10-D 1 has07he1_10d-200712.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: November 27, 2007 to December 26, 2007 Commission File Number of issuing entity: 333-131607-13 HSI Asset Securitization Corporation Trust 2007-HE1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131607 HSI Asset Securitization Corporation (Exact name of depositor as specified in its charter) HSBC Bank USA, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2198863 54-2198932 54-2199186 54-6740336 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ R _____ _____ __X___ ____________ P _____ _____ __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 December 26, 2007 a distribution was made to holders of HSI Asset Securitization Corporation Trust 2007-HE1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2007-HE1, relating to the December 26, 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. HSI Asset Securitization Corporation Trust 2007-HE1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: January 3, 2008 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2007-HE1, relating to the December 26, 2007 distribution. EX-99.1 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Distribution Date: 12/26/2007 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Series 2007-HE1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance I-A 40430FAA0 1112/2324/2007 54.~~01250~~92875% ~~319~~313,~~436~~994,~~805~~284.3807 1,~~423~~289,~~268~~666.4311 II-A-1 40430FAB8 1112/2324/2007 4.~~97250~~88875% ~~204~~198,~~779~~992,~~699~~104.6267 ~~905~~810,~~126~~685.2754 II-A-2 40430FAC6 1112/2324/2007 54.~~01250~~92875% 30,548,000.00 ~~136~~125,~~108~~469.3155 II-A-3 40430FAD4 1112/2324/2007 54.~~06250~~97875% 126,204,000.00 ~~567~~523,~~918~~615.0014 II-A-4 40430FAE2 1112/2324/2007 5.~~15250~~06875% 8,313,000.00 3835,~~073~~113.5477 M-1 40430FAF9 1112/2324/2007 5.~~17250~~08875% 44,752,000.00 ~~205~~189,~~759~~776.7545 M-2 40430FAG7 1112/2324/2007 5.~~35250~~26875% 48,915,000.00 ~~232~~214,~~726~~767.7042 M-3 40430FAH5 1112/2324/2007 5.~~40250~~31875% 17,695,000.00 8478,~~975~~429.3240 M-4 40430FAJ1 1112/2324/2007 5.~~57250~~48875% 17,693,000.00 8780,~~639~~927.3304 M-5 40430FAK8 1112/2324/2007 5.~~72250~~63875% 18,213,000.00 9285,~~643~~582.4613 M-6 40430FAL6 1112/2324/2007 5.~~87250~~78875% 13,010,000.00 6762,~~912~~759.2070 M-7 40430FAM4 1112/2324/2007 6.~~87250~~78875% 10,408,000.00 6358,~~581~~881.3209 M-8 40430FAN2 1112/2324/2007 6.~~87250~~78875% 10,928,000.00 6661,~~757~~822.9488 M-9 40430FAP7 1112/2324/2007 6.~~87250~~78875% 14,571,000.00 8982,~~012~~432.6240 M-10 40430FAQ5 1112/2324/2007 6.~~87250~~78875% 16,132,000.00 9891,~~548~~263.6043 X 40430FAS1 1011/3130/2007 0.00000% 38,508,255.28 1,~~626~~597,~~019~~361.5768 R 40430FAT9 1011/3130/2007 0.00000% 0.00 0.00 P 40430FAR3 1011/3130/2007 0.00000% 100.00 ~~126~~73,~~540~~563.7606 Totals ~~940~~928,~~106~~876,~~860~~744.2802 5,~~912~~462,~~612~~116.1279

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 56,~~442~~353,~~521~~880.3124 0.00 ~~313~~307,~~994~~640,~~284~~403.0783 67,~~865~~643,~~789~~546.7435 0.00 II-A-1 56,~~787~~272,~~594~~596.9450 0.00 ~~198~~192,~~992~~719,~~104~~508.6718 67,~~692~~083,~~721~~282.2104 0.00 II-A-2 0.00 0.00 30,548,000.00 ~~136~~125,~~108~~469.3155 0.00 II-A-3 0.00 0.00 126,204,000.00 ~~567~~523,~~918~~615.0014 0.00 II-A-4 0.00 0.00 8,313,000.00 3835,~~073~~113.5477 0.00 M-1 0.00 0.00 44,752,000.00 ~~205~~189,~~759~~776.7545 0.00 M-2 0.00 0.00 48,915,000.00 ~~232~~214,~~726~~767.7042 0.00 M-3 0.00 0.00 17,695,000.00 8478,~~975~~429.3240 0.00 M-4 0.00 0.00 17,693,000.00 8780,~~639~~927.3304 0.00 M-5 0.00 0.00 18,213,000.00 9285,~~643~~582.4613 0.00 M-6 0.00 0.00 13,010,000.00 6762,~~912~~759.2070 0.00 M-7 0.00 0.00 10,408,000.00 6358,~~581~~881.3209 0.00 M-8 0.00 0.00 10,928,000.00 6661,~~757~~822.9488 0.00 M-9 0.00 0.00 14,571,000.00 8982,~~012~~432.6240 0.00 M-10 0.00 0.00 16,132,000.00 9891,~~548~~263.6043 0.00 X 0.00 0.00 38,508,255.28 1,~~626~~597,~~019~~361.5768 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 ~~126~~73,~~540~~563.7606 0.00 Totals 1112,~~230~~626,~~116~~476.2574 0.00 ~~928~~916,~~876~~250,~~744~~267.0229 1718,~~142~~088,~~728~~593.3753 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. NOTE: Additional information on losses passed can be found in the Supplemental Reporting section.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 371,150,000.00 ~~319~~313,~~436~~994,~~805~~284.3807 0.00 56,~~442~~353,~~521~~880.3124 0.00 II-A-1 253,725,000.00 ~~204~~198,~~779~~992,~~699~~104.6267 0.00 56,~~787~~272,~~594~~596.9450 0.00 II-A-2 30,548,000.00 30,548,000.00 0.00 0.00 0.00 II-A-3 126,204,000.00 126,204,000.00 0.00 0.00 0.00 II-A-4 8,313,000.00 8,313,000.00 0.00 0.00 0.00 M-1 44,752,000.00 44,752,000.00 0.00 0.00 0.00 M-2 48,915,000.00 48,915,000.00 0.00 0.00 0.00 M-3 17,695,000.00 17,695,000.00 0.00 0.00 0.00 M-4 17,693,000.00 17,693,000.00 0.00 0.00 0.00 M-5 18,213,000.00 18,213,000.00 0.00 0.00 0.00 M-6 13,010,000.00 13,010,000.00 0.00 0.00 0.00 M-7 10,408,000.00 10,408,000.00 0.00 0.00 0.00 M-8 10,928,000.00 10,928,000.00 0.00 0.00 0.00 M-9 14,571,000.00 14,571,000.00 0.00 0.00 0.00 M-10 16,132,000.00 16,132,000.00 0.00 0.00 0.00 X 38,506,556.18 38,508,255.28 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 Totals 1,040,763,656.18 ~~940~~928,~~106~~876,~~860~~744.2802 0.00 1112,~~230~~626,~~116~~476.2574 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00 56,~~442~~353,~~521~~880.3124 ~~313~~307,~~994~~640,~~284~~403.0783 0.~~84600373~~82888429 56,~~442~~353,~~521~~880.3124 II-A-1 0.00 56,~~787~~272,~~594~~596.9450 ~~198~~192,~~992~~719,~~104~~508.6718 0.~~78428261~~75956058 56,~~787~~272,~~594~~596.9450 II-A-2 0.00 0.00 30,548,000.00 1.00000000 0.00 II-A-3 0.00 0.00 126,204,000.00 1.00000000 0.00 II-A-4 0.00 0.00 8,313,000.00 1.00000000 0.00 M-1 0.00 0.00 44,752,000.00 1.00000000 0.00 M-2 0.00 0.00 48,915,000.00 1.00000000 0.00 M-3 0.00 0.00 17,695,000.00 1.00000000 0.00 M-4 0.00 0.00 17,693,000.00 1.00000000 0.00 M-5 0.00 0.00 18,213,000.00 1.00000000 0.00 M-6 0.00 0.00 13,010,000.00 1.00000000 0.00 M-7 0.00 0.00 10,408,000.00 1.00000000 0.00 M-8 0.00 0.00 10,928,000.00 1.00000000 0.00 M-9 0.00 0.00 14,571,000.00 1.00000000 0.00 M-10 0.00 0.00 16,132,000.00 1.00000000 0.00 X 0.00 0.00 38,508,255.28 1.00004412 0.00 R 0.00 0.00 0.00 0.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 Totals 0.00 1112,~~230~~626,~~116~~476.2574 ~~928~~916,~~876~~250,~~744~~267.0229 0.~~89249537~~88036343 1112,~~230~~626,~~116~~476.2574 NOTE: Accretion amount also includes Net Negative Amortization, if applicable.

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 371,150,000.00 ~~860~~846.~~66766908~~00372914 0.00000000 1417.~~66393994~~11944023 0.00000000 II-A-1 253,725,000.00 ~~807~~784.~~09311112~~28260782 0.00000000 2224.~~81050326~~72202779 0.00000000 II-A-2 30,548,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 126,204,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 8,313,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 44,752,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 48,915,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 17,695,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 17,693,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 18,213,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 13,010,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 10,408,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 10,928,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 14,571,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 16,132,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 38,506,556.18 1000.04412495 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00000000 1417.~~66393994~~11944023 ~~846~~828.~~00372914~~88428891 0.~~84600373~~82888429 1417.~~66393994~~11944023 II-A-1 0.00000000 2224.~~81050326~~72202779 ~~784~~759.~~28260782~~56058008 0.~~78428261~~75956058 2224.~~81050326~~72202779 II-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.04412495 1.00004412 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: Accretion amount also includes Net Negative Amortization, if applicable. NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A 1011/2526/07 - 1112/25/07 3230 54.~~01250~~92875% ~~319~~313,~~436~~994,~~805~~284.3807 1,~~423~~289,~~268~~666.4311 0.00 II-A-1 1011/2526/07 - 1112/25/07 3230 4.~~97250~~88875% ~~204~~198,~~779~~992,~~699~~104.6267 ~~905~~810,~~126~~685.2754 0.00 II-A-2 1011/2526/07 - 1112/25/07 3230 54.~~01250~~92875% 30,548,000.00 ~~136~~125,~~108~~469.3155 0.00 II-A-3 1011/2526/07 - 1112/25/07 3230 54.~~06250~~97875% 126,204,000.00 ~~567~~523,~~918~~615.0014 0.00 II-A-4 1011/2526/07 - 1112/25/07 3230 5.~~15250~~06875% 8,313,000.00 3835,~~073~~113.5477 0.00 M-1 1011/2526/07 - 1112/25/07 3230 5.~~17250~~08875% 44,752,000.00 ~~205~~189,~~759~~776.7545 0.00 M-2 1011/2526/07 - 1112/25/07 3230 5.~~35250~~26875% 48,915,000.00 ~~232~~214,~~726~~767.7042 0.00 M-3 1011/2526/07 - 1112/25/07 3230 5.~~40250~~31875% 17,695,000.00 8478,~~975~~429.3240 0.00 M-4 1011/2526/07 - 1112/25/07 3230 5.~~57250~~48875% 17,693,000.00 8780,~~639~~927.3304 0.00 M-5 1011/2526/07 - 1112/25/07 3230 5.~~72250~~63875% 18,213,000.00 9285,~~643~~582.4613 0.00 M-6 1011/2526/07 - 1112/25/07 3230 5.~~87250~~78875% 13,010,000.00 6762,~~912~~759.2070 0.00 M-7 1011/2526/07 - 1112/25/07 3230 6.~~87250~~78875% 10,408,000.00 6358,~~581~~881.3209 0.00 M-8 1011/2526/07 - 1112/25/07 3230 6.~~87250~~78875% 10,928,000.00 6661,~~757~~822.9488 0.00 M-9 1011/2526/07 - 1112/25/07 3230 6.~~87250~~78875% 14,571,000.00 8982,~~012~~432.6240 0.00 M-10 1011/2526/07 - 1112/25/07 3230 6.~~87250~~78875% 16,132,000.00 9891,~~548~~263.6043 0.00 X N/A N/A 0.00000% ~~940~~928,~~106~~876,~~860~~744.2702 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 43,~~160~~791,~~051~~192.7905 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 I-A 0.00 0.00 1,~~423~~289,~~268~~666.4311 0.00 ~~313~~307,~~994~~640,~~284~~403.0783 II-A-1 0.00 0.00 ~~905~~810,~~126~~685.2754 0.00 ~~198~~192,~~992~~719,~~104~~508.6718 II-A-2 0.00 0.00 ~~136~~125,~~108~~469.3155 0.00 30,548,000.00 II-A-3 0.00 0.00 ~~567~~523,~~918~~615.0014 0.00 126,204,000.00 II-A-4 0.00 0.00 3835,~~073~~113.5477 0.00 8,313,000.00 M-1 0.00 0.00 ~~205~~189,~~759~~776.7545 0.00 44,752,000.00 M-2 0.00 0.00 ~~232~~214,~~726~~767.7042 0.00 48,915,000.00 M-3 0.00 0.00 8478,~~975~~429.3240 0.00 17,695,000.00 M-4 0.00 0.00 8780,~~639~~927.3304 0.00 17,693,000.00 M-5 0.00 0.00 9285,~~643~~582.4613 0.00 18,213,000.00 M-6 0.00 0.00 6762,~~912~~759.2070 0.00 13,010,000.00 M-7 0.00 0.00 6358,~~581~~881.3209 0.00 10,408,000.00 M-8 0.00 0.00 6661,~~757~~822.9488 0.00 10,928,000.00 M-9 0.00 0.00 8982,~~012~~432.6240 0.00 14,571,000.00 M-10 0.00 0.00 9891,~~548~~263.6043 0.00 16,132,000.00 X 0.00 0.00 1,~~626~~597,~~019~~361.5768 0.00 ~~928~~916,~~876~~250,~~744~~267.0228 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 ~~126~~73,~~540~~563.7606 0.00 100.00 Totals 0.00 0.00 5,~~912~~462,~~612~~116.1279 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A 371,150,000.00 54.~~01250~~92875% ~~860~~846.~~66766908~~00372914 3.~~83475261~~47478408 0.00000000 II-A-1 253,725,000.00 4.~~97250~~88875% ~~807~~784.~~09311112~~28260782 3.~~56735154~~19513465 0.00000000 II-A-2 30,548,000.00 54.~~01250~~92875% 1000.00000000 4.~~45555552~~10729180 0.00000000 II-A-3 126,204,000.00 54.~~06250~~97875% 1000.00000000 4.~~50000000~~14895835 0.00000000 II-A-4 8,313,000.00 5.~~15250~~06875% 1000.00000000 4.~~58000000~~22395886 0.00000000 M-1 44,752,000.00 5.~~17250~~08875% 1000.00000000 4.~~59777775~~24062500 0.00000000 M-2 48,915,000.00 5.~~35250~~26875% 1000.00000000 4.~~75777778~~39062496 0.00000000 M-3 17,695,000.00 5.~~40250~~31875% 1000.00000000 4.~~80222210~~43229161 0.00000000 M-4 17,693,000.00 5.~~57250~~48875% 1000.00000000 4.~~95333352~~57395806 0.00000000 M-5 18,213,000.00 5.~~72250~~63875% 1000.00000000 54.~~08666667~~69895844 0.00000000 M-6 13,010,000.00 5.~~87250~~78875% 1000.00000000 54.~~22000000~~82395849 0.00000000 M-7 10,408,000.00 6.~~87250~~78875% 1000.00000000 65.~~10888932~~65729151 0.00000000 M-8 10,928,000.00 6.~~87250~~78875% 1000.00000000 65.~~10888909~~65729136 0.00000000 M-9 14,571,000.00 6.~~87250~~78875% 1000.00000000 65.~~10888889~~65729188 0.00000000 M-10 16,132,000.00 6.~~87250~~78875% 1000.00000000 65.~~10888916~~65729172 0.00000000 X 38,506,556.18 0.00000% ~~24414~~24122.~~20250296~~56083556 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00000000 0.00000000 3.~~83475261~~47478408 0.00000000 ~~846~~828.~~00372914~~88428891 II-A-1 0.00000000 0.00000000 3.~~56735154~~19513465 0.00000000 ~~784~~759.~~28260782~~56058008 II-A-2 0.00000000 0.00000000 4.~~45555552~~10729180 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 4.~~50000000~~14895835 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 4.~~58000000~~22395886 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~59777775~~24062500 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~75777778~~39062496 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~80222210~~43229161 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~95333352~~57395806 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 54.~~08666667~~69895844 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 54.~~22000000~~82395849 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 65.~~10888932~~65729151 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 65.~~10888909~~65729136 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 65.~~10888889~~65729188 0.00000000 1000.00000000 M-10 0.00000000 0.00000000 65.~~10888916~~65729172 0.00000000 1000.00000000 X 0.00000000 0.00000000 4241.~~22708368~~48284964 0.00000000 ~~24122~~23794.~~56083556~~65623976 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~1265407~~735630.60000000 0.00000000 1000.00000000 (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 1516,~~569~~488,~~407~~224.8312 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0261,807.00 Servicer Advances 2,~~080~~211,~~284~~187.5599 Gains & Subsequent Recoveries (Realized Losses) (~~212~~277,~~787~~531.9211) Prepayment Penalties ~~126~~73,~~540~~563.7606 Swap/Cap Payments 0.00 Total Deposits 1718,~~563~~757,~~445~~251.2206 Withdrawals Swap Payments 34286,~~394~~931.5232 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~386~~381,~~322~~726.3321 Payment of Interest and Principal 1718,~~142~~088,~~728~~593.3753 Total Withdrawals (Pool Distribution Amount) 1718,~~563~~757,~~445~~251.2206 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~375~~370,~~354~~889.4231 Credit Risk Manager-OfficeTiger Global RE Services Inc 10,~~967~~836.9190 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~386~~381,~~322~~726.3321 *Servicer Payees include: COUNTRYWIDE HOME LOANS SERVICING LP; OPTION ONE; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Supplemental Interest Cap Trust Account 500.00 0.00 0.00 500.00 Excess Reserve Fund Account 1,000.00 0.00 0.00 1,000.00 Supplemental Interest Trust Swap Account 500.00 34286,~~394~~931.5332 34286,~~394~~931.5332 500.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Agreement - Bear Stearns Financial Products 0.00 0.00 0.00 Swap Agreement - Bear Stearns Financial Products 32,~~394~~978,~~173~~953.6457 3,~~428~~265,~~568~~884.1689 (34286,~~394~~931.5232)

Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~298369~~296233 8.~~149285~~147884 Weighted Average Net Rate 7.~~824759~~822606 7.~~665372~~663946 Weighted Average Pass-Through Rate 7.~~824759~~822606 7.~~665372~~663946 Weighted Average Remaining Term ~~345~~ 344 343 Principal And Interest Constant 3,~~240~~198,~~736~~700.9609 3,~~625~~583,~~337~~981.0208 Beginning Loan Count 2,~~394~~363 2,~~352~~319 Loans Paid in Full 3128 3329 Ending Loan Count 2,~~363~~335 2,~~319~~290 Beginning Scheduled Balance ~~437~~431,~~196~~757,~~348~~372.6231 ~~502~~497,~~910~~119,~~511~~371.6571 Ending Scheduled Balance ~~431~~425,~~757~~534,~~372~~155.3127 ~~497~~490,~~119~~716,~~371~~112.7101 Actual Ending Collateral Balance ~~432~~425,~~090~~901,~~472~~481.7652 ~~497~~491,~~472~~103,~~376~~810.2018 Scheduled Principal ~~217~~213,~~389~~733.6954 ~~210~~208,~~036~~588.1541 Unscheduled Principal 56,~~221~~009,~~586~~483.6250 56,~~581~~194,~~103~~671.7929 Negative Amortized Principal 0.00 0.00 Scheduled Interest 32,~~023~~984,~~347~~966.2755 3,~~415~~375,~~300~~392.8767 Servicing Fees ~~172~~170,~~550~~410.4612 ~~202~~200,~~803~~479.9619 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 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~850~~814,~~796~~556.8143 3,~~212~~174,~~496~~913.9148 Realized Loss Amount ~~96,896~~18.7930 ~~115~~277,~~891~~512.1381 Cumulative Realized Loss 404,~~046~~064.6393 ~~208~~486,~~686~~199.1900 Percentage of Cumulative Losses 0.0826 0.~~0378~~0881 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 4235,~~254~~485.1352 8438,~~286~~077.6354 Prepayment Penalty Paid Count 118 168 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~218617~~216839 Weighted Average Net Rate 7.~~739495~~737694 Weighted Average Pass-Through Rate 7.~~739495~~737694 Weighted Average Remaining Term ~~344~~343 Principal And Interest Constant 6,~~866~~782,~~073~~681.9817 Beginning Loan Count 4,~~746~~682 Loans Paid in Full 6457 Ending Loan Count 4,~~682~~625 Beginning Scheduled Balance ~~940~~928,~~106~~876,~~860~~744.2702 Ending Scheduled Balance ~~928~~916,~~876~~250,~~744~~267.0228 Actual Ending Collateral Balance ~~929~~917,~~562~~005,~~848~~291.9670 Scheduled Principal ~~427~~422,~~425~~321.8495 Unscheduled Principal 1012,~~802~~204,~~690~~154.4179 Negative Amortized Principal 0.00 Scheduled Interest 6,~~438~~360,~~648~~359.1422 Servicing Fees ~~375~~370,~~354~~889.4231 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 65,~~063~~989,~~293~~469.7291 Realized Loss Amount ~~212~~277,~~787~~531.9211 Cumulative Realized Loss ~~612~~890,~~732~~263.8293 Percentage of Cumulative Losses 0.~~0589~~0855 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~126~~73,~~540~~563.7606 Prepayment Penalty Paid Count 2716 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancement Percentage 27.~~003072~~375190% Cumulative Loss Percentage 0.~~057252~~082200% Stepdown Date NO Structural Reporting Net Monthly Excess Cash Flow 1,~~838~~874,~~807~~950.3002 Extra Principal Payment Amount ~~212~~277,~~787~~531.9211 Overcollateralization Amount 38,508,255.28 Overcollateralization Deficiency 0.00 Overcollateralization Increase ~~212~~277,~~787~~531.9211 Overcollateralization Reduction Amount 0.00 Overcollateralization Target Amount 38,508,255.28 Trigger Event Reporting Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.550000% Calculated Value 0.~~057252~~082200% Delinquency Trigger Event Trigger Result Fail Threshold Value 9.~~023533~~146839% Calculated Value 1215.~~821098~~482608% Trigger Event Trigger Result N/A

