10-D 1 msm072ax_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: 333-130684-23 Morgan Stanley Mortgage Loan Trust 2007-2AX (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130684 Morgan Stanley Capital I Inc. (Exact name of depositor as specified in its charter) Morgan Stanley Mortgage Capital Holdings LLC, successor-in-interest by merger to Morgan Stanley Mortgage Capital Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2198827 54-2198828 54-2198829 54-6737500 (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)) 1-A _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 2-A-2 _____ _____ __X___ ____________ 2-A-3 _____ _____ __X___ ____________ 2-A-4 _____ _____ __X___ ____________ A-R _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ OC _____ _____ __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 Morgan Stanley Mortgage Loan Trust 2007-2AX. 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. Please refer to MSM 2007-2AX: http://www.sec.gov/Archives/edgar/data/762153/000090514807000865/ efc7-0350_6016594424b5.txt for an explanation of material terms, parties and abbreviations used in Exhibit 99.1. 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 Morgan Stanley Mortgage Loan Trust 2007-2AX, 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. Morgan Stanley Mortgage Loan Trust 2007-2AX (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: November 7, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Morgan Stanley Mortgage Loan Trust 2007-2AX, relating to the October 25, 2007 distribution. EX-99.1 Morgan Stanley Mortgage Loan Trust Mortgage Pass-Through Certificates Distribution Date: 10/25/2007 Morgan Stanley Mortgage Loan Trust Mortgage Pass-Through Certificates Series 2007-2AX 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 1-A 61751TAA7 0610/2224/2007 5.~~49000~~30125% ~~150~~144,~~630~~654,~~584~~792.0376 ~~712~~639,~~106~~021.0988 2-A-1 61751TAB5 0610/2224/2007 5.~~41000~~22125% ~~199~~176,~~968~~906,~~175~~576.3764 ~~931~~769,~~573~~702.9683 2-A-2 61751TAC3 0610/2224/2007 5.~~48000~~29125% 140,100,000.00 ~~661~~617,~~116~~733.33 2-A-3 61751TAD1 0610/2224/2007 5.~~56000~~37125% 44,106,000.00 ~~211~~197,~~169~~413.7387 2-A-4 61751TAE9 0610/2224/2007 5.~~56000~~37125% 4240,~~686~~123,~~124~~718.9576 ~~204~~179,~~371~~589.6859 A-R 61751TAQ2 0509/3128/2007 6.84950% 0.00 0.00 M-1 61751TAF6 0610/2224/2007 5.~~60000~~41125% 8,133,000.00 3936,~~219~~673.1355 M-2 61751TAG4 0610/2224/2007 5.~~62000~~43125% 8,134,000.00 3936,~~364~~813.0462 M-3 61751TAH2 0610/2224/2007 5.~~65000~~46125% 4,554,000.00 2220,~~156~~724.4777 M-4 61751TAJ8 0610/2224/2007 5.~~72000~~53125% 3,579,000.00 1716,~~628~~496.5642 M-5 61751TAK5 0610/2224/2007 5.~~74000~~55125% 3,253,000.00 1615,~~078~~048.8602 M-6 61751TAL3 0610/2224/2007 5.~~79000~~60125% 2,277,000.00 1110,~~352~~628.7403 B-1 61751TAM1 0610/2224/2007 6.~~22000~~03125% 2,277,000.00 1211,~~195~~443.8792 B-2 61751TAN9 0610/2224/2007 6.~~52000~~33125% 2,278,000.00 12,~~789~~018.7043 B-3 61751TAP4 0610/2224/2007 7.~~57000~~38125% 3,253,000.00 2120,~~205~~008.0474 P 61751TAS8 0610/2224/2007 0.00000% 1,000.00 1538,~~043~~784.8325 OC 61751TAR0 0610/2224/2007 0.00000% 5,205,172.08 ~~622~~625,~~626~~490.8990 Totals ~~620~~588,~~435~~835,~~056~~260.4324 3,~~549~~247,~~998~~592.9215

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A ~~570~~1,~~307~~197,524.2467 0.00 ~~150~~143,~~060~~457,~~276~~268.7909 1,~~282~~836,~~413~~546.3355 0.00 2-A-1 106,~~379~~778,~~603~~249.8948 0.00 ~~189~~170,~~588~~128,~~571~~327.4816 117,~~311~~547,~~177~~952.8531 0.00 2-A-2 0.00 0.00 140,100,000.00 ~~661~~617,~~116~~733.33 0.00 2-A-3 0.00 0.00 44,106,000.00 ~~211~~197,~~169~~413.7387 0.00 2-A-4 1753,~~153,292~~140.1769 0.00 4139,~~532~~370,~~832~~578.7807 1932,~~357,663~~730.8528 0.00 A-R 0.00 0.00 0.00 0.00 0.00 M-1 0.00 0.00 8,133,000.00 3936,~~219~~673.1355 0.00 M-2 0.00 0.00 8,134,000.00 3936,~~364~~813.0462 0.00 M-3 0.00 0.00 4,554,000.00 2220,~~156~~724.4777 0.00 M-4 0.00 0.00 3,579,000.00 1716,~~628~~496.5642 0.00 M-5 0.00 0.00 3,253,000.00 1615,~~078~~048.8602 0.00 M-6 0.00 0.00 2,277,000.00 1110,~~352~~628.7403 0.00 B-1 0.00 0.00 2,277,000.00 1211,~~195~~443.8792 0.00 B-2 0.00 0.00 2,278,000.00 12,~~789~~018.7043 0.00 B-3 0.00 0.00 3,253,000.00 2120,~~205~~008.0474 0.00 P 0.00 0.00 1,000.00 1538,~~043~~784.8325 0.00 OC 0.00 0.00 5,205,172.08 ~~622~~625,~~626~~490.8990 0.00 Totals 128,~~103~~728,~~203~~914.3084 0.00 ~~608~~580,~~331~~106,~~853~~345.1340 1511,~~653~~976,~~202~~506.2299 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 1-A 157,974,000.00 ~~150~~144,~~630~~654,~~584~~792.0376 0.00 ~~570~~1,~~307~~197,524.2467 0.00 2-A-1 220,550,000.00 ~~199~~176,~~968~~906,~~175~~576.3764 0.00 106,~~379~~778,~~603~~249.8948 0.00 2-A-2 140,100,000.00 140,100,000.00 0.00 0.00 0.00 2-A-3 44,106,000.00 44,106,000.00 0.00 0.00 0.00 2-A-4 44,973,000.00 4240,~~686~~123,~~124~~718.9576 0.00 1753,~~153,292~~140.1769 0.00 A-R 100.00 0.00 0.00 0.00 0.00 M-1 8,133,000.00 8,133,000.00 0.00 0.00 0.00 M-2 8,134,000.00 8,134,000.00 0.00 0.00 0.00 M-3 4,554,000.00 4,554,000.00 0.00 0.00 0.00 M-4 3,579,000.00 3,579,000.00 0.00 0.00 0.00 M-5 3,253,000.00 3,253,000.00 0.00 0.00 0.00 M-6 2,277,000.00 2,277,000.00 0.00 0.00 0.00 B-1 2,277,000.00 2,277,000.00 0.00 0.00 0.00 B-2 2,278,000.00 2,278,000.00 0.00 0.00 0.00 B-3 3,253,000.00 3,253,000.00 0.00 0.00 0.00 P 1,000.00 1,000.00 0.00 0.00 0.00 OC 5,205,509.88 5,205,172.08 0.00 0.00 0.00 Totals 650,647,609.88 ~~620~~588,~~435~~835,~~056~~260.4324 0.00 128,~~103~~728,~~203~~914.3084 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A 0.00 ~~570~~1,~~307~~197,524.2467 ~~150~~143,~~060~~457,~~276~~268.7909 0.~~94990490~~90810683 ~~570~~1,~~307~~197,524.2467 2-A-1 0.00 106,~~379~~778,~~603~~249.8948 ~~189~~170,~~588~~128,~~571~~327.4816 0.~~85961719~~77138212 106,~~379~~778,~~603~~249.8948 2-A-2 0.00 0.00 140,100,000.00 1.00000000 0.00 2-A-3 0.00 0.00 44,106,000.00 1.00000000 0.00 2-A-4 0.00 1753,~~153,292~~140.1769 4139,~~532~~370,~~832~~578.7807 0.~~92350594~~87542699 1753,~~153,292~~140.1769 A-R 0.00 0.00 0.00 0.00000000 0.00 M-1 0.00 0.00 8,133,000.00 1.00000000 0.00 M-2 0.00 0.00 8,134,000.00 1.00000000 0.00 M-3 0.00 0.00 4,554,000.00 1.00000000 0.00 M-4 0.00 0.00 3,579,000.00 1.00000000 0.00 M-5 0.00 0.00 3,253,000.00 1.00000000 0.00 M-6 0.00 0.00 2,277,000.00 1.00000000 0.00 B-1 0.00 0.00 2,277,000.00 1.00000000 0.00 B-2 0.00 0.00 2,278,000.00 1.00000000 0.00 B-3 0.00 0.00 3,253,000.00 1.00000000 0.00 P 0.00 0.00 1,000.00 1.00000000 0.00 OC 0.00 0.00 5,205,172.08 0.99993511 0.00 Totals $0.00 128,~~103~~728,~~203~~914.3084 ~~608~~580,~~331~~106,~~853~~345.1340 0.~~93496363~~89158300 128,~~103~~728,~~203~~914.3084

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A 157,974,000.00 ~~953~~915.~~51503431~~68734577 0.00000000 37.~~61013357~~58051749 0.00000000 2-A-1 220,550,000.00 ~~906~~802.~~67955280~~11551412 0.00000000 4730.~~06236178~~73339143 0.00000000 2-A-2 140,100,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-3 44,106,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-4 44,973,000.00 ~~949~~892.~~15004447~~17349877 0.00000000 2516.~~64410135~~74650768 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 M-1 8,133,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 8,134,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 4,554,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 3,579,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 3,253,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 2,277,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 2,277,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 2,278,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 3,253,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 P 1,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 OC 5,205,509.88 999.93510722 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 1-A 0.00000000 37.~~61013357~~58051749 ~~949~~908.~~90490074~~10682828 0.~~94990490~~90810683 37.~~61013357~~58051749 2-A-1 0.00000000 4730.~~06236178~~73339143 ~~859~~771.~~61719102~~38212269 0.~~85961719~~77138212 4730.~~06236178~~73339143 2-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A-4 0.00000000 2516.~~64410135~~74650768 ~~923~~875.~~50594312~~42699108 0.~~92350594~~87542699 2516.~~64410135~~74650768 A-R 0.00000000 0.00000000 0.00000000 0.00000000 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 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 OC 0.00000000 0.00000000 999.93510722 0.99993511 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 1-A 0509/25/07 - 0610/24/07 3130 5.~~49000~~30125% ~~150~~144,~~630~~654,~~584~~792.0376 ~~712~~639,~~106~~042.0968 0.00 2-A-1 0509/25/07 - 0610/24/07 3130 5.~~41000~~22125% ~~199~~176,~~968~~906,~~175~~576.3764 ~~931~~769,~~573~~727.9689 0.00 2-A-2 0509/25/07 - 0610/24/07 3130 5.~~48000~~29125% 140,100,000.00 ~~661~~617,~~116~~753.3344 0.00 2-A-3 0509/25/07 - 0610/24/07 3130 5.~~56000~~37125% 44,106,000.00 ~~211~~197,~~169~~420.7329 0.00 2-A-4 0509/25/07 - 0610/24/07 3130 5.~~56000~~37125% 4240,~~686~~123,~~124~~718.9576 ~~204~~179,~~371~~595.6844 0.00 A-R N/A N/A 6.84950% 0.00 0.00 0.00 M-1 0509/25/07 - 0610/24/07 3130 5.~~60000~~41125% 8,133,000.00 3936,~~219~~674.1375 0.00 M-2 0509/25/07 - 0610/24/07 3130 5.~~62000~~43125% 8,134,000.00 3936,~~364~~814.0482 0.00 M-3 0509/25/07 - 0610/24/07 3130 5.~~65000~~46125% 4,554,000.00 2220,~~156~~725.4744 0.00 M-4 0509/25/07 - 0610/24/07 3130 5.~~72000~~53125% 3,579,000.00 1716,~~628~~496.5695 0.00 M-5 0509/25/07 - 0610/24/07 3130 5.~~74000~~55125% 3,253,000.00 1615,~~078~~048.8651 0.00 M-6 0509/25/07 - 0610/24/07 3130 5.~~79000~~60125% 2,277,000.00 1110,~~352~~628.7437 0.00 B-1 0509/25/07 - 0610/24/07 3130 6.~~22000~~03125% 2,277,000.00 1211,~~195~~444.8730 0.00 B-2 0509/25/07 - 0610/24/07 3130 6.~~52000~~33125% 2,278,000.00 12,~~789~~018.7082 0.00 B-3 0509/25/07 - 0610/24/07 3130 7.~~57000~~38125% 3,253,000.00 2120,~~205~~009.0434 21,~~670~~639.9136 P N/A N/A 0.00000% 1,000.00 0.00 0.00 OC N/A N/A 0.00000% ~~620~~588,~~434~~834,~~056~~260.4224 0.00 0.00 Totals 2,~~912~~583,~~328~~401.2004 21,~~670~~639.9136

