10-D 1 mab07wm1_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: 333-130373-21 MASTR Asset Backed Securities Trust 2007-WMC1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130373 Mortgage Asset Securitization Transactions, Inc. (Exact name of depositor as specified in its charter) UBS Real Estate Securities Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2198955 54-2198956 54-2198957 54-2198958 54-2198959 54-2198960 54-6737523 (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-2 _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ A-5 _____ _____ __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___ ____________ CE _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________ RX _____ _____ __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 MASTR Asset Backed Securities Trust 2007-WMC1. 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 MASTR Asset Backed Securities Trust 2007-WMC1, 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. MASTR Asset Backed Securities Trust 2007-WMC1 (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 MASTR Asset Backed Securities Trust 2007-WMC1, relating to the October 25, 2007 distribution. EX-99.1 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Distribution Date: 10/25/2007 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Series 2007-WMC1 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 55275TAA6 0610/2224/2007 5.~~46500~~27625% ~~213~~202,~~479~~017,~~876~~134.0636 1888,~~004,630~~244.3709 A-2 55275TAB4 0610/2224/2007 5.~~37000~~18125% ~~285~~269,~~733~~175,~~099~~838.8022 1,~~321~~162,~~277~~222.4876 A-3 55275TAC2 0610/2224/2007 5.~~42000~~23125% 81,850,000.00 ~~382~~356,~~012~~814.1484 A-4 55275TAD0 0610/2224/2007 5.~~48000~~29125% 137,080,000.00 ~~646~~604,~~865~~437.2912 A-5 55275TAE8 0610/2224/2007 5.~~55000~~36125% 73,923,000.00 ~~353~~330,~~290~~266.3440 M-1 55275TAF5 0610/2224/2007 5.~~58000~~39125% 32,078,000.00 ~~154~~144,~~134~~117.7910 M-2 55275TAG3 0610/2224/2007 5.~~61000~~42125% 28,130,000.00 ~~135~~127,~~891~~083.3414 M-3 55275TAH1 0610/2224/2007 5.~~67000~~48125% 16,780,000.00 8176,~~928~~646.3515 M-4 55275TAJ7 0610/2224/2007 5.~~75000~~56125% 15,298,000.00 7570,~~746~~896.3567 M-5 55275TAK4 0610/2224/2007 5.~~77000~~58125% 15,298,000.00 7671,~~009~~151.8164 M-6 55275TAL2 0610/2224/2007 5.~~84000~~65125% 13,324,000.00 6762,~~004~~747.9271 M-7 55275TAM0 0610/2224/2007 6.~~82000~~63125% 12,831,000.00 7570,~~353~~904.6164 M-8 55275TAN8 0610/2224/2007 5.~~74000~~55125% 29,610,000.00 ~~146~~136,~~355~~977.6509 CE MABS0701B 0509/3128/2007 0.00000% 108,~~857~~329,~~297~~598.1258 ~~1,722,602~~0.9000 P MABS0701C 0509/3128/2007 0.00000% 100.00 9510,~~784~~681.7751 R MABS0701A 0509/3128/2007 0.00000% 0.00 0.00 RX MAB7WM1RX 0509/3128/2007 0.00000% 0.00 0.00 Totals ~~966~~935,~~272~~724,~~372~~671.9816 64,~~338~~113,~~888~~190.1186

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 32,~~708~~406,~~733~~448.1551 0.00 ~~209~~199,~~771~~610,~~142~~685.9185 43,~~713~~294,~~363~~692.5260 0.00 A-2 41,~~701~~873,~~338~~568.1149 0.00 ~~281~~267,~~031~~302,~~761~~269.6973 63,~~022~~035,~~615~~791.5925 0.00 A-3 0.00 0.00 81,850,000.00 ~~382~~356,~~012~~814.1484 0.00 A-4 0.00 0.00 137,080,000.00 ~~646~~604,~~865~~437.2912 0.00 A-5 0.00 0.00 73,923,000.00 ~~353~~330,~~290~~266.3440 0.00 M-1 0.00 0.00 32,078,000.00 ~~154~~144,~~134~~117.7910 0.00 M-2 0.00 0.00 28,130,000.00 ~~135~~127,~~891~~083.3414 0.00 M-3 0.00 0.00 16,780,000.00 8176,~~928~~646.3515 0.00 M-4 0.00 0.00 15,298,000.00 7570,~~746~~896.3567 0.00 M-5 0.00 0.00 15,298,000.00 7671,~~009~~151.8164 0.00 M-6 0.00 0.00 13,324,000.00 6762,~~004~~747.9271 0.00 M-7 0.00 0.00 12,831,000.00 7570,~~353~~904.6164 0.00 M-8 0.00 0.00 29,610,000.00 ~~146~~136,~~355~~977.6509 0.00 CE 0.00 0.00 106,~~857~~689,~~297~~076.1279 ~~1,722,602~~0.9000 0.00 P 0.00 0.00 100.00 9510,~~784~~681.7751 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 84,~~410~~280,~~071~~017.2600 0.00 ~~957~~929,~~862~~804,~~301~~132.7237 148,~~748~~393,~~959~~207.3786 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-1 218,363,000.00 ~~213~~202,~~479~~017,~~876~~134.0636 0.00 32,~~708~~406,~~733~~448.1551 0.00 A-2 301,600,000.00 ~~285~~269,~~733~~175,~~099~~838.8022 0.00 41,~~701~~873,~~338~~568.1149 0.00 A-3 81,850,000.00 81,850,000.00 0.00 0.00 0.00 A-4 137,080,000.00 137,080,000.00 0.00 0.00 0.00 A-5 73,923,000.00 73,923,000.00 0.00 0.00 0.00 M-1 32,078,000.00 32,078,000.00 0.00 0.00 0.00 M-2 28,130,000.00 28,130,000.00 0.00 0.00 0.00 M-3 16,780,000.00 16,780,000.00 0.00 0.00 0.00 M-4 15,298,000.00 15,298,000.00 0.00 0.00 0.00 M-5 15,298,000.00 15,298,000.00 0.00 0.00 0.00 M-6 13,324,000.00 13,324,000.00 0.00 0.00 0.00 M-7 12,831,000.00 12,831,000.00 0.00 0.00 0.00 M-8 29,610,000.00 29,610,000.00 0.00 0.00 0.00 CE 10,861,910.80 108,~~857~~329,~~297~~598.1258 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 RX 0.00 0.00 0.00 0.00 0.00 Totals 987,027,010.80 ~~966~~935,~~272~~724,~~372~~671.9816 0.00 84,~~410~~280,~~071~~017.2600 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 32,~~708~~406,~~733~~448.1551 ~~209~~199,~~771~~610,~~142~~685.9185 0.~~96065333~~91412321 32,~~708~~406,~~733~~448.1551 A-2 0.00 41,~~701~~873,~~338~~568.1149 ~~281~~267,~~031~~302,~~761~~269.6973 0.~~93180292~~88628074 41,~~701~~873,~~338~~568.1149 A-3 0.00 0.00 81,850,000.00 1.00000000 0.00 A-4 0.00 0.00 137,080,000.00 1.00000000 0.00 A-5 0.00 0.00 73,923,000.00 1.00000000 0.00 M-1 0.00 0.00 32,078,000.00 1.00000000 0.00 M-2 0.00 0.00 28,130,000.00 1.00000000 0.00 M-3 0.00 0.00 16,780,000.00 1.00000000 0.00 M-4 0.00 0.00 15,298,000.00 1.00000000 0.00 M-5 0.00 0.00 15,298,000.00 1.00000000 0.00 M-6 0.00 0.00 13,324,000.00 1.00000000 0.00 M-7 0.00 0.00 12,831,000.00 1.00000000 0.00 M-8 0.00 0.00 29,610,000.00 1.00000000 0.00 CE 0.00 0.00 106,~~857~~689,~~297~~076.1279 0.~~99957524~~61582874 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00 0.00000000 0.00 Totals $0.00 84,~~410~~280,~~071~~017.2600 ~~957~~929,~~862~~804,~~301~~132.7237 0.~~97045196~~94202501 84,~~410~~280,~~071~~017.2600

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 218,363,000.00 ~~977~~925.~~63758540~~14361114 0.00000000 1611.~~98425626~~02040414 0.00000000 A-2 301,600,000.00 ~~947~~892.~~39091446~~49283229 0.00000000 156.~~58799108~~21209712 0.00000000 A-3 81,850,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 137,080,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-5 73,923,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 32,078,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 28,130,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 16,780,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 15,298,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 15,298,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 13,324,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 12,831,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 29,610,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 10,861,910.80 ~~999~~766.~~57524232~~86309926 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 RX 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 1611.~~98425626~~02040414 ~~960~~914.~~65332914~~12320700 0.~~96065333~~91412321 1611.~~98425626~~02040414 A-2 0.00000000 156.~~58799108~~21209712 ~~931~~886.~~80292338~~28073518 0.~~93180292~~88628074 156.~~58799108~~21209712 A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-5 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 CE 0.00000000 0.00000000 ~~999~~615.~~57524232~~82873522 0.~~99957524~~61582874 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 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.~~46500~~27625% ~~213~~202,~~479~~017,~~876~~134.0636 1888,~~004,630~~244.3709 0.00 A-2 0509/25/07 - 0610/24/07 3130 5.~~37000~~18125% ~~285~~269,~~733~~175,~~099~~838.8022 1,~~321~~162,~~277~~222.4876 0.00 A-3 0509/25/07 - 0610/24/07 3130 5.~~42000~~23125% 81,850,000.00 ~~382~~356,~~012~~814.1484 0.00 A-4 0509/25/07 - 0610/24/07 3130 5.~~48000~~29125% 137,080,000.00 ~~646~~604,~~865~~437.2912 0.00 A-5 0509/25/07 - 0610/24/07 3130 5.~~55000~~36125% 73,923,000.00 ~~353~~330,~~290~~266.3440 0.00 M-1 0509/25/07 - 0610/24/07 3130 5.~~58000~~39125% 32,078,000.00 ~~154~~144,~~134~~117.7910 0.00 M-2 0509/25/07 - 0610/24/07 3130 5.~~61000~~42125% 28,130,000.00 ~~135~~127,~~891~~083.3414 0.00 M-3 0509/25/07 - 0610/24/07 3130 5.~~67000~~48125% 16,780,000.00 8176,~~928~~646.3515 0.00 M-4 0509/25/07 - 0610/24/07 3130 5.~~75000~~56125% 15,298,000.00 7570,~~746~~896.3567 0.00 M-5 0509/25/07 - 0610/24/07 3130 5.~~77000~~58125% 15,298,000.00 7671,~~009~~151.8164 0.00 M-6 0509/25/07 - 0610/24/07 3130 5.~~84000~~65125% 13,324,000.00 6762,~~004~~747.9271 0.00 M-7 0509/25/07 - 0610/24/07 3130 6.~~82000~~63125% 12,831,000.00 7570,~~353~~904.6164 0.00 M-8 0509/25/07 - 0610/24/07 3130 5.~~74000~~55125% 29,610,000.00 ~~146~~136,~~355~~977.6509 0.00 CE N/A N/A 0.00000% ~~966~~935,~~272~~724,~~372~~671.9816 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 RX N/A N/A 0.00000% 0.00 0.00 0.00 Totals 4,~~520~~102,~~500~~509.4435 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 1888,~~004,630~~244.3709 0.00 ~~209~~199,~~771~~610,~~142~~685.9185 A-2 0.00 0.00 1,~~321~~162,~~277~~222.4876 0.00 ~~281~~267,~~031~~302,~~761~~269.6973 A-3 0.00 0.00 ~~382~~356,~~012~~814.1484 0.00 81,850,000.00 A-4 0.00 0.00 ~~646~~604,~~865~~437.2912 0.00 137,080,000.00 A-5 0.00 0.00 ~~353~~330,~~290~~266.3440 0.00 73,923,000.00 M-1 0.00 0.00 ~~154~~144,~~134~~117.7910 0.00 32,078,000.00 M-2 0.00 0.00 ~~135~~127,~~891~~083.3414 0.00 28,130,000.00 M-3 0.00 0.00 8176,~~928~~646.3515 0.00 16,780,000.00 M-4 0.00 0.00 7570,~~746~~896.3567 0.00 15,298,000.00 M-5 0.00 0.00 7671,~~009~~151.8164 0.00 15,298,000.00 M-6 0.00 0.00 6762,~~004~~747.9271 0.00 13,324,000.00 M-7 0.00 0.00 7570,~~353~~904.6164 0.00 12,831,000.00 M-8 0.00 0.00 ~~146~~136,~~355~~977.6509 0.00 29,610,000.00 CE 0.00 0.00 ~~1,722,602~~0.9000 0.00 ~~957~~929,~~862~~804,~~301~~132.7236 P 0.00 0.00 9510,~~784~~681.7751 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 64,~~338~~113,~~888~~190.1186 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-1 218,363,000.00 5.~~46500~~27625% ~~977~~925.~~63758540~~14361114 4.~~60073534~~06774083 0.00000000 A-2 301,600,000.00 5.~~37000~~18125% ~~947~~892.~~39091446~~49283229 43.~~38089350~~85352374 0.00000000 A-3 81,850,000.00 5.~~42000~~23125% 1000.00000000 4.~~66722224~~35937495 0.00000000 A-4 137,080,000.00 5.~~48000~~29125% 1000.00000000 4.~~71888890~~40937496 0.00000000 A-5 73,923,000.00 5.~~55000~~36125% 1000.00000000 4.~~77916670~~46770829 0.00000000 M-1 32,078,000.00 5.~~58000~~39125% 1000.00000000 4.~~80500000~~49270840 0.00000000 M-2 28,130,000.00 5.~~61000~~42125% 1000.00000000 4.~~83083327~~51770850 0.00000000 M-3 16,780,000.00 5.~~67000~~48125% 1000.00000000 4.~~88250000~~56770858 0.00000000 M-4 15,298,000.00 5.~~75000~~56125% 1000.00000000 4.~~95138907~~63437508 0.00000000 M-5 15,298,000.00 5.~~77000~~58125% 1000.00000000 4.~~96861093~~65104197 0.00000000 M-6 13,324,000.00 5.~~84000~~65125% 1000.00000000 54.~~02888922~~70937481 0.00000000 M-7 12,831,000.00 6.~~82000~~63125% 1000.00000000 5.~~87277765~~52604162 0.00000000 M-8 29,610,000.00 5.~~74000~~55125% 1000.00000000 4.~~94277778~~62604154 0.00000000 CE 10,861,910.80 0.00000% ~~88959~~86147.~~70430728~~33525155 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 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 4.~~60073534~~06774083 0.00000000 ~~960~~914.~~65332914~~12320700 A-2 0.00000000 0.00000000 43.~~38089350~~85352374 0.00000000 ~~931~~886.~~80292338~~28073518 A-3 0.00000000 0.00000000 4.~~66722224~~35937495 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 4.~~71888890~~40937496 0.00000000 1000.00000000 A-5 0.00000000 0.00000000 4.~~77916670~~46770829 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~80500000~~49270840 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~83083327~~51770850 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~88250000~~56770858 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~95138907~~63437508 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~96861093~~65104197 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 54.~~02888922~~70937481 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~87277765~~52604162 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 4.~~94277778~~62604154 0.00000000 1000.00000000 CE 0.00000000 0.00000000 ~~158~~0.~~59114770~~00000000 0.00000000 ~~88185~~85602.~~43250420~~26183776 P 0.00000000 0.00000000 ~~957847~~106815.~~70000000~~10000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 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 1411,~~755~~945,~~113~~359.2070 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 12,~~712~~349,~~049~~110.0284 Gains & Subsequent Recoveries (Realized Losses) (553,~~529~~278,836.0492) Prepayment Penalties 9510,~~784~~681.7751 Swap/Cap Payments ~~146,421~~0.2900 Total Deposits 1611,~~653~~026,~~839~~315.2413 Withdrawals Swap Payments 0123,608.0016 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 12,~~484~~102,~~954~~848.0178 Total Administration Fees ~~419~~406,~~925~~650.8633 Payment of Interest and Principal 148,~~748~~393,~~959~~207.3786 Total Withdrawals (Pool Distribution Amount) 1611,~~653~~026,~~839~~315.2413 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~402~~389,~~613~~885.4928 Credit Risk Manager Fee- Clayton Fixed Income Svcs Inc. 109,~~065~~747.3412 Master Servicer Fee - Wells Fargo Bank, N.A. 7,~~247~~017.0393 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~419~~406,~~925~~650.8633 *Servicer Payees include: OCWEN LOAN SERVICING, LLC

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Net WAC Rate Carryover Reserve Account 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Account-UBS AG, London Branch 0.00 0.00 0.00 Swap Account-UBS AG, London Branch 43,~~296~~548,~~761~~332.5407 43,~~150~~671,~~340~~940.2523 ~~146~~(123,~~421~~608.2916)

Collateral Statement Group Group 1 Group 2 Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 6.~~870900~~880037 8.~~042554~~040885 Weighted Average Net Rate 6.~~370900~~380038 7.~~542554~~540885 Weighted Average Pass-Through Rate 6.~~349400~~358537 7.~~521054~~519385 Weighted Average Remaining Term ~~354~~350 ~~354~~350 Principal And Interest Constant 5856,~~467~~527.2142 1,~~098~~048,~~581~~192.7760 Beginning Loan Count 3736 ~~806~~775 Loans Paid in Full 10 115 Ending Loan Count 36 ~~795~~770 Beginning Scheduled Balance 9,~~757~~395,~~996~~502.9575 ~~156~~148,~~329~~988,~~769~~142.3539 Ending Scheduled Balance 9,~~404~~392,~~226~~735.4512 ~~153~~147,~~676~~500,~~303~~340.4697 Actual Ending Collateral Balance 9,~~406~~395,~~950~~798.7431 ~~153~~147,~~746~~606,~~939~~172.8161 Scheduled Principal 2,~~595~~659.3658 5049,~~839~~862.5916 Unscheduled Principal ~~351,175~~108.1405 21,~~602~~437,~~626~~939.3026 Negative Amortized Principal 0.00 0.00 Scheduled Interest 5553,~~871~~867.8584 1998,~~047,742~~330.1844 Servicing Fees 43,~~065~~914.8379 6562,~~137~~078.4039 Master Servicing Fees 7370.1847 1,~~172~~117.4741 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~101~~97.6587 1,~~628~~551.4496 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 5149,~~631~~784.1971 ~~979~~933,~~803~~582.8768 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~9,301~~0.3500 ~~36,487~~0.5500 Prepayment Penalty Paid Count 10 50 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 3 Group 4 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~197604~~199221 9.~~444621~~410309 Weighted Average Net Rate 6.~~697604~~699221 8.~~944622~~910309 Weighted Average Pass-Through Rate 6.~~676104~~677721 8.~~923121~~888809 Weighted Average Remaining Term ~~354~~350 ~~349~~345 Principal And Interest Constant ~~167~~161,~~239~~511.5185 ~~565~~543,~~819~~672.4912 Beginning Loan Count ~~125~~119 ~~855~~820 Loans Paid in Full 30 515 Ending Loan Count ~~122~~119 ~~850~~805 Beginning Scheduled Balance 2625,~~425~~456,~~767~~261.8425 6765,~~766~~246,~~816~~716.3075 Ending Scheduled Balance 25,~~963~~446,~~498~~811.04 67 64,~~552~~377,~~076~~628.9386 Actual Ending Collateral Balance 25,~~972~~457,~~200~~691.6744 6764,~~593~~430,~~576~~719.1133 Scheduled Principal 8,~~737~~790.6781 32,~~459~~012.5531 Unscheduled Principal ~~453,532~~658.1377 ~~182~~837,~~279~~075.8258 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~158~~152,~~501~~721.8404 ~~533~~511,~~359~~659.9481 Servicing Fees 1110,~~010~~606.7478 2827,~~236~~186.1713 Master Servicing Fees ~~198~~190.1992 ~~508~~489.2535 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~275~~265.2717 ~~705~~679.9065 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~147~~141,~~017~~658.6417 ~~503~~483,~~909~~304.6268 Realized Loss Amount 0.00 0833,195.0005 Cumulative Realized Loss 0.00 01,945,726.0099 Percentage of Cumulative Losses 0.0000 02.~~0000~~8427 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~6,935~~0.4500 21,~~155~~291.9879 Prepayment Penalty Paid Count 10 2 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 5 Group 6 Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 6.~~422292~~422186 8.~~034397~~023303 Weighted Average Net Rate 5.~~922291~~922186 7.~~534397~~523237 Weighted Average Pass-Through Rate 5.~~900792~~900686 7.~~512897~~501803 Weighted Average Remaining Term ~~354~~350 ~~354~~350 Principal And Interest Constant 162,~~298~~242.8551 3,~~201~~126,~~154~~062.2637 Beginning Loan Count 73 1,~~540~~504 Loans Paid in Full 0 114 Ending Loan Count 73 1,~~529~~500 Beginning Scheduled Balance 29,~~658~~630,~~372~~827.6540 ~~459~~448,~~514~~840,~~360~~102.1310 Ending Scheduled Balance 29,~~651~~624,~~399~~364.2378 ~~456~~447,~~599~~954,~~835~~900.5827 Actual Ending Collateral Balance 29,~~654~~628,~~465~~449.7462 ~~456~~448,~~812~~288,~~103~~521.53 Scheduled Principal 3,~~569~~663.9260 124,~~553~~684.5327 Unscheduled Principal 32,~~403~~799.5002 2819,~~789,971~~536.0277 Negative Amortized Principal 0.00 0.00 Scheduled Interest 158,~~728~~578.9391 3,~~076~~001,~~600~~378.7310 Servicing Fees 12,~~357~~346.6618 ~~191~~187,~~464~~041.3230 Master Servicing Fees 222.4423 3,~~446~~366.3674 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 308.9465 4,~~786~~676.6103 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 145,~~839~~701.8985 2,~~876~~806,~~903~~294.4403 Realized Loss Amount 0.00 010,762.0057 Cumulative Realized Loss 0.00 0285,078.0087 Percentage of Cumulative Losses 0.0000 0.~~0000~~0605 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 266,~~470~~484.5255 Prepayment Penalty Paid Count 0 41 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 7 Group 8 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~229687~~220921 9.~~754529~~694824 Weighted Average Net Rate 6.~~729687~~720921 9.~~254529~~195063 Weighted Average Pass-Through Rate 6.~~708187~~699421 9.~~233029~~173324 Weighted Average Remaining Term ~~354~~350 ~~348~~344 Principal And Interest Constant ~~539~~532,~~115~~526.1371 1,~~121~~050,~~206~~468.1620 Beginning Loan Count ~~258~~255 1,~~220~~150 Loans Paid in Full 10 928 Ending Loan Count ~~257~~255 1,~~211~~122 Beginning Scheduled Balance 8584,~~919~~871,~~110~~700.1438 ~~130~~123,~~900~~295,~~179~~418.6214 Ending Scheduled Balance 8584,~~486~~849,~~916~~054.4899 ~~129~~120,~~528~~658,~~045~~295.5570 Actual Ending Collateral Balance 8584,~~516~~898,~~324~~819.2717 ~~129~~120,~~608~~761,~~272~~870.3657 Scheduled Principal 21,~~474~~816.9187 5754,~~148~~838.1388 Unscheduled Principal ~~410,718~~828.7552 12,~~314~~523,~~985~~264.9435 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~517~~510,~~640~~709.2284 1995,~~064,058~~629.0332 Servicing Fees 35,~~799~~363.6321 5451,~~541~~348.7450 Master Servicing Fees ~~644~~636.3954 ~~981~~924.7527 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~894~~884.9908 1,~~363~~283.5471 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~480~~473,~~301~~826.2101 1942,~~007,171~~072.0084 Realized Loss Amount 0.00 552,~~529~~434,879.0430 Cumulative Realized Loss 0.00 557,~~529~~259,809.0407 Percentage of Cumulative Losses 0.0000 05.~~0417~~4485 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 142,~~433~~905.9217 Prepayment Penalty Paid Count 0 31 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~211975~~185581 Weighted Average Net Rate 7.~~711975~~685581 Weighted Average Pass-Through Rate 7.~~690475~~664081 Weighted Average Remaining Term ~~353~~349 Principal And Interest Constant 6,~~913~~681,~~882~~203.3878 Beginning Loan Count 4,~~914~~732 Loans Paid in Full 4152 Ending Loan Count 4,~~873~~680 Beginning Scheduled Balance ~~966~~935,~~272~~724,~~372~~671.9816 Ending Scheduled Balance ~~957~~929,~~862~~804,~~301~~132.7236 Actual Ending Collateral Balance ~~958~~930,~~310~~468,~~833~~042.2358 Scheduled Principal ~~301~~298,~~378~~328.6648 Unscheduled Principal 85,~~108~~622,~~692~~210.6032 Negative Amortized Principal 0.00 Scheduled Interest 6,~~612~~382,~~503~~875.7230 Servicing Fees ~~402~~389,~~613~~885.4928 Master Servicing Fees 7,~~247~~017.0393 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 109,~~065~~747.3412 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 65,~~192~~976,~~577~~224.8697 Realized Loss Amount 553,~~529~~278,836.0492 Cumulative Realized Loss 559,~~529~~490,614.0493 Percentage of Cumulative Losses 0.~~0056~~9615 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 9510,~~784~~681.7751 Prepayment Penalty Paid Count 164 Special Servicing Fee 0.00