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 711 0 0 711 12,~~653~~352,~~832~~474.1508 0.00 0.00 12,~~653~~352,~~832~~474.1508 30 Days ~~252~~264 3 1 0 ~~256~~1 51268 52,~~186~~665,~~704~~002.6557 ~~554~~459,~~686~~519.2498 ~~193,459.52~~ 0.00 51249,~~934~~989.84 53,~~850~~374,512.4139 60 Days ~~146~~154 40 1618 0 ~~166~~172 3134,~~011~~884,~~575~~828.6651 ~~623,682~~0.0800 3,~~774~~230,~~016~~429.9443 0.00 3538,~~409~~115,~~274~~257.6894 90 Days 72 96 3947 0 ~~120~~125 1516,~~473~~059,~~373~~419.8825 1619,~~465,164~~023.1880 9,~~748~~820,~~596~~184.9144 0.00 26,~~687~~498,~~134~~627.9749 120 Days 2540 510 6857 2 ~~100~~109 37,~~870~~918,~~702~~980.5363 ~~861~~1,~~372~~937,115.0411 1513,~~323~~722,~~953~~137.1547 ~~510~~473,~~423~~108.4539 2024,~~566~~051,~~451~~341.1760 150 Days 21 711 4462 85 8099 23,~~572~~432,~~668~~933.0348 1,~~416~~818,~~593~~689.6004 1013,~~620~~946,~~665~~652.4346 1,~~602~~266,~~909~~792.8110 1620,~~212~~465,~~836~~067.8708 180+ Days 2428 1318 ~~111~~128 5288 ~~200~~262 4,~~611~~958,~~349~~030.6939 13,~~551~~410,~~655~~149.7475 2730,~~903~~704,~~873~~849.0122 1018,~~753~~865,~~418~~848.0489 4457,~~820~~938,~~296~~878.4825 Totals ~~540~~579 4859 ~~279~~312 6296 ~~929~~1,046 ~~108~~119,~~726~~919,~~374~~194.4483 810,~~126~~596,~~986~~971.0376 6771,~~564~~424,~~564~~253.9602 1220,~~866~~855,~~751~~739.3022 ~~197~~222,~~284~~796,~~676~~158.7383 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.~~149509~~237838% 0.000000% 0.000000% 0.~~149509~~237838% 0.~~177915~~256539% 0.000000% 0.000000% 0.~~177915~~256539% 30 Days 5.~~382315~~708108% 0.~~064075~~064865% 0.~~021358~~000000% 0.~~000000~~021622% 5.~~467749~~794595% 5.~~506535~~743151% 0.~~059672~~050111% 0.~~020812~~000000% 0.~~000000~~027262% 5.~~587019~~820524% 60 Days 3.~~118326~~329730% 0.~~085434~~000000% 0.~~341734~~389189% 0.000000% 3.~~545493~~718919% 3.~~336146~~804212% 0.~~067094~~000000% 0.~~405999~~352280% 0.000000% 34.~~809239~~156493% 90 Days 1.~~537804~~556757% 0.~~192226~~129730% 01.~~832977~~016216% 0.000000% 2.~~563007~~702703% 1.~~664586~~751290% 0.~~157619~~067505% 1.~~048729~~070897% 0.000000% 2.~~870934~~889692% 120 Days 0.~~533960~~864865% 0.~~106792~~216216% 1.~~452371~~232432% 0.~~042717~~043243% 2.~~135839~~356757% 0.~~416400~~863570% 0.~~092664~~211244% 1.~~648512~~496408% 0.~~054910~~051593% 2.~~212486~~622814% 150 Days 0.~~448526~~454054% 0.~~149509~~237838% 01.~~939769~~340541% 0.~~170867~~108108% 12.~~708672~~140541% 0.~~276761~~374364% 0.~~152394~~198329% 1.~~142544~~520891% 0.~~172437~~138144% 12.~~744136~~231728% 180+ Days 0.~~512601~~605405% 0.~~277659~~389189% 2.~~370782~~767568% 1.~~110636~~902703% 45.~~271679~~664865% 0.~~496077~~540676% 0.~~166923~~371879% 3.~~001827~~348383% 12.~~156825~~057333% 46.~~821653~~318271% Totals 1112.~~533533~~518919% 1.~~025203~~275676% 56.~~958992~~745946% 12.~~324220~~075676% 1922.~~841948~~616216% 1113.~~696506~~077263% 01.~~874280~~155606% 7.~~268424~~788859% 12.~~384172~~274331% 2124.~~223382~~296060% 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 2,~~080~~211,~~284~~187.5599

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 59 0 0 59 1,~~055~~754,~~894~~804.5520 0.00 0.00 1,~~055~~754,~~894~~804.5520 30 Days ~~130~~132 1 0 01 ~~131~~134 2425,~~694~~001,~~716~~790.51 ~~270~~175,~~668~~686.0018 0.00 0249,989.0084 2425,~~965~~427,~~384~~466.5153 60 Days 7073 10 1015 0 8188 1415,~~052~~895,~~160~~112.4493 ~~175,904~~0.2600 2,~~484~~790,~~644~~997.2514 0.00 1618,~~712~~686,~~708~~110.9507 90 Days 3137 63 1624 0 5364 57,~~400~~381,~~831~~485.4157 ~~671~~271,~~214~~441.1522 35,~~693~~085,~~024~~745.5706 0.00 912,~~765~~738,~~070~~671.1385 120 Days 1115 46 4024 1 5646 12,~~787~~444,~~222~~442.9564 ~~704~~960,~~388~~589.3644 75,~~974~~014,~~352~~223.9505 ~~369~~250,~~794~~980.6949 108,~~835~~670,~~758~~235.9562 150 Days 57 58 1936 4 3355 ~~383~~1,~~093~~090,730.6392 1,~~035~~260,~~828~~342.1262 36,~~846~~834,~~688~~343.5852 ~~811~~1,~~535~~126,163.4134 610,~~077~~311,~~145~~580.7440 180+ Days 510 11 5462 2035 90118 ~~941~~1,~~366~~457,345.2625 1,~~120~~329,~~535~~501.4007 1011,~~684~~995,~~147~~163.5370 36,~~199~~565,~~664~~024.4690 1521,~~945~~347,~~713~~034.6592 Totals ~~252~~274 3338 ~~139~~161 2541 ~~449~~514 4753,~~259~~270,~~391~~907.2082 5,~~034~~752,~~432~~364.8473 2831,~~682~~720,~~857~~472.8847 48,~~380~~192,~~994~~158.5657 8598,~~357~~935,~~676~~903.4859 0-29 Days 0.~~211595~~385439% 0.000000% 0.000000% 0.~~211595~~385439% 0.~~244369~~412021% 0.000000% 0.000000% 0.~~244369~~412021% 30 Days 5.~~501481~~653105% 0.~~042319~~042827% 0.000000% 0.~~000000~~042827% 5.~~543800~~738758% 5.~~715173~~870323% 0.~~062642~~041250% 0.000000% 0.~~000000~~058697% 5.~~777814~~970270% 60 Days 23.~~962336~~126338% 0.~~042319~~000000% 0.~~423191~~642398% 0.000000% 3.~~427846~~768737% 3.~~252134~~732110% 0.~~040710~~000000% 0.~~575029~~655315% 0.000000% 34.~~867873~~387425% 90 Days 1.~~311892~~584582% 0.~~253915~~128480% 01.~~677105~~027837% 0.000000% 2.~~242912~~740899% 1.~~249931~~733144% 0.~~155341~~063733% 01.~~854688~~194113% 0.000000% 2.~~259960~~990990% 120 Days 0.~~465510~~642398% 0.~~169276~~256959% 1.~~692763~~027837% 0.~~042319~~042827% 21.~~369869~~970021% 0.~~413622~~573946% 0.~~163019~~225543% 1.~~845529~~177320% 0.~~085583~~058929% 2.~~507752~~035737% 150 Days 0.~~211595~~299786% 0.~~211595~~342612% 01.~~804063~~541756% 0.~~169276~~171306% 12.~~396530~~355460% 0.~~088661~~256099% 0.~~239725~~295924% 01.~~890251~~604677% 0.~~187816~~264419% 12.~~406452~~421119% 180+ Days 0.~~211595~~428266% 0.~~465510~~471092% 2.~~285231~~655246% 01.~~846382~~498929% 35.~~808718~~053533% 0.~~217863~~342179% 0.~~259329~~312162% 2.~~472664~~816417% 01.~~740508~~541442% 35.~~690365~~012200% Totals 1011.~~664410~~734475% 1.~~396530~~627409% 56.~~882353~~895075% 1.~~057977~~755889% 1922.~~001270~~012848% 1012.~~937383~~507801% 1.~~165134~~350633% 67.~~638160~~447843% 1.~~013907~~923487% 1923.~~754584~~229763% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 0 0 2 597,~~937~~669.6088 0.00 0.00 597,~~937~~669.6088 30 Days ~~122~~132 2 10 0 ~~125~~134 2627,~~491~~663,~~988~~212.1406 ~~284~~283,~~018~~833.2480 ~~193,459~~0.5200 0.00 2627,~~969~~947,~~465~~045.9086 60 Days 7681 0 3 6 0 8584 1618,~~959~~989,~~415~~715.2258 ~~447,777~~0.8200 1439,~~289,372~~432.6929 0.00 1819,~~696~~429,~~565~~147.7387 90 Days 4135 3 23 0 6761 108,~~072~~677,~~542~~933.4768 ~~793~~347,~~950~~582.0358 64,~~055~~734,~~572~~439.3438 0.00 1613,~~922~~759,~~064~~955.8464 120 Days 1425 14 2833 1 4463 25,~~083~~474,~~479~~537.5899 ~~156~~976,~~983~~525.6867 78,~~349~~707,~~600~~914.2042 ~~140~~222,~~628~~127.7690 915,~~730~~381,~~692~~105.2298 150 Days 1614 23 2526 41 4744 2,~~189~~342,~~574~~202.4056 ~~380~~558,~~765~~346.4842 67,~~773~~112,~~976~~308.8594 ~~791~~140,~~374~~628.4076 10,~~135~~153,~~691~~486.1368 180+ Days 1918 27 5766 3253 ~~110~~144 3,~~669~~500,~~983~~685.4314 ~~431~~2,~~120~~080,648.3468 1718,~~219~~709,~~725~~685.4852 712,~~553~~300,~~753~~823.5899 2836,~~874~~591,~~582~~843.8333 Totals ~~288~~305 1521 ~~140~~151 3755 ~~480~~532 6166,~~466~~648,~~983~~287.2401 34,~~092~~844,~~553~~607.1903 3839,~~881~~703,~~707~~780.0855 812,~~485~~663,~~756~~580.7465 ~~111~~123,~~927~~860,~~000~~255.2524 0-29 Days 0.~~086244~~087336% 0.000000% 0.000000% 0.~~086244~~087336% 0.~~120195~~121699% 0.000000% 0.000000% 0.~~120195~~121699% 30 Days 5.~~260888~~764192% 0.~~086244~~087336% 0.~~043122~~000000% 0.000000% 5.~~390254~~851528% 5.~~325318~~632864% 0.~~057092~~057795% 0.~~038888~~000000% 0.000000% 5.~~421299~~690660% 60 Days 3.~~277275~~537118% 0.~~129366~~000000% 0.~~258732~~131004% 0.000000% 3.~~665373~~668122% 3.~~409117~~866742% 0.~~090011~~000000% 0.~~259185~~089478% 0.000000% 3.~~758312~~956220% 90 Days 1.~~768003~~528384% 0.~~129366~~131004% 01.~~991807~~004367% 0.000000% 2.~~889176~~663755% 21.~~024744~~767026% 0.~~159597~~070776% 10.~~217268~~964040% 0.000000% 32.~~401609~~801843% 120 Days 01.~~603708~~091703% 0.~~043122~~174672% 1.~~207417~~441048% 0.~~043122~~043668% 12.~~897370~~751092% 01.~~418813~~114742% 0.~~031556~~198843% 1.~~477389~~773131% 0.~~028269~~045230% 13.~~956027~~131946% 150 Days 0.~~689953~~611354% 0.~~086244~~131004% 1.~~078051~~135371% 0.~~172488~~043668% 21.~~026736~~921397% 0.~~440140~~476926% 0.~~076540~~113692% 1.~~361679~~448229% 0.~~159079~~028635% 2.~~037438~~067483% 180+ Days 0.~~819319~~786026% 0.~~086244~~305677% 2.~~457956~~882096% 12.~~379905~~314410% 46.~~743424~~288210% 0.~~737726~~712820% 0.~~086662~~423668% 3.~~461444~~809721% 12.~~518427~~504730% 57.~~804259~~450939% Totals 1213.~~419146~~318777% 0.~~646831~~917031% 6.~~037085~~593886% 12.~~595515~~401747% 2023.~~698577~~231441% 1213.~~355859~~571120% 0.~~621653~~986473% 78.~~815852~~084600% 12.~~705774~~578595% 2225.~~499139~~220789% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary Summary Group I Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 7271 1514,~~998~~808,~~607~~599.5276 1.~~721~~615 3031 65,~~233~~768,~~446~~229.4471 1.~~443~~354 210 - 239 6470 1115,~~944~~970,~~717~~983.4338 1.~~285~~742 3729 56,~~540~~276,~~741~~739.5862 1.~~282~~474 240 - 269 3762 911,~~247~~397,~~253~~266.4056 01.~~995~~243 1736 35,~~082~~192,~~612~~024.8782 01.~~713~~219 270 - 299 2535 69,~~858~~105,~~521~~586.0789 0.~~738~~993 616 13,~~088~~021,~~912~~128.7601 0.~~252~~709 300 - 329 224 ~~771~~6,~~197~~656,441.0666 0.~~083~~726 06 01,088,912.0076 0.~~000~~256 Total ~~200~~262 4457,~~820~~938,~~296~~878.4825 46.~~822~~319 90118 1521,~~945~~347,~~713~~034.6592 35.~~690~~012