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 1-A 0.00 020.0080 ~~712~~639,~~106~~021.0988 0.00 ~~150~~143,~~060~~457,~~276~~268.7909 2-A-1 0.00 025.0006 ~~931~~769,~~573~~702.9683 0.00 ~~189~~170,~~588~~128,~~571~~327.4816 2-A-2 0.00 020.0011 ~~661~~617,~~116~~733.33 0.00 140,100,000.00 2-A-3 0.00 06.0043 ~~211~~197,~~169~~413.7387 0.00 44,106,000.00 2-A-4 0.00 05.0085 ~~204~~179,~~371~~589.6859 0.00 4139,~~532~~370,~~832~~578.7807 A-R 0.00 0.00 0.00 0.00 0.00 M-1 0.00 01.0019 3936,~~219~~673.1355 0.00 8,133,000.00 M-2 0.00 01.0020 3936,~~364~~813.0462 0.00 8,134,000.00 M-3 0.00 0.0067 2220,~~156~~724.4777 0.00 4,554,000.00 M-4 0.00 0.0054 1716,~~628~~496.5642 0.00 3,579,000.00 M-5 0.00 0.0049 1615,~~078~~048.8602 0.00 3,253,000.00 M-6 0.00 0.0035 1110,~~352~~628.7403 0.00 2,277,000.00 B-1 0.00 0.0037 1211,~~195~~443.8792 0.00 2,277,000.00 B-2 0.00 0.0039 12,~~789~~018.7043 0.00 2,278,000.00 B-3 21,~~670~~639.9136 0.0060 2120,~~205~~008.0474 0.00 3,253,000.00 P 0.00 0.00 1538,~~043~~784.8325 0.00 1,000.00 OC 0.00 0.00 ~~622~~625,~~626~~490.8990 0.00 ~~608~~580,~~330~~105,~~853~~345.1239 Totals 21,~~670~~639.9136 084.0005 3,~~549~~247,~~998~~592.9215 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 1-A 157,974,000.00 5.~~49000~~30125% ~~953~~915.~~51503431~~68734577 4.~~50774235~~04523960 0.00000000 2-A-1 220,550,000.00 5.~~41000~~22125% ~~906~~802.~~67955280~~11551412 43.~~22386742~~49003804 0.00000000 2-A-2 140,100,000.00 5.~~48000~~29125% 1000.00000000 4.~~71888887~~40937502 0.00000000 2-A-3 44,106,000.00 5.~~56000~~37125% 1000.00000000 4.~~78777785~~47604158 0.00000000 2-A-4 44,973,000.00 5.~~56000~~37125% ~~949~~892.~~15004447~~17349877 43.~~54431948~~99340582 0.00000000 A-R 100.00 6.84950% 0.00000000 0.00000000 0.00000000 M-1 8,133,000.00 5.~~60000~~41125% 1000.00000000 4.~~82222181~~50937538 0.00000000 M-2 8,134,000.00 5.~~62000~~43125% 1000.00000000 4.~~83944431~~52604131 0.00000000 M-3 4,554,000.00 5.~~65000~~46125% 1000.00000000 4.~~86527668~~55104084 0.00000000 M-4 3,579,000.00 5.~~72000~~53125% 1000.00000000 4.~~92555462~~60937413 0.00000000 M-5 3,253,000.00 5.~~74000~~55125% 1000.00000000 4.~~94277897~~62604058 0.00000000 M-6 2,277,000.00 5.~~79000~~60125% 1000.00000000 4.~~98583224~~66770751 0.00000000 B-1 2,277,000.00 6.~~22000~~03125% 1000.00000000 5.~~35611331~~02604304 0.00000000 B-2 2,278,000.00 6.~~52000~~33125% 1000.00000000 5.~~61444249~~27604039 0.00000000 B-3 3,253,000.00 7.~~57000~~38125% 1000.00000000 6.~~51861051~~15104211 0.~~82106056~~50395327 P 1,000.00 0.00000% 1000.00000000 0.00000000 0.00000000 OC 5,205,509.88 0.00000% ~~119187~~113117.~~95098320~~49930633 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 1-A 0.00000000 0.~~00000000~~00013167 4.~~50774235~~04510793 0.00000000 ~~949~~908.~~90490074~~10682828 2-A-1 0.00000000 0.~~00000000~~00011363 43.~~22386742~~48992442 0.00000000 ~~859~~771.~~61719102~~38212269 2-A-2 0.00000000 0.~~00000000~~00014354 4.~~71888887~~40923148 0.00000000 1000.00000000 2-A-3 0.00000000 0.~~00000000~~00014579 4.~~78777785~~47589602 0.00000000 1000.00000000 2-A-4 0.00000000 0.~~00000000~~00013008 43.~~54431948~~99327574 0.00000000 ~~923~~875.~~50594312~~42699108 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M-1 0.00000000 0.~~00000000~~00014632 4.~~82222181~~50922784 0.00000000 1000.00000000 M-2 0.00000000 0.~~00000000~~00014753 4.~~83944431~~52589378 0.00000000 1000.00000000 M-3 0.00000000 0.~~00000000~~00014712 4.~~86527668~~55089372 0.00000000 1000.00000000 M-4 0.00000000 0.~~00000000~~00015088 4.~~92555462~~60922604 0.00000000 1000.00000000 M-5 0.00000000 0.~~00000000~~00015063 4.~~94277897~~62588995 0.00000000 1000.00000000 M-6 0.00000000 0.~~00000000~~00015371 4.~~98583224~~66755819 0.00000000 1000.00000000 B-1 0.00000000 0.~~00000000~~00016249 5.~~35611331~~02587615 0.00000000 1000.00000000 B-2 0.00000000 0.~~00000000~~00017120 5.~~61444249~~27586918 0.00000000 1000.00000000 B-3 0.~~82106056~~50395327 0.~~00000000~~00018445 6.~~51861051~~15085767 0.00000000 1000.00000000 P 0.00000000 0.00000000 ~~15043~~38784.~~83000000~~25000000 0.00000000 1000.00000000 OC 0.00000000 0.00000000 ~~119~~120.~~60920339~~15939157 0.00000000 ~~116862~~111440.~~87551912~~63862386 (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 1512,~~858~~105,~~386~~397.9325 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~405~~566,~~594~~153.5055 Gains & Subsequent Recoveries (Realized Losses) 0(116,307.0082) Prepayment Penalties 1538,~~043~~784.8325 Swap/Cap Payments 0.00 Total Deposits 1612,~~279~~594,~~025~~027.2623 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~437~~438,~~434~~591.0270 Total Administration Fees ~~188~~178,~~389~~928.0254 Payment of Interest and Principal 1511,~~653~~976,~~202~~506.2299 Total Withdrawals (Pool Distribution Amount) 1612,~~279~~594,~~025~~027.2623 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 084.0005 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 084.0005

ADMINISTRATION FEES Gross Servicing Fee* ~~186~~176,~~033~~574.5465 LPMI Fee* 2,~~355~~353.4889 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~188~~178,~~389~~928.0254 *Servicer Payees include: CENTRAL MORTGAGE; GMAC MORTGAGE CORPORATION; GREENPOINT MORTGAGE FUNDING, INC.; INDYMAC BANK, F.S.B.; REPUBLIC FEDERAL BANK, N.A.; WACHOVIA MORTGAGE CORPORATION; WELLS FARGO BANK, N.A. NOTE: LPMI Payees Include: Gemico, MGIC, PMI, Radian, TGIC, UGI, RMIC

Collateral Statement Group Loan Group I Loan Group II Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~268757~~259127 7.~~177679~~159318 Weighted Average Net Rate 6.~~917412~~907777 6.~~814879~~796415 Weighted Average Pass-Through Rate 6.~~911422~~901564 6.~~810829~~792128 Weighted Average Remaining Term ~~352~~348 ~~352~~348 Principal And Interest Constant ~~998~~960,~~550~~647.5665 2,~~788~~628,~~277~~135.1960 Beginning Loan Count ~~726~~701 1,~~263~~207 Loans Paid in Full 47 2313 Ending Loan Count ~~722~~694 1,~~240~~194 Beginning Scheduled Balance ~~161~~155,~~793~~818,~~816~~025.5225 ~~458~~433,~~640~~016,~~239~~234.9099 Ending Scheduled Balance ~~161~~154,~~223~~636,~~509~~456.2891 ~~447~~425,~~107~~468,~~343~~888.8448 Actual Ending Collateral Balance ~~161~~154,~~243~~658,~~610~~846.7817 ~~447~~425,~~147~~522,~~861~~973.1632 Scheduled Principal 18,~~517~~061.3092 44,~~966~~718.8500 Unscheduled Principal ~~551~~1,~~789~~163,506.9442 117,~~487~~502,~~929~~628.2151 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~980~~942,~~033~~585.2673 2,~~743~~583,~~310~~417.3460 Servicing Fees 4745,~~371~~622.2325 ~~138~~130,~~662~~952.3140 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~807~~806.5479 1,547.9410 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 ~~931~~896,~~854~~156.4969 2,~~603~~450,~~100~~918.0910 Realized Loss Amount 0.00 0116,307.0082 Cumulative Realized Loss 023,645.0047 0116,307.0082 Percentage of Cumulative Losses 0.~~0000~~0140 0.~~0000~~0242 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 09,764.0025 1529,~~043~~020.8300 Prepayment Penalty Paid Count 02 32 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 7.~~201430~~185730 Weighted Average Net Rate 6.~~841617~~825884 Weighted Average Pass-Through Rate 6.~~837061~~821087 Weighted Average Remaining Term ~~352~~348 Principal And Interest Constant 3,~~786~~588,~~827~~783.7525 Beginning Loan Count 1,~~989~~908 Loans Paid in Full 2720 Ending Loan Count 1,~~962~~888 Beginning Scheduled Balance ~~620~~588,~~434~~834,~~056~~260.4224 Ending Scheduled Balance ~~608~~580,~~330~~105,~~853~~345.1239 Actual Ending Collateral Balance ~~608~~580,~~391~~181,~~471~~819.9449 Scheduled Principal 6362,~~484~~779.1592 Unscheduled Principal 128,~~039~~666,~~719~~134.1593 Negative Amortized Principal 0.00 Scheduled Interest 3,~~723~~526,~~343~~003.6033 Servicing Fees ~~186~~176,~~033~~574.5465 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 2,~~355~~353.4889 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,~~534~~347,~~954~~074.5879 Realized Loss Amount 0116,307.0082 Cumulative Realized Loss 0139,953.0029 Percentage of Cumulative Losses 0.~~0000~~0215 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 1538,~~043~~784.8325 Prepayment Penalty Paid Count 34 Special Servicing Fee 0.00

Additional Reporting - Deal Level Structural Reporting Overcollateralization Target Amount 5,205,172.08 Overcollateralized Amount 5,205,172.08 Overcollateralization Deficiency Amount 0.00 Net Monthly Excess Cash Flow ~~625~~627,~~297~~130.7926 Trigger Event Reporting Three Month Rolling Average Delinquency Test Trigger Result ~~Pass~~Fail Threshold Value 2.~~823672~~961060% Calculated Value 26.~~135382~~730121% Cumulative Loss Trigger Trigger Result Pass Threshold Value 100.000000% Calculated Value 0.~~000000~~021510% Trigger Event Trigger Result N/A Bond Split Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.250000% Calculated Value 0.~~000000~~021510% Sequential Trigger Event Trigger Result Pass

