ~~245~~241,~~105~~934,~~000~~855.0072 0.00 3,~~170~~234,~~144~~765.2802 0.00 II-A-1 423,527,000.00 ~~423~~417,~~527~~767,~~000~~768.0049 0.00 58,~~759~~398,~~231~~657.5161 0.00 II-A-2 47,706,000.00 47,706,000.00 0.00 0.00 0.00 II-A-3 116,569,000.00 116,569,000.00 0.00 0.00 0.00 II-A-4 6,233,000.00 6,233,000.00 0.00 0.00 0.00 M-1 52,088,000.00 52,088,000.00 0.00 0.00 0.00 M-2 46,365,000.00 46,365,000.00 0.00 0.00 0.00 M-3 28,620,000.00 28,620,000.00 0.00 0.00 0.00 M-4 25,186,000.00 25,186,000.00 0.00 0.00 0.00 M-5 24,041,000.00 24,041,000.00 0.00 0.00 0.00 M-6 20,034,000.00 20,034,000.00 0.00 0.00 0.00 M-7 20,034,000.00 20,034,000.00 0.00 0.00 0.00 M-8 18,889,000.00 18,889,000.00 0.00 0.00 0.00 M-9 15,454,000.00 15,454,000.00 0.00 0.00 0.00 X 54,951,764.92 54,~~951~~950,~~764~~532.9272 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 1,144,802,864.92 1,~~144~~135,~~802~~872,~~864~~256.9293 0.00 811,~~929~~633,~~375~~422.7963 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 0.00 3,~~170~~234,~~144~~765.2802 ~~241~~238,~~934~~700,~~855~~090.7270 0.~~98706618~~97386871 3,~~170~~234,~~144~~765.2802 II-A-1 0.00 58,~~759~~398,~~231~~657.5161 ~~417~~409,~~767~~369,~~768~~110.4988 0.~~98640174~~96657146 58,~~759~~398,~~231~~657.5161 II-A-2 0.00 0.00 47,706,000.00 1.00000000 0.00 II-A-3 0.00 0.00 116,569,000.00 1.00000000 0.00 II-A-4 0.00 0.00 6,233,000.00 1.00000000 0.00 M-1 0.00 0.00 52,088,000.00 1.00000000 0.00 M-2 0.00 0.00 46,365,000.00 1.00000000 0.00 M-3 0.00 0.00 28,620,000.00 1.00000000 0.00 M-4 0.00 0.00 25,186,000.00 1.00000000 0.00 M-5 0.00 0.00 24,041,000.00 1.00000000 0.00 M-6 0.00 0.00 20,034,000.00 1.00000000 0.00 M-7 0.00 0.00 20,034,000.00 1.00000000 0.00 M-8 0.00 0.00 18,889,000.00 1.00000000 0.00 M-9 0.00 0.00 15,454,000.00 1.00000000 0.00 X 0.00 0.00 54,950,532.72 0.99997758 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 R-X 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 811,~~929~~633,~~375~~422.7963 1,~~135~~124,~~872~~238,~~256~~834.9330 0.~~99219900~~98203706 811,~~929~~633,~~375~~422.7963

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 245,105,000.00 ~~1000~~987.~~00000000~~06617866 0.00000000 1213.~~93382134~~19746647 0.00000000 II-A-1 423,527,000.00 ~~1000~~986.~~00000000~~40173706 0.00000000 1319.~~59826294~~83027672 0.00000000 II-A-2 47,706,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 116,569,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 6,233,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 52,088,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 46,365,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 28,620,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 25,186,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 24,041,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 20,034,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 20,034,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 18,889,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 15,454,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 54,951,764.92 ~~1000~~999.~~00000000~~97757670 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 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 1213.~~93382134~~19746647 ~~987~~973.~~06617866~~86871218 0.~~98706618~~97386871 1213.~~93382134~~19746647 II-A-1 0.00000000 1319.~~59826294~~83027672 ~~986~~966.~~40173706~~57146033 0.~~98640174~~96657146 1319.~~59826294~~83027672 II-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 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 X 0.00000000 0.00000000 999.97757670 0.99997758 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 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 0405/3025/07 - 0506/24/07 2531 5.56000% ~~245~~241,~~105~~934,~~000~~855.0072 ~~946~~1,~~377~~158,330.6433 0.00 II-A-1 0405/3025/07 - 0506/24/07 2531 5.46000% ~~423~~417,~~527~~767,~~000~~768.0049 1,~~605~~964,~~873~~204.2179 0.00 II-A-2 0405/3025/07 - 0506/24/07 2531 5.56000% 47,706,000.00 ~~184~~228,~~198~~405.1773 0.00 II-A-3 0405/3025/07 - 0506/24/07 2531 5.64000% 116,569,000.00 ~~456~~566,~~561~~136.9278 0.00 II-A-4 0405/3025/07 - 0506/24/07 2531 5.77000% 6,233,000.00 2430,~~975~~969.2835 0.00 M-1 0405/3025/07 - 0506/24/07 2531 5.87000% 52,088,000.00 ~~212~~263,~~330~~290.9437 0.00 M-2 0405/3025/07 - 0506/24/07 2531 6.05000% 46,365,000.00 ~~194~~241,~~797~~548.4077 0.00 M-3 0405/3025/07 - 0506/24/07 2531 6.22000% 28,620,000.00 ~~123~~153,~~622~~291.5090 0.00 M-4 0405/3025/07 - 0506/24/07 2531 6.72000% 25,186,000.00 ~~117~~145,~~534~~742.6799 0.00 M-5 0405/3025/07 - 0506/24/07 2531 7.07000% 24,041,000.00 ~~118~~146,~~034~~362.6394 0.00 M-6 0405/3025/07 - 0506/24/07 2531 7.57000% 20,034,000.00 ~~105~~130,~~317~~593.6386 0887.0024 M-7 0405/3025/07 - 0506/24/07 2531 7.82000% 20,034,000.00 ~~108~~134,~~795~~906.7573 05,200.0012 M-8 0405/3025/07 - 0506/24/07 2531 7.82000% 18,889,000.00 ~~102~~127,~~577~~196.7643 04,902.0092 M-9 0405/3025/07 - 0506/24/07 2531 7.82000% 15,454,000.00 83104,~~923~~065.8152 04,011.0031 X N/A N/A 0.00000% 54,~~951~~950,~~764~~532.9272 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 R-X N/A N/A 0.00000% 0.00 0.00 0.00 Totals 45,~~384~~395,~~921~~046.3149 015,001.0059