180+ Delinquency Summary (continued) Group II Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 4240 9,~~765~~040,~~161~~370.0805 1.~~963~~841 210 - 239 2741 69,~~403~~694,~~975~~243.8576 1.~~287~~974 240 - 269 2026 6,~~164~~205,~~640~~241.5374 1.~~239~~264 270 - 299 19 56,~~769~~084,~~608~~458.3188 1.~~160~~239 300 - 329 218 ~~771~~5,~~197~~567,528.0690 01.~~155~~134 Total ~~110~~144 2836,~~874~~591,~~582~~843.8333 57.~~804~~452 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1835 ~~Dec~~Jan-0607 0.000% Original Principal Balance 48,~~387~~262,~~125~~470.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 48,~~381~~248,~~641~~987.9192 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current REO Total ~~Apr~~May-07 0.000% Loans in REO 6296 ~~May~~Jun-07 0.~~000~~036% Original Principal Balance 1220,~~880~~883,~~604~~074.00 ~~Jun~~Jul-07 0.~~036~~045% Current Actual Balance 1220,~~866~~855,~~751~~739.3022 ~~Jul-07 0.045%~~ Aug-07 0.156% Sep-07 0.404% Oct-07 0.908% Nov-07 1.384% Dec-07 2.274% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 23 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~631~~1,~~750~~023,450.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~630~~1,~~815~~022,075.5485 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current REO Total ~~Apr~~May-07 0.000% Loans in REO 1 ~~May~~Jun-07 0.~~000~~077% Original Principal Balance 42,000.00 ~~Jun~~Jul-07 0.~~077~~079% Current Actual Balance 41,967.95 ~~Jul-07 0.079%~~ Aug-07 0.239% Sep-07 0.448% Oct-07 0.557% Nov-07 1.014% Dec-07 1.923% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 13 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~141~~236,~~100~~000.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~140~~235,~~628~~593.7619 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current REO Total ~~Apr~~May-07 0.000% Loans in REO 43 ~~May~~Jun-07 0.000% Original Principal Balance ~~494~~236,~~500~~000.00 ~~Jun~~Jul-07 0.~~000~~016% Current Actual Balance ~~493~~235,~~559~~593.4219 ~~Jul-07 0.016%~~ Aug-07 0.083% Sep-07 0.365% Oct-07 1.213% Nov-07 1.706% Dec-07 2.579% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Group I 0011632841 Dec-2007 01-Oct-2006 RI 90.00 315,000.00 Group I 0060926772 Oct-2007 01-Nov-2006 TX 80.00 66,300.00 Group I 0061031065 Sep-2007 01-Dec-2006 MO 85.00 130,900.00 Group I 0061032190 Jun-2007 01-Dec-2006 MD 80.00 294,320.00 Group I 0061033174 Sep-2007 01-Dec-2006 MO 85.00 122,995.00 Group I 0154727713 Aug-2007 01-Oct-2006 MI 90.00 113,400.00 Group I 0154730279 Sep-2007 01-Oct-2006 MI 90.00 81,000.00 Group I 0154733158 Aug-2007 01-Oct-2006 MI 90.00 102,060.00 Group I 0154735369 Aug-2007 01-Oct-2006 MI 90.00 134,100.00 Group I 0154737308 Sep-2007 01-Oct-2006 MI 90.00 98,100.00 Group I 0154738835 Aug-2007 01-Oct-2006 MI 90.00 88,200.00 Group I 0155547599 Aug-2007 01-Nov-2006 MN 95.00 209,000.00 Group I 0155647951 Nov-2007 01-Nov-2006 CO 95.00 261,250.00 Group I 0155707011 Dec-2007 01-Dec-2006 CA 95.00 380,000.00 Group I 0155726359 Nov-2007 01-Nov-2006 VA 95.00 370,500.00 Group I 0155747215 Dec-2007 01-Dec-2006 MD 93.20 394,250.00 Group I 0171034606 Oct-2007 01-Oct-2006 AZ 90.00 108,000.00 Group I 0211046873 Aug-2007 01-Nov-2006 VA 80.00 128,000.00 Group I 0231085601 Dec-2007 01-Nov-2006 RI 90.00 252,000.00 Group I 0291007378 Dec-2007 01-Oct-2006 VA 90.00 252,000.00 Group I 0341035428 Dec-2007 01-Nov-2006 NC 80.00 75,200.00 Group I 0551020227 Oct-2007 01-Nov-2006 OK 79.46 58,034.00 Group I 0607104056 Dec-2007 01-Sep-2006 IN 90.00 62,100.00 Group I 0608016190 Nov-2007 01-Oct-2006 CO 100.00 240,000.00 Group I 0608039072 Dec-2007 01-Oct-2006 CA 100.00 250,000.00 Group I 0608176151 Dec-2007 01-Dec-2006 FL 90.00 324,000.00 Group I 0609133515 Dec-2007 01-Nov-2006 MN 100.00 205,000.00 Group I 0609156845 Dec-2007 01-Dec-2006 MN 80.00 152,000.00 Group I 0609224523 Sep-2007 01-Dec-2006 CO 80.00 168,000.00 Group I 0609224524 Oct-2007 01-Dec-2006 CO 20.00 42,000.00 Group I 0609268924 Nov-2007 01-Dec-2006 IL 80.00 174,400.00 Group I 0610038755 Dec-2007 01-Dec-2006 CA 59.00 168,150.00 Group I 0610040137 Nov-2007 01-Dec-2006 VA 80.00 332,000.00 Group I 0610040444 Dec-2007 01-Dec-2006 CA 80.00 296,000.00 Group I 0610040701 Nov-2007 01-Dec-2006 TN 85.00 361,250.00 Group I 0610053289 Nov-2007 01-Dec-2006 CT 85.00 261,800.00 Group I 0610065854 Sep-2007 01-Dec-2006 CO 82.22 144,700.00 Group I 0610096318 Dec-2007 01-Dec-2006 MN 80.00 176,000.00 Group I 0610100212 Dec-2007 01-Dec-2006 CA 80.00 249,200.00 Group I 0610108638 Oct-2007 01-Dec-2006 VA 90.00 297,000.00 Group I 0691009976 Dec-2007 01-Oct-2006 MD 95.00 267,900.00 Group II 0011605664 Oct-2007 01-Sep-2006 CA 80.00 512,000.00 Group II 0011659336 Aug-2007 01-Oct-2006 CA 80.00 202,400.00 Group II 0031045351 Nov-2007 01-Nov-2006 CA 80.00 271,920.00 Group II ~~0060926050~~0060812360 ~~Sep~~Dec-2007 06-Nov-2006 GA 80.00 132,000.00 Group II 0060927093 Dec-2007 01-Nov-2006 MS 80.00 194,400.00 Group II 0060930679 Dec-2007 01-Dec-2006 CA 80.00 ~~260~~336,000.00 Group II 0060930753 Sep-2007 10-Nov-2006 TN 90.00 103,500.00 Group II 0060938930 Sep-2007 01-Dec-2006 MI 79.34 192,000.00 Group II 0060944490 Dec-2007 09-Nov-2006 AR 90.00 371,700.00 Group II 0060994860 Dec-2007 01-Nov-2006 CA 80.00 540,000.00 Group II 0061019080 Oct-2007 01-Jan-2007 AZ 80.00 275,200.00 Group II 0061027020 Oct-2007 01-Dec-2006 CA 78.71 610,000.00 Group II 0061031236 Oct-2007 01-Jan-2007 CO 80.00 148,800.00 Group II 0061031921 Oct-2007 17-Nov-2006 MO 80.00 88,000.00 Group II 0061031930 Oct-2007 01-Dec-2006 VA 90.00 393,300.00 Group II 0061033066 Oct-2007 01-Dec-2006 MO 80.00 87,920.00 Group II 0061035802 Sep-2007 30-Nov-2006 MI 90.00 65,700.00 Group II 0061036319 Sep-2007 01-Dec-2006 KS 80.00 256,000.00 Group II 0061040200 Dec-2007 01-Dec-2006 CO 80.00 124,000.00 Group II 0061041220 Oct-2007 01-Dec-2006 MN 80.00 300,000.00 Group II 0061042730 Nov-2007 01-Dec-2006 MN 85.00 148,750.00 Group II 0061043630 Sep-2007 01-Dec-2006 MI 75.00 124,500.00 Group II 0061046660 Sep-2007 01-Dec-2006 MI 79.52 66,000.00 Group II 0061046720 Oct-2007 01-Dec-2006 MN 80.00 204,000.00 Group II 0068753284 Aug-2007 01-Nov-2006 MN 95.00 142,500.00 Group II 0155890676 Dec-2007 01-Dec-2006 FL 95.00 285,000.00 Group II 0156095838 Dec-2007 01-Dec-2006 VA 89.20 223,000.00 Group II 0581012324 Dec-2007 01-Oct-2006 CA 90.00 449,990.00 Group II 0607194394 Oct-2007 01-Sep-2006 CA 100.00 340,000.00 Group II 0608028268 Sep-2007 01-Nov-2006 CA 95.00 289,750.00 Group II 0608039663 Oct-2007 01-Oct-2006 AZ 92.68 570,000.00 Group II 0608040398 Nov-2007 01-Nov-2006 CA 89.90 458,500.00 Group II 0608107036 Dec-2007 01-Nov-2006 CA 100.00 397,000.00 Group II 0608164164 Dec-2007 01-Oct-2006 MA 80.00 244,000.00 Group II 0608164165 Dec-2007 01-Oct-2006 MA 20.00 61,000.00 Group II 0608218512 Dec-2007 01-Nov-2006 GA 100.00 200,000.00 Group II 0608298286 Oct-2007 01-Nov-2006 MI 100.00 126,600.00 Group II 0609110157 Nov-2007 01-Nov-2006 AZ 100.00 230,000.00 Group II 0609110640 Oct-2007 01-Dec-2006 CA 90.00 144,900.00 Group II 0609134618 Nov-2007 01-Nov-2006 CA 100.00 440,000.00 Group II 0609156510 Dec-2007 01-Dec-2006 MO 90.00 111,780.00 Group II 0609188508 Nov-2007 01-Nov-2006 OH 100.00 76,000.00 Group II 0609188631 Dec-2007 01-Dec-2006 CA 80.00 300,000.00 Group II 0609188632 Dec-2007 01-Dec-2006 CA 20.00 75,000.00 Group II 0609269343 Dec-2007 01-Dec-2006 GA 90.00 198,000.00 Group II 0609282373 Jul-2007 01-Nov-2006 AL 100.00 80,300.00 Group II 0610027007 Nov-2007 01-Dec-2006 CA 100.00 166,000.00 Group II 0610052703 Nov-2007 01-Dec-2006 CA 80.00 284,000.00 Group II 0610053058 Nov-2007 01-Dec-2006 MN 85.00 88,655.00 Group II 0610053182 Oct-2007 01-Dec-2006 CO 80.00 400,000.00 Group II 0610053183 Dec-2007 01-Dec-2006 CO 20.00 100,000.00 Group II 0610054161 Dec-2007 01-Dec-2006 TN 90.00 100,800.00 Group II 0610064581 Nov-2007 01-Dec-2006 VA 85.00 141,100.00 Group II 0610097223 Oct-2007 01-Dec-2006 MN 80.00 124,000.00 Group II 0610206694 Nov-2007 01-Dec-2006 AL 90.00 81,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0011632841 313,629.81 01-May-2007 5 9.150% 15,798.06 Group I 0060926772 66,078.14 01-Apr-2007 56 8.990% 3,~~266~~732.8240 Group I 0061031065 130,753.14 01-Jan-2007 89 8.890% 89,~~204~~113.8567 Group I 0061032190 294,320.00 01-Dec-2006 910 8.090% 1618,~~754~~615.2280 Group I 0061033174 122,780.70 01-Feb-2007 78 8.740% 78,~~570~~409.6109 Group I 0154727713 113,131.09 01-Feb-2007 78 9.750% 78,~~938~~818.7559 Group I 0154730279 80,797.57 01-Feb-2007 78 9.500% 56,~~518~~129.0451 Group I 0154733158 101,804.98 01-Feb-2007 78 9.500% 67,~~952~~723.7420 Group I 0154735369 133,782.02 01-Feb-2007 78 9.750% 910,~~387~~428.8832 Group I 0154737308 97,854.88 01-Feb-2007 78 9.500% 67,~~682~~423.9652 Group I 0154738835 87,979.59 01-Feb-2007 78 9.500% 6,~~008~~674.5235 Group I 0155547599 208,607.54 01-Jan-2007 89 8.375% 1213,~~475~~857.9049 Group I 0155647951 261,020.85 01-Feb-2007 78 8.950% 1618,~~771~~632.6397 Group I 0155707011 379,659.19 01-Feb-2007 8 7.875% 23,695.76 Group I 0155726359 369,794.69 01-May-2007 45 8.250% 1416,~~550~~973.3801 Group I 0155747215 393,896.49 01-Mar-2007 7 8.875% 25,087.55 Group I 0171034606 107,661.03 01-Mar-2007 67 9.300% 67,~~447~~251.2614 Group I 0211046873 127,819.38 01-Jan-2007 89 9.750% 10,038.63 Group I 0231085601 250,980.49 01-Jun-2007 4 9.500% 11,~~037~~529.0575 Group I 0291007378 251,701.55 01-Feb-2007 8 8.700% 17,599.52 Group I 0341035428 75,066.70 01-Feb-2007 8 10.050% 6,086.44 Group I 0551020227 57,980.76 01-Dec-2006 910 9.850% 4,~~141~~599.0097 Group I 0607104056 61,931.65 01-Feb-2007 8 10.000% 4,892.63 Group I 0608016190 240,000.00 01-Apr-2007 56 7.750% 1011,~~150~~600.00 Group I 0608039072 249,989.84 01-Sep-2007 1 9.250% 5,468.55 Group I 0608176151 323,946.78 01-Dec-2006 10 9.875% 25,281.59 Group I 0609133515 204,160.63 01-Apr-2007 6 7.999% 10,181.27 Group I 0609156845 151,587.09 01-Mar-2007 7 7.990% 8,492.12 Group I 0609224523 167,984.94 01-Jan-2007 89 7.490% 89,~~806~~785.6820 Group I 0609224524 41,967.95 01-Jan-2007 89 11.490% 3,~~454~~837.0145 Group I 0609268924 173,728.26 01-Apr-2007 56 7.375% 7,940.32 Group I 0610038755 167,592.28 01-Apr-2007 6 8.125% 8,~~950~~498.5977 Group I 0610040137 331,729.01 01-Apr-2007 56 9.950% 1820,~~277~~886.2447 Group I 0610040444 295,762.50 01-Mar-2007 7 9.250% 19,393.68 Group I 0610040701 360,387.61 01-Mar-2007 67 8.625% 1921,~~478~~906.7871 Group I 0610053289 261,674.57 01-Jan-2007 89 8.625% 1517,~~926~~694.9830 Group I 0610065854 144,355.86 01-Feb-2007 78 7.199% 8,029.67 Group I 0610096318 175,737.31 01-May-2007 5 8.600% 8,297.23 Group I 0610100212 248,520.17 01-Mar-2007 7 8.990% 15,~~229~~790.7880 Group I 0610108638 297,000.00 01-Jan-2007 89 7.625% 1517,~~870~~634.9640 Group I 0691009976 267,001.53 01-May-2007 5 10.650% 16,100.21 Group II 0011605664 511,197.06 01-~~Nov~~Feb-~~2006~~2007 108 8.375% 3033,~~159~~506.6505 Group II 0011659336 202,079.41 01-~~Dec~~Feb-~~2006~~2007 98 7.695% 1012,~~890~~098.3839 Group II 0031045351 271,635.65 01-Feb-2007 78 8.350% 1618,~~382~~199.2598 Group II ~~0060926050~~0060812360 ~~260~~131,~~000~~553.0071 0106-~~Nov~~Apr-~~2006~~2007 106 8.~~840~~940% 167,~~263~~391.21 Group II 0060927093 194,400.00 01-Mar-2007 7 9.290% 12,815.82 Group II 0060930679 335,546.68 01-Jan-2007 9 7.990% 20,863.51 Group II 0060930753 103,445.10 10-Feb-2007 78 10.620% 78,~~848~~719.2364 Group II 0060938930 191,895.99 01-Dec-2006 910 9.040% 1213,~~251~~608.2337 Group II 0060944490 371,191.16 09-Apr-2007 6 8.840% 20,625.96 Group II 0060994860 540,000.00 01-Mar-2007 7 7.930% 30,091.50 Group II 0061019080 275,200.00 01-Feb-2007 78 7.990% 1517,~~459~~177.3000 Group II 0061027020 609,757.17 01-Jan-2007 89 9.250% 3944,~~975~~412.9683 Group II 0061031236 148,784.00 01-Feb-2007 78 8.740% 910,~~194~~216.8550 Group II 0061031921 87,671.19 17-Jan-2007 89 8.060% 45,~~957~~505.0282 Group II 0061031930 393,300.00 01-Apr-2007 56 7.990% 1719,~~183~~638.8872 Group II 0061033066 87,678.24 01-Apr-2007 56 9.040% 4,~~360~~981.3580 Group II 0061035802 65,611.23 28-Feb-2007 78 11.440% 5,~~377~~974.8332 Group II 0061036319 255,797.49 01-Dec-2006 910 7.180% 1214,~~756~~167.5059 Group II 0061040200 123,892.15 01-Apr-2007 6 9.740% 7,626.92 Group II 0061041220 299,326.55 01-Feb-2007 78 7.490% 1517,~~643~~375.8520 Group II 0061042730 148,647.53 01-Mar-2007 67 9.760% 910,~~170~~316.7717 Group II 0061043630 124,423.79 01-Feb-2007 78 9.200% 89,~~112~~012.2156 Group II 0061046660 65,845.16 01-Mar-2007 67 8.740% 34,~~609~~059.4437 Group II 0061046720 204,000.00 01-Feb-2007 78 7.940% 1112,~~383~~648.2000 Group II 0068753284 142,359.26 01-Dec-2006 910 9.500% 10,789.09 Group II 0155890676 284,734.87 01-Mar-2007 7 8.750% 17,867.63 Group II 0156095838 222,127.90 01-Jun-2007 4 9.000% 9,~~712~~565.7632 Group II 0581012324 449,754.31 01-Dec-2006 10 9.700% 35,188.95 Group II 0607194394 340,000.00 01-Jan-2007 89 9.500% 2225,~~950~~500.00 Group II 0608028268 289,532.59 01-Jan-2007 89 8.490% 1719,~~328~~251.7752 Group II 0608039663 569,681.43 01-Jan-2007 89 10.500% 4247,~~696~~437.6707 Group II 0608040398 457,678.64 01-Mar-2007 7 8.500% 27,433.16 Group II 0608107036 396,744.94 01-Feb-2007 8 9.990% 31,352.22 Group II 0608164164 243,074.00 01-Mar-2007 7 8.375% 14,320.66 Group II 0608164165 60,825.38 01-Apr-2007 6 10.490% 4,046.20 Group II 0608218512 199,260.02 01-Apr-2007 6 8.500% 2410,~~388~~603.4927 Group II 0608298286 126,267.33 01-Mar-2007 67 9.259% 78,~~359~~276.0258 Group II 0609110157 229,568.21 01-Apr-2007 56 7.750% 911,~~699~~083.3819 Group II 0609110640 144,726.24 01-Jan-2007 89 8.590% 89,~~755~~725.9960 Group II 0609134618 439,999.99 01-Feb-2007 78 8.990% 2831,~~017~~130.00 Group II 0609156510 111,699.19 01-Apr-2007 6 10.350% 7,331.05 Group II 0609188508 75,898.06 01-Jan-2007 9 9.990% 5,987.40 Group II 0609188631 299,981.35 01-Feb-2007 8 7.990% 18,723.90 Group II 0609188632 74,852.05 01-Mar-2007 7 9.990% 5,~~390~~319.27 Group II 0609269343 197,505.23 01-Apr-2007 6 9.500% 11,828.69 Group II 0609282373 80,246.99 01-Dec-2006 910 11.375% 67,~~532~~256.3375 Group II 0610027007 165,820.05 01-Mar-2007 67 10.500% 1112,~~049~~429.1432 Group II 0610052703 284,000.00 01-Mar-2007 67 7.500% 1314,~~253~~910.3603 Group II 0610053058 88,602.08 01-Feb-2007 78 9.900% 6,~~242~~935.1612 Group II 0610053182 399,693.45 01-Jan-2007 89 6.990% 1921,~~418~~571.5463 Group II 0610053183 99,915.76 01-Jan-2007 9 10.250% 8,101.52 Group II 0610054161 100,765.21 01-Dec-2006 10 11.150% 8,922.92 Group II 0610064581 140,628.76 01-May-2007 45 9.000% 56,~~968~~960.0871 Group II 0610097223 123,930.15 01-Feb-2007 78 9.459% 89,~~320~~244.8646 Group II 0610206694 80,827.95 01-Apr-2007 56 11.999% 56,~~416~~189.6244