Miscellaneous Reporting - Deal Level Miscellaneous Reporting Item Value Extraordinary Trust Fund Expense 0.00 Relief Act Interest Shortfall 0.00 M-8 Certificate Policy Interest Statement 0.00 M-8 Certificate Policy Principal Statement 0.00 Mezzanine Policy Payments 0.00 Claims Denied Mezzanine Policy 0.00 Reimbursements to Mortgage Insurer 0.00 Class M-8 Reimbursement Amount 0.00 Other Income 0.00 Non Advancing Loans (40111,~~366~~792.9169)

Additional Reporting - Deal Level Informational Reporting Credit Enhancement Percentage 18.347128% Structural Reporting Net Monthly Excess Cashflow 1,~~631~~638,~~710~~314.5177 ~~Overcollateralization~~Extra ~~Deficiency~~Principal Distribution Amount 551,~~529~~638,314.0477 ~~Extra~~Overcollateralization ~~Principal Distribution~~ Amount 556,~~529~~689,076.0478 Overcollateralization ~~Release~~Deficiency Amount 05,806,535.0046 Overcollateralization Release Amount ~~10,857,297~~0.1200 Overcollateralization Target Amount 10,857,297.12 ~~Credit~~Trigger ~~Enhancement~~Event ~~Percentage~~Reporting ~~18.028695%~~Optional ~~Trigger~~Termination ~~Event~~Date ~~Reporting~~NO Delinquency Trigger Trigger Result ~~Pass~~Fail Threshold Value 7.~~582869~~716802% Calculated Value 516.~~929631~~137366% Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.450000% Calculated Value 0.~~005626~~915241% Trigger Event Trigger Result Pass Stepdown Date NO

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 47 0 0 47 ~~614~~1,~~593~~461,709.3934 0.00 0.00 ~~614~~1,~~593~~461,709.3934 30 Days ~~284~~306 03 0 0 ~~284~~309 6558,~~172~~800,~~292~~306.9391 0944,333.0027 0.00 0.00 6559,~~172~~744,~~292~~640.9318 60 Days ~~167~~151 13 1 0 ~~169~~155 3732,~~227~~660,~~303~~969.7110 91133,~~585~~967.0552 ~~442~~358,~~035~~325.2797 0.00 3733,~~760~~153,~~924~~262.0359 90 Days 6596 41 7463 0 ~~143~~160 1014,~~000~~477,~~053~~694.6228 ~~920~~151,~~860~~231.0672 2116,~~195~~604,~~054~~500.9716 0.00 3231,~~115~~233,~~968~~426.6516 120 Days 4084 04 5364 21 95153 413,~~342~~523,~~209~~709.2618 0561,046.0052 1819,~~090~~617,~~753~~316.7482 ~~512~~79,~~020~~304.0110 2233,~~944~~781,~~983~~376.0162 150 Days 163 0 1 083 27 49154 7,~~272~~489,689.8314 0242,097.0022 ~~526~~28,~~846~~105,724.4416 01,915,166.0094 ~~576~~37,~~119~~752,677.2746 180+ Days 023 014 0115 056 0208 03,203,499.0022 03,639,509.0096 036,970,147.0042 017,118,121.0080 060,931,278.0040 Totals ~~557~~723 933 ~~129~~326 264 ~~697~~1,146 ~~116~~130,~~791~~155,~~132~~867.3583 17,~~627~~133,~~038~~895.5055 40101,~~254~~656,~~690~~014.4253 ~~512~~19,~~020~~112,592.0184 ~~159~~258,~~184~~058,~~881~~370.2875 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0.~~082085~~149573% 0.000000% 0.000000% 0.~~082085~~149573% 0.~~064163~~157206% 0.000000% 0.000000% 0.~~064163~~157206% 30 Days 56.~~828032~~538462% 0.~~000000~~064103% 0.000000% 0.000000% 56.~~828032~~602564% 6.~~803931~~323946% 0.~~000000~~101563% 0.000000% 0.000000% 6.~~803931~~425508% 60 Days 3.~~427047~~226496% 0.~~020521~~064103% 0.~~020521~~021368% 0.000000% 3.~~468089~~311966% 3.~~886498~~512672% 0.~~009561~~014408% 0.~~046148~~038538% 0.000000% 3.~~942208~~565618% 90 Days 12.~~333881~~051282% 0.~~082085~~021368% 1.~~518572~~346154% 0.000000% 23.~~934537~~418803% 1.~~043997~~557069% 0.~~096137~~016265% 21.~~212745~~785806% 0.000000% 3.~~352879~~359140% 120 Days 01.~~820850~~794872% 0.~~000000~~085470% 1.~~087626~~367521% 0.~~041042~~021368% 13.~~949518~~269231% 01.~~453323~~454469% 0.~~000000~~060340% 12.~~888659~~109833% 0.~~053454~~008529% 23.~~395436~~633171% 150 Days 01.~~020521~~346154% 0.~~000000~~021368% 01.~~020521~~773504% 0.~~000000~~149573% 03.~~041042~~290598% 0.~~005144~~805513% 0.~~000000~~026037% 03.~~055002~~022758% 0.~~000000~~205975% 04.~~060146~~060283% 180+ Days 0.~~000000~~491453% 0.~~000000~~299145% 02.~~000000~~457265% 01.~~000000~~196581% 04.~~000000~~444444% 0.~~000000~~344535% 0.~~000000~~391428% 03.~~000000~~976122% 01.~~000000~~841046% 06.~~000000~~553131% Totals 1115.~~430330~~448718% 0.~~184691~~705128% 26.~~647240~~965812% 01.~~041042~~367521% 1424.~~303304~~487179% 1213.~~192894~~998203% 0.~~169861~~767247% 410.~~202555~~933057% 02.~~053454~~055550% 1627.~~618765~~754057% 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,~~712~~349,~~049~~110.0284

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 02 0 0 0 02 0348,245.0083 0.00 0.00 0.00 0348,245.0083 60 Days 01 0 0 0 01 0136,682.0098 0.00 0.00 0.00 0136,682.0098 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 03 0 0 0 03 0484,928.0081 0.00 0.00 0.00 0484,928.0081 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 05.~~000000~~555556% 0.000000% 0.000000% 0.000000% 05.~~000000~~555556% 03.~~000000~~707608% 0.000000% 0.000000% 0.000000% 03.~~000000~~707608% 60 Days 02.~~000000~~777778% 0.000000% 0.000000% 0.000000% 02.~~000000~~777778% 01.~~000000~~455199% 0.000000% 0.000000% 0.000000% 01.~~000000~~455199% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 08.~~000000~~333333% 0.000000% 0.000000% 0.000000% 08.~~000000~~333333% 05.~~000000~~162807% 0.000000% 0.000000% 0.000000% 05.~~000000~~162807% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 20 0 0 20 ~~279,412~~0.00 0.00 0.00 ~~279,412~~0.00 30 Days 3650 0 0 0 3650 89,~~051~~438,~~909~~402.3306 0.00 0.00 0.00 89,~~051~~438,~~909~~402.3306 60 Days 2530 01 0 0 2531 5,~~177~~592,~~852~~279.7041 066,152.0089 0.00 0.00 5,~~177~~658,~~852~~432.7030 90 Days 614 10 219 0 2823 12,~~430~~863,~~212~~400.0232 ~~307,527~~0.5700 31,~~719~~724,~~761~~690.2735 0.00 54,~~457~~588,~~500~~090.8667 120 Days 14 0 616 1 821 ~~274~~835,~~161~~443.4764 0.00 14,~~637~~049,~~543~~093.5632 ~~251~~79,~~627~~304.0310 24,~~163~~963,~~332~~841.06 150 Days 02 0 010 03 015 0500,574.0005 0.00 02,438,211.0075 0499,353.00 03,438,138.0080 180+ Days 04 03 022 017 046 0817,383.0058 0346,829.0063 04,961,239.0088 03,992,373.0020 010,117,826.0029 Totals 68104 34 2757 121 99186 1420,~~934~~047,~~135~~483.5206 ~~586~~412,~~939~~982.5752 513,~~357~~173,~~304~~235.8330 ~~251~~4,~~627~~571,030.0330 2138,~~130~~204,~~006~~731.9518 0-29 Days 0.~~251572~~000000% 0.000000% 0.000000% 0.~~251572~~000000% 0.~~181819~~000000% 0.000000% 0.000000% 0.~~181819~~000000% 30 Days 46.~~528302~~493506% 0.000000% 0.000000% 0.000000% 46.~~528302~~493506% 56.~~239526~~398902% 0.000000% 0.000000% 0.000000% 56.~~239526~~398902% 60 Days 3.~~144654~~896104% 0.~~000000~~129870% 0.000000% 0.000000% 34.~~144654~~025974% 3.~~369324~~791367% 0.~~000000~~044849% 0.000000% 0.000000% 3.~~369324~~836216% 90 Days 01.~~754717~~818182% 0.~~125786~~000000% 21.~~641509~~168831% 0.000000% 32.~~522013~~987013% 01.~~930665~~941284% 0.~~200114~~000000% 21.~~420517~~169279% 0.000000% 3.~~551296~~110563% 120 Days 0.~~125786~~519481% 0.000000% 02.~~754717~~077922% 0.~~125786~~129870% 12.~~006289~~727273% 0.~~178402~~566401% 0.000000% 12.~~065580~~745142% 0.~~163738~~053765% 13.~~407720~~365308% 150 Days 0.~~000000~~259740% 0.000000% 01.~~000000~~298701% 0.~~000000~~389610% 01.~~000000~~948052% 0.~~000000~~339371% 0.000000% 01.~~000000~~653021% 0.~~000000~~338544% 02.~~000000~~330936% 180+ Days 0.~~000000~~519481% 0.~~000000~~389610% 02.~~000000~~857143% 02.~~000000~~207792% 05.~~000000~~974026% 0.~~000000~~554157% 0.~~000000~~235138% 03.~~000000~~363545% 02.~~000000~~706687% 06.~~000000~~859527% Totals 813.~~553459~~506494% 0.~~377358~~519481% 37.~~396226~~402597% 02.~~125786~~727273% 1224.~~452830~~155844% 913.~~717917~~591483% 0.~~381932~~279988% 38.~~486097~~930986% 03.~~163738~~098996% 1325.~~749685~~901453% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 35 0 0 0 35 ~~503~~1,~~788~~076,268.9161 0.00 0.00 0.00 ~~503~~1,~~788~~076,268.9161 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 04 0 15 ~~184~~83,~~582~~940.4209 0.00 0985,818.00 0.00 ~~184~~1,~~582~~069,758.4209 120 Days 0 0 20 0 20 0.00 0.00 ~~165,107~~0.2200 0.00 ~~165,107~~0.2200 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 01 0 0 01 02 093,362.0013 0.00 0.00 071,561.0062 0164,923.0075 Totals 47 0 24 01 612 ~~688~~1,~~371~~253,570.3383 0.00 ~~165~~985,~~107~~818.2200 071,561.0062 ~~853~~2,~~478~~310,950.5545 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 24.~~459016~~201681% 0.000000% 0.000000% 0.000000% 24.~~459016~~201681% 14.~~940374~~229483% 0.000000% 0.000000% 0.000000% 14.~~940374~~229483% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.~~819672~~840336% 0.000000% 03.~~000000~~361345% 0.000000% 04.~~819672~~201681% 0.~~710930~~329865% 0.000000% 03.~~000000~~874033% 0.000000% 04.~~710930~~203898% 120 Days 0.000000% 0.000000% 10.~~639344~~000000% 0.000000% 10.~~639344~~000000% 0.000000% 0.000000% 0.~~635921~~000000% 0.000000% 0.~~635921~~000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.~~000000~~840336% 0.000000% 0.000000% 0.~~000000~~840336% 01.~~000000~~680672% 0.~~000000~~366891% 0.000000% 0.000000% 0.~~000000~~281220% 0.~~000000~~648112% Totals 35.~~278689~~882353% 0.000000% 13.~~639344~~361345% 0.~~000000~~840336% 410.~~918033~~084034% 24.~~651304~~926239% 0.000000% 03.~~635921~~874033% 0.~~000000~~281220% 39.~~287225~~081493% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 10 0 0 10 ~~66,938~~0.8500 0.00 0.00 ~~66,938~~0.8500 30 Days 3354 01 0 0 3355 3,~~165~~678,~~404~~897.7805 0100,187.0098 0.00 0.00 3,~~165~~779,~~404~~085.7803 60 Days 2321 01 0 0 2322 1,~~888~~569,~~784~~519.7984 030,013.0034 0.00 0.00 1,~~888~~599,~~784~~533.7918 90 Days 1523 1 0 2 0 1625 ~~804~~1,~~047.96 76~~811,~~840~~763.3404 0.00 362,673.11 0.00 ~~880~~2,~~888~~174,436.3015 120 Days 616 01 23 0 820 ~~378~~874,~~927~~631.5445 080,631.0095 ~~223~~408,~~102~~215.0252 0.00 ~~602~~1,~~029~~363,478.5692 150 Days 113 0 02 0 115 49727,~~272~~269.8395 0.00 0559,373.0004 0.00 491,~~272~~286,642.8399 180+ Days 05 0 02 01 08 0289,452.0027 0.00 0633,396.0023 083,383.0036 01,006,231.0086 Totals 78132 23 29 01 82145 68,~~286~~951,~~437~~533.9060 ~~143~~210,~~779~~833.1927 ~~223~~1,~~102~~963,657.0290 083,383.0036 611,~~653~~209,~~319~~408.1113 0-29 Days 0.~~117647~~000000% 0.000000% 0.000000% 0.~~117647~~000000% 0.~~099092~~000000% 0.000000% 0.000000% 0.~~099092~~000000% 30 Days 36.~~882353~~708075% 0.~~000000~~124224% 0.000000% 0.000000% 36.~~882353~~832298% 45.~~685873~~714558% 0.~~000000~~155625% 0.000000% 0.000000% 45.~~685873~~870184% 60 Days 2.~~705882~~608696% 0.~~000000~~124224% 0.000000% 0.000000% 2.~~705882~~732919% 2.~~796043~~437990% 0.~~000000~~046621% 0.000000% 0.000000% 2.~~796043~~484610% 90 Days 12.~~764706~~857143% 0.~~117647~~000000% 0.~~000000~~248447% 0.000000% 13.~~882353~~105590% 12.~~190264~~814274% 0.~~113750~~000000% 0.~~000000~~563353% 0.000000% 13.~~304014~~377627% 120 Days 01.~~705882~~987578% 0.~~000000~~124224% 0.~~235294~~372671% 0.000000% 02.~~941176~~484472% 01.~~560941~~358595% 0.~~000000~~125248% 0.~~330267~~634095% 0.000000% 02.~~891208~~117939% 150 Days 01.~~117647~~614907% 0.000000% 0.~~000000~~248447% 0.000000% 01.~~117647~~863354% 01.~~072941~~129694% 0.000000% 0.~~000000~~868894% 0.000000% 01.~~072941~~998587% 180+ Days 0.~~000000~~621118% 0.000000% 0.~~000000~~248447% 0.~~000000~~124224% 0.~~000000~~993789% 0.~~000000~~449616% 0.000000% 0.~~000000~~983876% 0.~~000000~~129522% 01.~~000000~~563015% Totals 916.~~176471~~397516% 0.~~235294~~372671% 01.~~235294~~118012% 0.~~000000~~124224% 918.~~647059~~012422% 913.~~306062~~904727% 0.~~212842~~327495% 03.~~330267~~050218% 0.~~000000~~129522% 917.~~849170~~411962% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 12 0 0 0 12 ~~151~~400,~~483~~341.6409 0.00 0.00 0.00 ~~151~~400,~~483~~341.6409 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 1 0 0 1 0.00 151,231.72 0.00 ~~161,721.41~~ 0.00 ~~161~~151,~~721~~231.4172 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 01 0 01 0.00 0.00 0161,555.0085 0.00 0161,555.0085 Totals 2 1 0 1 0 24 ~~151~~400,~~483~~341.6409 0151,231.0072 161,~~721~~555.4185 0.00 ~~313~~713,~~205~~128.0566 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~369863~~739726% 0.000000% 0.000000% 0.000000% 12.~~369863~~739726% 01.~~510882~~351391% 0.000000% 0.000000% 0.000000% 01.~~510882~~351391% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 01.~~000000~~369863% 10.~~369863~~000000% 0.000000% 1.369863% 0.000000% 0.~~000000~~510498% 0.~~545409~~000000% 0.000000% 0.~~545409~~510498% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 01.~~000000~~369863% 0.000000% 01.~~000000~~369863% 0.000000% 0.000000% 0.~~000000~~545348% 0.000000% 0.~~000000~~545348% Totals 12.~~369863~~739726% 01.~~000000~~369863% 1.369863% 0.000000% 25.~~739726~~479452% 01.~~510882~~351391% 0.~~000000~~510498% 0.~~545409~~545348% 0.000000% 12.~~056291~~407237% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 13 0 0 13 ~~268~~627,~~242~~560.5431 0.00 0.00 ~~268~~627,~~242~~560.5431 30 Days ~~122~~109 01 0 0 ~~122~~110 3931,~~739~~138,~~033~~827.4478 0293,145.0029 0.00 0.00 3931,~~739~~431,~~033~~973.4407 60 Days 7157 0 1 0 7258 2418,~~641~~925,~~073~~788.0468 0.00 ~~442~~358,~~035~~325.2797 0.00 2519,~~083~~284,~~108~~114.3165 90 Days 1516 0 4438 0 5954 4,~~979~~017,~~730~~984.5548 0.00 1411,~~526~~435,~~288~~684.0051 0.00 1915,~~506~~453,~~018~~668.5599 120 Days 120 0 3840 10 4060 ~~411~~7,~~154~~017,657.7771 0.00 13,~~919~~364,~~509~~754.8076 ~~260,392~~0.9800 1420,~~591~~382,~~057~~412.5547 150 Days 010 0 1 058 13 072 2,462,212.0033 0242,097.0022 ~~526~~20,~~846~~578,938.4454 0938,278.0038 ~~526~~24,~~846~~221,526.4447 180+ Days 03 06 078 035 0122 0860,707.0043 02,625,619.0056 027,601,906.0036 012,198,516.0065 043,286,750.00 Totals ~~209~~215 111 84215 138 ~~295~~479 6964,~~770~~423,~~991~~178.8041 ~~268~~3,~~242~~788,422.5438 2973,~~414~~339,~~679~~610.5114 ~~260~~13,~~392~~136,795.9803 99154,~~714~~688,~~306~~005.8396 0-29 Days 0.~~065402~~200000% 0.000000% 0.000000% 0.~~065402~~200000% 0.~~058748~~140095% 0.000000% 0.000000% 0.~~058748~~140095% 30 Days 7.~~979071~~266667% 0.~~000000~~066667% 0.000000% 0.000000% 7.~~979071~~333333% 86.~~703252~~951331% 0.~~000000~~065441% 0.000000% 0.000000% 87.~~703252~~016772% 60 Days 43.~~643558~~800000% 0.000000% 0.~~065402~~066667% 0.000000% 43.~~708960~~866667% 54.~~396645~~224932% 0.000000% 0.~~096810~~079992% 0.000000% 54.~~493455~~304923% 90 Days 01.~~981033~~066667% 0.000000% 2.~~877698~~533333% 0.000000% 3.~~858731~~600000% 10.~~090612~~896962% 0.000000% 32.~~181405~~552865% 0.000000% 43.~~272016~~449827% 120 Days 01.~~065402~~333333% 0.000000% 2.~~485284~~666667% 0.~~065402~~000000% 24.~~616089~~000000% 01.~~090047~~566599% 0.000000% 32.~~048514~~983505% 0.~~057029~~000000% 34.~~195590~~550104% 150 Days 0.~~000000~~666667% 0.~~000000~~066667% 03.~~065402~~866667% 0.~~000000~~200000% 04.~~065402~~800000% 0.~~000000~~549656% 0.~~000000~~054045% 04.~~115385~~593976% 0.~~000000~~209458% 05.~~115385~~407135% 180+ Days 0.~~000000~~200000% 0.~~000000~~400000% 05.~~000000~~200000% 02.~~000000~~333333% 08.~~000000~~133333% 0.~~000000~~192142% 0.~~000000~~586135% 06.~~000000~~161760% 02.~~000000~~723157% 09.~~000000~~663194% Totals 1314.~~669065~~333333% 0.~~065402~~733333% 514.~~493787~~333333% 02.~~065402~~533333% 1931.~~293656~~933333% 1514.~~280556~~381622% 0.~~058748~~845715% 616.~~442113~~372097% 02.~~057029~~932616% 2134.~~838446~~532049% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 7 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 01 0 0 01 0410,800.0077 0.00 0.00 0410,800.0077 30 Days 1211 01 0 0 12 4,~~573~~956,~~533~~748.4722 0551,000.00 0.00 0.00 45,~~573~~507,~~533~~748.4722 60 Days 47 0 0 0 47 12,~~514~~435,~~540~~461.3650 0.00 0.00 0.00 12,~~514~~435,~~540~~461.3650 90 Days 4 0 18 5 0 612 1,389,242.85 0.00 ~~429,274.75~~ 1,~~921~~696,~~472~~763.1231 0.00 23,~~350~~086,~~746~~006.8716 120 Days 03 01 54 0 58 01,213,242.0005 0323,975.00 21,~~145~~709,~~491~~841.1419 0.00 23,~~145~~247,~~491~~058.1424 150 Days 0 0 05 01 06 0.00 0.00 02,378,110.0012 0477,535.0056 02,855,645.0068 180+ Days 01 01 07 01 010 0267,485.0039 0311,550.0054 03,028,425.0039 0398,377.0065 04,005,838.0097 Totals 1626 14 1024 02 2756 610,~~088~~262,~~073~~180.8301 ~~429~~1,~~274~~597,326.7531 48,~~066~~813,~~963~~140.2601 0875,913.0021 1021,~~584~~548,~~311~~559.8454 0-29 Days 0.~~000000~~392157% 0.000000% 0.000000% 0.~~000000~~392157% 0.~~000000~~484155% 0.000000% 0.000000% 0.~~000000~~484155% 30 Days 4.~~669261~~313725% 0.~~000000~~392157% 0.000000% 0.000000% 4.~~669261~~705882% 5.~~349981~~841843% 0.~~000000~~649388% 0.000000% 0.000000% 56.~~349981~~491231% 60 Days 12.~~556420~~745098% 0.000000% 0.000000% 0.000000% 12.~~556420~~745098% 12.~~771663~~870346% 0.000000% 0.000000% 0.000000% 12.~~771663~~870346% 90 Days 01.~~000000~~568627% 0.~~389105~~000000% 13.~~945525~~137255% 0.000000% 24.~~334630~~705882% 01.~~000000~~637311% 0.~~502153~~000000% 21.~~247680~~999743% 0.000000% 23.~~749832~~637054% 120 Days 01.~~000000~~176471% 0.~~000000~~392157% 1.~~945525~~568627% 0.000000% 13.~~945525~~137255% 01.~~000000~~429883% 0.~~000000~~381825% 2.~~509730~~015156% 0.000000% 23.~~509730~~826864% 150 Days 0.000000% 0.000000% 01.~~000000~~960784% 0.~~000000~~392157% 02.~~000000~~352941% 0.000000% 0.000000% 02.~~000000~~802754% 0.~~000000~~562806% 03.~~000000~~365560% 180+ Days 0.~~000000~~392157% 0.~~000000~~392157% 02.~~000000~~745098% 0.~~000000~~392157% 03.~~000000~~921569% 0.~~000000~~315249% 0.~~000000~~367182% 03.~~000000~~569192% 0.~~000000~~469513% 04.~~000000~~721136% Totals 610.~~225681~~196078% 01.~~389105~~568627% 39.~~891051~~411765% 0.~~000000~~784314% 1021.~~505837~~960784% 712.~~121644~~094631% 01.~~502153~~882551% 410.~~757410~~386845% 01.~~000000~~032319% 1225.~~381207~~396346% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 8 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 03 0 0 03 0423,348.0026 0.00 0.00 0423,348.0026 30 Days 7773 0 0 0 7773 87,~~987~~762,~~139~~576.3627 0.00 0.00 0.00 87,~~987~~762,~~139~~576.3627 60 Days 4435 1 0 0 4536 4,~~005~~001,~~052~~236.8269 9137,~~585~~801.0529 0.00 0.00 4,~~096~~039,~~637~~037.8798 90 Days 2838 10 32 0 3240 24,~~601~~311,~~480~~363.6750 ~~107,217~~0.4000 ~~865~~398,~~812~~870.1788 0.00 34,~~574~~710,~~510~~234.2438 120 Days 3241 02 01 0 3244 3,~~277~~582,~~965~~734.4833 0156,439.0057 085,412.0003 0.00 3,~~277~~824,~~965~~585.4893 150 Days 038 0 08 0 046 03,799,632.0081 0.00 02,151,090.0071 0.00 05,950,723.0052 180+ Days 09 04 05 01 019 0875,108.0042 0355,510.0023 0583,623.0071 0373,909.0032 02,188,151.0068 Totals ~~181~~234 210 316 01 ~~186~~261 1824,~~871~~332,~~638~~652.3302 ~~198~~973,~~802~~099.4535 ~~865~~3,~~812~~218,997.1733 0373,909.0032 1928,~~936~~898,~~252~~658.9502 0-29 Days 0.~~000000~~267380% 0.000000% 0.000000% 0.~~000000~~267380% 0.~~000000~~350865% 0.000000% 0.000000% 0.~~000000~~350865% 30 Days 6.~~358382~~506239% 0.000000% 0.000000% 0.000000% 6.~~358382~~506239% 6.~~938373~~433521% 0.000000% 0.000000% 0.000000% 6.~~938373~~433521% 60 Days 3.~~633361~~119430% 0.~~082576~~089127% 0.000000% 0.000000% 3.~~715937~~208556% 3.~~092035~~316172% 0.~~070707~~031329% 0.000000% 0.000000% 3.~~162742~~347501% 90 Days 23.~~312139~~386809% 0.~~082576~~000000% 0.~~247729~~178253% 0.000000% 23.~~642444~~565062% 23.~~008430~~573201% 0.~~082775~~000000% 0.~~668436~~330579% 0.000000% 23.~~759642~~903780% 120 Days 23.~~642444~~654189% 0.~~000000~~178253% 0.~~000000~~089127% 0.000000% 23.~~642444~~921569% 2.~~530699~~969323% 0.~~000000~~129655% 0.~~000000~~070788% 0.000000% 23.~~530699~~169766% 150 Days 03.~~000000~~386809% 0.000000% 0.~~000000~~713012% 0.000000% 04.~~000000~~099822% 03.~~000000~~149085% 0.000000% 01.~~000000~~782796% 0.000000% 04.~~000000~~931881% 180+ Days 0.~~000000~~802139% 0.~~000000~~356506% 0.~~000000~~445633% 0.~~000000~~089127% 01.~~000000~~693405% 0.~~000000~~725278% 0.~~000000~~294642% 0.~~000000~~483700% 0.~~000000~~309891% 01.~~000000~~813511% Totals 1420.~~946325~~855615% 0.~~165153~~891266% 01.~~247729~~426025% 0.~~000000~~089127% 1523.~~359207~~262032% 1420.~~569538~~166580% 0.~~153482~~806492% 02.~~668436~~667862% 0.~~000000~~309891% 1523.~~391457~~950826% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*Group ~~New~~1 ~~REO~~Days ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inNumber ~~REO~~of 2Outstanding ~~Jul-06~~Percentage ~~0.000%~~of ~~Original~~Delinquent ~~Principal~~Loans ~~Balance 513,700.00 Aug-06 0.000% Current~~ Scheduled Balance ~~512,020.01 Sep-06 0.000~~(%) ~~Oct-06 0.000% Current REO Total Nov-06 0.000%~~ Loans inScheduled ~~REO 2 Dec-06 0.000~~Balance(%) ~~Original~~Balance($) ~~Principal~~ Balance($) ~~513,700.00~~180 ~~Jan~~-07 ~~0.000%~~209 ~~Current~~80 ~~Scheduled Balance 512~~23,~~020~~257,842.0102 ~~Feb-07 0~~2.~~000%~~501 ~~Mar-07~~ 0~~.000%~~ ~~Apr-07~~ 0.~~000%~~00 ~~May-07~~ 0.000% ~~Jun-07~~210 ~~0.053% *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 1~~ - No239 ~~REO~~77 ~~Information to report this period. Group 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jul-06 0.000% Original Principal Balance 252~~20,~~450.00 Aug-06 0.000% Current Scheduled Balance 251,~~627,243.0330 ~~Sep-06 0~~2.~~000%~~218 ~~Oct-06~~ 0~~.000%~~ ~~Current REO Total Nov-06~~ 0.~~000%~~00 ~~Loans in REO 1 Dec-06~~ 0.000% ~~Original~~240 ~~Principal Balance 252,450.00 Jan~~-07 ~~0.000%~~269 ~~Current~~50 ~~Scheduled Balance 251~~16,~~627~~520,029.0360 ~~Feb-07 0~~1.~~000%~~777 ~~Mar-07~~ 0~~.000%~~ ~~Apr-07~~ 0.~~000%~~00 ~~May-07~~ 0.000% ~~Jun-07~~270 ~~0.164% *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 3~~ - No299 REO Information to report this period. Group 4 - No REO Information to report this period. Group 5 - No REO Information to report this period. Group 6 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 ~~Jul-06 0.000% Original Principal Balance 261~~526,~~250~~163.0048 ~~Aug-06~~ 0.~~000%~~057 ~~Current Scheduled Balance 260,392.98 Sep-06~~ 0~~.000%~~ ~~Oct-06~~ 0.~~000% Current REO Total Nov-06 0.000% Loans in REO 1 Dec-06 0.000% Original Principal Balance 261,250.~~00 ~~Jan-07~~ 0.000% ~~Current~~Total ~~Scheduled~~208 ~~Balance 260~~60,~~392~~931,278.9840 ~~Feb-07 0~~6.~~000%~~553 ~~Mar-07~~ 0~~.000%~~ ~~Apr-07~~ 0.~~000%~~00 ~~May-07~~ 0.000% Jun-07 0.057% *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 7 - No REO Information to report this period. Group 8 - No REO Information to report this period.