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A-1 0.00 0.00 ~~946~~1,~~377~~158,330.6433 0.00 ~~241~~238,~~934~~700,~~855~~090.7270 II-A-1 0.00 0.00 1,~~605~~964,~~873~~204.2179 0.00 ~~417~~409,~~767~~369,~~768~~110.4988 II-A-2 0.00 0.00 ~~184~~228,~~198~~405.1773 0.00 47,706,000.00 II-A-3 0.00 0.00 ~~456~~566,~~561~~136.9278 0.00 116,569,000.00 II-A-4 0.00 0.00 2430,~~975~~969.2835 0.00 6,233,000.00 M-1 0.00 0.00 ~~212~~263,~~330~~290.9437 0.00 52,088,000.00 M-2 0.00 0.00 ~~194~~241,~~797~~548.4077 0.00 46,365,000.00 M-3 0.00 0.00 ~~123~~153,~~622~~291.5090 0.00 28,620,000.00 M-4 0.00 0.00 ~~117~~145,~~534~~742.6799 0.00 25,186,000.00 M-5 0.00 0.00 ~~118~~146,~~034~~362.6394 0.00 24,041,000.00 M-6 0887.0024 0.00 ~~105~~130,~~317~~593.6386 0.00 20,034,000.00 M-7 05,200.0012 0.00 ~~108~~134,~~795~~906.7573 0.00 20,034,000.00 M-8 04,902.0092 0.00 ~~102~~127,~~577~~196.7643 0.00 18,889,000.00 M-9 04,011.0031 0.00 83104,~~923~~065.8152 0.00 15,454,000.00 X 0.00 0.00 32,~~029~~313,~~390~~249.7500 0.00 54,950,532.72 P 0.00 0.00 ~~125~~170,~~639~~976.7444 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 015,001.0059 0.00 7,~~539~~879,~~951~~271.8093 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-1 245,105,000.00 5.56000% ~~1000~~987.~~00000000~~06617866 34.~~86111112~~72585353 0.00000000 II-A-1 423,527,000.00 5.46000% ~~1000~~986.~~00000000~~40173706 34.~~79166667~~63773216 0.00000000 II-A-2 47,706,000.00 5.56000% 1000.00000000 34.~~86111118~~78777785 0.00000000 II-A-3 116,569,000.00 5.64000% 1000.00000000 34.~~91666670~~85666670 0.00000000 II-A-4 6,233,000.00 5.77000% 1000.00000000 4.~~00694369~~96861062 0.00000000 M-1 52,088,000.00 5.87000% 1000.00000000 45.~~07638880~~05472220 0.00000000 M-2 46,365,000.00 6.05000% 1000.00000000 45.~~20138898~~20972220 0.00000000 M-3 28,620,000.00 6.22000% 1000.00000000 45.~~31944444~~35611111 0.00000000 M-4 25,186,000.00 6.72000% 1000.00000000 45.~~66666680~~78666680 0.00000000 M-5 24,041,000.00 7.07000% 1000.00000000 46.~~90972214~~08805541 0.00000000 M-6 20,034,000.00 7.57000% 1000.00000000 56.~~25694469~~51861136 0.~~00000000~~04428671 M-7 20,034,000.00 7.82000% 1000.00000000 56.~~43055556~~73388889 0.~~00000000~~25956474 M-8 18,889,000.00 7.82000% 1000.00000000 56.~~43055535~~73388904 0.~~00000000~~25956483 M-9 15,454,000.00 7.82000% 1000.00000000 56.~~43055584~~73388896 0.~~00000000~~25956451 X 54,951,764.92 0.00000% ~~1000~~999.~~00000000~~97757670 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 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 0.00000000 34.~~86111112~~72585353 0.00000000 ~~987~~973.~~06617866~~86871218 II-A-1 0.00000000 0.00000000 34.~~79166667~~63773216 0.00000000 ~~986~~966.~~40173706~~57146033 II-A-2 0.00000000 0.00000000 34.~~86111118~~78777785 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 34.~~91666670~~85666670 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 4.~~00694369~~96861062 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 45.~~07638880~~05472220 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 45.~~20138898~~20972220 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 45.~~31944444~~35611111 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 45.~~66666680~~78666680 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 46.~~90972214~~08805541 0.00000000 1000.00000000 M-6 0.~~00000000~~04428671 0.00000000 56.~~25694469~~51861136 0.00000000 1000.00000000 M-7 0.~~00000000~~25956474 0.00000000 56.~~43055556~~73388889 0.00000000 1000.00000000 M-8 0.~~00000000~~25956483 0.00000000 56.~~43055535~~73388904 0.00000000 1000.00000000 M-9 0.~~00000000~~25956451 0.00000000 56.~~43055584~~73388896 0.00000000 1000.00000000 X 0.00000000 0.00000000 5542.~~12817931~~09599097 0.00000000 999.97757670 P 0.00000000 0.00000000 ~~1256397~~1709764.40000000 0.00000000 1000.00000000 R 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 1619,~~009~~072,~~609~~902.9209 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~821~~1,~~573~~219,781.1079 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~125~~170,~~639~~976.7444 Swap/Cap Payments 0354,299.0056 Total Deposits 1620,~~956~~817,~~822~~959.7688 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 0821,573.0010 Total Administration Fees ~~487~~483,~~495~~692.1722 Payment of Interest and Principal 1619,~~469~~512,~~327~~694.5956 Total Withdrawals (Pool Distribution Amount) 1620,~~956~~817,~~822~~959.7688 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~477~~473,~~001~~280.1507 Credit Risk Manager Fee - Wells Fargo Bank, N.A. 9,~~540~~465.0260 Master Servicing Fee - Wells Fargo Bank, N.A. ~~954~~946.0055 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~487~~483,~~495~~692.1722 *Servicer Payees include: EQUITY ONE, INC; OCWEN LOAN SERVICING, LLC; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 015,001.0058 015,001.0058 1,000.00 Interest Rate CAP Account 0.00 0.00 0.00 0.00 Class P Certificate Account 100.00 0.00 0.00 100.00 Supplemental Interest Trust 0.00 0.00 0.00 0.00 Interest Rate SWAP Account 0.00 0354,299.0056 0354,299.0056 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate CAP Agreement - Lehman Brothers 0.00 0.00 0.00 Interest Rate SWAP Agreement - Lehman Brothers 04,901,936.0047 04,547,636.0091 0354,299.0056

Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~299142~~293492 8.~~274228~~272495 Weighted Average Net Rate 7.~~799142~~793492 7.~~774228~~772495 Weighted Average Pass-Through Rate 7.~~788142~~782492 7.~~763228~~761495 Weighted Average Remaining Term ~~352~~350 ~~348~~347 Principal And Interest Constant 2,~~435~~411,~~957~~936.9795 5,~~860~~820,~~562~~207.8275 Beginning Loan Count 1,~~896~~880 3,~~396~~371 Loans Paid in Full 16 2528 Ending Loan Count 1,~~880~~864 3,~~371~~343 Beginning Scheduled Balance ~~334~~331,~~386~~216,~~583~~002.8915 ~~810~~804,~~416~~656,~~181~~154.0378 Ending Scheduled Balance ~~331~~327,~~216~~981,~~002~~237.1513 ~~804~~796,~~656~~257,~~154~~497.7817 Actual Ending Collateral Balance ~~331~~328,~~333~~108,~~661~~703.6074 ~~804~~796,~~933~~563,~~100~~664.7164 Scheduled Principal ~~123~~122,~~356~~822.4351 ~~272~~273,~~589~~113.4705 Unscheduled Principal 3,~~047~~111,~~225~~942.3151 58,~~487~~125,~~436~~544.7857 Negative Amortized Principal 0.00 0.00 Scheduled Interest 2,~~312~~289,~~601~~114.5444 5,~~587~~547,~~973~~094.3570 Servicing Fees ~~139~~138,~~327~~006.7467 ~~337~~335,~~673~~273.4140 Master Servicing Fees ~~278~~276.6601 ~~675~~670.3454 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 2,~~786~~760.5513 6,~~753~~705.47 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 2,~~170~~148,~~208~~071.5963 5,~~242~~204,~~871~~445.1329 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 5565,~~491~~251.8357 70105,~~147~~724.9187 Prepayment Penalty Paid Count 711 1012 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~281505~~278617 Weighted Average Net Rate 7.~~781505~~778617 Weighted Average Pass-Through Rate 7.~~770505~~767617 Weighted Average Remaining Term ~~349~~348 Principal And Interest Constant 8,~~296~~232,~~520~~144.7970 Beginning Loan Count 5,~~292~~251 Loans Paid in Full 4144 Ending Loan Count 5,~~251~~207 Beginning Scheduled Balance 1,~~144~~135,~~802~~872,~~764~~156.9293 Ending Scheduled Balance 1,~~135~~124,~~872~~238,~~156~~734.9330 Actual Ending Collateral Balance 1,~~136~~124,~~266~~672,~~762~~368.3138 Scheduled Principal 395,~~945~~935.9056 Unscheduled Principal 811,~~534~~237,~~662~~487.0908 Negative Amortized Principal 0.00 Scheduled Interest 7,~~900~~836,~~574~~209.8914 Servicing Fees ~~477~~473,~~001~~280.1507 Master Servicing Fees ~~954~~946.0055 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 9,~~540~~465.0260 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 7,~~413~~352,~~079~~516.7292 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 ~~125~~170,~~639~~976.7444 Prepayment Penalty Paid Count 1723 Special Servicing Fee 0.00

Collateral Statement By Subgroup Group Group I - Fixed Group I - ARM Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 8.~~050486~~050498 8.~~360042~~353499 Weighted Average Net Rate 7.~~550487~~550498 7.~~860042~~853499 Weighted Average Pass-Through Rate 7.~~539486~~539498 7.~~849042~~842499 Weighted Average Remaining Term ~~337~~336 ~~353~~352 Principal And Interest Constant ~~477~~476,~~499~~378.7161 1,~~958~~935,~~458~~558.2634 Beginning Loan Count ~~500~~499 1,~~396~~381 Loans Paid in Full 13 1513 Ending Loan Count ~~499~~496 1,~~381~~368 Beginning Scheduled Balance 65,~~784~~594,~~417~~615.5923 ~~268~~265,~~602~~621,~~166~~386.3092 Ending Scheduled Balance 6564,~~594~~873,~~615~~385.2369 ~~265~~263,~~621~~107,~~386~~851.9244 Actual Ending Collateral Balance 6564,~~627~~908,~~533~~113.0419 ~~265~~263,~~706~~200,~~128~~590.5655 Scheduled Principal 36,~~169~~320.2482 8786,~~187~~501.1969 Unscheduled Principal ~~153~~684,~~633~~908.1272 2,~~893~~427,~~592~~033.1979 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~441~~440,~~330~~057.4779 1,~~871~~849,~~271~~056.0765 Servicing Fees 27,~~410~~331.1709 ~~111~~110,~~917~~675.5758 Master Servicing Fees 54.8266 ~~223~~221.8435 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~548~~546.2062 2,~~238~~213.3551 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 ~~413~~412,~~317~~125.2842 1,~~756~~735,~~891~~946.3121 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 419,~~864~~639.7492 5045,~~627~~611.0965 Prepayment Penalty Paid Count 13 68 Special Servicing Fee 0.00 0.00

Collateral Statement By Subgroup Group Group II - Fixed Group II - ARM Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 8.~~616644~~616614 8.~~210996~~208970 Weighted Average Net Rate 8.~~116644~~116614 7.~~710996~~708970 Weighted Average Pass-Through Rate 8.~~105644~~105614 7.~~699996~~697970 Weighted Average Remaining Term ~~308~~307 ~~353~~352 Principal And Interest Constant ~~981~~975,~~600~~179.9177 4,~~878~~845,~~961~~027.9198 Beginning Loan Count ~~883~~879 2,~~513~~492 Loans Paid in Full 46 2122 Ending Loan Count ~~879~~873 2,~~492~~470 Beginning Scheduled Balance ~~126~~125,~~326~~391,~~619~~494.0310 ~~684~~679,~~089~~264,~~562~~660.0068 Ending Scheduled Balance ~~125~~124,~~391~~448,~~494~~726.1041 ~~679~~671,~~264~~808,~~660~~770.6876 Actual Ending Collateral Balance ~~125~~124,~~462~~525,~~797~~403.6733 ~~679~~672,~~470~~038,~~303~~261.0431 Scheduled Principal 74,~~507~~804.9467 198,~~081~~308.5338 Unscheduled Principal ~~860~~867,~~616~~963.9902 47,~~626~~257,~~819~~581.7955 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~907~~900,~~092~~375.9710 4,~~680~~646,~~880~~719.3860 Servicing Fees 52,~~636~~246.0946 ~~285~~283,~~037~~026.3294 Master Servicing Fees ~~105~~104.2749 ~~570~~566.0705 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 1,~~052~~044.7293 5,~~700~~660.7554 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 ~~853~~846,~~298~~979.8922 4,~~389~~357,~~572~~466.2407 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 1311,~~210~~629.0914 5694,~~937~~095.8273 Prepayment Penalty Paid Count 32 710 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Cash Reporting Monthly Excess Cash Amount 32,~~505~~313,~~159~~249.9600 Extraordinary Trust Fund Expenses 0.00 Relief Act Interest Shortfalls 0.00 Informational Reporting Rolling Three Month Delinquency % 0.~~031264~~587877% Senior Enhancement Percentage 2627.~~909853~~188312% Structural Reporting Overcollateralization Amount 54,950,532.72 Overcollateralization Deficiency Amount 0.00 Overcollateralization Increase Amount 0.00 Overcollateralization Reduction Amount ~~1,232~~0.2000 Overcollateralization Target Amount 54,950,532.72 Extra Principal Distribution Amount 0.00 Trigger Event Reporting Has Stepdown Occured NO Trigger Event Pass Delinquency Trigger Trigger Result Pass Threshold Value 8.~~059501~~142899% Current Delinquency % 01.~~031264~~144490% Cumulative Loss Trigger Trigger Result Pass Threshold Value 4.100000% Calculated Value 0.000000%