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 05 0 0 05 0725,476.0056 0.00 0.00 0725,476.0056 30 Days 4153 0 0 0 4153 1314,~~197~~524,~~137~~102.6074 0.00 0.00 0.00 1314,~~197~~524,~~137~~102.6074 60 Days 2730 10 0 0 2830 108,~~328~~631,~~114~~553.2987 ~~640,000~~0.00 0.00 0.00 108,~~968~~631,~~114~~553.2987 90 Days 2 01 1119 0 1322 ~~657~~519,~~558~~819.0445 0290,200.00 45,~~330~~613,~~066~~403.6899 0.00 46,~~987~~423,~~624~~423.7244 120 Days 13 ~~1 15~~ 0 17 ~~544~~2 22 1,~~000~~132,700.00 ~~320,500~~0.00 5,~~048~~981,~~333~~463.5586 0177,230.0044 57,~~912~~291,~~833~~394.5530 150 Days 0 0 1 13 0 114 0.00 0379,999.0099 ~~258~~5,~~750~~419,537.0009 0.00 ~~258~~5,~~750~~799,537.0008 180+ Days 02 01 029 013 045 0924,000.00 0300,000.00 011,307,576.0093 05,151,863.0019 017,683,440.0012 Totals 7190 28 2778 015 ~~100~~191 2425,~~726~~732,~~809~~176.9306 ~~960~~1,~~500~~695,676.0055 928,~~637~~321,~~150~~981.2387 05,329,093.0063 3561,~~324~~078,~~460~~928.1611 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.~~000000~~264831% 0.000000% 0.000000% 0.~~000000~~264831% 0.~~000000~~125043% 0.000000% 0.000000% 0.~~000000~~125043% 30 Days 2.~~089704~~807203% 0.000000% 0.000000% 0.000000% 2.~~089704~~807203% 2.~~169185~~503371% 0.000000% 0.000000% 0.000000% 2.~~169185~~503371% 60 Days 1.~~376147~~588983% 0.~~050968~~000000% 0.000000% 0.000000% 1.~~427115~~588983% 1.~~697610~~487733% 0.~~105195~~000000% 0.000000% 0.000000% 1.~~802805~~487733% 90 Days 0.~~101937~~105932% 0.~~000000~~052966% 01.~~560652~~006356% 0.000000% 01.~~662589~~165254% 0.~~108081~~089596% 0.~~000000~~050019% 0.~~711724~~967525% 0.000000% 01.~~819805~~107140% 120 Days 0.~~050968~~158898% 0.~~050968~~000000% 0.~~764526~~900424% 0.~~000000~~105932% 01.~~866463~~165254% 0.~~089416~~195232% 0.~~052680~~000000% 01.~~829784~~030964% 0.~~000000~~030547% 01.~~971880~~256743% 150 Days 0.000000% 0.~~000000~~052966% 0.~~050968~~688559% 0.000000% 0.~~050968~~741525% 0.000000% 0.~~000000~~065497% 0.~~042530~~934110% 0.000000% 0.~~042530~~999607% 180+ Days 0.~~000000~~105932% 0.~~000000~~052966% 01.~~000000~~536017% 0.~~000000~~688559% 02.~~000000~~383475% 0.~~000000~~159260% 0.~~000000~~051708% 01.~~000000~~948971% 0.~~000000~~887974% 03.~~000000~~047914% Totals 34.~~618756~~766949% 0.~~101937~~423729% 14.~~376147~~131356% 0.~~000000~~794492% 510.~~096840~~116525% 4.~~064293~~435192% 0.~~157875~~292266% 14.~~584038~~881570% 0.~~000000~~918521% 510.~~806206~~527549% 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 ~~405~~566,~~594~~153.5055

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Loan Group I - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 063,970.00 0.00 0.00 063,970.00 30 Days 1224 0 0 0 1224 24,~~979~~904,~~963~~508.9670 0.00 0.00 0.00 24,~~979~~904,~~963~~508.9670 60 Days 715 0 0 0 715 13,~~890~~234,~~448~~384.6344 0.00 0.00 0.00 13,~~890~~234,~~448~~384.6344 90 Days 01 0 12 0 13 0283,988.0069 0.00 ~~412~~446,~~000~~756.0038 0.00 ~~412~~730,~~000~~745.0007 120 Days 10 0 5 01 6 ~~544,000~~0.00 0.00 1,~~134~~827,~~887~~039.4736 0107,558.0045 1,~~678~~934,~~887~~597.4781 150 Days 0 0 1 0 1 0.00 0.00 ~~258~~348,~~750~~080.00 0.00 ~~258~~348,~~750~~080.00 180+ Days 0 0 07 02 09 0.00 0.00 02,450,346.0023 0283,887.0047 02,734,233.0070 Totals 2040 01 715 03 2759 58,~~414~~422,~~412~~881.5983 063,970.00 15,~~805~~072,~~637~~221.4797 0391,445.0092 713,~~220~~950,~~050~~519.0672 0-29 Days 0.~~000000~~144092% 0.000000% 0.000000% 0.~~000000~~144092% 0.~~000000~~041362% 0.000000% 0.000000% 0.~~000000~~041362% 30 Days 13.~~662050~~458213% 0.000000% 0.000000% 0.000000% 13.~~662050~~458213% 13.~~848113~~171179% 0.000000% 0.000000% 0.000000% 13.~~848113~~171179% 60 Days 02.~~969529~~161383% 0.000000% 0.000000% 0.000000% 02.~~969529~~161383% 12.~~172418~~091303% 0.000000% 0.000000% 0.000000% 12.~~172418~~091303% 90 Days 0.~~000000~~144092% 0.000000% 0.~~138504~~288184% 0.000000% 0.~~138504~~432277% 0.~~000000~~183623% 0.000000% 0.~~255514~~288866% 0.000000% 0.~~255514~~472488% 120 Days 0.~~138504~~000000% 0.000000% 0.~~692521~~720461% 0.~~000000~~144092% 0.~~831025~~864553% 0.~~337378~~000000% 0.000000% 01.~~703834~~181335% 0.~~000000~~069546% 1.~~041212~~250881% 150 Days 0.000000% 0.000000% 0.~~138504~~144092% 0.000000% 0.~~138504~~144092% 0.000000% 0.000000% 0.~~160471~~225063% 0.000000% 0.~~160471~~225063% 180+ Days 0.000000% 0.000000% 01.~~000000~~008646% 0.~~000000~~288184% 01.~~000000~~296830% 0.000000% 0.000000% 01.~~000000~~584356% 0.~~000000~~183557% 01.~~000000~~767913% Totals 25.~~770083~~763689% 0.~~000000~~144092% 02.~~969529~~161383% 0.~~000000~~432277% 38.~~739612~~501441% 35.~~357908~~446104% 0.~~000000~~041362% 13.~~119820~~279620% 0.~~000000~~253103% 49.~~477728~~020189% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Loan Group II - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 04 0 0 04 0661,506.0056 0.00 0.00 0661,506.0056 30 Days 29 0 0 0 29 109,~~217~~619,~~173~~594.6404 0.00 0.00 0.00 109,~~217~~619,~~173~~594.6404 60 Days 2015 10 0 0 2115 85,~~437~~397,~~665~~169.6643 ~~640,000~~0.00 0.00 0.00 95,~~077~~397,~~665~~169.6643 90 Days 21 01 1017 0 1219 ~~657~~235,~~558~~830.0476 0290,200.00 35,~~918~~166,~~066~~647.6861 0.00 45,~~575~~692,~~624~~678.7237 120 Days 3 0 12 1 1016 ~~0 11 0~~1,132,700.00 ~~320,500~~0.00 34,~~913~~154,~~446~~424.0850 069,671.0099 45,~~233~~356,~~946~~796.0849 150 Days 0 01 012 0 013 0.00 0379,999.0099 05,071,457.0009 0.00 05,451,457.0008 180+ Days 02 01 022 011 036 0924,000.00 0300,000.00 08,857,230.0070 04,867,975.0072 014,949,206.0042 Totals 5150 27 2063 012 73132 1917,~~312~~309,~~397~~294.3423 ~~960~~1,~~500~~631,706.0055 723,~~831~~249,~~512~~759.7690 04,937,647.0071 2847,~~104~~128,~~410~~408.1039 0-29 Days 0.~~000000~~335008% 0.000000% 0.000000% 0.~~000000~~335008% 0.~~000000~~155457% 0.000000% 0.000000% 0.~~000000~~155457% 30 Days 2.~~338710~~428811% 0.000000% 0.000000% 0.000000% 2.~~338710~~428811% 2.~~284965~~260652% 0.000000% 0.000000% 0.000000% 2.~~284965~~260652% 60 Days 1.~~612903~~256281% 0.~~080645~~000000% 0.000000% 0.000000% 1.~~693548~~256281% 1.~~886997~~268361% 0.~~143129~~000000% 0.000000% 0.000000% 21.~~030126~~268361% 90 Days 0.~~161290~~083752% 0.~~000000~~083752% 01.~~806452~~423786% 0.000000% 01.~~967742~~591290% 0.~~147056~~055421% 0.~~000000~~068198% 01.~~876235~~214188% 0.000000% 1.~~023291~~337808% 120 Days 0.~~000000~~251256% 0.~~080645~~000000% 01.~~806452~~005025% 0.~~000000~~083752% 01.~~887097~~340034% 0.~~000000~~266190% 0.~~071677~~000000% 0.~~875202~~976310% 0.~~000000~~016373% 01.~~946878~~258874% 150 Days 0.000000% 0.~~000000~~083752% 01.~~000000~~005025% 0.000000% 01.~~000000~~088777% 0.000000% 0.~~000000~~089302% 01.~~000000~~191817% 0.000000% 01.~~000000~~281119% 180+ Days 0.~~000000~~167504% 0.~~000000~~083752% 01.~~000000~~842546% 0.~~000000~~921273% 03.~~000000~~015075% 0.~~000000~~217145% 0.~~000000~~070501% 02.~~000000~~081493% 01.~~000000~~143998% 03.~~000000~~513137% Totals 4.~~112903~~187605% 0.~~161290~~586265% 15.~~612903~~276382% 01.~~000000~~005025% 511.~~887097~~055276% 4.~~319018~~067770% 0.~~214806~~383459% 15.~~751437~~463808% 01.~~000000~~160372% 611.~~285261~~075409% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~REO~~180+ ~~Detail~~Delinquency -Summary ~~All~~Summary ~~Mortgage~~Loan Group I Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Actual ~~Period~~Balance(%) ~~Summary~~Balance($) Balance($) 180 - No209 ~~REO~~19 ~~Information~~7,808,789.89 to1.346 ~~report~~4 ~~this~~1,235,596.23 ~~period~~0.799 ~~Loan~~210 ~~Group~~- I239 -12 No4,858,066.68 ~~REO~~0.837 ~~Information~~1 to412,000.00 ~~report~~0.266 ~~this~~240 ~~period~~- 269 13 4,757,833.55 ~~Loan~~0.820 ~~Group~~3 II827,887.47 0.535 270 - No299 ~~REO~~1 ~~Information~~258,750.00 to0.045 ~~report~~1 ~~this~~258,750.00 ~~period~~0.167 Total 45 17,683,440.12 3.048 9 2,734,233.70 1.767

