10-D 1 ace07he1_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: 333-131727-22 ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131727 ACE Securities Corp. (Exact name of depositor as specified in its charter) DB Structured Products, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2198733 54-2198734 54-2198864 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2A _____ _____ __X___ ____________ A-2B _____ _____ __X___ ____________ A-2C _____ _____ __X___ ____________ A-2D _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On October 25, 2007 a distribution was made to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE1, relating to the 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-HE1 (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-HE1, relating to the October 25, 2007 distribution. EX-99.1 ACE Securities Corporation Asset Backed Pass-Through Certificates Distribution Date: 10/25/2007 ACE Securities Corporation Asset Backed Pass-Through Certificates Series 2007-HE1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 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 00443LAA6 0610/2224/2007 5.~~47000~~28125% ~~284~~267,~~884~~714,~~479~~418.0980 1,~~341~~178,~~885~~222.0331 A-2A 00443LAB4 0610/2224/2007 5.~~41000~~22125% ~~208~~193,~~412~~609,~~222~~833.9378 ~~970~~842,~~911~~404.5045 A-2B 00443LAC2 0610/2224/2007 5.~~44000~~25125% 78,850,000.00 ~~369~~345,~~368~~050.4489 A-2C 00443LAD0 0610/2224/2007 5.~~49000~~30125% 54,235,000.00 ~~256~~239,~~395~~594.9641 A-2D 00443LAE8 0610/2224/2007 5.~~57000~~38125% 36,051,000.00 ~~172~~161,~~914~~666.6220 M-1 00443LAF5 0610/2224/2007 5.~~58000~~39125% 40,426,000.00 ~~194~~181,~~246~~622.9323 M-2 00443LAG3 0610/2224/2007 5.~~62000~~43125% 36,621,000.00 ~~177~~165,~~225~~748.3017 M-3 00443LAH1 0610/2224/2007 5.~~64000~~45125% 22,829,000.00 ~~110~~103,~~872~~705.8449 M-4 00443LAJ7 0610/2224/2007 5.~~71000~~52125% 20,927,000.00 ~~102~~96,~~896~~286.9000 M-5 00443LAK4 0610/2224/2007 5.~~77000~~58125% 19,975,000.00 9992,~~248~~904.0156 M-6 00443LAL2 0610/2224/2007 5.~~84000~~65125% 18,073,000.00 9085,~~887~~112.1153 M-7 00443LAM0 0610/2224/2007 65.~~12000~~93125% 15,695,000.00 8277,~~712~~575.6581 M-8 00443LAN8 0610/2224/2007 6.~~82000~~63125% 14,268,000.00 8378,~~792~~845.7956 M-9 00443LAP3 0610/2224/2007 7.~~82000~~63125% 13,793,000.00 9287,~~880~~714.5386 CE ACE7HE1CE 0509/3130/2007 0.00000% 50,413,972.96 1482,~~976,639~~074.2061 P ACE07HE1P 0509/3130/2007 0.00000% 100.00 9363,~~128~~385.9726 R ACE07HE1R 0509/3130/2007 0.00000% 0.00 0.00 Totals ~~915~~883,~~453~~481,~~774~~325.9854 64,~~216~~281,~~006~~913.7834

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 4,~~550~~764,~~041~~943.0817 0.00 ~~280~~262,~~334~~949,~~438~~475.0163 5,~~891~~943,~~926~~165.1148 0.00 A-2A 13,~~658~~576,~~875~~108.5382 0.00 ~~206~~190,~~753~~033,~~347~~724.4096 24,~~629~~418,~~787~~513.0327 0.00 A-2B 0.00 0.00 78,850,000.00 ~~369~~345,~~368~~050.4489 0.00 A-2C 0.00 0.00 54,235,000.00 ~~256~~239,~~395~~594.9641 0.00 A-2D 0.00 0.00 36,051,000.00 ~~172~~161,~~914~~666.6220 0.00 M-1 0.00 0.00 40,426,000.00 ~~194~~181,~~246~~622.9323 0.00 M-2 0.00 0.00 36,621,000.00 ~~177~~165,~~225~~748.3017 0.00 M-3 0.00 0.00 22,829,000.00 ~~110~~103,~~872~~705.8449 0.00 M-4 0.00 0.00 20,927,000.00 ~~102~~96,~~896~~286.9000 0.00 M-5 0.00 0.00 19,975,000.00 9992,~~248~~904.0156 0.00 M-6 0.00 0.00 18,073,000.00 9085,~~887~~112.1153 0.00 M-7 0.00 0.00 15,695,000.00 8277,~~712~~575.6581 0.00 M-8 0.00 0.00 14,268,000.00 8378,~~792~~845.7956 0.00 M-9 0.00 0.00 13,793,000.00 9287,~~880~~714.5386 0.00 CE 0.00 0.00 50,413,972.96 1482,~~976,639~~074.2061 0.00 P 0.00 0.00 100.00 9363,~~128~~385.9726 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 68,~~208~~341,~~916~~051.6199 0.00 ~~909~~875,~~244~~140,~~858~~273.3755 12,~~424~~622,~~923~~965.3933 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-1 299,722,000.00 ~~284~~267,~~884~~714,~~479~~418.0980 0.00 4,~~550~~764,~~041~~943.0817 0.00 A-2A 229,328,000.00 ~~208~~193,~~412~~609,~~222~~833.9378 0.00 13,~~658~~576,~~875~~108.5382 0.00 A-2B 78,850,000.00 78,850,000.00 0.00 0.00 0.00 A-2C 54,235,000.00 54,235,000.00 0.00 0.00 0.00 A-2D 36,051,000.00 36,051,000.00 0.00 0.00 0.00 M-1 40,426,000.00 40,426,000.00 0.00 0.00 0.00 M-2 36,621,000.00 36,621,000.00 0.00 0.00 0.00 M-3 22,829,000.00 22,829,000.00 0.00 0.00 0.00 M-4 20,927,000.00 20,927,000.00 0.00 0.00 0.00 M-5 19,975,000.00 19,975,000.00 0.00 0.00 0.00 M-6 18,073,000.00 18,073,000.00 0.00 0.00 0.00 M-7 15,695,000.00 15,695,000.00 0.00 0.00 0.00 M-8 14,268,000.00 14,268,000.00 0.00 0.00 0.00 M-9 13,793,000.00 13,793,000.00 0.00 0.00 0.00 CE 50,413,937.00 50,413,972.96 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 951,207,037.00 ~~915~~883,~~453~~481,~~774~~325.9854 0.00 68,~~208~~341,~~916~~051.6199 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 4,~~550~~764,~~041~~943.0817 ~~280~~262,~~334~~949,~~438~~475.0163 0.~~93531485~~87731123 4,~~550~~764,~~041~~943.0817 A-2A 0.00 13,~~658~~576,~~875~~108.5382 ~~206~~190,~~753~~033,~~347~~724.4096 0.~~90156173~~82865470 13,~~658~~576,~~875~~108.5382 A-2B 0.00 0.00 78,850,000.00 1.00000000 0.00 A-2C 0.00 0.00 54,235,000.00 1.00000000 0.00 A-2D 0.00 0.00 36,051,000.00 1.00000000 0.00 M-1 0.00 0.00 40,426,000.00 1.00000000 0.00 M-2 0.00 0.00 36,621,000.00 1.00000000 0.00 M-3 0.00 0.00 22,829,000.00 1.00000000 0.00 M-4 0.00 0.00 20,927,000.00 1.00000000 0.00 M-5 0.00 0.00 19,975,000.00 1.00000000 0.00 M-6 0.00 0.00 18,073,000.00 1.00000000 0.00 M-7 0.00 0.00 15,695,000.00 1.00000000 0.00 M-8 0.00 0.00 14,268,000.00 1.00000000 0.00 M-9 0.00 0.00 13,793,000.00 1.00000000 0.00 CE 0.00 0.00 50,413,972.96 1.00000071 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 68,~~208~~341,~~916~~051.6199 ~~909~~875,~~244~~140,~~858~~273.3755 0.~~95588534~~92003133 68,~~208~~341,~~916~~051.6199

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 299,722,000.00 ~~950~~893.~~49572300~~20910310 0.00000000 15.~~18087121~~89787593 0.00000000 A-2A 229,328,000.00 ~~908~~844.~~79536267~~24856005 0.00000000 715.~~23363710~~59386041 0.00000000 A-2B 78,850,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 54,235,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2D 36,051,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 40,426,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 36,621,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 22,829,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 20,927,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 19,975,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 18,073,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 15,695,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 14,268,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 13,793,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 50,413,937.00 1000.00071329 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 15.~~18087121~~89787593 ~~935~~877.~~31485180~~31122717 0.~~93531485~~87731123 15.~~18087121~~89787593 A-2A 0.00000000 715.~~23363710~~59386041 ~~901~~828.~~56172556~~65469964 0.~~90156173~~82865470 715.~~23363710~~59386041 A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2D 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 1000.00071329 1.00000071 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0509/25/07 - 0610/24/07 3130 5.~~47000~~28125% ~~284~~267,~~884~~714,~~479~~418.0980 1,~~341~~178,~~885~~222.0331 0.00 A-2A 0509/25/07 - 0610/24/07 3130 5.~~41000~~22125% ~~208~~193,~~412~~609,~~222~~833.9378 ~~970~~842,~~911~~404.5045 0.00 A-2B 0509/25/07 - 0610/24/07 3130 5.~~44000~~25125% 78,850,000.00 ~~369~~345,~~368~~050.4489 0.00 A-2C 0509/25/07 - 0610/24/07 3130 5.~~49000~~30125% 54,235,000.00 ~~256~~239,~~395~~594.9641 0.00 A-2D 0509/25/07 - 0610/24/07 3130 5.~~57000~~38125% 36,051,000.00 ~~172~~161,~~914~~666.6220 0.00 M-1 0509/25/07 - 0610/24/07 3130 5.~~58000~~39125% 40,426,000.00 ~~194~~181,~~246~~622.9323 0.00 M-2 0509/25/07 - 0610/24/07 3130 5.~~62000~~43125% 36,621,000.00 ~~177~~165,~~225~~748.3017 0.00 M-3 0509/25/07 - 0610/24/07 3130 5.~~64000~~45125% 22,829,000.00 ~~110~~103,~~872~~705.8449 0.00 M-4 0509/25/07 - 0610/24/07 3130 5.~~71000~~52125% 20,927,000.00 ~~102~~96,~~896~~286.9000 0.00 M-5 0509/25/07 - 0610/24/07 3130 5.~~77000~~58125% 19,975,000.00 9992,~~248~~904.0156 0.00 M-6 0509/25/07 - 0610/24/07 3130 5.~~84000~~65125% 18,073,000.00 9085,~~887~~112.1153 0.00 M-7 0509/25/07 - 0610/24/07 3130 65.~~12000~~93125% 15,695,000.00 8277,~~712~~575.6581 0.00 M-8 0509/25/07 - 0610/24/07 3130 6.~~82000~~63125% 14,268,000.00 8378,~~792~~845.7956 0.00 M-9 0509/25/07 - 0610/24/07 3130 7.~~82000~~63125% 13,793,000.00 9287,~~880~~714.5386 ~~628~~0.9000 CE N/A N/A 0.00000% 50,413,972.96 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 43,~~146~~736,~~238~~453.6147 ~~628~~0.9000

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,~~341~~178,~~885~~222.0331 0.00 ~~280~~262,~~334~~949,~~438~~475.0163 A-2A 0.00 0.00 ~~970~~842,~~911~~404.5045 0.00 ~~206~~190,~~753~~033,~~347~~724.4096 A-2B 0.00 0.00 ~~369~~345,~~368~~050.4489 0.00 78,850,000.00 A-2C 0.00 0.00 ~~256~~239,~~395~~594.9641 0.00 54,235,000.00 A-2D 0.00 0.00 ~~172~~161,~~914~~666.6220 0.00 36,051,000.00 M-1 0.00 0.00 ~~194~~181,~~246~~622.9323 0.00 40,426,000.00 M-2 0.00 0.00 ~~177~~165,~~225~~748.3017 0.00 36,621,000.00 M-3 0.00 0.00 ~~110~~103,~~872~~705.8449 0.00 22,829,000.00 M-4 0.00 0.00 ~~102~~96,~~896~~286.9000 0.00 20,927,000.00 M-5 0.00 0.00 9992,~~248~~904.0156 0.00 19,975,000.00 M-6 0.00 0.00 9085,~~887~~112.1153 0.00 18,073,000.00 M-7 0.00 0.00 8277,~~712~~575.6581 0.00 15,695,000.00 M-8 0.00 0.00 8378,~~792~~845.7956 0.00 14,268,000.00 M-9 ~~628~~0.9000 0.00 9287,~~880~~714.5386 0.00 13,793,000.00 CE 0.00 0.00 1482,~~976,639~~074.2061 0.00 50,413,972.96 P 0.00 0.00 9363,~~128~~385.9726 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals ~~628~~0.9000 0.00 64,~~216~~281,~~006~~913.7834 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 299,722,000.00 5.~~47000~~28125% ~~950~~893.~~49572300~~20910310 43.~~47709888~~93105047 0.00000000 A-2A 229,328,000.00 5.~~41000~~22125% ~~908~~844.~~79536267~~24856005 43.~~23372419~~67336065 0.00000000 A-2B 78,850,000.00 5.~~44000~~25125% 1000.00000000 4.~~68444439~~37604172 0.00000000 A-2C 54,235,000.00 5.~~49000~~30125% 1000.00000000 4.~~72749995~~41770831 0.00000000 A-2D 36,051,000.00 5.~~57000~~38125% 1000.00000000 4.~~79638900~~48437491 0.00000000 M-1 40,426,000.00 5.~~58000~~39125% 1000.00000000 4.~~80500000~~49270841 0.00000000 M-2 36,621,000.00 5.~~62000~~43125% 1000.00000000 4.~~83944458~~52604162 0.00000000 M-3 22,829,000.00 5.~~64000~~45125% 1000.00000000 4.~~85666652~~54270840 0.00000000 M-4 20,927,000.00 5.~~71000~~52125% 1000.00000000 4.~~91694462~~60104172 0.00000000 M-5 19,975,000.00 5.~~77000~~58125% 1000.00000000 4.~~96861126~~65104180 0.00000000 M-6 18,073,000.00 5.~~84000~~65125% 1000.00000000 54.~~02888895~~70937476 0.00000000 M-7 15,695,000.00 65.~~12000~~93125% 1000.00000000 54.~~27000000~~94270851 0.00000000 M-8 14,268,000.00 6.~~82000~~63125% 1000.00000000 5.~~87277754~~52604149 0.00000000 M-9 13,793,000.00 7.~~82000~~63125% 1000.00000000 6.~~73388893~~35937505 0.~~04559559~~00000000 CE 50,413,937.00 0.00000% 1000.00071329 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 43.~~47709888~~93105047 0.00000000 ~~935~~877.~~31485180~~31122717 A-2A 0.00000000 0.00000000 43.~~23372419~~67336065 0.00000000 ~~901~~828.~~56172556~~65469964 A-2B 0.00000000 0.00000000 4.~~68444439~~37604172 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~72749995~~41770831 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 4.~~79638900~~48437491 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~80500000~~49270841 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~83944458~~52604162 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~85666652~~54270840 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~91694462~~60104172 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~96861126~~65104180 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 54.~~02888895~~70937476 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 54.~~27000000~~94270851 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~87277754~~52604149 0.00000000 1000.00000000 M-9 0.~~04559559~~00000000 0.00000000 6.~~73388893~~35937505 0.00000000 1000.00000000 CE 0.00000000 0.00000000 399.~~20818959~~56232817 0.00000000 1000.00071329 P 0.00000000 0.00000000 ~~931289~~633852.~~70000000~~60000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1214,~~475~~308,~~225~~212.2059 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 12,~~896~~635,~~445~~756.7257 Gains & Subsequent Recoveries (Realized Losses) 0(1,643,082.0047) Prepayment Penalties 9363,~~128~~385.9726 Swap/Cap Payments 0.00 Total Deposits 1415,~~464~~364,~~799~~271.8995 Withdrawals Swap Payments 011,818.0028 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 12,~~645~~348,~~468~~855.4813 Total Administration Fees ~~394~~380,~~408~~633.0221 Payment of Interest and Principal 12,~~424~~622,~~923~~965.3933 Total Withdrawals (Pool Distribution Amount) 1415,~~464~~364,~~799~~271.8995 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~381~~368,~~439~~117.0822 Credit Risk Management Fee- Clayton Fixed Income 109,~~298~~939.8617 Master Servicing Fee- Wells Fargo Bank, N.A. 2,~~670~~576.0882 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~394~~380,~~408~~633.0221 *Servicer Payees include: OCWEN LOAN SERVICING, LLC

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Reserve Fund- Wells Fargo Bank, N.A. 1,000.00 ~~628~~0.9000 ~~628~~0.9000 1,000.00 Supplemental Interest Trust 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 Contract- Barclays Bank PLC 0.00 0.00 0.00 Group II Cap Contract- Barclays Bank PLC 0.00 0.00 0.00 Interest Rate SWAP Agreement- Deutsche Bank AG 03,234,268.0017 03,246,086.0045 0(11,818.0028)

Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~639319~~633623 8.~~554210~~520759 Weighted Average Net Rate 8.~~139319~~133623 8.~~054210~~020759 Weighted Average Pass-Through Rate 8.~~122319~~116623 8.~~037210~~003759 Weighted Average Remaining Term ~~349~~345 ~~338~~336 Principal And Interest Constant 2,~~972~~859,~~954~~254.9891 3,~~870~~736,~~352~~390.4300 Beginning Loan Count 2,~~322~~235 2,~~737~~611 Loans Paid in Full 2021 1236 Ending Loan Count 2,~~302~~214 2,~~725~~575 Beginning Scheduled Balance ~~393~~378,~~533~~142,~~335~~935.0629 ~~521~~505,~~920~~338,~~439~~390.9225 Ending Scheduled Balance ~~388~~374,~~983~~270,~~293~~619.9884 ~~520~~500,~~261~~869,~~564~~653.3971 Actual Ending Collateral Balance ~~389~~374,~~180~~549,~~901~~916.3805 ~~520~~501,~~517~~247,~~688~~387.1217 Scheduled Principal ~~139~~138,~~738~~635.35 ~~149~~148,~~838~~167.1364 Unscheduled Principal 43,~~410~~733,~~302~~680.7310 14,~~509~~320,~~037~~568.4090 Negative Amortized Principal 0.00 0.00 Scheduled Interest 2,~~833~~720,~~216~~619.6356 3,~~720~~588,~~514~~222.3036 Servicing Fees ~~163~~157,~~972~~559.2356 ~~217~~210,~~466~~557.8566 Master Servicing Fees 1,~~147~~102.8192 1,~~522~~473.2790 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 4,~~427~~254.2511 5,~~871~~685.6106 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~663~~557,~~669~~702.3497 3,~~495~~370,~~653~~505.5774 Realized Loss Amount 010.0050 01,643,071.0097 Cumulative Realized Loss ~~107~~436,~~296~~804.5799 ~~140~~5,~~273~~957,720.0001 Percentage of Cumulative Losses 0.~~0263~~1070 01.~~0258~~0975 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 7537,~~576~~217.6302 1726,~~552~~168.3424 Prepayment Penalty Paid Count 1410 46 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~590797~~494661 Weighted Average Net Rate 87.~~090797~~994661 Weighted Average Pass-Through Rate 87.~~073797~~977660 Weighted Average Remaining Term ~~343~~340 Principal And Interest Constant 6,~~843~~595,~~307~~644.4191 Beginning Loan Count 54,~~059~~846 Loans Paid in Full 3257 Ending Loan Count 54,~~027~~789 Beginning Scheduled Balance ~~915~~883,~~453~~481,~~774~~325.9854 Ending Scheduled Balance ~~909~~875,~~244~~140,~~858~~273.3755 Actual Ending Collateral Balance ~~909~~875,~~698~~797,~~589~~303.5022 Scheduled Principal ~~289~~286,~~576~~802.4899 Unscheduled Principal 58,~~919~~054,~~340~~249.1300 Negative Amortized Principal 0.00 Scheduled Interest 6,~~553~~308,~~730~~841.9392 Servicing Fees ~~381~~368,~~439~~117.0822 Master Servicing Fees 2,~~670~~576.0882 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 109,~~298~~939.8617 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 65,~~159~~928,~~322~~208.9171 Realized Loss Amount 01,643,082.0047 Cumulative Realized Loss ~~247~~6,~~569~~394,525.5700 Percentage of Cumulative Losses 0.~~0260~~6723 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 9363,~~128~~385.9726 Prepayment Penalty Paid Count 1816 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Three-Month Rolling Delinquency Average 21.010648% Credit Enhancement Percentage 28.912059% Delinquency % 24.331326% Net Monthly Excess Cashflow 2,056,459.65 Extraordinary Trust Fund Expenses 0.00 Relief Act Interest Shortfalls 0417.0070 Structural Reporting ~~Net Monthly Excess Cashflow 1,977,268.10~~ Overcollateralization Amount 50,413,972.96 Overcollateralization Reduction Amount 0.00 Overcollateralization Increase Amount 0.00 ~~Three-Month Rolling Delinquency Average 8.544584% Credit Enhancement Percentage 27.827606%~~ Required Overcollateralization Amount 50,413,972.96 ~~Stepdown~~Trigger ~~Occured~~Event Reporting Optional Termination Date NO ~~Trigger~~Stepdown ~~Event~~Occured ~~Reporting~~NO Delinquency Trigger Trigger Result Fail Threshold Value 8.~~370544~~696747% Calculated Value 924.~~800833~~331326% Cumulative Loss Trigger Trigger Result N/A Threshold Value 0.000000% Calculated Value 0.000000% Trigger Event Trigger Result N/A NOTE: * The Cumulative Loss Trigger Event becomes effective starting on the February 2009 distribution cycle

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 25 0 0 25 ~~357~~718,~~683~~323.7180 0.00 0.00 ~~357~~718,~~683~~323.7180 30 Days ~~272~~331 21 0 0 ~~274~~332 5163,~~608~~931,~~201~~834.1223 ~~143~~87,~~470~~780.1762 0.00 0.00 5164,~~751~~019,~~671~~614.2985 60 Days ~~179~~206 13 10 0 ~~181~~209 3536,~~278~~454,~~894~~966.7896 32122,~~411~~037.6053 ~~209,502~~0.3500 0.00 3536,~~520~~577,~~808~~004.7349 90 Days 8285 35 7094 0 ~~155~~184 1114,~~446~~139,~~751~~240.3166 ~~164~~308,~~953~~238.1803 1826,~~619~~875,~~628~~192.8362 0.00 3041,~~231~~322,~~333~~671.3231 120 Days 4575 59 5481 24 ~~106~~169 69,~~731~~497,~~702~~664.9148 1690,~~107,086~~483.5609 1420,~~648~~528,~~368~~910.8545 ~~158~~379,~~086~~533.4009 2231,~~645~~096,~~244~~591.7211 150 Days 2456 21 4270 35 71132 17,~~766~~267,~~100~~929.3248 ~~337~~199,~~130~~287.3340 1119,~~247~~953,~~088~~936.2576 ~~214~~683,~~875~~840.5628 1328,~~565~~104,~~194~~993.4692 180+ Days 930 215 25138 9131 45314 ~~595~~4,~~485~~408,731.5635 ~~263~~3,~~756~~395,196.2328 434,~~866~~964,~~335~~401.7701 133,~~771~~439,~~535~~504.1991 776,~~497~~207,~~112~~833.7555 Totals ~~611~~783 1739 ~~192~~383 14140 ~~834~~1,345 ~~107~~135,~~427~~700,~~136~~367.0016 25,~~406~~521,~~491~~346.7875 49102,~~590~~322,~~924~~440.0584 234,~~144~~502,~~497~~878.1528 ~~161~~278,~~569~~047,~~048~~033.9803 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.~~039785~~104406% 0.000000% 0.000000% 0.~~039785~~104406% 0.~~039319~~082019% 0.000000% 0.000000% 0.~~039319~~082019% 30 Days 56.~~410782~~911673% 0.~~039785~~020881% 0.000000% 0.000000% 56.~~450567~~932554% 57.~~673110~~299844% 0.~~015771~~010023% 0.000000% 0.000000% 57.~~688881~~309867% 60 Days 34.~~560772~~301524% 0.~~019893~~062644% 0.~~019893~~000000% 0.000000% 34.~~600557~~364168% 34.~~878086~~162489% 0.~~003563~~013934% 0.~~023030~~000000% 0.000000% 34.~~904679~~176424% 90 Days 1.~~631192~~774901% 0.~~059678~~104406% 1.~~392481~~962831% 0.000000% 3.~~083350~~842138% 1.~~258302~~614442% 0.~~018133~~035195% 23.~~046791~~068654% 0.000000% 34.~~323225~~718292% 120 Days 01.~~895166~~566089% 0.~~099463~~187931% 1.~~074199~~691376% 0.~~039785~~083525% 23.~~108613~~528920% 01.~~739993~~084459% 0.~~121698~~078841% 12.~~610244~~344025% 0.~~017378~~043336% 23.~~489313~~550661% 150 Days 01.~~477422~~169346% 0.~~039785~~020881% 01.~~835488~~461683% 0.~~059678~~104406% 12.~~412373~~756317% 0.~~194141~~829864% 0.~~037060~~022755% 12.~~236353~~278374% 0.~~023621~~078082% 13.~~491175~~209075% 180+ Days 0.~~179033~~626436% 0.~~039785~~313218% 02.~~497315~~881604% 02.~~179033~~735435% 06.~~895166~~556692% 0.~~065460~~503396% 0.~~028994~~387669% 03.~~534939~~992294% 03.~~194739~~818179% 08.~~824132~~701538% Totals 1216.~~154366~~349969% 0.~~338174~~814366% 37.~~819375~~997494% 02.~~278496~~923366% 1628.~~590412~~085195% 1115.~~809091~~494495% 0.~~264537~~630437% 511.~~451358~~683347% 03.~~235737~~939596% 1731.~~760723~~747875% 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,~~896~~635,~~445~~756.7257

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 2 0 0 2 ~~357~~327,~~683~~716.7104 0.00 0.00 ~~357~~327,~~683~~716.7104 30 Days ~~133~~142 20 0 0 ~~135~~142 2223,~~638~~049,~~594~~813.2905 ~~143,470~~0.1700 0.00 0.00 2223,~~782~~049,~~064~~813.4605 60 Days 7184 0 1 0 720 1285 14,~~080~~031,~~004~~185.2072 75,388.67 0.00 ~~209,502.35~~ 0.00 1214,~~289~~106,~~506~~574.5539 90 Days 3133 03 2434 0 5570 35,~~506~~472,~~933~~779.1820 0198,304.0084 57,~~117~~317,~~332~~498.7515 0.00 812,~~624~~988,~~265~~582.9319 120 Days 1130 4 1734 23 3471 13,~~523~~377,~~679~~682.6493 ~~720~~372,~~626~~352.9094 36,~~117~~867,~~613~~182.8314 ~~158~~285,~~086~~107.4043 510,~~520~~902,~~006~~325.7744 150 Days 418 21 1528 14 2251 ~~464~~2,~~709~~707,311.9520 ~~337~~199,~~130~~287.3340 36,~~266~~724,~~220~~458.9812 59628,~~167~~091.4373 410,~~127~~259,~~228~~148.6945 180+ Days 010 24 962 239 13115 01,391,579.0004 ~~263~~914,~~756~~690.2320 111,~~236~~584,~~219~~399.8600 ~~240~~6,~~000~~973,208.0021 120,~~739~~863,~~976~~876.0945 Totals ~~250~~317 1215 66158 546 ~~333~~536 4050,~~213~~030,~~921~~351.2614 12,~~822~~087,~~667~~740.3409 1232,~~946~~493,~~889~~537.7741 ~~457~~7,~~253~~886,407.8337 5592,~~440~~498,~~732~~036.2001 0-29 Days 0.~~086881~~090334% 0.000000% 0.000000% 0.~~086881~~090334% 0.~~091907~~087496% 0.000000% 0.000000% 0.~~091907~~087496% 30 Days 56.~~777585~~413731% 0.~~086881~~000000% 0.000000% 0.000000% 56.~~864466~~413731% 56.~~816985~~154003% 0.~~036865~~000000% 0.000000% 0.000000% 56.~~853850~~154003% 60 Days 3.~~084275~~794038% 0.~~000000~~045167% 0.~~043440~~000000% 0.000000% 3.~~127715~~839205% 3.~~103956~~746146% 0.~~000000~~020128% 0.~~053832~~000000% 0.000000% 3.~~157788~~766274% 90 Days 1.~~346655~~490515% 0.~~000000~~135501% 1.~~042572~~535682% 0.000000% 23.~~389227~~161698% 01.~~901106~~461162% 0.~~000000~~052945% 1.~~314898~~953678% 0.000000% 23.~~216004~~467784% 120 Days 01.~~477845~~355014% 0.~~173762~~180668% 01.~~738488~~535682% 0.~~086881~~135501% 13.~~476977~~206865% 0.~~391509~~901798% 0.~~185165~~099413% 01.~~801071~~833449% 0.~~040620~~076120% 12.~~418365~~910780% 150 Days 0.~~173762~~813008% 0.~~086881~~045167% 01.~~651607~~264679% 0.~~043440~~180668% 02.~~955691~~303523% 0.~~119407~~722817% 0.~~086626~~053207% 01.~~839255~~795344% 0.~~015203~~167692% 12.~~060491~~739060% 180+ Days 0.~~000000~~451671% 0.~~086881~~180668% 02.~~390964~~800361% 01.~~086881~~761518% 05.~~564726~~194219% 0.~~000000~~371534% 0.~~067772~~244210% 03.~~317647~~092885% 01.~~061668~~861757% 05.~~447087~~570386% Totals 1014.~~860122~~317977% 0.~~521286~~677507% 27.~~867072~~136405% 02.~~217202~~077687% 1424.~~465682~~209575% 1013.~~332964~~357459% 0.~~468334~~557400% 38.~~326702~~675356% 02.~~117491~~105569% 1424.~~245491~~695783% 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 03 0 0 03 0390,607.0076 0.00 0.00 0390,607.0076 30 Days ~~139~~189 01 0 0 ~~139~~190 2840,~~969~~882,~~606~~021.8318 087,780.0062 0.00 0.00 2840,969,~~606~~801.8380 60 Days ~~108~~122 12 0 0 ~~109~~124 2322,~~198~~423,~~890~~781.5824 3246,~~411~~648.6086 0.00 0.00 2322,~~231~~470,~~302~~430.1810 90 Days 5152 32 4660 0 ~~100~~114 78,~~939~~666,~~818~~461.1346 ~~164~~109,~~953~~933.1819 1319,~~502~~557,~~296~~694.0847 0.00 2128,~~607~~334,~~067~~089.3912 120 Days 3445 15 3747 01 7298 56,~~208~~119,~~023~~981.2755 ~~386~~318,~~459~~130.6615 1113,~~530~~661,~~755~~728.0231 094,425.0066 1720,~~125~~194,~~237~~265.9567 150 Days 2038 0 2742 21 4981 14,~~301~~560,~~390~~618.3728 0.00 713,~~980~~229,~~867~~478.2764 ~~155~~55,~~708~~748.1355 917,~~437~~845,~~965~~845.7747 180+ Days 920 011 1676 792 32199 ~~595~~3,~~485~~017,152.5631 02,480,506.0008 323,~~630~~380,~~115~~002.9101 126,~~531~~466,~~535~~296.1970 555,~~757~~343,~~136~~957.6610 Totals ~~361~~466 524 ~~126~~225 994 ~~501~~809 6785,~~213~~670,~~214~~016.7402 ~~583~~3,~~824~~433,606.4466 3669,~~644~~828,~~034~~903.2843 126,~~687~~616,~~243~~470.3291 ~~106~~185,~~128~~548,~~316~~997.7802 0-29 Days 0.~~000000~~116505% 0.000000% 0.000000% 0.~~000000~~116505% 0.~~000000~~077927% 0.000000% 0.000000% 0.~~000000~~077927% 30 Days 57.~~100917~~339806% 0.~~000000~~038835% 0.000000% 0.000000% 57.~~100917~~378641% 58.~~565537~~156057% 0.~~000000~~017512% 0.000000% 0.000000% 58.~~565537~~173569% 60 Days 34.~~963303~~737864% 0.~~036697~~077670% 0.000000% 0.000000% 4.~~000000~~815534% 4.~~456888~~473596% 0.~~006227~~009307% 0.000000% 0.000000% 4.~~463115~~482902% 90 Days 12.~~871560~~019417% 0.~~110092~~077670% 12.~~688073~~330097% 0.000000% 34.~~669725~~427184% 1.~~525370~~728979% 0.~~031690~~021932% 23.~~594013~~901805% 0.000000% 45.~~151073~~652716% 120 Days 1.~~247706~~747573% 0.~~036697~~194175% 1.~~357798~~825243% 0.~~000000~~038835% 23.~~642202~~805825% 1.~~000547~~220950% 0.~~074245~~063468% 2.~~215247~~725546% 0.~~000000~~018838% 34.~~290040~~028802% 150 Days 01.~~733945~~475728% 0.000000% 01.~~990826~~631068% 0.~~073394~~038835% 13.~~798165~~145631% 0.~~250018~~909854% 0.000000% 12.~~533256~~639311% 0.~~029914~~011122% 13.~~813188~~560287% 180+ Days 0.~~330275~~776699% 0.~~000000~~427184% 02.~~587156~~951456% 03.~~256881~~572816% 17.~~174312~~728155% 0.~~114403~~601929% 0.~~000000~~494867% 04.~~697405~~664364% 05.~~294233~~280087% 111.~~106041~~041246% Totals 1318.~~247706~~097087% 0.~~183486~~932039% 48.~~623853~~737864% 03.~~330275~~650485% 1831.~~385321~~417476% 1217.~~912763~~091364% 0.~~112162~~685012% 713.~~039921~~931026% 05.~~324147~~310047% 2037.~~388993~~017449% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary Summary Group I Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 4585 720,~~497~~705,~~112~~406.7525 02.~~824~~364 1331 5,929,550.79 1.583 210 - 239 90 21,~~739~~800,~~976~~055.0906 2.489 27 4,894,692.20 1.307 240 - 269 64 16,548,336.38 1.890 26 4,700,647.04 1.255 270 - 299 46 11,485,349.12 1.311 19 3,683,979.69 0.~~447~~984 ~~Total~~300 45- 7329 29 5,~~497~~668,~~112~~686.7574 0.~~824~~647 1312 1,~~739~~655,~~976~~006.0973 0.~~447~~442 Total 314 76,207,833.55 8.701 115 20,863,876.45 5.571