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~2 ~~Loans~~Group in3 ~~REO~~Days ~~during~~Number ~~Current~~of ~~Period~~Outstanding ~~Month~~Percentage ~~Loan~~of ~~First~~Number ~~Original~~of ~~Loan~~Outstanding ~~Entered~~Percentage ~~Payment~~of ~~LTV~~Delinquent atLoans ~~Principal~~Scheduled ~~Group~~Balance(%) ~~Number~~Loans ~~REO~~Scheduled ~~Date~~Balance(%) ~~State~~Balance($) ~~Origination~~ Balance($) ~~Group~~180 - 209 17 4,134,093.06 2.803 ~~0011691497~~1 ~~Jun-2007~~93,362.13 010.367 210 -~~Dec-2006~~ VA239 ~~85.00~~23 ~~252~~4,~~450~~324,436.50 2.932 0 0.00 ~~Group~~0.000 240 - 269 6 ~~0011697663~~1,659,296.73 ~~Jun-2007~~1.125 011 71,561.62 0.281 270 -~~Dec-2006~~ MD299 950 0.00 ~~261,250~~0.000 0 0.00 0.000 Total 46 10,117,826.29 6.860 2 164,923.75 0.648

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~4 ~~Loans~~Group in5 ~~REO~~Days ~~during~~Number ~~Current~~of ~~Period~~Outstanding ~~(continued)~~Percentage ~~Current~~of ~~Paid~~Number ~~Current~~of ~~Approximate~~Outstanding ~~Loan~~Percentage ~~Scheduled~~of ToDelinquent ~~Months~~Loans ~~Loan~~Scheduled ~~Delinquent~~Balance(%) ~~Group~~Loans ~~Number~~Scheduled Balance(%) ~~Date~~Balance($) ~~Delinquent~~Balance($) ~~Rate~~180 ~~Interest~~- ~~Group~~209 25 ~~0011691497 251~~842,~~627~~981.0328 011.309 0 0.00 0.000 210 -~~Dec-2006~~ 4239 91 42,918.~~875%~~31 70.067 1 161,~~872~~555.7085 ~~Group~~0.545 6240 ~~0011697663~~- ~~260~~269 2 120,~~392~~332.9827 010.187 0 0.00 0.000 270 -~~Dec-2006~~ 4299 90 0.~~845%~~00 0.000 0 0.00 0.000 Total 8 1,~~120~~006,231.9486 1.563 1 161,555.85 0.545

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~Foreclosure~~(continued) History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 77 Jul-06 0.000% Original Principal Balance 22,319,847.00 Aug-06 0.000% Current Scheduled Balance 22,270,121.13 Sep-06 0.000% Oct-06 0.000% Current Foreclosure Total Nov-06 0.000% Loans in Foreclosure 129 Dec-06 0.000% Original Principal Balance 40,347,592.00 Jan-07 0.000% Current Scheduled Balance 40,254,690.42 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 2.100% Jun-07 4.203% *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 16 ~~- No Foreclosure Information to report this period.~~ Group 27 12Days ~~Month~~Number ~~Foreclosure~~of History*Outstanding ~~New~~Percentage ~~Foreclosure~~of ~~Loans~~Number ~~Month~~of ~~Foreclosure~~Outstanding Percentage ~~Loans~~of inDelinquent ~~Foreclosure~~Loans ~~21 Jul-06 0.000% Original Principal Balance 3,728,240.00 Aug-06 0.000% Current~~ Scheduled Balance ~~3,719,761.27 Sep-06 0.000~~(%) ~~Oct-06 0.000% Current Foreclosure Total Nov-06 0.000%~~ Loans ~~in Foreclosure 27 Dec-06 0.000% Original Principal Balance 5,370,890.00 Jan-07 0.000% Current~~ Scheduled Balance ~~5,357,304.83 Feb-07 0.000~~(%) Mar-07 0.000% Apr-07 0.000% May-07 1.471% Jun-07 3.486% *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 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jul-06 0.000% Original Principal Balance($) ~~72,000.00 Aug-06 0.000% Current Scheduled~~ Balance($) ~~71,725.28~~180 ~~Sep~~-06 ~~0.000%~~209 ~~Oct-06~~47 ~~0.000% Current Foreclosure Total Nov-06 0.000% Loans in Foreclosure 2 Dec-06 0.000% Original Principal Balance 165~~16,~~415.00 Jan-07 0.000% Current Scheduled Balance 165~~788,~~107~~469.2217 ~~Feb-07 0~~3.~~000%~~748 Mar-07 0.000% Apr-07 0.000% May-07 1.052% Jun-07 0.636% *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 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-06 0.000% Original Principal Balance 0.00 Aug-06 0.000% Current Scheduled Balance 0.00 Sep-06 0.000% Oct-06 0.000% Current Foreclosure Total Nov-06 0.000% Loans in Foreclosure 2 ~~Dec-06 0.000% Original Principal Balance 224~~665,~~250~~863.0004 ~~Jan-07~~ 0.~~000%~~785 ~~Current~~210 ~~Scheduled Balance 223,102.02 Feb~~-07 ~~0.000%~~239 ~~Mar-07~~42 0.000% Apr-07 0.000% May-07 0.329% Jun-07 0.330% *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 5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jul-06 0.000% Original Principal Balance 16213,~~000.00 Aug-06 0.000% Current Scheduled Balance 161~~610,~~721~~136.4178 ~~Sep-06 0~~3.~~000%~~038 ~~Oct-06~~4 ~~0.000% Current Foreclosure Total Nov-06 0.000% Loans in Foreclosure~~ 1 ~~Dec-06 0.000% Original Principal Balance 162~~,~~000.00 Jan-07 0.000% Current Scheduled Balance 161~~587,~~721~~972.4178 ~~Feb-07 0~~1.~~000%~~872 ~~Mar-07~~240 ~~0.000% Apr~~-07 ~~0.000%~~269 ~~May-07~~32 0.000% Jun-07 0.545% *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 6 12 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 46 Jul-06 0.000% Original Principal Balance 15~~,~~560~~361,~~607~~980.0057 ~~Aug-06 0~~2.~~000%~~760 ~~Current~~4 ~~Scheduled Balance 15~~1,~~529~~752,~~628~~003.8815 ~~Sep-06 0~~2.~~000%~~065 ~~Oct-06~~270 ~~0.000% Current Foreclosure Total Nov~~-06 ~~0.000%~~299 ~~Loans~~1 ~~in Foreclosure 84 Dec-06 0.000% Original Principal Balance 29~~526,~~480,037~~163.0048 ~~Jan-07~~ 0.~~000%~~117 ~~Current Scheduled Balance 29,414,679.51 Feb-07~~ 0~~.000%~~ ~~Mar-07~~ 0.000% Apr-07 0.000% May-07 3.340% Jun-07 6.442% *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 7 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 5 Jul-06 0.000% Original Principal Balance 1,927,200.00 ~~Aug-06~~ 0.000% ~~Current Scheduled Balance 1,921,472.12 Sep-06 0.000% Oct-06 0.000% Current Foreclosure~~ Total ~~Nov-06~~122 ~~0.000% Loans in Foreclosure 10 Dec-06 0.000% Original Principal Balance 4~~43,~~075~~286,~~200~~750.00 ~~Jan-07 0~~9.~~000%~~663 ~~Current~~10 ~~Scheduled Balance~~ 4,~~066~~005,~~963~~838.2697 ~~Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 2.498% Jun-07~~ 4.757% *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 8 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Jul-06 0.000% Original Principal Balance 869,800.00 Aug-06 0.000% Current Scheduled Balance 865,812.17 Sep-06 0.000% Oct-06 0.000% Current Foreclosure Total Nov-06 0.000% Loans in Foreclosure 3 Dec-06 0.000% Original Principal Balance 869,800.00 Jan-07 0.000% Current Scheduled Balance 865,812.17 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.668% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.722

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~8 ~~Loans~~Days inNumber ~~Foreclosure~~of ~~during~~Outstanding ~~Current~~Percentage ~~Period~~of ~~Month~~Delinquent ~~Loan~~Loans ~~First~~Scheduled ~~Original~~Balance(%) ~~Loan Entered Payment LTV at Principal Group Number FC Date State Origination~~ Balance($) ~~Group~~180 ~~2 0011655184 Jun~~-~~2007~~ ~~01-Nov-2006~~209 VA8 ~~80.00 192~~733,~~000~~073.0034 ~~Group 2 0011656288 Jun-2007 01-Oct-2006 IL 80~~0.00608 ~~148,000.00~~210 ~~Group 2 0011663867 Jun~~-~~2007~~ ~~01-Oct-2006~~239 IL6 ~~80.00 320~~900,~~000~~223.0008 ~~Group 2 0011677464 Jun-2007 01-Nov-2006 OH 80~~0.00746 100,000.00 Group 2 0011680224 Jun-2007 01-Nov-2006 CA 80.00 352,000.00 Group 2 0011685197 Jun-2007 01-Nov-2006 FL 80.00 172,000.00 Group 2 0011686687 May-2007 01-Nov-2006 NJ 85.00 140,250.00 Group 2 0011689734 Jun-2007 01-Dec-2006 CA 80.00 135,200.00 Group 2 0011694211 Jun-2007 01-Dec-2006 NJ 80.00 188,000.00 Group 2 0011694497 Jun-2007 01-Nov-2006 WA 95.00 224,200.00 Group 2 0011701683 Jun-2007 01-Dec-2006 IL 80.00 124,000.00 Group 2 0011711043 Jun-2007 01-Dec-2006 MI 90.00 94,500.00 Group 2 0011711226 May-2007 01-Dec-2006 CA 90.00 410,400.00 Group 2 0011711641 Jun-2007 01-Dec-2006 TX 90.00 125,910.00 Group 2 0011712825 May-2007 01-Dec-2006 CT 80.00 300,000.00 Group 2 0011720042 Jun-2007 01-Dec-2006 CA 65.00 243,750.00 Group 2 0011725825 Jun-2007 01-Dec-2006 VA 80.00 251,920.00 Group 2 0011725884 Jun-2007 01-Dec-2006 TN 80.00 104,000.00 Group 2 0011727828 Jun-2007 01-Dec-2006 NY 80.00 212,000.00 Group 2 0011731397 May-2007 01-Dec-2006 FL 80.00 228,000.00 Group 2 0011731692 Jun-2007 01-Dec-2006 AZ 80.00 191,920.00 Group 2 0011735298 Jun-2007 01-Dec-2006 WA 80.00 92,000.00 Group 2 0011737290 Jun-2007 01-Dec-2006 IL 80.00 113,600.00 Group 2 0011737414 Jun-2007 01-Dec-2006 MD 80.00 228,000.00 Group 2 0011739934 May-2007 01-Dec-2006 CA 80.00 328,000.00 Group 2 0011743905 Jun-2007 01-Dec-2006 TX 95.00 115,240~~.00~~ ~~Group 2 0011746822 May~~-~~2007~~ ~~01-Dec-2006~~269 VA 80.00 236,000.00 Group 3 0011679163 May-2007 01-Dec-2006 NY 85.00 93,415.00 Group 3 0011723417 Jun-2007 01-Dec-2006 NC 80.00 72,000.00 Group 4 0011701618 May-2007 01-Dec-2006 TN 80.00 84,000.00 Group 4 0011718413 May-2007 01-Dec-2006 MA 85.00 140,250.00 Group 5 ~~0011736142 Jun-2007 01-Dec-2006 FL 87.60 162~~554,~~000~~855.0026 ~~Group 6 0011621633 May-2007 01-Dec-2006 NY 80~~0.00460 ~~354,400.00~~270 ~~Group 6 0011646944 May~~-~~2007~~ ~~01-Oct-2006~~299 CA0 760.00 ~~494,000~~0.~~00 Group 6 0011660394 May-2007 01-Nov-2006 TX 80.00 169,600.00 Group 6 0011662470 Jun-2007 01-Dec-2006 UT 69.10 170,~~000~~.00~~ ~~Group~~Total 619 ~~0011667842 May-2007 01-Nov-2006 FL 80.00 232~~2,~~000.00 Group 6 0011669680 May-2007 01-Nov-2006 CA 95.00 612~~188,750.00 Group 6 0011672818 Jun-2007 01-Oct-2006 CA 88.20 750,000.00 Group 6 0011674965 May-2007 01-Nov-2006 CA 75.00 412,500.00 Group 6 0011675316 May-2007 01-Nov-2006 TX 80.00 467,200.00 Group 6 0011675757 May-2007 01-Nov-2006 CA 80.70 385,000.00 Group 6 0011681246 Jun-2007 01-Dec-2006 CA 82.30 395,960.00 Group 6 0011686162 May-2007 01-Nov-2006 VA 80.00 412,000.00 Group 6 0011688769 May-2007 01-Nov-2006 IL 90.00 292,500.00 Group 6 0011689755 Jun-2007 01-Nov-2006 NY 80.00 290,400.00 Group 6 0011689762 Jun-2007 01-Nov-2006 CA 80.00 376,000.00 Group 6 0011689856 Jun-2007 01-Nov-2006 OH 95.00 108,300.00 Group 6 0011690545 May-2007 01-Nov-2006 FL 80.00 465,600.00 Group 6 0011690927 Jun-2007 01-Nov-2006 CA 80.00 416,000.00 Group 6 0011692112 Jun-2007 01-Nov-2006 CA 80.00 536,000.00 Group 6 0011695953 Jun-2007 01-Dec-2006 CA 78.20 430,000.00 Group 6 0011697036 Jun-2007 01-Dec-2006 NJ 90.00 225,000.00 Group 6 0011697886 Jun-2007 01-Dec-2006 MA 77.50 519,200.00 Group 6 0011698810 May-2007 01-Dec-2006 AZ 87.80 395,000.00 Group 6 0011698866 May-2007 01-Dec-2006 CA 80.00 528,000.00 Group 6 0011700751 Jun-2007 01-Nov-2006 FL 80.00 193,020.00 Group 6 0011702463 Jun-2007 01-Dec-2006 FL 90.00 261,000.00 Group 6 0011704559 May-2007 01-Dec-2006 CA 80.00 217,600.00 Group 6 0011704681 May-2007 01-Nov-2006 TX 94.70 327,500.00 Group 6 0011706273 Jun-2007 01-Dec-2006 CA 80.00 255,920.00 Group 6 0011706465 Jun-2007 01-Nov-2006 CA 80.00 416,000.00 Group 6 0011706907 Jun-2007 01-Nov-2006 CA 80.00 496,000.00 Group 6 0011707286 Jun-2007 01-Dec-2006 CA 95.00 236,550.00 Group 6 0011707308 Jun-2007 01-Nov-2006 CA 80.00 264,000.00 Group 6 0011709298 Jun-2007 01-Nov-2006 FL 80.00 151~~,920~~.0068 ~~Group 6 0011709539 Jun-2007 01-Dec-2006 FL 85~~1.00814 ~~212,500.00~~This ~~Group~~report 6includes ~~0011709785~~all ~~May-2007~~loans ~~01-Dec-2006~~greater NYthan ~~80.00~~180 ~~399,760.00~~days ~~Group~~delinquent 6regardless ~~0011710343~~of ~~Jun-2007~~status ~~01-Dec-2006 CA 80.00 612~~(REO,~~000.00~~ ~~Group 6 0011710969 May-2007 01-Dec-2006 CT 80.00 349~~Foreclosure,~~600.00~~ ~~Group 6 0011711035 May-2007 01-Dec-2006 TX 80~~Bankruptcy).00 288,000.00 Group 6 0011711192 May-2007 01-Dec-2006 CA 80.00 300,000.00 Group 6 0011711532 May-2007 01-Dec-2006 TX 80.00 313,600.00 Group 6 0011712934 Jun-2007 01-Nov-2006 MN 80.00 202,286.00 Group 6 0011714406 Jun-2007 01-Dec-2006 TX 80.00 104,000.00 Group 6 0011714650 May-2007 01-Dec-2006 CA 90.00 346,500.00 Group 6 0011714821 Jun-2007 01-Dec-2006 CA 95.00 301,950.00 Group 6 0011715138 Jun-2007 01-Dec-2006 MD 80.00 220,800.00 Group 6 0011715256 Jun-2007 01-Dec-2006 NJ 80.00 276,000.00 Group 6 0011715446 May-2007 01-Dec-2006 NY 80.00 552,000.00 Group 6 0011715529 Jun-2007 01-Dec-2006 CA 80.00 240,000.00 Group 6 0011715807 Jun-2007 01-Dec-2006 FL 80.00 400,000.00 Group 6 0011715845 May-2007 01-Dec-2006 MN 80.00 460,720.00 Group 6 0011716292 Jun-2007 01-Dec-2006 NJ 76.80 480,000.00 Group 6 0011716543 May-2007 01-Dec-2006 CA 80.00 332,000.00 Group 6 0011717366 Jun-2007 01-Dec-2006 NY 80.00 352,000.00 Group 6 0011717674 Jun-2007 01-Dec-2006 NJ 80.00 220,000.00 Group 6 0011718222 May-2007 01-Dec-2006 CA 95.00 142,500.00 Group 6 0011718832 May-2007 01-Dec-2006 CA 90.00 607,500.00 Group 6 0011719341 Jun-2007 01-Dec-2006 FL 80.00 444,000.00 Group 6 0011720325 May-2007 01-Dec-2006 CA 80.00 344,000.00 Group 6 0011720403 Jun-2007 01-Dec-2006 FL 80.00 160,000.00 Group 6 0011720792 May-2007 01-Dec-2006 FL 80.00 216,000.00 Group 6 0011720967 Jun-2007 01-Dec-2006 CA 80.00 440,800.00 Group 6 0011720994 Jun-2007 01-Dec-2006 NY 80.00 420,000.00 Group 6 0011721112 May-2007 01-Dec-2006 CA 80.00 544,000.00 Group 6 0011721221 May-2007 01-Dec-2006 AZ 80.00 129,600.00 Group 6 0011722103 May-2007 01-Dec-2006 CA 80.00 416,000.00 Group 6 0011722162 Jun-2007 01-Dec-2006 CA 80.00 432,000.00 Group 6 0011722570 Jun-2007 01-Dec-2006 CA 80.00 520,000.00 Group 6 0011722981 Jun-2007 01-Dec-2006 CA 80.00 304,000.00 Group 6 0011723231 May-2007 01-Dec-2006 FL 80.00 312,000.00 Group 6 0011726120 Jun-2007 01-Dec-2006 TX 80.00 87,259.00 Group 6 0011727916 Jun-2007 01-Jan-2007 TX 80.00 214,142.00 Group 6 0011728757 Jun-2007 01-Dec-2006 FL 80.00 235,200.00 Group 6 0011729864 Jun-2007 01-Dec-2006 MD 80.00 311,200.00 Group 6 0011730309 Jun-2007 01-Dec-2006 CA 80.00 528,000.00 Group 6 0011731428 May-2007 01-Dec-2006 RI 80.00 305,600.00 Group 6 0011732066 May-2007 01-Dec-2006 CA 80.00 494,400.00 Group 6 0011733867 Jun-2007 01-Jan-2007 MD 80.00 304,000.00 Group 6 0011734181 May-2007 01-Dec-2006 FL 80.00 236,000.00 Group 6 0011735034 May-2007 01-Jan-2007 FL 80.00 232,000.00 Group 6 0011735116 Jun-2007 01-Dec-2006 CA 80.00 599,200.00 Group 6 0011736539 May-2007 01-Dec-2006 NY 80.00 472,000.00 Group 6 0011742089 May-2007 01-Dec-2006 NY 80.00 360,000.00 Group 6 0011750527 Jun-2007 01-Jan-2007 NY 80.00 448,000.00 Group 7 0011662392 Jun-2007 01-Nov-2006 NY 80.00 336,000.00 Group 7 0011669391 Jun-2007 01-Nov-2006 TX 80.00 191,200.00 Group 7 0011679520 Jun-2007 01-Dec-2006 NY 80.00 428,000.00 Group 7 0011700247 May-2007 01-Dec-2006 FL 80.00 420,000.00 Group 7 0011712830 May-2007 01-Dec-2006 NY 80.00 536,000.00 Group 7 0011713908 Jun-2007 01-Dec-2006 NY 80.00 660,000.00 Group 7 0011715426 May-2007 01-Dec-2006 NJ 80.00 264,000.00 Group 7 0011733199 May-2007 01-Dec-2006 NY 80.00 536,000.00 Group 7 0011737096 May-2007 01-Dec-2006 CA 80.00 392,000.00 Group 7 0011743597 Jun-2007 01-Dec-2006 CA 80.00 312,000.00 Group 8 0011685545 Jun-2007 01-Nov-2006 NY 90.00 51,300.00 Group 8 0011709990 Jun-2007 01-Dec-2006 TX 80.00 376,000.00 Group 8 0011711453 Jun-2007 01-Dec-2006 CA 75.00 442,500.00