~~REO~~180+ Delinquency Summary (continued) Loan ~~Detail~~Group -II ~~All~~Days ~~Mortgage~~Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Balance($) ~~Current~~180 ~~Period~~- ~~Month~~209 ~~Loan~~15 ~~First~~6,573,193.66 ~~Original~~1.545 ~~Loan~~210 ~~Entered~~- ~~Payment~~239 ~~LTV~~11 at4,446,066.68 ~~Principal~~1.045 ~~Group~~240 ~~Number~~- ~~REO~~269 ~~Date~~10 ~~State~~3,929,946.08 ~~Origination~~0.924 ~~Balance~~270 No- ~~REO~~299 ~~Loans~~0 ~~this~~0.00 ~~Period~~0.000 Total 36 14,949,206.42 3.514 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New -REO ~~All~~Loans ~~Mortgage~~Month REO Percentage Loans in REO ~~during~~6 Nov-06 0.000% Original Principal Balance 2,411,750.00 Dec-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 2,410,782.36 Jan-07 0.000% Feb-07 0.000% Current ~~Paid~~REO Total Mar-07 0.000% Loans in REO 15 Apr-07 0.000% Original Principal Balance 5,330,499.20 May-07 0.000% Current ~~Approximate~~Actual Balance 5,329,093.63 Jun-07 0.000% Jul-07 0.039% Aug-07 0.076% Sep-07 0.496% Oct-07 0.919% *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. Loan Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Nov-06 0.000% Original Principal Balance 108,000.00 Dec-06 0.000% Current Actual ToBalance ~~Months~~107,558.45 ~~Loan~~Jan-07 ~~Delinquent~~0.000% Feb-07 0.000% Current REO Total Mar-07 0.000% Loans in REO 3 Apr-07 0.000% Original Principal Balance 392,000.00 May-07 0.000% Current Actual Balance 391,445.92 Jun-07 0.000% Jul-07 0.000% Aug-07 0.063% Sep-07 0.182% Oct-07 0.253% *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. Loan Group ~~Number~~II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 5 Nov-06 0.000% Original Principal Balance ~~Date~~2,303,750.00 ~~Delinquent~~Dec-06 ~~Rate~~0.000% ~~Interest~~Current NoActual Balance 2,303,223.91 Jan-07 0.000% Feb-07 0.000% Current REO Total Mar-07 0.000% Loans ~~this~~in ~~Period~~REO 12 Apr-07 0.000% Original Principal Balance 4,938,499.20 May-07 0.000% Current Actual Balance 4,937,647.71 Jun-07 0.000% Jul-07 0.053% Aug-07 0.081% Sep-07 0.608% Oct-07 1.160% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month~~in ~~Foreclosure~~REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~Foreclosure~~Month 13Loan ~~Jul-06~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~4,718,392.00~~Payment ~~Aug-06~~LTV ~~0.000%~~at ~~Current~~Principal ~~Actual~~Group ~~Balance~~Number ~~4,717,954.15~~REO ~~Sep-06~~Date ~~0.000%~~State ~~Oct-06~~Origination ~~0.000%~~Balance ~~Current~~Loan ~~Foreclosure~~Group ~~Total~~I ~~Nov~~0001430502 Oct-062007 ~~0.000% Loans in Foreclosure 27 Dec~~01-06Sep-2006 0TX 80.00 108,000%.00 ~~Original~~Loan ~~Principal~~Group ~~Balance~~I ~~9,638,891.20~~0001432769 ~~Jan~~Sep-072007 ~~0.000%~~01-Nov-2006 ~~Current~~NV ~~Actual~~80.00 ~~Balance 9~~184,~~637,150~~000.2300 ~~Feb-07~~Loan ~~0.000%~~Group ~~Mar-07~~I ~~0.000%~~0001444563 ~~Apr~~Aug-072007 ~~0.631% May~~01-07Nov-2006 0MI 80.~~793%~~00 ~~Jun-07 1~~100,000.~~584%~~00 *TheLoan ~~text~~Group ~~reported~~II in0001401908 ~~the~~Oct-2007 ~~above~~01-Sep-2006 ~~table~~CA is80.00 ~~presented graphically on the monthly bond remittance report~~720,000.00 ~~The~~Loan ~~monthly~~Group ~~bond~~II ~~remittance~~0001414538 ~~report~~Sep-2007 ~~can~~01-Nov-2006 beCA ~~viewed~~80.00 ~~online at www~~459,999.~~ctslink.com.~~20 Loan Group III 120001432914 ~~Month~~Sep-2007 ~~Foreclosure~~01-Nov-2006 History*CA ~~New~~80.00 ~~Foreclosure~~344,000.00 ~~Loans~~Loan ~~Month~~Group ~~Foreclosure~~II ~~Percentage~~0001445898 ~~Loans~~Oct-2007 ~~in Foreclosure 2 Jul~~01-06Nov-2006 0CA 77.~~000%~~61 ~~Original Principal Balance 512~~714,000.00 ~~Aug-06~~Loan ~~0.000%~~Group ~~Current~~II ~~Actual~~0001447760 ~~Balance 511,887.47~~ Sep-062007 ~~0.000% Oct~~01-~~06 0.000% Current Foreclosure Total~~ Nov-062006 ~~0.000%~~CA ~~Loans in Foreclosure 7 Dec-06 0~~76.~~000%~~92 ~~Original Principal Balance~~ 1,~~805~~000,~~750~~000.00 ~~Jan-07~~Loan ~~0.000%~~Group ~~Current~~II ~~Actual~~0001447935 ~~Balance 1,805,637.47 Feb~~Oct-072007 ~~0.000% Mar~~01-~~07 0.000% Apr~~Nov-072006 ~~0.517%~~CA ~~May-07 0~~80.~~800%~~00 ~~Jun-07 1~~600,000.~~120%~~00 *TheLoan ~~text~~Group ~~reported~~II in0001448197 ~~the~~Jul-2007 ~~above~~01-Nov-2006 ~~table~~AZ is95.00 ~~presented graphically on the monthly bond remittance report~~232,750.00 ~~The~~Loan ~~monthly~~Group ~~bond~~II ~~remittance~~0006349533 ~~report~~Oct-2007 ~~can~~01-Oct-2006 beTN ~~viewed~~90.00 ~~online at www~~69,750.~~ctslink.com.~~00 Loan Group II 120124061754 ~~Month~~Aug-2007 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 11 Jul~~01-06Oct-2006 0TX 80.~~000%~~00 ~~Original Principal Balance 4~~120,~~206,392~~000.00 ~~Aug-06~~Loan ~~0.000%~~Group ~~Current~~II ~~Actual~~3000989341 ~~Balance 4,206,066.68~~ Sep-062007 ~~0.000% Oct~~01-~~06 0.000% Current Foreclosure Total Nov~~Sep-062006 ~~0.000%~~AZ ~~Loans in Foreclosure 20 Dec-06 0~~80.~~000%~~00 ~~Original Principal Balance 7~~288,~~833,141~~000.2000 ~~Jan-07~~Loan ~~0.000%~~Group ~~Current~~II ~~Actual~~3001003386 ~~Balance 7,831,512.76 Feb~~Oct-072007 ~~0.000% Mar~~01-~~07 0.000% Apr~~Oct-072006 ~~0.671%~~FL ~~May-07 0~~80.~~790%~~00 ~~Jun-07 1~~200,000.~~751%~~00 *TheLoan ~~text~~Group ~~reported~~II in3001013055 ~~the~~Sep-2007 ~~above~~01-Nov-2006 ~~table~~CA ~~is presented graphically on the monthly bond remittance report~~67.86 ~~The monthly bond remittance report can be viewed online at www~~190,000.~~ctslink.com.~~00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Loan Group I ~~0001408962~~0001430502 ~~Apr-2007 01-Nov-2006 MD 70.00 294~~107,~~000~~558.0045 ~~Loan Group I 0001430003~~ 01-Apr-2007 ~~01-Nov-2006~~4 ~~CA 46~~9.81450% ~~110~~4,~~000~~873.0091 Loan Group I 0001432769 ~~Apr-2007 01-Nov-2006 NV 80.00~~ 184,000.00 ~~Loan Group I 0001433538 Apr-2007~~ 01-~~Nov~~Dec-2006 NJ8 757.00250% ~~258~~9,~~750~~487.0053 Loan Group I 0001444563 ~~Jun-2007 01-Nov-2006 MI 80.00 100~~99,~~000~~887.0047 ~~Loan Group I 0001447856 Jun-2007~~ 01-~~Nov~~Dec-2006 FL8 808.00875% ~~412~~6,~~000~~349.0034 Loan Group ~~I 0090500315 May-2007 01-Nov-2006 CA 79.82 447,000.00 Loan Group~~ II ~~0001208524 Jun-2007 01-Nov-2005 FL 95.00 200,032.00 Loan Group II~~ 0001401908 ~~Jun-2007 01-Sep-2006 CA 80.00~~ 720,000.00 ~~Loan Group II 0001409672 Jun-2007~~ 01-~~Oct~~Jan-~~2006~~2007 CA7 808.00000% ~~312~~41,~~000~~175.00 Loan Group II 0001414538 ~~Apr-2007~~459,999.20 01-~~Nov~~Dec-2006 CA8 807.00000% ~~459~~22,~~999~~856.2022 Loan Group II 0001432914 ~~Apr-2007 01-Nov-2006 CA 80.00~~ 344,000.00 ~~Loan Group II 0001441343 Apr-2007~~ 01-~~Nov~~Dec-2006 NY8 807.00750% ~~336~~19,~~000~~027.0053 Loan Group II 0001445898 ~~Jun-2007 01-Nov-2006 CA 77.61~~ 714,000.00 ~~Loan Group II 0001447629 Apr-2007~~ 01-~~Nov~~Jan-~~2006~~2007 NY7 806.00875% ~~560~~34,~~000~~807.0050 Loan Group II ~~0001447674~~0001447760 ~~Jun-2007 01-Nov-2006 FL 80.00 196~~1,000,000.00 ~~Loan Group II 0001447760 Apr-2007~~ 01-~~Nov~~Dec-2006 CA8 767.92125% 150,~~000,000~~625.00 Loan Group II 0001447935 ~~Jun-2007 01-Nov-2006 CA 80.00~~ 600,000.00 ~~Loan Group II 0001448115 Jun-2007~~ 01-~~Nov~~Jan-~~2006~~2007 CO7 806.00875% ~~111~~29,~~360~~250.00 Loan Group II 0001448197 ~~Apr-2007 01-Nov-2006 AZ 95.00~~ 232,750.00 ~~Loan Group II 0001454176 Jun-2007~~ 01-~~Nov~~Dec-2006 NY8 757.00750% ~~645~~12,~~000~~507.0039 Loan Group II ~~0124003419~~0006349533 ~~May-2007~~69,671.99 01-~~Oct~~Apr-~~2006~~2007 CA4 807.00750% ~~304~~2,~~000~~612.0070 Loan Group II 0124061754 ~~Jun-2007~~119,674.68 01-~~Oct~~Jan-~~2006~~2007 TX7 808.00000% ~~120~~6,~~000~~824.0069 Loan Group II 3000989341 ~~Jun-2007 01-Sep-2006 AZ 80.00~~ 288,000.00 ~~Loan Group II 3001003386 May-2007~~ 01-~~Oct~~Dec-2006 FL8 808.00250% ~~200~~17,~~000~~010.00 Loan Group II ~~3001013055~~3001003386 ~~Apr-2007~~199,551.92 01-~~Nov~~Dec-2006 CA8 677.86500% ~~190~~10,~~000~~623.0041 Loan Group II ~~3001017535~~3001013055 ~~Jun-2007~~189,999.92 01-~~Nov~~Dec-2006 CA8 807.00250% ~~300~~9,~~000~~796.0095