180+ Delinquency Summary (continued) Group II Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 3254 514,~~757~~775,~~136~~855.6646 2.948 210 - 239 63 16,905,362.86 3.373 240 - 269 38 11,847,689.34 2.364 270 - 299 27 7,801,369.43 1.~~106~~556 300 - 329 17 4,013,680.01 0.801 Total 32199 555,~~757~~343,~~136~~957.6610 111.~~106~~042 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 847 ~~Jul~~Nov-06 0.000% Original Principal Balance 112,~~112~~675,~~724~~206.00 ~~Aug~~Dec-06 0.000% Current Actual Balance 112,~~111~~665,~~805~~535.8593 ~~Sep~~Jan-0607 0.000% ~~Oct~~Feb-0607 0.000% Current REO Total ~~Nov~~Mar-0607 0.000% Loans in REO 14140 ~~Dec~~Apr-0607 0.~~000~~009% Original Principal Balance 234,~~147~~527,~~174~~619.00 ~~Jan~~May-07 0.~~000~~113% Current Actual Balance 234,~~144~~502,~~497~~878.1528 ~~Feb~~Jun-07 0.~~000~~236% ~~Mar~~Jul-07 0.~~000~~659% ~~Apr~~Aug-07 0.~~009~~941% ~~May~~Sep-07 02.~~113~~470% ~~Jun~~Oct-07 03.~~236~~940% *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 314 ~~Jul~~Nov-06 0.000% Original Principal Balance ~~217~~2,~~600~~728,283.00 ~~Aug~~Dec-06 0.000% Current Actual Balance ~~217~~2,~~253~~725,001.8387 ~~Sep~~Jan-0607 0.000% ~~Oct~~Feb-0607 0.000% Current REO Total ~~Nov~~Mar-0607 0.000% Loans in REO 544 ~~Dec~~Apr-0607 0.000% Original Principal Balance ~~457~~7,~~600~~488,313.00 ~~Jan~~May-07 0.~~000~~061% Current Actual Balance ~~457~~7,~~253~~482,739.8324 ~~Feb~~Jun-07 0.~~000~~117% ~~Mar~~Jul-07 0.~~000~~372% ~~Apr~~Aug-07 0.~~000~~513% ~~May~~Sep-07 01.~~061~~364% ~~Jun~~Oct-07 02.~~117~~106% *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 REO History* New REO Loans Month REO Percentage Loans in REO 532 ~~Jul~~Nov-06 0.000% Original Principal Balance ~~895~~9,~~124~~678,923.00 ~~Aug~~Dec-06 0.000% Current Actual Balance ~~894~~9,~~552~~673,081.0280 ~~Sep~~Jan-0607 0.000% ~~Oct~~Feb-0607 0.000% Current REO Total ~~Nov~~Mar-0607 0.000% Loans in REO 992 ~~Dec~~Apr-0607 0.~~000~~016% Original Principal Balance 126,~~689~~209,~~574~~256.00 ~~Jan~~May-07 0.~~000~~152% Current Actual Balance 126,~~687~~191,~~243~~231.3282 ~~Feb~~Jun-07 0.~~000~~324% ~~Mar~~Jul-07 0.~~000~~873% ~~Apr~~Aug-07 01.~~016~~262% ~~May~~Sep-07 03.~~152~~298% ~~Jun~~Oct-07 05.~~324~~310% *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.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Group I 0112583718 Oct-2007 01-Jun-2006 IN 80.00 81,200.00 Group I 0112583739 Jun-2007 01-Jul-2006 MI 80.00 85,600.00 Group I 0112590722 Sep-2007 01-Jul-2006 MI 100.00 125,000.00 Group I 0112701469 Sep-2007 01-Sep-2006 CA 80.00 328,800.00 Group I 0112907249 Aug-2007 01-Sep-2006 MI 80.00 55,920.00 Group I 0112907256 Jun-2007 01-Aug-2006 MI 80.00 72,800.00 Group I 0112907297 Oct-2007 01-Sep-2006 MI 80.00 95,920.00 Group I 0112915029 Jul-2007 01-Sep-2006 WA 90.00 175,500.00 Group I 0112915042 Oct-2007 01-Sep-2006 TN 100.00 133,603.00 Group I 0112915108 Sep-2007 01-Sep-2006 GA 100.00 122,600.00 Group I 0112915577 Sep-2007 01-Sep-2006 FL 90.00 222,300.00 Group I 0112915709 Sep-2007 01-Sep-2006 MD 80.00 135,200.00 Group I 0113045182 Jul-2007 01-Oct-2006 KS 80.00 124,800.00 Group I 0113074550 Oct-2007 01-Sep-2006 MI 100.00 130,000.00 Group I 0113180168 Oct-2007 01-Oct-2006 WA 80.00 214,000.00 Group I 0113180181 Jul-2007 01-Oct-2006 FL 90.00 242,550.00 Group I 0113193920 Sep-2007 01-Oct-2006 CA 85.00 221,000.00 Group I 0113224548 Jun-2007 01-Oct-2006 MO 80.00 59,200.00 Group I 0113258734 Oct-2007 01-Oct-2006 NC 100.00 116,900.00 Group I 0113258746 Oct-2007 01-Oct-2006 MI 75.00 60,000.00 Group I 0113258786 Oct-2007 01-Oct-2006 AZ 90.00 323,910.00 Group I 0113258903 Oct-2007 01-Oct-2006 VA 100.00 280,000.00 Group I 0113259099 Sep-2007 01-Oct-2006 TX 100.00 65,000.00 Group I 0113328388 May-2007 01-Nov-2006 MO 80.00 144,000.00 Group I 0113417075 Sep-2007 01-Nov-2006 CO 95.00 108,110.00 Group I 0113417105 Aug-2007 01-Nov-2006 CO 100.00 106,500.00 Group I 0113433119 Jul-2007 01-Nov-2006 AZ 90.00 256,500.00 Group I 0113433139 Jul-2007 01-Nov-2006 NV 70.00 175,000.00 Group I 0113495386 Sep-2007 01-Nov-2006 CO 80.00 168,000.00 Group I 0113535535 Oct-2007 01-Nov-2006 CA 80.00 368,000.00 Group I 0113538860 Oct-2007 01-Oct-2006 GA 85.00 99,450.00 Group I 0113538861 Sep-2007 01-Nov-2006 CA 76.56 356,000.00 Group I 0113553412 Jul-2007 01-Nov-2006 MS 90.00 97,200.00 Group I 0113553423 Sep-2007 01-Nov-2006 MI 85.00 91,375.00 Group I 0113553441 Sep-2007 01-Nov-2006 GA 95.00 227,525.00 Group I 0113553480 Aug-2007 01-Nov-2006 MO 95.00 161,500.00 Group I 0113553481 Oct-2007 01-Nov-2006 CO 85.00 382,500.00 Group I 0113553532 ~~May~~Sep-2007 01-Nov-2006 MI 80.00 96,000.00 Group I 0113598864 Aug-2007 01-Nov-2006 AZ 90.00 202,500.00 Group I 0113603348 Sep-2007 01-Dec-2006 CO 80.00 176,000.00 Group I 0113622004 Sep-2007 01-Nov-2006 CA 80.00 272,000.00 Group I 0113730213 Sep-2007 01-Dec-2006 CO 80.00 176,000.00 Group I 0113798965 Oct-2007 01-Dec-2006 AZ 90.00 190,800.00 Group I 0114008896 Oct-2007 01-Jan-2007 CA 90.00 252,000.00 Group I 0114034184 Sep-2007 01-Jan-2007 CO 80.00 168,000.00 Group I 0114038705 Sep-2007 01-Jan-2007 CO 80.00 145,600.00 Group II 0111756031 Sep-2007 01-Feb-2006 TX 85.00 62,900.00 Group II 0112583752 Apr-2007 01-Aug-2006 MI 80.00 83,200.00 Group II 0112590464 Jul-2007 01-Jul-2006 CO 90.00 310,500.00 Group II 0112590558 Sep-2007 01-Jul-2006 NV 80.00 349,079.00 Group II 0112590663 Jun-2007 01-Jul-2006 AZ 80.00 200,404.00 Group II 0112590695 May-2007 01-Jul-2006 MO 80.00 600,000.00 Group II 0112590710 Jun-2007 01-Jul-2006 AZ 80.00 167,920.00 Group II 0112590739 Sep-2007 01-Jun-2006 GA 80.00 116,000.00 Group II 0112661984 Sep-2007 01-Aug-2006 WA 90.00 295,200.00 Group II 0112663418 Sep-2007 01-Jul-2006 MI 80.00 268,000.00 Group II 0112663488 Oct-2007 01-Aug-2006 AZ 80.00 165,600.00 Group II 0112663498 Jul-2007 01-Aug-2006 MI 90.00 113,400.00 Group II 0112663510 Oct-2007 01-Aug-2006 FL 80.00 439,200.00 Group II 0112663528 Sep-2007 01-Jul-2006 TX 100.00 127,090.00 Group II 0112665924 Oct-2007 01-Aug-2006 RI 80.00 268,000.00 Group II 0112679241 Sep-2007 01-Sep-2006 MI 80.00 187,920.00 Group II 0112692756 Oct-2007 01-Sep-2006 CA 80.00 172,800.00 Group II 0112701465 Jul-2007 01-Sep-2006 CA 80.00 384,000.00 Group II 0112907235 Oct-2007 01-Sep-2006 OH 80.00 74,400.00 Group II 0112907246 May-2007 01-Aug-2006 MI 80.00 56,000.00 Group II 0112907288 Jun-2007 01-Aug-2006 MI 80.00 100,000.00 Group II 0112915101 Oct-2007 01-Sep-2006 TX 80.00 720,000.00 Group II 0112915103 Oct-2007 01-Sep-2006 GA 95.00 180,975.00 Group II 0112915141 Sep-2007 01-Sep-2006 AZ 80.00 224,800.00 Group II 0112915163 Jul-2007 01-Aug-2006 MI 85.00 174,250.00 Group II 0112915166 Oct-2007 01-Sep-2006 TX 80.00 56,000.00 Group II 0112915490 Aug-2007 01-Aug-2006 KS 85.00 70,550.00 Group II 0112915661 Sep-2007 01-Aug-2006 NM 100.00 219,000.00 Group II 0112942332 Sep-2007 01-Sep-2006 NV 80.00 236,000.00 Group II 0113074546 Sep-2007 01-Sep-2006 GA 80.00 94,000.00 Group II 0113180169 Oct-2007 01-Oct-2006 CO 80.00 256,800.00 Group II 0113198904 Oct-2007 01-Oct-2006 CA 80.00 336,000.00 Group II 0113221712 Sep-2007 01-Oct-2006 CA 80.00 292,000.00 Group II 0113224525 Jul-2007 01-Oct-2006 MI 80.00 65,600.00 Group II 0113231169 Aug-2007 01-Oct-2006 NV 80.00 165,600.00 Group II 0113231184 Oct-2007 01-Oct-2006 CA 80.00 218,000.00 Group II 0113231192 Oct-2007 01-Oct-2006 CA 78.02 550,000.00 Group II 0113258785 Sep-2007 01-Oct-2006 NV 94.99 351,200.00 Group II 0113258815 Oct-2007 01-Oct-2006 AZ 80.00 248,000.00 Group II 0113258928 Oct-2007 01-Oct-2006 TX 100.00 125,000.00 Group II 0113258968 Jul-2007 01-Oct-2006 TX 80.00 158,000.00 Group II 0113258998 Aug-2007 01-Oct-2006 NV 80.00 227,200.00 Group II 0113300038 Sep-2007 01-Oct-2006 CA 80.00 248,000.00 Group II 0113313597 Oct-2007 01-Nov-2006 CA 80.00 216,000.00 Group II 0113317227 Sep-2007 01-Oct-2006 AZ 80.00 250,400.00 Group II 0113317235 Oct-2007 01-Oct-2006 CA 80.00 308,000.00 Group II 0113317238 Oct-2007 01-Nov-2006 AZ 80.00 257,408.00 Group II 0113348814 Sep-2007 01-Nov-2006 CA 80.00 336,000.00 Group II 0113352649 Oct-2007 01-Nov-2006 CA 90.00 553,500.00 Group II 0113356753 Sep-2007 01-Nov-2006 CA 80.00 620,000.00 Group II 0113356759 Sep-2007 01-Nov-2006 CA 80.00 180,000.00 Group II 0113417692 Jul-2007 01-Nov-2006 CA 80.00 655,200.00 Group II 0113474726 Jun-2007 01-Nov-2006 AZ 80.00 208,000.00 Group II 0113495378 Sep-2007 01-Nov-2006 CA 86.80 421,000.00 Group II 0113538855 Sep-2007 01-Nov-2006 CA 77.60 499,000.00 Group II 0113538868 Oct-2007 01-Oct-2006 CA 80.00 334,400.00 Group II 0113538930 Oct-2007 01-Oct-2006 FL 80.00 312,000.00 Group II 0113553546 Jul-2007 01-Nov-2006 AZ 80.00 213,600.00 Group II 0113553559 Aug-2007 01-Oct-2006 MI 95.00 124,450.00 Group II 0113553699 Jul-2007 01-Nov-2006 TX 100.00 107,000.00 Group II 0113553723 Jun-2007 01-Nov-2006 TN 80.00 218,800.00 Group II 0113553744 Sep-2007 01-Nov-2006 CO 85.00 137,700.00 Group II 0113553755 May-2007 01-Nov-2006 MI 85.00 55,250.00 Group II 0113553762 Oct-2007 01-Nov-2006 MS 100.00 120,000.00 Group II 0113573872 Sep-2007 01-Nov-2006 CO 80.00 156,000.00 Group II 0113574039 Sep-2007 01-Nov-2006 CA 80.00 312,000.00 Group II 0113598859 Sep-2007 01-Dec-2006 CA 80.00 268,000.00 Group II 0113598863 Oct-2007 01-Dec-2006 NV 80.00 404,000.00 Group II 0113622000 Oct-2007 01-Dec-2006 CA 80.00 354,320.00 Group II 0113622017 Aug-2007 01-Dec-2006 CA 80.00 368,000.00 Group II 0113653354 Aug-2007 01-Dec-2006 CA 80.00 600,000.00 Group II 0113653358 Oct-2007 01-Dec-2006 CA 80.00 246,400.00 Group II 0113666066 Sep-2007 01-Dec-2006 CA 80.00 272,000.00 Group II 0113681074 Aug-2007 01-Dec-2006 NV 80.00 152,000.00 Group II 0113718417 Sep-2007 01-Dec-2006 GA 90.00 307,800.00 Group II 0113718441 Jul-2007 01-Dec-2006 NC 80.00 103,920.00 Group II 0113722278 Oct-2007 01-Dec-2006 CA 80.00 328,000.00 Group II 0113729205 Sep-2007 01-Dec-2006 AZ 80.00 448,000.00 Group II 0113756732 Sep-2007 01-Dec-2006 CA 80.00 299,200.00 Group II 0113756739 Oct-2007 01-Dec-2006 CA 80.00 228,000.00 Group II 0113756740 Jul-2007 01-Dec-2006 AZ 80.00 260,000.00 Group II 0113772247 Aug-2007 01-Dec-2006 CA 80.00 491,200.00 Group II 0113836916 Sep-2007 01-Sep-2006 CA 80.00 508,000.00 Group II 0113854058 Oct-2007 01-Dec-2006 CA 80.00 292,000.00 Group II 0113907898 Sep-2007 01-Jan-2007 CA 80.00 488,000.00 Group II 0113963520 Oct-2007 01-Jan-2007 MI 90.00 94,500.00 Group II 0113996055 Oct-2007 01-Dec-2006 CO 80.00 239,160.00 Group II 0114024057 Oct-2007 01-Jan-2007 CA 80.00 383,960.00 Group II 0114024060 Oct-2007 01-Jan-2007 CA 95.00 484,500.00 Group II 0114034162 Oct-2007 01-Jan-2007 CA 80.00 420,000.00 Group II 0114034163 Sep-2007 01-Jan-2007 CA 80.00 560,000.00 Group II 0114034175 Sep-2007 01-Jan-2007 CA 80.00 620,000.00 Group II 0114034190 Sep-2007 01-Jan-2007 CA 80.00 500,000.00 Group II 0114038709 Oct-2007 01-Jan-2007 CA 80.00 560,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0112583718 80,904.58 01-Oct-2006 10 9.850% 5,653.49 Group I 0112583739 85,418.58 01-Dec-2006 48 11.150% 36,~~786~~810.12 Group I 0112590722 124,773.85 01-Jan-2007 7 9.990% 8,874.50 Group I 0112701469 328,800.00 01-Dec-2006 8 7.990% 18,470.34 Group I 0112907249 55,724.06 01-Jan-2007 7 7.850% 3,062.84 Group I 0112907256 72,667.82 01-Dec-2006 48 11.000% 35,711.62 Group I 0112907297 95,611.37 01-Apr-2007 4 10.590% 4,818.49 Group I 0112915029 175,500.6000 01-Oct-2006 10 8.900% 11,056.50 Group I 0112915042 132,960.50 01-Mar-2007 5 8.400% 6,115.41 Group I 0112915108 122,322.82 01-Feb-2007 6 10.850% 8,428.54 Group I 0112915577 221,996.15 01-Nov-2006 9 9.900% 15,606.06 Group I 0112915709 135,200.00 01-Jan-2007 7 7.850% 7,452.90 Group I 0113045182 124,757.89 01-Nov-2006 9 9.800% 8,692.71 Group I 0113074550 129,649.97 01-Apr-2007 4 11.490% 7,118.01 Group I 0113180168 214,000.00 01-Jan-2007 7 8.150% 12,278.25 Group I 0113180181 242,366.55 01-Nov-2006 9 10.750% 18,587.85 Group I 0113193920 220,826.00 01-Dec-2006 8 8.325% 12,942.13 Group I 0113224548 59,167.43 01-Nov-2006 59 12.200% 25,~~881~~183.47 Group I 0113258734 116,569.13 01-Mar-2007 5 11.600% 7,540.34 Group I 0113258746 59,846.09 01-Apr-2007 4 11.000% 3,138.87 Group I 0113258786 323,758.53 01-Dec-2006 8 10.075% 23,231.06 Group I 0113258903 279,112.10 01-Mar-2007 5 9.250% 14,222.77 Group I 0113259099 64,888.81 01-Feb-2007 6 11.380% 4,700.82 Group I 0113328388 144,000.00 01-Oct-2006 610 9.050% 9,220.02 Group I 0113417075 108,110.00 01-Oct-2006 10 10.200% 7,856.56 Group I 0113417105 106,435.28 01-Jan-2007 7 9.550% 7,218.82 Group I 0113433119 256,359.60 01-Nov-2006 9 8.990% 16,268.38 Group I 0113433139 175,000.00 01-Oct-2006 10 11.100% 13,901.18 Group I 0113495386 168,000.00 01-Nov-2006 9 7.250% 8,505.00 Group I 0113535535 368,000.00 01-Jan-2007 7 7.740% 19,982.43 Group I 0113538860 99,450.00 01-Mar-2007 5 8.850% 4,~~124~~844.5100 Group I 0113538861 356,000.00 01-Nov-2006 9 9.800% 24,831.00 Group I 0113553412 97,200.00 01-Oct-2006 10 10.450% 7,232.52 Group I 0113553423 91,227.84 01-Feb-2007 6 10.500% 6,072.92 Group I 0113553441 227,504.07 01-Nov-2006 9 11.750% 19,184.62 Group I 0113553480 161,301.58 01-Jan-2007 7 10.400% 11,956.24 Group I 0113553481 382,339.60 01-Nov-2006 9 10.250% 27,885.73 Group I 0113553532 96,000.00 01-Oct-2006 610 8.300% 35,~~110~~590.59 Group I 0113598864 202,500.00 01-Oct-2006 10 11.350% 16,466.02 Group I 0113603348 176,000.00 01-Dec-2006 8 7.550% 9,306.00 Group I 0113622004 271,800.72 01-Dec-2006 8 7.150% 13,530.59 Group I 0113730213 176,000.00 01-Jan-2007 7 7.650% 9,438.03 Group I 0113798965 190,800.00 01-Feb-2007 6 8.450% 10,112.40 Group I 0114008896 252,000.00 01-Jan-2007 7 8.350% 14,836.50 Group I 0114034184 168,000.00 01-Jan-2007 7 6.950% 8,127.00 Group I 0114038705 145,556.45 01-Jan-2007 7 7.850% 8,013.97 Group II 0111756031 62,546.45 01-Feb-2007 6 10.350% 4,100.46 Group II 0112583752 83,078.83 01-Oct-2006 610 9.600% 35,~~142~~649.1697 Group II 0112590464 309,957.39 01-Dec-2006 8 8.000% 17,408.64 Group II 0112590558 348,627.68 01-Nov-2006 9 8.400% 20,622.67 Group II 0112590663 200,185.08 01-Oct-2006 610 8.200% 611,~~413~~537.5362 Group II 0112590695 598,469.37 01-Oct-2006 610 8.300% 1934,~~386~~847.0316 Group II 0112590710 167,751.91 01-Oct-2006 610 8.500% 10,046.72 Group II 0112590739 115,368.83 01-Feb-2007 6 8.650% 6,254.35 Group II 0112661984 294,915.78 01-Dec-2006 8 9.400% 19,665.81 Group II 0112663418 267,045.13 01-Jan-2007 7 9.450% 17,886.92 Group II 0112663488 164,897.08 01-Feb-2007 6 8.600% 8,884.65 Group II 0112663498 113,106.26 01-Jan-2007 7 7.700% 6,099.57 Group II 0112663510 439,200.00 01-Nov-2006 9 8.900% 27,669.60 Group II 0112663528 126,715.30 01-Jan-2007 7 10.350% 9,344.39 Group II 0112665924 267,452.26 01-Nov-2006 9 9.375% 17,745.18 Group II 0112679241 187,651.96 01-Feb-2007 6 8.700% 10,249.41 Group II 0112692756 172,657.08 01-Nov-2006 9 8.250% 10,018.95 Group II 0112701465 383,830.37 01-Oct-2006 10 8.900% 24,142.49 Group II 0112907235 74,330.30 01-Oct-2006 10 9.750% 5,~~584~~139.5004 Group II 0112907246 55,893.10 01-Nov-2006 59 9.700% 23,~~138~~847.3325 Group II 0112907288 99,815.03 01-Nov-2006 59 9.850% 36,~~881~~979.17 Group II 0112915101 720,000.00 01-Feb-2007 6 8.350% 37,680.00 Group II 0112915103 180,609.06 01-Jan-2007 7 10.500% 13,522.69 Group II 0112915141 224,371.38 01-Nov-2006 9 8.300% 13,073.79 Group II 0112915163 173,608.75 01-Jan-2007 7 9.100% 11,172.00 Group II 0112915166 55,748.55 01-Mar-2007 5 8.400% 2,563.99 Group II 0112915490 70,448.33 01-Oct-2006 10 9.650% 4,817.49 Group II 0112915661 219,000.00 01-Oct-2006 10 10.890% 17,065.62 Group II 0112942332 235,659.35 01-Jan-2007 7 8.500% 14,124.71 Group II 0113074546 93,804.66 01-Feb-2007 6 11.490% 6,864.39 Group II 0113180169 256,567.45 01-Jan-2007 7 9.125% 16,582.33 Group II 0113198904 336,000.00 01-Jan-2007 7 7.990% 18,874.80 Group II 0113221712 291,475.34 01-Feb-2007 6 7.250% 13,099.36 Group II 0113224525 65,531.45 01-Dec-2006 8 11.150% 5,224.78 Group II 0113231169 165,517.71 01-Nov-2006 9 8.500% 9,915.77 Group II 0113231184 218,000.00 01-Jan-2007 7 8.500% 13,080.06 Group II 0113231192 549,433.16 01-Jan-2007 7 8.400% 32,519.17 Group II 0113258785 351,200.00 01-Jan-2007 7 9.200% 22,915.80 Group II 0113258815 247,285.94 01-Jan-2007 7 7.700% 13,313.68 Group II 0113258928 124,712.06 01-Feb-2007 6 9.890% 7,793.85 Group II 0113258968 157,786.83 01-Nov-2006 9 7.990% 8,826.65 Group II 0113258998 227,200.00 01-Nov-2006 9 9.400% 15,165.54 Group II 0113300038 248,000.00 01-Dec-2006 8 7.390% 12,815.46 Group II 0113313597 216,000.00 01-Jan-2007 7 7.250% 10,935.00 Group II 0113317227 249,707.39 01-Jan-2007 7 7.900% 13,819.10 Group II 0113317235 307,587.57 01-Jan-2007 7 7.490% 16,103.01 Group II 0113317238 257,408.00 01-Dec-2006 8 7.740% 13,977.27 Group II 0113348814 336,000.00 01-Dec-2006 8 7.350% 17,262.00 Group II 0113352649 553,120.85 01-Jan-2007 7 8.800% 34,399.29 Group II 0113356753 620,000.00 01-Dec-2006 8 6.600% 28,365.03 Group II 0113356759 179,926.52 01-Dec-2006 8 9.250% 11,795.52 Group II 0113417692 655,200.00 01-Oct-2006 10 8.240% 38,034.36 Group II 0113474726 208,000.00 01-Oct-2006 610 7.990% 11,660.37 Group II 0113495378 421,000.00 01-Nov-2006 9 9.500% 28,417.50 Group II 0113538855 498,770.87 01-Nov-2006 9 9.825% 34,783.40 Group II 0113538868 333,576.85 01-Jan-2007 7 8.475% 19,901.13 Group II 0113538930 312,000.00 01-Dec-2006 8 10.125% 22,522.50 Group II 0113553546 213,399.67 01-Oct-2006 10 7.380% 10,951.04 Group II 0113553559 124,233.62 01-Feb-2007 6 11.200% 8,~~481~~850.8867 Group II 0113553699 106,947.92 01-Nov-2006 9 9.550% 7,237.19 Group II 0113553723 218,800.00 01-Oct-2006 610 8.930% 713,~~663~~778.7257 Group II 0113553744 137,700.00 01-Oct-2006 10 11.350% 11,178.54 Group II 0113553755 55,250.00 01-Oct-2006 610 11.100% 24,~~435~~381.29 Group II 0113553762 119,835.96 01-Jan-2007 7 9.900% 8,432.47 Group II 0113573872 156,000.00 01-Nov-2006 9 7.450% 8,131.50 Group II 0113574039 311,806.44 01-Dec-2006 8 7.735% 16,892.43 Group II 0113598859 268,000.00 01-Dec-2006 8 7.900% 14,873.94 Group II 0113598863 403,875.26 01-Dec-2006 8 7.740% 21,895.75 Group II 0113622000 354,320.00 01-Jan-2007 7 8.990% 22,561.38 Group II 0113622017 368,000.00 01-Nov-2006 9 7.990% 20,672.46 Group II 0113653354 600,000.00 01-Nov-2006 9 7.950% 33,525.00 Group II 0113653358 246,400.00 01-Jan-2007 7 7.900% 13,675.14 Group II 0113666066 272,000.00 01-Dec-2006 8 7.300% 13,872.06 Group II 0113681074 152,000.00 01-Nov-2006 9 8.750% 9,391.74 Group II 0113718417 307,312.53 01-Feb-2007 6 9.200% 17,790.10 Group II 0113718441 103,920.00 01-Nov-2006 9 7.950% 5,782.43 Group II 0113722278 327,811.47 01-Jan-2007 7 8.000% 18,417.64 Group II 0113729205 447,653.33 01-Jan-2007 7 9.250% 29,377.26 Group II 0113756732 299,200.00 01-Dec-2006 8 7.740% 16,246.53 Group II 0113756739 228,000.00 01-Jan-2007 7 6.990% 11,097.90 Group II 0113756740 260,000.00 01-Nov-2006 9 7.490% 13,602.86 Group II 0113772247 491,200.00 01-Nov-2006 9 7.200% 24,682.77 Group II 0113836916 507,346.29 01-Dec-2006 8 7.630% 27,085.17 Group II 0113854058 291,826.72 01-Dec-2006 8 8.600% 17,674.43 Group II 0113907898 488,000.00 01-Dec-2006 8 8.250% 28,365.03 Group II 0113963520 94,425.66 01-Apr-2007 4 9.400% 4,199.87 Group II 0113996055 239,160.00 01-Feb-2007 6 7.510% 11,176.72 Group II 0114024057 383,960.00 01-Jan-2007 7 7.300% 19,582.02 Group II 0114024060 484,332.78 01-Jan-2007 7 7.350% 24,847.53 Group II 0114034162 420,000.00 01-Jan-2007 7 7.700% 22,680.00 Group II 0114034163 560,000.00 01-Dec-2006 8 7.475% 29,295.00 Group II 0114034175 620,000.00 01-Dec-2006 8 7.175% 31,038.75 Group II 0114034190 500,000.00 01-Dec-2006 8 7.225% 25,218.81 Group II 0114038709 560,000.00 01-Jan-2007 7 7.175% 28,035.00