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 6982 ~~Dec~~Jan-0607 0.000% Original Principal Balance 16,~~477~~467,~~099~~854.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 16,~~430~~419,~~383~~258.5206 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Foreclosure Total ~~Apr~~May-07 0.~~000~~798% Loans in Foreclosure ~~279~~312 ~~May~~Jun-07 01.~~798~~918% Original Principal Balance 6771,~~704~~590,~~636~~420.00 ~~Jun~~Jul-07 12.~~918~~844% Current Actual Balance 6771,~~564~~424,~~564~~253.9602 ~~Jul-07 2.844%~~ Aug-07 4.350% Sep-07 5.963% Oct-07 6.357% Nov-07 7.268% Dec-07 7.789% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 18 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~185~~1,~~000~~571,675.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~184~~1,~~078~~565,691.9911 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Foreclosure Total ~~Apr~~May-07 0.~~000~~281% Loans in Foreclosure 1115 ~~May~~Jun-07 01.~~281~~415% Original Principal Balance 2,~~376~~858,~~600~~225.00 ~~Jun~~Jul-07 12.~~415~~430% Current Actual Balance 2,~~369~~847,~~828~~055.6648 ~~Jul-07 2.430%~~ Aug-07 3.553% Sep-07 5.339% Oct-07 6.030% Nov-07 6.638% Dec-07 7.448% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 85 ~~Dec~~Jan-0607 0.000% Original Principal Balance 1544,~~883,600~~701.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 1543,~~875,527~~132.6766 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Foreclosure Total ~~Apr~~May-07 01.~~000~~256% Loans in Foreclosure 25 ~~May~~Jun-07 12.~~256~~361% Original Principal Balance 5,~~690~~242,~~050~~701.00 ~~Jun~~Jul-07 23.~~361~~207% Current Actual Balance 5,~~672~~226,~~861~~301.7579 ~~Jul-07 3.207%~~ Aug-07 5.047% Sep-07 6.508% Oct-07 6.640% Nov-07 7.816% Dec-07 8.085% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I 0011583540 Nov-2007 01-Oct-2006 OH 80.00 144,000.00 Group I ~~0011632841~~0011644818 ~~Sep~~Jul-2007 01-Oct-2006 RIIL 9085.00 ~~315~~297,500.00 Group I 0051069826 Dec-2007 01-Nov-2006 LA 100.00 165,000.00 Group I ~~0011644818~~0060721130 ~~Jul~~Dec-2007 01-Oct-2006 ILGA 8580.00 ~~297~~104,~~500~~000.00 Group I 0060928446 Dec-2007 01-Dec-2006 WI 80.00 69,600.00 Group I 0060933130 Sep-2007 01-Nov-2006 IN 80.00 73,600.00 Group I 0060940840 Dec-2007 01-Dec-2006 IL 90.00 94,500.00 Group I 0060941570 Sep-2007 01-Nov-2006 WI 80.00 61,600.00 Group I 0061031653 Aug-2007 10-Nov-2006 SC 90.00 82,800.00 Group I 0061031798 Dec-2007 01-Dec-2006 PA 90.00 72,000.00 Group I 0061069373 Jul-2007 01-Aug-2006 OH 95.00 80,750.00 Group I 0061069908 Sep-2007 01-Oct-2006 OH 78.45 91,000.00 Group I 0061072282 Jun-2007 01-Nov-2006 OH 80.00 74,320.00 Group I 0061149010 Jul-2007 10-Dec-2006 IN 85.00 52,700.00 Group I 0151037153 Nov-2007 01-Nov-2006 NY 97.02 320,150.00 Group I ~~0155557465~~0155114432 ~~May~~Dec-2007 01-Nov-2006 WICA 95.00 ~~100~~285,~~700~~475.00 Group I ~~0155597875~~0155182462 ~~Sep~~Dec-2007 01-~~Nov~~Dec-2006 LAGA 9580.00 ~~394~~115,~~250~~200.00 Group I ~~0155707011~~0155408008 ~~Jun~~Dec-2007 01-~~Dec~~Nov-2006 CAWI 87.36 112,700.00 Group I 0155557465 May-2007 01-Nov-2006 WI 95.00 ~~380~~100,~~000~~700.00 Group I ~~0155747215~~0155597875 Sep-2007 01-~~Dec~~Nov-2006 MDLA 9395.2000 394,250.00 Group I ~~0211046908~~0155715907 ~~Nov~~Dec-2007 01-~~Oct~~Nov-2006 VANJ 9095.00 ~~278~~351,~~100~~500.00 Group I ~~0231085601~~0155812464 ~~Nov~~Dec-2007 01-~~Nov~~Dec-2006 RIMD 9094.0058 ~~252~~392,~~000~~500.00 Group I ~~0261058282~~0231085689 ~~Sep~~Dec-2007 01-Nov-2006 OHMA 8588.0016 ~~102~~216,000.00 Group I ~~0291007378~~0261058282 Sep-2007 01-~~Oct~~Nov-2006 VAOH 9085.00 ~~252~~102,000.00 Group I 0291007510 Oct-2007 01-Nov-2006 MA 86.10 174,000.00 Group I 0291007538 Aug-2007 01-Nov-2006 OH 85.00 89,250.00 Group I ~~0341035428~~0351038978 ~~Sep~~Dec-2007 01-Nov-2006 NCTX 80.00 75140,~~200~~428.00 Group I 0371036691 Dec-2007 01-Nov-2006 FL 85.00 361,250.00 Group I 0371037729 Jul-2007 01-Nov-2006 FL 80.00 184,000.00 Group I 0371037982 Aug-2007 01-Oct-2006 FL 90.00 189,900.00 Group I 0371037997 Oct-2007 01-Oct-2006 FL 90.00 177,300.00 Group I 0371038486 Aug-2007 01-Nov-2006 FL 75.00 168,750.00 Group I 0371038505 Nov-2007 01-Nov-2006 FL 90.00 133,200.00 Group I 0401009464 Dec-2007 01-Oct-2006 CA 90.00 225,000.00 Group I 0401009726 Sep-2007 01-Oct-2006 WI 80.00 110,800.00 Group I 0521045277 Dec-2007 01-Nov-2006 IN 89.82 135,000.00 Group I 0521045866 Sep-2007 01-Nov-2006 MO 80.00 71,488.00 Group I 0551018421 Dec-2007 01-Oct-2006 AZ 100.00 135,000.00 Group I 0551019298 Aug-2007 01-Oct-2006 TX 95.00 111,043.00 Group I 0606194881 Oct-2007 01-Sep-2006 VT 100.00 375,000.00 Group I 0606218631 Sep-2007 01-Aug-2006 CO 100.00 187,000.00 Group I ~~0607104056~~0607103704 ~~Jul~~Dec-2007 01-Sep-2006 INWI 90100.00 62129,~~100~~000.00 Group I 0607137603 Jul-2007 01-Oct-2006 NJ 100.00 375,000.00 Group I 0607138237 Nov-2007 01-Oct-2006 MD 100.00 308,000.00 Group I 0607194749 Nov-2007 01-Sep-2006 IL 90.00 91,350.00 Group I 0608027467 Sep-2007 01-Nov-2006 AZ 95.00 223,155.00 Group I 0608096251 Nov-2007 01-Oct-2006 IL 90.00 151,200.00 Group I 0608140196 Oct-2007 01-Oct-2006 MA 80.00 163,920.00 Group I 0608175445 Sep-2007 01-Oct-2006 FL 100.00 247,000.00 Group I ~~0608176151~~0608220304 ~~Jun~~Nov-2007 01-~~Dec~~Oct-2006 FLMD 90100.00 ~~324~~362,000.00 Group I ~~0608220304~~0608220377 ~~Nov~~Dec-2007 01-~~Oct~~Nov-2006 MDLA ~~100~~75.00 ~~362~~195,000.00 Group I ~~0608221035~~0608221996 ~~Sep~~Nov-2007 01-Nov-2006 ILMD 80.00 ~~429~~82,~~600~~000.00 Group I ~~0608221996~~0608244572 ~~Nov~~Dec-2007 01-Nov-2006 MDGA 80100.00 82145,000.00 Group I 0608255667 Oct-2007 01-Nov-2006 IL 85.00 335,750.00 Group I ~~0608309805~~0608309588 ~~Nov~~Dec-2007 01-Nov-2006 MIIL 100.00 ~~145~~164,~~300~~900.00 Group I 0609065788 Sep-2007 01-Nov-2006 FL 85.00 93,500.00 Group I 0609077554 Aug-2007 01-Nov-2006 FL 77.02 181,000.00 Group I 0609087918 Jul-2007 01-Nov-2006 CT 90.00 265,500.00 Group I 0609088791 Jul-2007 01-Dec-2006 NJ 80.00 380,000.00 Group I 0609110354 Jun-2007 01-Nov-2006 NY 74.14 205,000.00 Group I 0609119509 Dec-2007 01-Dec-2006 ME 71.65 273,000.00 Group I 0609121598 Nov-2007 01-Nov-2006 IN 85.00 379,950.00 Group I 0609121937 Sep-2007 01-Nov-2006 IL 78.00 362,700.00 Group I ~~0609133504~~0609122404 ~~Aug~~Dec-2007 01-~~Nov~~Dec-2006 FLIL ~~100~~80.00 ~~200~~161,~~000~~600.00 Group I ~~0609133515~~0609133504 ~~Sep~~Aug-2007 01-Nov-2006 MNFL 100.00 ~~205~~200,000.00 Group I 0609156325 Sep-2007 01-Nov-2006 CA 89.99 395,956.00 Group I 0609156603 Sep-2007 01-Dec-2006 CA 85.00 267,750.00 Group I ~~0609156845~~0609157155 ~~Oct~~Dec-2007 01-~~Dec~~Nov-2006 MNIL 8085.00 ~~152~~229,~~000~~500.00 Group I 0609167421 Nov-2007 01-Nov-2006 NY 85.00 303,875.00 Group I 0609187721 Dec-2007 01-Dec-2006 NJ 90.00 207,000.00 Group I 0609187911 Dec-2007 01-Nov-2006 WI 100.00 125,000.00 Group I 0609199628 Aug-2007 01-Dec-2006 CA 85.00 365,500.00 Group I 0609200803 Sep-2007 01-Nov-2006 FL 75.00 210,000.00 Group I 0609201674 Jun-2007 01-Nov-2006 KY 90.00 148,500.00 Group I 0609212170 Aug-2007 01-Dec-2006 NJ 80.00 372,000.00 Group I 0609212205 Aug-2007 01-Dec-2006 IL 89.65 259,100.00 Group I 0609224025 Oct-2007 01-Nov-2006 IL 85.00 255,000.00 Group I ~~0609224052~~0609224279 ~~Nov~~Oct-2007 01-~~Nov~~Dec-2006 FL 7562.0050 ~~168~~100,000.00 Group I ~~0609224279~~0609224284 ~~Oct~~May-2007 01-Dec-2006 NY 95.00 279,300.00 Group I 0609224540 Dec-2007 01-Dec-2006 FL 6276.5053 ~~100~~75,000.00 Group I ~~0609224284~~0609224580 ~~May~~Dec-2007 01-Dec-2006 NYTX 9580.00 ~~279~~120,~~300~~000.00 Group I 0609254928 Nov-2007 01-Dec-2006 FL 79.61 82,000.00 Group I 0609255846 Aug-2007 01-Dec-2006 FL 85.00 193,800.00 Group I 0609267286 Oct-2007 01-Dec-2006 RI 85.00 191,250.00 Group I 0609268532 Oct-2007 01-Dec-2006 MA 80.00 204,000.00 Group I 0609268646 Sep-2007 01-Nov-2006 PA 80.00 224,000.00 Group I 0609270419 Nov-2007 01-Dec-2006 NJ 75.00 120,000.00 Group I 0609270765 Jul-2007 01-Dec-2006 FL 90.00 122,130.00 Group I 0609271991 Nov-2007 01-Dec-2006 ID 85.00 198,050.00 Group I 0609282553 Nov-2007 01-Dec-2006 MD 90.00 121,500.00 Group I ~~0609283280~~0609282861 ~~Jul~~Dec-2007 01-Dec-2006 NYAL 8590.00 ~~331~~216,~~500~~000.00 Group I ~~0609283609~~0609283280 ~~Sep~~Jul-2007 01-Dec-2006 SCNY 9085.00 66331,~~600~~500.00 Group I ~~0610026302~~0609295504 ~~Nov~~Dec-2007 01-Dec-2006 NYCA 6280.6057 ~~385~~228,000.00 Group I ~~0610026411~~0610025811 ~~Aug~~Dec-2007 01-Dec-2006 NYNM 8094.0061 ~~160~~158,000.00 Group I ~~0610027402~~0610026302 ~~Sep~~Nov-2007 01-Dec-2006 NY 8062.0060 ~~408~~385,000.00 Group I ~~0610038161~~0610026411 ~~Oct~~Aug-2007 01-Dec-2006 ILNY 80.00 ~~248~~160,000.00 Group I ~~0610038547~~0610027402 Sep-2007 01-Dec-2006 AZNY 80.00 ~~180~~408,000.00 Group I ~~0610038755~~0610038161 ~~Sep~~Oct-2007 01-Dec-2006 CAIL 5980.00 ~~168~~248,~~150~~000.00 Group I 0610038931 Aug-2007 01-Dec-2006 CT 80.00 84,800.00 Group I 0610039031 Aug-2007 01-Dec-2006 IL 90.00 157,500.00 Group I 0610039986 Aug-2007 01-Dec-2006 HI 100.00 207,000.00 Group I ~~0610040104~~0610040508 ~~Aug~~Dec-2007 01-Dec-2006 FLAL 6785.1600 ~~180~~59,~~000~~500.00 Group I ~~0610040444~~0610040541 ~~Aug~~Sep-2007 01-Dec-2006 CAFL 8083.0008 ~~296~~162,000.00 Group I ~~0610040541~~0610041000 ~~Sep~~Aug-2007 01-Dec-2006 FLND 83100.0800 ~~162~~109,000.00 Group I ~~0610041000~~0610041952 ~~Aug~~Dec-2007 01-Dec-2006 NDCA ~~100~~84.0038 ~~109~~135,000.00 Group I 0610052246 Nov-2007 01-Dec-2006 IL 80.00 300,000.00 Group I 0610052319 Oct-2007 01-Dec-2006 IL 90.00 355,500.00 Group I 0610052419 Jul-2007 01-Dec-2006 IA 90.00 126,000.00 Group I 0610052846 Oct-2007 01-Dec-2006 NM 71.38 268,400.00 Group I 0610053309 Dec-2007 01-Dec-2006 FL 85.00 258,400.00 Group I 0610054062 Jun-2007 01-Dec-2006 ME 89.52 188,000.00 Group I 0610054162 Sep-2007 01-Dec-2006 AZ 80.00 244,000.00 Group I 0610064550 Oct-2007 01-Dec-2006 MO 82.29 144,000.00 Group I 0610065081 Sep-2007 01-Dec-2006 FL 85.00 171,700.00 Group I ~~0610065117~~0610065217 ~~Nov~~Dec-2007 01-Dec-2006 ILUT 8577.0033 ~~289~~232,000.00 Group I 0610065691 Sep-2007 01-Dec-2006 OR 75.00 161,250.00 Group I 0610096317 Nov-2007 01-Dec-2006 CT 100.00 185,000.00 Group I ~~0610096318~~0610096493 Oct-2007 01-Dec-2006 MNIL 8087.0046 ~~176~~249,~~000~~250.00 Group I ~~0610096493~~0610097196 ~~Oct~~Sep-2007 01-Dec-2006 ILCA 8760.4600 ~~249,~~250,200.00 Group I ~~0610097196~~0610097549 ~~Sep~~Jul-2007 01-Dec-2006 CAIL 60100.00 ~~250~~133,~~200~~000.00 Group I ~~0610097549~~0610108806 ~~Jul~~Dec-2007 01-Dec-2006 ILWI ~~100~~80.00 ~~133~~305,~~000~~600.00 Group I ~~0610100212~~0610109459 ~~Jul~~Dec-2007 01-Dec-2006 CAAZ 8070.00 ~~249~~131,~~200~~600.00 Group I 0610109466 Sep-2007 01-Dec-2006 MD 94.89 223,000.00 Group I 0610111230 Aug-2007 01-Dec-2006 ID 90.00 234,000.00 Group I 0610112048 Oct-2007 01-Dec-2006 SC 90.00 94,050.00 Group I 0610112566 Dec-2007 01-Dec-2006 NV 79.57 261,000.00 Group I 0610122792 Oct-2007 01-Dec-2006 FL 85.00 242,250.00 Group I 0610123033 Nov-2007 01-Dec-2006 IA 85.00 137,700.00 Group I 0610123147 Jun-2007 01-Dec-2006 IL 85.00 76,500.00 Group I 0610135111 Nov-2007 01-Dec-2006 MA 80.00 224,000.00 Group I 0610135587 Jul-2007 01-Dec-2006 NJ 68.43 174,500.00 Group I 0610136186 Aug-2007 01-Dec-2006 NY 75.00 363,750.00 Group I 0610136216 Sep-2007 01-Dec-2006 FL 77.40 298,000.00 Group I 0610136578 Nov-2007 01-Dec-2006 CO 95.00 213,750.00 Group I 0610166997 Dec-2007 01-Dec-2006 MD 85.00 212,500.00 Group I 0610170560 Dec-2007 01-Dec-2006 NJ 80.00 328,000.00 Group I 0610170687 Dec-2007 01-Dec-2006 NH 85.00 197,200.00 Group I 0610181683 Jun-2007 01-Dec-2006 NJ 74.72 269,000.00 Group I 0610182627 Dec-2007 01-Dec-2006 TX 85.00 76,500.00 Group I 0610195373 Oct-2007 01-Dec-2006 CA 80.00 292,000.00 Group I 0610238054 Nov-2007 01-Dec-2006 FL 67.91 227,500.00 Group I 0610238592 Oct-2007 01-Dec-2006 IN 85.00 108,800.00 Group I 0610240972 Dec-2007 01-Dec-2006 IL 90.00 175,500.00 Group I 0610252696 Nov-2007 01-Dec-2006 CT 80.00 188,000.00 Group I 0621017613 Jul-2007 01-Sep-2006 FL 95.00 194,750.00 Group I 0621018229 Aug-2007 01-Nov-2006 FL 95.00 138,130.00 Group I 0621018520 Nov-2007 01-Nov-2006 FL 95.00 251,750.00 Group I 0651019163 Jul-2007 01-Aug-2006 MD 95.00 194,750.00 Group I 0651020425 Oct-2007 01-Oct-2006 NY 80.00 208,000.00 Group I 0651022028 Aug-2007 01-Nov-2006 IN 80.00 84,000.00 Group I 0671014693 Nov-2007 01-Nov-2006 FL 85.00 272,000.00 Group I 0681014024 Jul-2007 01-Nov-2006 ME 76.92 60,000.00 Group I ~~0691009976~~0691009941 Dec-2007 01-Nov-2006 MD 90.00 342,000.00 Group I 0741017006 Dec-2007 01-Oct-2006 MDGA 9590.00 ~~267~~81,~~900~~000.00 Group I 0831067649 Nov-2007 01-Sep-2006 NY 73.46 263,000.00 Group I 0841017014 Sep-2007 01-Sep-2006 MI 75.00 82,500.00 Group I 0841017319 Nov-2007 01-Oct-2006 MI 90.00 53,100.00 Group I 0841018662 Oct-2007 01-Oct-2006 MI 85.00 174,250.00 Group I 0841019078 Dec-2007 01-Nov-2006 MI 70.00 165,900.00 Group I 0861003088 Jun-2007 01-Oct-2006 FL 90.00 207,000.00 Group I 0861003123 Jun-2007 01-Oct-2006 FL 90.00 194,400.00 Group II 0011625800 Sep-2007 01-Sep-2006 CA 80.00 276,400.00 Group II 0051068438 Aug-2007 01-Oct-2006 LA 95.00 323,000.00 Group II 0051070296 Jul-2007 01-Nov-2006 LA 80.00 64,000.00 Group II ~~0060812360~~0060822840 ~~Sep~~Aug-2007 0601-Nov-2006 GACA 80.00 ~~132~~588,000.00 Group II ~~0060822840~~0060831760 ~~Aug~~Oct-2007 01-Nov-2006 CAFL 80.00 ~~588~~407,~~000~~200.00 Group II ~~0060831760~~0060837450 ~~Oct~~Aug-2007 01-Nov-2006 FLOH 80.00 ~~407~~167,~~200~~920.00 Group II ~~0060837450~~0060878910 ~~Aug~~Dec-2007 0115-~~Nov~~Oct-2006 OHPA 80.00 ~~167~~102,~~920~~400.00 Group II 0060883380 Sep-2007 30-Oct-2006 IL 80.00 80,000.00 Group II 0060883820 Oct-2007 10-Nov-2006 NY 75.00 138,750.00 Group II 0060908530 Nov-2007 01-Dec-2006 CA 73.42 499,999.00 Group II 0060926266 Jun-2007 01-Nov-2006 FL 85.00 212,500.00 Group II 0060926670 Aug-2007 01-Dec-2006 CA 85.00 267,750.00 Group II ~~0060927093~~0060927766 ~~Nov~~Dec-2007 0104-Nov-2006 MSVA 80.00 ~~194~~160,~~400~~000.00 Group II 0060928207 Oct-2007 04-Nov-2006 AL 90.00 50,400.00 Group II 0060928915 Dec-2007 10-Nov-2006 NC 90.00 306,000.00 Group II 0060928948 Nov-2007 15-Nov-2006 GA 79.20 210,675.00 Group II 0060929025 Nov-2007 03-Nov-2006 FL 80.00 436,792.00 Group II ~~0060930679~~0060929314 ~~Aug~~Dec-2007 01-Dec-2006 CAIA 80.00 ~~336~~225,~~000~~600.00 Group II 0060933780 Oct-2007 17-Nov-2006 IN 80.00 190,400.00 Group II ~~0060944490~~0060968340 ~~Sep~~Oct-2007 0901-~~Nov~~Dec-2006 ARFL 90.00 ~~371~~468,~~700~~000.00 Group II ~~0060968340~~0060978240 Oct-2007 01-Dec-2006 FLNY 9075.00 ~~468~~270,000.00 Group II ~~0060978240~~0060979930 ~~Oct~~Dec-2007 01-~~Dec~~Nov-2006 NYNJ 7577.0098 ~~270~~425,000.00 Group II 0060980760 May-2007 01-Dec-2006 NY 85.00 637,500.00 Group II 0060981140 May-2007 01-Dec-2006 NJ 80.00 444,000.00 Group II ~~0060994860~~0061002220 ~~Aug~~Sep-2007 01-~~Nov~~Dec-2006 CA 8090.00 ~~540~~414,000.00 Group II ~~0061002220~~0061009400 ~~Sep~~Dec-2007 01-Dec-2006 CA 9080.00 ~~414~~201,~~000~~600.00 Group II 0061013630 Sep-2007 01-Dec-2006 NV 75.00 385,500.00 Group II ~~0061016340~~0061018260 ~~Sep~~Dec-2007 11-Nov-2006 VA 90.00 50,400.00 Group II 0061027430 Dec-2007 01-Dec-2006 PACA 80.00 ~~100~~512,000.00 Group II 0061031066 Oct-2007 01-Dec-2006 KS 90.00 146,700.00 Group II 0061031174 Aug-2007 01-Dec-2006 PA 90.00 171,000.00 Group II 0061031634 Dec-2007 01-Dec-2006 MN 83.66 242,600.00 Group II 0061031651 Sep-2007 16-Nov-2006 FL 85.00 132,600.00 Group II 0061031985 Nov-2007 16-Nov-2006 MO 80.00 168,000.00 Group II 0061032653 Dec-2007 23-Nov-2006 TN 90.00 53,100.00 Group II 0061033114 Oct-2007 01-Dec-2006 IL 80.00 218,400.00 Group II ~~0061034417~~0061034865 ~~Oct~~Dec-2007 2401-~~Nov~~Dec-2006 TNIN 8580.00 ~~318~~92,~~750~~800.00 Group II 0061038210 Sep-2007 12-Nov-2006 IN 80.00 56,800.00 Group II 0061038852 Nov-2007 01-Jan-2007 OH 80.00 98,000.00 Group II ~~0061040200~~0061040900 Aug-2007 01-Dec-2006 COIA 80.00 ~~124~~60,~~000~~400.00 Group II ~~0061040900~~0061041120 ~~Aug~~Dec-2007 01-Dec-2006 IAOH 80.00 60201,~~400~~600.00 Group II 0061041700 Nov-2007 01-Dec-2006 IN 90.00 70,650.00 Group II 0061045800 Dec-2007 01-Dec-2006 MO 82.99 61,000.00 Group II 0061046200 Nov-2007 01-Dec-2006 IL 85.00 270,300.00 Group II 0061046550 Oct-2007 01-Dec-2006 IL 90.00 102,600.00 Group II 0061143025 Dec-2007 14-Dec-2006 TN 90.00 90,000.00 Group II 0061148650 Dec-2007 01-Jan-2007 WV 80.00 104,000.00 Group II 0151037043 Jul-2007 01-Oct-2006 NJ 80.00 448,000.00 Group II 0154274336 Nov-2007 01-Nov-2006 OH 90.00 115,200.00 Group II 0154303994 Nov-2007 01-Nov-2006 MA 90.00 428,400.00 Group II 0154354856 Oct-2007 01-Sep-2006 KS 90.00 50,400.00 Group II 0154371934 Nov-2007 01-Nov-2006 OH 90.00 90,000.00 Group II 0154373146 Nov-2007 01-Nov-2006 OH 90.00 90,000.00 Group II 0154508477 Nov-2007 01-Nov-2006 AR 90.00 180,000.00 Group II 0154732978 Nov-2007 01-Nov-2006 CA 90.00 544,500.00 Group II 0154902712 Nov-2007 01-Nov-2006 FL 90.00 585,000.00 Group II 0155128366 Oct-2007 01-Dec-2006 FL 95.00 242,250.00 Group II 0155242282 Nov-2007 01-Nov-2006 TX 80.00 159,238.00 Group II 0155290091 Nov-2007 01-Dec-2006 OH 90.00 72,000.00 Group II 0155324866 Oct-2007 01-Nov-2006 NJ 95.00 285,000.00 Group II 0155542897 Jun-2007 01-Nov-2006 MD 95.00 287,850.00 Group II ~~0155626237~~0155566292 ~~Nov~~Dec-2007 01-Nov-2006 WAFL 9580.00 ~~494~~180,000.00 Group II ~~0155683717~~0155626237 ~~Sep~~Nov-2007 01-~~Dec~~Nov-2006 FLWA 9395.2100 ~~151~~494,000.00 Group II ~~0155788243~~0155683717 ~~May~~Sep-2007 01-Dec-2006 FL 9093.0021 ~~346~~151,~~500~~000.00 Group II ~~0155890676~~0155788243 ~~Aug~~May-2007 01-Dec-2006 FL 9590.00 ~~285~~346,~~000~~500.00 Group II ~~0156095838 Nov-2007 01-Dec-2006 VA 89.20 223,000.00 Group II~~ 0321037171 Nov-2007 01-Nov-2006 UT 100.00 256,000.00 Group II 0331048140 Sep-2007 01-Sep-2006 NY 85.00 327,250.00 Group II 0341035570 Oct-2007 01-Nov-2006 SC 80.00 100,800.00 Group II 0371039225 Nov-2007 01-Nov-2006 FL 80.00 92,720.00 Group II 0401009189 Sep-2007 01-Oct-2006 FL 72.10 429,000.00 Group II 0511050246 Oct-2007 01-Oct-2006 CA 90.00 423,000.00 Group II 0551020509 Aug-2007 01-Nov-2006 OK 80.00 372,000.00 Group II 0581012008 Sep-2007 01-Oct-2006 NV 90.00 459,000.00 Group II ~~0581012324~~0607149388 ~~Aug~~Jul-2007 01-~~Oct~~Sep-2006 CAFL 9080.00 ~~449~~68,~~990~~000.00 Group II ~~0607149388~~0607170734 ~~Jul~~Nov-2007 01-Sep-2006 FLIL 80100.00 68485,000.00 Group II ~~0607170734~~0608118847 Nov-2007 01-~~Sep~~Oct-2006 ILFL 100.00 ~~485~~360,000.00 Group II ~~0608107036~~0608118976 ~~Jul~~Sep-2007 01-Nov-2006 CA 100.00 ~~397~~377,000.00 Group II ~~0608118847~~0608119378 ~~Nov~~Sep-2007 01-~~Oct~~Dec-2006 FLAZ 100.00 ~~360~~197,000.00 Group II ~~0608118976~~0608175837 Sep-2007 01-~~Nov~~Oct-2006 CAOH 100.00 ~~377~~450,000.00 Group II ~~0608119378~~0608187183 ~~Sep~~Jun-2007 01-~~Dec~~Oct-2006 AZIL ~~100~~80.00 ~~197~~276,000.00 Group II ~~0608164164~~0608187232 ~~Sep~~Nov-2007 01-Oct-2006 MAIL 80.00 ~~244~~280,000.00 Group II ~~0608175837~~0608219480 ~~Sep~~Dec-2007 01-Oct-2006 OHIL 100.00 ~~450~~120,000.00 Group II ~~0608187183~~0608221115 ~~Jun~~Dec-2007 01-~~Oct~~Dec-2006 ILNJ 80.00 ~~276~~388,000.00 Group II ~~0608187232~~0608244360 ~~Nov~~Dec-2007 01-~~Oct~~Nov-2006 ILMO 8090.00 ~~280~~116,~~000~~100.00 Group II ~~0608218512~~0608255585 ~~Sep~~Dec-2007 01-Nov-2006 GAVA 100.00 ~~200~~250,000.00 Group II 0608287620 Nov-2007 01-Nov-2006 MO 100.00 150,500.00 Group II 0608297938 Sep-2007 01-Nov-2006 FL 100.00 425,000.00 Group II 0608298997 Dec-2007 01-Nov-2006 MO 90.00 53,100.00 Group II 0609012165 Jul-2007 01-Nov-2006 FL 100.00 600,000.00 Group II 0609012571 Dec-2007 01-Nov-2006 CA 100.00 510,000.00 Group II 0609053294 Jun-2007 01-Nov-2006 FL 100.00 330,000.00 Group II 0609077050 Jun-2007 01-Nov-2006 FL 100.00 325,000.00 Group II 0609088025 Jun-2007 01-Nov-2006 FL 100.00 397,000.00 Group II 0609088286 Aug-2007 01-Dec-2006 NJ 90.00 535,500.00 Group II 0609088924 Nov-2007 01-Nov-2006 CA 100.00 328,200.00 Group II 0609111020 Sep-2007 01-Nov-2006 AZ 100.00 230,000.00 Group II 0609121599 Aug-2007 01-Nov-2006 CA 80.00 624,000.00 Group II 0609133936 Nov-2007 01-Dec-2006 IL 80.00 343,200.00 Group II 0609134147 Oct-2007 01-Dec-2006 CA 80.00 497,340.00 Group II ~~0609156227~~0609145542 ~~Oct~~Dec-2007 01-~~Dec~~Nov-2006 ILFL 80100.00 ~~292~~139,~~000~~900.00 Group II ~~0609156510~~0609156227 Oct-2007 01-Dec-2006 MOIL 9080.00 ~~111~~292,~~780~~000.00 Group II 0609156599 Aug-2007 01-Nov-2006 CA 95.00 285,000.00 Group II ~~0609157060~~0609156701 ~~Sep~~Dec-2007 01-Dec-2006 GANJ 8890.2400 ~~750~~400,~~000~~500.00 Group II 0609187836 Oct-2007 01-Dec-2006 