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Loan~~History* ~~Detail~~New -Foreclosure ~~All~~Loans ~~Mortgage~~Month Foreclosure Percentage Loans in Foreclosure ~~during~~20 ~~Current~~Nov-06 ~~Period~~0.000% ~~(continued)~~Original ~~Current~~Principal ~~Paid~~Balance ~~Current~~6,783,757.00 ~~Approximate~~Dec-06 ~~Loan~~0.000% Current Actual ToBalance ~~Months~~6,775,836.65 ~~Loan~~Jan-07 ~~Delinquent~~0.000% ~~Group~~Feb-07 ~~Number~~0.000% ~~Balance~~Current ~~Date~~Foreclosure ~~Delinquent~~Total ~~Rate~~Mar-07 ~~Interest~~0.000% ~~Loan~~Loans ~~Group~~in IForeclosure ~~0001408962~~78 ~~294,000.00 01~~Apr-~~Dec-2006~~07 ~~4 6~~0.~~875~~631% 7Original Principal Balance 28,~~962~~335,337.5000 ~~Loan~~May-07 ~~Group~~0.793% ICurrent ~~0001430003~~Actual ~~110~~Balance 28,~~000~~321,981.0087 01Jun-~~Dec-2006~~07 ~~4 6~~1.~~875~~584% Jul-07 2~~,979~~.15908% ~~Loan~~Aug-07 ~~Group~~3.479% ISep-07 ~~0001432769 184,000~~4.00294% 01Oct-~~Dec-2006~~07 4 7.~~250~~882% ~~5,270.85~~*The ~~Loan~~text ~~Group~~reported Iin ~~0001433538~~the ~~258,750.00~~above ~~01-Nov-2006~~table 5is ~~8.375%~~presented ~~8,620.35~~graphically ~~Loan~~on ~~Group~~the Imonthly ~~0001444563~~bond ~~99,887~~remittance report.47 ~~01-Dec-2006~~The 4monthly ~~8.875%~~bond ~~3,531.59~~remittance ~~Loan~~report ~~Group~~can Ibe ~~0001447856~~viewed ~~412,000.00~~online ~~01-Jan-2007~~at ~~3 7~~www.~~125% 11,587~~ctslink.50com. Loan Group I ~~0090500315~~12 ~~447,000.00~~Month ~~01-Dec-2006~~Foreclosure 4History* ~~8.000%~~New ~~14,434.35~~Foreclosure ~~Loan~~Loans ~~Group~~Month IIForeclosure ~~0001208524~~Percentage ~~200,032.00~~Loans ~~01-Jan-2007~~in Foreclosure 3 6Nov-06 0.~~375~~000% ~~5,000.80~~Original ~~Loan~~Principal ~~Group~~Balance ~~II 0001401908 720~~971,~~000~~040.00 01Dec-~~Jan-2007~~06 ~~3 8~~0.000% ~~22,875.00~~Current ~~Loan~~Actual ~~Group~~Balance ~~II 0001409672 312~~969,~~000~~882.0077 ~~01-~~Jan-~~2007~~07 ~~3 7~~0.~~875~~000% ~~9,750~~Feb-07 0.00000% ~~Loan~~Current ~~Group~~Foreclosure IITotal ~~0001414538 459,999.20 01~~Mar-~~Dec-2006~~07 ~~4 7~~0.000% ~~12,697.90~~Loans ~~Loan~~in ~~Group~~Foreclosure II15 ~~0001432914~~Apr-07 ~~344,000~~0.00517% ~~01-Dec-2006~~Original 4Principal ~~7.750%~~Balance 105,~~570~~073,870.8500 ~~Loan~~May-07 ~~Group~~0.800% IICurrent ~~0001441343~~Actual ~~336~~Balance 5,~~000~~072,221.0097 01Jun-~~Dec-2006~~07 ~~4 7~~1.~~200~~120% ~~9,555~~Jul-07 2.00300% ~~Loan~~Aug-07 ~~Group~~1.965% IISep-07 ~~0001445898 714,000~~2.00701% 01Oct-~~Jan-2007~~07 3 6.~~875~~280% ~~19,337.50~~*The ~~Loan~~text ~~Group~~reported IIin ~~0001447629~~the ~~559,145.04~~above ~~01-Dec-2006~~table 4is ~~7.375%~~presented ~~16,270.33~~graphically ~~Loan~~on ~~Group~~the IImonthly ~~0001447674~~bond ~~196,000~~remittance report.00 ~~01-Jan-2007~~The 3monthly ~~7.250%~~bond ~~5,614.60~~remittance ~~Loan~~report ~~Group~~can IIbe ~~0001447760~~viewed ~~1,000,000.00~~online ~~01-Dec-2006~~at ~~4 7~~www.~~125% 28,125~~ctslink.00com. Loan Group II ~~0001447935~~12 ~~600,000.00~~Month ~~01-Jan-2007~~Foreclosure 3History* ~~6.875%~~New ~~16,250.00~~Foreclosure ~~Loan~~Loans ~~Group~~Month IIForeclosure ~~0001448115~~Percentage ~~111,360.00~~Loans ~~01-Jan-2007~~in 3Foreclosure 717 Nov-06 0.~~125~~000% ~~3,132.00~~Original ~~Loan~~Principal ~~Group~~Balance ~~II 0001448197 232~~5,~~750~~812,717.00 ~~01-~~Dec-~~2006~~06 ~~4 7~~0.~~750~~000% ~~6,948.55~~Current ~~Loan~~Actual ~~Group~~Balance ~~II 0001454176 645~~5,~~000~~805,953.0088 ~~01-~~Jan-~~2007~~07 ~~3 8~~0.~~375~~000% ~~21,500~~Feb-07 0.00000% ~~Loan~~Current ~~Group~~Foreclosure IITotal ~~0124003419~~Mar-07 ~~304,000~~0.00000% ~~01-Dec-2006~~Loans 4in 7Foreclosure 63 Apr-07 0.~~375~~671% 8Original Principal Balance 23,~~866~~261,467.6500 ~~Loan~~May-07 ~~Group~~0.790% IICurrent ~~0124061754~~Actual ~~119~~Balance 23,~~674~~249,759.6890 01Jun-~~Jan-2007~~07 ~~3 8~~1.~~000~~751% Jul-07 3~~,796~~.88130% ~~Loan~~Aug-07 ~~Group II 3000989341 288,000~~4.00029% 01Sep-~~Dec-2006~~07 4 8.~~250~~867% ~~9,450~~Oct-07 5.00464% ~~Loan~~*The ~~Group~~text IIreported ~~3001003386~~in ~~199,551.92~~the ~~01-Dec-2006~~above 4table ~~7.500%~~is ~~5,910.60~~presented ~~Loan~~graphically ~~Group~~on IIthe ~~3001013055~~monthly ~~189,999.92~~bond ~~01-Dec-2006~~remittance ~~4 7~~report.~~250%~~ ~~5,442.75~~The ~~Loan~~monthly ~~Group~~bond IIremittance ~~3001017535~~report ~~300,000.00~~can ~~01-Jan-2007~~be 3viewed ~~6.875%~~online ~~8,125~~at www.00ctslink.com.