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 83125 ~~Jul~~Nov-06 0.000% Original Principal Balance 2132,~~361~~835,~~146~~613.00 ~~Aug~~Dec-06 0.000% Current Actual Balance 2132,~~337~~769,~~025~~387.6145 ~~Sep~~Jan-0607 0.000% ~~Oct~~Feb-0607 0.000% Current Foreclosure Total ~~Nov~~Mar-0607 0.~~000~~789% Loans in Foreclosure ~~192~~383 ~~Dec~~Apr-0607 02.~~000~~150% Original Principal Balance 49102,~~632~~478,~~999~~365.00 ~~Jan~~May-07 03.~~000~~668% Current Actual Balance 49102,~~590~~322,~~924~~440.0584 ~~Feb~~Jun-07 05.~~000~~451% ~~Mar~~Jul-07 07.~~789~~429% ~~Apr~~Aug-07 29.~~150~~503% ~~May~~Sep-07 310.~~668~~158% ~~Jun~~Oct-07 511.~~451~~683% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2743 ~~Jul~~Nov-06 0.000% Original Principal Balance 58,~~975~~518,~~886~~546.00 ~~Aug~~Dec-06 0.000% Current Actual Balance 58,~~969~~497,~~368~~303.9297 ~~Sep~~Jan-0607 0.000% ~~Oct~~Feb-0607 0.000% Current Foreclosure Total ~~Nov~~Mar-0607 0.~~000~~534% Loans in Foreclosure 61144 ~~Dec~~Apr-0607 01.~~000~~436% Original Principal Balance 1230,~~220~~428,~~391~~012.00 ~~Jan~~May-07 02.~~000~~064% Current Actual Balance 1230,~~208~~368,~~679~~935.4935 ~~Feb~~Jun-07 03.~~000~~327% ~~Mar~~Jul-07 04.~~534~~678% ~~Apr~~Aug-07 16.~~436~~621% ~~May~~Sep-07 27.~~064~~500% ~~Jun~~Oct-07 38.~~327~~675% *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 Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 5072 ~~Jul~~Nov-06 0.000% Original Principal Balance 1422,~~465~~646,~~950~~269.00 ~~Aug~~Dec-06 0.000% Current Actual Balance 1422,~~450~~606,~~709~~105.7465 ~~Sep~~Jan-0607 0.000% ~~Oct~~Feb-0607 0.000% Current Foreclosure Total ~~Nov~~Mar-0607 0.~~000~~980% Loans in Foreclosure ~~118~~210 ~~Dec~~Apr-0607 02.~~000~~692% Original Principal Balance 3567,~~323~~604,~~299~~773.00 ~~Jan~~May-07 04.~~000~~877% Current Actual Balance 3567,~~296~~519,~~901~~482.1075 ~~Feb~~Jun-07 07.~~000~~040% ~~Mar~~Jul-07 09.~~980~~481% ~~Apr~~Aug-07 211.~~692~~663% ~~May~~Sep-07 412.~~877~~148% ~~Jun~~Oct-07 713.~~040~~931% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I 0112583717 Apr-2007 01-Jul-2006 MI 80.00 132,000.00 Group I 0112583718 Apr-2007 01-Jun-2006 IN 80.00 81,200.00 Group I 0112583732 Jun-2007 01-Aug-2006 KY 80.00 96,000.00 Group I 0112590504 May-2007 01-Jun-2006 MO 90.00 67,500.00 Group I 0112590796 Jun-2007 01-Jun-2006 OK 90.00 80,910.00 Group I 0112591061 Jun-2007 01-Jun-2006 TX 100.00 119,500.00 Group I 0112639743 Apr-2007 01-Jul-2006 LA 100.00 79,900.00 Group I 0112663402 Jun-2007 01-Aug-2006 MN 90.00 297,000.00 Group I 0112663460 May-2007 01-Aug-2006 FL 90.00 202,500.00 Group I 0112665919 Jun-2007 01-Aug-2006 FL 80.00 186,400.00 Group I 0112672707 Jun-2007 01-Sep-2006 WA 80.00 209,976.00 Group I 0112692773 Jun-2007 01-Sep-2006 OR 80.00 170,800.00 Group I 0112701469 May-2007 01-Sep-2006 CA 80.00 328,800.00 Group I 0112739472 Jun-2007 01-Sep-2006 CA 80.00 316,000.00 Group I 0112771950 May-2007 01-Sep-2006 FL 90.00 198,000.00 Group I 0112835468 Jun-2007 01-Sep-2006 FL 90.00 262,800.00 Group I 0112915029 Mar-2007 01-Sep-2006 WA 90.00 175,500.00 Group I 0112915161 Mar-2007 01-Aug-2006 IL 95.00 180,500.00 Group I 0112915199 Jun-2007 01-Sep-2006 WA 85.00 340,000.00 Group I 0112915577 Apr-2007 01-Sep-2006 FL 90.00 222,300.00 Group I 0112915695 May-2007 01-Sep-2006 IL 80.00 164,000.00 Group I 0113045182 Apr-2007 01-Oct-2006 KS 80.00 124,800.00 Group I 0113074513 Jun-2007 01-Sep-2006 FL 80.00 235,200.00 Group I 0113074567 Jun-2007 01-Sep-2006 TX 80.00 50,400.00 Group I 0113180168 Jun-2007 01-Oct-2006 WA 80.00 214,000.00 Group I 0113180181 Apr-2007 01-Oct-2006 FL 90.00 242,550.00 Group I 0113193920 May-2007 01-Oct-2006 CA 85.00 221,000.00 Group I 0113225187 Jun-2007 01-Sep-2006 NJ 80.00 119,200.00 Group I 0113258693 Jun-2007 01-Oct-2006 CO 60.53 92,000.00 Group I 0113258786 Jun-2007 01-Oct-2006 AZ 90.00 323,910.00 Group I 0113258854 Mar-2007 01-Oct-2006 WI 100.00 85,000.00 Group I 0113259026 Jun-2007 01-Oct-2006 IA 70.00 130,200.00 Group I 0113417075 Apr-2007 01-Nov-2006 CO 95.00 108,110.00 Group I 0113417105 Jun-2007 01-Nov-2006 CO 100.00 106,500.00 Group I 0113433119 Apr-2007 01-Nov-2006 AZ 90.00 256,500.00 Group I 0113433139 Mar-2007 01-Nov-2006 NV 70.00 175,000.00 Group I 0113495386 Apr-2007 01-Nov-2006 CO 80.00 168,000.00 Group I 0113535535 Jun-2007 01-Nov-2006 CA 80.00 368,000.00 Group I 0113538861 Apr-2007 01-Nov-2006 CA 76.56 356,000.00 Group I 0113553412 Apr-2007 01-Nov-2006 MS 90.00 97,200.00 Group I 0113553441 Apr-2007 01-Nov-2006 GA 95.00 227,525.00 Group I 0113553446 May-2007 01-Nov-2006 SC 75.00 132,750.00 Group I 0113553456 Jun-2007 01-Nov-2006 LA 80.00 59,200.00 Group I 0113553481 Apr-2007 01-Nov-2006 CO 85.00 382,500.00 Group I 0113553488 Apr-2007 01-Nov-2006 GA 100.00 187,000.00 Group I 0113553539 Apr-2007 01-Nov-2006 FL 90.00 274,500.00 Group I 0113553547 Apr-2007 01-Sep-2006 OH 80.00 132,000.00 Group I 0113553611 Jun-2007 01-Nov-2006 NV 100.00 349,000.00 Group I 0113553709 May-2007 01-Sep-2006 OH 80.00 73,600.00 Group I 0113573866 Jun-2007 01-Nov-2006 CA 85.00 306,000.00 Group I 0113598864 May-2007 01-Nov-2006 AZ 90.00 202,500.00 Group I 0113603339 Jun-2007 01-Dec-2006 NV 89.98 377,000.00 Group I 0113603348 May-2007 01-Dec-2006 CO 80.00 176,000.00 Group I 0113622004 May-2007 01-Nov-2006 CA 80.00 272,000.00 Group I 0113672377 Apr-2007 01-Dec-2006 MN 80.00 184,320.00 Group I 0113730213 Jun-2007 01-Dec-2006 CO 80.00 176,000.00 Group I 0113756741 Jun-2007 01-Dec-2006 CA 80.00 311,200.00 Group I 0113836881 Jun-2007 01-Sep-2006 AZ 66.67 100,000.00 Group I 0113925970 Jun-2007 01-Jan-2007 CA 80.00 368,000.00 Group I 0113940546 May-2007 01-Jan-2007 NV 69.23 180,000.00 Group I 0113951372 Jun-2007 01-Dec-2006 OK 80.00 142,400.00 Group I 0114008896 Jun-2007 01-Jan-2007 CA 90.00 252,000.00 Group I 0114011344 May-2007 01-Jan-2007 GA 90.00 229,500.00 Group I 0114034182 May-2007 01-Jan-2007 CA 69.38 166,500.00 Group I 0114034184 Jun-2007 01-Jan-2007 CO 80.00 168,000.00 Group I 0114038705 Jun-2007 01-Jan-2007 CO 80.00 145,600.00 Group II 0112583740 May-2007 01-Jul-2006 OH 80.00 69,600.00 Group II 0112583775 May-2007 01-Aug-2006 OH 80.00 64,000.00 Group II 0112590558 May-2007 01-Jul-2006 NV 80.00 349,079.00 Group II 0112590559 May-2007 01-Jul-2006 NV 100.00 87,269.00 Group II 0112590665 Jun-2007 01-Jul-2006 VA 80.00 108,400.00 Group II 0112590687 May-2007 01-Jul-2006 FL 80.00 208,000.00 Group II 0112590718 Mar-2007 01-Jul-2006 TX 80.00 244,000.00 Group II 0112590719 May-2007 01-Jul-2006 TX 100.00 61,000.00 Group II 0112590833 Apr-2007 01-May-2006 OH 80.00 57,600.00 Group II 0112651498 May-2007 01-Aug-2006 CA 80.00 369,600.00 Group II 0112661984 May-2007 01-Aug-2006 WA 90.00 295,200.00 Group II 0112663490 Mar-2007 01-Aug-2006 FL 80.00 327,200.00 Group II 0112663498 Jun-2007 01-Aug-2006 MI 90.00 113,400.00 Group II 0112663510 Apr-2007 01-Aug-2006 FL 80.00 439,200.00 Group II 0112663511 May-2007 01-Aug-2006 FL 90.00 198,000.00 Group II 0112663528 Jun-2007 01-Jul-2006 TX 100.00 127,090.00 Group II 0112663598 May-2007 01-Aug-2006 AZ 100.00 33,980.00 Group II 0112665908 May-2007 01-Aug-2006 MA 80.00 319,200.00 Group II 0112665918 Jun-2007 01-Aug-2006 CT 80.00 201,600.00 Group II 0112665924 Apr-2007 01-Aug-2006 RI 80.00 268,000.00 Group II 0112668860 May-2007 01-Aug-2006 CA 90.00 333,900.00 Group II 0112690593 Apr-2007 01-Aug-2006 NY 80.00 544,000.00 Group II 0112692756 Jun-2007 01-Sep-2006 CA 80.00 172,800.00 Group II 0112701465 Mar-2007 01-Sep-2006 CA 80.00 384,000.00 Group II 0112701471 Mar-2007 01-Sep-2006 FL 80.00 276,800.00 Group II 0112907235 May-2007 01-Sep-2006 OH 80.00 74,400.00 Group II 0112907285 May-2007 01-Sep-2006 IN 80.00 108,000.00 Group II 0112915141 May-2007 01-Sep-2006 AZ 80.00 224,800.00 Group II 0112915163 Jun-2007 01-Aug-2006 MI 85.00 174,250.00 Group II 0112915490 Mar-2007 01-Aug-2006 KS 85.00 70,550.00 Group II 0112915543 Jun-2007 01-Aug-2006 CA 100.00 540,000.00 Group II 0112915626 May-2007 01-Sep-2006 CO 100.00 229,000.00 Group II 0112915627 May-2007 01-Sep-2006 TX 80.00 76,000.00 Group II 0112915629 Jun-2007 01-Sep-2006 TX 80.00 112,000.00 Group II 0112915650 Apr-2007 01-Sep-2006 NM 80.00 108,800.00 Group II 0112915661 Mar-2007 01-Aug-2006 NM 100.00 219,000.00 Group II 0112942332 Jun-2007 01-Sep-2006 NV 80.00 236,000.00 Group II 0113156434 Apr-2007 01-Oct-2006 NY 80.00 480,000.00 Group II 0113192666 Jun-2007 01-Sep-2006 OH 80.00 166,000.00 Group II 0113198904 Jun-2007 01-Oct-2006 CA 80.00 336,000.00 Group II 0113224525 Jun-2007 01-Oct-2006 MI 80.00 65,600.00 Group II 0113231169 Apr-2007 01-Oct-2006 NV 80.00 165,600.00 Group II 0113231184 Jun-2007 01-Oct-2006 CA 80.00 218,000.00 Group II 0113231192 Jun-2007 01-Oct-2006 CA 78.02 550,000.00 Group II 0113231197 Jun-2007 01-Oct-2006 CA 80.00 284,800.00 Group II 0113258614 Jun-2007 01-Aug-2006 TX 80.00 234,760.00 Group II 0113258676 May-2007 01-Oct-2006 TX 100.00 339,900.00 Group II 0113258682 Jun-2007 01-Oct-2006 FL 80.00 184,000.00 Group II 0113258785 Jun-2007 01-Oct-2006 NV 94.99 351,200.00 Group II 0113258815 Jun-2007 01-Oct-2006 AZ 80.00 248,000.00 Group II 0113258887 May-2007 01-Oct-2006 GA 83.78 155,000.00 Group II 0113258948 Jun-2007 01-Oct-2006 CO 90.00 166,500.00 Group II 0113258968 Apr-2007 01-Oct-2006 TX 80.00 158,000.00 Group II 0113258998 Apr-2007 01-Oct-2006 NV 80.00 227,200.00 Group II 0113259015 Apr-2007 01-Oct-2006 FL 80.00 224,000.00 Group II 0113259080 Jun-2007 01-Oct-2006 ID 95.00 220,400.00 Group II 0113259096 May-2007 01-Oct-2006 FL 80.00 310,000.00 Group II 0113259126 May-2007 01-Oct-2006 LA 100.00 590,000.00 Group II 0113300035 Mar-2007 01-Oct-2006 CA 80.00 364,000.00 Group II 0113300038 May-2007 01-Oct-2006 CA 80.00 248,000.00 Group II 0113313597 Jun-2007 01-Nov-2006 CA 80.00 216,000.00 Group II 0113317227 Jun-2007 01-Oct-2006 AZ 80.00 250,400.00 Group II 0113317235 Jun-2007 01-Oct-2006 CA 80.00 308,000.00 Group II 0113348814 May-2007 01-Nov-2006 CA 80.00 336,000.00 Group II 0113352649 Jun-2007 01-Nov-2006 CA 90.00 553,500.00 Group II 0113356753 May-2007 01-Nov-2006 CA 80.00 620,000.00 Group II 0113356759 May-2007 01-Nov-2006 CA 80.00 180,000.00 Group II 0113372294 May-2007 01-Oct-2006 NJ 90.00 323,100.00 Group II 0113417692 Mar-2007 01-Nov-2006 CA 80.00 655,200.00 Group II 0113474738 Jun-2007 01-Nov-2006 CA 80.00 299,200.00 Group II 0113474745 Jun-2007 01-Nov-2006 CA 80.00 348,000.00 Group II 0113495378 May-2007 01-Nov-2006 CA 86.80 421,000.00 Group II 0113538855 Apr-2007 01-Nov-2006 CA 77.60 499,000.00 Group II 0113538857 Jun-2007 01-Oct-2006 IL 80.00 216,000.00 Group II 0113538868 Jun-2007 01-Oct-2006 CA 80.00 334,400.00 Group II 0113538930 May-2007 01-Oct-2006 FL 80.00 312,000.00 Group II 0113551729 Jun-2007 01-Oct-2006 CA 80.00 552,000.00 Group II 0113553546 Apr-2007 01-Nov-2006 AZ 80.00 213,600.00 Group II 0113553595 Jun-2007 01-Nov-2006 MS 100.00 176,000.00 Group II 0113553621 Apr-2007 01-Nov-2006 TX 100.00 275,000.00 Group II 0113553688 Jun-2007 01-Nov-2006 TX 95.00 190,950.00 Group II 0113553699 Apr-2007 01-Nov-2006 TX 100.00 107,000.00 Group II 0113553744 Apr-2007 01-Nov-2006 CO 85.00 137,700.00 Group II 0113553762 Jun-2007 01-Nov-2006 MS 100.00 120,000.00 Group II 0113573872 Apr-2007 01-Nov-2006 CO 80.00 156,000.00 Group II 0113573877 Jun-2007 01-Dec-2006 FL 79.99 580,400.00 Group II 0113574039 May-2007 01-Nov-2006 CA 80.00 312,000.00 Group II 0113598859 May-2007 01-Dec-2006 CA 80.00 268,000.00 Group II 0113598863 May-2007 01-Dec-2006 NV 80.00 404,000.00 Group II 0113601712 May-2007 01-Dec-2006 OR 80.00 336,000.00 Group II 0113622000 Jun-2007 01-Dec-2006 CA 80.00 354,320.00 Group II 0113622017 Apr-2007 01-Dec-2006 CA 80.00 368,000.00 Group II 0113653354 Apr-2007 01-Dec-2006 CA 80.00 600,000.00 Group II 0113653358 Jun-2007 01-Dec-2006 CA 80.00 246,400.00 Group II 0113666066 May-2007 01-Dec-2006 CA 80.00 272,000.00 Group II 0113666071 Apr-2007 01-Dec-2006 FL 80.00 344,000.00 Group II 0113681074 Apr-2007 01-Dec-2006 NV 80.00 152,000.00 Group II 0113717734 Jun-2007 01-Nov-2006 FL 80.00 164,000.00 Group II 0113718441 Apr-2007 01-Dec-2006 NC 80.00 103,920.00 Group II 0113722272 Jun-2007 01-Dec-2006 CA 80.00 280,000.00 Group II 0113722278 Jun-2007 01-Dec-2006 CA 80.00 328,000.00 Group II 0113729205 Jun-2007 01-Dec-2006 AZ 80.00 448,000.00 Group II 0113756732 May-2007 01-Dec-2006 CA 80.00 299,200.00 Group II 0113756739 Jun-2007 01-Dec-2006 CA 80.00 228,000.00 Group II 0113756740 Apr-2007 01-Dec-2006 AZ 80.00 260,000.00 Group II 0113763994 Apr-2007 01-Dec-2006 IN 90.00 369,000.00 Group II 0113764002 Jun-2007 01-Dec-2006 MI 80.00 260,000.00 Group II 0113772247 Apr-2007 01-Dec-2006 CA 80.00 491,200.00 Group II 0113836916 May-2007 01-Sep-2006 CA 80.00 508,000.00 Group II 0113846698 Jun-2007 01-Jan-2007 FL 80.00 132,800.00 Group II 0113846703 Jun-2007 01-Dec-2006 CA 80.00 367,920.00 Group II 0113854058 May-2007 01-Dec-2006 CA 80.00 292,000.00 Group II 0113882691 May-2007 01-Jan-2007 FL 80.00 312,000.00 Group II 0113907898 May-2007 01-Jan-2007 CA 80.00 488,000.00 Group II 0113940542 Jun-2007 01-Jan-2007 CA 80.00 340,000.00 Group II 0113940552 Jun-2007 01-Jan-2007 FL 80.00 224,000.00 Group II 0113996061 May-2007 01-Dec-2006 CA 80.00 388,000.00 Group II 0114024057 Jun-2007 01-Jan-2007 CA 80.00 383,960.00 Group II 0114024060 Jun-2007 01-Jan-2007 CA 95.00 484,500.00 Group II 0114034162 Jun-2007 01-Jan-2007 CA 80.00 420,000.00 Group II 0114034163 May-2007 01-Jan-2007 CA 80.00 560,000.00 Group II 0114034175 May-2007 01-Jan-2007 CA 80.00 620,000.00 Group II 0114034190 May-2007 01-Jan-2007 CA 80.00 500,000.00 Group II 0114038709 Jun-2007 01-Jan-2007 CA 80.00 560,000.00 Group II 0114038710 Jun-2007 01-Jan-2007 CA 80.00 440,000.00 Group II 0114038727 Jun-2007 01-Jan-2007 WA 80.00 270,400.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0112583717 131,780.46 01-Oct-2006 6 10.350% 5,396.95 Group I 0112583718 80,904.58 01-Oct-2006 6 9.850% 3,144.08 Group I 0112583732 95,752.52 01-Dec-2006 4 9.350% 3,525.22 Group I 0112590504 67,305.15 01-Dec-2006 4 10.450% 2,786.73 Group I 0112590796 80,725.11 01-Nov-2006 5 10.800% 3,458.91 Group I 0112591061 119,372.19 01-Jan-2007 3 10.650% 5,047.03 Group I 0112639743 79,783.10 01-Nov-2006 5 11.990% 3,814.94 Group I 0112663402 295,795.10 01-Jan-2007 3 8.550% 9,908.85 Group I 0112663460 201,932.76 01-Dec-2006 4 8.950% 7,097.36 Group I 0112665919 185,669.77 01-Jan-2007 3 8.750% 6,374.59 Group I 0112672707 209,502.35 01-Feb-2007 2 7.100% 4,606.39 Group I 0112692773 170,341.62 01-Dec-2006 4 8.050% 5,347.57 Group I 0112701469 328,800.00 01-Dec-2006 4 7.990% 10,261.30 Group I 0112739472 314,903.77 01-Jan-2007 3 7.900% 9,695.65 Group I 0112771950 197,885.98 01-Dec-2006 4 10.350% 8,117.95 Group I 0112835468 262,601.14 01-Jan-2007 3 10.200% 10,610.12 Group I 0112915029 175,500.00 01-Oct-2006 6 8.900% 6,142.50 Group I 0112915161 180,255.46 01-Oct-2006 6 10.350% 7,382.04 Group I 0112915199 339,047.60 01-Jan-2007 3 8.950% 11,923.48 Group I 0112915577 221,996.15 01-Nov-2006 5 9.900% 8,678.49 Group I 0112915695 162,323.12 01-Dec-2006 4 8.400% 5,331.86 Group I 0113045182 124,757.89 01-Nov-2006 5 9.800% 4,831.01 Group I 0113074513 234,611.11 01-Jan-2007 3 9.490% 8,779.05 Group I 0113074567 50,308.29 01-Jan-2007 3 10.990% 2,197.23 Group I 0113180168 214,000.00 01-Jan-2007 3 8.150% 6,821.25 Group I 0113180181 242,366.55 01-Nov-2006 5 10.750% 10,334.93 Group I 0113193920 220,826.00 01-Dec-2006 4 8.325% 7,194.03 Group I 0113225187 118,860.21 01-Dec-2006 4 7.750% 3,582.69 Group I 0113258693 91,808.99 01-Jan-2007 3 9.300% 3,362.74 Group I 0113258786 323,758.53 01-Dec-2006 4 10.075% 12,910.41 Group I 0113258854 84,969.36 01-Oct-2006 6 10.950% 3,692.85 Group I 0113259026 129,990.31 01-Jan-2007 3 10.500% 5,411.77 Group I 0113417075 108,110.00 01-Oct-2006 6 10.200% 4,366.13 Group I 0113417105 106,435.28 01-Jan-2007 3 9.550% 4,012.00 Group I 0113433119 256,359.60 01-Nov-2006 5 8.990% 9,048.42 Group I 0113433139 175,000.00 01-Oct-2006 6 11.100% 7,724.73 Group I 0113495386 168,000.00 01-Nov-2006 5 7.250% 4,725.00 Group I 0113535535 368,000.00 01-Jan-2007 3 7.740% 11,101.35 Group I 0113538861 356,000.00 01-Nov-2006 5 9.800% 13,795.00 Group I 0113553412 97,200.00 01-Oct-2006 6 10.450% 4,021.50 Group I 0113553441 227,504.07 01-Nov-2006 5 11.750% 10,660.21 Group I 0113553446 132,596.70 01-Dec-2006 4 8.750% 4,549.95 Group I 0113553456 59,107.23 01-Jan-2007 3 9.250% 2,152.65 Group I 0113553481 382,339.60 01-Nov-2006 5 10.250% 15,505.86 Group I 0113553488 186,963.84 01-Nov-2006 5 9.400% 6,927.87 Group I 0113553539 274,379.86 01-Nov-2006 5 10.050% 10,898.45 Group I 0113553547 131,785.65 01-Nov-2006 5 9.080% 4,700.82 Group I 0113553611 348,939.56 01-Nov-2006 5 9.700% 13,366.55 Group I 0113553709 73,430.52 01-Dec-2006 4 8.800% 2,534.95 Group I 0113573866 306,000.00 01-Jan-2007 3 9.250% 11,156.25 Group I 0113598864 202,500.00 01-Oct-2006 6 11.350% 9,149.81 Group I 0113603339 376,880.28 01-Jan-2007 3 10.000% 14,913.33 Group I 0113603348 176,000.00 01-Dec-2006 4 7.550% 5,170.00 Group I 0113622004 271,800.72 01-Dec-2006 4 7.150% 7,522.72 Group I 0113672377 184,320.00 01-Nov-2006 5 9.550% 6,936.68 Group I 0113730213 176,000.00 01-Jan-2007 3 7.650% 5,243.35 Group I 0113756741 311,045.34 01-Jan-2007 3 8.500% 10,362.94 Group I 0113836881 99,897.05 01-Jan-2007 3 9.175% 3,609.33 Group I 0113925970 368,000.00 01-Jan-2007 3 7.300% 10,426.70 Group I 0113940546 180,000.00 01-Dec-2006 4 10.900% 7,791.36 Group I 0113951372 142,302.85 01-Jan-2007 3 11.225% 6,354.72 Group I 0114008896 252,000.00 01-Jan-2007 3 8.350% 8,242.50 Group I 0114011344 229,500.00 01-Dec-2006 4 8.875% 8,003.22 Group I 0114034182 166,500.00 01-Dec-2006 4 9.300% 6,101.37 Group I 0114034184 168,000.00 01-Jan-2007 3 6.950% 4,515.00 Group I 0114038705 145,556.45 01-Jan-2007 3 7.850% 4,454.97 Group II 0112583740 69,411.36 01-Dec-2006 4 10.000% 2,743.66 Group II 0112583775 63,874.69 01-Dec-2006 4 10.650% 2,698.12 Group II 0112590558 348,627.68 01-Nov-2006 5 8.400% 11,463.36 Group II 0112590559 87,198.16 01-Oct-2006 6 13.600% 4,755.75 Group II 0112590665 107,951.47 01-Jan-2007 3 8.725% 3,695.04 Group II 0112590687 207,436.15 01-Oct-2006 6 8.000% 6,459.65 Group II 0112590718 244,000.00 01-Oct-2006 6 9.250% 8,895.80 Group II 0112590719 60,901.76 01-Oct-2006 6 10.500% 2,533.57 Group II 0112590833 57,345.37 01-Nov-2006 5 8.400% 1,882.64 Group II 0112651498 368,916.91 01-Dec-2006 4 7.490% 10,733.53 Group II 0112661984 294,915.78 01-Dec-2006 4 9.400% 10,929.93 Group II 0112663490 326,916.94 01-Oct-2006 6 8.000% 10,201.00 Group II 0112663498 113,106.26 01-Jan-2007 3 7.700% 3,390.94 Group II 0112663510 439,200.00 01-Nov-2006 5 8.900% 15,372.00 Group II 0112663511 197,379.17 01-Dec-2006 4 8.400% 6,484.42 Group II 0112663528 126,715.30 01-Jan-2007 3 10.350% 5,196.02 Group II 0112663598 33,954.23 01-Oct-2006 6 12.600% 1,710.18 Group II 0112665908 318,736.72 01-Dec-2006 4 8.000% 9,951.58 Group II 0112665918 200,943.95 01-Jan-2007 3 9.125% 7,213.29 Group II 0112665924 267,452.26 01-Nov-2006 5 9.375% 9,869.24 Group II 0112668860 333,489.66 01-Dec-2006 4 8.600% 11,246.77 Group II 0112690593 543,247.38 01-Nov-2006 5 7.375% 15,539.64 Group II 0112692756 172,657.08 01-Nov-2006 5 8.250% 5,569.24 Group II 0112701465 383,830.37 01-Oct-2006 6 8.900% 13,418.81 Group II 0112701471 276,800.00 01-Oct-2006 6 8.150% 8,823.00 Group II 0112907235 74,330.30 01-Oct-2006 6 9.750% 2,857.89 Group II 0112907285 107,778.10 01-Dec-2006 4 9.350% 3,968.00 Group II 0112915141 224,371.38 01-Nov-2006 5 8.300% 7,273.01 Group II 0112915163 173,608.75 01-Jan-2007 3 9.100% 6,213.89 Group II 0112915490 70,448.33 01-Oct-2006 6 9.650% 2,679.15 Group II 0112915543 539,563.59 01-Nov-2006 5 9.700% 20,683.25 Group II 0112915626 228,736.86 01-Dec-2006 4 8.300% 7,427.85 Group II 0112915627 75,831.71 01-Dec-2006 4 8.990% 2,677.96 Group II 0112915629 111,695.84 01-Jan-2007 3 9.100% 3,997.94 Group II 0112915650 108,674.65 01-Nov-2006 5 8.300% 3,528.04 Group II 0112915661 219,000.00 01-Oct-2006 6 10.890% 9,480.90 Group II 0112942332 235,659.35 01-Jan-2007 3 8.500% 7,851.22 Group II 0113156434 479,676.96 01-Nov-2006 5 7.450% 13,871.56 Group II 0113192666 165,623.61 01-Dec-2006 4 8.875% 5,769.44 Group II 0113198904 336,000.00 01-Jan-2007 3 7.990% 10,486.00 Group II 0113224525 65,531.45 01-Dec-2006 4 11.150% 2,904.79 Group II 0113231169 165,517.71 01-Nov-2006 5 8.500% 5,511.65 Group II 0113231184 218,000.00 01-Jan-2007 3 8.500% 7,266.70 Group II 0113231192 549,433.16 01-Jan-2007 3 8.400% 18,075.94 Group II 0113231197 284,435.61 01-Jan-2007 3 7.650% 8,468.26 Group II 0113258614 233,974.43 01-Jan-2007 3 8.990% 8,267.28 Group II 0113258676 339,367.29 01-Dec-2006 4 9.250% 12,352.84 Group II 0113258682 183,553.93 01-Jan-2007 3 8.550% 6,149.03 Group II 0113258785 351,200.00 01-Jan-2007 3 9.200% 12,731.00 Group II 0113258815 247,285.94 01-Jan-2007 3 7.700% 7,407.63 Group II 0113258887 154,938.30 01-Nov-2006 5 9.250% 5,644.16 Group II 0113258948 166,254.95 01-Dec-2006 4 9.550% 6,259.72 Group II 0113258968 157,786.83 01-Nov-2006 5 7.990% 4,910.67 Group II 0113258998 227,200.00 01-Nov-2006 5 9.400% 8,425.30 Group II 0113259015 223,769.29 01-Nov-2006 5 9.300% 8,187.53 Group II 0113259080 220,159.27 01-Jan-2007 3 9.850% 8,574.03 Group II 0113259096 309,384.40 01-Dec-2006 4 8.100% 9,777.23 Group II 0113259126 589,103.88 01-Dec-2006 4 9.400% 21,811.83 Group II 0113300035 364,000.00 01-Oct-2006 6 8.300% 11,830.00 Group II 0113300038 248,000.00 01-Dec-2006 4 7.390% 7,119.70 Group II 0113313597 216,000.00 01-Jan-2007 3 7.250% 6,075.00 Group II 0113317227 249,707.39 01-Jan-2007 3 7.900% 7,688.40 Group II 0113317235 307,587.57 01-Jan-2007 3 7.490% 8,952.36 Group II 0113348814 336,000.00 01-Dec-2006 4 7.350% 9,590.00 Group II 0113352649 553,120.85 01-Jan-2007 3 8.800% 19,119.83 Group II 0113356753 620,000.00 01-Dec-2006 4 6.600% 15,758.35 Group II 0113356759 179,926.52 01-Dec-2006 4 9.250% 6,555.81 Group II 0113372294 322,639.26 01-Dec-2006 4 9.700% 12,349.70 Group II 0113417692 655,200.00 01-Oct-2006 6 8.240% 21,130.20 Group II 0113474738 299,200.00 01-Jan-2007 3 8.900% 10,472.00 Group II 0113474745 348,000.00 01-Jan-2007 3 7.740% 10,498.00 Group II 0113495378 421,000.00 01-Nov-2006 5 9.500% 15,787.50 Group II 0113538855 498,770.87 01-Nov-2006 5 9.825% 19,342.91 Group II 0113538857 215,497.45 01-Jan-2007 3 8.750% 7,398.86 Group II 0113538868 333,576.85 01-Jan-2007 3 8.475% 11,070.47 Group II 0113538930 312,000.00 01-Dec-2006 4 10.125% 12,512.50 Group II 0113551729 551,635.60 01-Jan-2007 3 9.900% 21,598.38 Group II 0113553546 213,399.67 01-Oct-2006 6 7.380% 6,093.69 Group II 0113553595 175,765.52 01-Jan-2007 3 10.050% 6,987.66 Group II 0113553621 275,000.00 01-Oct-2006 6 9.300% 10,057.03 Group II 0113553688 190,727.66 01-Jan-2007 3 10.650% 8,059.75 Group II 0113553699 106,947.92 01-Nov-2006 5 9.550% 4,024.79 Group II 0113553744 137,700.00 01-Oct-2006 6 11.350% 6,214.68 Group II 0113553762 119,835.96 01-Jan-2007 3 9.900% 4,689.19 Group II 0113573872 156,000.00 01-Nov-2006 5 7.450% 4,517.50 Group II 0113573877 577,341.87 01-Jan-2007 3 7.150% 15,998.93 Group II 0113574039 311,806.44 01-Dec-2006 4 7.735% 9,390.75 Group II 0113598859 268,000.00 01-Dec-2006 4 7.900% 8,263.30 Group II 0113598863 403,875.26 01-Dec-2006 4 7.740% 12,172.10 Group II 0113601712 335,911.79 01-Dec-2006 4 8.300% 10,908.40 Group II 0113622000 354,320.00 01-Jan-2007 3 8.990% 12,534.10 Group II 0113622017 368,000.00 01-Nov-2006 5 7.990% 11,484.70 Group II 0113653354 600,000.00 01-Nov-2006 5 7.950% 18,625.00 Group II 0113653358 246,400.00 01-Jan-2007 3 7.900% 7,597.30 Group II 0113666066 272,000.00 01-Dec-2006 4 7.300% 7,706.70 Group II 0113666071 344,000.00 01-Nov-2006 5 8.325% 11,187.31 Group II 0113681074 152,000.00 01-Nov-2006 5 8.750% 5,220.14 Group II 0113717734 163,729.24 01-Jan-2007 3 9.000% 5,792.20 Group II 0113718441 103,920.00 01-Nov-2006 5 7.950% 3,217.00 Group II 0113722272 279,866.85 01-Jan-2007 3 8.650% 9,499.21 Group II 0113722278 327,811.47 01-Jan-2007 3 8.000% 10,238.12 Group II 0113729205 447,653.33 01-Jan-2007 3 9.250% 16,320.70 Group II 0113756732 299,200.00 01-Dec-2006 4 7.740% 9,025.85 Group II 0113756739 228,000.00 01-Jan-2007 3 6.990% 6,165.50 Group II 0113756740 260,000.00 01-Nov-2006 5 7.490% 7,562.35 Group II 0113763994 369,000.00 01-Nov-2006 5 9.350% 13,606.90 Group II 0113764002 259,886.20 01-Dec-2006 4 10.050% 10,327.46 Group II 0113772247 491,200.00 01-Nov-2006 5 7.200% 13,712.65 Group II 0113836916 507,346.29 01-Dec-2006 4 7.630% 15,057.48 Group II 0113846698 132,800.00 01-Jan-2007 3 8.650% 4,509.70 Group II 0113846703 367,920.00 01-Jan-2007 3 8.240% 11,865.40 Group II 0113854058 291,826.72 01-Dec-2006 4 8.600% 9,831.31 Group II 0113882691 312,000.00 01-Dec-2006 4 7.400% 8,960.77 Group II 0113907898 488,000.00 01-Dec-2006 4 8.250% 15,758.35 Group II 0113940542 339,890.72 01-Jan-2007 3 7.600% 10,048.54 Group II 0113940552 223,877.65 01-Jan-2007 3 9.000% 7,920.21 Group II 0113996061 388,000.00 01-Dec-2006 4 8.920% 13,612.30 Group II 0114024057 383,960.00 01-Jan-2007 3 7.300% 10,878.90 Group II 0114024060 484,332.78 01-Jan-2007 3 7.350% 13,814.01 Group II 0114034162 420,000.00 01-Jan-2007 3 7.700% 12,600.00 Group II 0114034163 560,000.00 01-Dec-2006 4 7.475% 16,275.00 Group II 0114034175 620,000.00 01-Dec-2006 4 7.175% 17,243.75 Group II 0114034190 500,000.00 01-Dec-2006 4 7.225% 14,010.45 Group II 0114038709 560,000.00 01-Jan-2007 3 7.175% 15,575.00 Group II 0114038710 439,704.77 01-Jan-2007 3 8.000% 13,722.07 Group II 0114038727 270,309.29 01-Jan-2007 3 7.450% 7,822.38

