10-D 1 ace07he4_10d-200710.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: September 26, 2007 to October 25, 2007 Commission File Number of issuing entity: 333-131727-29 ACE Securities Corp. Home Equity Loan Trust, Series 2007- HE4 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131727 ACE Securities Corp. (Exact name of depositor as specified in its charter) DB Structured Products, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199558 54-2199559 54-2199560 54-2199803 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2A _____ _____ __X___ ____________ A-2B _____ _____ __X___ ____________ A-2C _____ _____ __X___ ____________ A-2D _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ CE-1 _____ _____ __X___ ____________ CE-2 _____ _____ __X___ ____________ IO Interest _____ _____ __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 October 25, 2007 a distribution was made to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2007- HE4. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2007- HE4, relating to the October 25, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. ACE Securities Corp. Home Equity Loan Trust, Series 2007- HE4 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: November 6, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2007- HE4, relating to the October 25, 2007 distribution. EX-99.1 ACE Securities Corporation Mortgage-Backed Pass-Through Certificate Distribution Date: 10/25/2007 ACE Securities Corporation Mortgage-Backed Pass-Through Certificate Series 2007-HE4 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 00442LAA7 0610/2224/2007 5.~~54000~~35125% ~~317~~304,~~117~~592,~~150~~656.5119 1,~~512~~358,~~824~~292.9888 A-2A 00442LAB5 0610/2224/2007 5.~~45000~~26125% ~~238~~230,~~316~~747,~~603~~083.1946 1,~~118~~011,~~433~~681.0674 A-2B 00442LAC3 0610/2224/2007 5.~~56000~~37125% 98,413,000.00 ~~471~~440,~~179~~500.5769 A-2C 00442LAD1 0610/2224/2007 5.~~62000~~43125% 64,431,000.00 ~~311~~291,~~810~~617.2539 A-2D 00442LAE9 0610/2224/2007 5.~~68000~~49125% 29,975,000.00 ~~146~~137,~~611~~166.0685 M-1 00442LAF6 0610/2224/2007 5.~~79000~~60125% 52,135,000.00 ~~259~~243,~~936~~350.4297 M-2 00442LAG4 0610/2224/2007 5.~~87000~~68125% 47,347,000.00 ~~239~~224,~~325~~158.9345 M-3 00442LAH2 0610/2224/2007 65.~~02000~~83125% 27,664,000.00 ~~143~~134,~~407~~429.1075 M-4 00442LAJ8 0610/2224/2007 6.~~57000~~38125% 25,004,000.00 ~~141~~132,~~460~~963.1398 M-5 00442LAK5 0610/2224/2007 6.~~92000~~73125% 23,940,000.00 ~~142~~134,~~655~~288.8044 M-6 00442LAL3 0610/2224/2007 7.~~22000~~03125% 20,748,000.00 ~~128~~121,~~994~~570.9331 M-7 00442LAM1 0610/2224/2007 7.~~82000~~63125% 20,216,000.00 ~~136~~128,~~132~~561.3013 M-8 00442LAN9 0610/2224/2007 7.~~82000~~63125% 19,152,000.00 ~~128~~121,~~967~~794.4475 M-9 00442LAP4 0610/2224/2007 7.~~82000~~63125% 16,492,000.00 ~~111~~104,~~055~~878.3081 P ACE07HE4P 0509/3130/2007 0.00000% 100.00 6349,~~023~~401.7224 CE-1 ACE7HE4C1 0509/3130/2007 0.00000% 56,923,313.85 ~~1,687,094~~0.1900 CE-2 ACE7HE4C2 0509/3130/2007 0.00000% 0.00 31,~~678~~745.7020 IO Interest ACE07HE4R 0509/3130/2007 0.00000% 0.00 0.00 Totals 1,~~057~~037,~~874~~780,~~167~~153.5550 64,~~774~~666,~~590~~402.8858

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 3,~~603~~531,~~519~~604.8837 0.00 ~~313~~301,~~513~~061,~~630~~051.6482 54,~~116~~889,~~344~~897.8625 0.00 A-2A 21,~~527~~344,~~828~~581.1479 0.00 ~~235~~229,~~788~~402,~~775~~501.0467 32,~~646~~356,~~261~~263.2053 0.00 A-2B 0.00 0.00 98,413,000.00 ~~471~~440,~~179~~500.5769 0.00 A-2C 0.00 0.00 64,431,000.00 ~~311~~291,~~810~~617.2539 0.00 A-2D 0.00 0.00 29,975,000.00 ~~146~~137,~~611~~166.0685 0.00 M-1 0.00 0.00 52,135,000.00 ~~259~~243,~~936~~350.4297 0.00 M-2 0.00 0.00 47,347,000.00 ~~239~~224,~~325~~158.9345 0.00 M-3 0.00 0.00 27,664,000.00 ~~143~~134,~~407~~429.1075 0.00 M-4 0.00 0.00 25,004,000.00 ~~141~~132,~~460~~963.1398 0.00 M-5 0.00 0.00 23,940,000.00 ~~142~~134,~~655~~288.8044 0.00 M-6 0.00 0.00 20,748,000.00 ~~128~~121,~~994~~570.9331 0.00 M-7 0.00 0.00 20,216,000.00 ~~136~~128,~~132~~561.3013 0.00 M-8 0.00 0.00 19,152,000.00 ~~128~~121,~~967~~794.4475 0.00 M-9 0.00 0.00 16,492,000.00 ~~111~~104,~~055~~878.3081 0.00 P 0.00 0.00 100.00 6349,~~023~~401.7224 0.00 CE-1 0.00 0.00 56,~~923~~595,~~313~~443.8583 ~~1,687,094~~0.1900 0.00 CE-2 0.00 0.00 0.00 31,~~678~~745.7020 0.00 IO Interest 0.00 0.00 0.00 0.00 0.00 Totals 64,~~131~~876,~~348~~186.0216 0.00 1,~~051~~032,~~742~~576,~~819~~097.5332 129,~~905~~542,~~938~~588.9074 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 320,222,000.00 ~~317~~304,~~117~~592,~~150~~656.5119 0.00 3,~~603~~531,~~519~~604.8837 0.00 A-2A 241,327,000.00 ~~238~~230,~~316~~747,~~603~~083.1946 0.00 21,~~527~~344,~~828~~581.1479 0.00 A-2B 98,413,000.00 98,413,000.00 0.00 0.00 0.00 A-2C 64,431,000.00 64,431,000.00 0.00 0.00 0.00 A-2D 29,975,000.00 29,975,000.00 0.00 0.00 0.00 M-1 52,135,000.00 52,135,000.00 0.00 0.00 0.00 M-2 47,347,000.00 47,347,000.00 0.00 0.00 0.00 M-3 27,664,000.00 27,664,000.00 0.00 0.00 0.00 M-4 25,004,000.00 25,004,000.00 0.00 0.00 0.00 M-5 23,940,000.00 23,940,000.00 0.00 0.00 0.00 M-6 20,748,000.00 20,748,000.00 0.00 0.00 0.00 M-7 20,216,000.00 20,216,000.00 0.00 0.00 0.00 M-8 19,152,000.00 19,152,000.00 0.00 0.00 0.00 M-9 16,492,000.00 16,492,000.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 CE-1 56,921,074.75 56,923,313.85 0.00 0.00 0.00 CE-2 0.00 0.00 0.00 0.00 0.00 IO Interest 0.00 0.00 0.00 0.00 0.00 Totals 1,063,987,174.75 1,~~057~~037,~~874~~780,~~167~~153.5550 0.00 64,~~131~~876,~~348~~186.0216 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00 3,~~603~~531,~~519~~604.8837 ~~313~~301,~~513~~061,~~630~~051.6482 0.~~97905088~~94016355 3,~~603~~531,~~519~~604.8837 A-2A 0.00 21,~~527~~344,~~828~~581.1479 ~~235~~229,~~788~~402,~~775~~501.0467 0.~~97705095~~95058780 21,~~527~~344,~~828~~581.1479 A-2B 0.00 0.00 98,413,000.00 1.00000000 0.00 A-2C 0.00 0.00 64,431,000.00 1.00000000 0.00 A-2D 0.00 0.00 29,975,000.00 1.00000000 0.00 M-1 0.00 0.00 52,135,000.00 1.00000000 0.00 M-2 0.00 0.00 47,347,000.00 1.00000000 0.00 M-3 0.00 0.00 27,664,000.00 1.00000000 0.00 M-4 0.00 0.00 25,004,000.00 1.00000000 0.00 M-5 0.00 0.00 23,940,000.00 1.00000000 0.00 M-6 0.00 0.00 20,748,000.00 1.00000000 0.00 M-7 0.00 0.00 20,216,000.00 1.00000000 0.00 M-8 0.00 0.00 19,152,000.00 1.00000000 0.00 M-9 0.00 0.00 16,492,000.00 1.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 CE-1 0.00 0.00 56,~~923~~595,~~313~~443.8583 10.~~00003934~~99427926 0.00 CE-2 0.00 0.00 0.00 0.00000000 0.00 IO Interest 0.00 0.00 0.00 0.00000000 0.00 Totals $0.00 64,~~131~~876,~~348~~186.0216 1,~~051~~032,~~742~~576,~~819~~097.5332 0.~~98849201~~97047795 64,~~131~~876,~~348~~186.0216

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 320,222,000.00 ~~990~~951.~~30407189~~19216103 0.00000000 11.~~25319272~~02861256 0.00000000 A-2A 241,327,000.00 ~~987~~956.~~52565270~~15941631 0.00000000 105.~~47470088~~57161772 0.00000000 A-2B 98,413,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 64,431,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2D 29,975,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 52,135,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 47,347,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 27,664,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 25,004,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 23,940,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 20,748,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 20,216,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 19,152,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 16,492,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE-1 56,921,074.75 1000.03933692 0.00000000 0.00000000 0.00000000 CE-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 IO Interest 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 11.~~25319272~~02861256 ~~979~~940.~~05087920~~16354848 0.~~97905088~~94016355 11.~~25319272~~02861256 A-2A 0.00000000 105.~~47470088~~57161772 ~~977~~950.~~05095178~~58779859 0.~~97705095~~95058780 105.~~47470088~~57161772 A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2D 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE-1 0.00000000 0.00000000 ~~1000~~994.~~03933692~~27925559 10.~~00003934~~99427926 0.00000000 CE-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 IO Interest 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0509/25/07 - 0610/24/07 3130 5.~~54000~~35125% ~~317~~304,~~117~~592,~~150~~656.5119 1,~~512~~358,~~824~~292.9888 0.00 A-2A 0509/25/07 - 0610/24/07 3130 5.~~45000~~26125% ~~238~~230,~~316~~747,~~603~~083.1946 1,~~118~~011,~~433~~681.0674 0.00 A-2B 0509/25/07 - 0610/24/07 3130 5.~~56000~~37125% 98,413,000.00 ~~471~~440,~~179~~500.5769 0.00 A-2C 0509/25/07 - 0610/24/07 3130 5.~~62000~~43125% 64,431,000.00 ~~311~~291,~~810~~617.2539 0.00 A-2D 0509/25/07 - 0610/24/07 3130 5.~~68000~~49125% 29,975,000.00 ~~146~~137,~~611~~166.0685 0.00 M-1 0509/25/07 - 0610/24/07 3130 5.~~79000~~60125% 52,135,000.00 ~~259~~243,~~936~~350.4297 0.00 M-2 0509/25/07 - 0610/24/07 3130 5.~~87000~~68125% 47,347,000.00 ~~239~~224,~~325~~158.9345 0.00 M-3 0509/25/07 - 0610/24/07 3130 65.~~02000~~83125% 27,664,000.00 ~~143~~134,~~407~~429.1075 0.00 M-4 0509/25/07 - 0610/24/07 3130 6.~~57000~~38125% 25,004,000.00 ~~141~~132,~~460~~963.1398 0.00 M-5 0509/25/07 - 0610/24/07 3130 6.~~92000~~73125% 23,940,000.00 ~~142~~134,~~655~~288.8044 0.00 M-6 0509/25/07 - 0610/24/07 3130 7.~~22000~~03125% 20,748,000.00 ~~128~~121,~~994~~570.9331 0.00 M-7 0509/25/07 - 0610/24/07 3130 7.~~82000~~63125% 20,216,000.00 ~~136~~128,~~132~~561.3013 ~~7,884~~117.9738 M-8 0509/25/07 - 0610/24/07 3130 7.~~82000~~63125% 19,152,000.00 ~~128~~121,~~967~~794.4475 ~~7,469~~111.9721 M-9 0509/25/07 - 0610/24/07 3130 7.~~82000~~63125% 16,492,000.00 ~~111~~104,~~055~~878.3081 ~~6,432~~95.4776 P N/A N/A 0.00000% 100.00 0.00 0.00 CE-1 N/A N/A 0.00000% 56,923,313.85 0.00 0.00 CE-2 N/A N/A 0.00000% 1,~~057~~037,~~874~~780,~~167~~153.5450 0.00 0.00 IO Interest N/A N/A 0.00000% 0.00 0.00 0.00 Totals 4,~~992~~585,~~794~~256.2714 ~~21,787~~324.4135