~~Summary~~Foreclosure 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans in Foreclosure during Current Period Month ~~Bankruptcy~~Loan ~~Percentage~~First ~~Loans~~Original inLoan ~~Bankruptcy~~Entered 0Payment ~~Jul~~LTV at Principal Group Number FC Date State Origination Balance Loan Group I 0001399178 Sep-062007 001-Nov-2006 MD 80.00 408,000%.00 ~~Original~~Loan ~~Principal~~Group ~~Balance~~I 00001401885 Aug-2007 01-Oct-2006 CA 80.00 ~~Aug~~348,080.00 Loan Group I 0001408831 Jul-062007 001-Nov-2006 NY 77.54 544,000%.00 ~~Current~~Loan ~~Actual~~Group ~~Balance~~I 00001430151 Oct-2007 01-Nov-2006 CO 80.00 ~~Sep~~275,040.00 Loan Group I 0001433538 Apr-062007 001-Nov-2006 NJ 75.00 258,750.00 Loan Group I 0001434369 Jul-2007 01-Nov-2006 FL 80.00 272,000%.00 Loan Group I 0001437590 Jul-2007 01-Oct-062006 0CA 80.00 384,000%.00 ~~Current~~Loan ~~Bankruptcy~~Group ~~Total~~I 0001447283 Oct-2007 01-Nov-062006 0AZ 80.00 208,000%.00 ~~Loans~~Loan inGroup ~~Bankruptcy~~I 20001447856 Jun-2007 01-Nov-2006 FL 80.00 412,000.00 Loan Group I 0001453189 Sep-2007 01-Dec-062006 0NJ 75.00 240,000%.00 ~~Original~~Loan ~~Principal~~Group ~~Balance~~I ~~960~~0001454085 Jul-2007 01-Nov-2006 CA 77.60 388,~~500~~000.00 ~~Jan~~Loan Group I 0010565345 Sep-072007 001-Oct-2006 FL 80.00 172,000%.00 ~~Current~~Loan ~~Actual~~Group ~~Balance~~I ~~960~~0090567975 Oct-2007 01-Nov-2006 CA 78.08 488,~~500~~000.00 ~~Feb~~Loan Group I 0090641481 Sep-072007 001-Nov-2006 CA 80.00 484,000%.00 ~~Mar~~Loan Group I 0090644824 Aug-072007 001-Nov-2006 AZ 80.00 192,000%.00 ~~Apr~~Loan Group II 0001145205 Aug-072007 001-Jul-2005 CA 80.~~153%~~00 388,000.00 Loan Group II 0001208524 Jun-2007 01-Nov-2005 FL 95.00 200,032.00 Loan Group II 0001303870 Sep-2007 01-May-072006 0CA 80.~~155%~~00 552,000.00 Loan Group II 0001340005 Jul-2007 01-Jul-2006 CA 80.00 565,600.00 Loan Group II 0001359142 Sep-2007 01-Sep-2006 MA 69.90 195,720.00 Loan Group II 0001391995 Sep-2007 01-Oct-2006 NV 95.00 260,300.00 Loan Group II 0001396303 Jul-2007 01-Oct-2006 CA 80.00 258,800.00 Loan Group II 0001396331 Jul-2007 01-Oct-2006 CA 80.00 445,600.00 Loan Group II 0001399225 Sep-2007 01-Oct-2006 VA 80.00 416,000.00 Loan Group II 0001399734 Oct-2007 01-Nov-2006 CA 80.00 652,000.00 Loan Group II 0001409663 Oct-2007 01-Sep-2006 NV 80.00 230,720.00 Loan Group II 0001409672 Jun-072007 001-Oct-2006 CA 80.~~158%~~00 *The312,000.00 ~~text~~Loan ~~reported~~Group inII ~~the~~0001421481 ~~above~~Oct-2007 ~~table~~01-Nov-2006 isCA ~~presented~~80.00 ~~graphically~~380,000.00 onLoan ~~the~~Group ~~monthly~~II ~~bond~~0001430008 ~~remittance~~Oct-2007 ~~report~~01-Nov-2006 CA 80.00 ~~The~~244,000.00 ~~monthly~~Loan ~~bond~~Group ~~remittance~~II ~~report~~0001432784 ~~can~~Oct-2007 be01-Oct-2006 ~~viewed~~NV ~~online~~79.99 at320,500.00 ~~www~~Loan Group II 0001432887 Oct-2007 01-Nov-2006 FL 75.~~ctslink~~00 136,500.~~com~~00 Loan Group II 0001433573 Oct-2007 01-Nov-2006 TX 91.58 292,400.00 Loan Group III 0001434476 Oct-2007 No01-Nov-2006 ~~Bankruptcy~~NV ~~Information~~79.99 to334,700.00 ~~report~~Loan ~~this~~Group ~~period~~II 0001436022 Aug-2007 01-Nov-2006 NV 79.98 368,600.00 Loan Group II 120001437578 ~~Month~~Jul-2007 ~~Bankruptcy~~01-Nov-2006 History*CA ~~New~~78.74 ~~Bankruptcy~~1,000,000.00 ~~Loans~~Loan ~~Month~~Group ~~Bankruptcy~~II ~~Percentage~~0001441343 ~~Loans~~Apr-2007 in01-Nov-2006 ~~Bankruptcy~~NY 080.00 336,000.00 Loan Group II 0001441350 Aug-2007 01-Sep-2006 SC 80.00 130,000.00 Loan Group II 0001443357 Sep-2007 01-Nov-2006 FL 80.00 572,000.00 Loan Group II 0001444495 Sep-2007 01-Nov-2006 CA 80.00 466,000.00 Loan Group II 0001445899 Jul-062007 001-Nov-2006 CA 80.00 528,000%.00 ~~Original~~Loan ~~Principal~~Group ~~Balance~~II 00001445944 Sep-2007 01-Nov-2006 CA 75.00 525,000.00 Loan Group II 0001447629 Apr-2007 01-Nov-2006 NY 80.00 560,000.00 Loan Group II 0001447674 Jun-2007 01-Nov-2006 FL 80.00 196,000.00 Loan Group II 0001447713 Jul-2007 01-Nov-2006 FL 80.00 247,200.00 Loan Group II 0001447757 Oct-2007 01-Nov-2006 CA 80.00 307,996.00 Loan Group II 0001447840 Aug-062007 001-Nov-2006 FL 80.00 528,000%.00 ~~Current~~Loan ~~Actual~~Group ~~Balance~~II 00001447893 Jul-2007 01-Nov-2006 FL 70.00 362,600.00 Loan Group II 0001447904 Aug-2007 01-Nov-2006 CA 80.00 277,600.00 Loan Group II 0001448075 Oct-2007 01-Nov-2006 WA 74.07 1,000,000.00 Loan Group II 0001448115 Sep-062007 001-Nov-2006 CO 80.00 111,360.00 Loan Group II 0001448499 Sep-2007 01-Nov-2006 VA 77.83 825,000%.00 Loan Group II 0001448794 Sep-2007 01-Nov-2006 CA 79.99 394,800.00 Loan Group II 0001450697 Aug-2007 01-Nov-2006 AZ 75.62 397,000.00 Loan Group II 0001453194 Aug-2007 01-Oct-062006 0FL 80.00 208,000%.00 ~~Current~~Loan ~~Bankruptcy~~Group ~~Total~~II 0001453201 Aug-2007 01-Oct-2006 FL 74.90 323,568.00 Loan Group II 0001453210 Aug-2007 01-Oct-2006 FL 70.00 301,000.00 Loan Group II 0001454176 Jun-2007 01-Nov-062006 0NY 75.00 645,000%.00 ~~Loans~~Loan inGroup ~~Bankruptcy~~II 20001464748 ~~Dec~~Aug-062007 001-Oct-2006 CA 80.00 380,000%.00 ~~Original~~Loan ~~Principal~~Group ~~Balance~~II ~~960~~0003953639 Sep-2007 01-Jun-2006 FL 77.10 154,200.00 Loan Group II 0003968985 Oct-2007 01-Oct-2006 FL 79.95 161,500.00 ~~Jan~~Loan Group II 0003990814 Jul-2007 01-Nov-2006 FL 80.00 542,400.00 Loan Group II 0006349524 Aug-2007 01-Oct-2006 TN 90.00 69,750.00 Loan Group II 0007845491 Oct-2007 01-Oct-2006 AZ 80.00 248,800.00 Loan Group II 0007851982 Jul-2007 01-Nov-2006 CA 74.07 01,000,000.00 Loan Group II 0040531736 Sep-2007 01-Apr-2006 VA 80.00 249,600.00 Loan Group II 0090486424 Sep-2007 01-Nov-2006 IL 79.97 277,000%.00 ~~Current~~Loan ~~Actual~~Group ~~Balance~~II ~~960~~0090561853 Aug-2007 01-Nov-2006 IL 80.00 208,~~500~~000.00 ~~Feb~~Loan Group II 0123703032 Aug-072007 001-Aug-2006 NY 80.00 432,000%.00 ~~Mar~~Loan Group II 0124059307 Sep-072007 001-Oct-2006 AZ 80.00 279,020.00 Loan Group II 0124121133 Jul-2007 01-Oct-2006 FL 80.00 196,000%.00 ~~Apr~~Loan Group II 0124142938 Oct-072007 001-Oct-2006 AZ 80.~~206%~~00 ~~May~~204,800.00 Loan Group II 0124191299 Jul-072007 001-Nov-2006 FL 80.~~209%~~00 ~~Jun~~172,000.00 Loan Group II 0124215064 Sep-072007 001-Nov-2006 VA 80.~~215%~~00 *The304,000.00 ~~text~~Loan ~~reported~~Group inII ~~the~~0203015169 ~~above~~Sep-2007 ~~table~~01-Jul-2006 isCA ~~presented~~80.00 ~~graphically~~288,000.00 onLoan ~~the~~Group ~~monthly~~II ~~bond~~3000900641 ~~remittance~~Oct-2007 ~~report~~01-Apr-2006 FL 80.00 ~~The~~368,657.00 ~~monthly~~Loan ~~bond~~Group ~~remittance~~II ~~report~~3000993735 ~~can~~Oct-2007 be01-Nov-2006 ~~viewed~~MN ~~online~~74.13 at637,500.00 ~~www~~Loan Group II 3001000974 Oct-2007 01-Nov-2006 TX 80.~~ctslink~~00 92,000.~~com~~00 Loan Group II 3001002051 Oct-2007 01-Oct-2006 FL 80.00 200,644.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Loan ~~Month~~Group I 0001399178 408,000.00 01-Apr-2007 4 7.500% 14,535.00 Loan ~~First~~Group ~~State~~I ~~LTV~~0001401885 at348,080.00 ~~Original~~01-Mar-2007 ~~Number~~5 ~~Entered~~7.875% ~~Payment~~15,228.50 ~~Origination~~Loan ~~Principal~~Group ~~Bankruptcy~~I ~~Date~~0001408831 ~~Balance~~544,000.00 01-Dec-2006 8 7.250% 28,050.03 Loan Group III ~~0001432784~~0001430151 275,040.00 01-Apr-2007 4 6.875% 8,938.80 Loan Group I 0001433538 258,750.00 01-~~Oct~~Nov-2006 NV9 798.375% 15,520.35 Loan Group I 0001434369 271,596.23 01-Feb-2007 6 7.125% 12,206.10 Loan Group I 0001437590 384,000.00 01-Feb-2007 6 7.000% 16,960.00 Loan Group I 0001447283 206,843.38 01-May-2007 3 7.250% 5,915.44 Loan Group I 0001447856 412,000.00 01-Jan-2007 7 7.125% 20,857.50 Loan Group I 0001453189 239,913.00 01-May-2007 3 8.750% 8,372.60 Loan Group I 0001454085 388,000.00 01-Feb-2007 6 6.500% 15,843.36 Loan Group I 0010565345 171,999.97 01-Apr-2007 4 7.000% 5,697.48 Loan Group I 0090567975 487,999.39 01-Apr-2007 4 7.875% 18,604.98 Loan Group I 0090641481 484,000.00 01-Apr-2007 4 8.250% 19,360.02 Loan Group I 0090644824 192,000.00 01-Feb-2007 6 7.250% 8,960.00 Loan Group II 0001145205 388,000.00 01-Feb-2007 6 6.250% 15,196.64 Loan Group II 0001208524 200,032.00 01-Jan-2007 7 6.375% 9,001.44 Loan Group II 0001303870 552,000.00 01-May-2007 3 6.800% 14,777.50 Loan Group II 0001340005 565,600.00 01-Feb-2007 6 6.875% 24,509.36 Loan Group II 0001359142 195,720.00 01-Apr-2007 4 6.875% 6,360.90 Loan Group II 0001391995 260,300.00 01-Mar-2007 5 8.625% 12,526.99 ~~320~~Loan Group II 0001396303 258,800.00 01-Feb-2007 6 6.875% 11,214.64 Loan Group II 0001396331 445,600.00 01-Feb-2007 6 7.500% 21,166.00 Loan Group II ~~0001448101~~0001399225 416,000.00 01-Apr-2007 4 7.250% 14,299.98 Loan Group II 0001399734 652,000.00 01-~~Nov~~May-2007 3 7.125% 18,337.50 Loan Group II 0001409663 230,720.00 01-May-2007 3 7.875% 7,210.00 Loan Group II 0001409672 312,000.00 01-Jan-2007 7 7.875% 17,550.00 Loan Group II 0001421481 380,000.00 01-May-2007 3 7.250% 10,885.40 Loan Group II 0001430008 244,000.00 01-May-2007 3 7.500% 7,243.75 Loan Group II 0001432784 320,500.00 01-Dec-2006 CA8 807.500% 17,126.73 Loan Group II 0001432887 135,712.21 01-May-2007 3 7.375% 3,952.17 Loan Group II 0001433573 292,400.00 01-May-2007 3 7.875% 9,137.50 Loan Group II 0001434476 334,700.00 01-May-2007 3 7.750% 10,285.05 Loan Group II 0001436022 368,600.00 01-Mar-2007 5 7.375% 15,051.12 Loan Group II 0001437578 1,000,000.00 01-Feb-2007 6 7.750% 49,166.64 Loan Group II 0001441343 336,000.00 01-Dec-2006 8 7.200% 17,199.00 Loan Group II 0001441350 129,193.73 01-May-2007 3 8.000% 4,098.67 Loan Group II 0001443357 571,821.25 01-Mar-2007 5 7.500% 23,766.33 Loan Group II 0001444495 466,000.00 01-Apr-2007 4 7.250% 16,018.74 Loan Group II 0001445899 528,000.00 01-Feb-2007 6 7.375% 24,640.00 Loan Group II 0001445944 524,879.61 01-Apr-2007 4 6.875% 17,058.60 Loan Group II 0001447629 559,145.04 01-Dec-2006 8 7.375% 29,240.00 Loan Group II 0001447674 196,000.00 01-Jan-2007 7 7.250% 10,106.28 Loan Group II 0001447713 247,200.00 01-Feb-2007 6 6.875% 10,712.00 Loan Group II 0001447757 306,283.32 01-May-2007 3 7.250% 8,759.28 Loan Group II 0001447840 528,000.00 01-Jan-2007 7 6.750% 25,245.00 Loan Group II 0001447893 362,600.00 01-Feb-2007 6 6.625% 15,108.32 Loan Group II 0001447904 277,600.00 01-Feb-2007 6 6.500% 11,335.36 Loan Group II 0001448075 1,000,000.00 01-Mar-2007 5 7.000% 38,645.81 Loan Group II 0001448115 111,360.00 01-Jan-2007 7 7.125% 5,637.60 Loan Group II 0001448499 824,999.97 01-Apr-2007 4 6.875% 26,812.50 Loan Group II 0001448794 394,800.00 01-Apr-2007 4 6.999% 13,075.74 Loan Group II 0001450697 397,000.00 01-Mar-2007 5 7.375% 16,210.88 Loan Group II 0001453194 208,000.00 01-Mar-2007 5 8.000% 9,251.69 Loan Group II 0001453201 323,568.00 01-Mar-2007 5 8.000% 14,392.00 Loan Group II 0001453210 299,767.84 01-Mar-2007 5 8.000% 13,305.05 Loan Group II 0001454176 645,000.00 01-Jan-2007 7 8.375% 38,700.00 Loan Group II 0001464748 380,000.00 01-Mar-2007 5 7.500% 15,793.75 Loan Group II 0003953639 154,200.00 01-Apr-2007 4 7.250% 5,397.00 Loan Group II 0003968985 161,387.14 01-May-2007 3 7.500% 4,875.59 Loan Group II 0003990814 542,400.00 01-Mar-2007 5 8.000% 24,521.00 Loan Group II 0006349524 69,669.91 01-Apr-2007 4 7.750% 2,612.64 Loan Group II 0007845491 248,800.00 01-May-2007 3 7.500% 7,386.25 Loan Group II 0007851982 1,000,000.00 01-Feb-2007 6 7.000% 44,165.03 Loan Group II 0040531736 249,600.00 01-Apr-2007 4 7.000% 8,268.00 Loan Group II 0090486424 277,000.00 01-Apr-2007 4 7.750% 10,387.50 Loan Group II 0090561853 208,000.00 01-Feb-2007 6 7.500% 10,053.36 Loan Group II 0123703032 432,000.00 01-Mar-2007 5 7.250% 17,325.00 Loan Group II 0124059307 278,236.01 01-Apr-2007 4 6.875% 9,033.28 Loan Group II 0124121133 196,000.00 01-Feb-2007 6 7.375% 9,146.64 Loan Group II 0124142938 204,205.81 01-May-2007 3 7.250% 5,845.24 Loan Group II 0124191299 171,793.66 01-Feb-2007 6 7.875% 8,580.39 Loan Group II 0124215064 303,319.00 01-Apr-2007 4 7.375% 10,616.16 Loan Group II 0203015169 288,000.00 01-Mar-2007 5 7.250% 11,760.00 Loan Group II 3000900641 367,158.99 01-May-2007 3 7.625% 11,091.25 Loan Group II 3000993735 637,088.57 01-May-2007 3 7.125% 17,918.10 Loan Group II 3001000974 91,559.17 01-May-2007 3 8.000% 2,904.77 Loan Group II 3001002051 199,438.67 01-May-2007 3 7.875% 6,223.28

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~3 ~~Current~~Nov-06 ~~Period~~0.000% ~~(continued)~~Original ~~Group~~Principal ~~Loan~~Balance 431,200.00 Dec-06 0.000% Current ~~Paid~~Actual ToBalance ~~Months~~430,710.02 Jan-07 0.000% Feb-07 0.000% Current ~~Approximate~~Bankruptcy ~~Number~~Total ~~Actual~~Mar-07 ~~Date~~0.000% ~~Delinquent~~Loans ~~Loan~~in ~~Rate~~Bankruptcy ~~Delinquent~~8 Apr-07 0.153% Original Principal Balance ~~Interest~~1,696,200.00 May-07 0.155% Current Actual Balance 1,695,676.55 Jun-07 0.158% Jul-07 0.123% Aug-07 0.298% Sep-07 0.215% Oct-07 0.292% *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. Loan Group III ~~0001432784~~12 ~~320~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Nov-06 0.000% Original Principal Balance 64,~~500~~000.00 ~~01-~~Dec-~~2006~~06 40.000% 7Current Actual Balance 63,970.~~500~~00 Jan-07 0.000% 9Feb-07 0.000% Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 1 Apr-07 0.000% Original Principal Balance 64,~~514~~000.8500 May-07 0.000% Current Actual Balance 63,970.00 Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.000% Oct-07 0.041% *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. Loan Group II ~~0001448101~~12 ~~640,~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Nov-06 0.000% Original Principal Balance 367,200.00 01Dec-06 0.000% Current Actual Balance 366,740.02 Jan-07 0.000% Feb-~~2007~~07 20.000% Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 7 Apr-07 0.~~125~~206% 14Original Principal Balance 1,~~400~~632,200.00 May-07 0.209% Current Actual Balance 1,631,706.55 Jun-07 0.215% Jul-07 0.168% Aug-07 0.407% Sep-07 0.292% Oct-07 0.383% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Realized~~Bankruptcy ~~Loss~~ Detail ~~Report~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~Group #Loan ~~Loans~~Month ~~Prior~~Loan ~~Realized~~First ~~Current~~State ~~with~~LTV ~~Actual~~at ~~Loss/(Gain)~~Original ~~Loss~~Number ~~Group~~Entered ~~Losses~~Payment ~~Balance~~Origination ~~Amount~~Principal ~~Percentage~~Bankruptcy Date Balance Loan Group I 00001410504 0Oct-2007 01-Nov-2006 OR 80.00 064,000.00 0Loan Group II 0001384465 Aug-2007 01-Sep-2006 CA 79.99 290,200.00 Loan Group II 0001384743 Sep-2007 01-Sep-2006 CA 80.00 380,000%.00 Loan Group II 00001444535 0Oct-2007 01-Nov-2006 PA 80.00 067,200.00 0Loan Group II 0006336625 Jul-2007 01-Sep-2006 FL 79.49 310,000%.00 ~~Total~~Loan 0Group 0II 0006337338 Aug-2007 01-Sep-2006 VA 80.00 095,200.00 0Loan Group II 3001017535 Oct-2007 01-Nov-2006 CA 80.00 300,000%.00 Loan Group II 3001020771 Sep-2007 01-Nov-2006 WA 80.00 189,600.00