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 310 ~~Jul~~Nov-06 0.000% Original Principal Balance ~~563~~1,~~020~~320,501.00 ~~Aug~~Dec-06 0.000% Current Actual Balance ~~562~~1,~~140~~317,519.6758 ~~Sep~~Jan-0607 0.000% ~~Oct~~Feb-0607 0.~~000~~009% Current Bankruptcy Total ~~Nov~~Mar-0607 0.~~000~~037% Loans in Bankruptcy 1739 ~~Dec~~Apr-0607 0.~~000~~112% Original Principal Balance 25,~~409~~530,~~633~~624.00 ~~Jan~~May-07 0.~~000~~207% Current Actual Balance 25,~~406~~521,~~491~~346.7875 ~~Feb~~Jun-07 0.~~009~~265% ~~Mar~~Jul-07 0.~~037~~378% ~~Apr~~Aug-07 0.~~112~~553% ~~May~~Sep-07 0.~~207~~730% ~~Jun~~Oct-07 0.~~265~~630% *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 34 ~~Jul~~Nov-06 0.000% Original Principal Balance ~~563~~622,~~020~~181.00 ~~Aug~~Dec-06 0.000% Current Actual Balance ~~562~~620,~~140~~195.6736 ~~Sep~~Jan-0607 0.000% ~~Oct~~Feb-0607 0.000% Current Bankruptcy Total ~~Nov~~Mar-0607 0.~~000~~064% Loans in Bankruptcy 1014 ~~Dec~~Apr-0607 0.~~000~~237% Original Principal Balance 12,~~717~~064,~~120~~291.00 ~~Jan~~May-07 0.~~000~~334% Current Actual Balance 12,~~714~~059,~~997~~085.1730 ~~Feb~~Jun-07 0.~~000~~468% ~~Mar~~Jul-07 0.~~064~~372% ~~Apr~~Aug-07 0.~~237~~507% ~~May~~Sep-07 0.~~334~~617% ~~Jun~~Oct-07 0.~~468~~557% *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 03 ~~Jul~~Nov-06 0.000% Original Principal Balance 0598,400.00 ~~Aug~~Dec-06 0.000% Current Actual Balance 0597,638.0082 ~~Sep~~Jan-0607 0.000% ~~Oct~~Feb-0607 0.000% Current Bankruptcy Total ~~Nov~~Mar-0607 0.~~000~~017% Loans in Bankruptcy 214 ~~Dec~~Apr-0607 0.~~000~~017% Original Principal Balance ~~464~~3,~~900~~030,000.00 ~~Jan~~May-07 0.~~000~~112% Current Actual Balance ~~464~~3,~~125~~026,931.6445 ~~Feb~~Jun-07 0.~~000~~112% ~~Mar~~Jul-07 0.~~017~~382% ~~Apr~~Aug-07 0.~~017~~587% ~~May~~Sep-07 0.~~112~~814% ~~Jun~~Oct-07 0.~~112~~685% *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 ~~0112590466~~0112590749 ~~May~~Oct-2007 01-~~Jul~~Jun-2006 FLIL 8580.00 ~~137~~276,~~700~~000.00 Group I ~~0112590762~~0112835468 ~~Apr~~Aug-2007 01-~~Jul~~Sep-2006 MSFL 8590.00 262,800.00 Group I 0113074556 Aug-2007 01-Aug-2006 AL 95.00 55,~~200~~100.00 Group I ~~0112816116~~0113225200 ~~Jun~~Mar-2007 01-Sep-2006 CONJ 80100.00 ~~168~~200,~~800~~000.00 Group I ~~0113074564~~0113258762 ~~May~~Oct-2007 01-~~Aug~~Oct-2006 TX 80100.00 142,121.00 Group I 0113258937 Sep-2007 01-Oct-2006 WI 90.00 58,~~400~~500.00 Group I ~~0113225200~~0113259027 ~~Mar~~Oct-2007 01-Oct-2006 AL 80.00 75,600.00 Group I 0113259060 Sep-2007 01-Oct-2006 NJTX 100.00 ~~200~~110,000.00 Group I ~~0113462317~~0113553568 ~~Jun~~Jul-2007 01-Nov-2006 AZKY 90.00 125,010.00 Group I 0113553638 Aug-2007 01-Nov-2006 MS 80.00 ~~158~~80,~~320~~000.00 Group I 0113553779 ~~Jun~~Sep-2007 01-Oct-2006 MD 70.00 235,900.00 Group I 0113729195 Oct-2007 01-Dec-2006 MO 84.51 128,460.00 Group I 0113756726 Apr-2007 01-Dec-2006 WA 80.00 200,000.00 Group I 0113853297 May-2007 01-Dec-2006 MS 80.00 114,800.00 Group I 0113853298 May-2007 01-Dec-2006 MS 100.00 28,700.00 Group III ~~0114024034~~0111942081 ~~Apr~~Oct-2007 01-~~Jan~~Apr-2006 TX 100.00 32,498.00 Group II 0112583775 Sep-2007 CA01-Aug-2006 OH 80.00 ~~316~~64,000.00 Group III ~~0114024079~~0112590811 ~~Apr~~Jul-2007 01-~~Jan~~Jun-~~2007~~2006 CAMI 100.00 7921,~~000~~200.00 Group II ~~0111942081~~0112651502 ~~Jun~~Sep-2007 01-~~Apr~~Aug-2006 TXOR ~~100~~80.00 32155,~~498~~800.00 Group II 0112663453 May-2007 01-Jul-2006 TN 100.00 77,900.00 Group II 0112663499 Oct-2007 01-Aug-2006 FL 80.00 110,400.00 Group II 0112663602 May-2007 01-Jul-2006 TX 100.00 28,000.00 Group II 0112663631 Oct-2007 01-Aug-2006 FL 100.00 27,600.00 Group II 0112663642 Oct-2007 01-Aug-2006 LA 100.00 53,420.00 Group II 0112701471 Jul-2007 01-Sep-2006 FL 80.00 276,800.00 Group II 0112915067 Mar-2007 01-Sep-2006 AL 85.00 59,415.00 Group II 0112915134 Sep-2007 01-Sep-2006 TN 90.00 88,200.00 Group II 0112915819 Aug-2007 01-Aug-2006 CO 100.00 40,600.00 Group II 0113231191 Jul-2007 01-Oct-2006 CA 80.00 279,200.00 Group II 0113258833 May-2007 01-Oct-2006 FL 100.00 387,000.00 Group II 0113258967 Sep-2007 01-Oct-2006 TX 100.00 71,500.00 Group II 0113259215 Sep-2007 01-Oct-2006 MD 100.00 29,000.00 Group II 0113259260 Oct-2007 01-Oct-2006 AL 100.00 18,900.00 Group II 0113417121 Oct-2007 01-Nov-2006 OK 100.00 148,000.00 Group II 0113474738 Sep-2007 01-Nov-2006 CA 80.00 299,200.00 Group II 0113666071 Sep-2007 01-Dec-2006 FL 80.00 344,000.00 Group II 0113940542 Oct-2007 01-Jan-2007 CA 80.00 340,000.00 Group II 0113996061 Aug-2007 01-Dec-2006 CA 80.00 388,000.00 Group II 0113996062 Aug-2007 01-Dec-2006 CA 100.00 97,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I ~~0112590466~~0112590749 ~~137~~274,~~430~~558.9412 01-~~Nov~~Feb-~~2006~~2007 56 8.850% 15,250.89 Group I 0112835468 262,601.14 01-Jan-2007 7 10.~~660~~200% 19,092.10 Group I 0113074556 54,850.05 01-May-2007 3 11.000% 2,397.74 Group I 0113225200 199,287.40 01-Mar-2007 5 9.450% 10,~~808~~387.4181 Group I ~~0112590762~~0113258762 95142,~~049~~028.1458 01-~~Oct~~Jan-~~2006~~2007 67 9.950% 10,059.~~575~~44 Group I 0113258937 58,346.12 01-Apr-2007 4 10.990% 3,~~981~~057.8229 Group I ~~0112816116~~0113259027 ~~168~~75,~~707~~388.0967 01-~~Oct~~Jun-~~2006~~2007 62 8.~~150~~250% 51,~~369~~946.9488 Group I ~~0113074564~~0113259060 90109,~~124~~560.5489 01-~~Dec~~Apr-~~2006~~2007 4 98.~~250~~900% 34,~~280~~594.3772 Group I ~~0113225200~~0113553568 ~~199~~124,~~699~~669.3974 01-~~Nov~~Apr-~~2006~~2007 54 9.~~450~~980% 75,~~431~~902.7335 Group I ~~0113462317~~0113553638 ~~157~~79,~~931~~776.2219 01-~~May~~Apr-2007 04 79.~~900~~850% 13,~~948~~725.1200 Group I 0113553779 235,502.36 01-Dec-2006 48 8.900% 814,~~228~~793.3242 Group I 0113729195 128,219.99 01-Oct-2007 (1) 9.900% 1,004.57 Group I 0113756726 199,~~752~~496.4905 01-~~Apr~~Sep-2007 0 8.550% 2,~~679~~676.6892 Group I 0113853297 114,800.00 01-~~Mar~~May-2007 13 8.125% 23,~~188~~647.3830 Group I 0113853298 28,~~670~~654.1779 01-~~Mar~~May-2007 13 12.500% ~~859~~1,431.8895 Group III ~~0114024034~~0111942081 ~~316~~32,386.20 01-May-2007 3 13.000% 1,685.0088 Group II 0112583775 63,874.69 01-Dec-2006 48 710.~~750~~650% 94,~~545~~852.8049 Group III ~~0114024079~~0112590811 7921,~~000~~131.0036 01-~~Dec~~Apr-~~2006~~2007 4 12.~~250~~100% 31,~~864~~224.7464 Group II ~~0111942081~~0112651502 32155,~~411~~386.6025 01-~~Feb~~Apr-2007 24 137.~~000~~990% 15,~~349~~814.9676 Group II 0112663453 77,~~665~~546.9899 01-~~Jan~~May-2007 3 11.100% 3,~~427~~422.6428 Group II 0112663499 109,978.92 01-Jan-2007 7 8.350% 6,457.83 Group II 0112663602 27,~~902~~838.7984 01-Jun-2007 2 10.250% 904.13 Group II 0112663631 27,555.72 01-Jan-2007 7 13.100% 2,601.75 Group II 0112663642 53,319.66 01-Apr-2007 4 13.600% 3,490.61 Group II 0112701471 276,800.00 01-Oct-2006 10 8.~~250~~150% 115,~~132~~881.5240 Group II 0112915067 59,~~384~~365.4136 01-~~Jan~~Apr-2007 34 11.450% 3,249.35 Group II 0112915134 87,780.62 01-Jul-2007 1 10.310% 2,~~708~~151.8483 Group II 0112915819 40,363.34 01-Sep-2007 0 10.550% 676.23 Group II 0113231191 279,199.90 01-Aug-2007 0 7.240% 3,136.36 Group II 0113258833 386,459.66 01-Dec-2006 48 9.800% 26,890.28 Group II 0113258967 71,044.52 01-Oct-2007 (1) 9.750% 547.92 Group II 0113259215 28,927.52 01-Apr-2007 4 12.250% 1,698.22 Group II 0113259260 18,810.02 01-Jun-2007 2 10.850% 648.75 Group II 0113417121 147,769.18 01-Feb-2007 6 10.650% 9,984.83 Group II 0113474738 299,200.00 01-Jan-2007 7 8.900% 18,849.60 Group II 0113666071 344,000.00 01-Nov-2006 9 8.325% 20,110.80 Group II 0113940542 339,890.72 01-Jan-2007 7 7.600% 18,075.39 Group II 0113996061 388,000.00 01-Dec-2006 8 8.920% 24,502.14 Group II 0113996062 96,~~953~~977.7919 01-Dec-2006 8 12.875% 8,990.42