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 Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 156,000.00 0.00 0.00 156,000.00 30 Days 53159 01 0 0 53160 1541,~~199~~712,~~362~~710.57 085,439.0096 0.00 0.00 1541,~~199~~798,~~362~~150.5753 60 Days 140 0 0 0 140 ~~199~~12,~~451~~642,990.5435 0.00 0.00 0.00 ~~199~~12,~~451~~642,990.5435 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 54199 12 0 0 55201 1554,~~398~~355,~~814~~700.1192 ~~156~~241,~~000~~439.0096 0.00 0.00 1554,~~554~~597,~~814~~140.1188 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.~~019044~~019205% 0.000000% 0.000000% 0.~~019044~~019205% 0.~~013729~~013871% 0.000000% 0.000000% 0.~~013729~~013871% 30 Days 13.~~009332~~053582% 0.~~000000~~019205% 0.000000% 0.000000% 13.~~009332~~072787% 13.~~337658~~708877% 0.~~000000~~007597% 0.000000% 0.000000% 13.~~337658~~716473% 60 Days 0.~~019044~~768197% 0.000000% 0.000000% 0.000000% 0.~~019044~~768197% 01.~~017553~~124149% 0.000000% 0.000000% 0.000000% 01.~~017553~~124149% 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 13.~~028376~~821778% 0.~~019044~~038410% 0.000000% 0.000000% 13.~~047420~~860188% 14.~~355211~~833025% 0.~~013729~~021468% 0.000000% 0.000000% 14.~~368940~~854493% 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 ~~821~~1,~~573~~219,781.1079

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class I-A-1 899,697,864.92 78.58977044% ~~893~~885,~~937~~538,~~401~~743.2160 78.~~70052944~~76785567% 21.~~299479~~232153% 0.000000% Class II-A-1 476,170,864.92 41.59414001% 476,169,632.72 4142.~~92105862~~35485028% 36.~~779471~~413005% 0.000000% Class II-A-2 428,464,864.92 37.42695930% 428,463,632.72 3738.~~72111413~~11144552% 4.~~199944~~243405% 0.000000% Class II-A-3 311,895,864.92 27.24450661% 311,894,632.72 27.~~45860358~~74274033% 10.~~262511~~368705% 0.000000% Class II-A-4 305,662,864.92 26.70004601% 305,661,632.72 2627.~~90986225~~18832072% 0.~~548741~~554420% 0.000000% Class M-1 253,574,864.92 22.15009194% 253,573,632.72 22.~~32413491~~55514109% 4.~~585727~~633180% 0.000000% Class M-2 207,209,864.92 18.10004931% 207,208,632.72 18.~~24224949~~43101704% 4.~~081885~~124124% 0.000000% Class M-3 178,589,864.92 15.60005535% 178,588,632.72 15.~~72259973~~88529440% 2.~~519650~~545723% 0.000000% Class M-4 153,403,864.92 13.40002572% 153,402,632.72 13.~~50527274~~64502290% 2.~~217327~~240272% 0.000000% Class M-5 129,362,864.92 11.30001332% 129,361,632.72 11.~~38874934~~50659809% 2.~~116523~~138425% 0.000000% Class M-6 109,328,864.92 9.55001755% 109,327,632.72 9.~~62499451~~72459224% 1.~~763755~~782006% 0.000000% Class M-7 89,294,864.92 7.80002177% 89,293,632.72 7.~~86123968~~94258639% 1.~~763755~~782006% 0.000000% Class M-8 70,405,864.92 6.15004323% 70,404,632.72 6.~~19828845~~26242724% 1.~~662951~~680159% 0.000000% Class M-9 54,951,864.92 4.80011637% 54,950,632.72 4.~~83774801~~88780817% 1.~~360540~~374619% 0.000000% Class X 100.00 0.00000874% 100.00 0.~~00000880~~00000889% 4.~~837739~~887799% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.000009% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

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 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 943 01 0 0 944 ~~772~~8,~~188~~153,656.7516 085,439.0096 0.00 0.00 ~~772~~8,~~188~~239,096.7512 60 Days 04 0 0 0 04 0390,166.0029 0.00 0.00 0.00 0390,166.0029 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 947 01 0 0 948 ~~772~~8,~~188~~543,822.7545 085,439.0096 0.00 0.00 ~~772~~8,~~188~~629,262.7541 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~478723~~306867% 0.~~000000~~053648% 0.000000% 0.000000% 02.~~478723~~360515% 02.~~233055~~485047% 0.~~000000~~026040% 0.000000% 0.000000% 02.~~233055~~511087% 60 Days 0.~~000000~~214592% 0.000000% 0.000000% 0.000000% 0.~~000000~~214592% 0.~~000000~~118914% 0.000000% 0.000000% 0.000000% 0.~~000000~~118914% 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 02.~~478723~~521459% 0.~~000000~~053648% 0.000000% 0.000000% 02.~~478723~~575107% 02.~~233055~~603961% 0.~~000000~~026040% 0.000000% 0.000000% 02.~~233055~~630001% 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 1 0 0 1 156,000.00 0.00 0.00 156,000.00 30 Days 44116 0 0 0 44116 1433,~~427~~559,~~173~~054.8241 0.00 0.00 0.00 1433,~~427~~559,~~173~~054.8241 60 Days 136 0 0 0 136 ~~199~~12,~~451~~252,824.5406 0.00 0.00 0.00 ~~199~~12,~~451~~252,824.5406 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 45152 1 0 0 46153 1445,~~626~~811,~~625~~878.3647 156,000.00 0.00 0.00 1445,~~782~~967,~~625~~878.3647 0-29 Days 0.~~029665~~029913% 0.000000% 0.000000% 0.~~029665~~029913% 0.~~019380~~019584% 0.000000% 0.000000% 0.~~019380~~019584% 30 Days 13.~~305251~~469937% 0.000000% 0.000000% 0.000000% 13.~~305251~~469937% 14.~~792344~~212978% 0.000000% 0.000000% 0.000000% 14.~~792344~~212978% 60 Days 01.~~029665~~076877% 0.000000% 0.000000% 0.000000% 01.~~029665~~076877% 01.~~024779~~538210% 0.000000% 0.000000% 0.000000% 01.~~024779~~538210% 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 14.~~334915~~546814% 0.~~029665~~029913% 0.000000% 0.000000% 14.~~364580~~576727% 15.~~817123~~751189% 0.~~019380~~019584% 0.000000% 0.000000% 15.~~836504~~770773% Please refer to CTSLink.com for a list of delinquency code descriptions.