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 1,~~512~~358,~~824~~292.9888 0.00 ~~313~~301,~~513~~061,~~630~~051.6482 A-2A 0.00 0.00 1,~~118~~011,~~433~~681.0674 0.00 ~~235~~229,~~788~~402,~~775~~501.0467 A-2B 0.00 0.00 ~~471~~440,~~179~~500.5769 0.00 98,413,000.00 A-2C 0.00 0.00 ~~311~~291,~~810~~617.2539 0.00 64,431,000.00 A-2D 0.00 0.00 ~~146~~137,~~611~~166.0685 0.00 29,975,000.00 M-1 0.00 0.00 ~~259~~243,~~936~~350.4297 0.00 52,135,000.00 M-2 0.00 0.00 ~~239~~224,~~325~~158.9345 0.00 47,347,000.00 M-3 0.00 0.00 ~~143~~134,~~407~~429.1075 0.00 27,664,000.00 M-4 0.00 0.00 ~~141~~132,~~460~~963.1398 0.00 25,004,000.00 M-5 0.00 0.00 ~~142~~134,~~655~~288.8044 0.00 23,940,000.00 M-6 0.00 0.00 ~~128~~121,~~994~~570.9331 0.00 20,748,000.00 M-7 ~~7,884~~117.9738 0.00 ~~136~~128,~~132~~561.3013 0.00 20,216,000.00 M-8 ~~7,469~~111.9721 0.00 ~~128~~121,~~967~~794.4475 0.00 19,152,000.00 M-9 ~~6,432~~95.4776 0.00 ~~111~~104,~~055~~878.3081 0.00 16,492,000.00 P 0.00 0.00 6349,~~023~~401.7224 0.00 100.00 CE-1 0.00 0.00 ~~1,687,094~~0.1900 0.00 56,~~923~~595,~~313~~443.8583 CE-2 0.00 0.00 31,~~678~~745.7020 0.00 1,~~051~~032,~~742~~576,~~819~~097.5331 IO Interest 0.00 0.00 0.00 0.00 0.00 Totals ~~21,787~~324.4135 0.00 64,~~774~~666,~~590~~402.8858 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 320,222,000.00 5.~~54000~~35125% ~~990~~951.~~30407189~~19216103 4.~~72430058~~24172255 0.00000000 A-2A 241,327,000.00 5.~~45000~~26125% ~~987~~956.~~52565270~~15941631 4.~~63451276~~19216142 0.00000000 A-2B 98,413,000.00 5.~~56000~~37125% 1000.00000000 4.~~78777773~~47604168 0.00000000 A-2C 64,431,000.00 5.~~62000~~43125% 1000.00000000 4.~~83944452~~52604166 0.00000000 A-2D 29,975,000.00 5.~~68000~~49125% 1000.00000000 4.~~89111126~~57604170 0.00000000 M-1 52,135,000.00 5.~~79000~~60125% 1000.00000000 4.~~98583332~~66770826 0.00000000 M-2 47,347,000.00 5.~~87000~~68125% 1000.00000000 54.~~05472216~~73437493 0.00000000 M-3 27,664,000.00 65.~~02000~~83125% 1000.00000000 54.~~18388881~~85937500 0.00000000 M-4 25,004,000.00 6.~~57000~~38125% 1000.00000000 5.~~65750000~~31770837 0.00000000 M-5 23,940,000.00 6.~~92000~~73125% 1000.00000000 5.~~95888889~~60937510 0.00000000 M-6 20,748,000.00 7.~~22000~~03125% 1000.00000000 65.~~21722238~~85937488 0.00000000 M-7 20,216,000.00 7.~~82000~~63125% 1000.00000000 6.~~73388900~~35937525 0.~~39003611~~00580629 M-8 19,152,000.00 7.~~82000~~63125% 1000.00000000 6.~~73388889~~35937500 0.~~39003603~~00580670 M-9 16,492,000.00 7.~~82000~~63125% 1000.00000000 6.~~73388916~~35937485 0.~~39003577~~00580645 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 CE-1 56,921,074.75 0.00000% 1000.03933692 0.00000000 0.00000000 CE-2 0.00 0.00000% ~~994~~975.~~25462322~~36904403 0.00000000 0.00000000 IO Interest 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 4.~~72430058~~24172255 0.00000000 ~~979~~940.~~05087920~~16354848 A-2A 0.00000000 0.00000000 4.~~63451276~~19216142 0.00000000 ~~977~~950.~~05095178~~58779859 A-2B 0.00000000 0.00000000 4.~~78777773~~47604168 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~83944452~~52604166 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 4.~~89111126~~57604170 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~98583332~~66770826 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 54.~~05472216~~73437493 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 54.~~18388881~~85937500 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 5.~~65750000~~31770837 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 5.~~95888889~~60937510 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 65.~~21722238~~85937488 0.00000000 1000.00000000 M-7 0.~~39003611~~00580629 0.00000000 6.~~73388900~~35937525 0.00000000 1000.00000000 M-8 0.~~39003603~~00580670 0.00000000 6.~~73388889~~35937500 0.00000000 1000.00000000 M-9 0.~~39003577~~00580645 0.00000000 6.~~73388916~~35937485 0.00000000 1000.00000000 P 0.00000000 0.00000000 ~~630237~~494012.~~20000000~~40000000 0.00000000 1000.00000000 CE-1 0.00000000 0.00000000 290.~~63918368~~00000000 0.00000000 ~~1000~~994.~~03933692~~27925559 CE-2 0.00000000 0.00000000 0.~~02977357~~02983607 0.00000000 ~~988~~970.~~49200863~~47795482 IO Interest 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 1211,~~854~~804,~~559~~965.2360 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~115,552~~0.8600 Servicer Advances 12,~~306~~465,~~418~~451.6258 Gains & Subsequent Recoveries (Realized Losses) 0(2,304,230.0032) Prepayment Penalties 6349,~~023~~401.7224 Swap/Cap Payments 0.00 Total Deposits 1412,~~339~~015,~~554~~588.4310 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 12,~~015~~060,~~534~~734.7105 Total Administration Fees ~~418~~412,~~080~~265.8231 Payment of Interest and Principal 129,~~905~~542,~~938~~588.9074 Total Withdrawals (Pool Distribution Amount) 1412,~~339~~015,~~554~~588.4310 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~406~~400,~~256~~590.5634 Credit Risk Management Fee - Clayton Fixed Income 11,~~824~~674.2697 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~418~~412,~~080~~265.8231 *Servicer Payees include: COUNTRYWIDE HOME LOANS SERVICING LP; GMAC MORTGAGE CORPORATION; OCWEN LOAN SERVICING, LLC

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Capitalized Interest Account - Wells Fargo Bank 0.00 0.00 0.00 0.00 Reserve Fund - Wells Fargo Bank 1,000.00 ~~21,787~~324.4135 ~~21,787~~0.4100 ~~1,000~~675.0065 Pre-Funding Account - Wells Fargo Bank ~~7,614,437~~0.8300 ~~784,470~~0.00 0.00 67,~~829~~614,~~966~~437.8883 Supplemental Interest Trust - Wells Fargo Bank 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Group I Cap Agreement - Deutsche Bank - N606257N 0.00 0.00 0.00 Group II Cap Agreement - Deutsche Bank - N606258N 0.00 0.00 0.00 Swap Agreement - Deutsche Bank - N606256N 0.00 0.00 0.00

Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~178160~~172668 8.~~120577~~121540 Weighted Average Net Rate 7.~~723121~~717963 7.~~649636~~652158 Weighted Average Pass-Through Rate 7.~~709621~~704463 7.~~636744~~638658 Weighted Average Remaining Term ~~350~~346 ~~343~~339 Principal And Interest Constant 3,~~182~~112,~~922~~157.2998 4,~~225~~207,~~378~~175.7454 Beginning Loan Count 2,~~309~~251 2,~~393~~377 Loans Paid in Full 2217 629 Ending Loan Count 2,~~287~~234 2,~~387~~348 Beginning Scheduled Balance ~~446~~436,~~643~~508,~~368~~986.3108 ~~603~~601,~~616~~271,~~361~~167.4042 Ending Scheduled Balance ~~443~~434,~~039~~103,~~848~~220.4494 ~~601~~598,~~873~~472,~~004~~876.2237 Actual Ending Collateral Balance ~~443~~434,~~189~~316,~~654~~628.9159 ~~602~~598,~~049~~762,~~352~~660.83 Scheduled Principal ~~138~~139,~~988~~288.0864 ~~135~~137,~~278~~802.6445 Unscheduled Principal 32,~~464~~266,~~531~~476.7950 2,~~392~~660,~~549~~488.5060 Negative Amortized Principal 0.00 0.00 Scheduled Interest 32,~~043~~972,~~934~~869.2134 4,~~090~~069,~~100~~373.1009 Servicing Fees ~~169~~165,~~366~~402.7937 ~~236~~235,~~889~~187.7797 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 54,~~024~~910.7772 6,~~799~~764.4925 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,~~869~~802,~~542~~556.6525 3,~~846~~827,~~410~~420.8487 Realized Loss Amount 0305,550.0047 01,998,679.0085 Cumulative Realized Loss 0389,926.0020 02,740,385.0033 Percentage of Cumulative Losses 0.~~0000~~0863 0.~~0000~~4475 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 4030,~~537~~890.8743 2218,~~485~~510.8581 Prepayment Penalty Paid Count 106 3 Special Servicing Fee 0.00 0.00 Ending Scheduled Balance for Premium Loans * * * This data is currently not provided for reporting.

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~140074~~100331 Weighted Average Net Rate 7.~~676242~~637123 Weighted Average Pass-Through Rate 7.~~662741~~623622 Weighted Average Remaining Term ~~346~~342 Principal And Interest Constant 7,~~408~~319,~~301~~333.0352 Beginning Loan Count 4,~~702~~628 Loans Paid in Full 2846 Ending Loan Count 4,~~674~~582 Beginning Scheduled Balance 1,~~050~~037,~~259~~780,~~729~~153.7150 Ending Scheduled Balance 1,~~044~~032,~~912~~576,~~852~~097.6631 Actual Ending Collateral Balance 1,~~045~~033,~~239~~079,~~007~~289.7442 Scheduled Principal ~~274~~277,~~266~~091.7209 Unscheduled Principal 54,~~857~~926,~~081~~965.2910 Negative Amortized Principal 0.00 Scheduled Interest 7,~~134~~042,~~034~~242.3143 Servicing Fees ~~406~~400,~~256~~590.5634 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 11,~~824~~674.2697 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 6,~~715~~629,~~953~~977.4912 Realized Loss Amount 02,304,230.0032 Cumulative Realized Loss 03,130,311.0053 Percentage of Cumulative Losses 0.~~0000~~2942 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 6349,~~023~~401.7224 Prepayment Penalty Paid Count 139 Special Servicing Fee 0.00 Ending Scheduled Balance for Premium Loans 1,~~044~~032,~~912~~576,~~852~~097.6631 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cashflow 1,976,360.30 Informational Reporting Three-Month Rolling Delinquency Average 0.135580% One-Month LIBOR Rate 5.~~320000~~131250% Class A-1 Net WAC Rate 7.~~709621~~693841% Class A-2 Net WAC Rate 7.~~542862~~572646% Mezzanine Net WAC Rate 7.~~612624~~624282% Credit Enhancement Percentage 29.953584% Delinquency % 16.452996% Extraordinary Trust Fund Expenses 0.00 Relief Act Interest Shortfalls 0758.0012 Prefunding Reporting Capitalized Interest Beginning Balance 0.00 Capitalized Interest Ending Balance 0.00 Capitalized Interest Requirement 0.00 Prefunding Amount In Loans ~~784,470~~0.9600 Prefunding Beginning Balance ~~7,614,437~~0.8400 Prefunding Amount As Principal ~~6,829,966~~0.8800 Structural Reporting ~~Three-Month Rolling Delinquency Average 0.025243% Net Monthly Excess Cashflow 1,708,881.59~~ Extra Principal Distribution Amount 01,976,360.0130 Overcollateralization Amount 56,~~923~~595,~~313~~443.8583 Overcollateralization Deficiency Amount 0327,870.0002 Overcollateralization Reduction Amount 0.00 Overcollateralization Increase Amount 0.00 ~~Credit Enhancement Percentage 29.438890%~~ Required Overcollateralization Amount 56,923,313.85 Trigger Event Reporting Optional Termination Date NO Stepdown Occurred NO Trigger Event Occured NO Enhancement Delinquency Trigger Trigger Result ~~Pass~~Fail Threshold Value 8.~~048773~~237235% Calculated Value 316.~~772888~~452996% Cumulative Loss Trigger Trigger Result Pass Threshold Value 2.150000% Calculated Value 0.~~000000~~294206% Trigger Trigger Result ~~Pass~~N/A