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Group I 01 0.00 010.0050 0.000% Group II 021 01,566,128.0052 01,643,071.0097 02.~~000~~488% Total 022 01,566,128.0052 01,643,082.0047 0.~~000~~188%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term NoGroup ~~Losses~~I ~~this~~0113258854 ~~Period~~85,000.00 10.950% WI 100.00 360 Group II 0111938430 110,000.00 12.000% CA 100.00 180 Group II 0112590548 57,800.00 11.100% FL 100.00 180 Group II 0112590559 87,269.00 13.600% NV 100.00 180 Group II 0112663598 33,980.00 12.600% AZ 100.00 180 Group II 0112663611 22,000.00 11.600% WI 100.00 360 Group II 0112663615 58,690.00 10.250% TX 100.00 180 Group II 0112663629 41,400.00 13.100% AZ 100.00 180 Group II 0112915248 180,000.00 10.500% TX 100.00 180 Group II 0112915908 130,200.00 12.700% OH 100.00 180 Group II 0113074544 26,800.00 13.750% TX 99.98 180 Group II 0113074561 17,000.00 14.490% MO 100.00 180 Group II 0113259267 33,349.00 12.250% IN 100.00 360 Group II 0113417142 33,400.00 12.250% TN 100.00 180 Group II 0113846706 91,980.00 10.900% CA 100.00 180 Group II 0113940563 128,000.00 11.050% CA 100.00 180 Group II 0113940570 85,000.00 10.900% CA 100.00 180 Group II 0113940577 56,000.00 12.500% FL 100.00 180 Group II 0113996056 59,790.00 12.950% CO 100.00 360 Group II 0114008930 124,000.00 10.125% CA 100.00 180 Group II 0114021840 115,000.00 12.500% CA 100.00 180 Group II 0114038790 111,000.00 11.900% CA 100.00 180