Delinquency Status By Subgroup DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I - Fixed - 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 47 0 0 0 47 ~~165~~730,~~543~~767.9916 0.00 0.00 0.00 ~~165~~730,~~543~~767.9916 60 Days 01 0 0 0 01 032,949.0063 0.00 0.00 0.00 032,949.0063 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 48 0 0 0 48 ~~165~~763,~~543~~716.9979 0.00 0.00 0.00 ~~165~~763,~~543~~716.9979 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~801603~~411290% 0.000000% 0.000000% 0.000000% 01.~~801603~~411290% 01.~~252248~~125849% 0.000000% 0.000000% 0.000000% 01.~~252248~~125849% 60 Days 0.~~000000~~201613% 0.000000% 0.000000% 0.000000% 0.~~000000~~201613% 0.~~000000~~050763% 0.000000% 0.000000% 0.000000% 0.~~000000~~050763% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~801603~~612903% 0.000000% 0.000000% 0.000000% 01.~~801603~~612903% 01.~~252248~~176612% 0.000000% 0.000000% 0.000000% 01.~~252248~~176612% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I - ARM - 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 536 01 0 0 537 ~~606~~7,~~644~~422,889.7600 085,439.0096 0.00 0.00 ~~606~~7,~~644~~508,328.7696 60 Days 03 0 0 0 03 0357,216.0066 0.00 0.00 0.00 0357,216.0066 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 539 01 0 0 540 ~~606~~7,~~644~~780,105.7666 085,439.0096 0.00 0.00 ~~606~~7,~~644~~865,545.7662 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~362056~~631579% 0.~~000000~~073099% 0.000000% 0.000000% 02.~~362056~~704678% 02.~~228314~~820240% 0.~~000000~~032462% 0.000000% 0.000000% 02.~~228314~~852702% 60 Days 0.~~000000~~219298% 0.000000% 0.000000% 0.000000% 0.~~000000~~219298% 0.~~000000~~135720% 0.000000% 0.000000% 0.000000% 0.~~000000~~135720% 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 02.~~362056~~850877% 0.~~000000~~073099% 0.000000% 0.000000% 02.~~362056~~923977% 02.~~228314~~955961% 0.~~000000~~032462% 0.000000% 0.000000% 02.~~228314~~988422% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - Fixed - 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 1322 0 0 0 1322 23,~~277~~543,~~296~~448.2834 0.00 0.00 0.00 23,~~277~~543,~~296~~448.2834 60 Days 110 0 0 0 110 ~~199~~1,~~451~~621,391.5461 0.00 0.00 0.00 ~~199~~1,~~451~~621,391.5461 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 1432 0 0 0 1432 25,~~476~~164,~~747~~839.8295 0.00 0.00 0.00 25,~~476~~164,~~747~~839.8295 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~478953~~520046% 0.000000% 0.000000% 0.000000% 12.~~478953~~520046% 12.~~815117~~845563% 0.000000% 0.000000% 0.000000% 12.~~815117~~845563% 60 Days 01.~~113766~~145475% 0.000000% 0.000000% 0.000000% 01.~~113766~~145475% 01.~~158973~~302057% 0.000000% 0.000000% 0.000000% 01.~~158973~~302057% 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 13.~~592719~~665521% 0.000000% 0.000000% 0.000000% 13.~~592719~~665521% 14.~~974089~~147620% 0.000000% 0.000000% 0.000000% 14.~~974089~~147620% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - ARM - 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 1 0 0 1 156,000.00 0.00 0.00 156,000.00 30 Days 3194 0 0 0 3194 1230,~~149~~015,~~877~~606.5407 0.00 0.00 0.00 1230,~~149~~015,~~877~~606.5407 60 Days 026 0 0 0 026 010,631,432.0045 0.00 0.00 0.00 010,631,432.0045 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 31120 1 0 0 32121 1240,~~149~~647,~~877~~038.5452 156,000.00 0.00 0.00 1240,~~305~~803,~~877~~038.5452 0-29 Days 0.~~040128~~040486% 0.000000% 0.000000% 0.~~040128~~040486% 0.~~022959~~023213% 0.000000% 0.000000% 0.~~022959~~023213% 30 Days 13.~~243981~~805668% 0.000000% 0.000000% 0.000000% 13.~~243981~~805668% 14.~~788140~~466354% 0.000000% 0.000000% 0.000000% 14.~~788140~~466354% 60 Days 01.~~000000~~052632% 0.000000% 0.000000% 0.000000% 01.~~000000~~052632% 01.~~000000~~581968% 0.000000% 0.000000% 0.000000% 01.~~000000~~581968% 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 14.~~243981~~858300% 0.~~040128~~040486% 0.000000% 0.000000% 14.~~284109~~898785% 16.~~788140~~048322% 0.~~022959~~023213% 0.000000% 0.000000% 16.~~811099~~071535% Please refer to CTSLink.com for a list of delinquency code descriptions.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jun~~Jul-06 0.000% Original Principal Balance 085,500.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 085,439.0096 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 12 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~156~~241,~~000~~500.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~156~~241,~~000~~439.0096 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~014% ~~May~~Jun-07 0.~~014~~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 1 Jul-06 No0.000% Original Principal Balance 85,500.00 Aug-06 0.000% Current Actual Balance 85,439.96 Sep-06 0.000% Oct-06 0.000% Current Bankruptcy ~~Information~~Total toNov-06 0.000% Loans in Bankruptcy 1 Dec-06 0.000% Original Principal Balance 85,500.00 Jan-07 0.000% Current Actual Balance 85,439.96 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.026% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-06 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-06 0.000% Original Principal Balance 156,000.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 156,000.00 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~019% ~~May~~Jun-07 0.~~019~~020% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I 0171973985 Jun-2007 01-Dec-2006 MI 90.00 85,500.00 Group II 0171717912 ~~May~~Jun-2007 01-Oct-2006 SC 60.00 156,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I 0171973985 85,439.96 01-Mar-2007 1 9.695% 1,309.02 Group II 0171717912 156,000.00 01-Apr-2007 0 7.700% ~~936~~1,872.00