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period ~~Original~~(continued) ~~Current~~Group Loan ~~Principal~~Current ~~Note~~Paid ~~LTV~~To atMonths ~~Original~~Current ~~Group~~Approximate Number ~~Balance~~Actual Date Delinquent Loan Rate ~~State~~Delinquent ~~Origination~~Balance ~~Term~~Interest NoLoan ~~Losses~~Group ~~this~~I ~~Period~~0001410504 63,970.00 01-Aug-2007 0 8.250% 839.60 Loan Group II 0001384465 290,200.00 01-May-2007 3 7.125% 8,161.85 Loan Group II 0001384743 379,999.99 01-Mar-2007 5 6.500% 13,577.06 Loan Group II 0001444535 66,740.02 01-Sep-2007 0 8.875% 945.79 Loan Group II 0006336625 309,966.54 01-Oct-2007 (1) 7.750% 1,937.29 Loan Group II 0006337338 95,200.00 01-Sep-2007 0 7.750% 1,190.00 Loan Group II 3001017535 300,000.00 01-Jan-2007 7 6.875% 14,625.00 Loan Group II 3001020771 189,600.00 01-Aug-2007 0 7.875% 2,370.00

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~(continued)~~Summary ~~Prior~~# ~~Cumulative~~Loans ~~Loan~~Prior ~~Actual~~ Realized ~~Realized~~Current ~~Group~~with ~~Number~~Actual ~~Balance~~ Loss/(Gain) Loss~~/(Gain)~~ NoGroup Losses ~~this~~Balance ~~Period~~Amount Percentage Loan Group I 0 0.00 0.00 0.000% Loan Group II 1 304,000.00 116,307.82 0.027% Total 1 304,000.00 116,307.82 0.020%

Realized Loss ~~Report~~Loan -Detail ~~Collateral~~Report ~~Summary~~ - NoLoans ~~Realized~~With ~~Loss~~Losses ~~Information~~during toCurrent ~~report~~Period ~~this~~Original ~~period.~~Current Loan ~~Group~~Principal INote -LTV Noat ~~Realized~~Original ~~Loss Information to report this period. Loan~~ Group IINumber ~~- No Realized Loss Information to report this period. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled~~ Balance ~~of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default~~ Rate ~~(CDR):~~State ~~1-((1-MDR)^12)~~Origination ~~SDA~~Term ~~Standard~~Loan ~~Default~~Group ~~Assumption:~~II If0124003419 ~~WAS is less than or equal to 30 then CDR / (WAS * 0~~304,000.~~02)~~00 ~~else if WAS is greater than 30 and less than or equal to 60 then CDR / 0~~7.6375% ~~else~~CA ~~if WAS is greater than 60 and less than or equal to 120 then CDR / (0~~80.600 ~~- ((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).~~360

~~Prepayment~~Realized ~~Detail~~Loss -Loan ~~Prepayments~~Detail ~~during~~Report ~~Current~~- ~~Period Summary~~ Loans ~~Paid~~With InLosses ~~Full~~during ~~Repurchased~~Current ~~Loans~~Period ~~Original~~(continued) ~~Current~~Prior ~~Original~~Cumulative ~~Current~~Loan ~~Principal~~Actual ~~Scheduled~~Realized ~~Principal~~Realized ~~Scheduled~~ Group ~~Count~~Number Balance ~~Balance~~Loss/(Gain) ~~Count~~Loss/(Gain) ~~Balance Balance~~ Loan Group ~~I 4 547,450.00 547,201.51 0 0.00 0.00 Loan Group~~ II 230124003419 11304,~~450,832~~000.00 11116,~~444,102~~307.1782 ~~0 0.00 0.00 Total 27 11~~116,~~998,282~~307.~~00 11,991,303.68 0 0.00 0.00~~82

~~Prepayment~~Realized ~~Detail~~Loss Report - ~~Prepayments~~Collateral ~~during~~Summary MDR SDA Current ~~Period~~Month ~~(continued)~~0.052% ~~Summary~~Current ~~Substitution~~Month ~~Loans~~2.626% ~~Liquidated~~3 ~~Loans~~Month ~~Curtailments~~Average ~~Original~~0.017% 3 Month Average 0.875% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current ~~Original~~vs. 12mo Average* SDA: Current ~~Principal~~vs. ~~Scheduled~~12mo ~~Principal~~Average* ~~Scheduled~~Month ~~Curtailment~~Current ~~Group~~12mo ~~Count~~Avg. ~~Balance~~Month ~~Balance~~Current ~~Count~~12mo ~~Balance~~Avg. ~~Balance~~Nov-2006 ~~Amount~~N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% 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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.052% N/A Oct-2007 2.626% 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 0.618% Current Month 18.636% 3 Month Average 0.206% 3 Month Average 7.975% 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 0.000% 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 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 5.290% N/A Oct-2007 0.618% N/A Oct-2007 18.636% 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. Loan Group I MDR SDA Current Month 0.000% Current Month 0.00000% 3 Month Average 0.00000% 3 Month Average 0.000% 12 Month Average 0.00000% 12 Month Average 0.00000% ~~4,588~~MDR: Current vs.43 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 0.000% N/A Feb-2007 0.000% 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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.000% N/A Oct-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.000% Current Month 5.290% 3 Month Average 0.000% 3 Month Average 3.527% 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 0.000% 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 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 5.290% N/A Oct-2007 0.000% N/A Oct-2007 5.290% 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. Loan Group II MDR SDA Current Month 0.070% Current Month 3.543% 3 Month Average 0.00023% 3 Month Average 1.181% 12 Month Average 0.00000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.00000% N/A Feb-2007 0.00000% ~~44,629~~N/A Mar-2007 0.76000% ~~Total~~N/A Mar-2007 0.000% N/A Apr-2007 0.00000% N/A Apr-2007 0.00000% N/A May-2007 0.000% N/A May-2007 0.00000% N/A Jun-2007 0.00000% ~~49,218~~N/A Jun-2007 0.19000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.070% N/A Oct-2007 3.543% 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 0.839% Current Month 38.259% 3 Month Average 0.280% 3 Month Average 0.000% 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 0.000% 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 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.000% N/A Aug-2007 N/A N/A Sep-2007 0.000% N/A Sep-2007 N/A N/A Oct-2007 0.839% N/A Oct-2007 38.259% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).

Prepayment ~~Loan~~ Detail - Prepayments during Current Period ~~First~~Summary ~~Original~~Loans ~~Loan~~Paid ~~LTV~~In atFull ~~Payment~~Repurchased ~~Principal~~Loans ~~Prepayment~~Original ~~Group~~Current ~~Number~~Original ~~State~~Current ~~Origination~~Principal ~~Date~~Scheduled ~~Balance~~Principal ~~Amount~~Scheduled ~~Loan~~ Group ICount ~~0001431226~~Balance NJBalance ~~79.13~~Count ~~01-Nov-2006~~Balance ~~182,000.00~~Balance ~~181,795.00~~ Loan Group I ~~0001447417~~7 WI 90.00 01-Nov-2006 63,450.00 63,450.00 Loan Group I 0001452833 CA 80.00 01-Nov-2006 256,000.00 255,974.09 Loan Group I 0090705765 CA 6.92 01-Nov-2006 46,000.00 45,982.42 Loan Group II 0001354824 IL 80.00 01-Oct-2006 240,000.00 240,000.00 Loan Group II 0001394126 CO 80.00 01-Oct-2006 225,600.00 225,600.00 Loan Group II 0001403982 NJ 66.67 01-Oct-2006 1,~~000~~164,~~000~~300.00 1,~~000~~161,~~000~~283.~~00 Loan Group II 0001407743 MD 80.00 01-Nov-2006 593,857.00 593,856.39 Loan Group II 0001414586 CA 80.00 01-Nov-2006 552,000.00 552,000.00 Loan Group II 0001419327 CA~~ 79~~.95~~ ~~01-Oct-2006~~0 ~~650,000~~0.00 ~~650,000~~0.00 Loan Group II 0001430001 AZ 80.00 01-Nov-2006 408,000.00 407,983.89 Loan Group II 0001432827 CA 70.00 01-Nov-2006 1,478,700.00 1,478,699.97 Loan Group II 0001433775 CA 75.00 01-Nov-2006 937,500.00 937,500.00 Loan Group II 0001447442 FL 75.00 01-Nov-2006 868,900.00 868,900.00 Loan Group II 0001447768 DE 80.00 01-Nov-2006 560,000.00 560,000.00 Loan Group II 0001447819 NY 75.00 01-Nov-2006 349,875.00 349,874.36 Loan Group II 0006339677 FL 78.32 01-Oct-2006 520,000.00 520,000.00 Loan Group II 0006344617 VA 58.88 01-Oct-2006 356,200.00 356,200.00 Loan Group II 0007572634 CA 21.34 01-Sep-2006 175,000.00 174,324.12 ~~Loan Group II 0007573082 CA 50.00 01-Oct-2006 800~~6,~~000.00 800~~941,~~000~~242.00 ~~Loan Group II 0007573387 MD 90.00 01-Nov-2006 108~~6,~~000.00 107~~935,~~328~~249.2415 ~~Loan~~0 ~~Group II 0040517592 MI 70~~0.00 ~~01-Mar-2006 334,600~~0.00 ~~334,598.00~~Total ~~Loan~~19 ~~Group II 0090374075 FL 80.00 01-Nov-2006 107~~8,~~200.00 106~~105,~~490~~542.~~89 Loan Group II 0090678475 FL 80.~~00 ~~01-Nov-2006 592~~8,~~000.00 588~~096,~~317~~532.7894 ~~Loan~~0 ~~Group II 0124203950 IL 80~~0.00 ~~01-Oct-2006 198,800~~0.00 ~~197,078.32 Loan Group II 3000871308 AZ 54.97 01-Mar-2006 177,000.00 176,947.49 Loan Group II 3000996754 WA 80.00 01-Oct-2006 217,600.00 217,600.00~~

Prepayment ~~Loan~~ Detail - Prepayments during Current Period (continued) ~~Current~~Summary ~~Loan~~Substitution ~~PIF~~Loans ~~Months~~Liquidated ~~Loan~~Loans Curtailments Original ~~Group~~Current ~~Number~~Original ~~Type~~Current ~~Delinquent~~Principal ~~Rate~~Scheduled ~~Term~~Principal ~~Seasoning~~Scheduled ~~Loan~~Curtailment Group ICount ~~0001431226~~Balance ~~Loan~~Balance ~~Paid~~Count inBalance ~~Full~~Balance 0Amount ~~7.500% 360 7~~ Loan Group I ~~0001447417 Loan Paid in Full (1) 8.250% 360 7 Loan Group I 0001452833 Loan Paid in Full~~ 0 ~~7.250% 360 7 Loan Group I 0090705765 Loan Paid in Full~~ 0 7.~~500%~~00 ~~360 7 Loan Group II 0001354824 Loan Paid in Full~~ 0 7.~~875%~~00 ~~360 8 Loan Group II 0001394126 Loan Paid in Full~~ 0 ~~7.375% 360 8 Loan Group II 0001403982 Loan Paid in Full (1) 7.625% 360 8 Loan Group II 0001407743 Loan Paid in Full~~ 0 7.~~250%~~00 ~~360 7 Loan Group II 0001414586 Loan Paid in Full~~ 0 7.~~625%~~00 ~~360 7 Loan Group II 0001419327 Loan Paid in Full (1) 7~~2,474.~~375%~~05 ~~360 8~~ Loan Group II ~~0001430001 Loan Paid in Full~~ 0 ~~8.000% 360 7 Loan Group II 0001432827 Loan Paid in Full~~ 0 8.~~250%~~00 ~~360 7 Loan Group II 0001433775 Loan Paid in Full~~ 0 7.~~625%~~00 ~~360 7 Loan Group II 0001447442 Loan Paid in Full 0 7.375% 360 7 Loan Group II 0001447768 Loan Paid in Full (~~1) 7304,000.~~125%~~00 ~~360 7 Loan Group II 0001447819 Loan Paid in Full 0 7~~304,000.~~500%~~00 ~~360 7 Loan Group II 0006339677 Loan Paid in Full 0 7~~263,834.~~500%~~05 ~~360~~Total ~~8 Loan Group II 0006344617 Loan Paid in Full~~ 0 70.~~250%~~00 ~~360 8 Loan Group II 0007572634 Loan Paid in Full~~ 0 7.~~250%~~00 ~~360 9 Loan Group II 0007573082 Loan Paid in Full (~~1) 6304,000.~~875%~~00 ~~360 8 Loan Group II 0007573387 Loan Paid in Full 0 7~~304,000.~~375%~~00 ~~360 7 Loan Group II 0040517592 Loan Paid in Full 0 6~~266,308.750% 360 15 Loan Group II 0090374075 Loan Paid in Full 0 7.125% 360 7 Loan Group II 0090678475 Loan Paid in Full 0 7.375% 360 7 Loan Group II 0124203950 Loan Paid in Full 0 7.500% 360 8 Loan Group II 3000871308 Loan Paid in Full 0 7.125% 360 15 Loan Group II 3000996754 Loan Paid in Full (1) 6.875% 360 810