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) NoGroup ~~Losses~~I ~~this~~0113258854 ~~Period~~0.00 10.50 2,182.46 Group II 0111938430 109,302.07 113,671.84 113,671.84 Group II 0112590548 57,633.40 59,886.80 59,886.80 Group II 0112590559 87,198.16 93,439.45 93,439.45 Group II 0112663598 33,954.23 37,497.80 37,497.80 Group II 0112663611 21,943.13 22,921.34 22,921.34 Group II 0112663615 58,513.25 60,639.95 60,639.95 Group II 0112663629 41,333.09 43,411.82 43,411.82 Group II 0112915248 179,561.32 185,971.37 185,971.37 Group II 0112915908 130,003.71 135,629.19 135,629.19 Group II 0113074544 26,405.35 27,743.76 27,743.76 Group II 0113074561 16,968.01 17,919.17 17,919.17 Group II 0113259267 0.00 (330.37) 33,470.63 Group II 0113417142 33,066.86 34,437.91 34,437.91 Group II 0113846706 91,878.54 96,063.37 96,063.37 Group II 0113940563 127,909.30 133,923.02 133,923.02 Group II 0113940570 84,937.76 88,916.63 88,916.63 Group II 0113940577 55,971.19 59,696.24 59,696.24 Group II 0113996056 59,748.06 62,341.42 62,341.42 Group II 0114008930 123,892.73 128,200.72 128,200.72 Group II 0114021840 114,940.83 120,102.31 120,102.31 Group II 0114038790 110,967.53 120,988.23 120,988.23

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~000~~177% Current Month 08.~~000~~917% 3 Month Average 0.~~019~~176% 3 Month Average 19.~~640~~774% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Nov-2006 N/A N/A ~~Jul~~Nov-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~0.000% N/A ~~Jan~~May-2007 ~~N/A~~0.056% N/A ~~Jan~~May-2007 ~~N/A~~4.921% N/A ~~Feb~~Jun-2007 0.000% N/A ~~Feb~~Jun-2007 0.000% N/A ~~Mar~~Jul-2007 0.~~000~~140% N/A ~~Mar~~Jul-2007 09.~~000~~436% N/A ~~Apr~~Aug-2007 0.~~000~~193% N/A ~~Apr~~Aug-2007 011.~~000~~689% N/A ~~May~~Sep-2007 0.~~056~~158% N/A ~~May~~Sep-2007 48.~~921~~715% N/A ~~Jun~~Oct-2007 0.~~000~~177% N/A ~~Jun~~Oct-2007 08.~~000~~917% 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 02.~~000~~103% Current Month 4798.~~714~~249% 3 Month Average 02.~~224~~092% 3 Month Average 095.~~000~~594% 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. ~~Jul~~Nov-2006 N/A N/A ~~Jul~~Nov-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2006~~2007 N/A N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2006~~2007 N/A N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2006~~2007 N/A N/A ~~Jan~~May-2007 ~~N/A~~0.671% N/A ~~Jan~~May-2007 ~~N/A~~47.714% N/A ~~Feb~~Jun-2007 0.000% N/A ~~Feb~~Jun-2007 ~~N/A~~47.714% N/A ~~Mar~~Jul-2007 01.~~000~~663% N/A ~~Mar~~Jul-2007 ~~N/A~~81.824% N/A ~~Apr~~Aug-2007 02.~~000~~291% N/A ~~Apr~~Aug-2007 ~~N/A~~92.397% N/A ~~May~~Sep-2007 01.~~671~~882% N/A ~~May~~Sep-2007 4796.~~714~~137% N/A ~~Jun~~Oct-2007 02.~~000~~103% N/A ~~Jun~~Oct-2007 4798.~~714~~249% 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 0.000% Current Month 0.000% 3 Month Average 0.~~032~~024% 3 Month Average 21.~~777~~397% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Nov-2006 N/A N/A ~~Jul~~Nov-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~0.000% N/A ~~Jan~~May-2007 ~~N/A~~0.095% N/A ~~Jan~~May-2007 ~~N/A~~8.330% N/A ~~Feb~~Jun-2007 0.000% N/A ~~Feb~~Jun-2007 0.000% N/A ~~Mar~~Jul-2007 0.~~000~~030% N/A ~~Mar~~Jul-2007 02.~~000~~069% N/A ~~Apr~~Aug-2007 0.~~000~~030% N/A ~~Apr~~Aug-2007 01.~~000~~817% N/A ~~May~~Sep-2007 0.~~095~~043% N/A ~~May~~Sep-2007 82.~~330~~373% N/A ~~Jun~~Oct-2007 0.000% N/A ~~Jun~~Oct-2007 0.000% 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 0.000% Current Month 2823.~~236~~689% 3 Month Average 0.~~380~~290% 3 Month Average 1885.~~824~~686% 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. ~~Jul~~Nov-2006 N/A N/A ~~Jul~~Nov-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2006~~2007 N/A N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2006~~2007 N/A N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2006~~2007 N/A N/A ~~Jan~~May-2007 ~~N/A~~1.139% N/A ~~Jan~~May-2007 ~~N/A~~28.236% N/A ~~Feb~~Jun-2007 0.000% N/A ~~Feb~~Jun-2007 028.~~000~~236% N/A ~~Mar~~Jul-2007 0.~~000~~365% N/A ~~Mar~~Jul-2007 023.~~000~~436% N/A ~~Apr~~Aug-2007 0.~~000~~357% N/A ~~Apr~~Aug-2007 023.~~000~~687% N/A ~~May~~Sep-2007 10.~~139~~514% N/A ~~May~~Sep-2007 28104.~~236~~426% N/A ~~Jun~~Oct-2007 0.000% N/A ~~Jun~~Oct-2007 2823.~~236~~689% 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.~~000~~309% Current Month 015.~~000~~505% 3 Month Average 0.~~009~~290% 3 Month Average 015.~~773~~971% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Nov-2006 N/A N/A ~~Jul~~Nov-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~0.000% N/A ~~Jan~~May-2007 ~~N/A~~0.026% N/A ~~Jan~~May-2007 ~~N/A~~2.320% N/A ~~Feb~~Jun-2007 0.000% N/A ~~Feb~~Jun-2007 0.000% N/A ~~Mar~~Jul-2007 0.~~000~~221% N/A ~~Mar~~Jul-2007 014.~~000~~905% N/A ~~Apr~~Aug-2007 0.~~000~~315% N/A ~~Apr~~Aug-2007 018.~~000~~971% N/A ~~May~~Sep-2007 0.~~026~~245% N/A ~~May~~Sep-2007 213.~~320~~436% N/A ~~Jun~~Oct-2007 0.~~000~~309% N/A ~~Jun~~Oct-2007 015.~~000~~505% 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 03.~~000~~650% Current Month ~~101~~103.~~019~~961% 3 Month Average 03.~~105~~419% 3 Month Average 67103.~~346~~420% 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. ~~Jul~~Nov-2006 N/A N/A ~~Jul~~Nov-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~0.000% N/A ~~Jan~~May-2007 ~~N/A~~0.316% N/A ~~Jan~~May-2007 ~~N/A~~101.019% N/A ~~Feb~~Jun-2007 0.000% N/A ~~Feb~~Jun-2007 0101.~~000~~019% N/A ~~Mar~~Jul-2007 02.~~000~~622% N/A ~~Mar~~Jul-2007 0102.~~000~~259% N/A ~~Apr~~Aug-2007 03.~~000~~711% N/A ~~Apr~~Aug-2007 0102.~~000~~695% N/A ~~May~~Sep-2007 02.~~316~~896% N/A ~~May~~Sep-2007 ~~101~~103.~~019~~603% N/A ~~Jun~~Oct-2007 03.~~000~~650% N/A ~~Jun~~Oct-2007 ~~101~~103.~~019~~961% 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 Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 2021 43,~~406~~738,~~851~~735.00 43,~~397~~720,~~327~~055.9553 0 0.00 0.00 Group II 1216 12,~~497~~668,~~770~~280.00 12,~~490~~654,~~575~~775.5161 0 0.00 0.00 Total 3237 56,~~904~~407,~~621~~015.00 56,~~887~~374,~~903~~831.4614 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 0 0.00 0.00 14,~~222~~870.1904 Group II 0 0.00 0.00 020 01,569,309.00 01,563,491.0054 ~~19,~~103,877.3809 Total 0 0.00 0.00 020 01,569,309.00 01,563,491.0054 33118,~~325~~747.5713

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0112429873~~0112403827 FLNC 8555.0056 01-Jul-2006 ~~199~~150,~~750~~000.00 ~~199~~148,~~086~~544.8152 Group I ~~0112430881~~0112583726 NJMI 80.00 01-~~Aug~~Jul-2006 ~~376~~124,000.00 ~~374~~122,~~806~~491.4626 Group I ~~0112590527~~0112663525 WAFL 8072.6100 01-~~Jun~~Aug-2006 ~~212~~180,000.00 ~~212~~178,~~000~~925.0031 Group I ~~0112590707~~0112915199 COWA 2685.3200 01-~~Jul~~Sep-2006 75340,000.00 74337,~~799~~241.6454 Group I ~~0112639740~~0112915682 OHAL ~~100~~95.00 01-~~Jul~~Sep-2006 ~~137~~171,000.00 ~~136~~167,~~062~~105.11 Group I 0112922191 WA 54.09 01-Sep-2006 178,500.00 178,003.35 Group I ~~0113143772~~0113045175 HIOR 7290.7700 01-Oct-2006 ~~342~~126,000.00 ~~342~~125,~~000~~578.0086 Group I ~~0113156404~~0113224530 NYMI 80.00 01-~~Sep~~Oct-2006 ~~252~~73,~~000~~600.00 ~~250~~73,~~741~~073.7791 Group I ~~0113258632~~0113224549 MOMI 8985.3900 01-Oct-2006 80150,~~000~~025.00 79149,~~852~~288.7543 Group I ~~0113258637~~0113225202 MDNJ 8980.7400 01-~~Oct~~Sep-2006 ~~314~~190,~~100~~800.00 ~~314~~189,~~100~~070.0084 Group I ~~0113258756~~0113225222 ILNJ 85100.00 01-Sep-2006 ~~195~~47,~~500~~700.00 ~~194~~47,~~252~~472.2975 Group I ~~0113258792~~0113258663 AZAK 8480.5100 01-Oct-2006 ~~180~~140,000.00 ~~179~~139,~~637~~296.4968 Group I ~~0113535596~~0113258972 MAFL 8075.00 01-~~Nov~~Oct-2006 ~~192~~210,000.00 ~~191~~209,~~662~~528.1214 Group I ~~0113538848~~0113315088 ALGA 9590.00 01-~~Nov~~Sep-2006 ~~152~~101,~~000~~610.00 ~~151~~100,~~143~~858.6457 Group I ~~0113553452~~0113535581 COMN 80.00 01-Nov-2006 74124,000.00 73123,~~810~~599.9588 Group I ~~0113674392~~0113538845 CAGA 5390.6100 01-~~Dec~~Aug-2006 ~~260~~148,~~000~~500.00 ~~259~~147,~~519~~577.1456 Group I ~~0113772239~~0113538865 CAGA 4787.6296 01-~~Dec~~Nov-2006 ~~250~~409,~~001~~000.00 ~~248~~409,~~850~~000.2700 Group I ~~0113798944~~0113553422 CAMD 6080.00 01-~~Dec~~Nov-2006 ~~300~~120,000.00 ~~299~~120,~~482~~000.3200 Group I ~~0113996044~~0113553686 CANV 6380.1900 01-~~Dec~~Nov-2006 ~~297~~256,000.00 ~~296~~256,~~084~~000.7400 Group I ~~0114021825~~0113574044 CO 8472.6005 01-~~Jan~~Nov-~~2007~~2006 ~~178~~165,~~500~~000.00 ~~178~~163,~~188~~153.0635 Group I ~~0114038711~~0113798981 CAWA 8090.00 01-~~Jan~~Dec-~~2007~~2006 ~~340~~333,000.00 ~~340~~333,000.00 Group II ~~0110424831~~0110591338 TN 100.00 01-~~Feb~~Aug-2005 1416,~~600~~980.00 1316,~~418~~657.8498 Group II ~~0110529096~~0111938430 TNCA 100.00 01-Apr-2006 110,000.00 109,105.95 Group II 0112590548 FL 100.00 01-Jul-~~2005~~2006 3257,~~400~~800.00 3157,~~863~~522.1487 Group II ~~0112590648~~0112590559 MSNV 100.00 01-Jul-2006 87,269.00 87,105.01 Group II 0112590591 TX 80.00 01-Jul-2006 5070,400.00 4969,~~978~~650.9554 Group II ~~0112590649~~0112663598 MSAZ 100.00 01-~~Jul~~Aug-2006 1233,~~600~~980.00 1233,~~541~~909.9545 Group II ~~0112591089~~0112663611 TXWI 67100.2400 01-Jul-2006 7822,000.00 7721,~~335~~905.1230 Group II ~~0112661983~~0112663615 CATX 47100.4400 01-Aug-2006 ~~370~~58,~~000~~690.00 ~~370~~58,380.41 Group II 0112663629 AZ 100.00 01-Aug-2006 41,400.00 41,282.09 Group II 0112675347 NY 65.00 01-Jul-2006 520,000.00 513,526.68 Group II ~~0112663451~~0112675349 OHNY 8580.00 01-Jul-2006 ~~158~~529,~~950~~600.00 ~~157~~529,~~852~~600.9800 Group II ~~0113225217~~0112675388 NY 100.00 01-Jul-2006 132,400.00 131,632.25 Group II 0112915248 TX 100.00 01-Sep-2006 180,000.00 179,177.83 Group II 0112915560 TX 80.00 01-Aug-2006 97,600.00 96,636.26 Group II 0112915908 OH 100.00 01-Sep-2006 ~~121~~130,200.00 ~~120~~129,~~389~~830.7938 Group II ~~0113258743~~0113074544 AZTX 8499.3498 01-~~Sep~~May-2006 ~~490~~26,800.00 26,355.78 Group II 0113074561 MO 100.00 01-Jun-2006 17,000.00 ~~487~~16,~~369~~951.7986 Group II ~~0113259161~~0113258780 FLMD 80.00 01-Oct-2006 81,600.00 81,600.00 Group II 0113259148 AK 100.00 01-Oct-2006 5735,000.00 5634,~~836~~841.4718 Group II ~~0113553324~~0113259189 MD 100.00 01-Oct-2006 20,400.00 20,313.97 Group II 0113317237 CO 80.00 01-Nov-2006 152,800.00 151,423.35 Group II 0113417142 TN 100.00 01-Oct-2006 33,400.00 32,716.37 Group II 0113462284 CA 80.00 01-Nov-2006 18308,~~500~~000.00 18308,~~453~~000.1900 Group II ~~0113553328~~0113553314 NVMD 100.00 01-Nov-2006 9430,~~120~~000.00 9329,~~893~~896.89 Group II 0113553621 TX 100.00 01-Nov-2006 275,000.00 273,232.99 Group II 0113553774 LA 85.00 01-Nov-2006 117,300.00 116,633.97 Group II 0113846706 CA 100.00 01-Dec-2006 91,980.00 91,667.17 Group II 0113846714 CA 79.20 01-Dec-2006 50,000.00 49,813.55 Group II 0113940563 CA 100.00 01-Jan-2007 128,000.00 127,627.00 Group II 0113940570 CA 100.00 01-Jan-2007 85,000.00 84,744.16 Group II 0113940577 FL 100.00 01-Jan-2007 56,000.00 55,865.54 Group II 0113951366 CA 80.00 01-Nov-2006 231,200.00 230,345.57 Group II 0113996056 CO 100.00 01-Dec-2006 59,790.00 59,675.10 Group II 0114008930 CA 100.00 01-Jan-2007 124,000.00 123,616.53 Group II 0114021840 CA 100.00 01-Jan-2007 115,000.00 114,787.42 Group II 0114038790 CA 100.00 01-Jan-2007 111,000.00 110,660.41