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 16 3,~~047~~105,~~393~~625.00 3,~~040~~100,~~656~~242.5904 0 0.00 0.00 Group II 2529 58,~~476~~210,~~094~~199.00 58,~~466~~191,~~687~~695.6746 0 0.00 0.00 Total 4145 811,~~523~~315,~~487~~824.00 811,~~507~~291,~~344~~937.2650 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 0.00 712,~~758~~340.7622 Group II 0 0.00 0.00 0 0.00 0.00 22(63,~~566~~410.6405) Total 0 0.00 0.00 0 0.00 0.00 30(51,~~325~~069.4083)

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0171689207~~0171717842 HICA 8976.1357 01-~~Nov~~Oct-2006 ~~410~~134,000.00 ~~408~~133,~~363~~160.3552 Group I ~~0171819917~~0171819686 ILCA 8075.00 01-~~Nov~~Oct-2006 ~~102~~131,~~400~~175.00 ~~101~~130,~~959~~893.0976 Group I ~~0171820252~~0171820170 CA 3853.4600 01-Oct-2006 ~~250~~318,~~001~~000.00 ~~249~~317,~~324~~070.8993 Group I ~~0171820752~~0171821301 ILCA 8584.0049 01-~~Nov~~Oct-2006 ~~148~~414,~~750~~000.00 ~~148~~413,~~503~~238.7201 Group I ~~0171822297~~0171821950 CA 6746.1667 01-Nov-2006 ~~180~~210,000.00 ~~179~~209,~~770~~674.2506 Group I ~~0171822986~~0171822326 TXCA 9075.00 01-Nov-2006 83240,~~700~~000.00 83239,~~446~~309.7848 Group I ~~0171823319~~0171822391 ILCA 9536.0036 01-~~Nov~~Oct-2006 ~~174~~100,~~800~~000.00 ~~174~~99,~~130~~384.3305 Group I ~~0171973109~~0171822549 ILNC 9080.9100 01-~~Dec~~Nov-2006 ~~130~~129,~~000~~600.00 129,~~931~~314.6371 Group I ~~0171973777~~0171973062 FLVA 7095.00 01-~~Dec~~Jan-~~2006~~2007 ~~176~~178,~~750~~600.00 ~~176~~178,~~577~~600.2400 Group I ~~0171974090~~0171973631 GAWA 9580.00 01-Dec-2006 ~~158~~230,~~650~~400.00 ~~158~~230,~~164~~247.4123 Group I ~~0172029120~~0171991797 CANV 7580.00 01-Nov-2006 ~~300~~60,~~750~~000.00 ~~300~~59,~~337~~796.1091 Group I ~~0172029205~~0171998307 TXOH 9080.00 01-Dec-2006 ~~151~~66,~~200~~400.00 ~~150~~66,~~071~~198.8901 Group I ~~0172029384~~0172029183 CA 8053.0053 01-Jan-2007 ~~383~~91,~~992~~000.00 ~~383~~90,~~606~~823.5423 Group I ~~0172029432~~0172031310 MOCA 8075.00 01-Jan-2007 54342,~~400~~000.00 54341,~~307~~999.6398 Group I ~~0172029469~~0172031857 ILCA 90.00 01-Jan-2007 ~~225~~378,000.00 ~~224~~377,~~316~~663.4321 Group I ~~0172029926~~0172031911 MONC 9085.00 01-~~Jan~~Dec-~~2007~~2006 ~~117~~82,~~000~~450.00 ~~116~~82,~~655~~228.2720 Group II ~~0170190987~~0171368887 LACA 80.00 01-~~May~~Jul-~~2005~~2006 81552,~~600~~000.00 81549,~~600~~732.0050 Group II ~~0171717908~~0171819405 CATX 7268.8867 01-~~Oct~~Nov-2006 ~~430~~192,~~000~~273.00 ~~429~~191,~~163~~371.5651 Group II ~~0171819213~~0171819498 CATX 7595.00 01-~~Sep~~Oct-2006 ~~487~~137,~~500~~750.00 ~~485~~136,~~589~~994.4119 Group II ~~0171819727~~0171819786 CANC 4043.0050 01-Oct-2006 ~~320~~154,000.00 ~~320~~154,000.00 Group II ~~0171820031~~0171819977 IL 85.00 01-Nov-2006 363,800.00 362,229.72 Group II 0171820090 TX 80.00 01-Oct-2006 ~~104~~162,~~000~~400.00 ~~103~~161,~~532~~192.4743 Group II ~~0171820447~~0171820431 ILNC 8580.00 01-Nov-2006 97215,~~750~~200.00 97214,~~314~~161.8838 Group II ~~0171820764~~0171820683 GACA 80.00 01-Nov-2006 ~~128~~474,400.00 ~~127~~474,~~911~~400.6000 Group II ~~0171820879~~0171820755 MO 6665.6720 01-Nov-2006 7566,~~001~~500.00 7466,~~825~~435.5474 Group II ~~0171822404~~0171821046 AZCA 5390.9700 01-Nov-2006 ~~102~~576,000.00 ~~101~~573,~~451~~745.8498 Group II ~~0171822911~~0171821618 CA 1558.0056 01-~~Oct~~Nov-2006 85650,~~050~~000.00 84648,~~775~~191.9793 Group II ~~0171823204~~0171821942 NVIL 6980.7400 01-Nov-2006 ~~160~~246,~~393~~376.00 ~~160~~245,~~222~~781.1447 Group II ~~0171973447~~0171822022 MDAZ 6679.6743 01-~~Jan~~Nov-~~2007~~2006 ~~230~~166,000.00 ~~229~~165,~~852~~561.7809 Group II ~~0171974263~~0171822306 MDCA 8120.3000 01-~~Dec~~Nov-2006 ~~187~~118,600.00 118,190.00 Group II 0171822527 CA 40.74 01-Nov-2006 110,000.00 ~~186~~109,~~924~~469.6304 Group II ~~0171974302~~0171822556 NJAL 3980.3600 01-~~Dec~~Nov-2006 ~~490~~192,000.00 ~~489~~191,~~225~~183.9856 Group II ~~0171978248~~0171822920 CANJ 4585.5792 01-~~Jan~~Nov-~~2007~~2006 ~~180~~305,000.00 ~~179~~304,~~935~~330.6427 Group II ~~0171979627~~0171822940 WIMS ~~100~~80.00 01-~~Jan~~Nov-~~2007~~2006 ~~195~~86,400.00 86,110.05 Group II 0171897630 CA 39.60 01-Dec-2006 160,000.00 ~~194~~159,~~525~~761.2074 Group II ~~0172030077~~0171973185 ILMD 7858.7382 01-Jan-2007 ~~681~~100,000.00 ~~679~~99,~~164~~875.0274 Group II ~~0172030420~~0171973702 NJCA 7595.00 01-Jan-2007 ~~281~~712,~~250~~500.00 ~~281~~712,~~108~~500.9000 Group II ~~0172030654~~0172029951 ALMO 85.00 01-Jan-2007 ~~170~~187,000.00 ~~169~~186,~~652~~791.6905 Group II ~~0172030673~~0172030162 MDCA 9580.00 01-Dec-2006 200,000.00 200,000.00 Group II 0172030607 CA 18.99 01-Jan-2007 ~~244~~131,~~150~~000.00 ~~243~~130,~~455~~603.4203 Group II ~~0172030896~~0172030623 CA 2080.00 01-Jan-2007 80552,000.00 79551,~~838~~120.1997 Group II ~~0172031089~~0172031163 MOFL 8150.0020 01-Jan-2007 ~~162~~123,000.00 ~~161~~122,~~541~~408.9466 Group II ~~0172031145~~0172031275 IL 7279.7303 01-Jan-2007 80260,000.00 79260,~~796~~000.2900 Group II ~~0172032083~~0172045424 FLWA 8071.0027 01-~~Jan~~Dec-~~2007~~2006 ~~224~~196,000.00 ~~223~~195,~~865~~409.0796 Group II ~~0172045487~~0172063801 CA 5080.00 01-~~Dec~~Feb-~~2006~~2007 ~~200~~820,000.00 ~~199~~817,~~595~~402.9861