Additional Reporting - Group Level Prefunding Reporting Group I Prefunding Amount In Loans ~~128,000~~0.00 Prefunding Beginning Balance ~~1,905,249~~0.8400 Prefunding Amount As Principal ~~1,777,249~~0.8400 Group II Prefunding Amount In Loans ~~656,470~~0.9600 Prefunding Beginning Balance ~~5,709,188~~0.00 Prefunding Amount As Principal ~~5,052,717~~0.0400

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 38 0 0 38 ~~131~~734,~~724~~575.1709 0.00 0.00 ~~131~~734,~~724~~575.1709 30 Days ~~225~~279 10 0 0 ~~226~~279 5470,~~373~~203,~~310~~450.9253 ~~74,823~~0.1700 0.00 0.00 5470,~~448~~203,~~134~~450.0953 60 Days 77171 1 338 0 ~~111~~180 1437,~~346~~711,~~291~~045.7094 ~~100~~38,~~355~~786.7058 132,~~571~~054,~~927~~186.3555 0.00 2839,~~018~~804,~~574~~019.7507 90 Days 4552 12 1384 0 59138 78,~~430~~577,~~071~~349.0975 25207,~~093~~440.7940 425,~~043~~474,~~596~~853.7737 0.00 1134,~~498~~259,~~761~~643.6552 120 Days 052 01 080 02 0135 05,414,938.0044 0131,590.0016 027,504,808.0017 0261,579.0016 033,312,915.0093 150 Days 040 0 079 06 0125 04,457,751.0094 0.00 028,618,716.0092 01,314,100.0040 034,390,569.0026 180+ Days 09 01 072 08 090 01,297,927.0055 074,741.0098 025,003,245.0060 01,229,548.0093 027,605,464.0006 Totals ~~347~~603 613 46323 016 ~~399~~955 76127,~~149~~662,~~673~~464.7115 ~~331~~1,~~996~~187,134.8321 17108,~~615~~655,~~524~~810.1261 02,805,228.0049 94240,~~097~~310,~~194~~637.6646 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.~~064185~~174596% 0.000000% 0.000000% 0.~~064185~~174596% 0.~~012602~~071105% 0.000000% 0.000000% 0.~~012602~~071105% 30 Days 46.~~813864~~089044% 0.~~021395~~000000% 0.000000% 0.000000% 46.~~835259~~089044% 56.~~201998~~795553% 0.~~007158~~000000% 0.000000% 0.000000% 56.~~209156~~795553% 60 Days 13.~~647411~~731995% 0.~~021395~~021825% 0.~~706033~~174596% 0.000000% 23.~~374840~~928416% 13.~~372537~~650353% 0.~~009601~~003754% 10.~~298452~~198841% 0.000000% 23.~~680590~~852949% 90 Days 01.~~962773~~134876% 0.~~021395~~043649% 01.~~278134~~833261% 0.000000% 13.~~262302~~011785% 0.~~710849~~830270% 0.~~002401~~020080% 02.~~386859~~465915% 0.000000% 13.~~100108~~316265% 120 Days 01.~~000000~~134876% 0.~~000000~~021825% 01.~~000000~~745962% 0.~~000000~~043649% 02.~~000000~~946312% 0.~~000000~~524155% 0.~~000000~~012738% 02.~~000000~~662410% 0.~~000000~~025320% 03.~~000000~~224623% 150 Days 0.~~000000~~872981% 0.000000% 01.~~000000~~724138% 0.~~000000~~130947% 02.~~000000~~728066% 0.~~000000~~431501% 0.000000% 02.~~000000~~770234% 0.~~000000~~127202% 03.~~000000~~328938% 180+ Days 0.~~000000~~196421% 0.~~000000~~021825% 01.~~000000~~571366% 0.~~000000~~174596% 01.~~000000~~964208% 0.~~000000~~125637% 0.~~000000~~007235% 02.~~000000~~420264% 0.~~000000~~119018% 02.~~000000~~672153% Totals 713.~~424048~~160192% 0.~~128370~~283719% 07.~~984168~~049323% 0.~~000000~~349192% 820.~~536585~~842427% 712.~~285384~~357470% 0.~~031763~~114912% 110.~~685311~~517664% 0.~~000000~~271540% 923.~~002457~~261587% 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 12,~~306~~465,~~418~~451.6258

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 02 0 0 02 0370,311.0033 0.00 0.00 0370,311.0033 30 Days 80119 10 0 0 81119 1526,~~760~~096,~~173~~958.4475 ~~74,823~~0.1700 0.00 0.00 1526,~~834~~096,~~996~~958.6175 60 Days 2082 0 76 0 2788 315,~~605~~903,~~644~~980.0586 0.00 1,~~580~~614,~~680~~954.0218 0.00 517,~~186~~518,~~324~~935.0704 90 Days 920 02 532 0 1454 ~~882~~2,~~351~~863,063.5639 0207,440.0040 17,~~015~~222,~~779~~738.4338 0.00 110,~~898~~293,~~130~~242.9917 120 Days 013 0 023 02 038 01,232,236.0047 0.00 05,120,515.0009 0261,579.0016 06,614,330.0072 150 Days 010 0 026 01 037 01,131,985.0059 0.00 06,298,324.0006 0508,149.0023 07,938,458.0088 180+ Days 0 0 014 02 016 0.00 0.00 03,496,699.0078 0306,845.0053 03,803,545.0031 Totals ~~109~~244 14 12101 05 ~~122~~354 2047,~~248~~228,~~169~~225.0506 74577,~~823~~751.1773 223,~~596~~753,~~459~~231.4549 01,076,573.0092 2272,~~919~~635,~~451~~782.6720 0-29 Days 0.~~000000~~089526% 0.000000% 0.000000% 0.~~000000~~089526% 0.~~000000~~085263% 0.000000% 0.000000% 0.~~000000~~085263% 30 Days 35.~~498032~~326768% 0.~~043725~~000000% 0.000000% 0.000000% 35.~~541758~~326768% 36.~~556079~~008740% 0.~~016883~~000000% 0.000000% 0.000000% 36.~~572962~~008740% 60 Days 03.~~874508~~670546% 0.000000% 0.~~306078~~268577% 0.000000% 13.~~180586~~939123% 03.~~813567~~661840% 0.000000% 0.~~356660~~371838% 0.000000% 14.~~170227~~033678% 90 Days 0.~~393529~~895255% 0.~~000000~~089526% 01.~~218627~~432408% 0.000000% 02.~~612156~~417189% 0.~~199091~~659211% 0.~~000000~~047762% 01.~~229197~~663012% 0.000000% 02.~~428289~~369986% 120 Days 0.~~000000~~581916% 0.000000% 01.~~000000~~029543% 0.~~000000~~089526% 01.~~000000~~700985% 0.~~000000~~283718% 0.000000% 01.~~000000~~178982% 0.~~000000~~060228% 01.~~000000~~522928% 150 Days 0.~~000000~~447628% 0.000000% 01.~~000000~~163832% 0.~~000000~~044763% 01.~~000000~~656222% 0.~~000000~~260636% 0.000000% 01.~~000000~~450169% 0.~~000000~~117000% 01.~~000000~~827804% 180+ Days 0.000000% 0.000000% 0.~~000000~~626679% 0.~~000000~~089526% 0.~~000000~~716204% 0.000000% 0.000000% 0.~~000000~~805104% 0.~~000000~~070650% 0.~~000000~~875754% Totals 410.~~766069~~922113% 0.~~043725~~179051% 04.~~524705~~521038% 0.~~000000~~223814% 515.~~334499~~846016% 410.~~568737~~874146% 0.~~016883~~133025% 05.~~585857~~469105% 0.~~000000~~247878% 516.~~171477~~724154% 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 36 0 0 36 ~~131~~364,~~724~~263.1776 0.00 0.00 ~~131~~364,~~724~~263.1776 30 Days ~~145~~160 0 0 0 ~~145~~160 3844,~~613~~106,~~137~~491.4878 0.00 0.00 0.00 3844,~~613~~106,~~137~~491.4878 60 Days 5789 1 262 0 8492 1021,~~740~~807,~~647~~065.6508 ~~100~~38,~~355~~786.7058 11439,~~991,247~~232.3337 0.00 22,~~832~~285,~~250~~084.6803 90 Days 3632 10 852 0 4584 65,~~547~~714,~~719~~286.5336 ~~25,093~~0.7900 318,~~027~~252,~~817~~114.3499 0.00 923,~~600~~966,~~630~~401.6635 120 Days 039 01 057 0 097 04,182,701.0097 0131,590.0016 022,384,293.0008 0.00 026,698,585.0021 150 Days 030 0 053 05 088 03,325,766.0035 0.00 022,320,392.0086 0805,951.0017 026,452,110.0038 180+ Days 09 01 058 06 074 01,297,927.0055 074,741.0098 021,506,545.0082 0922,703.0040 023,801,918.0075 Totals ~~238~~359 59 34222 011 ~~277~~601 5580,~~901~~434,~~504~~239.6609 ~~257~~609,~~173~~382.6648 1584,~~019~~902,~~064~~579.6712 01,728,654.0057 71167,~~177~~674,~~742~~855.9926 0-29 Days 0.~~125681~~255537% 0.000000% 0.000000% 0.~~125681~~255537% 0.~~021879~~060836% 0.000000% 0.000000% 0.~~021879~~060836% 30 Days 6.~~074571~~814310% 0.000000% 0.000000% 0.000000% 6.~~074571~~814310% 67.~~413617~~366273% 0.000000% 0.000000% 0.000000% 67.~~413617~~366273% 60 Days 23.~~387935~~790460% 0.~~041894~~042589% 10.~~089233~~085179% 0.000000% 3.~~519062~~918228% 13.~~784014~~642022% 0.~~016669~~006478% 10.~~991738~~073357% 0.000000% 3.~~792422~~721856% 90 Days 1.~~508169~~362862% 0.~~041894~~000000% 02.~~335149~~214651% 0.000000% 13.~~885212~~577513% 10.~~087572~~954349% 0.~~004168~~000000% 03.~~502918~~048305% 0.000000% 14.~~594658~~002655% 120 Days 01.~~000000~~660988% 0.~~000000~~042589% 02.~~000000~~427598% 0.000000% 04.~~000000~~131175% 0.~~000000~~698558% 0.~~000000~~021977% 03.~~000000~~738425% 0.000000% 04.~~000000~~458960% 150 Days 01.~~000000~~277683% 0.000000% 02.~~000000~~257240% 0.~~000000~~212947% 03.~~000000~~747871% 0.~~000000~~555440% 0.000000% 03.~~000000~~727753% 0.~~000000~~134603% 04.~~000000~~417796% 180+ Days 0.~~000000~~383305% 0.~~000000~~042589% 02.~~000000~~470187% 0.~~000000~~255537% 03.~~000000~~151618% 0.~~000000~~216768% 0.~~000000~~012483% 03.~~000000~~591831% 0.~~000000~~154102% 03.~~000000~~975184% Totals 915.~~970674~~289608% 0.~~209468~~383305% 19.~~424382~~454855% 0.~~000000~~468484% 1125.~~604525~~596252% 913.~~285203~~433409% 0.~~042716~~101774% 214.~~494657~~179672% 0.~~000000~~288704% 1128.~~822576~~003559% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~REO~~180+ ~~Detail~~Delinquency -Summary ~~All~~Summary ~~Mortgage~~Group ~~Loans~~I inDays ~~REO~~Number ~~during~~of ~~Current~~Outstanding ~~Period~~Percentage ~~Summary~~of -Number Noof ~~REO~~Outstanding ~~Information~~Percentage toof ~~report~~Delinquent ~~this~~Loans ~~period.~~Actual ~~Group~~Balance(%) ILoans -Actual NoBalance(%) ~~REO~~Balance($) ~~Information~~Balance($) to180 ~~report~~- ~~this~~209 ~~period~~59 19,187,973.66 ~~Group~~1.857 II10 2,573,759.53 0.593 210 - No239 ~~REO~~31 ~~Information~~8,417,490.40 to0.815 ~~report~~6 ~~this~~1,229,785.78 ~~period~~0.283 Total 90 27,605,464.06 2.672 16 3,803,545.31 0.876