Prepayment ~~Penalty~~Loan Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Prepayment~~First ~~Prepayment~~Original ~~Summary~~ Loan ~~Prior~~LTV ~~Penalty~~at ~~Penalty~~Payment ~~Count~~Principal Prepayment Group Number State Origination Date Balance Amount ~~Waived~~Loan Group I 0001409665 CO 80.00 01-Oct-2006 188,000.00 188,000.00 Loan Group I 00001432789 0CA 80.00 001-Nov-2006 360,000.00 0360,000.00 Loan Group I 0001432804 CO 79.99 01-Oct-2006 110,300.00 110,300.00 Loan Group I 0001443419 FL 80.00 01-Nov-2006 100,000.00 98,954.71 Loan Group I 0001444543 NV 62.11 01-Nov-2006 150,000.00 148,000.74 Loan Group I 0003970214 MS 80.00 01-Sep-2006 116,800.00 116,576.92 Loan Group I 0090546193 MT 80.00 01-Nov-2006 139,200.00 139,200.00 Loan Group II 30001303897 ~~737~~NJ 80.00 01-Mar-2006 415,~~145~~392.4900 15414,~~043~~862.8380 0Loan Group II 0001393871 CA 62.50 01-Sep-2006 1,500,000.00 ~~Total~~1,500,000.00 3Loan ~~737~~Group II 0001399166 NJ 90.00 01-Oct-2006 322,~~145~~200.4900 15322,~~043~~089.8324 0Loan Group II 0001433790 NV 63.33 01-Nov-2006 475,000.00 474,995.16 Loan Group II 0001443524 AZ 80.00 01-Nov-2006 1,000,000.00 1,000,000.00 Loan Group II 0001447584 CA 60.00 01-Nov-2006 1,500,000.00 1,500,000.00 Loan Group II 0001447872 MD 79.08 01-Nov-2006 428,000.00 427,998.92 Loan Group II 0003930654 MS 71.54 01-Sep-2006 93,000.00 92,999.99 Loan Group II 0006009701 CA 80.00 01-Oct-2006 529,600.00 523,893.84 Loan Group II 0090524307 CO 74.99 01-Nov-2006 250,850.00 250,850.00 Loan Group II 0090718552 OH 80.00 01-Nov-2006 152,000.00 151,909.51 Loan Group II 0123671835 NY 80.00 01-Oct-2006 275,200.00 275,195.00 Loan Group II 0124003419 CA 80.00 01-Oct-2006 304,000.00 304,000.00

Prepayment ~~Penalty~~ Loan Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Loan Group I 0001409665 Loan Paid Inin ~~Prepayment~~Full ~~Prepayment~~(1) 7.125% 360 12 Loan Group I 0001432789 Loan Paid in Full ~~Prior~~0 ~~Penalty~~6.875% ~~Penalty~~360 11 Loan Group ~~Number~~I ~~Date~~0001432804 ~~Balance~~Loan ~~Amount~~Paid ~~Waived~~in Full 0 8.250% 360 12 Loan Group I 0001443419 Loan Paid in Full 0 6.875% 360 11 Loan Group I 0001444543 Loan Paid in Full 0 5.875% 360 11 Loan Group I 0003970214 Loan Paid in Full 0 7.750% 360 13 Loan Group I 0090546193 Loan Paid in Full 0 8.000% 360 11 Loan Group II ~~0001394126~~0001303897 ~~05/30/2007~~Loan ~~225,600~~Paid in Full 0 5.00750% 360 19 Loan Group II 0001393871 Loan Paid in Full 0 7.000% 360 13 Loan Group II 0001399166 Loan Paid in Full (1) 8.250% 360 12 Loan Group II 0001433790 Loan Paid in Full 0 6~~,655~~.20875% 360 11 Loan Group II 0001443524 Loan Paid in Full 0 6.00875% 360 11 Loan Group II ~~0040517592~~0001447584 ~~05/07/2007~~Loan ~~334,598~~Paid in Full 0 6.00875% ~~3,346~~360 11 Loan Group II 0001447872 Loan Paid in Full 0 7.00250% 360 11 Loan Group II 0003930654 Loan Paid in Full 0 7.00750% 360 13 Loan Group II ~~3000871308~~0006009701 ~~05/24/2007~~Loan ~~176,947~~Paid in Full 1 7.49125% ~~5,042~~360 12 Loan Group II 0090524307 Loan Paid in Full 0 8.63125% 360 11 Loan Group II 0090718552 Loan Paid in Full 0 6.00750% 360 11 Loan Group II 0123671835 Loan Paid in Full 0 7.625% 360 12 Loan Group II 0124003419 Liquidation 7 7.375% 360 12

~~Summary~~Prepayment ~~SMM~~Penalty ~~CPR~~Detail ~~PSA~~- ~~Current~~Prepayment ~~Month~~Penalty ~~1.941%~~Paid ~~Current~~during ~~Month 20.957%~~ Current ~~Month~~Period ~~1,349.973%~~Prepayment 3Prepayment ~~Month~~Summary ~~Average~~Loan ~~1.674%~~Prior 3Penalty ~~Month~~Penalty ~~Average~~Count ~~18.301%~~Balance 3Amount ~~Month~~Waived Average 1,367.445% 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 4.150% N/A Feb-2007 551.987% N/A Mar-2007 13.990% N/A Mar-2007 1,469.257% N/A Apr-2007 18.900% N/A Apr-2007 1,639.555% N/A May-2007 15.048% N/A May-2007 1,112.808% N/A Jun-2007 20.957% N/A Jun-2007 1,349.973% 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. Loan Group I ~~SMM~~2 ~~CPR PSA Current Month 0~~336,162.~~341%~~67 ~~Current Month 4.017% Current Month 266.136% 3 Month Average 0.844% 3 Month Average~~ 9,764.~~596%~~25 ~~3 Month Average 775.960% 12 Month Average~~ 0.~~000%~~00 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 3.099% N/A Feb-2007 436.884% N/A Mar-2007 20.643% N/A Mar-2007 2,268.563% N/A Apr-2007 12.362% N/A Apr-2007 1,113.778% N/A May-2007 12.409% N/A May-2007 947.966% N/A Jun-2007 4.017% N/A Jun-2007 266.136% 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. Loan Group II ~~SMM CPR PSA Current Month~~ 2~~.505%~~ ~~Current Month 26.246% Current Month~~ 1,~~673~~151,909.~~952%~~51 ~~3 Month Average 1.965% 3 Month Average 21.092% 3 Month Average 1~~29,~~548~~020.~~422%~~00 ~~12 Month Average~~ 0.~~000%~~00 12Total 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 4~~.517%~~ ~~N/A Feb-2007 589.051% N/A Mar-2007 11.532% N/A Mar-2007~~ 1,~~192.623% N/A Apr-2007 21.071% N/A Apr-2007 1~~488,~~804~~072.~~348%~~18 ~~N/A May-2007 15.958% N/A May-2007 1~~38,~~166~~784.~~964%~~25 N/A Jun-2007 26.246% N/A Jun-2007 1,673.952% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.~~2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))~~00

Prepayment Rates

Repurchases ~~Current~~Due to Breaches Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment 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 Loan Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 0 0.00 0.000 5.500 5.749 2 546,000.00 0.~~090~~094 0 0.00 0.000 5.750 5.999 1311 3,~~823~~251,~~389~~246.9118 0.~~629~~560 43 1,~~171~~019,~~682~~839.3842 0.~~727~~660 6.000 6.249 17 5,~~447~~443,~~299~~188.6707 0.~~895~~938 6 1,~~768~~767,~~524~~857.8043 1.~~097~~143 6.250 6.499 56 16,~~247~~229,~~713~~495.3197 2.~~671~~798 23 5,~~817~~815,~~927~~571.3089 3.~~609~~761 6.500 6.749 ~~146~~144 43,~~665~~234,~~573~~102.5472 7.~~178~~453 4544 10,~~719~~561,~~434~~690.6258 6.~~649~~830 6.750 6.999 ~~395~~382 ~~148~~141,~~186~~538,~~817~~060.8290 24.~~360~~399 ~~114~~110 2726,~~796~~526,~~763~~849.6768 17.~~241~~154 7.000 7.249 ~~283~~275 9894,~~518~~170,~~804~~343.7119 16.~~195~~233 ~~102~~99 2524,~~736~~866,~~492~~274.9139 1516.~~963~~080 7.250 7.499 ~~396~~381 ~~121~~116,~~138~~245,~~473~~927.2074 1920.~~913~~039 ~~153~~147 3534,~~680~~292,~~610~~661.7502 22.~~131~~176 7.500 7.749 ~~247~~240 6562,~~580~~518,~~655~~256.1132 10.~~780~~777 8988 16,~~471~~319,~~542~~257.4685 10.~~217~~553 7.750 7.999 ~~201~~191 5451,~~962~~742,~~908~~836.7225 98.~~035~~920 7976 16,~~473~~067,~~783~~501.7960 10.~~218~~391 8.000 8.249 8881 2220,~~033~~009,~~713~~375.2318 3.~~622~~449 4239 87,~~235~~318,~~420~~453.2237 54.~~108~~733 8.250 8.499 6758 1614,~~823~~193,~~171~~810.8813 2.~~765~~447 3731 65,~~419~~151,~~731~~708.4481 3.~~982~~331 8.500 8.749 30 7,~~696~~690,~~735~~677.6176 1.~~265~~326 17 2,~~976~~975,~~550~~328.3376 1.~~846~~924 8.750 8.999 1514 2,~~578~~212,~~926~~141.7922 0.~~424~~381 7 1,~~165~~164,~~091~~133.6638 0.~~723~~753 9.000 9.249 1 69,~~216~~055.6703 0.~~011~~012 0 0.00 0.000 9.250 9.499 3 610,~~913~~678.6662 0.~~100~~105 3 610,~~913~~678.6662 0.~~379~~395 9.500 9.749 2 400,~~539~~150.2911 0.~~066~~069 1 ~~179~~178,~~039~~650.2911 0.~~111~~116 >= 9.750 0 0.00 0.000 0 0.00 0.000 Total 1,~~962~~888 ~~608~~580,~~330~~105,~~853~~345.1239 100.000 ~~722~~694 ~~161~~154,~~223~~636,~~509~~456.2891 100.000

Interest Rate Stratification (continued) Loan Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.500 0 0.00 0.000 5.500 5.749 2 546,000.00 0.~~122~~128 5.750 5.999 98 2,~~651~~231,~~707~~406.5376 0.~~593~~524 6.000 6.249 11 3,~~678~~675,~~774~~330.8764 0.~~823~~864 6.250 6.499 33 10,~~429~~413,~~786~~924.0108 2.~~333~~448 6.500 6.749 ~~101~~100 32,~~946~~672,~~138~~412.9214 7.~~369~~679 6.750 6.999 ~~281~~272 ~~120~~115,~~390~~011,~~054~~211.1522 2627.~~926~~032 7.000 7.249 ~~181~~176 7269,~~782~~304,~~311~~068.80 16.~~278~~289 7.250 7.499 ~~243~~234 8581,~~457~~953,~~862~~266.4572 19.~~114~~262 7.500 7.749 ~~158~~152 4946,~~109~~198,~~112~~998.6547 10.~~984~~858 7.750 7.999 ~~122~~115 3835,~~489~~675,~~124~~334.9365 8.~~608~~385 8.000 8.249 4642 1312,~~798~~690,~~293~~921.0181 32.~~086~~983 8.250 8.499 3027 109,~~403~~042,~~440~~101.4432 2.~~327~~125 8.500 8.749 13 4,~~720~~715,~~185~~349.2800 1.~~056~~108 8.750 8.999 87 1,~~413~~048,~~835~~007.1384 0.~~316~~246 9.000 9.249 1 69,~~216~~055.6703 0.~~015~~016 9.250 9.499 0 0.00 0.000 9.500 9.749 1 221,500.00 0.~~050~~052 >= 9.750 0 0.00 0.000 Total 1,~~240~~194 ~~447~~425,~~107~~468,~~343~~888.8448 100.000

Filing Compare · Morgan Stanley Mortgage Loan Trust 2007-2AX