VA 74.67 168,000.00 Group II ~~0609188631 Jul-2007 01-Dec-2006 CA 80.00 300,000.00 Group II~~ 0609188764 Sep-2007 01-Dec-2006 WI 85.00 148,750.00 Group II ~~0609199559~~0609190305 ~~Nov~~Dec-2007 01-Dec-2006 VACA 4385.6900 ~~183~~595,~~500~~000.00 Group II ~~0609200672~~0609200646 ~~Aug~~Dec-2007 01-~~Nov~~Dec-2006 OH ~~100~~90.00 ~~210~~126,000.00 Group II ~~0609212302~~0609200672 ~~Nov~~Aug-2007 01-Nov-2006 TXOH 100.00 ~~208~~210,000.00 Group II 0609212419 Sep-2007 01-Dec-2006 FL 80.00 221,600.00 Group II 0609213201 Jun-2007 01-Nov-2006 OH 100.00 119,900.00 Group II 0609213379 Nov-2007 01-Dec-2006 GA 95.00 194,750.00 Group II 0609244863 Oct-2007 01-Dec-2006 CA 90.00 351,000.00 Group II 0609255867 Oct-2007 01-Dec-2006 CA 80.00 392,000.00 Group II ~~0609269030~~0609268053 ~~Sep~~Dec-2007 01-Dec-2006 OHTX 8580.00 ~~204~~167,~~000~~601.00 Group II ~~0609269343~~0609269030 Sep-2007 01-Dec-2006 GAOH 9085.00 ~~198~~204,000.00 Group II 0609270002 Nov-2007 01-Dec-2006 NY 80.00 372,000.00 Group II 0609282880 Dec-2007 01-Dec-2006 AZ 79.33 82,500.00 Group II 0609283169 Aug-2007 01-Dec-2006 FL 100.00 280,000.00 Group II 0609294485 Sep-2007 01-Dec-2006 LA 95.00 97,850.00 Group II 0609294810 Sep-2007 01-Dec-2006 NJ 89.43 562,500.00 Group II 0609294981 Dec-2007 01-Dec-2006 CA 58.82 500,000.00 Group II 0610025786 Oct-2007 01-Dec-2006 OH 85.00 144,500.00 Group II ~~0610026443~~0610025884 ~~Aug~~Dec-2007 01-~~Dec~~Nov-2006 NJLA 100.00 ~~320~~154,000.00 Group II ~~0610037897~~0610026443 ~~Sep~~Aug-2007 01-Dec-2006 MSNJ 90100.00 ~~504~~320,000.00 Group II 0610038695 Jun-2007 01-Dec-2006 FL 95.00 299,250.00 Group II 0610038739 Sep-2007 01-Dec-2006 OH 80.00 64,000.00 Group II ~~0610039294~~0610039994 ~~Jun~~Oct-2007 01-Dec-2006 NYCA 4758.8393 ~~550~~165,000.00 Group II ~~0610039994~~0610052330 ~~Oct~~Aug-2007 01-Dec-2006 CAFL 58100.9300 ~~165~~282,~~000~~500.00 Group II ~~0610040867~~0610053252 ~~Jul~~Aug-2007 01-Dec-2006 FL 8580.00 ~~119~~168,000.00 Group II ~~0610052330~~0610065126 ~~Aug~~Dec-2007 01-Dec-2006 FLMO ~~100~~82.0055 ~~282~~87,500.00 Group II ~~0610053252~~0610065787 ~~Aug~~Nov-2007 01-Dec-2006 FLWA 80.00 ~~168~~150,~~000~~400.00 Group II ~~0610054161~~0610065893 ~~Nov~~Dec-2007 01-Dec-2006 TNCA 9080.00 ~~100~~268,~~800~~000.00 Group II ~~0610065787~~0610096384 ~~Nov~~Oct-2007 01-Dec-2006 WAIL 8090.00 ~~150~~275,400.00 Group II ~~0610096384~~0610097046 ~~Oct~~Dec-2007 01-Dec-2006 ILOK 9085.00 ~~275~~70,~~400~~550.00 Group II 0610110701 Nov-2007 01-Dec-2006 OH 100.00 125,000.00 Group II 0610110755 Jun-2007 01-Dec-2006 FL 80.00 414,400.00 Group II 0610110822 Aug-2007 01-Dec-2006 OH 82.54 104,000.00 Group II 0610124012 Sep-2007 01-Dec-2006 FL 59.17 129,000.00 Group II 0610136063 Nov-2007 01-Dec-2006 OH 85.00 153,000.00 Group II ~~0610136581~~0610170038 ~~Oct~~Dec-2007 01-Dec-2006 MNOH 8580.00 ~~199~~264,~~750.00 Group II 0610170768 Oct-2007 01-Dec-2006 MD 78.61 136,~~000.00 Group II 0610171271 Sep-2007 01-Dec-2006 AZ 84.42 195,000.00 Group II 0610179511 Aug-2007 01-Dec-2006 FL 90.00 229,500.00 Group II 0610179692 Nov-2007 01-Dec-2006 NY 88.70 510,000.00 Group II 0610181575 Dec-2007 01-Dec-2006 FL 70.00 101,500.00 Group II 0610181994 Jul-2007 01-Dec-2006 IN 100.00 159,815.00 Group II 0610182033 May-2007 01-Dec-2006 NY 75.00 517,500.00 Group II 0611025184 Dec-2007 01-Nov-2006 NY 95.00 251,750.00 Group II 0671014716 Aug-2007 01-Nov-2006 CA 90.00 540,000.00 Group II 0691009331 Dec-2007 01-Sep-2006 MD 100.00 449,900.00 Group II 0831067516 Nov-2007 01-Sep-2006 CA 64.64 355,500.00 Group II 2061018690 Sep-2007 01-Dec-2006 PA 80.00 144,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0011583540 143,546.12 01-Jul-2007 2 7.770% 3,476.89 Group I 0011632841 313,629.81 01-May-2007 4 9.150% 13,545.13 Group I 0011644818 297,152.77 01-Feb-2007 7 8.750% 18,368.50 Group I 0060933130 73,205.70 01-May-2007 4 7.440% 2,535.19 Group I 0060941570 61,342.17 01-Apr-2007 5 7.890% 2,638.60 Group I 0061031653 82,736.58 10-Mar-2007 6 10.160% 5,326.10 Group I 0061069373 80,526.67 01-Feb-2007 7 10.650% 6,240.40 Group I 0061069908 90,698.68 01-Apr-2007 5 9.800% 5,018.74 Group I 0061072282 74,281.56 01-Feb-2007 7 10.700% 5,790.83 Group I 0061149010 52,629.30 10-Feb-2007 7 9.990% 3,740.68 Group I 0151037153 319,602.89 01-Jul-2007 2 9.500% 9,798.24 Group I 0155557465 100,533.03 01-Dec-2006 9 8.250% 5,914.08 Group I 0155597875 392,999.79 01-Apr-2007 5 9.250% 20,312.26 Group I 0155707011 379,659.19 01-Feb-2007 7 7.875% 21,329.54 Group I 0155747215 393,896.49 01-Mar-2007 6 8.875% 22,302.68 Group I 0211046908 277,471.58 01-Jun-2007 3 8.550% 9,533.09 Group I 0231085601 250,980.49 01-Jun-2007 3 9.500% 9,610.71 Group I 0261058282 101,636.60 01-May-2007 4 9.450% 4,643.69 Group I 0291007378 251,701.55 01-Feb-2007 7 8.700% 15,841.56 Group I 0291007510 173,333.42 01-May-2007 4 9.100% 7,615.78 Group I 0291007538 89,054.81 01-Feb-2007 7 9.050% 5,830.95 Group I 0341035428 75,066.70 01-Feb-2007 7 10.050% 5,479.10 Group I 0371037729 183,443.14 01-Feb-2007 7 7.450% 9,806.38 Group I 0371037982 189,608.74 01-Apr-2007 5 8.990% 9,604.98 Group I 0371037997 176,909.22 01-Apr-2007 5 11.700% 11,752.70 Group I 0371038486 167,969.96 01-Apr-2007 5 7.390% 6,930.31 Group I 0371038505 132,811.45 01-Apr-2007 5 9.650% 7,232.72 Group I 0401009726 110,255.66 01-Jun-2007 3 9.150% 4,061.01 Group I 0521045866 71,251.26 01-May-2007 4 9.800% 3,380.24 Group I 0551019298 110,738.78 01-Jun-2007 3 11.900% 5,348.90 Group I 0606194881 373,563.02 01-May-2007 4 10.375% 18,424.00 Group I 0606218631 186,381.33 01-May-2007 4 7.625% 6,634.13 Group I 0607104056 61,931.65 01-Feb-2007 7 10.000% 4,404.46 Group I 0607137603 374,999.65 01-Mar-2007 6 8.250% 19,374.96 Group I 0607138237 306,761.24 01-Jun-2007 3 8.750% 10,543.39 Group I 0607194749 90,834.39 01-May-2007 4 8.999% 3,854.23 Group I 0608027467 222,792.12 01-Apr-2007 5 8.250% 10,063.57 Group I 0608096251 150,494.26 01-Jul-2007 2 9.990% 4,757.16 Group I 0608140196 163,549.01 01-May-2007 4 8.125% 6,230.70 Group I 0608175445 246,582.29 01-Mar-2007 6 8.200% 12,646.09 Group I 0608176151 323,946.78 01-Dec-2006 9 9.875% 22,755.56 Group I 0608220304 361,000.19 01-Jun-2007 3 8.400% 11,876.34 Group I 0608221035 428,721.15 01-May-2007 4 8.000% 16,064.86 Group I 0608221996 81,805.78 01-May-2007 4 8.990% 3,471.07 Group I 0608255667 335,287.03 01-May-2007 4 9.350% 14,828.82 Group I 0608309805 144,896.10 01-May-2007 4 10.690% 7,374.86 Group I 0609065788 93,127.31 01-May-2007 4 9.400% 4,138.67 Group I 0609077554 180,803.73 01-Mar-2007 6 9.000% 10,237.47 Group I 0609087918 265,358.81 01-Jan-2007 8 9.650% 18,194.20 Group I 0609088791 380,000.00 01-Jan-2007 8 8.499% 22,797.18 Group I 0609110354 204,580.37 01-Jan-2007 8 7.950% 11,392.41 Group I 0609121598 379,078.59 01-Jul-2007 2 8.499% 10,103.46 Group I 0609121937 361,410.59 01-May-2007 4 10.125% 17,372.54 Group I 0609133504 199,664.14 01-Mar-2007 6 7.490% 9,293.04 Group I 0609133515 204,160.63 01-Apr-2007 5 7.999% 8,911.83 Group I 0609156325 395,143.66 01-May-2007 4 7.990% 14,786.89 Group I 0609156603 267,423.37 01-Apr-2007 5 8.599% 12,624.62 Group I 0609156845 151,587.09 01-Mar-2007 6 7.990% 7,551.33 Group I 0609167421 302,377.70 01-Jun-2007 3 8.725% 10,349.85 Group I 0609199628 365,154.94 01-Mar-2007 6 8.700% 19,944.76 Group I 0609200803 208,027.18 01-May-2007 4 8.375% 8,176.74 Group I 0609201674 148,219.73 01-Jan-2007 8 8.350% 8,699.26 Group I 0609212170 371,070.50 01-Apr-2007 5 9.500% 19,450.84 Group I 0609212205 258,497.13 01-Mar-2007 6 8.750% 14,187.37 Group I 0609224025 254,137.49 01-May-2007 4 9.699% 11,674.27 Group I 0609224052 167,697.35 01-May-2007 4 8.500% 6,703.47 Group I 0609224279 99,651.31 01-May-2007 4 8.790% 4,124.31 Group I 0609224284 279,203.85 01-Dec-2006 9 7.359% 14,334.20 Group I 0609254928 81,887.58 01-Feb-2007 7 9.899% 5,762.15 Group I 0609255846 193,664.04 01-Mar-2007 6 9.699% 11,869.74 Group I 0609267286 190,691.73 01-Apr-2007 5 8.750% 9,160.39 Group I 0609268532 203,508.09 01-May-2007 4 10.550% 10,215.53 Group I 0609268646 223,595.85 01-Feb-2007 7 9.500% 15,080.84 Group I 0609270419 119,722.78 01-May-2007 4 10.750% 6,129.64 Group I 0609270765 121,894.18 01-Feb-2007 7 9.750% 8,440.20 Group I 0609271991 197,647.76 01-Jul-2007 2 8.500% 5,268.52 Group I 0609282553 121,066.42 01-May-2007 4 9.500% 5,440.81 Group I 0609283280 331,255.59 01-Feb-2007 7 8.550% 19,979.85 Group I 0609283609 66,388.44 01-Jun-2007 3 9.999% 2,625.10 Group I 0610026302 383,420.73 01-May-2007 4 7.990% 14,333.65 Group I 0610026411 159,804.55 01-Mar-2007 6 8.250% 8,249.06 Group I 0610027402 408,000.00 01-Mar-2007 6 7.250% 18,360.00 Group I 0610038161 247,324.27 01-Jun-2007 3 7.450% 7,157.00 Group I 0610038547 179,636.17 01-May-2007 4 7.490% 6,272.82 Group I 0610038755 167,592.28 01-Apr-2007 5 8.125% 7,439.02 Group I 0610038931 84,755.03 01-Feb-2007 7 10.375% 6,273.44 Group I 0610039031 157,062.43 01-Apr-2007 5 8.990% 7,765.06 Group I 0610039986 207,000.00 01-Mar-2007 6 7.790% 10,060.24 Group I 0610040104 179,883.72 01-Feb-2007 7 8.999% 11,456.31 Group I 0610040444 295,762.50 01-Mar-2007 6 9.250% 17,240.71 Group I 0610040541 161,736.54 01-May-2007 4 8.250% 6,262.90 Group I 0610041000 108,794.10 01-Mar-2007 6 9.750% 6,697.86 Group I 0610052246 299,472.07 01-Jul-2007 2 8.990% 8,472.15 Group I 0610052319 354,220.10 01-Jun-2007 3 9.400% 13,121.58 Group I 0610052419 125,924.45 01-Feb-2007 7 9.250% 8,256.96 Group I 0610052846 268,119.61 01-May-2007 4 9.750% 12,394.90 Group I 0610054062 187,808.36 01-Jan-2007 8 9.350% 12,434.37 Group I 0610054162 243,994.56 01-May-2007 4 7.590% 8,649.66 Group I 0610064550 143,461.75 01-May-2007 4 8.450% 5,693.37 Group I 0610065081 171,099.13 01-Apr-2007 5 7.899% 7,368.87 Group I 0610065117 288,440.94 01-Jul-2007 2 8.699% 7,880.17 Group I 0610065691 160,947.10 01-May-2007 4 7.750% 5,829.61 Group I 0610096317 184,078.99 01-Jul-2007 2 8.490% 4,897.87 Group I 0610096318 175,737.31 01-May-2007 4 8.600% 7,112.82 Group I 0610096493 248,921.19 01-Jun-2007 3 9.499% 9,329.83 Group I 0610097196 249,708.40 01-May-2007 4 8.500% 9,981.73 Group I 0610097549 132,817.69 01-Feb-2007 7 9.900% 9,346.90 Group I 0610100212 248,520.17 01-Mar-2007 6 8.990% 14,040.75 Group I 0610109466 222,555.99 01-Mar-2007 6 9.500% 13,330.06 Group I 0610111230 233,672.37 01-Apr-2007 5 8.125% 10,384.53 Group I 0610112048 93,784.01 01-May-2007 4 9.799% 4,355.12 Group I 0610122792 241,825.39 01-May-2007 4 7.990% 9,049.52 Group I 0610123033 137,133.12 01-Jun-2007 3 8.750% 4,708.18 Group I 0610123147 76,424.44 01-Jan-2007 8 9.500% 5,146.03 Group I 0610135111 223,471.62 01-Jun-2007 3 7.500% 6,513.38 Group I 0610135587 174,374.27 01-Feb-2007 7 8.650% 10,648.13 Group I 0610136186 363,458.16 01-Mar-2007 6 9.250% 21,187.38 Group I 0610136216 297,513.64 01-Apr-2007 5 7.590% 12,292.25 Group I 0610136578 213,514.75 01-Apr-2007 5 8.950% 10,517.31 Group I 0610181683 268,741.73 01-Jan-2007 8 9.750% 18,600.71 Group I 0610195373 292,000.00 01-May-2007 4 6.990% 9,475.38 Group I 0610238054 227,176.81 01-Jun-2007 3 9.250% 8,278.98 Group I 0610238592 108,408.43 01-May-2007 4 9.250% 4,736.29 Group I 0610252696 187,170.45 01-May-2007 4 7.625% 6,655.24 Group I 0621017613 194,237.36 01-Jan-2007 8 9.250% 13,002.23 Group I 0621018229 137,755.62 01-Apr-2007 5 10.000% 7,783.61 Group I 0621018520 250,837.60 01-Jul-2007 2 11.500% 9,359.58 Group I 0651019163 194,398.32 01-Mar-2007 6 9.850% 12,368.75 Group I 0651020425 207,292.51 01-Jun-2007 3 10.900% 9,148.11 Group I 0651022028 83,827.44 01-Feb-2007 7 9.350% 5,677.64 Group I 0671014693 271,445.03 01-Jul-2007 2 8.900% 7,778.65 Group I 0681014024 59,949.69 01-Jan-2007 8 12.150% 5,320.22 Group I 0691009976 267,001.53 01-May-2007 4 10.650% 13,803.20 Group I 0831067649 261,510.87 01-Jun-2007 3 8.990% 9,457.55 Group I 0841017014 82,289.75 01-May-2007 4 12.300% 4,933.70 Group I 0841017319 53,020.78 01-Feb-2007 7 11.900% 4,606.98 Group I 0841018662 173,524.44 01-May-2007 4 9.925% 8,340.60 Group I 0861003088 206,576.91 01-Feb-2007 7 10.450% 15,698.67 Group I 0861003123 194,002.68 01-Feb-2007 7 10.450% 14,743.11 Group II 0011625800 275,663.03 01-Apr-2007 5 7.550% 11,324.82 Group II 0051068438 322,472.23 01-Dec-2006 9 9.050% 21,090.25 Group II 0051070296 63,952.64 01-Dec-2006 9 10.850% 5,048.53 Group II 0060812360 131,553.71 06-Apr-2007 5 8.940% 6,469.23 Group II 0060822840 588,000.00 01-Mar-2007 6 6.790% 24,656.80 Group II 0060831760 407,200.00 01-Dec-2006 9 7.490% 21,347.46 Group II 0060837450 167,664.73 01-Feb-2007 7 7.040% 8,211.42 Group II 0060883380 79,770.98 28-Apr-2007 5 10.490% 4,644.65 Group II 0060883820 137,122.75 10-Mar-2007 6 9.440% 8,160.13 Group II 0060908530 499,296.45 01-Jun-2007 3 9.290% 18,279.11 Group II 0060926266 212,356.14 01-Jan-2007 8 8.840% 13,268.03 Group II 0060926670 267,443.68 01-Mar-2007 6 8.040% 13,429.63 Group II 0060927093 194,400.00 01-Mar-2007 6 9.290% 11,391.84 Group II 0060928207 50,223.71 04-May-2007 4 9.540% 2,268.32 Group II 0060928948 210,182.75 15-Jun-2007 3 8.340% 6,864.06 Group II 0060929025 436,000.40 03-May-2007 4 8.420% 17,258.64 Group II 0060930679 335,546.68 01-Jan-2007 8 7.990% 18,783.87 Group II 0060933780 189,646.16 17-May-2007 4 8.940% 7,995.98 Group II 0060944490 371,191.16 09-Apr-2007 5 8.840% 18,049.88 Group II 0060968340 467,368.02 01-Apr-2007 5 8.250% 21,111.25 Group II 0060978240 269,438.28 01-Mar-2007 6 9.290% 15,760.29 Group II 0060980760 637,500.00 01-Dec-2006 9 7.340% 32,703.75 Group II 0060981140 444,000.00 01-Dec-2006 9 9.230% 29,070.90 Group II 0060994860 540,000.00 01-Mar-2007 6 7.930% 26,748.00 Group II 0061002220 414,000.00 01-May-2007 4 5.990% 11,364.30 Group II 0061013630 384,483.06 01-Apr-2007 5 9.240% 19,570.00 Group II 0061016340 99,759.53 01-Mar-2007 6 8.590% 5,369.46 Group II 0061031066 146,183.10 01-May-2007 4 8.990% 6,196.44 Group II 0061031174 170,676.29 01-Mar-2007 6 9.740% 10,495.57 Group II 0061031651 132,126.70 16-Mar-2007 6 7.880% 6,488.93 Group II 0061031985 167,008.26 16-Jun-2007 3 7.640% 4,964.67 Group II 0061033114 217,780.13 01-Jun-2007 3 6.840% 5,748.21 Group II 0061034417 317,727.93 24-Mar-2007 6 8.290% 16,473.23 Group II 0061038210 56,617.56 12-Apr-2007 5 9.190% 2,866.85 Group II 0061038852 97,733.81 01-Jun-2007 3 9.990% 3,860.91 Group II 0061040200 123,892.15 01-Apr-2007 5 9.740% 6,674.18 Group II 0061040900 60,281.98 01-Mar-2007 6 9.590% 3,647.06 Group II 0061041700 70,314.26 01-Jul-2007 2 8.720% 1,924.83 Group II 0061046200 269,326.10 01-May-2007 4 8.630% 10,931.02 Group II 0061046550 101,709.13 01-May-2007 4 8.590% 4,107.41 Group II 0151037043 447,706.44 01-Dec-2006 9 8.950% 29,005.40 Group II 0154274336 115,190.75 01-May-2007 4 10.625% 5,903.52 Group II 0154303994 426,526.82 01-Jun-2007 3 9.125% 15,532.66 Group II 0154354856 50,110.03 01-May-2007 4 8.375% 2,001.03 Group II 0154371934 90,000.00 01-Mar-2007 6 10.625% 6,150.00 Group II 0154373146 90,000.00 01-Mar-2007 6 10.625% 6,150.00 Group II 0154508477 180,000.00 01-Jun-2007 3 8.625% 6,187.50 Group II 0154732978 544,498.63 01-Jun-2007 3 8.500% 18,433.55 Group II 0154902712 585,000.00 01-Dec-2006 9 8.625% 36,196.92 Group II 0155128366 241,234.75 01-Apr-2007 5 9.125% 12,291.84 Group II 0155242282 158,023.48 01-Jun-2007 3 6.500% 4,025.27 Group II 0155290091 72,000.00 01-Jun-2007 3 8.500% 2,437.50 Group II 0155324866 284,642.12 01-Mar-2007 6 8.500% 15,404.07 Group II 0155542897 287,526.14 01-Mar-2007 6 8.875% 16,279.82 Group II 0155626237 493,067.27 01-Jun-2007 3 8.750% 17,197.52 Group II 0155683717 150,524.13 01-Apr-2007 5 8.375% 7,010.67 Group II 0155788243 346,255.44 01-Dec-2006 9 7.750% 19,068.92 Group II 0155890676 284,734.87 01-Mar-2007 6 8.750% 15,884.29 Group II 0156095838 222,127.90 01-Jun-2007 3 9.000% 7,973.46 Group II 0321037171 255,537.47 01-Jun-2007 3 8.900% 9,152.46 Group II 0331048140 327,250.00 01-May-2007 4 8.425% 13,294.56 Group II 0341035570 100,273.21 01-Jun-2007 3 8.250% 3,317.02 Group II 0371039225 92,220.59 01-Jul-2007 2 8.700% 2,579.74 Group II 0401009189 426,735.44 01-May-2007 4 8.200% 16,826.98 Group II 0511050246 422,397.06 01-May-2007 4 9.700% 19,843.39 Group II 0551020509 371,261.30 01-Jan-2007 8 8.100% 21,644.47 Group II 0581012008 458,047.47 01-Apr-2007 5 7.950% 20,421.47 Group II 0581012324 449,754.31 01-Dec-2006 9 9.700% 31,673.04 Group II 0607149388 67,850.79 01-Feb-2007 7 10.990% 5,330.14 Group II 0607170734 482,886.10 01-Jun-2007 3 10.250% 19,599.10 Group II 0608107036 396,744.94 01-Feb-2007 7 9.990% 28,219.42 Group II 0608118847 359,368.32 01-May-2007 4 9.000% 15,264.39 Group II 0608118976 377,000.00 01-Apr-2007 5 8.625% 17,868.27 Group II 0608119378 196,411.69 01-May-2007 4 9.990% 9,308.68 Group II 0608164164 243,074.00 01-Mar-2007 6 8.375% 12,733.99 Group II 0608175837 447,975.56 01-May-2007 4 8.999% 19,008.70 Group II 0608187183 275,189.26 01-Jan-2007 8 7.600% 14,600.52 Group II 0608187232 278,230.34 01-Jul-2007 2 8.450% 7,365.76 Group II 0608218512 199,260.02 01-Apr-2007 5 8.500% 9,280.90 Group II 0608287620 148,646.80 01-Jun-2007 3 9.733% 5,711.94 Group II 0608297938 424,257.04 01-Apr-2007 5 7.999% 18,541.96 Group II 0609012165 598,988.65 01-Jan-2007 8 8.900% 37,631.14 Group II 0609053294 329,754.26 01-Feb-2007 7 9.500% 22,241.17 Group II 0609077050 324,232.08 01-Feb-2007 7 8.675% 19,830.71 Group II 0609088025 396,281.76 01-Jan-2007 8 8.625% 24,077.27 Group II 0609088286 534,011.67 01-Apr-2007 5 8.990% 26,401.17 Group II 0609088924 328,200.00 01-Jun-2007 3 8.990% 11,610.10 Group II 0609111020 229,744.00 01-Feb-2007 7 7.375% 11,846.18 Group II 0609121599 623,969.78 01-Mar-2007 6 6.750% 25,998.72 Group II 0609133936 343,199.59 01-Jul-2007 2 8.100% 8,694.40 Group II 0609134147 497,340.00 01-May-2007 4 6.990% 16,138.68 Group II 0609156227 291,497.64 01-Jun-2007 3 8.599% 9,831.79 Group II 0609156510 111,699.19 01-Apr-2007 5 10.350% 6,415.16 Group II 0609156599 284,752.90 01-Mar-2007 6 9.750% 17,549.05 Group II 0609157060 749,299.15 01-Apr-2007 5 9.500% 39,315.30 Group II 0609187836 167,438.96 01-May-2007 4 9.000% 7,105.85 Group II 0609188631 299,981.35 01-Feb-2007 7 7.990% 16,851.51 Group II 0609188764 148,332.36 01-Apr-2007 5 8.999% 7,341.25 Group II 0609199559 182,575.64 01-Jun-2007 3 7.750% 5,507.06 Group II 0609200672 209,658.37 01-Apr-2007 5 8.250% 9,470.31 Group II 0609212302 207,285.46 01-May-2007 4 9.625% 9,445.24 Group II 0609212419 221,384.38 01-May-2007 4 9.990% 10,500.25 Group II 0609213201 119,783.37 01-Feb-2007 7 8.599% 7,268.61 Group II 0609213379 194,114.44 01-Jun-2007 3 9.870% 7,571.18 Group II 0609244863 351,000.00 01-Dec-2006 9 7.750% 19,083.47 Group II 0609255867 390,307.80 01-May-2007 4 7.750% 14,122.37 Group II 0609269030 203,835.49 01-Apr-2007 5 9.990% 11,278.31 Group II 0609269343 197,505.23 01-Apr-2007 5 9.500% 10,352.85 Group II 0609270002 370,275.27 01-May-2007 4 7.375% 12,702.76 Group II 0609283169 279,372.12 01-Mar-2007 6 8.929% 15,668.03 Group II 0609294485 97,681.25 01-Feb-2007 7 8.790% 6,058.88 Group II 0609294810 560,450.40 01-May-2007 4 8.575% 22,592.49 Group II 0610025786 144,334.49 01-May-2007 4 9.550% 6,527.99 Group II 0610026443 319,227.85 01-Feb-2007 7 9.500% 21,504.13 Group II 0610037897 502,669.66 01-Apr-2007 5 10.500% 29,308.15 Group II 0610038695 299,250.00 01-Feb-2007 7 8.375% 17,674.47 Group II 0610038739 63,783.87 01-May-2007 4 8.990% 2,703.70 Group II 0610039294 549,410.61 01-Feb-2007 7 7.250% 27,773.09 Group II 0610039994 164,174.92 01-May-2007 4 6.990% 5,315.99 Group II 0610040867 119,000.00 01-Mar-2007 6 8.050% 5,989.68 Group II 0610052330 281,842.72 01-Mar-2007 6 8.750% 15,468.67 Group II 0610053252 167,836.66 01-Mar-2007 6 8.600% 9,055.76 Group II 0610054161 100,765.21 01-Dec-2006 9 11.150% 8,032.22 Group II 0610065787 149,504.49 01-Jun-2007 3 6.900% 3,979.77 Group II 0610096384 275,400.00 01-May-2007 4 8.100% 10,465.20 Group II 0610110701 124,873.33 01-Jun-2007 3 10.375% 5,136.46 Group II 0610110755 413,666.74 01-Jan-2007 8 6.625% 18,920.45 Group II 0610110822 103,663.80 01-Apr-2007 5 8.250% 4,677.05 Group II 0610124012 128,860.09 01-Apr-2007 5 8.999% 6,384.24 Group II 0610136063 152,313.54 01-Jul-2007 2 9.000% 4,311.77 Group II 0610136581 199,489.00 01-May-2007 4 8.999% 8,472.50 Group II 0610170768 135,408.20 01-May-2007 4 8.125% 5,153.50 Group II 0610171271 193,459.52 01-Aug-2007 1 7.575% 3,419.11 Group II 0610179511 229,193.80 01-Mar-2007 6 8.999% 12,976.16 Group II 0610179692 509,217.72 01-Jun-2007 3 8.990% 18,005.37 Group II 0610181994 159,712.33 01-Mar-2007 6 9.990% 10,098.79 Group II 0610182033 517,389.12 01-Dec-2006 9 8.990% 32,903.46 Group II 0671014716 539,479.75 01-Jan-2007 8 7.625% 29,588.61 Group II 0831067516 353,094.37 01-Jul-2007 2 8.600% 9,759.43 Group II 2061018690 143,578.76 01-Apr-2007 5 8.740% 6,888.78