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~II Days Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Balance($) ~~Current~~180 ~~Period~~- ~~Month~~209 ~~Loan~~49 ~~First~~16,614,214.13 ~~Original~~2.775 ~~Loan~~210 ~~Entered~~- ~~Payment~~239 ~~LTV~~25 at7,187,704.62 ~~Principal~~1.200 ~~Group~~Total ~~Number~~74 ~~REO~~23,801,918.75 ~~Date~~3.975 ~~State~~This ~~Origination~~report ~~Balance~~includes Noall ~~REO~~loans ~~Loans~~greater ~~this~~than ~~Period~~180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New REO Loans Month REO Percentage Loans in REO 7 Nov-06 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 1,600,000.00 Dec-06 0.000% Current Actual Balance 1,599,298.79 Jan-07 0.000% Feb-07 0.000% Current REO Total Mar-07 0.000% Loans in REO ~~during~~16 Apr-07 0.000% Original Principal Balance 2,806,850.00 May-07 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 2,805,228.49 Jun-07 0.000% Jul-07 0.012% Aug-07 0.027% Sep-07 0.116% Oct-07 0.272% *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 REO History* New REO Loans Month REO Percentage Loans in REO 4 Nov-06 0.000% Original Principal Balance 957,000.00 Dec-06 0.000% Current ~~Paid~~Actual Balance 956,629.91 Jan-07 0.000% Feb-07 0.000% Current ~~Approximate~~REO ~~Loan~~Total Mar-07 0.000% Loans in REO 4 Apr-07 0.000% Original Principal Balance 957,000.00 May-07 0.000% Current Actual ToBalance ~~Months~~956,629.91 ~~Loan~~Jun-07 ~~Delinquent~~0.000% Jul-07 0.027% Aug-07 0.027% Sep-07 0.027% Oct-07 0.248% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~Number~~II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Nov-06 0.000% Original Principal Balance ~~Date~~337,000.00 ~~Delinquent~~Dec-06 ~~Rate~~0.000% ~~Interest~~Current NoActual Balance 336,832.57 Jan-07 0.000% Feb-07 0.000% Current REO Total Mar-07 0.000% Loans ~~this~~in ~~Period~~REO 6 Apr-07 0.000% Original Principal Balance 1,084,800.00 May-07 0.000% Current Actual Balance 1,083,906.63 Jun-07 0.000% Jul-07 0.000% Aug-07 0.028% Sep-07 0.181% Oct-07 0.289% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month~~in ~~Foreclosure~~REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~Foreclosure~~Month 46Loan ~~Jul-06~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~17,618,372.00~~Payment ~~Aug-06~~LTV ~~0.000%~~at ~~Current~~Principal ~~Actual~~Group ~~Balance~~Number ~~17,615,524.12~~REO ~~Sep-06~~Date ~~0.000%~~State ~~Oct-06~~Origination ~~0.000%~~Balance ~~Current~~Group ~~Foreclosure~~I ~~Total~~0114374379 ~~Nov~~Oct-062007 ~~0.000% Loans in Foreclosure 46 Dec~~01-06Feb-2007 0NC 78.~~000%~~55 ~~Original Principal Balance 17~~165,~~618,372~~750.00 ~~Jan-07~~Group ~~0.000%~~I ~~Current~~0114582312 ~~Actual Balance 17,615,524.12 Feb~~Oct-072007 ~~0.000% Mar~~01-~~07 0.000% Apr~~Jan-072007 ~~0.000%~~CT ~~May-07 0~~85.~~017%~~00 ~~Jun-07 1~~187,000.~~685%~~00 *TheGroup ~~text~~I ~~reported~~0114582390 inOct-2007 ~~the~~01-Feb-2007 ~~above~~GA ~~table~~80.00 is96,000.00 ~~presented~~Group ~~graphically~~I on0114582411 ~~the~~Jul-2007 ~~monthly~~01-Jan-2007 ~~bond~~GA ~~remittance report~~80.00 ~~The monthly bond remittance report can be viewed online at www~~120,000.~~ctslink.com.~~00 Group I 120114582490 ~~Month~~Oct-2007 ~~Foreclosure~~01-Mar-2007 History*MA ~~New~~95.00 ~~Foreclosure~~508,250.00 ~~Loans~~Group ~~Month~~II ~~Foreclosure~~0114210141 ~~Percentage~~Oct-2007 ~~Loans in Foreclosure 11 Jul~~01-06Feb-2007 0AZ 100.~~000%~~00 ~~Original Principal Balance 2~~306,~~478,375~~000.00 ~~Aug-06~~Group ~~0.000%~~II ~~Current~~0114267018 ~~Actual Balance 2,476,515.44 Sep~~Oct-062007 ~~0.000% Oct~~01-06Jan-2007 0TX 100.00 145,000%.00 ~~Current~~Group ~~Foreclosure~~II ~~Total~~0114789018 ~~Nov~~Sep-062007 ~~0.000% Loans in Foreclosure 11 Dec~~01-06Mar-2007 0MI 90.~~000%~~00 ~~Original Principal Balance 2~~81,~~478,375~~000.00 ~~Jan-07~~Group ~~0.000%~~II ~~Current~~0114818951 ~~Actual Balance 2,476,515.44 Feb~~Sep-072007 ~~0.000%~~ 01-Mar-072007 ~~0.000%~~MI ~~Apr-07 0~~90.~~000%~~00 ~~May-07 0.~~90,000~~% Jun-07 0~~.~~586%~~00 *TheGroup ~~text~~II ~~reported~~0114948443 inSep-2007 ~~the~~01-Jan-2007 ~~above~~TX ~~table~~85.00 is113,900.00 ~~presented~~Group ~~graphically~~II on0114948493 ~~the~~Oct-2007 ~~monthly~~01-Jan-2007 ~~bond~~MN ~~remittance report~~79.81 ~~The monthly bond remittance report can be viewed online at www~~192,000.~~ctslink.com.~~00 Group II 120114948503 ~~Month~~Aug-2007 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 31 Jul~~01-06Dec-2006 0MI 84.~~000%~~36 ~~Original Principal Balance 14~~112,~~592,997~~200.00 ~~Aug-06~~Group ~~0.000%~~II ~~Current~~0114948552 ~~Actual Balance 14,592,430.02~~ Sep-062007 ~~0.000% Oct~~01-06Jan-2007 0MI 95.00 133,000%.00 ~~Current~~Group ~~Foreclosure~~II ~~Total~~0114948868 ~~Nov~~Aug-062007 ~~0.000% Loans in Foreclosure 31 Dec~~01-06Feb-2007 0NC 95.~~000%~~00 ~~Original Principal Balance 14~~54,~~592,997~~150.00 ~~Jan-07~~Group ~~0.000%~~II ~~Current~~0114949029 ~~Actual~~Sep-2007 ~~Balance 14,592,430.02~~ 01-Feb-072007 ~~0.000%~~MI ~~Mar-07 0~~100.~~000%~~00 ~~Apr-07 0.~~449,000~~% May-07 0~~.~~029%~~00 ~~Jun-07~~Group ~~2.495%~~II *The0114981943 ~~text~~Sep-2007 ~~reported~~01-Nov-2006 inMI ~~the above table is presented graphically on the monthly bond remittance report~~80.00 ~~The monthly bond remittance report can be viewed online at www~~53,600.~~ctslink.com.~~00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Group I ~~0113315522~~0114374379 ~~Jun-2007 01-Sep-2006 CA 90.00 243~~165,~~000~~673.0066 ~~Group I 0113507705 Jun-2007~~ 01-~~Nov~~Apr-~~2006 VA 100.00 209,500.00 Group I 0114009137 Jun-~~2007 ~~01-Nov-2006~~4 ~~GA 100~~10.00125% ~~127~~7,~~500~~969.0088 Group I ~~0114121948~~0114582312 ~~Jun-2007 01-Feb-2007 CA 80.00 368~~186,~~000~~901.0052 ~~Group I 0114582312 Jun-2007~~ 01-Jan-2007 CT7 859.00175% ~~187~~8,~~000~~362.0024 Group I ~~0114582362~~0114582390 ~~Jun-2007 01-Jan-2007 CT 80.00 148~~95,~~000~~905.0050 ~~Group I 0114582380 Jun-2007~~ 01-~~Jan~~Apr-2007 FL4 807.00550% ~~352~~3,~~000~~521.0058 Group I 0114582411 ~~Jun-2007 01-Jan-2007 GA 80.00 120~~119,~~000~~944.~~00 Group I 0114582542 Jun-2007~~ 01~~-Mar-2007~~ ~~NY 55.67 250,500.00 Group I 0114637877 Jun-2007~~ 01-~~Mar~~Jan-2007 DE7 959.00750% ~~230~~5,~~375~~712.0022 Group I ~~0114729640~~0114582490 ~~Jun-2007 01-Mar-2007 CA 88.04 202~~508,~~500~~149.0023 ~~Group I 0114788970 Jun-2007~~ 01-Mar-2007 AZ5 809.00250% ~~160~~22,~~000~~977.0047 Group II ~~0112512224~~0114210141 ~~Jun-2007 01-Aug-2006 CA 100.00 48~~305,~~000~~836.0031 ~~Group II 0112771964 Jun-2007~~ 01-~~Sep-2006 CA 100.00 73,000.00 Group II 0113467623 Jun-2007 01-Nov-2006 CA 80.00 362,547.00 Group II 0113632607 Jun-2007 01-Dec-2006 CA 80.00 588,000.00 Group II 0114210141 Jun-2007 01-~~Feb-2007 AZ6 ~~100~~9.00100% ~~306~~13,~~000~~118.0056 Group II ~~0114229428~~0114267018 ~~Jun-2007 01-Feb-2007 CA 80.00 396~~144,~~000~~859.0010 ~~Group II 0114237092 Jun-2007~~ 01-Feb-2007 CA6 909.00625% ~~549~~6,~~000~~832.0094 Group II ~~0114265806~~0114789018 ~~Jun-2007 01-Feb-2007 CA~~ 80~~.00 551~~,~~200~~972.0005 ~~Group II 0114301846 Jun-2007~~ 01-Mar-2007 CA5 8011.00150% ~~556~~4,~~000~~306.0042 Group II ~~0114333979~~0114818951 Jun-2007 01-Feb-2007 CA 80.00 232,000.00 Group II 0114352307 Jun-2007 01-Feb-2007 CA 80.00 576,000.00 Group II 0114369987 Jun-2007 01-Feb-2007 CA 80.00 480,000.00 Group II 0114414377 Jun-2007 01-Feb-2007 CA 67.80 1,000,000.00 Group II 0114451941 Jun-2007 01-Feb-2007 CA 80.00 300,750.00 Group II 0114489950 Jun-2007 01-Jan-2007 NY 84.89 ~~556~~,~~000~~968.0094 ~~Group II 0114492726 Jun-2007~~ 01-Mar-2007 CA5 9011.00150% ~~452~~4,~~700~~784.0092 Group II ~~0114492728~~0114948443 ~~Jun-2007 01-Mar-2007 CA 80.00 528~~113,~~000~~840.0077 ~~Group II 0114519481 Jun-2007~~ 01-~~Mar~~Jan-2007 CA7 809.00235% ~~348~~4,~~000~~957.0037 Group II ~~0114582232~~0114948493 ~~Jun-2007 01-Nov-2006 NY 85.00 544~~191,~~000~~973.0047 ~~Group II 0114582384 Jun-2007~~ 01-Feb-2007 NY6 809.00560% ~~440~~8,~~000~~693.0062 Group II ~~0114582444~~0114948503 ~~Jun-2007 01-Feb-2007 NY 77.94 417~~112,~~000~~063.0088 ~~Group II 0114588293 Jun-2007~~ 01-~~Mar~~Feb-2007 CA6 8010.00460% ~~556~~5,~~000~~570.0024 Group II ~~0114623387~~0114948552 ~~Jun-2007 01-Mar-2007 CA 80.00 623~~132,~~200~~950.~~00 Group II 0114637733 Jun-2007 01-Mar-2007 NY 90.91~~ 50~~,000.00~~ ~~Group II 0114637887 Jun-2007~~ 01-Mar-2007 CA5 8010.00820% ~~360~~6,~~000~~857.0018 Group II ~~0114647859~~0114948868 ~~Jun-2007 01-Mar-2007 CA 80.00 400~~54,~~000~~129.0087 ~~Group II 0114670755 Jun-2007~~ 01-~~Mar~~Feb-2007 CA6 8010.00810% ~~584~~2,~~000~~785.0060 Group II ~~0114670768~~0114949029 ~~Jun-2007 01-Mar-2007 CA 80.00 452~~448,~~000~~551.0037 ~~Group II 0114723856 Jun-2007~~ 01-Mar-2007 CA5 809.00445% ~~480~~20,~~000~~025.0046 Group II ~~0114739034~~0114981943 ~~Jun-2007 01-Mar-2007 CA 80.00 288~~53,~~000~~508.0031 ~~Group II 0114750562 Jun-2007~~ 01-Mar-2007 CA5 8011.00275% ~~600~~2,~~000~~879.~~00 Group II 0114750574 Jun-2007 01-Mar-2007 CA 80.00 301,600.00 Group II 0114770813 Jun-2007 01-Mar-2007 CA 80.00 496,000.00 Group II 0114789009 Jun-2007 01-Mar-2007 CA 75.00 525,000.00~~15