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0171689207~~0171717842 Loan Paid in Full 0 7.950% 360 8 Group I 0171819686 Loan Paid in Full 0 9.~~900~~485% 360 8 Group I 0171820170 Loan Paid in Full (1) 6.700% 360 8 Group I ~~0171819917~~0171821301 Loan Paid in Full 0 9.250% 360 8 Group I 0171821950 Loan Paid in Full 0 9.~~530~~500% 360 67 Group I ~~0171820252~~0171822326 Loan Paid in Full 0 7.~~500~~280% 360 7 Group I ~~0171820752~~0171822391 Loan Paid in Full 0 8.~~730~~035% 360 68 Group I ~~0171822297~~0171822549 Loan Paid in Full 0 98.~~610~~500% 360 67 Group I ~~0171822986~~0171973062 Loan Paid in Full 0 107.~~230~~750% 360 65 Group I ~~0171823319~~0171973631 Loan Paid in Full 0 98.~~100~~800% 360 6 Group I ~~0171973109~~0171991797 Loan Paid in Full 0 810.~~990~~350% 360 57 Group I ~~0171973777~~0171998307 Loan Paid in Full 0 910.~~970~~250% 360 56 Group I ~~0171974090~~0172029183 Loan Paid in Full 0 97.~~420~~635% 360 5 Group I ~~0172029120~~0172031310 Loan Paid in Full 0 96.~~365~~730% 360 65 Group I ~~0172029205~~0172031857 Loan Paid in Full 0 87.~~105~~610% 360 5 Group I ~~0172029384~~0172031911 Loan Paid in Full 0 910.~~260~~780% 360 46 Group III ~~0172029432~~0171368887 Loan Paid in Full 0 117.~~310~~500% 360 411 Group III ~~0172029469~~0171819405 Loan Paid in Full 0 8.~~555~~785% 360 47 Group III ~~0172029926~~0171819498 Loan Paid in Full 0 8.~~705~~945% 360 48 Group II ~~0170190987~~0171819786 Loan Paid in Full 0 117.~~240~~500% 360 248 Group II ~~0171717908~~0171819977 Loan Paid in Full 0 810.~~650~~985% 360 7 Group II ~~0171819213~~0171820090 Loan Paid in Full 0 67.~~600~~080% 360 8 Group II ~~0171819727~~0171820431 Loan Paid in Full 0(1) 69.~~780~~005% 360 7 Group II ~~0171820031~~0171820683 Loan Paid in Full 0 87.~~990~~500% 360 7 Group II ~~0171820447~~0171820755 Loan Paid in Full 0 10.~~435~~985% 360 67 Group II ~~0171820764~~0171821046 Loan Paid in Full 0 9.~~135~~660% 360 67 Group II ~~0171820879~~0171821618 Loan Paid in Full 0 7.~~530~~400% 360 67 Group II ~~0171822404~~0171821942 Loan Paid in Full 0 78.~~435~~500% 360 67 Group II ~~0171822911~~0171822022 Loan Paid in Full 0 117.~~400~~580% ~~180~~360 7 Group II ~~0171823204~~0171822306 Loan Paid in Full 0 10.~~210~~250% ~~360~~180 67 Group II ~~0171973447~~0171822527 Loan Paid in Full 0(1) 79.~~995~~360% 360 47 Group II ~~0171974263~~0171822556 Loan Paid in Full 0 9.~~670~~260% 360 57 Group II ~~0171974302~~0171822920 Loan Paid in Full 0 8.~~350~~230% 360 57 Group II ~~0171978248~~0171822940 Loan Paid in Full 0 910.~~500~~390% 360 47 Group II ~~0171979627~~0171897630 Loan Paid in Full 0 9.~~600~~100% 360 46 Group II ~~0172030077~~0171973185 Loan Paid in Full 0(1) 9.~~135~~195% 360 45 Group II ~~0172030420~~0171973702 Loan Paid in Full 0 119.~~535~~800% 360 45 Group II ~~0172030654~~0172029951 Loan Paid in Full 0 108.~~460~~280% 360 45 Group II ~~0172030673~~0172030162 Loan Paid in Full 0 8.~~895~~735% 360 46 Group II ~~0172030896~~0172030607 Loan Paid in Full 0 10.~~500~~250% 180 45 Group II ~~0172031089~~0172030623 Loan Paid in Full 0 6.580% 360 5 Group II 0172031163 Loan Paid in Full 0 8.~~905~~060% 360 45 Group II ~~0172031145~~0172031275 Loan Paid in Full 0 97.~~410~~580% 360 45 Group II ~~0172032083~~0172045424 Loan Paid in Full 0 86.~~155~~625% 360 46 Group II ~~0172045487~~0172063801 Loan Paid in Full 0 78.~~500~~350% 360 54

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 711 12,~~548~~078,~~483~~059.5738 5565,~~491~~251.8357 0.00 Group II 1012 23,~~188~~355,~~681~~326.9625 70105,~~147~~724.9187 0.00 Total 1723 35,~~737~~433,~~165~~385.5363 ~~125~~170,~~639~~976.7444 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Group I ~~0171689207~~0171717842 0405/2625/2007 ~~408~~133,~~602~~256.3728 144,~~533~~240.8157 0.00 Group I ~~0171820252~~0171819686 0405/1931/2007 ~~249~~130,~~411~~920.02 4,965.90 0.00 Group I 0171820170 05/31/2007 317,070.93 8,491.26 0.00 Group I 0171821301 05/31/2007 413,325.30 15,286.80 0.00 Group I 0171821950 05/31/2007 209,714.95 7,~~481~~968.1636 0.00 Group I ~~0171822297~~0171822326 05/1131/2007 ~~179~~239,~~803~~397.8663 6,~~909~~970.7808 0.00 Group I ~~0171822986~~0171822391 05/1131/2007 8399,~~483~~454.8833 3,~~413~~192.9406 0.00 Group I ~~0171973777~~0171973062 0406/1915/2007 ~~176~~178,~~606~~600.6300 73,~~041~~572.6400 0.00 Group I ~~0172029120~~0171973631 06/12/2007 230,269.54 6,908.09 0.00 Group I 0171991797 05/0717/2007 ~~300~~59,~~397~~823.4707 112,~~246~~992.7645 0.00 Group I ~~0172029205~~0171998307 0405/2617/2007 ~~150~~66,~~178~~227.1033 4664.00 0.00 Group II 0171368887 06/06/2007 549,~~864~~928.7400 16,489.59 0.00 Group II ~~0171717908~~0171819405 0405/0431/2007 ~~429~~191,~~270~~487.6909 146,~~851~~727.0602 0.00 Group II ~~0171819213~~0171819498 0405/1931/2007 ~~485~~137,~~806~~075.3834 124,~~821~~902.2212 0.00 Group II ~~0171819727~~0171819786 0405/2731/2007 ~~320~~154,000.00 81,~~678~~540.4000 0.00 Group II ~~0171820031~~0171820431 05/0331/2007 ~~103~~214,~~592~~285.4567 32,~~721~~142.5086 0.00 Group II ~~0171822404~~0171821046 05/0931/2007 ~~101~~574,~~531~~035.4470 322,~~019~~175.0264 0.00 Group II ~~0171822911~~0171822022 0405/3031/2007 84165,~~806~~617.0717 35,~~864~~020.3674 0.00 Group II ~~0171823204~~0171822527 0405/2731/2007 ~~160~~109,~~247~~528.1745 64,~~543~~096.0032 0.00 Group II ~~0172030896~~0171822940 0405/2731/2007 7986,~~871~~147.1240 34,~~353~~309.22 0.00 Group II ~~0172032083~~0171897630 0406/2306/2007 ~~223~~159,~~892~~796.4246 75,~~303~~817.6285 0.00 Group II ~~0172045487~~0172045424 0405/1131/2007 ~~199~~195,~~664~~495.2265 5,~~992~~180.5112 0.00 Group II 0172063801 05/25/2007 817,929.32 27,323.39 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~746~~990% Current Month 811.~~591~~250% Current Month ~~790~~874.~~817~~734% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 8.591% N/A May-2007 790.817% N/A Jun-2007 11.250% N/A Jun-2007 874.734% 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 0.~~912~~940% Current Month 10.~~407~~714% Current Month ~~989~~856.