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1615 ~~Dec~~Jan-0607 0.000% Original Principal Balance 3,~~153~~252,~~600~~750.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 3,~~143~~242,~~188~~720.7279 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~029% Current Bankruptcy Total ~~Apr~~May-07 0.~~029~~122% Loans in Bankruptcy 4859 ~~May~~Jun-07 0.~~122~~203% Original Principal Balance 810,~~152~~632,~~593~~368.00 ~~Jun~~Jul-07 0.~~203~~274% Current Actual Balance 810,~~126~~596,~~986~~971.0376 ~~Jul-07 0.274%~~ Aug-07 0.383% Sep-07 0.474% Oct-07 0.674% Nov-07 0.874% Dec-07 1.156% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 13 ~~Dec~~Jan-0607 0.000% Original Principal Balance 60473,~~000~~750.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 59469,~~819~~726.2418 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~062% Current Bankruptcy Total ~~Apr~~May-07 0.~~062~~096% Loans in Bankruptcy 2 ~~May~~Jun-07 0.~~096~~157% Original Principal Balance 92,980.00 ~~Jun~~Jul-07 0.~~157~~158% Current Actual Balance 92,747.58 ~~Jul-07 0.158%~~ Aug-07 0.448% Sep-07 0.537% Oct-07 0.791% Nov-07 1.165% Dec-07 1.351% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 12 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~195~~383,~~000~~250.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~194~~382,~~384~~064.5464 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Bankruptcy Total ~~Apr~~May-07 0.~~000~~145% Loans in Bankruptcy 2 ~~May~~Jun-07 0.~~145~~243% Original Principal Balance 241,900.00 ~~Jun~~Jul-07 0.~~243~~376% Current Actual Balance 241,~~026~~010.0300 ~~Jul-07 0.376%~~ Aug-07 0.327% Sep-07 0.418% Oct-07 0.571% Nov-07 0.622% Dec-07 0.986% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I 0051069582 Jun-2007 01-Oct-2006 TN 20.00 32,980.00 Group I 0051070076 May-2007 01-Nov-2006 AL 85.00 95,200.00 Group I 0060926342 Oct-2007 01-Nov-2006 SC 80.00 61,600.00 Group I 0060927067 Aug-2007 01-Nov-2006 IL 80.00 270,668.00 Group I 0060936910 Oct-2007 15-Nov-2006 IN 80.00 60,000.00 Group I 0061037820 Jul-2007 11-Nov-2006 IN 80.00 83,920.00 Group I 0141056525 Sep-2007 01-Nov-2006 CT 80.00 164,000.00 Group I 0155089048 Jun-2007 01-Nov-2006 KS 95.00 119,225.00 Group I ~~0155114432~~0155220148 ~~Oct~~May-2007 01-Nov-2006 CAAL 95.00 ~~285~~61,~~475~~750.00 Group I ~~0155220148~~0155282494 ~~May~~Dec-2007 01-Nov-2006 ALNC 95.00 61187,~~750~~150.00 Group I 0155747926 Oct-2007 01-Nov-2006 RI 94.83 275,000.00 Group I 0211046908 Dec-2007 01-Oct-2006 VA 90.00 278,100.00 Group I 0231083519 Nov-2007 01-Nov-2006 NH 79.81 166,000.00 Group I 0291007765 Nov-2007 01-Nov-2006 MI 80.28 315,000.00 Group I 0607137966 Nov-2007 01-Sep-2006 WI 100.00 139,000.00 Group I 0608309805 Dec-2007 01-Nov-2006 MI 100.00 145,300.00 Group I 0609188212 Oct-2007 01-Nov-2006 OK 90.00 114,300.00 Group I 0609199251 Aug-2007 01-Dec-2006 UT 90.00 176,850.00 Group I 0609199848 Dec-2007 01-Dec-2006 TX 80.00 220,000.00 Group I 0609201241 Jun-2007 01-Nov-2006 TN 100.00 158,400.00 Group I 0609213343 Nov-2007 01-Dec-2006 WA 80.00 240,000.00 Group I 0609224052 Dec-2007 01-Nov-2006 FL 75.00 168,000.00 Group I 0609256646 Aug-2007 01-Dec-2006 NJ 70.00 217,700.00 Group I 0609271168 Aug-2007 01-Dec-2006 MD 85.00 221,000.00 Group I 0609271514 Aug-2007 01-Dec-2006 MD 64.00 160,000.00 Group I 0609283609 Dec-2007 01-Dec-2006 SC 90.00 66,600.00 Group I 0609283899 Aug-2007 01-Dec-2006 ND 80.00 68,800.00 Group I 0609283985 Nov-2007 01-Dec-2006 WA 20.00 60,000.00 Group I 0610026427 Sep-2007 01-Dec-2006 NY 80.00 116,000.00 Group I 0610040260 Nov-2007 01-Dec-2006 MI 95.00 85,500.00 Group I 0610097456 Oct-2007 01-Dec-2006 MD 100.00 175,000.00 Group I 0610097518 Nov-2007 01-Dec-2006 TX 75.00 72,750.00 Group I ~~0610109221~~0610171279 ~~Oct~~Dec-2007 01-Dec-2006 ORTN 9085.00 ~~202~~76,500.00 Group I 0610182608 Sep-2007 01-Dec-2006 TN 80.00 100,000.00 Group I 0610238719 Nov-2007 01-Dec-2006 OR 84.82 265,500.00 Group I 0610252717 Nov-2007 01-Dec-2006 MD 84.90 326,000.00 Group I ~~0741017006~~0611025115 ~~Oct~~Dec-2007 01-~~Oct~~Nov-2006 GAVA 9095.00 81152,000.00 Group I 0841016925 Jul-2007 01-Sep-2006 MI 95.00 77,425.00 Group II 0060823885 Oct-2007 01-Dec-2006 OH 80.00 100,000.00 Group II 0060934370 Jun-2007 12-Nov-2006 FL 73.54 239,000.00 Group II ~~0061032609~~0061016340 ~~Nov~~Dec-2007 01-Dec-2006 WIPA 9080.00 ~~157~~100,~~500~~000.00 Group II ~~0061047180~~0061032609 Nov-2007 01-Dec-2006 WI 8090.00 ~~204~~157,~~000~~500.00 Group II 0154858328 Sep-2007 01-Oct-2006 IL 90.00 153,000.00 Group II 0155100878 Sep-2007 01-Nov-2006 GA 90.00 202,500.00 Group II 0608188088 Nov-2007 01-Oct-2006 LA 95.00 179,550.00 Group II 0609145552 Nov-2007 01-Dec-2006 IL 80.00 145,600.00 Group II 0609157060 Dec-2007 01-Dec-2006 GA 88.24 750,000.00 Group II 0609199559 Dec-2007 01-Dec-2006 VA 43.69 183,500.00 Group II 0609199936 Oct-2007 01-Nov-2006 MI 99.56 448,000.00 Group II 0609268632 Oct-2007 01-Dec-2006 CA 90.00 252,000.00 Group II 0609283038 Nov-2007 01-Dec-2006 GA 70.00 455,000.00 Group II 0609283039 Nov-2007 01-Dec-2006 GA 30.00 195,000.00 Group II 0610026870 Oct-2007 01-Dec-2006 PA 20.00 46,900.00 Group II 0610037897 Dec-2007 01-Dec-2006 MS 90.00 504,000.00 Group II 0610040867 Dec-2007 01-Dec-2006 FL 85.00 119,000.00 Group II 0610136048 Aug-2007 01-Dec-2006 OH 100.00 178,800.00 Group II 0610136581 Dec-2007 01-Dec-2006 MN 85.00 199,750.00 Group II 0610252877 Dec-2007 01-Dec-2006 OH 85.00 102,850.00 Group II 0681014040 Nov-2007 01-Nov-2006 NH 80.00 147,200.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I 0051069582 32,928.34 01-Dec-2006 910 9.310% 2,~~217~~463.9672 Group I 0051070076 95,~~036~~002.2658 01-~~Mar~~Apr-2007 6 11.250% 6,~~928~~926.8834 Group I 0060926342 61,~~484~~446.8626 01-~~Jan~~Feb-2007 8 8.440% 34,~~649~~054.9817 Group I 0060927067 270,668.00 01-~~Aug~~Oct-2007 10 8.890% 53,~~677~~784.2684 Group I 0060936910 59,829.44 15-Mar-2007 67 8.880% 3,~~337~~753.5360 Group I 0061037820 83,~~525~~474.3336 11-~~Jun~~Jul-2007 3 8.770% 2,~~876~~874.3860 Group I 0141056525 163,~~730~~769.0647 01-~~May~~Apr-2007 46 8.750% 69,~~913~~217.3882 Group I 0155089048 118,~~432~~357.3799 01-~~Sep~~Oct-2007 0 8.750% 1,~~652~~651.6056 Group I ~~0155114432~~0155220148 ~~285~~61,~~167~~665.6545 01-~~Feb~~May-2007 75 89.~~250~~375% 163,~~823~~235.9546 Group I ~~0155220148~~0155282494 61185,~~677~~320.8132 01-~~Apr~~Nov-2007 50 97.~~375~~625% 32,~~236~~240.1317 Group I 0155747926 272,~~675~~473.5224 01-~~Oct~~Nov-2007 0 7.950% 3,~~443~~441.8126 Group I 0211046908 277,471.58 01-Jun-2007 4 8.550% 11,438.18 Group I 0231083519 165,295.40 01-May-2007 45 8.600% 67,~~848~~987.9182 Group I 0291007765 313,903.91 01-Apr-2007 56 8.800% 1517,~~536~~750.1716 Group I 0607137966 138,~~664~~636.0371 01-~~Sep~~Oct-2007 0 9.625% 2,108.6322 Group I 0608309805 144,896.10 01-May-2007 5 10.690% 8,602.20 Group I 0609188212 114,094.77 01-Feb-2007 78 9.990% 89,~~105~~004.9034 Group I 0609199251 175,~~904~~686.2618 01-~~Jul~~Sep-2007 21 8.750% 43,~~832~~621.8625 Group I 0609199848 218,017.42 01-Nov-2007 0 7.625% 2,589.97 Group I 0609201241 158,174.98 01-May-2007 45 9.250% 68,~~916~~068.4937 Group I 0609213343 240,000.00 01-Jun-2007 34 6.800% 67,~~300~~560.00 Group I 0609224052 167,697.35 01-May-2007 5 8.500% 7,819.67 Group I 0609256646 217,~~187~~107.9253 01-~~May~~Jun-2007 4 7.250% 7,~~323~~320.2650 Group I 0609271168 220,~~447~~334.7971 01-~~Apr~~May-2007 5 9.500% 11,~~555~~549.4637 Group I 0609271514 159,728.88 01-Feb-2007 78 8.875% 1011,~~010~~119.8064 Group I 0609283609 66,388.44 01-Jun-2007 4 9.999% 3,149.36 Group I 0609283899 68,699.93 01-Feb-2007 78 10.125% 45,~~950~~499.8055 Group I 0609283985 59,819.24 01-Jun-2007 34 10.250% 2,~~427~~912.9992 Group I 0610026427 115,~~573~~510.5067 01-~~Jun~~Jul-2007 3 9.299% 4,~~232~~230.5724 Group I 0610040260 85,336.48 01-Mar-2007 67 9.999% 56,~~395~~068.2521 Group I 0610097456 174,761.01 01-Apr-2007 56 8.990% 89,~~649~~883.1357 Group I 0610097518 72,~~493~~456.4319 01-~~Jun~~Jul-2007 3 9.579% 2,~~739~~738.5310 Group I ~~0610109221~~0610171279 ~~202~~76,~~100~~113.7702 01-~~Sep~~Nov-2007 0 910.~~490~~450% 31,~~027~~262.8449 Group I 0610182608 99,802.65 01-Jun-2007 34 8.125% 3,~~168~~802.9518 Group I 0610238719 ~~265~~264,~~037~~944.6041 01-~~Apr~~May-2007 5 7.400% 10,~~656~~652.3956 Group I 0610252717 ~~324~~323,~~021~~816.8612 01-~~Sep~~Oct-2007 0 8.650% 4,~~399~~397.9009 Group I ~~0741017006~~0611025115 80151,~~873~~401.7638 01-~~Mar~~Oct-2007 60 127.~~550~~650% 61,~~598~~854.3334 Group I 0841016925 77,~~355~~334.0322 01-~~Mar~~May-2007 65 10.750% 54,~~386~~712.4921 Group II 0060823885 99,360.38 01-Jul-2007 23 7.490% 2,~~313~~891.8272 Group II 0060934370 237,~~376~~208.7534 12-~~Aug~~Sep-2007 1 8.090% 4,~~504~~501.2001 Group II ~~0061032609~~0061016340 ~~156~~99,~~983~~759.6853 01-~~May~~Mar-2007 47 98.~~090~~590% 6,~~732~~038.8662 Group II ~~0061047180~~0061032609 ~~202~~156,~~817~~983.4468 01-~~Jul~~May-2007 25 79.~~740~~090% 47,~~889~~852.1374 Group II 0154858328 152,998.99 01-~~Oct~~Nov-2007 0 9.000% 2,199.36 Group II 0155100878 201,~~965~~873.4874 01-~~Apr~~May-2007 5 10.125% 11,~~470~~465.9055 Group II 0608188088 179,265.62 01-Dec-2006 910 9.200% 1112,~~660~~952.6130 Group II 0609145552 145,600.00 01-Jul-2007 23 7.250% 34,~~276~~095.00 Group II 0609157060 749,299.15 01-Apr-2007 6 9.500% 44,927.33 Group II 0609199559 182,575.64 01-Jun-2007 4 7.750% 6,605.97 Group II 0609199936 444,~~938~~670.6189 01-~~Oct~~Nov-2007 0 8.999% 6,~~304~~300.4466 Group II 0609268632 251,854.72 01-Jan-2007 89 7.990% 1415,~~126~~694.9523 Group II 0609283038 452,631.42 01-Jun-2007 34 8.350% 1417,~~785~~736.0100 Group II 0609283039 194,384.54 01-Jun-2007 34 12.990% 1012,~~110~~131.6817 Group II 0610026870 46,~~641~~625.4946 01-~~Aug~~Sep-2007 1 11.990% 1,~~339~~338.3084 Group II 0610037897 502,669.66 01-Apr-2007 6 10.500% 33,492.27 Group II 0610040867 119,000.00 01-Mar-2007 7 8.050% 6,738.39 Group II 0610136048 178,800.00 01-Apr-2007 56 8.699% 9,773.20 Group II 0610136581 199,489.00 01-May-2007 5 8.999% 9,~~551~~883.5544 Group II 0610252877 102,622.20 01-Jul-2007 3 8.200% 3,290.57 Group II 0681014040 146,934.07 01-Jun-2007 34 8.900% 56,~~262~~314.6644