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month -Foreclosure ~~All~~History* ~~Mortgage~~New Foreclosure Loans inMonth Foreclosure ~~during~~Percentage ~~Current~~Loans ~~Period~~in ~~(continued)~~Foreclosure ~~Current~~101 ~~Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0113315522 242,015.46 01~~Nov-~~Feb-2007~~06 ~~2 8~~0.~~600~~000% ~~3,262.08~~Original ~~Group~~Principal IBalance ~~0113507705 209~~30,188,970.4000 01Dec-~~Jan-2007~~06 ~~3 9~~0.~~500~~000% ~~3,132.23~~Current ~~Group~~Actual IBalance ~~0114009137 127~~30,~~289~~161,615.5666 01Jan-~~Feb-2007~~07 ~~2 10~~0.~~385~~000% ~~2,094.87 Group I 0114121948 368,000.00 01-~~Feb-~~2007~~07 ~~2 7~~0.~~875~~000% ~~4,523.34~~Current ~~Group~~Foreclosure ITotal ~~0114582312 186,901.52 01~~Mar-~~Jan-2007~~07 ~~3 9~~0.~~175~~000% ~~2,790.49~~Loans ~~Group~~in IForeclosure ~~0114582362~~323 ~~147,967.67 01~~Apr-~~Jan-2007~~07 ~~3 8~~0.~~925~~000% ~~2,150.03~~Original ~~Group~~Principal IBalance ~~0114582380 351~~108,~~777~~710,406.8300 01May-~~Jan-2007~~07 ~~3 8~~0.~~300~~017% ~~4,738.34~~Current ~~Group~~Actual IBalance ~~0114582411 119~~108,~~944~~655,810.0161 01Jun-~~Jan-2007~~07 ~~3 9~~1.~~750~~685% ~~1,905.94 Group I 0114582542 250,500.00 01~~Jul-~~Feb-2007~~07 2 9.~~490~~852% ~~3,873.76 Group I 0114637877 230,375.00 01~~Aug-~~Feb-2007~~07 ~~2 9~~5.~~850~~633% ~~3,588.52 Group I 0114729640 202,500.00 01~~Sep-~~Feb-2007~~07 2 8.~~350~~025% ~~2,647.65~~Oct-07 ~~Group I 0114788970 160,000~~10.00518% ~~01-Feb-2007~~*The 2text ~~6.800%~~reported ~~1,676.40~~in ~~Group~~the IIabove ~~0112512224~~table ~~47,892.65~~is ~~01-Jan-2007~~presented 3graphically ~~10.900%~~on ~~852.92~~the ~~Group~~monthly IIbond ~~0112771964~~remittance ~~72,905~~report.69 ~~01-Jan-2007~~The 3monthly ~~12.550%~~bond ~~1,499.23~~remittance ~~Group~~report IIcan ~~0113467623~~be ~~362,547.00~~viewed ~~01-Jan-2007~~online 3at 7www.~~875% 4,456~~ctslink.30com. Group III ~~0113632607~~12 ~~587,804.58~~Month ~~01-Jan-2007~~Foreclosure 3History* ~~9.850%~~New ~~9,154.51~~Foreclosure ~~Group~~Loans IIMonth ~~0114210141~~Foreclosure ~~305,836.31~~Percentage ~~01-Feb-2007~~Loans 2in ~~9.100%~~Foreclosure ~~4,377.72~~38 ~~Group II 0114229428 396,000.00 01~~Nov-~~Feb-2007~~06 ~~2 7~~0.~~450~~000% ~~4,587.00~~Original ~~Group~~Principal IIBalance ~~0114237092 549~~8,~~000~~727,550.00 01Dec-~~Feb-2007~~06 ~~2 7~~0.~~025~~000% ~~5,970.38~~Current ~~Group~~Actual IIBalance ~~0114265806 551~~8,~~200~~718,610.0051 01Jan-~~Feb-2007~~07 ~~2 7~~0.~~400~~000% ~~6,338.80 Group II 0114301846 556,000.00 01-~~Feb-~~2007~~07 ~~2 7~~0.~~875~~000% ~~6,834.16~~Current ~~Group~~Foreclosure IITotal ~~0114333979 231,961.02 01~~Mar-~~Feb-2007~~07 ~~2 9~~0.~~800~~000% ~~3,593.86~~Loans ~~Group~~in IIForeclosure ~~0114352307~~93 ~~576,000.00 01~~Apr-~~Feb-2007~~07 ~~2 7~~0.~~625~~000% ~~6,840.00~~Original ~~Group~~Principal IIBalance ~~0114369987 480~~22,~~000~~371,475.00 01May-~~Feb-2007~~07 ~~2 7~~0.~~800~~000% ~~5,840.00~~Current ~~Group~~Actual IIBalance ~~0114414377 1~~22,~~000~~356,~~000~~132.0059 01Jun-~~Feb-2007~~07 ~~2 8~~0.~~300~~586% ~~13,000.00~~Jul-07 ~~Group II 0114451941 300,750~~1.00230% 01Aug-~~Feb-2007~~07 2 8.~~250~~684% Sep-07 3~~,884~~.70932% ~~Group~~Oct-07 ~~II 0114489950 555,711~~5.75469% ~~01-Jan-2007~~*The 3text ~~9.250%~~reported ~~8,366.50~~in ~~Group~~the IIabove ~~0114492726~~table ~~452,700.00~~is ~~01-Feb-2007~~presented 2graphically ~~9.150%~~on ~~6,523.07~~the ~~Group~~monthly IIbond ~~0114492728~~remittance ~~528,000~~report.00 ~~01-Feb-2007~~The 2monthly ~~7.225%~~bond ~~5,912.69~~remittance ~~Group~~report IIcan ~~0114519481~~be ~~348,000.00~~viewed ~~01-Feb-2007~~online 2at 7www.~~150% 3,857~~ctslink.00com. Group II ~~0114582232~~12 ~~543,955.67~~Month ~~01-Jan-2007~~Foreclosure 3History* ~~8.450%~~New ~~7,479.38~~Foreclosure ~~Group~~Loans IIMonth ~~0114582384~~Foreclosure ~~440,000.00~~Percentage ~~01-Jan-2007~~Loans 3in ~~7.650%~~Foreclosure ~~5,449.45~~57 ~~Group II 0114582444 417,000.00 01~~Nov-~~Jan-2007~~06 ~~3 7~~0.~~625~~000% ~~5,154.56~~Original ~~Group~~Principal IIBalance ~~0114588293 556~~20,~~000~~002,320.00 01Dec-~~Feb-2007~~06 ~~2 7~~0.~~575~~000% ~~6,556.16~~Current ~~Group~~Actual IIBalance ~~0114623387 623~~19,~~200~~984,965.00 01Jan-~~Feb-2007~~07 ~~2 7~~0.~~825~~000% ~~7,608.22 Group II 0114637733 50,000.00 01-~~Feb-~~2007~~07 ~~2 9~~0.~~100~~000% ~~740.67~~Current ~~Group~~Foreclosure IITotal ~~0114637887 360,000.00 01~~Mar-~~Feb-2007~~07 ~~2 7~~0.~~700~~000% ~~4,316.60~~Loans ~~Group~~in IIForeclosure ~~0114647859~~211 ~~400,000.00 01~~Apr-~~Feb-2007~~07 ~~2 7~~0.000% ~~4,333.32~~Original ~~Group~~Principal IIBalance ~~0114670755 584~~82,~~000~~702,449.00 01May-~~Feb-2007~~07 ~~2 7~~0.~~925~~029% ~~7,227.00~~Current ~~Group~~Actual IIBalance ~~0114670768 452~~82,~~000~~665,612.0073 01Jun-~~Feb-2007~~07 2 7.~~300~~495% ~~5,122.68~~Jul-07 ~~Group II 0114723856 480,000~~4.00044% 01Aug-~~Feb-2007~~07 2 7.~~500~~784% ~~5,600.00~~Sep-07 ~~Group II 0114739034 288,000~~10.00997% 01Oct-~~Feb-2007~~07 ~~2 7~~14.~~550~~180% ~~3,381.23~~*The ~~Group~~text IIreported ~~0114750562~~in ~~600,000.00~~the ~~01-Feb-2007~~above 2table ~~7.750%~~is ~~7,237.13~~presented ~~Group~~graphically IIon ~~0114750574~~the ~~301,600.00~~monthly ~~01-Feb-2007~~bond 2remittance 7report.~~550%~~ ~~3,537.26~~The ~~Group~~monthly IIbond ~~0114770813~~remittance ~~496,000.00~~report ~~01-Feb-2007~~can 2be ~~7.600%~~viewed ~~5,869.32~~online ~~Group~~at ~~II 0114789009 525,000~~www.~~00 01-Feb-2007 2 7~~ctslink.~~675% 6,273~~com.16

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Jul-06 0.000% Original Principal Balance 200,500.00 Aug-06 0.000% Current Actual Balance 200,272.66 Sep-06 0.000% Oct-06 0.000% Current Bankruptcy Total Nov-06 0.000% Loans in Bankruptcy 6 Dec-06 0.000% Original Principal Balance 332,600.00 Jan-07 0.000% Current Actual Balance 331,996.83 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.013% Jun-07 0.032% *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 0.000% Original Principal Balance 75,000.00 Aug-06 0.000% Current Actual Balance 74,823.17 Sep-06 0.000% Oct-06 0.000% Current Bankruptcy Total Nov-06 0.000% Loans in Bankruptcy 1 Dec-06 0.000% Original Principal Balance 75,000.00 Jan-07 0.000% Current Actual Balance 74,823.17 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.017% *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 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jul-06 0.000% Original Principal Balance 100,400.00 Aug-06 0.000% Current Actual Balance 100,355.70 Sep-06 0.000% Oct-06 0.000% Current Bankruptcy Total Nov-06 0.000% Loans in Bankruptcy 2 Dec-06 0.000% Original Principal Balance 196,320.00 Jan-07 0.000% Current Actual Balance 196,194.35 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.022% Jun-07 0.043% *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 0113311757 Jun-2007 01-Oct-2006 TN 100.00 75,000.00 Group II 0110457143 Jun-2007 01-May-2005 TN 100.00 12,200.00 Group II 0114948378 Jun-2007 01-Jan-2007 AR 78.44 100,400.00 Group II 0114948415 Jun-2007 01-Jan-2007 AR 98.05 25,100.00 Group II 0114948589 Jun-2007 01-Dec-2006 AR 76.43 95,920.00 Group II 0114948591 Jun-2007 01-Dec-2006 AR 95.54 23,980.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~4 ~~Current~~Nov-06 ~~Period~~0.000% ~~(continued)~~Original ~~Group~~Principal ~~Loan~~Balance 263,750.00 Dec-06 0.000% Current ~~Paid~~Actual ToBalance ~~Months~~263,014.41 Jan-07 0.000% Feb-07 0.000% Current ~~Approximate~~Bankruptcy ~~Number~~Total ~~Actual~~Mar-07 ~~Date~~0.000% ~~Delinquent~~Loans ~~Loan~~in ~~Rate~~Bankruptcy ~~Delinquent~~13 ~~Balance~~Apr-07 ~~Interest~~0.000% ~~Group~~Original IPrincipal ~~0113311757~~Balance 741,~~823~~189,080.1700 01May-~~Mar-2007~~07 ~~1 10~~0.~~655~~013% Current Actual Balance 1,~~265~~187,134.6221 ~~Group~~Jun-07 II0.032% ~~0110457143~~Jul-07 ~~12,013~~0.42123% 01Aug-~~May~~07 0.090% Sep-~~2007~~07 0.101% 8Oct-07 0.~~670~~115% ~~163~~*The text reported in the above table is presented graphically on the monthly bond remittance report.64 The monthly bond remittance report can be viewed online at www.ctslink.com. Group III ~~0114948378~~12 ~~100,355~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Nov-06 0.70000% 01Original Principal Balance 0.00 Dec-06 0.000% Current Actual Balance 0.00 Jan-07 0.000% Feb-~~2007~~07 20.000% 8Current Bankruptcy Total Mar-07 0.~~905~~000% 1Loans in Bankruptcy 3 Apr-07 0.000% Original Principal Balance 538,~~405~~900.0200 ~~Group~~May-07 II0.000% ~~0114948415~~Current 25Actual Balance 538,~~093~~341.79 01Jun-~~Jan~~07 0.017% Jul-~~2007~~07 30.138% 12Aug-07 0.~~650~~169% ~~507~~Sep-07 0.69132% Oct-07 0.133% *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 ~~0114948589~~12 95Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Nov-06 0.000% Original Principal Balance 247,~~838~~350.6500 01Dec-~~May~~06 0.000% Current Actual Balance 246,647.79 Jan-~~2007~~07 0.000% 9Feb-07 0.~~435~~000% 1Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 4 Apr-07 0.000% Original Principal Balance 409,~~427~~750.2500 ~~Group~~May-07 II0.022% ~~0114948591~~Current 23Actual Balance 409,~~872~~042.1045 01Jun-~~May~~07 0.043% Jul-~~2007~~07 0.112% 12Aug-07 0.~~400~~032% ~~473~~Sep-07 0.53078% Oct-07 0.102% *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.