~~111~~024% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 10.407% N/A May-2007 989.111% N/A Jun-2007 10.714% N/A Jun-2007 856.024% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 01.~~677~~010% Current Month 711.~~832~~471% Current Month ~~711~~882.~~723~~073% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 7.832% N/A May-2007 711.723% N/A Jun-2007 11.471% N/A Jun-2007 882.073% 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($) Balance($) < 5.500 0 0.00 0.000 0 0.00 0.000 5.500 5.749 2 549,984.13 0.~~048~~049 1 174,984.13 0.053 5.750 5.999 6 1,~~988~~987,~~473~~638.9219 0.~~175~~177 3 790,~~429~~001.2514 0.~~239~~241 6.000 6.249 19 6,~~486~~483,~~009~~689.1088 0.~~571~~577 5 1,~~152~~151,~~378~~634.8793 0.~~348~~351 6.250 6.499 57 16,~~987~~979,~~169~~027.2526 1.~~496~~510 15 4,~~306~~304,~~677~~482.6866 1.~~300~~312 6.500 6.749 ~~138~~134 4139,~~237~~814,~~368~~710.7868 3.~~630~~541 5452 13,~~878~~213,~~011~~191.0586 4.~~190~~029 6.750 6.999 236 67,~~830~~794,~~623~~026.5878 56.~~972~~030 85 20,~~808~~795,~~730~~493.1069 6.~~283~~340 7.000 7.249 ~~185~~183 5554,~~491~~793,~~789~~100.9333 4.~~885~~874 49 11,~~613~~610,~~953~~303.0871 3.~~506~~540 7.250 7.499 ~~306~~302 8685,~~559~~237,~~536~~367.9818 7.~~621~~582 ~~108~~106 26,~~588~~153,~~853~~130.7111 87.~~028~~974 7.500 7.749 ~~379~~370 9694,~~523~~111,~~476~~502.7833 8.~~498~~371 ~~132~~129 25,~~561~~001,~~798~~935.4306 7.~~718~~623 7.750 7.999 ~~520~~518 134,~~651~~292,~~187~~067.3804 11.~~854~~945 ~~192~~190 40,~~632~~303,~~729~~500.2476 12.~~268~~288 8.000 8.249 ~~317~~315 74,~~285~~251,~~514~~758.9119 6.~~540~~605 ~~104~~103 18,~~371~~265,~~547~~607.0883 5.~~547~~569 8.250 8.499 422 ~~101~~100,~~630~~993,~~994~~744.2513 8.~~947~~983 ~~153~~154 2728,~~886~~062,~~940~~640.8261 8.~~420~~556 8.500 8.749 ~~473~~471 101,~~895~~462,~~672~~589.3595 89.~~971~~025 174 29,~~860~~800,~~961~~334.9575 9.~~016~~086 8.750 8.999 ~~513~~510 ~~107~~106,~~473~~791,~~818~~464.2757 9.~~462~~499 ~~209~~208 36,~~483~~240,~~171~~003.1912 11.~~015~~049 9.000 9.249 ~~253~~250 5150,~~435~~943,~~195~~367.6587 4.~~528~~531 97 16,~~073~~067,~~987~~908.7402 4.~~853~~899 9.250 9.499 ~~238~~234 4645,~~587~~723,~~323~~781.6177 4.~~101~~067 9593 1413,~~189~~637,~~084~~544.6377 4.~~284~~158 9.500 9.749 ~~268~~267 3635,~~135~~464,~~221~~871.2315 3.~~181~~155 ~~106~~105 11,~~527~~314,~~589~~062.5565 3.~~480~~450 9.750 9.999 ~~214~~212 3635,~~852~~766,~~841~~898.9394 3.~~244~~181 86 12,~~776~~772,~~351~~132.0635 3.~~857~~894 10.000 10.249 71 11,~~536~~525,~~200~~024.4151 1.~~016~~025 24 3,~~884~~882,~~787~~179.4342 1.~~173~~184 10.250 10.499 ~~141~~137 15,~~622~~324,~~386~~994.1117 1.~~375~~363 3735 43,~~096~~969,~~606~~482.4325 1.~~237~~210 10.500 10.749 108 12,~~134~~129,~~424~~953.3060 1.~~068~~079 38 3,~~737~~736,~~962~~814.5439 1.~~129~~139 10.750 10.999 5856 6,~~689~~539,~~819~~230.3667 0.~~589~~582 2423 2,~~143~~060,~~513~~774.5731 0.~~647~~628 11.000 11.249 100 8,~~756~~753,~~174~~041.9232 0.~~771~~779 29 1,~~561~~560,~~158~~613.8253 0.~~471~~476 11.250 11.499 48 4,~~487~~486,~~919~~177.6448 0.~~395~~399 16 1,~~237~~236,~~064~~433.3621 0.~~373~~377 11.500 11.749 121 8,~~119~~116,~~786~~543.5935 0.~~715~~722 28 1,~~187~~186,~~047~~573.2612 0.~~358~~362 11.750 11.999 31 2,182,~~794~~203.9823 0.~~192~~194 10 492,~~645~~491.6453 0.~~149~~150 12.000 12.249 17 1,039,~~865~~587.6667 0.092 6 ~~197~~196,~~036~~983.5422 0.~~059~~060 12.250 12.499 5 353,~~635~~529.1175 0.031 0 0.00 0.000 12.500 12.749 3 156,~~144~~103.9916 0.014 0 0.00 0.000 12.750 12.999 1 158,~~883~~843.5773 0.014 0 0.00 0.000 >= 13.000 1 31,~~919~~911.2629 0.003 0 0.00 0.000 Total 5,~~251~~207 1,~~135~~124,~~872~~238,~~156~~734.9330 100.000 1,~~880~~864 ~~331~~327,~~216~~981,~~002~~237.1513 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.500 0 0.00 0.000 5.500 5.749 1 375,000.00 0.047 5.750 5.999 3 1,~~198~~197,~~044~~637.6705 0.~~149~~150 6.000 6.249 14 5,~~333~~332,~~630~~054.2395 0.~~663~~670 6.250 6.499 42 12,~~680~~674,~~491~~544.5760 1.~~576~~592 6.500 6.749 8482 2726,~~359~~601,~~357~~518.7382 3.~~400~~341 6.750 6.999 151 4746,~~021~~998,~~893~~533.4809 5.~~844~~902 7.000 7.249 ~~136~~134 43,~~877~~182,~~836~~796.8562 5.~~453~~423 7.250 7.499 ~~198~~196 59,~~970~~084,~~683~~237.2707 7.~~453~~420 7.500 7.749 ~~247~~241 7069,~~961~~109,~~678~~567.3527 8.~~819~~679 7.750 7.999 328 9493,~~018~~988,~~458~~566.1428 11.~~684~~804 8.000 8.249 ~~213~~212 55,~~913~~986,~~967~~150.8336 67.~~949~~031 8.250 8.499 ~~269~~268 7372,~~744~~931,~~053~~103.4352 9.~~165~~159 8.500 8.749 ~~299~~297 7271,~~034~~662,~~710~~255.4020 89.~~952~~000 8.750 8.999 ~~304~~302 70,~~990~~551,~~647~~461.0845 8.~~822~~860 9.000 9.249 ~~156~~153 3534,~~361~~875,~~207~~459.9185 4.~~395~~380 9.250 9.499 ~~143~~141 32,~~398~~086,~~238~~237.9800 4.~~026~~030 9.500 9.749 162 24,~~607~~150,~~631~~808.6850 3.~~058~~033 9.750 9.999 ~~128~~126 2422,~~076~~994,~~490~~766.8759 2.~~992~~888 10.000 10.249 47 7,~~651~~642,~~412~~845.9809 0.~~951~~960 10.250 10.499 ~~104~~102 11,~~525~~355,~~779~~511.6892 1.~~432~~426 10.500 10.749 70 8,~~396~~393,~~461~~139.7621 1.~~043~~054 10.750 10.999 3433 4,~~546~~478,~~305~~456.7936 0.~~565~~562 11.000 11.249 71 7,~~195~~192,~~016~~427.1079 0.~~894~~903 11.250 11.499 32 3,~~250~~249,~~855~~744.2827 0.~~404~~408 11.500 11.749 93 6,~~932~~929,~~739~~970.3323 0.~~862~~870 11.750 11.999 21 1,~~690~~689,~~149~~711.3470 0.~~210~~212 12.000 12.249 11 842,~~829~~604.1245 0.~~105~~106 12.250 12.499 5 353,~~635~~529.1175 0.044 12.500 12.749 3 156,~~144~~103.9916 0.~~019~~020 12.750 12.999 1 158,~~883~~843.5773 0.020 >= 13.000 1 31,~~919~~911.2629 0.004 Total 3,~~371~~343 ~~804~~796,~~656~~257,~~154~~497.7817 100.000

Filing Compare · Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3