REO Detail - All Mortgage Loans in REO during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month -REO ~~All~~History* ~~Mortgage~~New REO Loans inMonth ~~Foreclosure~~REO ~~during~~Percentage ~~Current~~Loans ~~Period~~in ~~(continued)~~REO ~~Current~~35 ~~Paid~~Nov-06 ~~Current~~0.000% ~~Approximate~~Original ~~Loan~~Principal ~~Scheduled To Months Loan Delinquent Group Number~~ Balance ~~Date Delinquent Rate Interest Group 2 0011655184 190~~10,~~945~~570,350.00 01Dec-~~Jan-2007~~06 ~~3 8~~0.000% ~~4,782.01~~Current ~~Group~~Scheduled 2Balance ~~0011656288 147~~10,~~071~~538,369.9518 ~~01-~~Jan-~~2007~~07 ~~3 7~~0.~~945~~000% ~~3,656.37 Group 2 0011663867 319,757.66 01~~Feb-~~Jan-2007~~07 ~~3 9~~0.~~125~~000% ~~9,195.01~~Current ~~Group~~REO 2Total ~~0011677464 99,824.06 01~~Mar-~~Jan-2007~~07 ~~3 8~~0.~~990~~000% ~~2,826.62~~Loans ~~Group~~in 2REO ~~0011680224~~64 ~~351,603.66 01~~Apr-~~Jan-2007~~07 ~~3 7~~0.~~770~~000% ~~8,523.58~~Original ~~Group~~Principal 2Balance ~~0011685197 171~~19,~~660~~178,175.7600 01May-~~Jan-2007~~07 ~~3 8~~0.~~600~~000% ~~4,637.76~~Current ~~Group~~Scheduled 2Balance ~~0011686687 139~~19,~~682~~112,592.5784 01Jun-~~Dec-2006~~07 ~~4 9~~0.~~500~~053% ~~4,195.91 Group 2 0011689734 134,966.81 01~~Jul-~~Jan-2007~~07 ~~3 8~~0.~~590~~137% ~~3,641.88 Group 2 0011694211 187,043.49 01~~Aug-~~Jan-2007~~07 ~~3 7~~0.~~700~~354% ~~4,497.36 Group 2 0011694497 223,894.52 01~~Sep-~~Jan-2007~~07 ~~3 9~~0.~~850~~917% ~~6,981.08~~Oct-07 ~~Group~~ 2 ~~0011701683 123,422~~.~~88 01-Jan-2007 3 8.145~~056% ~~3,150.53~~*The ~~Group~~text 2reported ~~0011711043~~in ~~94,306.69~~the ~~01-Jan-2007~~above 3table ~~8.000%~~is ~~2,359.42~~presented ~~Group~~graphically 2on ~~0011711226~~the ~~409,747.84~~monthly ~~01-Dec-2006~~bond 4remittance 8report.~~870%~~ ~~11,438.54~~The ~~Group~~monthly 2bond ~~0011711641~~remittance ~~125,372.31~~report ~~01-Jan-2007~~can 3be ~~8.570%~~viewed ~~3,377.75~~online ~~Group~~at ~~2 0011712825 298,412~~www.~~00 01-Dec-2006 4 7~~ctslink.~~500% 6,976~~com.35 Group 21 ~~0011720042 243,291.97 01~~-~~Jan-2007~~ 3No ~~8.295%~~REO ~~6,325.85~~Information ~~Group~~to 2report ~~0011725825~~this ~~251,505~~period.34 ~~01-Jan-2007 3 8.750% 6,920.53~~ Group 2 ~~0011725884~~12 ~~103,452.23~~Month ~~01-Jan-2007~~REO 3History* ~~7.525%~~New ~~2,427.14~~REO ~~Group~~Loans 2Month ~~0011727828~~REO ~~211,869.44~~Percentage ~~01-Jan-2007~~Loans 3in ~~8.990%~~REO ~~5,997.25 Group 2 0011731397 226,991.~~11 01Nov-~~Dec-2006~~06 ~~4 8~~0.~~395~~000% ~~5,983.27~~Original ~~Group~~Principal 2Balance ~~0011731692 191~~2,~~771~~481,900.5800 01Dec-~~Jan-2007~~06 ~~3 8~~0.~~400~~000% ~~5,051.40~~Current ~~Group~~Scheduled 2Balance ~~0011735298 91,829.59 01-Jan-2007 3 8.350%~~ 2,~~404.50 Group 2 0011737290 113~~473,~~517~~230.7149 ~~01-~~Jan-~~2007~~07 ~~3 8~~0.~~570~~000% ~~3,054.44 Group 2 0011737414 227,765.74 01~~Feb-~~Jan-2007~~07 ~~3 7~~0.~~650~~000% ~~5,430.43~~Current ~~Group~~REO 2Total ~~0011739934 327,656.03 01~~Mar-~~Dec-2006~~07 ~~4 7~~0.~~595~~000% ~~7,752.01~~Loans ~~Group~~in 2REO ~~0011743905~~21 ~~114,887.88 01~~Apr-~~Jan-2007~~07 ~~3 10~~0.~~270~~000% ~~3,745.61~~Original ~~Group~~Principal 2Balance ~~0011746822 235,054.01 01-Dec-2006~~ 4 ~~8.880% 6~~,~~575.41 Group 3 0011679163 93~~587,~~381~~380.9400 01May-~~Dec-2006~~07 ~~4 10~~0.~~395~~000% ~~3,080.44~~Current ~~Group~~Scheduled 3Balance ~~0011723417 71,725.28 01-Dec-2006~~ 4 ~~9.120% 2~~,~~063.77 Group 4 0011701618 83~~571,~~612~~030.9530 01Jun-~~Dec-2006~~07 ~~4 8~~0.~~195~~164% ~~2,148.26 Group 4 0011718413 139,489.~~Jul-07 ~~01-Dec-2006 4 7~~0.~~375~~382% ~~3,202.93 Group 5 0011736142 161,721.41 01~~Aug-~~Jan-2007~~07 ~~3 8~~0.~~600~~780% ~~4,369.20 Group 6 0011621633 353,968.76 01~~Sep-~~Jan-2007~~07 ~~3 7~~1.~~195~~409% ~~7,902.89 Group 6 0011646944 493,109.45 01~~Oct-~~Dec-2006~~07 ~~4 9~~3.~~320~~099% ~~14,504.87~~*The ~~Group~~text 6reported ~~0011660394~~in ~~168,761.84~~the ~~01-Dec-2006~~above 4table ~~8.526%~~is ~~4,522.08~~presented ~~Group~~graphically 6on ~~0011662470~~the ~~169,794.81~~monthly ~~01-Jan-2007~~bond 3remittance 9report.~~795%~~ ~~5,263.12~~The ~~Group~~monthly 6bond ~~0011667842~~remittance ~~231,583.31~~report ~~01-Dec-2006~~can 4be ~~8.920%~~viewed ~~6,503.49~~online ~~Group~~at ~~6 0011669680 609,998~~www.~~22 01-Dec-2006 4 8~~ctslink.~~995% 17,297~~com.92 Group ~~6 0011672818 749,354.69 01-Jan-2007~~ 3 ~~8.795%~~12 ~~20,724.74~~Month ~~Group~~REO 6History* ~~0011674965~~New ~~410,406.55~~REO ~~01-Dec-2006~~Loans 4Month ~~8.395%~~REO ~~10,818.04~~Percentage ~~Group~~Loans 6in ~~0011675316~~REO ~~464,937.04~~0 01Nov-~~Dec-2006~~06 ~~4 8~~0.~~625~~000% ~~12,611.55~~Original ~~Group~~Principal 6Balance ~~0011675757 384,228~~0.3400 ~~01-~~Dec-~~2006~~06 ~~4 8~~0.~~545~~000% ~~10,310.29~~Current ~~Group~~Scheduled 6Balance ~~0011681246 395,529~~0.7500 ~~01-~~Jan-~~2007~~07 ~~3 7~~0.~~500~~000% ~~9,232.65 Group 6 0011686162 411,222.18 01~~Feb-~~Dec-2006~~07 ~~4 8~~0.~~750~~000% ~~11,315.40~~Current ~~Group~~REO 6Total ~~0011688769 291,662.06 01~~Mar-~~Dec-2006~~07 ~~4 7~~0.~~295~~000% ~~6,612.17~~Loans ~~Group~~in 6REO ~~0011689755~~1 ~~290,231.79 01~~Apr-~~Jan-2007~~07 ~~3 9~~0.~~500~~000% ~~8,708.55~~Original ~~Group~~Principal 6Balance ~~0011689762 375~~72,~~234~~000.2800 01May-~~Jan-2007~~07 ~~3 8~~0.~~490~~000% ~~10,000.23~~Current ~~Group~~Scheduled 6Balance ~~0011689856 107~~71,~~945~~561.0162 01Jun-~~Jan-2007~~07 ~~3 10~~0.~~500~~000% ~~3,601.95 Group 6 0011690545 462,686.89 01~~Jul-~~Dec-2006~~07 ~~4 7~~0.~~345~~000% ~~10,578.06 Group 6 0011690927 414,763.51 01~~Aug-~~Jan-2007~~07 ~~3 7~~0.~~600~~281% ~~9,824.35 Group 6 0011692112 533,401.10 01~~Sep-~~Jan-2007~~07 ~~3 8~~0.~~620~~281% ~~14,459.77 Group 6 0011695953 428,209.92 01~~Oct-~~Jan-2007~~07 ~~3 8~~0.~~695~~281% ~~11,714.98~~*The ~~Group~~text 6reported ~~0011697036~~in ~~224,925.03~~the ~~01-Jan-2007~~above 3table ~~10.545%~~is ~~7,532.16~~presented ~~Group~~graphically 6on ~~0011697886~~the ~~518,730.73~~monthly ~~01-Jan-2007~~bond 3remittance 7report.~~990%~~ ~~12,955.23~~The ~~Group~~monthly 6bond ~~0011698810~~remittance ~~394,999.99~~report ~~01-Dec-2006~~can 4be ~~8.545%~~viewed ~~10,592.60~~online ~~Group~~at ~~6 0011698866 526,846~~www.~~44 01-Nov-2006 5 7~~ctslink.~~770% 12,777~~com.35 Group 64 ~~0011700751~~12 ~~192,300.93~~Month ~~01-Jan-2007~~REO 3History* ~~9.895%~~New ~~6,029.40~~REO ~~Group~~Loans 6Month ~~0011702463~~REO ~~259,957.00~~Percentage ~~01-Jan-2007~~Loans 3in ~~8.895%~~REO ~~7,285.04~~1 ~~Group 6 0011704559 217,405.54 01~~Nov-~~Dec-2006~~06 ~~4 8~~0.~~020~~000% ~~5,451.39~~Original ~~Group~~Principal 6Balance ~~0011704681 326~~84,~~252~~000.7800 ~~01-~~Dec-~~2006~~06 ~~4 9~~0.~~790~~000% ~~10,115.28~~Current ~~Group~~Scheduled 6Balance ~~0011706273 255~~83,~~736~~383.7036 ~~01-~~Jan-~~2007~~07 ~~3 8~~0.~~600~~000% ~~6,906.68 Group 6 0011706465 415,630.37 01~~Feb-~~Jan-2007~~07 ~~3 8~~0.~~395~~000% ~~10,941.09~~Current ~~Group~~REO 6Total ~~0011706907 495,487.71 01~~Mar-~~Jan-2007~~07 ~~3 8~~0.~~220~~000% ~~12,754.43~~Loans ~~Group~~in 6REO ~~0011707286~~1 ~~236,238.09 01~~Apr-~~Jan-2007~~07 ~~3 9~~0.~~500~~000% ~~7,090.54~~Original ~~Group~~Principal 6Balance ~~0011707308 264~~84,000.00 01May-~~Jan-2007~~07 ~~3 6~~0.~~950~~000% ~~5,676.00~~Current ~~Group~~Scheduled 6Balance ~~0011709298 150~~83,~~945~~383.9236 01Jun-~~Jan-2007~~07 ~~3 7~~0.~~220~~000% ~~3,388.10 Group 6 0011709539 212,263.88 01~~Jul-~~Jan-2007~~07 ~~3 10~~0.~~070~~000% ~~6,773.95 Group 6 0011709785 399,545.99 01~~Aug-~~Dec-2006~~07 ~~4 9~~0.~~350~~000% ~~11,788.89 Group 6 0011710343 611,548.06 01~~Sep-~~Dec-2006~~07 ~~4 8~~0.~~520~~000% ~~16,353.09 Group 6 0011710969 347,921.44 01~~Oct-~~Dec-2006~~07 ~~4 7~~0.~~990~~130% ~~8,701.61~~*The ~~Group~~text 6reported ~~0011711035~~in ~~286,956.90~~the ~~01-Dec-2006~~above 4table ~~9.371%~~is ~~8,496.51~~presented ~~Group~~graphically 6on ~~0011711192~~the ~~300,000.00~~monthly ~~01-Dec-2006~~bond 4remittance 6report.~~990%~~ ~~6,490.00~~The ~~Group~~monthly 6bond ~~0011711532~~remittance ~~312,051.48~~report ~~01-Dec-2006~~can 4be ~~7.850%~~viewed ~~7,658.98~~online ~~Group~~at ~~6 0011712934 201,228~~www.~~88 01-Jan-2007 3 8~~ctslink.~~250% 5,207~~com.09 Group 65 ~~0011714406 103,549.49 01~~-~~Jan-2007~~ 3No ~~8.500%~~REO ~~2,765.67~~Information ~~Group~~to 6report ~~0011714650~~this ~~345,907~~period.58 ~~01-Dec-2006 4 8.620% 9,368.38~~ Group 6 ~~0011714821~~12 ~~301,950.00~~Month ~~01-Jan-2007~~REO 3History* ~~7.995%~~New ~~7,543.59~~REO ~~Group~~Loans 6Month ~~0011715138~~REO ~~220,076.43~~Percentage ~~01-Jan-2007~~Loans 3in ~~9.850%~~REO ~~6,867.24~~21 ~~Group 6 0011715256 275,366.25 01~~Nov-~~Jan-2007~~06 ~~3 7~~0.~~595~~000% ~~6,517.83~~Original ~~Group~~Principal 6Balance ~~0011715446 550~~7,~~867~~126,050.5100 ~~01-~~Dec-~~2006~~06 ~~4 7~~0.~~990~~000% ~~13,763.55~~Current ~~Group~~Scheduled 6Balance ~~0011715529 239~~7,~~717~~105,842.8112 ~~01-~~Jan-~~2007~~07 ~~3 9~~0.~~945~~000% ~~7,550.28 Group 6 0011715807 399,264.52 01~~Feb-~~Jan-2007~~07 ~~3 8~~0.~~370~~000% ~~10,481.03~~Current ~~Group~~REO 6Total ~~0011715845 460,360.31 01~~Mar-~~Dec-2006~~07 ~~4 8~~0.~~375~~000% ~~12,087.88~~Loans ~~Group~~in 6REO ~~0011716292~~38 ~~478,828.74 01~~Apr-~~Jan-2007~~07 ~~3 7~~0.~~380~~000% ~~10,990.86~~Original ~~Group~~Principal 6Balance ~~0011716543 330~~13,~~383~~180,395.4000 01May-~~Dec-2006~~07 ~~4 7~~0.~~920~~000% ~~8,185.94~~Current ~~Group~~Scheduled 6Balance ~~0011717366 351~~13,~~376~~136,795.7803 01Jun-~~Jan-2007~~07 ~~3 8~~0.~~500~~057% ~~9,376.~~Jul-07 ~~Group 6 0011717674 219,402~~0.91160% 01Aug-~~Jan-2007~~07 ~~3 7~~0.~~000~~463% ~~4,758.41 Group 6 0011718222 141,981.05 01~~Sep-~~Dec-2006~~07 ~~4 9~~1.~~345~~344% ~~4,191.63 Group 6 0011718832 607,500.00 01~~Oct-~~Dec-2006~~07 ~~4 7~~2.~~875~~933% ~~14,934.37~~*The ~~Group~~text 6reported ~~0011719341~~in ~~442,035.27~~the ~~01-Feb-2007~~above 2table ~~8.395%~~is ~~11,651.62~~presented ~~Group~~graphically 6on ~~0011720325~~the ~~343,780.57~~monthly ~~01-Dec-2006~~bond 4remittance 8report.~~900%~~ ~~9,628.08~~The ~~Group~~monthly 6bond ~~0011720403~~remittance ~~159,736.27~~report ~~01-Jan-2007~~can 3be ~~8.745%~~viewed ~~4,392.72~~online ~~Group~~at ~~6 0011720792 215,866~~www.~~98 01-Dec-2006 4 8~~ctslink.~~990% 6,110~~com.40 Group 67 ~~0011720967 439,049.40 01-Jan-2007 3 8.925%~~ 12~~,347.79~~ ~~Group~~Month 6REO ~~0011720994~~History* ~~418,430.42~~New ~~01-Jan-2007~~REO 3Loans ~~9.220%~~Month ~~12,178.92~~REO ~~Group~~Percentage 6Loans ~~0011721112~~in ~~542,846.57~~REO 012 Nov-~~Dec-2006~~06 ~~4 7~~0.~~875~~000% ~~13,355.24~~Original ~~Group~~Principal 6Balance ~~0011721221 129~~878,~~298~~400.1900 ~~01-~~Dec-~~2006~~06 ~~4 7~~0.~~545~~000% ~~3,038.92~~Current ~~Group~~Scheduled 6Balance ~~0011722103 415~~875,~~759~~913.21 01Jan-~~Dec-2006~~07 ~~4 9~~0.~~150~~000% ~~11,990.24 Group 6 0011722162 431,103.50 01~~Feb-~~Jan-2007~~07 ~~3 7~~0.~~950~~000% ~~10,713.81~~Current ~~Group~~REO 6Total ~~0011722570 519,613.03 01~~Mar-~~Jan-2007~~07 ~~3 8~~0.~~500~~000% ~~13,860.08~~Loans ~~Group~~in 6REO ~~0011722981~~2 ~~303,726.31 01~~Apr-~~Dec-2006~~07 ~~4 8~~0.000% ~~7,595.63~~Original ~~Group~~Principal 6Balance ~~0011723231 310~~878,~~899~~400.8600 01May-~~Dec-2006~~07 ~~4 9~~0.~~500~~000% ~~9,338.96~~Current ~~Group~~Scheduled 6Balance ~~0011726120 86~~875,~~895~~913.7621 01Jun-~~Jan-2007~~07 ~~3 8~~0.~~695~~000% ~~2,377.31 Group 6 0011727916 213,399.92 01~~Jul-~~Jan-2007~~07 ~~3 8~~0.~~820~~000% ~~5,926.97 Group 6 0011728757 235,043.79 01~~Aug-~~Jan-2007~~07 ~~3 8~~0.~~795~~000% ~~6,500.54 Group 6 0011729864 310,989.70 01~~Sep-~~Jan-2007~~07 ~~3 8~~0.~~750~~000% ~~8,554.32 Group 6 0011730309 527,105.14 01~~Oct-~~Jan-2007~~07 ~~3 8~~1.~~650~~032% ~~14,328.50~~*The ~~Group~~text 6reported ~~0011731428~~in ~~304,440.08~~the ~~01-Dec-2006~~above 4table ~~9.145%~~is ~~8,785.07~~presented ~~Group~~graphically 6on ~~0011732066~~the ~~493,990.55~~monthly ~~01-Dec-2006~~bond 4remittance 8report.~~220%~~ ~~12,715.83~~The ~~Group~~monthly 6bond ~~0011733867~~remittance ~~303,816.22~~report ~~01-Jan-2007~~can 3be ~~8.630%~~viewed ~~8,235.51~~online ~~Group~~at ~~6 0011734181 236,000~~www.~~00 01-Dec-2006 4 7~~ctslink.~~570% 5,561~~com.76 Group ~~6 0011735034 231,175.15 01-Dec-2006 4~~ 8~~.695%~~ ~~6,324.43~~12 ~~Group~~Month 6REO ~~0011735116~~History* ~~598,511.53~~New ~~01-Jan-2007~~REO 3Loans ~~7.350%~~Month ~~13,671.70~~REO ~~Group~~Percentage 6Loans ~~0011736539~~in ~~469,825.25~~REO 010 Nov-~~Dec-2006~~06 ~~4 8~~0.~~195~~000% ~~12,071.23~~Original ~~Group~~Principal 6Balance ~~0011742089 359,623~~0.1700 ~~01-~~Dec-~~2006~~06 ~~4 7~~0.~~600~~000% ~~8,514.31~~Current ~~Group~~Scheduled 6Balance ~~0011750527 447,181~~0.5300 ~~01-~~Jan-~~2007~~07 ~~3 7~~0.~~845~~000% ~~10,956.94 Group 7 0011662392 334,150.04 01~~Feb-~~Jan-2007~~07 ~~3 7~~0.~~990~~000% ~~8,357.28~~Current ~~Group~~REO 7Total ~~0011669391 190,095.69 01~~Mar-~~Jan-2007~~07 ~~3 7~~0.~~750~~000% ~~4,602.45~~Loans ~~Group~~in 7REO ~~0011679520~~1 ~~426,878.25 01~~Apr-~~Jan-2007~~07 ~~3 7~~0.~~125~~000% ~~9,435.85~~Original ~~Group~~Principal 7Balance ~~0011700247 419~~376,~~681~~000.4100 01May-~~Dec-2006~~07 ~~4 8~~0.~~450~~000% ~~11,124.61~~Current ~~Group~~Scheduled 7Balance ~~0011712830 535~~373,~~604~~909.9432 01Jun-~~Dec-2006~~07 ~~4 8~~0.~~525~~000% ~~14,331.27 Group 7 0011713908 658,630.35 01~~Jul-~~Jan-2007~~07 ~~3 7~~0.~~950~~000% ~~16,368.29 Group 7 0011715426 262,868.00 01~~Aug-~~Dec-2006~~07 ~~4 8~~0.~~550~~000% ~~7,064.62 Group 7 0011733199 535,336.79 01~~Sep-~~Dec-2006~~07 ~~4 7~~0.~~150~~303% ~~11,871.93 Group 7 0011737096 392,000.00 01~~Oct-~~Dec-2006~~07 ~~4 6~~0.~~990~~310% ~~8,480.28~~*The ~~Group~~text 7reported ~~0011743597~~in ~~311,717.79~~the ~~01-Jan-2007~~above 3table ~~7.988%~~is ~~7,783.04~~presented ~~Group~~graphically 8on ~~0011685545~~the ~~51,034.10~~monthly ~~01-Jan-2007~~bond 3remittance 8report.~~290%~~ ~~1,327.38~~The ~~Group~~monthly 8bond ~~0011709990~~remittance ~~374,690.76~~report ~~01-Jan-2007~~can 3be ~~9.560%~~viewed ~~11,330.01~~online ~~Group~~at ~~8 0011711453 440,087~~www.~~31 01-Jan-2007 3 7~~ctslink.~~350% 10,068~~com.57