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0112429873~~0112403827 Loan Paid in Full 0 8.~~250~~850% 360 1115 Group I ~~0112430881~~0112583726 Loan Paid in Full 0 8.~~550~~700% 360 1015 Group I ~~0112590527~~0112663525 Loan Paid in Full 0(1) 76.~~450~~990% 360 1214 Group I ~~0112590707~~0112915199 Loan Paid in Full 06 98.~~000~~950% 360 1113 Group I ~~0112639740~~0112915682 Loan Paid in Full 0 8.~~990~~750% 360 1113 Group I ~~0113143772~~0112922191 Loan Paid in Full ~~(1)~~0 79.~~500~~550% 360 813 Group I ~~0113156404~~0113045175 Loan Paid in Full 0 910.~~600~~150% 360 912 Group I ~~0113258632~~0113224530 Loan Paid in Full 0 9.~~250~~500% 360 812 Group I ~~0113258637~~0113224549 Loan Paid in Full 0 910.~~650~~990% 360 812 Group I ~~0113258756~~0113225202 Loan Paid in Full 0 8.400% 360 913 Group I ~~0113258792~~0113225222 Loan Paid in Full 0 911.~~100~~500% ~~360~~180 813 Group I ~~0113535596~~0113258663 Loan Paid in Full 0 87.~~990~~540% 360 712 Group I ~~0113538848~~0113258972 Loan Paid in Full ~~(1)~~2 79.~~875~~870% 360 712 Group I ~~0113553452~~0113315088 Loan Paid in Full 0 79.700% 360 713 Group I ~~0113674392~~0113535581 Loan Paid in Full 0(1) 8.350% 360 611 Group I ~~0113772239~~0113538845 Loan Paid in Full 0 810.~~200~~600% 360 614 Group I ~~0113798944~~0113538865 Loan Paid in Full 0 8.~~600~~250% 360 611 Group I ~~0113996044~~0113553422 Loan Paid in Full ~~(1)~~0 69.~~540~~300% 360 611 Group I ~~0114021825~~0113553686 Loan Paid in Full 0 8.~~000~~450% 360 511 Group I ~~0114038711~~0113574044 Loan Paid in Full 0 87.~~150~~000% 360 511 Group III ~~0110424831~~0113798981 Loan Paid in Full 05 810.~~690~~450% ~~240~~360 2810 Group II ~~0110529096~~0110591338 Loan Paid in Full 0 8.~~810~~550% 180 2326 Group II ~~0112590648~~0111938430 Liquidation 5 12.000% 180 18 Group II 0112590548 Liquidation 5 11.100% 180 15 Group II 0112590559 Liquidation 9 13.600% 180 15 Group II 0112590591 Loan Paid in Full 0 8.~~000~~550% 360 15 Group II 0112663598 Liquidation 9 12.600% 180 14 Group II 0112663611 Liquidation 5 11.600% 360 15 Group II ~~0112590649~~0112663615 Liquidation 5 10.250% 180 14 Group II 0112663629 Liquidation 5 13.100% 180 14 Group II 0112675347 Loan Paid in Full 10 127.~~100~~625% ~~180~~360 1115 Group II ~~0112591089~~0112675349 Loan Paid in Full 0 7.~~900~~990% 360 15 Group II 0112675388 Loan Paid in Full (1) 11.250% 180 15 Group II ~~0112661983~~0112915248 Liquidation 5 10.500% 180 13 Group II 0112915560 Loan Paid in Full 0 98.~~100~~550% 360 1014 Group II ~~0112663451~~0112915908 Liquidation 5 12.700% 180 13 Group II 0113074544 Liquidation 5 13.750% 180 17 Group II 0113074561 Liquidation 5 14.490% 180 16 Group II 0113258780 Loan Paid in Full 0 8.~~950~~250% 360 12 Group II 0113259148 Loan Paid in Full 0 11.700% 180 12 Group II ~~0113225217~~0113259189 Loan Paid in Full 0 11.700% 360 12 Group II 0113317237 Loan Paid in Full (1) 8.~~500~~400% 360 911 Group II ~~0113258743~~0113417142 Liquidation 5 12.250% 180 12 Group II 0113462284 Loan Paid in Full 53 98.750% 360 11 Group II 0113553314 Loan Paid in Full 0 12.250% 360 11 Group II 0113553621 Loan Paid in Full 9 9.300% 360 11 Group II ~~0113259161~~0113553774 Loan Paid in Full 0 129.~~700~~900% 360 11 Group II 0113846706 Liquidation 5 10.900% 180 810 Group II ~~0113553324~~0113846714 Loan Paid in Full 0 11.~~700~~450% ~~360~~180 710 Group II ~~0113553328~~0113940563 Liquidation 5 11.050% 180 9 Group II 0113940570 Liquidation 5 10.900% 180 9 Group II 0113940577 Liquidation 5 12.500% 180 9 Group II 0113951366 Loan Paid in Full 0 137.~~200~~875% 360 11 Group II 0113996056 Liquidation 5 12.950% 360 10 Group II 0114008930 Liquidation 5 10.125% 180 79 Group II 0114021840 Liquidation 5 12.500% 180 9 Group II 0114038790 Liquidation 6 11.900% 180 9

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 1410 21,~~649~~513,~~094~~448.0630 7537,~~576~~217.6302 0.00 Group II 46 ~~590~~714,~~509~~813.5321 1726,~~552~~168.3424 0.00 Total 1816 32,~~239~~228,~~603~~261.5951 9363,~~128~~385.9726 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Group I ~~0112429873~~0112583726 0510/1604/2007 ~~199~~122,~~144~~573.1868 61,~~569~~225.1170 0.00 Group I ~~0112583746~~0112663525 ~~Active 126,306.39 0.48 0.00 Group I 0112590527 05~~10/2202/2007 ~~212~~178,~~000~~999.0091 64,~~317~~997.6085 0.00 Group I ~~0112590707~~0112915682 0510/3104/2007 74167,~~817~~230.0398 25,~~692~~922.5471 0.00 Group I ~~0112639740~~0112922191 0509/2227/2007 ~~136~~178,~~143~~039.5036 16,~~361~~799.4430 0.00 Group I ~~0113143772~~0113224530 0510/2502/2007 ~~342~~73,~~000~~113.0096 ~~10,260~~731.0054 0.00 Group I ~~0113258632~~0113224549 0609/0717/2007 79149,~~869~~348.6224 1,~~597~~494.3908 0.00 Group I ~~0113258792~~0113258972 0509/~~16/2007 179,677.~~26 ~~6,542.04 0.00 Group I 0113538848 06~~/~~07/~~2007 ~~151~~209,~~253~~566.1525 48,~~758~~276.5976 0.00 Group I ~~0113553452~~0113535581 0510/1612/2007 73123,~~835~~634.1151 21,~~273~~720.7810 0.00 Group I ~~0113674392~~0113538845 0509/2517/2007 ~~259~~147,~~589~~642.2788 81,~~669~~477.7672 0.00 Group I ~~0113996044~~0113574044 0510/2902/2007 ~~296~~163,~~217~~298.6353 74,~~748~~571.26 0.00 Group III ~~0114021825~~0112590591 0509/3127/2007 ~~178~~69,~~240~~697.9275 52,~~701~~381.6412 0.00 Group III ~~0114038711~~0112915560 0509/3118/2007 ~~340~~96,~~000~~701.0018 113,~~084~~301.0011 0.00 Group II ~~0112590648~~0113317237 0510/2215/2007 50151,~~015~~471.3361 25,~~003~~115.4912 0.00 Group II ~~0112590649~~0113553774 0509/2218/2007 12116,~~546~~691.0299 ~~502~~5,837.3248 0.00 Group II ~~0112661983~~0113846714 0609/1325/2007 ~~370~~49,~~000~~831.0032 132,~~468~~281.0035 0.00 Group II ~~0112663451~~0113951366 0610/1310/2007 ~~157~~230,~~948~~419.1836 17,~~578~~252.5306 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~647~~912% Current Month 710.~~491~~411% Current Month ~~479~~441.~~150~~425% 3 Month Average 0.~~845~~915% 3 Month Average 910.~~668~~440% 3 Month Average ~~731~~488.~~143~~179% 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~~Nov-2006 N/A N/A ~~Jul~~Nov-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~11.676% N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~1,520.399% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~8.887% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~920.036% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~10.996% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~943.366% N/A ~~Jan~~May-2007 ~~N/A~~10.517% N/A ~~Jan~~May-2007 ~~N/A~~770.913% N/A ~~Feb~~Jun-2007 117.~~676~~491% N/A ~~Feb~~Jun-2007 ~~1,520~~479.~~399~~150% N/A ~~Mar~~Jul-2007 810.~~887~~626% N/A ~~Mar~~Jul-2007 ~~920~~603.~~036~~086% N/A ~~Apr~~Aug-2007 1011.~~996~~641% N/A ~~Apr~~Aug-2007 ~~943~~593.~~366~~903% N/A ~~May~~Sep-2007 109.~~517~~269% N/A ~~May~~Sep-2007 ~~770~~429.~~913~~209% N/A ~~Jun~~Oct-2007 710.~~491~~411% N/A ~~Jun~~Oct-2007 ~~479~~441.~~150~~425% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 10.~~121~~988% Current Month 1211.~~654~~230% Current Month ~~807~~474.~~599~~990% 3 Month Average 0.~~940~~876% 3 Month Average 10.~~655~~009% 3 Month Average ~~764~~461.~~845~~391% 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~~Nov-2006 N/A N/A ~~Jul~~Nov-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~12.120% N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~1,573.589% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~8.839% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~912.177% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~5.939% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~508.517% N/A ~~Jan~~May-2007 ~~N/A~~13.373% N/A ~~Jan~~May-2007 ~~N/A~~978.419% N/A ~~Feb~~Jun-2007 12.~~120~~654% N/A ~~Feb~~Jun-2007 ~~1,573~~807.~~589~~599% N/A ~~Mar~~Jul-2007 812.~~839~~074% N/A ~~Mar~~Jul-2007 ~~912~~683.~~177~~888% N/A ~~Apr~~Aug-2007 58.~~939~~707% N/A ~~Apr~~Aug-2007 ~~508~~443.~~517~~039% N/A ~~May~~Sep-2007 1310.~~373~~092% N/A ~~May~~Sep-2007 ~~978~~466.~~419~~145% N/A ~~Jun~~Oct-2007 1211.~~654~~230% N/A ~~Jun~~Oct-2007 ~~807~~474.~~599~~990% 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.~~289~~855% Current Month 39.~~416~~794% Current Month ~~218~~416.~~832~~010% 3 Month Average 0.~~773~~944% 3 Month Average 810.~~781~~738% 3 Month Average ~~694~~507.~~981~~087% 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~~Nov-2006 N/A N/A ~~Jul~~Nov-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Aug~~Dec-2006 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~11.340% N/A ~~Oct~~Feb-~~2006~~2007 ~~N/A~~1,480.006% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~8.924% N/A ~~Nov~~Mar-~~2006~~2007 ~~N/A~~925.973% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~14.630% N/A ~~Dec~~Apr-~~2006~~2007 ~~N/A~~1,257.134% N/A ~~Jan~~May-2007 ~~N/A~~8.296% N/A ~~Jan~~May-2007 ~~N/A~~608.978% N/A ~~Feb~~Jun-2007 113.~~340~~416% N/A ~~Feb~~Jun-2007 ~~1,480~~218.~~006~~832% N/A ~~Mar~~Jul-2007 89.~~924~~530% N/A ~~Mar~~Jul-2007 ~~925~~541.~~973~~656% N/A ~~Apr~~Aug-2007 1413.~~630~~772% N/A ~~Apr~~Aug-2007 ~~1,257~~704.~~134~~050% N/A ~~May~~Sep-2007 8.~~296~~648% N/A ~~May~~Sep-2007 ~~608~~401.~~978~~201% N/A ~~Jun~~Oct-2007 39.~~416~~794% N/A ~~Jun~~Oct-2007 ~~218~~416.~~832~~010% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Repurchases ~~Current~~Due to Breaches Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment No Repurchases Due 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($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 6 1,~~981~~976,~~358~~699.8791 0.~~218~~226 1 145,~~586~~268.2352 0.~~037~~039 6.000 6.499 2527 89,~~694~~125,~~747~~501.0797 01.~~956~~043 1011 2,~~144~~212,~~003~~368.9477 0.~~551~~591 6.500 6.999 ~~146~~142 3837,~~180~~064,~~139~~014.8356 4.~~199~~235 7876 1817,~~182~~723,~~082~~284.6828 4.~~674~~735 7.000 7.499 ~~375~~367 ~~101~~99,~~347~~772,~~022~~647.1696 11.~~146~~401 ~~156~~153 34,~~579~~109,~~315~~735.5541 89.~~890~~114 7.500 7.999 ~~890~~869 ~~223~~217,~~749~~674,~~337~~542.7788 24.~~608~~873 ~~416~~405 8482,~~767~~374,~~455~~495.7228 2122.~~792~~009 8.000 8.499 ~~649~~627 ~~144~~139,~~749~~582,~~565~~087.5931 15.~~920~~950 ~~318~~306 5956,~~649~~988,~~943~~978.4118 15.~~335~~227 8.500 8.999 ~~647~~617 ~~132~~127,~~387~~736,~~613~~432.6805 14.~~560~~596 ~~364~~345 6360,~~638~~739,~~485~~423.4764 16.~~360~~229 9.000 9.499 ~~352~~340 6563,~~386~~001,~~952~~898.2087 7.~~191~~199 ~~207~~200 3432,~~015~~853,~~707~~136.1648 8.~~745~~778 9.500 9.999 ~~459~~439 7470,~~028~~774,~~743~~315.0213 8.~~142~~087 ~~274~~261 4038,~~883~~820,~~868~~517.06 10.~~510~~372 10.000 10.499 ~~242~~229 3229,~~085~~618,~~456~~035.9796 3.~~529~~384 ~~138~~131 2018,~~022~~622,~~402~~513.1654 54.~~147~~976 10.500 10.999 ~~339~~322 3231,~~848~~061,~~165~~875.3152 3.~~613~~549 ~~148~~142 1716,~~332~~613,~~751~~604.7586 4.~~456~~439 11.000 11.499 ~~199~~180 1413,~~866~~443,~~508~~312.1860 1.~~635~~536 6665 6,~~202~~012,~~561~~347.9375 1.~~595~~606 11.500 11.999 ~~218~~202 1312,~~892~~832,~~841~~406.9935 1.~~528~~466 5452 43,~~026~~933,~~461~~231.2030 1.~~035~~051 12.000 12.499 ~~202~~177 108,~~419~~965,~~469~~710.6452 1.~~146~~024 2420 1,~~345~~147,~~122~~491.2845 0.~~346~~307 12.500 12.999 ~~200~~175 119,~~600~~837,~~192~~777.4906 1.~~276~~124 4039 1,~~819~~782,~~243~~468.8327 0.~~468~~476 13.000 13.499 3835 1,~~764~~602,~~449~~859.2542 0.~~194~~183 4 130,~~323~~205.2534 0.~~034~~035 13.500 13.999 3531 1953,~~129,017~~695.0926 0.~~124~~109 43 9761,~~979~~549.3671 0.~~025~~016 14.000 14.499 54 ~~133~~116,~~277~~460.2622 0.~~015~~013 0 0.00 0.000 14.500 14.999 0 0.00 0.000 0 0.00 0.000 >= 15.000 0 0.00 0.000 0 0.00 0.000 Total 54,~~027~~789 ~~909~~875,~~244~~140,~~858~~273.3755 100.000 2,~~302~~214 ~~388~~374,~~983~~270,~~293~~619.9884 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 5.500 5.999 5 1,~~835~~831,~~772~~431.6439 0.~~353~~366 6.000 6.499 1516 6,~~550~~913,~~743~~133.1320 1.~~259~~380 6.500 6.999 6866 19,~~998~~340,~~057~~730.1528 3.~~844~~861 7.000 7.499 ~~219~~214 6665,~~767~~662,~~706~~912.6155 1213.~~833~~110 7.500 7.999 ~~474~~464 ~~138~~135,~~981~~300,~~882~~047.0560 2627.~~714~~013 8.000 8.499 ~~331~~321 8582,~~099~~593,~~622~~109.1813 16.~~357~~490 8.500 8.999 ~~283~~272 6866,~~749~~997,~~128~~008.2141 13.~~214~~376 9.000 9.499 ~~145~~140 3130,~~371~~148,~~245~~762.0439 6.~~030~~019 9.500 9.999 ~~185~~178 3331,~~144~~953,~~874~~798.9607 6.~~371~~380 10.000 10.499 ~~104~~98 1210,~~063~~995,~~054~~522.8142 2.~~319~~195 10.500 10.999 ~~191~~180 1514,~~515~~448,~~413~~270.5666 2.~~982~~885 11.000 11.499 ~~133~~115 87,~~663~~430,~~946~~964.2585 1.~~665~~484 11.500 11.999 ~~164~~150 98,~~866~~899,~~380~~175.7905 1.~~896~~777 12.000 12.499 ~~178~~157 97,~~074~~818,~~347~~219.3607 1.~~744~~561 12.500 12.999 ~~160~~136 98,~~780~~055,~~948~~308.6679 1.~~880~~608 13.000 13.499 3431 1,~~634~~472,~~126~~654.0008 0.~~314~~294 13.500 13.999 3128 1892,~~031,037~~145.7355 0.~~198~~178 14.000 14.499 54 ~~133~~116,~~277~~460.2622 0.~~026~~023 14.500 14.999 0 0.00 0.000 >= 15.000 0 0.00 0.000 Total 2,~~725~~575 ~~520~~500,~~261~~869,~~564~~653.3971 100.000

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