~~Realized~~Bankruptcy ~~Loss~~ Detail ~~Report~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~Group #Loan ~~Loans~~Month ~~Prior~~Loan ~~Realized~~First ~~Current~~State ~~with~~LTV ~~Actual~~at ~~Loss/(Gain)~~Original ~~Loss~~Number ~~Group~~Entered ~~Losses~~Payment Origination Principal Bankruptcy Date Balance ~~Amount~~Group ~~Percentage~~I 0113311757 Jun-2007 01-Oct-2006 TN 100.00 75,000.00 Group I 00113462318 0Jul-2007 01-Nov-2006 AZ 100.00 039,580.00 0Group I 0113632681 Jul-2007 01-Nov-2006 CA 71.65 331,000%.00 Group I 0114841842 Aug-2007 01-Mar-2007 UT 71.84 132,900.00 Group II 00110457143 0Oct-2007 01-May-2005 TN 100.00 012,200.00 0Group II 0112651503 Sep-2007 01-Aug-2006 OR 100.~~000%~~00 ~~Total~~38,950.00 0Group 0II 0113474766 Sep-2007 01-Nov-2006 CA 100.00 074,800.00 0Group II 0113507661 Oct-2007 01-Oct-2006 LA 100.00 50,000%.00 Group II 0114089696 Oct-2007 01-Dec-2006 OH 80.00 65,600.00 Group II 0114089697 Oct-2007 01-Dec-2006 OH 100.00 16,400.00 Group II 0114732948 Sep-2007 01-Mar-2007 WA 80.00 162,400.00 Group II 0114948935 Oct-2007 01-Feb-2007 MS 85.00 131,750.00 Group II 0115258487 Aug-2007 01-Mar-2007 OH 90.00 58,500.00

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period ~~Original~~(continued) ~~Current~~Group Loan ~~Principal~~Current ~~Note~~Paid ~~LTV~~To atMonths ~~Original~~Current ~~Group~~Approximate Number ~~Balance~~Actual Date Delinquent Loan Rate ~~State~~Delinquent ~~Origination~~Balance ~~Term~~Interest NoGroup ~~Losses~~I ~~this~~0113311757 ~~Period~~74,762.12 01-May-2007 3 10.655% 3,160.73 Group I 0113462318 39,409.94 01-Sep-2007 0 12.150% 785.04 Group I 0113632681 330,901.39 01-Sep-2007 0 7.150% 3,667.48 Group I 0114841842 132,678.28 01-May-2007 3 8.950% 4,666.07 Group II 0110457143 11,987.79 01-Aug-2007 0 8.670% 163.18 Group II 0112651503 38,786.58 01-Jun-2007 2 10.900% 1,382.55 Group II 0113474766 74,741.98 01-Jan-2007 7 12.500% 4,589.79 Group II 0113507661 49,765.28 01-Aug-2007 0 10.950% 867.04 Group II 0114089696 65,292.35 01-Aug-2007 0 9.375% 965.52 Group II 0114089697 16,366.62 01-Aug-2007 0 13.250% 347.74 Group II 0114732948 162,394.66 01-Sep-2007 0 7.125% 1,793.12 Group II 0114948935 131,590.16 01-Apr-2007 4 10.460% 6,546.37 Group II 0115258487 58,457.06 01-Sep-2007 0 11.425% 1,064.46

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~(continued)~~Summary ~~Prior~~# ~~Cumulative~~Loans ~~Loan~~Prior ~~Actual~~ Realized ~~Realized~~Current ~~Group~~with ~~Number~~Actual ~~Balance~~ Loss/(Gain) Loss~~/(Gain)~~ NoGroup Losses ~~this~~Balance ~~Period~~Amount Percentage Group I 8 286,668.21 305,550.47 0.406% Group II 27 1,900,435.60 1,998,679.85 2.398% Total 35 2,187,103.81 2,304,230.32 0.223%

Realized Loss Loan Detail Report - ~~Collateral~~Loans ~~Summary~~With -Losses Noduring ~~Realized~~Current ~~Loss~~Period ~~Information~~Original toCurrent ~~report~~Loan ~~this~~Principal ~~period~~Note LTV at Original Group Number Balance Rate State Origination Term Group I 0112908261 47,200.00 12.500% OR 97.97 180 Group I -0113180170 No53,500.00 ~~Realized~~12.550% ~~Loss~~WA ~~Information~~100.00 to180 ~~report~~Group ~~this~~I ~~period~~0113251710 51,300.00 12.250% AZ 95.00 180 Group I 0113317259 37,000.00 10.900% AZ 100.00 180 Group I 0113356769 36,000.00 11.990% CA 100.00 180 Group I 0113535675 62,000.00 12.740% CO 100.00 180 Group I 0114009137 127,500.00 10.385% GA 100.00 360 Group I 0114267145 240,300.00 11.500% NJ 90.00 360 Group II -0111935542 No24,209.00 ~~Realized~~11.500% ~~Loss~~FL ~~Information~~100.00 to180 ~~report~~Group ~~this~~II ~~period~~0112642680 131,000.00 ~~Calculation~~10.900% ~~Methodology:~~CA ~~Monthly~~100.00 ~~Default~~180 ~~Rate~~Group ~~(MDR):~~II ~~sum(Beg~~0112651506 ~~Scheduled~~92,400.00 ~~Balance~~10.900% ofCA ~~Liquidated~~100.00 ~~Loans)/~~180 ~~sum(Beg~~Group ~~Scheduled~~II ~~Balance)~~0112672938 73,000.00 ~~Conditional~~10.630% ~~Default~~CA ~~Rate~~100.00 ~~(CDR):~~180 ~~1-((1-MDR)^~~Group II 0112771964 73,000.00 12).550% ~~SDA~~CA ~~Standard~~100.00 ~~Default~~180 ~~Assumption:~~Group IfII ~~WAS~~0112915264 is28,000.00 ~~less~~11.650% ~~than~~IL or100.00 ~~equal~~180 toGroup 30II ~~then~~0112942337 ~~CDR~~59,000.00 /12.500% ~~(WAS~~NV *100.00 0180 Group II 0113009798 70,000.~~02)~~00 ~~else~~11.625% ifNV ~~WAS~~100.00 is180 ~~greater~~Group ~~than~~II 300113085069 ~~and~~64,000.00 ~~less~~12.500% ~~than~~CA or100.00 ~~equal~~180 toGroup 60II ~~then~~0113180171 ~~CDR~~64,200.00 /12.500% 0CO 100.600 ~~else~~180 ifGroup ~~WAS~~II is0113198921 ~~greater~~84,000.00 ~~than~~12.250% 60CA ~~and~~100.00 ~~less~~180 ~~than~~Group orII ~~equal~~0113231220 to40,000.00 ~~120~~12.500% ~~then~~CA ~~CDR~~100.00 /180 (0Group II 0113231235 54,500.600 -12.500% ~~((WAS~~CA -100.00 ~~60)~~180 *Group 0II 0113231243 71,200.~~0095))~~00 ~~else~~12.150% ifCA ~~WAS~~100.00 is180 ~~greater~~Group ~~than~~II 0113300043 126,000.00 12.500% CA 100.00 180 Group II 0113317255 62,600.00 12.500% AZ 100.00 180 Group II 0113474750 87,000.00 10.900% CA 100.00 180 Group II 0113495416 105,000.00 12.150% CA 100.00 180 Group II 0113502395 39,000.00 11.850% CA 100.00 180 Group II 0113535611 92,000.00 10.900% CA 100.00 180 Group II 0113838294 120,048.00 ~~then~~10.625% ~~CDR~~CA /100.00 0180 Group II 0114582385 110,000.0300 ~~Cumulative~~12.150% ~~Loss~~NY ~~Severity:~~100.00 ~~Sum~~180 ~~(Realized~~Group ~~Losses)~~II /0114582445 ~~Sum~~118,000.00 ~~(Ending~~11.875% ~~Actual~~NY ~~Balance~~100.00 ~~for~~180 ~~loans~~Group ~~that~~II ~~have~~0114948434 ~~experienced~~50,000.00 a12.100% ~~loss)~~FL 100.00 180 Group II 0114948624 82,680.00 11.990% NY 100.00 180 Group II 0114948756 44,000.00 12.050% FL 91.67 180 Group II 0114949041 72,000.00 11.200% IL 98.63 180

~~Prepayment~~Realized Loss Loan Detail Report - ~~Prepayments~~Loans With Losses during Current Period ~~Summary~~(continued) ~~Loans~~Prior ~~Paid~~Cumulative InLoan ~~Full~~Actual ~~Repurchased~~Realized ~~Loans~~Realized ~~Original~~Group ~~Current~~Number ~~Original~~Balance ~~Current~~Loss/(Gain) ~~Principal~~Loss/(Gain) ~~Scheduled~~Group ~~Principal~~I ~~Scheduled~~0112908261 47,125.59 50,141.39 50,141.39 Group ~~Count~~I ~~Balance~~0113180170 ~~Balance~~53,444.99 ~~Count~~56,975.88 ~~Balance~~56,975.88 ~~Balance~~Group I 0113251710 51,243.62 54,433.47 54,433.47 Group I 220113317259 336,~~474~~930.88 39,~~265~~026.74 39,026.74 Group I 0113356769 35,968.73 338,~~465~~189.24 38,~~315~~189.5524 0Group I 0113535675 61,954.40 65,948.25 65,948.25 Group I 0114009137 0.00 10.50 16,512.99 Group I 0114267145 0.00 825.00 68,698.24 Group II 80111935542 224,~~262~~086.41 24,~~750~~782.0079 224,~~260~~782.79 Group II 0112642680 130,~~469~~656.5955 1137,762.74 ~~115~~137,~~200~~762.0074 ~~114~~Group II 0112651506 92,~~744~~193.8633 ~~Total~~97,199.34 3097,199.34 5Group II 0112672938 72,~~737~~797.27 75,~~015~~741.84 75,741.84 Group II 0112771964 72,905.69 77,514.64 77,514.64 Group II 0112915264 27,946.77 28,738.68 28,738.68 Group II 0112942337 58,922.93 62,651.80 62,651.80 Group II 0113009798 69,889.05 71,261.88 71,261.88 Group II 0113085069 63,867.56 67,899.21 67,899.21 Group II 0113180171 64,116.12 68,168.62 68,168.62 Group II 0113198921 83,884.01 89,067.10 89,067.10 Group II 0113231220 39,869.77 42,446.25 42,446.25 Group II 0113231235 54,428.78 57,896.82 57,896.82 Group II 0113231243 71,099.49 75,471.35 575,~~725~~471.35 Group II 0113300043 124,~~785~~669.1410 1132,440.00 ~~115~~132,~~200~~440.00 ~~114~~Group II 0113317255 62,~~744~~534.93 66,486.87 66,486.87 Group II 0113474750 86,904.03 91,631.70 91,631.70 Group II 0113495416 104,882.00 111,318.08 111,318.08 Group II 0113502395 38,953.18 41,333.77 41,333.77 Group II 0113535611 91,898.51 96,892.13 96,892.13 Group II 0113838294 119,954.70 123,511.36 123,511.36 Group II 0114582385 110,000.00 116,679.82 116,679.82 Group II 0114582445 118,000.00 124,302.07 124,302.07 Group II 0114948434 0.00 (503.45) 50,601.27 Group II 0114948624 0.00 (825.15) 83,510.06 Group II 0114948756 44,000.00 44,563.62 44,563.62 Group II 0114949041 71,975.42 74,245.97 74,245.97

~~Prepayment~~Realized ~~Detail~~Loss Report - ~~Prepayments~~Collateral ~~during~~Summary MDR SDA Current ~~Period~~Month ~~(continued)~~0.210% ~~Summary~~Current ~~Substitution~~Month ~~Loans~~16.029% ~~Liquidated~~3 ~~Loans~~Month ~~Curtailments~~Average ~~Original~~0.105% 3 Month Average 8.559% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current ~~Original~~vs. 12mo Average* SDA: Current ~~Principal~~vs. ~~Scheduled~~12mo ~~Principal~~Average* ~~Scheduled~~Month ~~Curtailment~~Current ~~Group~~12mo ~~Count~~Avg. ~~Balance~~Month ~~Balance~~Current ~~Count~~12mo ~~Balance~~Avg. ~~Balance~~Nov-2006 ~~Amount~~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 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.023% N/A Aug-2007 2.424% N/A Sep-2007 0.082% N/A Sep-2007 7.223% N/A Oct-2007 0.210% N/A Oct-2007 16.029% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 2.492% Current Month 95.207% 3 Month Average 1.251% 3 Month Average 73.689% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.280% N/A Aug-2007 50.817% N/A Sep-2007 0.980% N/A Sep-2007 75.043% N/A Oct-2007 2.492% N/A Oct-2007 95.207% 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 MDR SDA Current Month 0.066% Current Month 5.033% 3 Month Average 0.00050% 3 Month Average 4.272% 12 Month Average 0.00000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.00000% N/A May-2007 0.00000% ~~373~~N/A Jun-2007 0.08000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.029% N/A Aug-2007 2.969% N/A Sep-2007 0.055% N/A Sep-2007 4.813% N/A Oct-2007 0.066% N/A Oct-2007 5.033% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.783% Current Month 129.486% 3 Month Average 0.593% 3 Month Average 55.138% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.344% N/A Aug-2007 12.965% N/A Sep-2007 0.653% N/A Sep-2007 22.963% N/A Oct-2007 0.783% N/A Oct-2007 23.191% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.315% Current Month 23.918% 3 Month Average 0.00146% 3 Month Average 11.640% 12 Month Average 0.00000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.00000% N/A May-2007 0.00000% ~~17,784~~N/A Jun-2007 0.54000% ~~Total~~N/A Jun-2007 0.000% N/A Jul-2007 0.00000% N/A Jul-2007 0.00000% N/A Aug-2007 0.020% N/A Aug-2007 2.024% N/A Sep-2007 0.00102% N/A Sep-2007 8.977% N/A Oct-2007 0.00315% ~~18,157~~N/A Oct-2007 23.62918% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 3.716% Current Month 104.047% 3 Month Average 1.722% 3 Month Average 98.924% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.234% N/A Aug-2007 91.589% N/A Sep-2007 1.217% N/A Sep-2007 101.137% N/A Oct-2007 3.716% N/A Oct-2007 104.047% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).