~~Summary~~REO 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans ~~Month~~in ~~Bankruptcy~~REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~Bankruptcy~~Month 0Loan ~~Jul-06~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~0.00~~Payment ~~Aug-06~~LTV ~~0.000%~~at ~~Current~~Principal ~~Scheduled~~Group ~~Balance~~Number ~~0.00~~REO ~~Sep-06~~Date ~~0.000%~~State ~~Oct-06~~Origination ~~0.000%~~Balance ~~Current~~Group ~~Bankruptcy~~2 ~~Total~~0011650777 ~~Nov~~Oct-062007 ~~0.000% Loans in Bankruptcy 9 Dec~~01-06Oct-2006 0CA 90.~~000%~~00 ~~Original Principal Balance 1~~274,~~629,908~~500.00 ~~Jan-07~~Group ~~0.000%~~2 ~~Current~~0011655184 ~~Scheduled Balance 1,627,038.50 Feb~~Oct-072007 ~~0.000% Mar~~01-~~07 0.026% Apr~~Nov-072006 ~~0.061%~~VA ~~May-07 0~~80.~~176%~~00 ~~Jun-07 0~~192,000.~~170%~~00 *TheGroup ~~text~~2 ~~reported~~0011680224 inOct-2007 ~~the~~01-Nov-2006 ~~above~~CA ~~table~~80.00 is352,000.00 ~~presented~~Group ~~graphically~~2 on0011689734 ~~the~~Oct-2007 ~~monthly~~01-Dec-2006 ~~bond~~CA ~~remittance~~80.00 ~~report~~135,200.00 ~~The~~Group ~~monthly~~2 ~~bond~~0011691497 ~~remittance~~Jun-2007 ~~report~~01-Dec-2006 ~~can~~VA be85.00 ~~viewed online at www~~252,450.~~ctslink.com.~~00 Group 12 0011695830 Oct-2007 No01-Dec-2006 ~~Bankruptcy~~TX ~~Information~~80.00 ~~to report this period~~62,800.00 Group 2 120011711043 ~~Month~~Jul-2007 ~~Bankruptcy~~01-Dec-2006 History*MI ~~New~~90.00 ~~Bankruptcy~~94,500.00 ~~Loans~~Group ~~Month~~2 ~~Bankruptcy~~0011711226 ~~Percentage~~Sep-2007 ~~Loans~~01-Dec-2006 inCA ~~Bankruptcy~~90.00 ~~0 Jul-06 0~~410,400.~~000%~~00 ~~Original~~Group ~~Principal~~2 ~~Balance~~0011711641 ~~0.00~~ Aug-062007 ~~0.000%~~01-Dec-2006 ~~Current~~TX ~~Scheduled~~90.00 ~~Balance 0~~125,910.00 ~~Sep-06~~Group ~~0.000%~~2 0011712506 Oct-062007 ~~0.000% Current Bankruptcy Total Nov~~01-06Dec-2006 0VA 80.00 200,000%.00 ~~Loans~~Group in2 ~~Bankruptcy~~0011712825 3Oct-2007 01-Dec-062006 0CT 80.~~000%~~00 ~~Original Principal Balance 588~~300,000.00 ~~Jan-07~~Group ~~0.000%~~2 ~~Current~~0011721156 ~~Scheduled Balance 586,939.57 Feb~~Oct-072007 ~~0.000% Mar~~01-~~07 0.117% Apr~~Dec-072006 ~~0.117%~~TN ~~May-07 0~~80.~~376%~~00 ~~Jun-07 0~~79,800.~~382%~~00 *TheGroup ~~text~~2 ~~reported~~0011725214 inOct-2007 ~~the~~01-Dec-2006 ~~above~~MD ~~table~~80.00 is348,000.00 ~~presented~~Group ~~graphically~~2 on0011725884 ~~the~~Aug-2007 ~~monthly~~01-Dec-2006 ~~bond~~TN ~~remittance~~80.00 ~~report~~104,000.00 ~~The~~Group ~~monthly~~2 ~~bond~~0011727808 ~~remittance~~Aug-2007 ~~report~~01-Nov-2006 ~~can~~TN be85.00 ~~viewed online at www~~66,300.~~ctslink.com.~~00 Group 32 120011731692 ~~Month~~Sep-2007 ~~Bankruptcy~~01-Dec-2006 History*AZ ~~New~~80.00 ~~Bankruptcy~~191,920.00 ~~Loans~~Group ~~Month~~2 ~~Bankruptcy~~0011734756 ~~Percentage~~Oct-2007 ~~Loans~~01-Dec-2006 inCA ~~Bankruptcy~~80.00 0299,200.00 ~~Jul-06~~Group ~~0.000%~~2 ~~Original~~0011739157 ~~Principal~~Oct-2007 ~~Balance~~01-Dec-2006 0VA 80.00 ~~Aug-06 0~~238,400.~~000%~~00 ~~Current~~Group ~~Scheduled~~2 ~~Balance~~0011739934 ~~0.00~~ Sep-062007 ~~0.000% Oct~~01-06Dec-2006 0CA 80.00 328,000%.00 ~~Current~~Group ~~Bankruptcy~~2 ~~Total~~0011746822 ~~Nov~~Jul-062007 001-Dec-2006 VA 80.00 236,000%.00 ~~Loans~~Group in2 ~~Bankruptcy~~0011749214 0Aug-2007 01-Dec-062006 ~~0.000%~~DC ~~Original Principal Balance 0~~80.00 ~~Jan-07 0.~~296,000~~% Current Scheduled Balance 0~~.00 ~~Feb-07~~Group ~~0.000%~~3 ~~Mar-07~~0011723417 ~~0.268% Apr~~Aug-072007 ~~0.272% May~~01-~~07 0.272% Jun~~Dec-072006 0NC 80.00 72,000%.00 *TheGroup ~~text~~4 ~~reported~~0011701618 inOct-2007 ~~the~~01-Dec-2006 ~~above~~TN ~~table~~80.00 is84,000.00 ~~presented~~Group ~~graphically~~6 on0011636876 ~~the~~Oct-2007 ~~monthly~~01-Nov-2006 ~~bond~~TX ~~remittance~~95.00 ~~report~~149,910.00 ~~The~~Group ~~monthly~~6 ~~bond~~0011669680 ~~remittance~~Sep-2007 ~~report~~01-Nov-2006 ~~can~~CA be95.00 ~~viewed online at www~~612,750.~~ctslink.com.~~00 Group 46 120011675316 ~~Month~~Jul-2007 ~~Bankruptcy~~01-Nov-2006 History*TX ~~New~~80.00 ~~Bankruptcy~~467,200.00 ~~Loans~~Group ~~Month~~6 ~~Bankruptcy~~0011686162 ~~Percentage~~Aug-2007 ~~Loans in Bankruptcy 0 Jul~~01-06Nov-2006 0VA 80.00 412,000%.00 ~~Original~~Group ~~Principal~~6 ~~Balance~~0011687105 ~~0.00~~ Aug-062007 ~~0.000%~~01-Dec-2006 ~~Current~~MD ~~Scheduled Balance 0~~80.00 ~~Sep-06 0.~~460,000~~% Oct-06 0~~.~~000%~~00 ~~Current~~Group ~~Bankruptcy~~6 ~~Total~~0011689762 Oct-2007 01-Nov-062006 0CA 80.00 376,000%.00 ~~Loans~~Group in6 ~~Bankruptcy~~0011690545 2Oct-2007 ~~Dec~~01-06Nov-2006 0FL 80.~~000%~~00 ~~Original Principal Balance 144~~465,~~182~~600.00 ~~Jan-07~~Group ~~0.000%~~6 ~~Current~~0011690927 ~~Scheduled~~Oct-2007 ~~Balance 143,779.19 Feb~~01-07Nov-2006 0CA 80.00 416,000%.00 ~~Mar-07~~Group ~~0.000%~~6 ~~Apr~~0011695953 Oct-072007 ~~0.099% May~~01-07Dec-2006 0CA 78.~~212%~~20 ~~Jun-07 0~~430,000.~~213%~~00 *TheGroup ~~text~~6 ~~reported~~0011697663 inJun-2007 ~~the~~01-Dec-2006 ~~above~~MD ~~table~~95.00 is261,250.00 ~~presented~~Group ~~graphically~~6 on0011697886 ~~the~~Oct-2007 ~~monthly~~01-Dec-2006 ~~bond~~MA ~~remittance~~77.50 ~~report~~519,200.00 ~~The~~Group ~~monthly~~6 ~~bond~~0011698810 ~~remittance~~Sep-2007 ~~report~~01-Dec-2006 ~~can~~AZ be87.80 ~~viewed online at www~~395,000.~~ctslink.com.~~00 Group 56 0011702463 Oct-2007 No01-Dec-2006 ~~Bankruptcy~~FL ~~Information~~90.00 ~~to report this period~~261,000.00 Group 6 120011704559 ~~Month~~Oct-2007 ~~Bankruptcy~~01-Dec-2006 History*CA ~~New~~80.00 ~~Bankruptcy~~217,600.00 ~~Loans~~Group ~~Month~~6 ~~Bankruptcy~~0011704681 ~~Percentage~~Sep-2007 ~~Loans~~01-Nov-2006 inTX ~~Bankruptcy~~94.70 ~~0 Jul-06 0~~327,500.~~000%~~00 ~~Original~~Group ~~Principal~~6 ~~Balance~~0011706273 ~~0.00~~Oct-2007 ~~Aug~~01-06Dec-2006 0CA 80.~~000%~~00 ~~Current Scheduled Balance 0~~255,920.00 ~~Sep-06~~Group ~~0.000%~~6 0011706907 Oct-062007 ~~0.000% Current Bankruptcy Total~~ 01-Nov-062006 0CA 80.00 496,000%.00 ~~Loans~~Group in6 ~~Bankruptcy~~0011707286 1Oct-2007 01-Dec-062006 0CA 95.~~000%~~00 ~~Original Principal Balance 268~~236,~~726~~550.00 ~~Jan-07~~Group ~~0.000%~~6 ~~Current~~0011707308 ~~Scheduled~~Oct-2007 ~~Balance 268,242.54 Feb~~01-07Nov-2006 0CA 80.00 264,000%.00 ~~Mar-07~~Group ~~0.000%~~6 ~~Apr~~0011708308 Sep-072007 ~~0.058% May~~01-07Dec-2006 0TX 80.~~058%~~00 ~~Jun-07 0~~460,000.~~059%~~00 *TheGroup ~~text~~6 ~~reported~~0011711192 inSep-2007 ~~the~~01-Dec-2006 ~~above~~CA ~~table~~80.00 is300,000.00 ~~presented~~Group ~~graphically~~6 on0011711552 ~~the~~Oct-2007 ~~monthly~~01-Nov-2006 ~~bond~~MD ~~remittance~~80.00 ~~report~~400,000.00 ~~The~~Group ~~monthly~~6 ~~bond~~0011712516 ~~remittance~~Oct-2007 ~~report~~01-Nov-2006 ~~can~~VA be80.00 ~~viewed online at www~~239,920.~~ctslink.com.~~00 Group 76 120011712672 ~~Month~~Oct-2007 ~~Bankruptcy~~01-Dec-2006 History*TX ~~New~~78.70 ~~Bankruptcy~~550,000.00 ~~Loans~~Group ~~Month~~6 ~~Bankruptcy~~0011712934 ~~Percentage~~Sep-2007 ~~Loans~~01-Nov-2006 inMN ~~Bankruptcy~~80.00 ~~0 Jul-06 0~~202,286.~~000%~~00 ~~Original~~Group ~~Principal~~6 ~~Balance~~0011714406 ~~0.00~~ Aug-062007 ~~0.000%~~01-Dec-2006 ~~Current~~TX ~~Scheduled~~80.00 ~~Balance 0~~104,000.00 ~~Sep-06~~Group ~~0.000%~~6 0011714821 Oct-062007 ~~0.000%~~01-Dec-2006 ~~Current~~CA ~~Bankruptcy~~95.00 ~~Total Nov-06 0~~301,950.~~000%~~00 ~~Loans~~Group in6 ~~Bankruptcy~~0011715529 1Oct-2007 01-Dec-062006 0CA 80.~~000%~~00 ~~Original Principal Balance 429~~240,~~600~~000.00 ~~Jan-07~~Group ~~0.000%~~6 ~~Current~~0011716543 ~~Scheduled Balance 429,274.75 Feb~~Sep-072007 ~~0.000% Mar~~01-~~07 0.000% Apr~~Dec-072006 ~~0.000%~~CA ~~May-07 0~~80.~~500%~~00 ~~Jun-07 0~~332,000.~~502%~~00 *TheGroup ~~text~~6 ~~reported~~0011718832 inSep-2007 ~~the~~01-Dec-2006 ~~above~~CA ~~table~~90.00 is607,500.00 ~~presented~~Group ~~graphically~~6 on0011722103 ~~the~~Sep-2007 ~~monthly~~01-Dec-2006 ~~bond~~CA ~~remittance~~80.00 ~~report~~416,000.00 ~~The~~Group ~~monthly~~6 ~~bond~~0011726120 ~~remittance~~Aug-2007 ~~report~~01-Dec-2006 ~~can~~TX be80.00 ~~viewed online at www~~87,259.~~ctslink.com.~~00 Group 86 120011731428 ~~Month~~Sep-2007 ~~Bankruptcy~~01-Dec-2006 History*RI ~~New~~80.00 ~~Bankruptcy~~305,600.00 ~~Loans~~Group ~~Month~~6 ~~Bankruptcy~~0011732066 ~~Percentage~~Oct-2007 ~~Loans~~01-Dec-2006 inCA ~~Bankruptcy~~80.00 ~~0 Jul-06 0~~494,400.~~000%~~00 ~~Original~~Group ~~Principal~~6 ~~Balance~~0011733867 ~~0.00~~ Aug-062007 ~~0.000%~~01-Jan-2007 ~~Current~~MD ~~Scheduled Balance 0~~80.00 ~~Sep-06 0.~~304,000~~% Oct-06 0~~.~~000%~~00 ~~Current~~Group ~~Bankruptcy~~6 ~~Total~~0011734181 ~~Nov~~Oct-062007 ~~0.000% Loans in Bankruptcy 2~~ 01-Dec-062006 0FL 80.00 236,000%.00 ~~Original~~Group ~~Principal~~6 ~~Balance~~0011735034 ~~199,400.00~~Oct-2007 01-Jan-072007 0FL 80.~~000%~~00 ~~Current Scheduled Balance 198~~232,~~802~~000.4500 ~~Feb-07~~Group ~~0.000%~~6 ~~Mar-07~~0011738219 ~~0.000% Apr~~Oct-072007 ~~0.000% May~~01-07Dec-2006 0VA 80.~~152%~~00 ~~Jun-07 0~~344,000.~~153%~~00 *TheGroup ~~text~~7 ~~reported~~0011715389 inOct-2007 ~~the~~01-Dec-2006 ~~above~~WA ~~table~~80.00 is399,200.00 ~~presented~~Group ~~graphically~~7 on0011736956 ~~the~~Oct-2007 ~~monthly~~01-Dec-2006 ~~bond~~TX ~~remittance~~80.00 ~~report~~479,200.00 ~~The~~Group ~~monthly~~8 ~~bond~~0011709990 ~~remittance~~Sep-2007 ~~report~~01-Dec-2006 ~~can~~TX be80.00 ~~viewed online at www~~376,000.~~ctslink.com.~~00

~~Bankruptcy~~REO Loan Detail - All Mortgage Loans in ~~Bankruptcy~~REO during Current Period ~~Group~~(continued) ~~Loan~~Current ~~Month~~Paid Current Approximate Loan ~~First~~Scheduled ~~State~~To ~~LTV~~Months atLoan ~~Original~~Delinquent Group Number ~~Entered~~Balance ~~Payment~~Date ~~Origination~~Delinquent ~~Principal~~Rate ~~Bankruptcy~~Interest ~~Date~~Group ~~Balance~~2 0011650777 274,004.51 01-Jan-2007 7 7.850% 13,434.83 Group 2 ~~0011586578~~0011655184 ~~May~~190,396.09 01-Jan-2007 7 8.000% 9,550.52 Group 2 0011680224 351,397.68 01-~~Oct~~Jan-2007 7 7.770% 17,042.24 Group 2 0011689734 134,828.24 01-Jan-2007 7 8.590% 7,280.09 Group 2 0011691497 251,135.12 01-Dec-2006 OH8 809.00875% 9615,730.33 Group 2 0011695830 62,364.13 01-Mar-2007 5 8.475% 2,908.76 Group 2 0011711043 94,192.11 01-Jan-2007 7 8.000% 4,716.0002 Group 2 ~~0011710454~~0011711226 ~~May~~409,359.81 01-Dec-2006 8 8.870% 22,866.47 Group 2 0011711641 125,052.81 01-Jan-2007 7 8.570% 6,747.05 Group 2 0011712506 199,388.06 01-Mar-2007 5 8.220% 8,989.32 Group 2 0011712825 297,472.99 01-Dec-2006 CA8 807.00500% ~~308~~13,~~000~~931.0013 Group 2 ~~0011713158~~0011721156 ~~Jun~~79,304.10 01-Apr-2007 4 9.020% 3,385.23 Group 2 0011725214 347,273.89 01-Feb-2007 6 6.990% 15,038.44 Group 2 0011725884 103,128.28 01-Jan-2007 7 7.525% 4,846.81 Group 2 0011727808 65,851.66 01-Feb-2007 6 9.050% 3,763.37 Group 2 0011731692 191,683.46 01-Jan-2007 7 8.400% 10,100.51 Group 2 0011734756 299,199.99 01-Feb-2007 6 6.770% 12,506.56 Group 2 0011739157 237,600.81 01-Mar-2007 5 7.900% 10,269.24 Group 2 0011739934 327,452.55 01-Dec-2006 IL8 807.00595% ~~184~~15,~~000~~499.0029 Group 2 0011746822 234,491.12 01-Dec-2006 8 8.880% 13,135.40 Group 2 0011749214 295,452.89 01-Feb-2007 6 7.320% 13,443.46 Group 3 0011723417 71,561.62 01-Dec-2006 8 9.120% 4,122.91 ~~0011698410~~Group ~~Apr~~4 0011701618 83,383.36 01-Dec-2006 8 8.195% 4,290.73 Group 6 0011636876 149,154.97 01-Mar-2007 5 10.470% 8,689.68 Group 6 0011669680 608,559.44 01-Dec-2006 CA8 208.995% 34,555.84 Group 6 0011675316 463,756.00 01-Dec-2006 8 8.625% 25,191.67 Group 6 0011686162 410,~~182~~815.0098 01-Dec-2006 8 8.750% 22,619.84 Group 46 ~~0011710470~~0011687105 ~~May~~457,577.52 01-Feb-2007 6 9.875% 28,661.25 Group 6 0011689762 374,834.91 01-Jan-2007 7 8.490% 19,989.99 Group 6 0011690545 461,176.13 01-Dec-2006 CA8 7.345% 21,122.17 Group 6 0011690927 414,191.98 01-Jan-2007 7 7.600% 19,635.38 Group 6 0011695953 427,145.66 01-Jan-2007 7 8.695% 23,401.42 Group 6 0011697663 259,880.79 01-Dec-2006 8 9.845% 16,226.24 Group 6 0011697886 518,452.61 01-Jan-2007 7 7.990% 25,903.61 Group 6 0011698810 394,999.99 01-Dec-2006 8 8.545% 21,185.20 Group 6 0011702463 259,336.0034 7701-Jan-2007 7 8.895% 14,553.02 Group 6 0011704559 217,290.28 01-Dec-2006 8 8.020% 10,899.94 Group 6 0011704681 325,598.10 01-Dec-2006 8 9.790% 20,210.70 Group 6 0011706273 255,627.78 01-Jan-2007 7 8.600% 13,810.48 Group 6 0011706907 495,241.19 01-Jan-2007 7 8.220% 25,502.61 Group 6 0011707286 236,051.97 01-Jan-2007 7 9.500% 14,175.62 Group 6 0011707308 264,000.00 01-Feb-2007 6 6.950% 11,352.00 Group 6 ~~0011698406~~0011708308 ~~Apr~~459,145.51 01-Feb-2007 6 9.920% 28,856.78 Group 6 0011711192 300,000.00 01-Dec-2006 CA8 806.990% 12,980.00 ~~268~~Group 6 0011711552 399,~~726~~277.52 01-Feb-2007 6 7.625% 18,978.83 Group 6 0011712516 239,123.41 01-Mar-2007 5 8.250% 10,822.68 Group 6 0011712672 550,000.00 01-Mar-2007 5 8.490% 25,634.56 Group 6 0011712934 200,678.19 01-Jan-2007 7 ~~0011720305~~8.250% ~~May~~10,400.20 Group 6 0011714406 103,281.89 01-Jan-2007 7 8.500% 5,524.33 Group 6 0011714821 301,950.00 01-Jan-2007 7 7.995% 15,087.31 Group 6 0011715529 239,552.05 01-Jan-2007 7 9.945% 15,095.45 Group 6 0011716543 329,425.66 01-Dec-2006 MD8 807.00920% ~~429~~16,~~600~~348.60 Group 6 0011718832 607,500.00 01-Dec-2006 8 7.875% 29,868.73 Group 6 0011722103 415,615.75 01-Dec-2006 8 ~~0011562492~~9.150% ~~May~~23,976.42 Group 6 0011726120 86,679.80 01-Jan-2007 7 8.695% 4,748.82 Group 6 0011731428 303,749.06 01-~~Jul~~Dec-2006 CA8 209.00145% 9217,~~000~~550.0060 Group 6 0011732066 493,747.65 01-Dec-2006 8 ~~0011720310~~8.220% ~~May~~25,425.53 Group 6 0011733867 303,689.23 01-Jan-2007 7 8.630% 16,467.64 Group 6 0011734181 236,000.00 01-Dec-2006 MD8 7.570% 11,123.52 Group 6 0011735034 230,605.07 01-Dec-2006 8 8.695% 12,633.57 Group 6 0011738219 343,082.60 01-Feb-2007 6 8.695% 18,764.66 Group 7 0011715389 398,377.65 01-Feb-2007 6 7.025% 17,344.30 Group 7 0011736956 477,535.56 01-Mar-2007 5 7.775% 20,291.0059 ~~107~~Group 8 0011709990 373,~~400~~909.0032 01-Jan-2007 7 9.560% 22,636.89

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Bankruptcy~~Summary ~~Detail~~12 -Month ~~All~~Foreclosure ~~Mortgage~~History* New Foreclosure Loans Month Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure ~~during~~87 ~~Current~~Nov-06 ~~Period~~0.000% ~~(continued)~~Original ~~Group~~Principal ~~Loan~~Balance 24,009,221.00 Dec-06 0.000% Current ~~Paid~~Scheduled ToBalance ~~Months~~23,928,472.08 Jan-07 0.000% Feb-07 0.000% Current ~~Approximate~~Foreclosure ~~Number~~Total ~~Scheduled~~Mar-07 ~~Date~~0.000% ~~Delinquent~~Loans ~~Loan~~in ~~Rate~~Foreclosure ~~Delinquent~~326 Apr-07 0.000% Original Principal Balance ~~Interest~~101,966,010.00 ~~Group~~May-07 2.100% ~~0011586578~~Current 95Scheduled Balance 101,~~920~~656,014.7353 01Jun-~~May~~07 4.203% Jul-~~2007~~07 06.078% Aug-07 8.~~900~~755% Sep-07 10.482% Oct-07 10.933% *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 1~~,343~~ - No Foreclosure Information to report this period.09 Group 2 ~~0011710454~~12 ~~307~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 13 Nov-06 0.000% Original Principal Balance 2,~~527~~800,022.5700 01Dec-06 0.000% Current Scheduled Balance 2,786,328.13 Jan-~~2007~~07 0.000% Feb-07 0.000% Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure 57 Apr-07 0.000% Original Principal Balance 13,218,142.00 May-07 1.471% Current Scheduled Balance 13,173,235.30 Jun-07 3.486% Jul-07 5.417% Aug-07 8.~~990~~556% Sep-07 9.919% Oct-07 8~~,707~~.87931% *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 23 ~~0011713158~~12 ~~183~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 Nov-06 0.000% Original Principal Balance 989,~~491~~200.2700 01Dec-~~May~~06 0.000% Current Scheduled Balance 985,818.00 Jan-~~2007~~07 0.000% 7Feb-07 0.~~445~~000% ~~2,125~~Current Foreclosure Total Mar-07 0.58000% ~~Group~~Loans in Foreclosure 4 ~~0011698410~~Apr-07 660.000% Original Principal Balance 989,~~938~~200.8500 ~~01-~~May-~~2007~~07 1.052% Current Scheduled Balance 985,818.00 Jun-07 0.636% 9Jul-07 0.~~375~~648% ~~990~~Aug-07 0.92367% Sep-07 0.697% Oct-07 3.874% *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 4 ~~0011710470~~12 76Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 Nov-06 0.000% Original Principal Balance 648,~~840~~475.3400 01Dec-06 0.000% Current Scheduled Balance 647,004.76 Jan-~~2007~~07 30.000% 11Feb-07 0.~~250~~000% 2Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure 9 Apr-07 0.000% Original Principal Balance 1,~~754~~975,075.00 May-07 0.329% Current Scheduled Balance 1,963,657.90 Jun-07 0.330% Jul-07 1.305% Aug-07 2.155% Sep-07 2.417% Oct-07 3.050% *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 65 ~~0011698406~~12 ~~268,242~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Nov-06 0.54000% 01Original Principal Balance 0.00 Dec-~~May~~06 0.000% Current Scheduled Balance 0.00 Jan-~~2007~~07 0.000% 8Feb-07 0.~~445~~000% 3Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure 1 Apr-07 0.000% Original Principal Balance 162,~~553~~000.3700 May-07 0.000% Current Scheduled Balance 161,555.85 Jun-07 0.545% Jul-07 0.545% Aug-07 0.545% Sep-07 0.545% Oct-07 0.545% *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 76 ~~0011720305~~12 ~~429~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 52 Nov-06 0.000% Original Principal Balance 16,~~274~~042,484.7500 01Dec-06 0.000% Current Scheduled Balance 15,989,907.47 Jan-~~2007~~07 0.000% Feb-07 0.000% Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure 215 Apr-07 0.000% Original Principal Balance 73,546,173.00 May-07 3.340% 8Current Scheduled Balance 73,339,610.~~455~~14 Jun-07 6.442% Jul-07 9.295% Aug-07 12.887% Sep-07 15.629% Oct-07 16.372% *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 7 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 11 Nov-06 0.000% Original Principal Balance 3,~~386~~043,180.00 Dec-06 ~~Group~~0.000% 8Current ~~0011562492~~Scheduled 91Balance 3,~~585~~035,130.0581 01Jan-07 0.000% Feb-~~2007~~07 0.000% Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure 24 Apr-07 0.000% Original Principal Balance 8,841,980.00 May-07 2.498% Current Scheduled Balance 8,813,140.01 Jun-07 4.757% Jul-07 4.782% Aug-07 6.572% Sep-07 8.591% Oct-07 10.~~990~~387% ~~3,205~~*The text reported in the above table is presented graphically on the monthly bond remittance report.57 The monthly bond remittance report can be viewed online at www.ctslink.com. Group 8 ~~0011720310~~12 ~~107~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Nov-06 0.000% Original Principal Balance 485,~~217~~860.4000 01Dec-06 0.000% Current Scheduled Balance 484,282.91 Jan-~~2007~~07 0.000% Feb-07 0.000% Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure 16 Apr-07 0.000% Original Principal Balance 3,233,440.00 12May-07 0.~~875~~000% 4Current Scheduled Balance 3,~~425~~218,997.4533 Jun-07 0.668% Jul-07 1.679% Aug-07 3.409% Sep-07 3.203% Oct-07 2.668% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

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 1 0 0.00 0.00 0.000% Group 2 0 0.00 0.00 0.000% Group 3 0 0.00 0.00 0.000% Group 4 0 0.00 0.00 0.000% Group 5 0 0.00 0.00 0.000% Group 6 0 0.00 0.00 0.000% Group 7 0 0.00 0.00 0.000% Group 8 1 149,924.95 55,529.04 0.043% Total 1 149,924.95 55,529.04 0.006%