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 III 41 ~~69,411~~0.6400 ~~115,891~~18.1330 0.~~953~~000% Group III 26 ~~272~~253,~~990~~510.7945 96277,~~896~~512.7981 02.~~487~~283% Total 67 ~~342~~253,~~402~~510.4345 ~~212~~277,~~787~~531.9211 0.~~023~~030%

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 I 0551015907 21,400.00 9.990% TX 20.00 360 Group III ~~0609212948~~0060928908 ~~251~~74,~~910~~000.00 98.~~850~~640% ILNC 9080.00 360 Group II ~~0011640677~~0101059013 5980,400.00 109.~~500~~990% CATX 20.00 360 Group II ~~0351036750~~0101059785 3126,~~100~~700.00 9.990% TX 20.00 360 Group II 0551016487 32,000.00 13.350% OK 20.00 360 Group II ~~0551018954~~0610052704 3771,~~600~~000.00 911.990% TXCA 20.00 180 Group II 0831065619 76,000.00 11.250% CA 20.00 360

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) Group I 0551015907 ~~21,331~~0.9400 18.30 22,~~412~~430.1545 22Group II 0060928908 0.00 6,~~412~~917.1573 6,917.73 Group III ~~0609212948~~0101059013 ~~251~~80,~~658~~181.8565 7485,~~484~~572.6475 7485,~~484~~572.6475 Group II ~~0011640677~~0101059785 026,602.0043 6327,~~770~~728.4959 6327,~~770~~728.4959 Group II ~~0351036750~~0551016487 0.00 ~~104~~10.3000 3312,~~462~~638.4797 Group II ~~0551016487~~0610052704 3170,~~913~~917.7732 1276,~~628~~448.9752 1276,~~628~~448.9752 Group II ~~0551018954~~0831065619 3775,~~497~~809.8705 3980,~~387~~835.3722 3980,~~387~~835.3722

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~036~~055% Current Month 12.~~896~~651% 3 Month Average 0.~~036~~055% 3 Month Average 2.~~025~~909% 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. ~~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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.043% N/A Aug-2007 3.022% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.073% N/A Oct-2007 4.179% N/A Nov-2007 0.036% N/A Nov-2007 1.896% N/A Dec-2007 0.055% N/A Dec-2007 2.651% 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.~~435~~661% Current Month 42(Cumulative) 50.~~554~~375% 3 Month Average 0.~~436~~656% 3 Month Average 42(Cumulative) 43.~~440~~817% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~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~~0.000% N/A Apr-2007 0.000% N/A Apr-2007 ~~N/A~~0.000% N/A May-2007 0.000% N/A May-2007 ~~N/A~~0.000% N/A Jun-2007 0.000% N/A Jun-2007 ~~N/A~~0.000% N/A Jul-2007 0.000% N/A Jul-2007 ~~N/A~~0.000% N/A Aug-2007 0.512% N/A Aug-2007 46.243% N/A Sep-2007 0.000% N/A Sep-2007 46.243% N/A Oct-2007 0.874% N/A Oct-2007 38.523% N/A Nov-2007 0.435% N/A Nov-2007 42.554% N/A Dec-2007 0.661% N/A Dec-2007 50.375% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.~~062~~000% Current Month 30.~~245~~000% 3 Month Average 0.032% 3 Month Average 1.715% 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. ~~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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.092% N/A Aug-2007 6.459% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.033% N/A Oct-2007 1.900% N/A Nov-2007 0.062% N/A Nov-2007 3.245% N/A Dec-2007 0.000% N/A Dec-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.~~744~~000% Current Month ~~139~~(Cumulative) 106.~~563~~622% 3 Month Average 0.380% 3 Month Average ~~129~~(Cumulative) 68.~~668~~557% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 1.093% N/A Aug-2007 ~~109~~46.~~044~~243% N/A Sep-2007 0.000% N/A Sep-2007 35.234% N/A Oct-2007 0.397% N/A Oct-2007 ~~106~~54.~~969~~585% N/A Nov-2007 0.744% N/A Nov-2007 44.465% N/A Dec-2007 0.000% N/A Dec-2007 106.~~606~~622% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.~~014~~103% Current Month 04.~~721~~940% 3 Month Average 0.~~041~~075% 3 Month Average 23.~~294~~941% 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. ~~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 0.000% 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 0.108% N/A Oct-2007 6.161% N/A Nov-2007 0.014% N/A Nov-2007 0.721% N/A Dec-2007 0.103% N/A Dec-2007 4.940% 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 01.~~165~~231% Current Month 93(Cumulative) 52.~~444~~191% 3 Month Average 0.~~484~~895% 3 Month Average 71(Cumulative) 55.~~440~~050% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 0.000% 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 1.288% N/A Oct-2007 ~~107~~19.~~503~~515% N/A Nov-2007 0.165% N/A Nov-2007 93.444% N/A Dec-2007 1.231% N/A Dec-2007 52.191% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): ~~sum~~Sum(Beg Scheduled Balance of Liquidated Loans) / ~~sum~~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 (All Realized Losses) / Sum (~~Ending~~ Actual Liquidated Balance for loans that have experienced a loss). 3 Month Average and 12 Month Average will not have values until the 3rd and 12th month respectively.

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 2928 56,~~020~~032,~~870~~300.2500 45,~~968~~993,~~238~~610.7892 0 0.00 0.00 Group II 3124 5,~~541~~687,~~184~~120.00 5,~~503~~660,~~314~~092.5117 01 0260,000.00 0260,000.00 Total 6052 1011,~~562~~719,~~054~~420.2500 1011,~~471~~653,~~553~~703.2909 01 0260,000.00 0260,000.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 20 ~~273,310~~0.00 ~~271,839~~0.8400 ~~(13~~19,~~526~~013.~~10)~~05 Group II 0 0.00 0.00 24 69254,~~600~~100.00 69252,~~248~~831.4391 1123,~~678~~825.9754 Total 0 0.00 0.00 4 ~~342~~254,~~910~~100.00 ~~341~~252,~~088~~831.2791 (142,~~847~~838.~~13)~~59

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0060929531~~0060927868 SC 80.00 1028-~~Nov~~Oct-2006 72274,000.00 71270,~~449~~625.0852 Group I ~~0060995210~~0060930094 TXGA 8089.0099 01-~~Dec~~Nov-2006 52205,~~000~~750.00 51203,~~606~~918.9553 Group I ~~0069015063~~0060980370 PANJ 7090.00 01-~~Nov~~Dec-2006 ~~168~~144,000.00 ~~166~~143,~~372~~145.5321 Group I ~~0154756209~~0155829971 WYGA 95.00 01-~~Dec~~Nov-2006 ~~151~~115,~~050~~900.00 ~~149~~114,~~819~~864.0387 Group I ~~0154870059~~0608175744 NJIL 6975.8400 01-~~Nov~~Oct-2006 213,~~000~~750.00 ~~210~~211,~~813~~899.5179 Group I ~~0155004286~~0608298066 ORIL 9590.00 01-Nov-2006 ~~222~~139,~~300~~500.00 ~~220~~138,~~230~~527.96 Group I ~~0155584543~~0608309466 AZNY 9580.00 01-Nov-2006 ~~169~~448,~~100~~000.00 ~~165~~446,~~440~~486.9670 Group I ~~0155902893~~0609064717 IAOR 9560.00 01-~~Dec~~Nov-2006 ~~128~~88,~~250~~200.00 ~~127,438.51 Group I 0511050493 WY~~ 84~~.55 01-Nov-2006 80~~,~~745~~481.2581 ~~80,112.82~~ Group I ~~0551015907~~0609110940 TXNY 2045.00 01-~~Aug~~Nov-2006 21315,~~400.00 21,259.80 Group I 0607058345 AL 90.00 01-Sep-2006 63,~~000.00 62313,~~649~~583.8472 Group I ~~0609053192~~0609111017 NYWA 5372.1719 01-Dec-2006 ~~260~~270,000.00 ~~241~~269,~~733~~025.9337 Group I ~~0609054159~~0609212716 COAK 9590.00 01-Nov-2006 ~~218~~231,~~500~~300.00 ~~217~~229,~~488~~783.3788 Group I ~~0609088904~~0609223954 NYNC 7585.00 01-Dec-2006 ~~135~~169,~~000~~150.00 ~~129~~168,~~951~~581.1174 Group I ~~0609133915~~0609224566 ILAZ 8063.0074 01-~~Dec~~Nov-2006 ~~260~~131,~~000~~950.00 ~~259~~131,~~999~~581.9910 Group I ~~0609133999~~0609270547 VA 8580.0095 01-Dec-2006 6668,~~725~~000.00 6667,~~416~~529.4856 Group I ~~0609199604~~0609271453 MDNY 8550.00 01-~~Nov~~Dec-2006 ~~229~~290,~~500~~000.00 ~~227~~288,~~879~~758.5777 Group I ~~0609199925~~0609271866 NJNY 6549.0055 01-Dec-2006 ~~156~~275,000.00 ~~155~~273,~~047~~806.8920 Group I ~~0609212948~~0609282990 ILNJ 90100.00 01-Dec-2006 ~~251~~330,~~910~~000.00 ~~250~~328,~~443~~850.4273 Group I ~~0609212957~~0609294144 ALTX 8340.7550 01-~~Nov~~Dec-2006 ~~100~~162,~~500~~000.00 99160,~~722~~280.2170 Group I ~~0609224720~~0610025883 MONJ 6158.5433 01-Dec-2006 80210,000.00 79207,~~467~~617.1343 Group I ~~0609271050~~0610037908 NYSC 8485.8800 01-Dec-2006 ~~365~~95,~~000~~200.00 ~~362~~94,~~544~~451.3899 Group I ~~0610026336~~0610038937 NY 6055.4851 01-Dec-2006 ~~317~~408,~~500~~000.00 ~~314~~406,~~976~~548.3915 Group I ~~0610052326~~0610053568 MENJ 9070.00 01-Dec-2006 ~~292~~306,~~500~~600.00 ~~289~~304,~~995~~227.2873 Group I ~~0610053503~~0610111611 ILAZ 8458.8267 01-Dec-2006 ~~380~~132,000.00 ~~378~~131,~~658~~488.5104 Group I ~~0610064639~~0610124083 MDNY 8065.5350 01-Dec-2006 ~~153~~262,000.00 ~~152~~260,~~056~~459.3003 Group I ~~0610108532~~0610124295 FLWI 4795.7300 01-Dec-2006 ~~105~~171,000.00 ~~104~~169,~~035~~918.5604 Group I ~~0610111644~~0610179729 NYVA 8662.0592 01-Dec-2006 ~~185~~161,000.00 ~~183~~159,~~360~~135.1878 Group I ~~0610135799~~0610241200 PAIA 8090.00 01-Dec-2006 ~~168~~135,000.00 ~~166~~133,~~792~~830.4382 Group I ~~0610167983~~0610252872 LAMI 7687.3650 01-Dec-2006 ~~168~~280,000.00 ~~166~~277,~~500~~061.6928 Group ~~I 0610170632 AL 90.00 01-Dec-2006 61,200.00 60,848.91 Group~~ II ~~0011640676~~0060926050 CA 80.00 01-~~Oct~~Dec-2006 ~~237~~260,~~600~~000.00 ~~235~~260,~~465~~000.~~97 Group II 0051069836 LA 94.85 01-Oct-2006 79,914.~~00 ~~79,494.89~~ Group II ~~0060837400~~0060928616 NYSC 8090.00 1801-Nov-2006 80114,~~000~~750.00 79114,~~381~~092.6808 Group II ~~0060917050~~0060929164 SCOR 8077.0029 01-~~Nov~~Dec-2006 ~~108~~160,000.00 ~~108~~158,~~000~~808.0081 Group II ~~0060930431~~0060930749 MOCO 90.00 01-Dec-2006 57345,~~150~~600.00 56345,~~804~~600.00 Group II ~~0060930577~~0060932400 ORMA 8085.00 0116-~~Dec~~Nov-2006 ~~156~~170,~~800~~850.00 ~~156~~169,~~800~~578.0008 Group II ~~0060944710~~0060939360 MOOR 8180.6000 01-Dec-2006 51208,000.00 50206,~~691~~923.3023 Group II ~~0061031588~~0060978880 GAMA 8480.9600 1701-Nov-2006 ~~209~~428,000.00 ~~208~~426,~~049~~191.5702 Group II ~~0061032394~~0061032121 NCIL 8085.00 01-Dec-2006 ~~134~~157,~~800~~250.00 ~~134~~155,~~800~~832.0050 Group II ~~0061033393~~0061032523 IL 90.00 01-Dec-2006 ~~225~~256,~~000~~500.00 ~~220~~256,~~736~~408.1234 Group II ~~0068821966~~0061033935 COIL 80.00 01-~~Nov~~Dec-2006 ~~142~~335,~~320~~920.00 ~~140~~334,~~823~~451.2588 Group II ~~0121049431~~0061035216 WICO ~~100~~80.00 01-~~Nov~~Dec-2006 ~~150~~340,000.00 ~~149~~336,~~689~~519.4094 Group II ~~0155754161~~0061042700 MDMN 9580.00 01-~~Nov~~Dec-2006 ~~199~~81,~~500~~600.00 ~~197~~81,~~979~~324.6448 Group II ~~0551016487~~0061043470 OKMI 2090.00 01-~~Aug~~Dec-2006 32103,~~000~~500.00 31102,~~849~~477.5594 Group II ~~0551018954~~0101059013 TX 20.00 01-~~Oct~~Aug-2006 3780,~~600~~400.00 3779,~~372~~833.1308 Group II ~~0607284161~~0101059785 WATX ~~100~~20.00 01-~~Nov~~Sep-2006 ~~500~~26,~~000~~700.00 ~~498~~26,~~022~~524.6497 Group II ~~0609119903~~0155264526 MDCA 5695.~~25 01-Dec-2006 450,000.~~00 ~~444,970.17 Group II 0609133624 CA 46.34~~ 01-~~Dec~~Nov-2006 ~~215~~286,~~000~~900.00 ~~209~~286,~~879~~790.1992 Group II ~~0609145735~~0155719966 PAIN 6090.00 01-~~Dec~~Nov-2006 ~~138~~31,~~000~~500.00 ~~136,646.~~31 ~~Group II 0609201559 PA 43.71 01-Nov-2006 148~~,~~600~~283.0009 ~~146,121.28~~ Group II ~~0609201675~~0609134503 OHNM 9580.00 01-Dec-2006 ~~338~~135,200.00 ~~337~~135,~~077~~189.0365 Group II ~~0609256540~~0609134504 AZNM 6320.6400 01-Dec-2006 ~~140~~33,~~000~~800.00 ~~139~~33,~~862~~615.9579 Group II ~~0609283153~~0609145431 WVNJ 100.00 01-Dec-2006 ~~131~~443,~~900~~000.00 ~~131~~441,~~135~~674.9371 Group II ~~0610026848~~0609200971 MACO 8064.0086 01-Dec-2006 ~~212~~120,000.00 ~~210~~118,~~082~~195.2833 Group II ~~0610026849~~0609223985 MACA 20100.00 01-~~Dec~~Nov-2006 53288,000.00 52286,~~774~~843.6793 Group II ~~0610038702~~0610039294 NMNY 8047.0083 01-Dec-2006 ~~268~~550,000.00 ~~266~~547,~~812~~367.5624 Group II ~~0610038703~~0610052704 NMCA 20.00 01-Dec-2006 6771,000.00 6670,~~626~~786.7897 Group II ~~0610110434~~0610097215 GANY 9055.0081 01-Dec-2006 ~~176~~600,~~400.00 175,255.83 Group II 0610112626 CA 50.91 01-Dec-2006 168,~~000.00 ~~166~~593,~~190~~424.6261 Group II ~~0610123091~~0610135810 UTVA ~~100~~90.00 01-Dec-2006 ~~192~~270,000.00 ~~190~~269,~~984~~891.0872 Group II ~~0610135024~~0610170510 ALOH ~~100~~80.0086 01-Dec-2006 ~~125~~103,~~000~~500.00 ~~124~~103,~~136~~258.5786 Group II ~~0610206637~~0610181608 NJOH 8085.00 01-Dec-2006 ~~309~~123,~~600~~250.00 ~~307~~122,~~934~~374.7947 Group II ~~0610206638~~0831065619 NJCA 20.00 2701-~~Nov~~Aug-2006 7776,~~400~~000.00 7675,~~973~~582.6411