Prepayment ~~Loan~~ Detail - Prepayments during Current Period ~~First~~Summary ~~Original~~Loans ~~Loan~~Paid ~~LTV~~In atFull ~~Payment~~Repurchased ~~Principal~~Loans ~~Prepayment~~Original ~~Group~~Current ~~Number~~Original ~~State~~Current ~~Origination~~Principal ~~Date~~Scheduled ~~Balance~~Principal ~~Amount~~Scheduled Group ICount ~~0112644256~~Balance COBalance ~~100.00~~Count ~~01-Aug-2006~~Balance ~~49,620.00~~Balance ~~49,411.79~~ Group I ~~0113045212~~11 ~~CA 68.22 01-Oct-2006 53~~1,~~000.00 51~~973,~~604~~250.~~25 Group I 0113535605 MA 100.~~00 ~~01-Nov-2006 48~~1,~~000.00 47~~968,~~908~~732.7658 ~~Group~~0 ~~I 0113632615 CA 74~~0.~~99 01-Nov-2006 387,700.~~00 ~~386,933~~0.~~65 Group I 0114210105 AZ 85.~~00 ~~01-Feb-2007 161,500.00 161,233.85~~ Group III ~~0114375116~~4 ~~AZ 70.00 01-Feb-2007 161~~761,000.00 ~~160,~~758~~.79 Group I 0114492715 FL 52.78 01-Mar-2007 95~~,~~000~~704.0030 ~~94,873.14~~0 ~~Group I 0114582210 NJ 80~~0.00 ~~01-Oct-2006 188,000~~0.00 ~~186,253.92~~Total ~~Group~~15 ~~I 0114582222 FL 54.35 01-Nov-2006 125~~2,~~000.00 124~~734,~~175~~250.~~54 Group I 0114582379 NJ 85.~~00 ~~01-Jan-2007 136~~2,~~000.00 135~~727,~~800~~436.2488 ~~Group~~0 ~~I 0114582480 FL 20~~0.~~83 01-Feb-2007 50,000.~~00 ~~49,909~~0.~~39 Group I 0114771500 CA 76.99 01-Mar-2007 396,500.~~00 396,232.27 Group I 0114818904 ID 95.00 01-Mar-2007 154,273.35 153,785.18 Group I 0114849000 FL 80.00 01-Apr-2007 121,600.00 121,517.92 Group I 0114948416 IL 75.00 01-Dec-2006 99,675.00 99,264.57 Group I 0114948489 MO 70.00 01-Jan-2007 82,600.00 82,465.67 Group I 0114948529 TX 83.79 01-Jan-2007 118,150.00 117,644.51 Group I 0114948697 IL 99.14 01-Jan-2007 287,500.00 287,387.69 Group I 0114949049 IL 85.00 01-Feb-2007 216,750.00 216,276.23 Group I 0114987073 IL 85.00 01-Feb-2007 267,750.00 267,750.00 Group I 0114996932 MI 85.00 01-Feb-2007 59,500.00 59,325.91 Group I 0115104636 OR 74.70 01-Apr-2007 215,147.00 213,645.44 Group II 0113564899 OH 90.00 01-Nov-2006 115,200.00 114,677.89 Group II 0114011367 FL 90.00 01-Nov-2006 72,000.00 70,916.61 Group II 0114451915 CA 80.00 01-Feb-2007 240,000.00 240,000.00 Group II 0114451943 CA 70.00 01-Feb-2007 476,000.00 476,000.00 Group II 0114582286 CT 80.00 01-Jan-2007 174,400.00 173,724.57 Group II 0114582287 CT 100.00 01-Jan-2007 43,600.00 43,531.30 Group II 0114839864 CA 85.00 01-Mar-2007 488,750.00 488,357.89 Group II 0114858063 CA 80.00 01-Apr-2007 368,000.00 368,000.00 Group II 0115258444 IL 77.82 01-Mar-2007 400,000.00 399,556.70

Prepayment ~~Loan~~ Detail - Prepayments during Current Period (continued) ~~Current~~Summary ~~Loan~~Substitution ~~PIF~~Loans ~~Months~~Liquidated ~~Loan~~Loans Curtailments Original ~~Group~~Current ~~Number~~Original ~~Type~~Current ~~Delinquent~~Principal ~~Rate~~Scheduled ~~Term~~Principal ~~Seasoning~~Scheduled ~~Group~~Curtailment ~~I 0112644256 Loan Paid in Full 0 10.900% 180 10~~ Group ICount ~~0113045212~~Balance ~~Loan~~Balance ~~Paid~~Count inBalance ~~Full~~Balance 0Amount ~~10.500% 240 8~~ Group I ~~0113535605 Loan Paid in Full~~ 0 ~~13.000% 180 7 Group I 0113632615 Loan Paid in Full~~ 0 8.~~600%~~00 ~~360 7 Group I 0114210105 Loan Paid in Full~~ 0 8.~~300%~~00 ~~360~~6 ~~4 Group I 0114375116 Loan Paid in Full 0 7~~287,000.~~990%~~00 ~~360 4 Group I 0114492715 Loan Paid in Full 1 7~~286,019.~~500%~~85 ~~360 3 Group I 0114582210 Loan Paid in Full (1) 7~~12,465.~~200%~~47 ~~360 8~~ Group III ~~0114582222 Loan Paid in Full~~ 0 ~~7.125% 360 7 Group I 0114582379 Loan Paid in Full~~ 0 8.~~600%~~00 ~~360 5 Group I 0114582480 Loan Paid in Full~~ 0 7.~~220%~~00 ~~360~~25 4 Group I 0114771500 Loan Paid in Full 0 7.250% 360 3 Group I 0114818904 Loan Paid in Full 0 7.225% 360 3 Group I 0114849000 Loan Paid in Full 0 8.850% 360 2 Group I 0114948416 Loan Paid in Full 0 9.060% 360 6 Group I 0114948489 Loan Paid in Full 1 12,904,157.~~360%~~00 360 5 Group I 0114948529 Loan Paid in Full 0 7.780% 360 5 Group I 0114948697 Loan Paid in Full 0 9.750% 360 5 Group I 0114949049 Loan Paid in Full 0 10.135% 360 4 Group I 0114987073 Loan Paid in Full 0 7.990% 360 4 Group I 0114996932 Loan Paid in Full 0 9.500% 360 4 Group I 0115104636 Loan Paid in Full (1~~) 8~~,894,385.~~500%~~54 ~~360 2 Group II 0113564899 Repurchase 0~~ 8,631.~~950%~~22 ~~360~~Total ~~7 Group II 0114011367 Loan Paid in Full~~ 0 ~~9.275% 360 7 Group II 0114451915 Loan Paid in Full~~ 0 7.~~650%~~00 ~~360 4 Group II 0114451943 Loan Paid in Full~~ 0 6.~~575%~~00 ~~360~~31 ~~4 Group II 0114582286 Loan Paid in Full 0 8~~2,191,157.~~275%~~00 ~~360 5 Group II 0114582287 Loan Paid in Full 0 12.500%~~ 2,180 ~~5 Group II 0114839864 Loan Paid in Full 0 9~~,405.~~250%~~39 ~~360 3 Group II 0114858063 Loan Paid in Full 0 8~~21,096.~~250% 360 2 Group II 0115258444 Loan Paid in Full 0 8.150% 360 3~~69

Prepayment ~~Penalty~~Loan Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Prepayment~~First ~~Prepayment~~Original ~~Summary~~ Loan ~~Prior~~LTV ~~Penalty~~at ~~Penalty~~Payment ~~Count~~Principal Prepayment Group Number State Origination Date Balance Amount ~~Waived~~Group I 0112908261 OR 97.97 01-Sep-2006 47,200.00 47,018.90 Group I 100113180170 1WA 100.00 01-Oct-2006 53,~~337~~500.00 53,~~809~~312.53 Group I 0113251710 AZ 95.00 01-Oct-2006 51,300.00 51,108.05 Group I 0113317259 AZ 100.00 01-Oct-2006 37,000.00 36,814.32 Group I 0113356769 CA 100.00 01-Nov-2006 36,000.00 35,869.13 Group I 0113535675 CO 100.00 01-Nov-2006 62,000.00 61,808.63 Group I 0114011416 AZ 68.68 01-Jan-2007 182,000.00 182,000.00 Group I 0114044477 AZ 100.00 01-Jan-2007 169,000.00 169,000.00 Group I 0114760154 CA 54.22 01-Mar-2007 180,000.00 179,577.44 Group I 0114917942 CA 36.17 01-Mar-2007 200,000.00 199,344.33 Group I 0114948592 MO 80.00 01-Jan-2007 116,000.00 115,253.63 Group I 0114948593 MO 100.00 01-Jan-2007 29,000.00 28,904.19 Group I 0114948814 IL 90.00 01-Jan-2007 184,500.00 183,968.37 Group I 0114948837 TX 80.00 01-Feb-2007 108,000.00 107,250.01 Group I 0115013776 AZ 57.00 01-Apr-2007 114,000.00 113,396.22 Group I 0115021436 FL 95.00 01-Apr-2007 308,750.00 307,820.14 Group I 0115104647 CA 56.18 01-Apr-2007 382,000.00 381,565.14 Group II 0111935542 FL 100.00 01-Apr-2006 24,209.00 24,031.64 Group II 0112642680 CA 100.00 01-Aug-2006 131,000.00 130,236.47 Group II 0112651506 CA 100.00 01-Aug-2006 92,400.00 91,861.53 Group II 0112672938 CA 100.00 01-Aug-2006 73,000.00 72,581.63 Group II 0112771964 CA 100.00 01-Sep-2006 73,000.00 72,723.06 Group II 0112915264 IL 100.00 01-Sep-2006 28,000.00 27,900.02 Group II 0112942337 NV 100.00 01-Sep-2006 59,000.00 58,773.73 Group II 0113009798 NV 100.00 01-Oct-2006 70,000.00 4069,~~537~~772.8762 0Group II 0113085069 CA 100.00 01-Oct-2006 64,000.00 63,700.97 Group II 30113180171 ~~786~~CO 100.00 01-Oct-2006 64,~~961~~200.7600 2263,~~485~~972.54 Group II 0113198921 CA 100.00 01-Oct-2006 84,000.00 83,685.72 Group II 0113231220 CA 100.00 01-Oct-2006 40,000.00 39,773.60 Group II 0113231235 CA 100.00 01-Oct-2006 54,500.00 54,306.85 0Group II 0113231243 CA 100.00 ~~Total~~01-Oct-2006 1371,200.00 270,927.75 Group II 0113300043 CA 100.00 01-Oct-2006 126,000.00 124,~~771~~286.4655 63Group II 0113317255 AZ 100.00 01-Oct-2006 62,~~023~~600.00 62,378.27 Group II 0113462292 CA 100.00 01-Nov-2006 77,000.00 76,749.49 Group II 0113474750 CA 100.00 01-Nov-2006 87,000.00 86,599.99 Group II 0113495416 CA 100.00 01-Nov-2006 105,000.00 104,631.25 Group II 0113502395 CA 100.00 01-Nov-2006 39,000.00 38,853.80 Group II 0113535611 CA 100.00 01-Nov-2006 92,000.00 91,576.99 Group II 0113838294 CA 100.00 01-Jan-2007 120,048.00 119,664.72 0Group II 0114582385 NY 100.00 01-Feb-2007 110,000.00 109,714.69 Group II 0114582445 NY 100.00 01-Feb-2007 118,000.00 115,761.75 Group II 0114948756 FL 91.67 01-Feb-2007 44,000.00 43,936.45 Group II 0114949041 IL 98.63 01-Feb-2007 72,000.00 71,849.04 Group II 0115059974 CA 80.00 01-Apr-2007 27,000.00 26,944.24 Group II 0115258390 CA 76.19 01-Apr-2007 400,000.00 398,228.64 Group II 0115258466 OR 70.14 01-Mar-2007 257,000.00 256,433.38