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 Group 8 0011716715 150,000.00 12.625% VA 20.00 360

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Realized~~Summary ~~Loss~~12 ~~Loan~~Month ~~Detail~~Bankruptcy ~~Report~~History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 19 Nov-06 0.000% Original Principal Balance 5,750,995.00 Dec-06 0.000% Current Scheduled Balance 5,736,970.20 Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-07 0.026% Loans ~~With~~in ~~Losses~~Bankruptcy ~~during~~33 Apr-07 0.061% Original Principal Balance 7,154,005.00 May-07 0.176% Current ~~Period~~Scheduled ~~(continued)~~Balance ~~Prior~~7,133,895.55 ~~Cumulative~~Jun-07 ~~Loan~~0.170% ~~Actual~~Jul-07 ~~Realized~~0.170% ~~Realized~~Aug-07 0.311% Sep-07 0.239% Oct-07 0.767% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~Number~~1 - No Bankruptcy Information to report this period. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Nov-06 0.000% Original Principal Balance ~~Loss/(Gain)~~126,400.00 ~~Loss/(Gain)~~Dec-06 0.000% Current Scheduled Balance 126,280.35 Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-07 0.117% Loans in Bankruptcy 4 Apr-07 0.117% Original Principal Balance 414,360.00 May-07 0.376% Current Scheduled Balance 412,982.52 Jun-07 0.382% Jul-07 0.063% Aug-07 0.184% Sep-07 0.193% Oct-07 0.280% *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 83 ~~0011716715~~12 ~~149~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Nov-06 0.000% Original Principal Balance 0.00 Dec-06 0.000% Current Scheduled Balance 0.00 Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-07 0.268% Loans in Bankruptcy 0 Apr-07 0.272% Original Principal Balance 0.00 May-07 0.272% Current Scheduled Balance 0.00 Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.000% Oct-07 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Nov-06 0.000% Original Principal Balance 81,~~924~~000.00 Dec-06 0.000% Current Scheduled Balance 80,631.95 55Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 3 Apr-07 0.099% Original Principal Balance 211,~~529~~900.0400 55May-07 0.212% Current Scheduled Balance 210,~~529~~833.0427 Jun-07 0.213% Jul-07 0.409% Aug-07 0.415% Sep-07 0.302% Oct-07 0.327% *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 5 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Nov-06 0.000% Original Principal Balance 0.00 Dec-06 0.000% Current Scheduled Balance 0.00 Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 1 Apr-07 0.000% Original Principal Balance 151,920.00 May-07 0.000% Current Scheduled Balance 151,231.72 Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.511% Oct-07 0.510% *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 6 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 8 Nov-06 0.000% Original Principal Balance 3,304,800.00 Dec-06 0.000% Current Scheduled Balance 3,295,000.47 Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 11 Apr-07 0.058% Original Principal Balance 3,799,650.00 May-07 0.058% Current Scheduled Balance 3,788,422.38 Jun-07 0.059% Jul-07 0.131% Aug-07 0.367% Sep-07 0.283% Oct-07 0.846% *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 7 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 4 Nov-06 0.000% Original Principal Balance 1,599,000.00 Dec-06 0.000% Current Scheduled Balance 1,597,326.31 Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 4 Apr-07 0.000% Original Principal Balance 1,599,000.00 May-07 0.500% Current Scheduled Balance 1,597,326.31 Jun-07 0.502% Jul-07 0.503% Aug-07 0.506% Sep-07 0.000% Oct-07 1.883% *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 8 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 5 Nov-06 0.000% Original Principal Balance 639,795.00 Dec-06 0.000% Current Scheduled Balance 637,731.12 Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 10 Apr-07 0.000% Original Principal Balance 977,175.00 May-07 0.152% Current Scheduled Balance 973,099.35 Jun-07 0.153% Jul-07 0.176% Aug-07 0.237% Sep-07 0.272% Oct-07 0.806% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Realized~~Bankruptcy ~~Loss~~Detail ~~Report~~ - ~~Collateral~~All ~~Summary~~Mortgage ~~MDR~~Loans ~~SDA~~in ~~Current~~Bankruptcy ~~Month~~during ~~0.015%~~ Current ~~Month~~Period ~~1.477%~~Group 3Loan Month ~~Average~~Loan ~~0.005%~~First 3State ~~Month~~LTV ~~Average~~at ~~0.492%~~Original 12Number ~~Month~~Entered ~~Average~~Payment ~~0.000%~~Origination 12Principal ~~Month~~Bankruptcy ~~Average~~Date ~~0.000%~~Balance ~~MDR:~~Group ~~Current~~2 ~~vs.~~0011642541 ~~12mo~~Oct-2007 Average*01-Nov-2006 ~~SDA:~~NV ~~Current vs~~80.00 ~~12mo Average* Month Current 12mo Avg~~126,400.00 ~~Month~~Group ~~Current~~2 ~~12mo~~0011669477 ~~Avg. Jul~~Aug-~~2006~~2007 ~~N/A N/A Jul~~01-~~2006 N/A N/A Aug~~Nov-2006 ~~N/A~~VA ~~N/A~~80.00 ~~Aug-2006~~66,320.00 ~~N/A~~Group ~~N/A~~2 ~~Sep-2006~~0011681766 ~~N/A N/A~~ Sep-~~2006~~2007 ~~N/A N/A Oct~~01-~~2006 N/A N/A Oct-2006 N/A N/A~~ Nov-2006 ~~N/A~~TX ~~N/A~~80.00 ~~Nov-2006~~106,400.00 ~~N/A~~Group ~~N/A~~2 ~~Dec~~0011743905 Aug-~~2006~~2007 ~~N/A N/A~~ 01-Dec-2006 ~~N/A~~TX ~~N/A~~95.00 ~~Jan-2007~~115,240.00 ~~N/A~~Group ~~N/A~~4 ~~Jan-2007~~0011669179 ~~N/A N/A Feb~~Jul-2007 ~~N/A N/A Feb~~01-~~2007 N/A N/A Mar~~Nov-~~2007~~2006 ~~0.000%~~TX ~~N/A Mar-2007 0~~20.~~000%~~00 ~~N/A Apr-2007 0~~30,200.~~000%~~00 ~~N/A~~Group ~~Apr-2007~~4 ~~0.000%~~0011711593 ~~N/A May~~Oct-2007 ~~0.000% N/A May~~01-~~2007 0.000% N/A Jun~~Dec-~~2007~~2006 ~~0.015%~~CA ~~N/A Jun-2007 1~~20.~~477%~~00 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 0.186% Current Month 37.038% 3 Month Average 0.062% 3 Month Average 0.81,000~~% 12 Month Average 0~~.~~000%~~00 12Group ~~Month~~4 ~~Average~~0011722461 ~~0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg.~~ Jul-~~2006~~2007 ~~N/A N/A Jul~~01-~~2006 N/A N/A Aug~~Dec-2006 ~~N/A~~TX ~~N/A~~95.00 ~~Aug-2006~~100,700.00 ~~N/A~~Group ~~N/A~~5 ~~Sep-2006~~0011711822 ~~N/A N/A~~ Sep-~~2006~~2007 ~~N/A N/A Oct~~01-~~2006 N/A N/A Oct~~Dec-2006 ~~N/A~~MS ~~N/A~~80.00 ~~Nov-2006~~151,920.00 ~~N/A~~Group ~~N/A~~6 ~~Nov-2006~~0011685700 ~~N/A N/A Dec~~Aug-~~2006~~2007 ~~N/A N/A~~ 01-Dec-2006 ~~N/A~~VA ~~N/A~~80.00 ~~Jan-2007~~54,050.00 ~~N/A~~Group ~~N/A~~6 ~~Jan-2007~~0011691222 ~~N/A N/A Feb~~Oct-2007 ~~N/A N/A Feb~~01-~~2007 N/A N/A Mar~~Dec-~~2007~~2006 0CA 85.00 476,000%.00 ~~N/A~~Group ~~Mar-2007~~6 ~~N/A~~0011693377 ~~N/A Apr~~Oct-2007 ~~0.000% N/A Apr~~01-~~2007 N/A N/A May~~Nov-~~2007~~2006 0FL 80.00 244,000%.00 ~~N/A~~Group ~~May-2007~~6 ~~N/A~~0011696255 ~~N/A Jun~~Oct-2007 ~~0.186% N/A Jun~~01-~~2007~~Dec-2006 ~~37.038%~~NV ~~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~~80.00 ~~The graphically on the monthly bond remittance report~~293,600.00 ~~The~~Group ~~monthly~~6 ~~bond~~0011697169 ~~remittance~~Oct-2007 ~~report~~01-Dec-2006 ~~can~~CA ~~be viewed online at monthly bond remittance report can be viewed online at www~~80.~~ctslink.com.~~00 ~~www~~446,400.~~ctslink.com.~~00 Group 16 -0011698866 ~~No Realized Loss Information to report this period. Group 2~~ Oct-2007 ~~No Realized Loss Information to report this period. Group 3~~ 01- ~~No Realized Loss Information to report this period. Group 4~~ Dec-2006 NoCA ~~Realized Loss Information to report this period~~80.00 ~~Group 5 - No Realized Loss Information to report this period~~528,000.00 Group 6 0011706465 Oct-2007 No01-Nov-2006 ~~Realized~~CA ~~Loss Information to report this period~~80.00 ~~Group 7 - No Realized Loss Information to report this period~~416,000.00 Group 86 ~~MDR~~0011716063 ~~SDA~~Oct-2007 ~~Current~~01-Dec-2006 ~~Month~~CA 080.~~114%~~00 ~~Current Month 10.923% 3 Month Average 0.038% 3 Month Average 3.641% 12 Month Average 0.~~460,000~~% 12 Month Average 0~~.~~000%~~00 ~~MDR:~~Group ~~Current~~6 ~~vs.~~0011720967 ~~12mo~~Oct-2007 Average*01-Dec-2006 ~~SDA:~~CA ~~Current vs~~80.00 ~~12mo Average* Month Current 12mo Avg~~440,800.00 ~~Month~~Group ~~Current~~6 ~~12mo~~0011729864 ~~Avg. Jul~~Aug-~~2006~~2007 ~~N/A N/A Jul~~01-Dec-2006 ~~N/A~~MD ~~N/A~~80.00 ~~Aug-2006~~311,200.00 ~~N/A~~Group ~~N/A~~6 0011742806 Aug-~~2006~~2007 ~~N/A N/A Sep~~01-~~2006 N/A N/A Sep~~Dec-2006 ~~N/A~~LA ~~N/A~~80.00 ~~Oct-2006~~129,600.00 ~~N/A~~Group ~~N/A~~7 0011706468 Oct-~~2006~~2007 ~~N/A N/A Nov~~01-~~2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 ~~N/A~~CA ~~N/A~~95.00 ~~Dec-2006~~551,000.00 ~~N/A~~Group ~~N/A~~7 ~~Jan-2007~~0011711591 ~~N/A N/A Jan~~Oct-2007 ~~N/A N/A Feb~~01-~~2007 N/A N/A Feb~~Dec-~~2007~~2006 ~~N/A~~CA ~~N/A Mar-2007 0~~80.~~000%~~00 ~~N/A Mar-2007 0.~~324,000~~% N/A Apr-2007 0~~.~~000%~~00 ~~N/A~~Group ~~Apr-2007~~7 ~~0.000%~~0011723285 ~~N/A May~~Oct-2007 ~~0.000% N/A May~~01-~~2007 0.000% N/A Jun~~Dec-~~2007~~2006 ~~0.114%~~FL ~~N/A Jun-2007 10~~80.~~923%~~00 ~~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~~412,000.00 ~~The~~Group ~~graphically~~7 on0011743597 ~~the~~Oct-2007 ~~monthly~~01-Dec-2006 ~~bond~~CA ~~remittance report~~80.00 The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 1.364% Current Month 37.038% 3 Month Average 0.455% 3 Month Average 0.312,000~~% 12 Month Average 0~~.~~000%~~00 12Group ~~Month~~8 ~~Average~~0011695318 ~~0.000%~~Oct-2007 ~~CDR:~~01-Dec-2006 ~~Current~~CA vs20.00 ~~12mo Average* Cumulative Loss Severity: Current vs~~111,600.00 ~~12mo~~Group Average*8 ~~Month~~0011708207 ~~Current 12mo Avg. Month Current 12mo Avg.~~ Jul-~~2006~~2007 ~~N/A N/A Jul~~01-~~2006 N/A N/A Aug~~Dec-2006 ~~N/A~~WA ~~N/A~~20.00 ~~Aug-2006~~28,200.00 ~~N/A~~Group ~~N/A~~8 ~~Sep-2006~~0011711824 ~~N/A N/A~~ Sep-~~2006~~2007 ~~N/A N/A Oct~~01-~~2006 N/A N/A Oct~~Dec-2006 ~~N/A~~MS ~~N/A~~20.00 ~~Nov-2006~~37,980.00 ~~N/A~~Group ~~N/A~~8 ~~Nov-2006~~0011716066 ~~N/A N/A Dec~~Oct-~~2006~~2007 ~~N/A N/A~~ 01-Dec-2006 ~~N/A~~CA ~~N/A~~15.00 ~~Jan-2007~~86,250.00 ~~N/A~~Group ~~N/A~~8 ~~Jan-2007~~0011720310 ~~N/A N/A Feb~~May-2007 ~~N/A N/A Feb~~01-~~2007~~Dec-2006 ~~N/A~~MD ~~N/A~~20.00 ~~Mar-2007 0~~107,400.~~000%~~00 ~~N/A~~Group ~~Mar-2007~~8 ~~N/A~~0011720326 ~~N/A Apr~~Aug-2007 ~~0.000% N/A Apr~~01-~~2007 N/A N/A May~~Dec-~~2007~~2006 0CA 20.00 86,000%.00 ~~N/A~~Group ~~May-2007~~8 ~~N/A~~0011723295 ~~N/A Jun~~Oct-2007 ~~1.364% N/A Jun~~01-~~2007~~Dec-2006 ~~37.038%~~FL ~~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~~20.00 ~~The graphically on the monthly bond remittance report~~103,000.00 ~~The~~Group ~~monthly~~8 ~~bond~~0011726172 ~~remittance~~Oct-2007 ~~report~~01-Dec-2006 ~~can~~NV ~~be viewed online at monthly bond remittance report can be viewed online at www~~20.~~ctslink.com.~~00 ~~www~~128,945.~~ctslink.com.~~00 ~~Calculation~~Group ~~Methodology:~~8 ~~Monthly~~0011729861 ~~Default~~Aug-2007 ~~Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1~~01-~~((1~~Dec-~~MDR)^12)~~2006 ~~SDA~~MD ~~Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0~~20.~~02)~~00 ~~else if WAS is greater than 30 and less than or equal to 60 then CDR / 0~~77,800.600 ~~else~~Group if8 ~~WAS~~0011739134 ~~is greater than 60 and less than or equal to 120 then CDR / (0.6~~ Oct-2007 ~~((WAS~~ 01-Dec-2006 ~~60)~~NV * 080.~~0095))~~00 ~~else if WAS is greater than 120 then CDR / 0~~210,000.~~03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).~~00

~~Prepayment~~Bankruptcy Detail - ~~Prepayments~~All Mortgage Loans in Bankruptcy during Current Period ~~Summary~~(continued) ~~Loans~~Group ~~Paid~~Loan InCurrent ~~Full~~Paid ~~Repurchased~~To ~~Loans~~Months ~~Original~~ Current ~~Original~~Approximate ~~Current~~Number ~~Principal~~ Scheduled ~~Principal~~Date ~~Scheduled~~Delinquent ~~Group~~Loan ~~Count~~Rate ~~Balance~~Delinquent Balance ~~Count~~Interest ~~Balance~~Group ~~Balance~~2 ~~Group~~0011642541 1126,280.35 101-Feb-2007 ~~351~~6 9.320% 7,~~000~~428.00 ~~350~~Group 2 0011669477 66,~~966~~152.6589 001-Jun-2007 02 9.00200% 01,919.0046 Group 2 110011681766 105,868.57 01-Jan-2007 7 10.510% 7,078.63 Group 2 0011743905 114,~~609~~680.71 01-Jan-2007 7 10.270% 7,~~920~~484.0060 Group 4 0011669179 30,013.34 01-Jun-2007 2 9.990% 950.59 Group 4 0011711593 80,~~600~~631.95 01-Apr-2007 4 10.875% 4,~~989~~189.3114 0Group 04 0011722461 100,187.0098 001-Jul-2007 1 9.00990% 2,379.24 Group 35 0011711822 151,231.72 01-May-2007 3 ~~452~~6.875% 4,~~350~~022.0013 ~~452~~Group 6 0011685700 53,~~061~~924.4751 001-Sep-2007 0 9.00170% 0779.0046 Group 46 50011691222 ~~174~~475,~~600~~584.0050 ~~174~~01-Jan-2007 7 9.295% 27,~~033~~895.0428 0Group 06 0011693377 242,097.0022 001-Mar-2007 5 8.00345% 11,108.72 Group 6 0011696255 293,145.29 01-Jul-2007 1 7.795% 5,347.79 0Group 06 0011697169 445,003.0003 01-Sep-2007 0 8.00145% 05,673.23 0Group 6 0011698866 526,163.0048 001-Nov-2006 9 7.00770% 25,538.41 Group 6 110011706465 2415,~~787~~437.68 01-Jan-2007 7 8.395% 21,~~870~~877.0020 2Group 6 0011716063 459,~~784~~561.75 01-Jan-2007 7 9.070% 26,~~625~~266.73 Group 6 0011720967 438,007.52 01-Jan-2007 07 08.00925% 024,666.0085 Group 6 0011729864 310,864.63 01-Jan-2007 7 8.750% 17,105.25 Group 6 0011742806 128,632.77 01-Sep-2007 0 8.200% 1,652.51 ~~408~~Group 7 0011706468 551,~~500~~000.00 ~~408~~01-Jul-2007 1 7.425% 9,~~499~~539.9819 0Group 07 0011711591 323,975.00 01-Apr-2007 4 6.645% 9,954.12 Group 7 0011723285 410,800.77 01-Sep-2007 0 6.00065% 3,811.73 Group 7 0011743597 311,550.54 01-Jan-2007 7 7.988% 15,561.96 Group 8 0011695318 110,884.73 01-Sep-2007 0 11.250% 1,988.83 Group 8 0011708207 28,053.18 01-Apr-2007 4 9.875% 1,~~110~~317.25 Group 8 0011711824 37,~~600~~801.0029 01-Jun-2007 2 10.625% 1,~~107~~277.13 Group 8 0011716066 85,~~057~~996.7347 001-Feb-2007 06 11.00250% 06,165.0088 ~~Total~~Group 408 0011720310 107,106.77 01-Jan-2007 7 12.875% 8,~~894~~846.48 Group 8 0011720326 84,~~840~~837.0080 701-Dec-2006 8 10.990% 5,~~878~~943.32 Group 8 0011723295 102,~~233~~463.1953 001-Sep-2007 0 9.875% 1,602.18 Group 8 0011726172 128,386.39 01-Apr-2007 4 10.750% 6,589.62 Group 8 0011729861 77,569.19 01-Jan-2007 7 12.500% 6,213.30 Group 8 0011739134 210,000.00 01-Sep-2007 0 6.00495% 2,098.26

~~Prepayment~~Realized Loss Detail Report - ~~Prepayments~~Loans with Losses during Current Period ~~(continued)~~ Summary ~~Substitution~~# Loans ~~Liquidated~~Prior ~~Loans~~Realized ~~Curtailments Original~~ Current ~~Original~~with ~~Current~~Actual ~~Principal~~Loss/(Gain) ~~Scheduled~~Loss ~~Principal Scheduled Curtailment~~ Group ~~Count~~Losses Balance ~~Balance Count Balance Balance~~ Amount Percentage Group 1 0 0.00 0.00 0 0.00000% ~~0.00 208.49~~ Group 2 0 0.00 0.00 0 0.00000% ~~0.00 2,592.52~~ Group 3 0 0.00 0.00 0 0.00000% ~~0.00 1,518.39~~ Group 4 030 0789,368.0016 0833,195.0005 ~~0 0~~1.00294% ~~0.00 8,307.80~~ Group 5 0 0.00 0.00 0 0.00000% ~~0.00 3,403.50~~ Group 6 04 0.00 010,762.0057 0 0.00002% ~~0.00 5,808.86~~ Group 7 0 0.00 0.00 0 0.00000% ~~0.00 2,218.77~~ Group 8 067 ~~0.00 0.00 1 150~~2,~~000~~315,176.0021 ~~149~~2,~~770~~434,879.0730 ~~58,780~~2.17018% Total 0101 ~~0.00 0.00 1 150~~3,~~000~~104,544.0037 ~~149~~3,~~770~~278,836.0792 ~~82,838~~0.50353%

~~Prepayment~~Realized Loss Loan Detail Report - ~~Prepayments~~Loans With Losses during Current Period ~~First~~ Original Current Loan Principal Note LTV at ~~Payment~~Original ~~Principal Prepayment~~ Group Number Balance Rate State Origination ~~Date~~Term ~~Balance~~Group ~~Amount~~4 ~~Group~~0011677748 168,000.00 ~~0011712589~~11.250% CA 6720.5000 ~~01-Dec-2006~~360 ~~351~~Group 4 0011683288 75,000.00 ~~350,966~~9.65875% CA 20.00 360 Group 24 ~~0011591313~~0011694212 CA47,000.00 4912.375% NJ 20.00 ~~01-Sep-2006~~360 ~~300~~Group 4 0011697752 68,000.00 ~~296,938~~10.15990% CA 20.00 360 Group 24 ~~0011669410~~0011702209 73,000.00 12.950% CA 5320.3000 ~~01-Oct-2006~~360 ~~320~~Group 4 0011702237 70,~~000~~200.00 ~~319~~11.250% CA 20.00 360 Group 4 0011704566 54,~~520~~400.8300 11.000% CA 20.00 360 Group 24 ~~0011672247~~0011708607 77,500.00 11.500% CA 5020.7000 ~~01-Nov-2006~~180 ~~185~~Group 4 0011709893 60,000.00 ~~184,324~~10.43990% CA 20.00 360 Group 24 ~~0011699312~~0011711190 75,000.00 10.990% CA 8020.00 ~~01-Nov-2006~~360 ~~346~~Group 4 0011712826 66,~~400~~250.00 ~~345~~10.990% CT 17.70 360 Group 4 0011714464 16,~~831~~200.1400 9.000% TN 20.00 360 Group 24 ~~0011705356~~0011715527 60,000.00 11.250% CA 7620.6000 ~~01-Dec-2006~~360 49Group 4 0011720404 40,000.00 ~~48,864~~12.02875% FL 20.00 360 Group 24 ~~0011707313~~0011722334 80,000.00 10.990% CA 8020.00 ~~01-Nov-2006~~360 ~~344~~Group 4 0011723800 51,000.00 ~~342~~12.500% NV 20.00 360 Group 4 0011725888 26,~~245~~000.3800 8.750% TN 20.00 360 Group 24 ~~0011712960~~0011726600 NJ49,390.00 7510.625% WA 20.00 ~~01-Dec-2006~~360 ~~183~~Group 4 0011726736 22,780.00 9.990% TX 20.00 360 Group 4 0011727829 53,000.00 ~~182~~12.875% NY 20.00 360 Group 4 0011728051 70,~~166~~000.0900 10.990% IL 20.00 360 Group 24 ~~0011713185~~0011731398 57,000.00 12.000% FL 8020.00 ~~01-Dec-2006~~360 ~~166~~Group 4 0011731436 76,400.00 ~~165,174~~12.19875% RI 20.00 360 Group 24 ~~0011725588~~0011731693 WA47,980.00 8012.875% AZ 20.00 ~~01-Dec-2006~~360 ~~167~~Group 4 0011734682 72,~~120~~600.00 ~~167~~10.875% CA 20.00 360 Group 4 0011734758 74,~~004~~800.8300 11.250% CA 20.00 360 Group 24 ~~0011728655~~0011735306 NJ23,000.00 8811.90500% ~~01-Dec-2006~~WA 20.00 360 Group 4 0011735516 80,000.00 ~~359~~10.350% MA 20.00 360 Group 4 0011741990 71,~~230~~400.1500 10.990% CA 20.00 360 Group 24 ~~0011732651~~0011745056 IL71,105.00 8211.250% CA 20.00 ~~01-Nov-2006~~360 ~~189~~Group 6 0011646944 494,000.00 ~~188~~9.320% CA 76.00 360 Group 6 0011655282 463,~~734~~200.5700 7.650% CA 80.00 360 Group 36 ~~0011713718~~0011660394 NY169,600.00 8.526% TX 80.00 ~~01-Dec-2006~~360 60Group 6 0011722570 520,000.00 ~~59,663~~8.74500% CA 80.00 360 Group 38 ~~0011720525~~0011562492 ME92,000.00 8510.990% CA 20.00 ~~01-Dec-2006~~180 ~~157~~Group 8 0011646945 156,000.00 11.250% CA 24.00 ~~157~~360 Group 8 0011655283 115,800.00 10.990% CA 20.00 360 Group 8 0011667279 120,000.00 11.250% CA 20.00 360 Group 38 ~~0011726118~~0011670955 PA50,000.00 9412.759% FL 20.00 ~~01-Dec-2006~~360 ~~235~~Group 8 0011683237 105,~~100~~000.00 ~~235~~10.750% CA 20.00 360 Group 8 0011683446 108,~~100~~000.00 12.500% NY 20.00 360 Group 48 ~~0011689938~~0011685624 OR88,600.00 10.500% NY 20.00 ~~01-Dec-2006~~360 30Group 8 0011686166 103,000.00 ~~29,871~~12.37875% VA 20.00 360 Group 48 ~~0011705014~~0011689194 MA100,000.00 11.250% CA 20.00 ~~01-Nov-2006~~360 73Group 8 0011689763 94,000.00 7211.250% CA 20.00 360 Group 8 0011690546 116,~~824~~400.6700 12.625% FL 20.00 360 Group 48 ~~0011705357~~0011692113 134,000.00 10.990% CA 2320.4000 ~~01-Dec-2006~~360 15Group 8 0011693008 76,000.00 1410.375% CA 20.00 360 Group 8 0011693814 51,~~952~~480.9900 9.990% TX 20.00 360 Group 48 ~~0011713719~~0011697931 NY85,000.00 10.625% CA 20.00 ~~01-Dec-2006~~360 15Group 8 0011698622 66,200.00 12.500% FL 20.00 360 Group 8 0011698867 132,000.00 1411.250% CA 20.00 360 Group 8 0011700248 105,~~951~~000.00 11.490% FL 20.00 360 Group 48 ~~0011716709~~0011700752 48,255.00 12.375% FL 20.00 ~~01-Dec-2006~~360 41Group 8 0011702320 50,~~600~~000.00 4110.990% CA 20.00 360 Group 8 0011704997 61,~~371~~000.8800 11.125% FL 20.00 360 Group 68 ~~0011658940~~0011707418 166,000.00 10.990% CA 8020.00 ~~01-Oct-2006~~360 ~~608~~Group 8 0011707425 124,000.00 ~~607,497~~11.69250% CA 20.00 360 Group 68 ~~0011681591~~0011708309 FL115,000.00 729.90990% ~~01-Nov-2006~~TX ~~175~~20.00 360 Group 8 0011708634 122,000.00 ~~174~~10.625% CA 20.00 360 Group 8 0011709300 37,~~773~~980.2300 10.875% FL 20.00 360 Group 68 ~~0011682981~~0011709789 99,940.00 12.375% NY 9020.00 ~~01-Dec-2006~~360 ~~237~~Group 8 0011709991 94,~~420~~000.00 ~~236~~9.990% TX 20.00 360 Group 8 0011710108 43,~~487~~000.7400 12.875% MS 20.00 360 Group 68 ~~0011689927~~0011711537 OR78,400.00 809.990% TX 20.00 ~~01-Dec-2006~~360 ~~120~~Group 8 0011712559 146,000.00 ~~119,730~~11.07250% CA 20.00 360 Group 68 ~~0011692086~~0011714857 MO163,000.00 7511.250% CA 20.00 ~~01-Oct-2006~~360 ~~135~~Group 8 0011715258 69,000.00 ~~134,309~~12.02375% NJ 20.00 360 Group 68 ~~0011698099~~0011715396 CA99,800.00 6411.40125% ~~01-Nov-2006~~WA ~~139~~20.00 360 Group 8 0011715427 66,000.00 ~~139,~~12.000% NJ 20.00 180 Group 68 ~~0011711529~~0011715447 CA138,000.00 8010.990% NY 20.00 ~~01-Dec-2006~~360 ~~384~~Group 8 0011715809 100,000.00 ~~383,777~~12.32875% FL 20.00 360 Group 68 ~~0011714727~~0011716544 83,000.00 11.250% CA 8020.00 ~~01-Dec-2006~~360 ~~447~~Group 8 0011716635 115,~~200~~180.00 ~~446,957~~10.21547% ~~Group~~MN 620.00 ~~0011728725~~360 NJGroup 8 0011716940 65,000.00 11.250% CA 20.00 ~~01-Dec-2006~~360 ~~107~~Group 8 0011717031 109,~~500~~000.00 ~~107~~11.250% CA 20.00 360 Group 8 0011717367 88,000.00 12.500% NY 20.00 360 Group 68 ~~0011729739~~0011717958 LA103,000.00 9511.500% MA 20.00 ~~01-Dec-2006~~360 42Group 8 0011719571 100,~~750~~000.00 ~~42,591~~12.25625% NY 20.00 360 Group 68 ~~0011741849~~0011719715 FL95,400.00 7912.90625% ~~01-Dec-2006~~NY ~~392~~20.00 360 Group 8 0011720406 128,000.00 ~~391,538~~10.63625% CA 20.00 360 Group 78 ~~0011716404~~0011720968 IL110,200.00 9510.990% CA 20.00 ~~01-Dec-2006~~360 ~~408~~Group 8 0011721113 136,~~500~~000.00 ~~408,499~~10.98990% CA 20.00 360 Group 8 ~~0011658942~~0011722571 130,000.00 11.250% CA 20.00 ~~01-Oct-2006~~360 ~~152~~Group 8 0011724509 48,000.00 ~~151,520~~12.41625% FL 20.00 360 Group 8 ~~0011699317~~0011726684 CA122,000.00 11.375% FL 20.00 ~~01-Nov-2006~~360 86Group 8 0011728341 53,600.00 ~~86,358~~12.30875% NV 20.00 360 Group 8 ~~0011709994~~0011728759 MD58,800.00 8012.000% FL 20.00 ~~01-Dec-2006~~360 ~~192~~Group 8 0011729712 90,000.00 ~~191,171~~11.65250% CA 20.00 360 Group 8 ~~0011711531~~0011730310 132,000.00 10.990% CA 20.00 ~~01-Dec-2006~~360 96Group 8 0011733230 134,000.00 ~~95,766~~9.65875% NY 20.00 360 Group 8 ~~0011716715~~0011734183 VA59,000.00 10.875% FL 20.00 ~~01-Dec-2006~~360 ~~150~~Group 8 0011734459 39,000.00 ~~149,730~~12.33625% FL 20.00 360 Group 8 ~~0011716820~~0011735119 149,800.00 11.250% CA 5020.7000 ~~01-Dec-2006~~360 ~~175~~Group 8 0011736547 118,000.00 ~~173,894~~12.76250% NY 20.00 360 Group 8 ~~0011724977~~0011738621 FL100,000.00 6212.80375% ~~01-Dec-2006~~VA ~~226~~20.00 360 Group 8 0011742091 90,000.00 ~~225,215~~10.05990% NY 20.00 360 Group 8 ~~0011724992~~0011743531 98,000.00 10.625% CA 20.00 ~~01-Dec-2006~~360 85Group 8 0011743598 78,000.00 ~~84,793~~10.39625% CA 20.00 360 Group 8 ~~0011741851~~0011743754 FL68,000.00 11.100% MD 20.00 ~~01-Dec-2006~~360 98Group 8 0011750529 112,000.00 ~~97,755~~12.23250% NY 20.00 360

~~Prepayment~~Realized Loss Loan Detail Report - ~~Prepayments~~Loans With Losses during Current Period (continued) ~~Current~~Prior Cumulative Loan ~~PIF~~Actual ~~Months~~Realized ~~Loan~~Realized ~~Original~~ Group Number ~~Type~~Balance ~~Delinquent~~Loss/(Gain) ~~Rate~~Loss/(Gain) ~~Term~~Group ~~Seasoning~~4 0011677748 0.00 10.50 70,624.98 Group 14 ~~0011712589~~0011683288 ~~Loan~~74,895.46 ~~Paid~~79,833.07 in79,833.07 ~~Full~~Group ~~(1)~~4 60011694212 0.~~625%~~00 ~~360~~10.50 648,931.91 Group 24 ~~0011591313~~0011697752 ~~Loan~~67,926.42 ~~Paid~~73,035.90 in73,035.90 ~~Full~~Group 04 90011702209 72,913.~~250%~~77 ~~360~~76,184.22 976,184.22 Group 24 ~~0011669410~~0011702237 ~~Loan~~70,103.84 ~~Paid~~75,483.88 in75,483.88 ~~Full~~Group 4 0011704566 0.00 7265.~~330%~~71 ~~360~~56,623.57 8 Group 24 ~~0011672247~~0011708607 ~~Loan~~0.00 ~~Paid~~10.50 in81,975.05 ~~Full~~Group 04 90011709893 59,935.~~990%~~09 ~~360~~62,258.87 762,258.87 Group 24 ~~0011699312~~0011711190 ~~Loan~~0.00 ~~Paid~~710.50 in81,288.54 ~~Full~~Group 4 0011712826 0.00 610.~~750%~~50 ~~360~~69,271.90 7 Group 24 ~~0011705356~~0011714464 ~~Loan~~16,173.25 ~~Paid~~16,793.41 in16,793.41 ~~Full~~Group 4 0011715527 0.00 6315.~~990%~~71 ~~360~~63,197.27 6 Group 24 ~~0011707313~~0011720404 ~~Loan~~39,971.46 ~~Paid~~42,562.88 in42,562.88 ~~Full~~Group 4 0011722334 0.00 810.~~370%~~50 ~~360~~82,889.36 7 Group 24 ~~0011712960~~0011723800 ~~Loan~~0.00 ~~Paid~~10.50 in53,617.22 ~~Full~~Group 4 0011725888 0.00 810.~~250%~~50 ~~360~~26,741.92 6Group 4 0011726600 0.00 10.50 51,724.60 Group 24 ~~0011713185~~0011726736 ~~Loan~~22,749.45 ~~Paid~~23,705.41 in23,705.41 ~~Full~~Group 4 0011727829 0.00 710.~~500%~~50 ~~360~~55,268.00 6Group 4 0011728051 69,924.25 72,609.56 72,609.56 Group 24 ~~0011725588~~0011731398 ~~Loan~~0.00 ~~Paid~~10.50 in59,846.39 ~~Full~~Group 4 0011731436 0.00 815.~~700%~~71 ~~360~~79,679.29 6Group 4 0011731693 0.00 10.50 50,289.78 Group 24 ~~0011728655~~0011734682 ~~Loan~~72,519.47 ~~Paid~~75,818.18 in75,818.18 ~~Full~~Group 4 0011734758 0.00 7260.~~845%~~50 ~~360~~77,925.06 6Group 4 0011735306 0.00 10.50 24,385.74 Group 24 ~~0011732651~~0011735516 ~~Loan~~79,900.66 ~~Paid~~82,784.31 in82,784.31 ~~Full~~Group 04 90011741990 71,322.~~750%~~75 ~~360~~74,058.27 774,058.27 Group 34 ~~0011713718~~0011745056 ~~Loan~~71,032.29 ~~Paid~~76,372.96 in76,372.96 ~~Full~~Group 6 0011646944 0.00 7,678.~~340%~~70 ~~360~~104,954.23 Group 6 ~~Group~~0011655282 30.00 ~~0011720525~~10.50 ~~Loan~~134,532.89 ~~Paid~~Group in6 ~~Full~~0011660394 0.00 62,416.~~725%~~87 ~~360~~7,001.80 Group 6 0011722570 0.00 656.50 38,589.95 Group 38 ~~0011726118~~0011562492 ~~Loan~~91,728.44 ~~Paid~~98,554.06 in98,554.06 ~~Full~~Group 8 0011646945 0.00 710.~~375%~~50 ~~360~~161,805.62 6Group 8 0011655283 0.00 10.50 118,776.41 Group 48 ~~0011689938~~0011667279 ~~Loan~~119,835.67 ~~Paid~~124,451.31 in124,451.31 ~~Full~~Group 08 120011670955 49,950.~~875%~~94 ~~360~~52,690.31 652,690.31 Group 48 ~~0011705014~~0011683237 ~~Loan~~104,839.71 ~~Paid~~112,378.09 in112,378.09 ~~Full~~Group 08 110011683446 107,887.~~990%~~70 ~~360~~112,499.38 7112,499.38 Group 48 ~~0011705357~~0011685624 ~~Loan~~88,493.44 ~~Paid~~91,711.64 in91,711.64 ~~Full~~Group 8 0011686166 0.00 10.~~250%~~50 ~~360~~108,601.68 6 Group 48 ~~0011713719~~0011689194 ~~Loan~~0.00 ~~Paid~~119.50 in105,640.91 ~~Full~~Group 8 0011689763 0.00 9119.~~875%~~50 ~~360~~101,205.95 6 Group 48 ~~0011716709~~0011690546 ~~Loan~~0.00 ~~Paid~~21.00 in121,261.60 ~~Full~~Group 8 0011692113 0.00 10.50 141,218.69 Group 8 0011693008 75,906.11 78,549.~~125%~~92 ~~360~~78,549.92 6Group 8 0011693814 51,410.97 53,240.67 53,240.67 Group 68 ~~0011658940~~0011697931 ~~Loan~~84,900.49 ~~Paid~~87,920.74 in87,920.74 ~~Full~~Group 8 0011698622 0.00 8107.~~900%~~00 ~~360~~70,527.76 Group 8 ~~Group~~0011698867 60.00 ~~0011681591~~10.50 ~~Loan~~136,869.67 ~~Paid~~Group in8 ~~Full~~0011700248 0.00 10.50 110,003.53 Group 8 0011700752 0.~~250%~~00 ~~360~~1,003.44 751,202.08 Group 68 ~~0011682981~~0011702320 ~~Loan~~49,945.92 ~~Paid~~51,789.75 in51,789.75 ~~Full~~Group 8 0011704997 0.00 8117.~~990%~~50 ~~360~~63,316.56 6 Group 68 ~~0011689927~~0011707418 ~~Loan~~165,820.41 ~~Paid~~171,906.77 in171,906.77 ~~Full~~Group 8 0011707425 0.00 8715.~~620%~~71 ~~360~~129,245.15 6 Group 68 ~~0011692086~~0011708309 ~~Loan~~114,845.77 ~~Paid~~118,682.68 in118,682.68 ~~Full~~Group 8 0011708634 0.00 8109.~~950%~~00 ~~360~~130,707.95 Group 8 ~~Group~~0011709300 637,937.87 ~~0011698099~~41,149.58 ~~Loan~~41,149.58 ~~Paid~~Group in8 ~~Full~~0011709789 0.00 6103.~~495%~~00 ~~360~~104,141.16 7Group 8 0011709991 0.00 10.50 97,056.76 Group 68 ~~0011711529~~0011710108 ~~Loan~~0.00 ~~Paid~~(891.42) in44,268.67 ~~Full~~Group 8 0011711537 0.00 910.50 80,988.21 Group 8 0011712559 145%,850.74 ~~360~~156,795.83 6156,795.83 Group 68 ~~0011714727~~0011714857 ~~Loan~~162,833.35 ~~Paid~~168,951.57 in168,951.57 ~~Full~~Group 8 0011715258 0.00 9260.~~320%~~50 ~~360~~72,072.27 6 Group 68 ~~0011728725~~0011715396 ~~Loan~~99,695.14 ~~Paid~~103,910.02 in103,910.02 ~~Full~~Group 8 0011715427 0.00 610.~~990%~~50 ~~360~~69,975.61 6 Group 68 ~~0011729739~~0011715447 ~~Loan~~0.00 ~~Paid~~10.50 in143,016.70 ~~Full~~Group ~~(1)~~8 90011715809 0.~~250%~~00 ~~360~~10.50 6105,327.31 Group 68 ~~0011741849~~0011716544 ~~Loan~~0.00 ~~Paid~~819.50 in87,688.00 ~~Full~~Group 8 0011716635 0.00 10.50 123,353.91 Group 8 0011716940 64,933.~~275%~~55 ~~360~~67,382.45 667,382.45 Group 78 ~~0011716404~~0011717031 ~~Loan~~108,888.58 ~~Paid~~117,060.28 in117,060.28 ~~Full~~Group 8 0011717367 0.00 10.50 91,633.23 Group 8 0011717958 102,900.~~300%~~30 ~~360~~106,858.02 6106,858.02 Group 8 ~~0011658942~~0011719571 ~~Loan~~0.00 ~~Paid~~10.50 in104,272.75 ~~Full~~Group 08 110011719715 95,328.~~250%~~03 ~~360~~99,363.78 99,363.78 Group 8 0011720406 0.00 15.71 137,130.42 Group 8 ~~0011699317~~0011720968 ~~Loan~~0.00 ~~Paid~~10.50 in115,174.96 ~~Full~~Group 8 0011721113 0.00 11269.~~250%~~50 ~~360~~146,178.15 7Group 8 0011722571 0.00 310.50 135,096.13 Group 8 ~~0011709994~~0011724509 ~~Loan~~47,963.80 ~~Paid~~52,113.39 in52,113.39 ~~Full~~Group 8 0011726684 0.00 10.50 133,407.29 Group 8 0011728341 53,561.~~520%~~77 ~~360~~56,482.45 656,482.45 Group 8 ~~0011711531~~0011728759 ~~Loan~~0.00 ~~Paid~~10.50 in61,255.65 ~~Full~~Group 08 110011729712 89,907.~~250%~~98 ~~360~~96,663.10 696,663.10 Group 8 ~~0011716715~~0011730310 ~~Liquidation~~131,857.19 2137,915.18 12137,915.~~625%~~18 ~~360~~Group 68 0011733230 0.00 10.50 138,463.07 Group 8 ~~0011716820~~0011734183 ~~Loan~~0.00 ~~Paid~~655.21 in62,842.19 ~~Full~~Group 8 0011734459 0.00 610.~~595%~~50 ~~360~~40,747.12 6 Group 8 ~~0011724977~~0011735119 ~~Loan~~0.00 ~~Paid~~10.50 in155,486.31 ~~Full~~Group 8 0011736547 0.00 610.~~100%~~50 ~~360~~122,906.49 6Group 8 0011738621 0.00 10.50 106,170.55 Group 8 ~~0011724992~~0011742091 ~~Loan~~0.00 ~~Paid~~10.50 in93,380.05 ~~Full~~Group 8 0011743531 0.00 1110.~~250%~~50 ~~360~~102,419.70 6Group 8 0011743598 0.00 10.50 83,613.86 Group 8 ~~0011741851~~0011743754 ~~Loan~~67,952.34 ~~Paid~~71,730.18 in71,730.18 ~~Full~~Group 8 0011750529 0.00 1110.~~125%~~50 ~~360 6~~116,555.07

~~Prepayment~~Realized ~~Penalty~~Loss ~~Detail~~Report - ~~Prepayment~~Collateral ~~Penalty~~Summary ~~Paid~~MDR ~~during~~SDA Current ~~Period~~Month ~~Prepayment~~0.331% ~~Prepayment~~Current ~~Summary~~Month ~~Loan~~18.964% ~~Prior~~3 ~~Penalty~~Month ~~Penalty~~Average ~~Count~~0.335% ~~Balance~~3 ~~Amount~~Month ~~Waived~~Average ~~Group~~21.474% 112 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. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.015% N/A Jun-2007 1.477% ~~350,966~~N/A Jul-2007 0.65090% ~~9,301~~N/A Jul-2007 7.35410% N/A Aug-2007 0.00359% ~~Group~~N/A 2Aug-2007 525.496% N/A Sep-2007 0.314% N/A Sep-2007 19.962% N/A Oct-2007 0.331% N/A Oct-2007 18.964% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 3.902% Current Month 90.319% 3 Month Average 3.946% 3 Month Average 85.210% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.186% N/A Jun-2007 37.038% N/A Jul-2007 1~~,222,137~~.06080% N/A Jul-2007 36~~,487~~.55360% 0N/A Aug-2007 4.00227% ~~Group~~N/A Aug-2007 81.407% N/A Sep-2007 3.709% N/A Sep-2007 83.905% N/A Oct-2007 3.902% N/A Oct-2007 90.319% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 ~~235,100~~- No Realized Loss Information to report this period.00 ~~6,935~~Group 2 - No Realized Loss Information to report this period.45 0Group 3 - No Realized Loss Information to report this period.00 Group 4 2MDR ~~44,839~~SDA Current Month 1.35207% ~~2,155~~Current Month 65.98428% 3 Month Average 0.00911% ~~Group~~3 Month Average 54.207% 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. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.073% N/A Jul-2007 5.921% N/A Aug-2007 0.510% N/A Aug-2007 35.603% N/A Sep-2007 1.016% N/A Sep-2007 61.589% N/A Oct-2007 1.207% N/A Oct-2007 65.428% 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 13.564% Current Month 105.034% 3 Month Average 10.352% 3 Month Average 104.908% 12 Month Average 0.00000% 12 Month Average 0.00000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.00000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.872% N/A Jul-2007 104.706% N/A Aug-2007 5.955% N/A Aug-2007 105.040% N/A Sep-2007 11.536% N/A Sep-2007 104.649% N/A Oct-2007 13.564% N/A Oct-2007 105.034% 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 5 - No Realized Loss Information to report this period. Group 6 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.072% 3 Month Average 4.909% ~~825,141~~12 Month Average 0.14000% ~~26,470~~12 Month Average 0.52000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.00000% ~~Group~~N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.145% N/A Jul-2007 11.810% N/A Aug-2007 0.102% N/A Aug-2007 7.336% N/A Sep-2007 0.115% N/A Sep-2007 7.392% N/A Oct-2007 0.00000% N/A Oct-2007 0.00000% 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 0.00000% Current Month 17.321% 3 Month Average 0.865% 3 Month Average 18.307% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 1.726% N/A Jul-2007 15.262% N/A Aug-2007 1.219% N/A Aug-2007 20.933% N/A Sep-2007 1.375% N/A Sep-2007 16.667% N/A Oct-2007 0.000% N/A Oct-2007 17.321% 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 7 - No Realized Loss Information to report this period. Group 8 MDR SDA Current Month 1.875% Current Month 99.205% 3 ~~497,175~~Month Average 1.33770% ~~14,433~~3 Month Average 105.92317% 12 Month Average 0.00000% ~~Total~~12 16Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.114% N/A Jun-2007 10.923% N/A Jul-2007 0.120% N/A Jul-2007 9.887% N/A Aug-2007 2.025% N/A Aug-2007 132.006% N/A Sep-2007 1.410% N/A Sep-2007 84.740% N/A Oct-2007 1.875% N/A Oct-2007 99.205% 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 20.321% Current Month 103.570% 3~~,175,359~~ Month Average 19.53252% ~~95,784~~3 Month Average 102.77632% 12 Month Average 0.00000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 1.364% N/A Jun-2007 37.038% N/A Jul-2007 1.432% N/A Jul-2007 71.075% N/A Aug-2007 21.768% N/A Aug-2007 101.546% N/A Sep-2007 15.668% N/A Sep-2007 102.780% N/A Oct-2007 20.321% N/A Oct-2007 103.570% 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 ~~Penalty Loan~~ Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period Summary Loans Paid In ~~Prepayment Prepayment Loan~~ Full ~~Prior~~Repurchased ~~Penalty~~Loans ~~Penalty~~Original ~~Group~~Current ~~Number~~Original ~~Date~~Current ~~Balance~~Principal ~~Amount~~Scheduled ~~Waived~~Principal Scheduled Group 1Count ~~0011712589~~Balance ~~06/15/2007~~Balance ~~350,966.65~~Count ~~9,301.35~~Balance ~~0.00~~Balance Group 21 ~~0011669410~~0 ~~05/30/2007 319,575~~0.3800 ~~9,368.82~~ 0.00 ~~Group~~0 ~~2 0011699312 06/06/2007 345,903~~0.6500 ~~9,336.05~~ 0.00 Group 2 ~~0011705356~~5 ~~05/31/2007 48~~1,~~883~~434,600.4200 1,~~366~~430,295.0597 0 0.00 ~~Group 2 0011707313 06/04/2007 342,470.08 11,453.09~~ 0.00 Group 23 ~~0011713185~~0 ~~06/05/2007 165,304~~0.5300 ~~4,963.54~~ 0.00 ~~Group~~0 ~~3 0011726118 05/17/2007 235,100~~0.00 ~~6,935.45~~ 0.00 Group 4 ~~0011689938~~2 ~~06/04/2007 29~~44,~~879~~380.7200 144,~~542~~203.6201 0 0.00 ~~Group 4 0011705357 05/31/2007 14,959.63 613.36~~ 0.00 Group 65 ~~0011681591~~0 ~~05/31/2007 174,794~~0.7000 ~~5,769.93~~ 0.00 ~~Group~~0 ~~6 0011689927 06/04/2007 119,760~~0.4700 ~~4,131.30~~ 0.00 Group 6 ~~0011698099~~4 ~~05/11/2007 139~~819,~~000~~350.00 3816,~~611~~185.2299 0 0.00 0.00 Group 67 ~~0011741849~~0 ~~06/12/2007 391,585~~0.9700 ~~12,958.07~~ 0.00 ~~Group~~0 ~~8 0011716820 05/31/2007 174,055~~0.2600 ~~4,590.61~~ 0.00 Group 8 ~~0011724977~~3 ~~06/15/2007 225~~209,~~328~~520.9000 5208,~~493~~517.9344 0 0.00 ~~Group~~0.00 8Total ~~0011741851~~14 ~~06/12/2007 97~~2,~~791~~507,850.1700 42,~~349~~499,202.3841 0 0.00 0.00