Prepayment ~~Penalty~~ Loan Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Paid~~(continued) InCurrent ~~Prepayment~~Loan ~~Prepayment~~PIF Months Loan ~~Full~~Original ~~Prior~~Group ~~Penalty~~Number ~~Penalty~~Type Delinquent Rate Term Seasoning Group ~~Number~~I ~~Date~~0112908261 ~~Balance~~Liquidation ~~Amount~~5 ~~Waived~~12.500% 180 13 Group I ~~0113045212~~0113180170 ~~05/02/2007~~Liquidation ~~51,681~~6 12.18550% ~~2,160~~180 12 Group I 0113251710 Liquidation 6 12.77250% 0180 12 Group I 0113317259 Liquidation 5 10.00900% 180 12 Group I ~~0114210105~~0113356769 ~~05/31/2007~~Liquidation ~~161,277~~6 11.79990% ~~5,354~~180 11 Group I 0113535675 Liquidation 6 12.66740% 180 11 Group I 0114011416 Loan Paid in Full 0 7.00075% 360 9 Group I ~~0114375116~~0114044477 ~~06/13/2007~~Loan ~~160,806~~Paid in Full 0 8.33100% 360 9 Group I 0114760154 Loan Paid in Full 0 5~~,138~~.09750% 360 7 Group I 0114917942 Loan Paid in Full 0 10.00500% 360 7 Group I ~~0114492715~~0114948592 ~~05/24/2007~~Loan ~~94,905.15~~Paid ~~2,850.00~~in Full 0 8.00360% 360 9 Group I ~~0114582222~~0114948593 ~~05/08/2007~~Loan ~~124,279~~Paid in Full 0 11.78550% ~~3,540~~180 9 Group I 0114948814 Loan Paid in Full (1) 8.81085% 360 9 Group I 0114948837 Loan Paid in Full 0 7.00430% 360 8 Group I ~~0114582480~~0115013776 ~~05/03/2007~~Loan ~~49,927.73~~Paid ~~1,442~~in Full 0 7.05500% 360 6 Group I 0115021436 Loan Paid in Full 0 10.00250% 360 6 Group I ~~0114771500~~0115104647 ~~05/23/2007~~Loan ~~396,299~~Paid in Full 0 9.81990% 360 6 Group II 0111935542 Liquidation 5 11~~,494~~.64500% 0180 18 Group II 0112642680 Liquidation 5 10.00900% 180 14 Group III ~~0114849000~~0112651506 ~~06/12/2007~~Liquidation ~~121,545~~6 10.48900% ~~4,302~~180 14 Group II 0112672938 Liquidation 5 10.23630% 0180 14 Group II 0112771964 Liquidation 6 12.00550% 180 13 Group III ~~0114948529~~0112915264 ~~05/31/2007~~Liquidation ~~117,730~~5 11.650% 180 13 ~~3,660~~Group II 0112942337 Liquidation 6 12.50500% 0180 13 Group II 0113009798 Liquidation 5 11.00625% 180 12 Group III ~~0114996932~~0113085069 ~~05/31/2007~~Liquidation ~~59,356~~6 12.32500% ~~594~~180 12 Group II 0113180171 Liquidation 5 12.500% 180 12 0Group II 0113198921 Liquidation 5 12.00250% 180 12 Group II ~~0114011367~~0113231220 ~~06/11/2007~~Liquidation ~~70,961~~5 12.76500% 180 12 Group II 0113231235 Liquidation 5 12.500% 180 12 Group II 0113231243 Liquidation 5 12.150% 180 12 Group II 0113300043 Liquidation 5 12.500% 180 12 Group II 0113317255 Liquidation 6 12.500% 180 12 Group II 0113462292 Loan Paid in Full 2~~,623~~ 12.05500% 0180 11 Group II 0113474750 Liquidation 6 10.00900% 180 11 Group II ~~0114451915~~0113495416 ~~06/13/2007~~Liquidation ~~240,000~~5 12.00150% ~~7,344~~180 11 Group II 0113502395 Liquidation 5 11.00850% 0180 11 Group II 0113535611 Liquidation 6 10.00900% 180 11 Group II ~~0114451943~~0113838294 ~~06/~~Liquidation 5 10.625% 180 9 Group II 0114582385 Liquidation 6 12.150% 180 8 Group II 0114582445 Liquidation 6 11~~/2007~~.875% ~~476,000~~180 8 Group II 0114948756 Liquidation 6 12.00050% 180 8 Group II 0114949041 Liquidation 5 11.200% 180 8 Group II 0115059974 Loan Paid in Full (1) 12~~,518~~.80000% 180 6 Group II 0115258390 Loan Paid in Full 0 8.00400% 360 6 Group II 0115258466 Loan Paid in Full 0 8.900% 360 7

~~Summary~~Prepayment ~~SMM~~Penalty ~~CPR~~Detail ~~PSA~~- ~~Current~~Prepayment ~~Month~~Penalty ~~0.557%~~Paid ~~Current~~during ~~Month 6.488%~~ Current ~~Month~~Period ~~851.653%~~Prepayment 3Prepayment ~~Month~~Summary ~~Average~~Loan ~~0.000%~~Prior 3Penalty ~~Month~~Penalty ~~Average~~Count ~~0.000%~~Balance 3Amount ~~Month~~Waived ~~Average~~Group ~~0.000%~~I 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-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 6~~.435%~~ ~~N/A May-2007~~ 1,~~145~~025,744.~~530%~~01 N/A Jun-2007 6.488% N/A Jun-2007 851.653% 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 0.776% Current Month 8.924% Current Month 130,~~172~~890.~~177%~~43 ~~3 Month Average~~ 0.~~000%~~00 3Group ~~Month~~II ~~Average 0.000%~~ 3 ~~Month Average 0~~502,210.~~000%~~61 ~~12 Month Average 0~~18,510.~~000%~~81 ~~12 Month Average~~ 0.~~000%~~00 12Total ~~Month~~9 Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/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 7.632% N/A May-2007 1,~~356~~527,954.~~325%~~62 ~~N/A Jun-2007 8.924% N/A Jun-2007 1~~49,~~172~~401.~~177%~~24 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 0.396% Current Month 4.649% Current Month 610.047% 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. 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 5.539% N/A May-2007 987.169% N/A Jun-2007 4.649% N/A Jun-2007 610.047% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))00

Prepayment Rates

Repurchases ~~Current~~Due to Breaches Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment ~~0113564899~~No ~~114,744.86~~Repurchases ~~8.950%~~Due ~~922.78~~to Breaches this Period

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

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.750 0 0.00 0.000 0 0.00 0.000 3.750 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.749 0 0.00 0.000 0 0.00 0.000 4.750 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.749 10 4,~~402~~386,~~671~~769.4348 0.~~421~~425 4 1,~~294~~291,~~930~~170.6649 0.~~292~~297 5.750 6.249 5149 1817,~~584~~989,~~460~~838.1197 1.~~779~~742 2018 54,~~157~~579,~~943~~822.5907 1.~~164~~055 6.250 6.749 ~~265~~258 8886,~~682~~947,~~491~~478.7588 8.~~487~~420 ~~130~~126 3534,~~524~~341,~~965~~532.7399 87.~~018~~911 6.750 7.249 ~~541~~539 168,~~951~~081,~~599~~235.4699 16.~~169~~278 ~~283~~281 6968,~~012~~430,~~510~~045.7371 15.~~577~~764 7.250 7.749 ~~673~~672 ~~198~~197,~~256~~409,~~963~~321.1056 1819.~~974~~118 ~~319~~315 7372,~~949~~966,~~672~~783.7609 16.~~691~~809 7.750 8.249 ~~621~~610 ~~169~~167,~~825~~355,~~184~~412.5026 16.~~253~~208 ~~332~~324 7371,~~549~~820,~~466~~308.8240 16.~~601~~545 8.250 8.749 ~~480~~477 128,~~580~~227,~~165~~469.2061 12.~~305~~418 ~~271~~270 58,~~910~~670,~~646~~962.5600 13.~~297~~515 8.750 9.249 ~~362~~360 82,~~469~~112,~~853~~312.0362 7.~~893~~952 ~~214~~213 4443,~~012~~620,~~058~~111.8369 910.~~934~~048 9.250 9.749 ~~303~~297 5958,~~167~~089,~~890~~764.4320 5.~~662~~626 ~~160~~155 3130,~~066~~287,~~070~~254.3057 76.~~012~~977 9.750 10.249 ~~211~~212 3536,~~884~~794,~~771~~583.0988 3.~~434~~563 ~~122~~120 19,~~519~~436,~~236~~217.9236 4.~~406~~477 10.250 10.749 ~~156~~146 1918,~~886~~788,~~365~~542.8446 1.~~903~~820 8072 98,~~882~~777,~~641~~514.4281 2.~~231~~022 10.750 11.249 ~~272~~265 2120,~~525~~867,~~871~~037.3852 2.~~060~~021 ~~102~~99 7,~~828~~544,~~770~~640.8858 1.~~767~~738 11.250 11.749 ~~170~~162 13,~~905~~022,~~003~~399.2911 1.~~331~~261 5249 3,~~962~~437,~~844~~310.2208 0.~~894~~792 11.750 12.249 ~~237~~223 1514,~~539~~644,~~368~~855.2129 1.~~487~~418 8783 4,~~367~~188,~~143~~783.1850 0.~~986~~965 12.250 12.749 ~~282~~262 1615,~~994~~605,~~146~~948.9020 1.~~626~~511 9690 4,~~393~~103,~~032~~418.5961 0.~~992~~945 12.750 13.249 26 1,~~755~~752,~~040~~504.4256 0.~~168~~170 10 465,~~460~~000.8645 0.~~105~~107 13.250 13.749 3 80,~~999~~933.3081 0.008 0 0.00 0.000 >= 13.750 11 ~~420~~419,~~007~~688.2291 0.~~040~~041 5 142,~~452~~344.3954 0.~~032~~033 Total 4,~~674~~582 1,~~044~~032,~~912~~576,~~852~~097.6631 100.000 2,~~287~~234 ~~443~~434,~~039~~103,~~848~~220.4494 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 3.750 0 0.00 0.000 3.750 4.249 0 0.00 0.000 4.250 4.749 0 0.00 0.000 4.750 5.249 0 0.00 0.000 5.250 5.749 6 3,~~107~~095,~~740~~598.7799 0.~~516~~517 5.750 6.249 31 13,~~426~~410,~~516~~016.5290 2.~~231~~241 6.250 6.749 ~~135~~132 5352,~~157~~605,~~526~~945.0289 8.~~832~~790 6.750 7.249 258 99,~~939~~651,~~088~~190.7328 16.~~605~~651 7.250 7.749 ~~354~~357 124,~~307~~442,~~290~~538.3447 20.~~653~~793 7.750 8.249 ~~289~~286 9695,~~275~~535,~~717~~103.6886 15.~~996~~963 8.250 8.749 ~~209~~207 69,~~669~~556,~~518~~507.6461 11.~~575~~622 8.750 9.249 ~~148~~147 38,~~457~~492,~~794~~200.2093 6.~~390~~432 9.250 9.749 ~~143~~142 2827,~~101~~802,~~820~~509.1363 4.~~669~~646 9.750 10.249 8992 1617,~~365~~358,~~534~~366.1752 2.~~719~~900 10.250 10.749 7674 10,~~003~~011,~~724~~027.4265 1.~~662~~673 10.750 11.249 ~~170~~166 13,~~697~~322,~~100~~396.5094 2.~~276~~226 11.250 11.749 ~~118~~113 9,~~942~~585,~~159~~089.0703 1.~~652~~602 11.750 12.249 ~~150~~140 1110,~~172~~456,~~225~~071.0379 1.~~856~~747 12.250 12.749 ~~186~~172 1211,~~601~~502,~~114~~529.3159 21.~~094~~922 12.750 13.249 16 1,~~289~~287,~~579~~504.5611 0.~~214~~215 13.250 13.749 3 80,~~999~~933.3081 0.~~013~~014 >= 13.750 6 277,~~554~~344.8337 0.046 Total 2,~~387~~348 ~~601~~598,~~873~~472,~~004~~876.2237 100.000

Filing Compare · ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4