Summary SMM CPR PSA Current Month 0.839% Current Month 9.621% Current Month 764.671% 3 Month Average 0.684% 3 Month Average 7.894% 3 Month Average 740.811% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 9.335% N/A Mar-2007 1,416.649% N/A Apr-2007 5.891% N/A Apr-2007 685.962% N/A May-2007 8.171% N/A May-2007 771.799% N/A Jun-2007 9.621% N/A Jun-2007 764.671% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 3.600% Current Month 35.593% Current Month 2,872.536% 3 Month Average 1.203% 3 Month Average 11.899% 3 Month Average 961.499% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 38.285% N/A Mar-2007 6,003.759% N/A Apr-2007 0.082% N/A Apr-2007 9.824% N/A May-2007 0.022% N/A May-2007 2.137% N/A Jun-2007 35.593% N/A Jun-2007 2,872.536% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 1.665% Current Month 18.252% Current Month 1,441.592% 3 Month Average 0.744% 3 Month Average 8.316% 3 Month Average 715.092% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 13.177% N/A Mar-2007 1,971.002% N/A Apr-2007 3.568% N/A Apr-2007 411.016% N/A May-2007 3.127% N/A May-2007 292.669% N/A Jun-2007 18.252% N/A Jun-2007 1,441.592% 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 3 SMM CPR PSA Current Month 1.717% Current Month 18.764% Current Month 1,512.112% 3 Month Average 1.076% 3 Month Average 11.826% 3 Month Average 1,165.907% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 18.457% N/A Mar-2007 2,872.339% N/A Apr-2007 16.555% N/A Apr-2007 1,970.370% N/A May-2007 0.159% N/A May-2007 15.238% N/A Jun-2007 18.764% N/A Jun-2007 1,512.112% 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 4 SMM CPR PSA Current Month 0.269% Current Month 3.182% Current Month 250.017% 3 Month Average 0.270% 3 Month Average 3.198% 3 Month Average 305.927% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 3.675% N/A Mar-2007 546.228% N/A Apr-2007 3.280% N/A Apr-2007 375.919% N/A May-2007 3.131% N/A May-2007 291.845% N/A Jun-2007 3.182% N/A Jun-2007 250.017% 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 5 SMM CPR PSA Current Month 0.011% Current Month 0.138% Current Month 10.985% 3 Month Average 0.395% 3 Month Average 4.453% 3 Month Average 519.450% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.135% N/A Mar-2007 20.680% N/A Apr-2007 13.104% N/A Apr-2007 1,536.261% N/A May-2007 0.117% N/A May-2007 11.104% N/A Jun-2007 0.138% N/A Jun-2007 10.985% 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 6 SMM CPR PSA Current Month 0.607% Current Month 7.049% Current Month 558.814% 3 Month Average 0.765% 3 Month Average 8.748% 3 Month Average 832.416% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 8.640% N/A Mar-2007 1,305.112% N/A Apr-2007 5.997% N/A Apr-2007 695.413% N/A May-2007 13.199% N/A May-2007 1,243.020% N/A Jun-2007 7.049% N/A Jun-2007 558.814% 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 7 SMM CPR PSA Current Month 0.478% Current Month 5.589% Current Month 451.522% 3 Month Average 0.437% 3 Month Average 5.103% 3 Month Average 517.589% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 8.102% N/A Mar-2007 1,267.699% N/A Apr-2007 7.150% N/A Apr-2007 853.631% N/A May-2007 2.569% N/A May-2007 247.615% N/A Jun-2007 5.589% N/A Jun-2007 451.522% 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 8 SMM CPR PSA Current Month 1.005% Current Month 11.415% Current Month 913.921% 3 Month Average 0.647% 3 Month Average 7.451% 3 Month Average 690.971% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 8.128% N/A Mar-2007 1,252.240% N/A Apr-2007 5.182% N/A Apr-2007 610.345% N/A May-2007 5.757% N/A May-2007 548.646% N/A Jun-2007 11.415% N/A Jun-2007 913.921% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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))

Prepayment Rates

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 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 3 1,~~443~~442,~~131~~294.9856 0.~~151~~155 0 0.00 0.000 5.500 5.749 18 7,~~406~~400,~~621~~735.5610 0.~~773~~796 2 ~~686~~685,~~491~~875.0845 7.~~300~~302 5.750 5.999 46 15,~~365~~348,~~754~~697.3552 1.~~604~~651 3 1,~~081~~080,~~025~~507.3810 11.~~495~~504 6.000 6.249 5354 21,~~179~~079,~~227~~032.0822 2.~~211~~267 1 ~~371~~370,~~314~~911.2542 3.~~948~~949 6.250 6.499 8785 2827,~~611~~777,~~959~~473.1327 2.987 3 ~~777~~775,~~173~~505.9908 8.~~264~~256 6.500 6.749 ~~135~~132 4241,~~533~~443,~~070~~925.5457 4.~~440~~457 5 1,~~487~~486,~~642~~150.8916 15.~~819~~822 6.750 6.999 ~~231~~228 7271,~~074~~352,~~100~~668.6499 7.~~524~~674 7 1,~~981~~978,~~509~~252.3510 21.~~070~~062 7.000 7.249 ~~161~~159 44,~~890~~309,~~439~~695.5288 4.~~687~~765 2 ~~300~~299,~~036~~019.2251 3.~~190~~184 7.250 7.499 ~~251~~249 76,~~916~~093,~~779~~251.5248 8.~~030~~184 4 1,~~038~~037,~~047~~193.4108 11.~~038~~043 7.500 7.749 ~~303~~295 8481,~~240~~846,~~326~~807.6041 8.~~795~~803 0 0.00 0.000 7.750 7.999 ~~431~~423 ~~121~~119,~~783~~947,~~199~~563.1137 12.~~714~~900 2 ~~318~~317,~~151~~479.9612 3.~~383~~380 8.000 8.249 ~~212~~209 5352,~~031~~406,~~558~~467.1242 5.~~536~~636 2 512,~~533~~370.4394 5.~~450~~455 8.250 8.499 ~~278~~269 6564,~~877~~185,~~765~~506.4815 6.~~878~~903 2 479,~~405~~053.9929 5.~~098~~100 8.500 8.749 ~~247~~240 5856,~~342~~048,~~457~~008.1895 6.~~091~~028 0 0.00 0.000 8.750 8.999 ~~292~~283 5957,~~605~~636,~~413~~764.0582 6.~~223~~199 1 178,~~285~~216.1175 1.~~896~~897 9.000 9.249 ~~117~~113 2322,~~363~~934,~~832~~020.7116 2.~~439~~467 1 107,~~887~~641.1852 1.~~147~~146 9.250 9.499 ~~175~~170 2927,~~165~~962,~~552~~306.2400 3.~~045~~007 0 0.00 0.000 9.500 9.749 123 18,~~228~~200,~~357~~020.1030 1.~~903~~957 0 0.00 0.000 9.750 9.999 ~~261~~250 2524,~~480~~619,~~407~~864.2041 2.~~660~~648 1 84,~~722~~559.2160 0.~~901~~900 10.000 10.249 5449 65,~~214~~176,~~898~~834.0658 0.~~649~~557 0 0.00 0.000 10.250 10.499 6765 76,~~033~~868,~~630~~023.1226 0.~~734~~739 0 0.00 0.000 10.500 10.749 ~~154~~145 1413,~~637~~747,~~061~~147.4093 1.~~528~~478 0 0.00 0.000 10.750 10.999 ~~348~~322 2522,~~177~~945,~~965~~479.5069 2.~~629~~468 0 0.00 0.000 11.000 11.249 8983 6,~~771~~317,~~645~~963.8911 0.~~707~~679 0 0.00 0.000 11.250 11.499 ~~214~~190 1614,~~552~~122,~~660~~231.2048 1.~~728~~519 0 0.00 0.000 11.500 11.749 8076 5,~~275~~040,~~046~~196.9396 0.~~551~~542 0 0.00 0.000 11.750 11.999 8986 5,~~593~~433,~~113~~804.5220 0.584 0 0.00 0.000 12.000 12.249 3226 1,~~926~~429,~~107~~886.4075 0.~~201~~154 0 0.00 0.000 12.250 12.499 9890 65,~~193~~517,~~684~~179.8207 0.~~647~~593 0 0.00 0.000 12.500 12.749 ~~106~~94 65,~~337~~401,~~971~~774.8552 0.~~662~~581 0 0.00 0.000 12.750 12.999 ~~116~~103 65,~~470~~631,~~820~~260.1038 0.~~676~~606 0 0.00 0.000 >= 13.000 2 137,~~742~~246.8285 0.~~014~~015 0 0.00 0.000 Total 4,~~873~~680 ~~957~~929,~~862~~804,~~301~~132.7236 100.000 36 9,~~404~~392,~~226~~735.4512 100.000

Interest Rate Stratification (continued) Group 2 Group 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 1 258,~~933~~308.1812 01.~~997~~015 5.500 5.749 0 0.00 0.000 1 396,800.00 1.~~528~~559 5.750 5.999 1 317,~~982~~181.2418 0.~~207~~215 3 ~~876~~874,~~754~~146.6831 3.~~377~~435 6.000 6.249 10 3,~~379~~235,~~676~~216.2864 2.~~199~~193 5 1,~~106~~103,~~204~~261.0674 4.~~261~~336 6.250 6.499 109 2,~~595~~113,~~288~~440.6436 1.~~689~~433 14 3,~~431~~423,~~229~~955.9563 13.~~216~~455 6.500 6.749 2524 65,~~096~~848,~~133~~294.0593 3.~~967~~965 13 3,~~047~~042,~~050~~854.3566 11.~~736~~958 6.750 6.999 4544 109,~~297~~946,~~564~~671.1434 6.~~701~~743 1412 3,~~731~~433,~~586~~892.4536 1413.~~372~~494 7.000 7.249 2625 65,~~058~~817,~~171~~666.4960 3.~~942~~944 9 1,~~931~~928,~~317~~218.3798 7.~~439~~577 7.250 7.499 5554 1312,~~280~~778,~~685~~588.1429 8.~~642~~663 9 2,~~379~~376,~~061~~287.7869 9.~~163~~338 7.500 7.749 7574 16,~~387~~020,~~547~~975.3313 10.~~664~~862 98 1,~~923~~737,~~107~~339.8722 76.~~407~~827 7.750 7.999 ~~114~~111 23,~~939~~326,~~198~~623.0791 15.~~578~~815 16 3,~~286~~281,~~709~~989.3460 12.~~659~~897 8.000 8.249 5755 10,~~646~~318,~~854~~923.0218 6.~~928~~996 4 ~~546~~545,~~449~~610.5369 2.~~105~~144 8.250 8.499 8076 1312,~~546~~672,~~048~~063.4805 8.~~815~~591 3 ~~258~~257,~~284~~626.3759 01.~~995~~012 8.500 8.749 7371 1312,~~070~~680,~~997~~849.2926 8.~~506~~597 5 ~~535~~534,~~746~~752.4262 2.~~063~~101 8.750 8.999 8378 1312,~~890~~729,~~714~~967.2403 98.~~039~~630 4 ~~746~~745,~~303~~755.0177 2.~~874~~931 9.000 9.249 2826 3,~~884~~600,~~941~~549.5954 2.~~528~~441 5 633,~~882~~272.1114 2.~~441~~489 9.250 9.499 4039 5,~~281~~107,~~445~~913.5827 3.~~437~~463 3 ~~521~~520,~~706~~919.8012 2.~~009~~047 9.500 9.749 28 3,~~698~~691,~~617~~491.1379 2.~~407~~503 0 0.00 0.000 9.750 9.999 22 3,~~382~~379,~~834~~584.9759 2.~~201~~291 2 ~~203~~202,~~172~~740.3718 0.~~783~~797 10.000 10.249 9 1,~~800~~797,~~109~~576.7913 1.~~171~~219 0 0.00 0.000 10.250 10.499 7 1,~~041~~040,~~760~~497.8788 0.~~678~~705 1 93,~~381~~362.9413 0.~~360~~367 10.500 10.749 4 ~~588~~584,~~221~~962.5170 0.~~383~~397 1 55,~~816~~718.4612 0.~~215~~219 10.750 10.999 3 491,~~511~~304.6117 0.~~320~~333 0 0.00 0.000 11.000 11.249 0 0.00 0.000 0 0.00 0.000 11.250 11.499 0 0.00 0.000 0 0.00 0.000 11.500 11.749 0 0.00 0.000 0 0.00 0.000 11.750 11.999 0 0.00 0.000 0 0.00 0.000 12.000 12.249 0 0.00 0.000 0 0.00 0.000 12.250 12.499 0 0.00 0.000 0 0.00 0.000 12.500 12.749 0 0.00 0.000 0 0.00 0.000 12.750 12.999 0 0.00 0.000 0 0.00 0.000 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total ~~795~~770 ~~153~~147,~~676~~500,~~303~~340.4697 100.000 ~~122~~119 25,~~963~~446,~~498~~811.0467 100.000

Interest Rate Stratification (continued) Group 4 Group 5 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 2 1,~~184~~183,~~198~~986.8044 3.~~994~~997 5.500 5.749 0 0.00 0.000 10 4,~~253~~251,~~918~~401.9515 14.~~346~~351 5.750 5.999 1 ~~250~~249,~~611~~992.4572 0.~~371~~388 12 4,~~410~~407,~~008~~094.0764 14.~~873~~877 6.000 6.249 01 066,596.0045 0.~~000~~103 8 5,~~365~~357,~~441~~713.0610 18.~~095~~085 6.250 6.499 4 ~~800~~798,~~601~~453.3599 1.~~185~~240 6 2,~~336~~334,~~459~~057.6707 7.~~880~~879 6.500 6.749 10 2,~~284~~276,~~255~~469.3040 3.~~381~~536 4 1,~~625~~624,~~882~~613.0917 5.~~483~~484 6.750 6.999 14 3,~~797~~783,~~437~~617.7277 5.~~621~~877 13 4,~~452~~449,~~806~~362.8727 15.~~017~~019 7.000 7.249 16 3,~~183~~176,~~068~~073.2746 4.~~712~~934 5 2,~~236~~233,~~201~~494.2038 7.~~542~~539 7.250 7.499 15 3,~~314~~306,~~655~~550.0512 45.~~907~~136 4 1,~~696~~695,~~226~~030.1868 5.~~721~~722 7.500 7.749 98 1,~~454~~309,~~553~~554.3166 2.~~153~~034 1 ~~271~~270,~~611~~789.0804 0.~~916~~914 7.750 7.999 3230 54,~~069~~700,~~704~~664.6375 7.~~505~~302 2 400,~~481~~341.0009 1.351 8.000 8.249 13 2,~~414~~409,~~997~~755.3040 3.~~575~~743 3 ~~601~~600,~~003~~488.2017 2.027 8.250 8.499 2220 3,~~297~~079,~~935~~261.9366 4.~~882~~783 1 ~~200~~199,~~242~~704.6211 0.~~675~~674 8.500 8.749 23 4,~~556~~547,~~023~~274.9848 67.~~744~~063 2 616,~~918~~289.4447 2.~~081~~080 8.750 8.999 2625 2,~~413~~381,~~588~~232.5257 3.~~573~~699 0 0.00 0.000 9.000 9.249 1716 1,~~054~~036,~~743~~235.6235 1.~~561~~610 0 0.00 0.000 9.250 9.499 25 2,~~126~~121,~~232~~052.4482 3.~~148~~295 0 0.00 0.000 9.500 9.749 18 1,~~565~~561,~~651~~136.4792 2.~~318~~425 0 0.00 0.000 9.750 9.999 6763 2,~~752~~490,~~592~~912.4065 43.~~075~~869 0 0.00 0.000 10.000 10.249 1513 1905,~~079,830~~946.0651 1.~~599~~407 0 0.00 0.000 10.250 10.499 1817 1,~~233~~152,~~834~~210.5779 1.~~826~~790 0 0.00 0.000 10.500 10.749 3938 2,~~369~~315,~~239~~081.9434 3.~~507~~596 0 0.00 0.000 10.750 10.999 ~~139~~128 76,~~365~~692,~~483~~540.6595 10.~~903~~396 0 0.00 0.000 11.000 11.249 2725 1,~~236~~112,~~502~~671.4284 1.~~830~~728 0 0.00 0.000 11.250 11.499 6054 32,~~019~~595,~~540~~454.3065 4.~~470~~032 0 0.00 0.000 11.500 11.749 3532 1,~~571~~444,~~385~~717.1342 2.~~326~~244 0 0.00 0.000 11.750 11.999 3938 1,~~843~~821,~~916~~989.7809 2.~~730~~830 0 0.00 0.000 12.000 12.249 109 ~~504~~446,~~061~~639.3197 0.~~746~~694 0 0.00 0.000 12.250 12.499 3837 1,~~577~~528,~~919~~591.2251 2.~~336~~374 0 0.00 0.000 12.500 12.749 5251 2,~~270~~217,~~506~~429.7702 3.~~361~~444 0 0.00 0.000 12.750 12.999 6661 32,~~143~~849,~~204~~520.0460 4.~~653~~426 0 0.00 0.000 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total ~~850~~805 6764,~~552~~377,~~076~~628.9386 100.000 73 29,~~651~~624,~~399~~364.2378 100.000

Interest Rate Stratification (continued) Group 6 Group 7 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 0 0.00 0.000 5.500 5.749 0 0.00 0.000 5 2,~~069~~066,~~411~~658.5350 2.~~421~~436 5.750 5.999 9 3,~~370~~366,~~737~~041.7044 0.~~738~~751 16 4,~~845~~841,~~158~~152.5976 5.~~668~~706 6.000 6.249 11 4,~~280~~276,~~574~~095.6470 0.~~937~~955 16 6,~~169~~162,~~391~~778.3465 7.~~217~~263 6.250 6.499 2726 9,~~988~~657,~~313~~939.9553 2.~~188~~156 15 5,~~446~~443,~~039~~310.9593 6.~~371~~415 6.500 6.749 4645 1615,~~342~~916,~~542~~946.1958 3.~~579~~553 17 6,~~197~~192,~~554~~816.8792 7.~~250~~299 6.750 6.999 83 30,~~087~~057,~~272~~967.5244 6.~~589~~710 39 12,~~741~~728,~~223~~236.2117 1415.~~904~~001 7.000 7.249 6362 19,~~357~~051,~~628~~864.2675 4.~~240~~253 24 8,~~171~~158,~~830~~935.1981 9.~~559~~616 7.250 7.499 ~~121~~120 39,~~336~~059,~~067~~207.4331 8.~~615~~719 29 10,~~057~~047,~~044~~649.2800 11.~~764~~842 7.500 7.749 ~~170~~168 5352,~~815~~749,~~637~~314.6696 11.~~786~~776 1918 54,~~047~~703,~~423~~839.1384 5.~~904~~544 7.750 7.999 ~~218~~216 7271,~~494~~879,~~604~~932.4253 1516.~~877~~046 2524 10,~~268~~046,~~846~~154.6075 1211.~~012~~840 8.000 8.249 ~~115~~114 33,~~570~~287,~~663~~095.5773 7.~~352~~431 8 2,~~364~~362,~~792~~830.9984 2.~~766~~785 8.250 8.499 ~~136~~134 3837,~~191~~703,~~574~~461.1238 8.~~364~~417 17 5,~~974~~968,~~751~~595.2913 67.~~989~~034 8.500 8.749 ~~125~~120 3634,~~085~~198,~~215~~406.4042 7.~~903~~634 7 1,~~664~~662,~~227~~328.2836 1.~~947~~959 8.750 8.999 ~~142~~139 3736,~~132~~366,~~496~~195.0978 8.~~132~~118 5 1,~~371~~369,~~451~~953.9756 1.~~604~~615 9.000 9.249 5352 15,~~177~~055,~~599~~696.1497 3.~~324~~361 5 1,~~550~~548,~~814~~912.58 1.~~814~~825 9.250 9.499 6763 1716,~~686~~670,~~913~~846.7600 3.~~874~~722 3 ~~337~~336,~~043~~472.0558 0.~~394~~397 9.500 9.749 43 9,~~980~~970,~~969~~292.5462 2.~~186~~226 0 0.00 0.000 9.750 9.999 5655 11,~~345~~291,~~355~~085.5101 2.~~485~~521 3 ~~593~~592,~~800~~858.3799 0.~~695~~699 10.000 10.249 1512 21,~~184~~325,~~524~~251.4622 0.~~478~~296 1 70,~~519~~363.7862 0.~~082~~083 10.250 10.499 8 1,~~638~~637,~~252~~011.9093 0.~~359~~365 2 ~~479~~478,~~143~~781.9196 0.~~560~~564 10.500 10.749 14 3,~~400~~397,~~251~~124.6725 0.~~745~~758 0 0.00 0.000 10.750 10.999 4 ~~460~~459,~~033~~525.0442 0.~~101~~103 0 0.00 0.000 11.000 11.249 32 ~~672~~577,~~607~~597.6130 0.~~147~~129 1 66,~~447~~424.5704 0.078 11.250 11.499 0 0.00 0.000 0 0.00 0.000 11.500 11.749 0 0.00 0.000 0 0.00 0.000 11.750 11.999 0 0.00 0.000 0 0.00 0.000 12.000 12.249 0 0.00 0.000 0 0.00 0.000 12.250 12.499 0 0.00 0.000 0 0.00 0.000 12.500 12.749 0 0.00 0.000 0 0.00 0.000 12.750 12.999 0 0.00 0.000 0 0.00 0.000 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~529~~500 ~~456~~447,~~599~~954,~~835~~900.5827 100.000 ~~257~~255 8584,~~486~~849,~~916~~054.4899 100.000

Interest Rate Stratification (continued) Group 8 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.500 0 0.00 0.000 5.500 5.749 0 0.00 0.000 5.750 5.999 1 ~~213~~212,~~476~~581.2437 0.~~165~~176 6.000 6.249 2 506,~~625~~458.4552 0.~~391~~420 6.250 6.499 8 3,~~236~~230,~~851~~810.6368 2.~~499~~678 6.500 6.749 1514 5,~~452~~055,~~009~~779.8075 4.~~209~~190 6.750 6.999 16 4,~~984~~974,~~700~~669.3854 34.~~848~~123 7.000 7.249 16 3,~~652~~644,~~186~~422.5239 23.~~820~~020 7.250 7.499 14 5,~~814~~792,~~992~~745.2531 4.~~489~~801 7.500 7.749 2018 5,~~340~~054,~~446~~994.2256 4.~~123~~190 7.750 7.999 22 65,~~005~~994,~~503~~377.0962 4.~~636~~968 8.000 8.249 10 2,~~374~~369,~~264~~392.0847 1.~~833~~964 8.250 8.499 1716 3,~~929~~825,~~522~~740.6894 3.~~034~~171 8.500 8.749 12 1,~~813~~808,~~328~~108.3734 1.~~400~~499 8.750 8.999 31 3,~~872~~865,~~574~~443.1136 23.~~990~~204 9.000 9.249 8 ~~953~~951,~~964~~712.4906 0.~~736~~789 9.250 9.499 37 3,~~212~~205,~~210~~102.6121 2.~~480~~656 9.500 9.749 34 2,~~983~~977,~~118~~098.9697 2.~~303~~467 9.750 9.999 ~~110~~104 76,~~117~~578,~~929~~123.3739 5.~~495~~452 10.000 10.249 14 1,~~079~~077,~~913~~697.9710 0.~~834~~893 10.250 10.499 3130 2,~~547~~466,~~255~~158.9357 12.~~967~~044 10.500 10.749 9688 87,~~223~~394,~~531~~261.8252 6.~~349~~128 10.750 10.999 ~~202~~187 1615,~~860~~302,~~937~~109.2015 1312.~~017~~682 11.000 11.249 5855 4,~~796~~561,~~088~~269.2993 3.~~703~~780 11.250 11.499 ~~154~~136 1311,~~533~~526,~~119~~776.9083 109.~~448~~553 11.500 11.749 4544 3,~~703~~595,~~661~~479.8054 2.~~859~~980 11.750 11.999 5048 3,~~749~~611,~~196~~815.7411 2.~~895~~993 12.000 12.249 2217 1983,~~422,046~~246.0978 10.~~098~~815 12.250 12.499 6053 43,~~615~~988,~~765~~587.6056 3.~~564~~306 12.500 12.749 5443 43,~~067~~184,~~465~~345.0850 32.~~140~~639 12.750 12.999 5042 32,~~327~~781,~~616~~739.0678 2.~~569~~305 >= 13.000 2 137,~~742~~246.8285 0.~~106~~114 Total 1,~~211~~122 ~~129~~120,~~528~~658,~~045~~295.5570 100.000

SUPPLEMENTAL REPORTING Distribution Date The 25th day of any month, or if such 25th day is not a Business Day, the Business Day immediately following such 25th day, commencing in March 2007. Interest Determination Date With respect to the Class A Certificates, the Mezzanine Certificates, REMIC II Regular Interest II-LTA1, REMIC II Regular Interest IILTA2, REMIC II Regular Interest II-LTA3, REMIC II Regular Interest II-LTA4, REMIC II Regular Interest II-LTA5, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest IILTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest IILTM7 and REMIC II Regular Interest II-LTM8 and any Accrual Period therefor, the second London Business Day preceding the commencement of such Accrual Period. Closing Date February 27, 2007. Remittance Date With respect to any Distribution Date, the Business Day immediately preceding such Distribution Date. Determination Date With respect to any Distribution Date, the 15th day of the calendar month in which such Distribution Date occurs or, if such 15th day is not a Business Day, the Business Day immediately preceding such 15th day. Record Date With respect to each Distribution Date and any Book-Entry Certificate, the Business Day immediately preceding such Distribution Date. With respect to each Distribution Date and any other Certificates, including any Definitive Certificates, the last Business Day of the month immediately preceding the month in which such Distribution Date occurs. Repurchase Notice As of 59/3130/2007, there are outstanding repurchase claims to WMC Mortgage Corp. totaling 33122 loans for a Cut-off Date Principal Balance of $526,~~483~~327,~~205~~297.00.

Filing Compare · MASTR ASSET BACKED SECURITIES TRUST 2007-WMC1