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0060929531~~0060927868 Loan Paid in Full 0 86.~~440~~830% 360 1213 Group I ~~0060995210~~0060930094 Loan Paid in Full 0 8.~~790~~490% 360 1113 Group I ~~0069015063~~0060980370 Loan Paid in Full ~~(1)~~0 710.~~875~~090% 360 12 Group I ~~0154756209~~0155829971 Loan Paid in Full 0 8.~~125~~875% 360 1113 Group I ~~0154870059~~0608175744 Loan Paid in Full 0 78.~~375~~990% 360 1214 Group I ~~0155004286~~0608298066 Loan Paid in Full 0 79.~~875~~750% 360 1213 Group I ~~0155584543~~0608309466 Loan Paid in Full 0 8.~~500~~750% ~~240~~360 1213 Group I ~~0155902893~~0609064717 Loan Paid in Full 0 98.~~375~~500% ~~360~~180 1113 Group I ~~0511050493~~0609110940 Loan Paid in Full 0 97.~~675~~750% 360 1213 Group I ~~0551015907~~0609111017 ~~Liquidation 6 9.990% 360 15 Group I 0607058345~~ Loan Paid in Full 0 118.~~125~~250% 360 1412 Group I ~~0609053192~~0609212716 Loan Paid in Full 0 79.~~375~~990% ~~120~~360 1113 Group I ~~0609054159~~0609223954 Loan Paid in Full 0 78.~~600~~500% 360 12 Group I ~~0609088904~~0609224566 Loan Paid in Full 0 79.~~600~~500% ~~180~~360 1113 Group I ~~0609133915~~0609270547 Loan Paid in Full 0 69.~~875~~350% 360 1112 Group I ~~0609133999~~0609271453 Loan Paid in Full 0 107.~~875~~650% 360 1112 Group I ~~0609199604~~0609271866 Loan Paid in Full 0 97.~~250~~600% 360 12 Group I ~~0609199925~~0609282990 Loan Paid in Full 0 98.~~550~~375% 360 1112 Group I ~~0609212948~~0609294144 ~~Liquidation 7 9.850% 360 11 Group I 0609212957~~ Loan Paid in Full (1) 87.~~799~~375% 360 12 Group I ~~0609224720~~0610025883 Loan Paid in Full 0 96.~~125~~875% 360 1112 Group I ~~0609271050~~0610037908 Loan Paid in Full 0 9.~~080~~750% 360 1112 Group I ~~0610026336~~0610038937 Loan Paid in Full 0 8.~~250~~300% 360 1112 Group I ~~0610052326~~0610053568 Loan Paid in Full ~~(1) 7.875% 360 11 Group I 0610053503 Loan Paid in Full~~ 0 8.~~050~~800% 360 1112 Group I ~~0610064639~~0610111611 Loan Paid in Full 0 97.~~499~~999% 360 1112 Group I ~~0610108532~~0610124083 Loan Paid in Full 0 76.~~599~~500% 360 1112 Group I ~~0610111644~~0610124295 Loan Paid in Full 0 79.~~700~~900% 360 1112 Group I ~~0610135799~~0610179729 Loan Paid in Full 0(1) 86.750% 360 1112 Group I ~~0610167983~~0610241200 Loan Paid in Full 0 8.~~650~~500% 360 1112 Group I ~~0610170632~~0610252872 Loan Paid in Full 0 9.~~850~~199% 360 1112 Group II ~~0011640676~~0060926050 ~~Loan~~Repurchase ~~Paid~~10 ~~in Full~~ 8 8.~~445~~840% 360 1312 Group II ~~0051069836~~0060928616 Loan Paid in Full 0 1110.~~050~~630% 360 13 Group II ~~0060837400~~0060929164 Loan Paid in Full 0 8.~~390~~990% 360 1112 Group II ~~0060917050~~0060930749 Loan Paid in Full 0 87.~~390~~790% 360 12 Group II ~~0060930431~~0060932400 Loan Paid in Full ~~(1)~~0 98.~~590~~990% 360 1113 Group II ~~0060930577~~0060939360 Loan Paid in Full 0 7.~~250~~190% 360 1112 Group II ~~0060944710~~0060978880 Loan Paid in Full 0 98.~~590~~390% 360 1113 Group II ~~0061031588~~0061032121 Loan Paid in Full 0 78.~~140~~340% 360 1112 Group II ~~0061032394~~0061032523 Loan Paid in Full 0 8.~~040~~090% 360 1112 Group II ~~0061033393~~0061033935 Loan Paid in Full 0 7.~~890~~990% 360 1112 Group II ~~0068821966~~0061035216 Loan Paid in Full 02 7.~~250~~390% 360 12 Group II ~~0121049431~~0061042700 Loan Paid in Full 0(1) 108.~~155~~490% 360 12 Group II ~~0155754161~~0061043470 Loan Paid in Full 0 87.~~875~~590% 360 12 Group II ~~0551016487~~0101059013 Liquidation 68 139.~~350~~990% 360 1516 Group II ~~0551018954~~0101059785 Liquidation 5 9.990% 360 1315 Group II ~~0607284161~~0155264526 Loan Paid in Full 0 7 9.~~990~~125% 360 1213 Group II ~~0609119903~~0155719966 Loan Paid in Full 0 69.~~500~~750% 360 1113 Group II ~~0609133624~~0609134503 Loan Paid in Full 0(1) 67.990% ~~240 11 Group II 0609145735 Loan Paid in Full 0 7.599%~~ 360 1112 Group II ~~0609201559~~0609134504 Loan Paid in Full 0(1) 510.~~875~~500% ~~360~~180 12 Group II ~~0609201675~~0609145431 Loan Paid in Full 0 8.~~250~~900% 360 1112 Group II ~~0609256540~~0609200971 Loan Paid in Full 0 76.~~750~~490% 360 1112 Group II ~~0609283153~~0609223985 Loan Paid in Full 0 98.~~990~~150% 360 1113 Group II ~~0610026848~~0610039294 Loan Paid in Full ~~(1)~~7 7.~~625~~250% 360 1112 Group II ~~0610026849~~0610052704 ~~Loan~~Liquidation ~~Paid~~6 ~~in Full (1)~~ 11.~~500~~990% 180 1112 Group II ~~0610038702~~0610097215 Loan Paid in Full 0 78.~~525~~500% 360 ~~11 Group II 0610038703 Loan Paid in Full 0~~ 12~~.990%~~ ~~180 11~~ Group II ~~0610110434~~0610135810 Loan Paid in Full 0(1) 9.~~800~~625% 360 1112 Group II ~~0610112626~~0610170510 Loan Paid in Full 0 69.~~695~~750% 360 1112 Group II ~~0610123091~~0610181608 Loan Paid in Full 0 109.~~300~~375% 360 1112 Group II ~~0610135024~~0831065619 ~~Loan~~Liquidation ~~Paid~~7 ~~in Full 0 9~~11.250% 360 ~~11 Group II 0610206637 Loan Paid in Full (1) 6.750% 360 11 Group II 0610206638 Loan Paid in Full 0 10.500% 180 11~~16

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 118 1,~~378~~328,~~941~~094.5516 4235,~~254~~485.1352 0.00 Group II 168 31,~~197~~180,~~879~~661.8065 8438,~~286~~077.6354 0.00 Total 2716 42,~~576~~508,~~821~~755.3581 ~~126~~73,~~540~~563.7606 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Group I ~~0060995210~~0609064717 11/~~14/2007 51,639.27 2,600.00 0.00 Group I 0154756209 10/~~23/2007 ~~149~~84,~~925~~750.4605 ~~3,021.00 0.00 Group I 0155004286 10/01/2007 220,396.44~~ 4,~~446~~250.0082 0.00 Group I ~~0155584543~~0609111017 1012/1813/2007 ~~165~~269,~~734~~103.5046 313,~~382~~451.0026 0.00 Group I ~~0155902893~~0609223954 1012/0906/2007 ~~127~~168,~~509~~627.0733 21,~~565~~686.0027 0.00 Group I ~~0511050493~~0609270547 1112/~~02/2007 80,155.84 3,096.33 0.00 Group I 0609133999~~ 10/~~29/~~2007 6667,~~443~~567.4946 1,~~329~~352.~~40 0.00 Group I 0609224720~~ 10~~/31/2007~~ ~~79,513.41 1,591.18~~ 0.00 Group I ~~0610108532~~0610111611 11/1420/2007 ~~104~~131,~~117~~529.5501 56,~~213~~578.9948 0.00 Group I ~~0610135799~~0610124295 1112/0103/2007 ~~166~~170,~~897~~003.1354 82,~~344~~211.8559 0.00 Group I ~~0610167983~~0610179729 1112/0507/2007 ~~166~~159,~~609~~284.3906 63,~~664~~182.3871 0.00 Group III ~~0051069836~~0610252872 ~~10/22/2007 79,526.64 795.58 0.00 Group II 0060930431~~ 11/0928/2007 56277,~~834~~229.1125 2,~~857~~772.5029 0.00 Group II ~~0060930577~~0060929164 11/0119/2007 ~~156~~158,~~800~~904.0060 78,~~840~~000.00 0.00 Group II ~~0060944710~~0060939360 11/0530/2007 50207,~~718~~004.1732 ~~2,550.00 0.00 Group II 0061031588~~ 10~~/31/2007 208~~,~~131~~400.~~29 2,090.~~00 0.00 Group II ~~0068821966~~0061042700 1012/0104/2007 ~~140~~81,~~942~~346.5954 ~~2,846.40 0.00 Group II 0155754161 10/11/2007 198,101.83~~ 1,~~948~~135.4128 0.00 Group II ~~0607284161~~0061043470 11/0216/2007 ~~498~~102,~~178~~559.4133 241,~~908~~026.9240 0.00 Group II ~~0609119903~~0609200971 1112/0107/2007 ~~445~~118,~~401~~195.8933 ~~3,200.18 0.00 Group II 0609133624 11/02/2007 210,319.69~~ 5,~~847~~909.8276 0.00 Group II ~~0609145735~~0609223985 1112/0607/2007 ~~136~~286,~~754~~930.6019 69,~~837~~348.7369 0.00 Group II ~~0609201559~~0610170510 11/0628/2007 ~~146~~103,~~284~~278.1332 31,~~436~~032.98 0.00 Group II ~~0609201675~~0610181608 11/0629/2007 ~~337~~122,~~174~~443.1802 ~~3,371.74 0.00 Group II 0610110434 11/06/2007 175,294.50~~ 1,~~752~~224.9543 0.00 ~~Group II 0610112626 10/23/2007 166,346.06 4,448.84 0.00 Group II 0610123091 10/30/2007 191,071.71 9,553.58 0.00~~

Prepayment Rates

Summary SMM CPR PSA Current Month 1.~~150~~314% Current Month 1214.~~956~~682% Current Month ~~565~~589.~~375~~202% 3 Month Average 01.~~972~~166% 3 Month Average 1113.~~041~~120% 3 Month Average ~~524~~571.~~120~~706% 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. ~~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 8.459% N/A Mar-2007 1,218.981% N/A Apr-2007 13.337% N/A Apr-2007 1,492.621% N/A May-2007 16.648% N/A May-2007 1,522.085% N/A Jun-2007 19.128% N/A Jun-2007 1,479.094% N/A Jul-2007 16.877% N/A Jul-2007 1,130.050% N/A Aug-2007 14.321% N/A Aug-2007 845.495% N/A Sep-2007 8.445% N/A Sep-2007 446.444% N/A Oct-2007 11.722% N/A Oct-2007 560.541% N/A Nov-2007 12.956% N/A Nov-2007 565.375% N/A Dec-2007 14.682% N/A Dec-2007 589.202% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 1.~~195~~393% Current Month 1315.~~433~~488% Current Month ~~586~~621.~~183~~561% 3 Month Average 1.~~067~~273% 3 Month Average 1214.~~056~~247% 3 Month Average ~~572~~622.~~704~~827% 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. ~~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 10.604% N/A Mar-2007 1,532.347% N/A Apr-2007 12.103% N/A Apr-2007 1,357.040% N/A May-2007 16.003% N/A May-2007 1,464.635% N/A Jun-2007 21.455% N/A Jun-2007 1,660.311% N/A Jul-2007 20.019% N/A Jul-2007 1,341.691% N/A Aug-2007 16.070% N/A Aug-2007 949.507% N/A Sep-2007 8.916% N/A Sep-2007 471.191% N/A Oct-2007 13.818% N/A Oct-2007 660.738% N/A Nov-2007 13.433% N/A Nov-2007 586.183% N/A Dec-2007 15.488% N/A Dec-2007 621.561% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 1.~~110~~247% Current Month 1213.~~539~~975% Current Month ~~547~~560.~~199~~869% 3 Month Average 01.~~889~~073% 3 Month Average 1012.~~142~~123% 3 Month Average ~~481~~526.~~069~~451% 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. ~~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 6.518% N/A Mar-2007 937.067% N/A Apr-2007 14.414% N/A Apr-2007 1,610.405% N/A May-2007 17.215% N/A May-2007 1,572.465% N/A Jun-2007 17.015% N/A Jun-2007 1,314.770% N/A Jul-2007 14.013% N/A Jul-2007 937.542% N/A Aug-2007 12.761% N/A Aug-2007 752.876% N/A Sep-2007 8.033% N/A Sep-2007 424.723% N/A Oct-2007 9.856% N/A Oct-2007 471.284% N/A Nov-2007 12.539% N/A Nov-2007 547.199% N/A Dec-2007 13.975% N/A Dec-2007 560.869% 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))

Modifications Beginning Current Loan Scheduled Scheduled Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment ~~0521041455~~0061037540 ~~165~~121,~~104~~555.9227 ~~178~~121,~~213~~469.5310 98.~~750~~170% 98.~~750~~170% 1882.85 913.76 0155322787 75,~~428~~694.3462 180,~~542~~652.8807 ~~0841019693~~7.875% ~~105~~7.875% 521.33 590.72 0608039717 328,~~271~~664.8583 ~~117~~327,~~562~~803.4214 810.~~480~~690% 10.690% 3,575.07 3,789.55 0609053705 302,510.27 302,205.40 8.~~480~~500% ~~772~~7.54500% ~~909~~2,325.8097 2,134.45

Repurchases Due to Breaches Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment No0060926050 ~~Repurchases~~260,000.00 ~~Due~~260,000.00 to8.840% ~~Breaches~~1,915.33 ~~this~~Totals ~~Period~~260,000.00 260,000.00

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 2 ~~874~~873,~~444~~713.5434 0.~~094~~095 0 0.00 0.000 5.500 5.999 43 12,~~124~~105,~~527~~467.5146 1.~~305~~321 17 3,~~923~~910,~~307~~334.4100 0.~~909~~919 6.000 6.499 ~~115~~114 3231,~~110~~976,~~821~~339.5156 3.~~457~~490 43 10,~~616~~611,~~801~~024.9361 2.~~459~~494 6.500 6.999 ~~432~~428 ~~111~~110,~~169~~211,~~769~~531.7056 1112.~~968~~029 ~~212~~208 4645,~~167~~240,~~779~~350.2274 10.~~693~~631 7.000 7.499 ~~409~~405 9897,~~877~~575,~~257~~914.5623 10.~~645~~649 ~~195~~194 39,~~643~~457,~~491~~160.8334 9.~~182~~272 7.500 7.999 ~~835~~829 ~~189~~187,~~341~~875,~~950~~322.7574 20.~~384~~505 ~~451~~448 9190,~~439~~688,~~476~~401.7794 21.~~178~~312 8.000 8.499 ~~549~~540 ~~116~~114,~~710~~234,~~865~~320.7909 12.~~565~~468 ~~306~~302 5957,~~166~~927,~~695~~557.2276 13.~~704~~613 8.500 8.999 ~~872~~859 ~~173~~170,~~984~~515,~~829~~717.1684 18.~~731~~610 ~~461~~453 8886,~~092~~284,~~667~~636.7762 20.~~403~~277 9.000 9.499 ~~405~~401 7069,~~153~~366,~~421~~449.1124 7.~~553~~571 ~~177~~175 3130,~~010~~651,~~202~~174.0319 7.~~182~~203 9.500 9.999 ~~517~~507 7472,~~088~~779,~~028~~692.3752 7.~~976~~943 ~~265~~260 3837,~~603~~821,~~170~~754.4221 8.~~941~~888 10.000 10.499 ~~144~~143 17,~~982~~832,~~548~~322.8942 1.~~936~~946 7675 8,~~984~~837,~~052~~601.0814 2.~~081~~077 10.500 10.999 ~~183~~180 1817,~~327~~924,~~644~~238.5417 1.~~973~~956 86 9,~~108~~104,~~222~~765.7758 2.~~110~~140 11.000 11.499 3938 3,~~709~~632,~~673~~544.4151 0.~~399~~396 19 1,~~422~~421,~~231~~730.7206 0.~~329~~334 11.500 11.999 7675 5,~~574~~501,~~770~~900.7823 0.600 39 2,~~676~~675,~~250~~128.5424 0.~~620~~629 12.000 12.499 16 1,~~017~~016,~~054~~772.7444 0.~~109~~111 9 497,~~213~~059.5507 0.~~115~~117 12.500 12.999 22 1,~~619~~618,~~399~~791.9762 0.~~174~~177 7 405,~~809~~476.0577 0.~~094~~095 13.000 13.499 5 402,~~071~~024.0283 0.~~043~~044 0 0.00 0.000 13.500 13.999 5 ~~263~~262,~~071~~717.9173 0.~~028~~029 0 0.00 0.000 >= 14.000 13 544,~~592~~486.7675 0.059 0 0.00 0.000 Total 4,~~682~~625 ~~928~~916,~~876~~250,~~744~~267.0228 100.000 2,~~363~~335 ~~431~~425,~~757~~534,~~372~~155.3127 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 2 ~~874~~873,~~444~~713.5434 0.~~176~~178 5.500 5.999 26 8,~~201~~195,~~220~~133.1046 1.~~650~~670 6.000 6.499 7271 21,~~494~~365,~~019~~314.5895 4.~~324~~354 6.500 6.999 220 6564,~~001~~971,~~990~~180.4882 13.~~076~~240 7.000 7.499 ~~214~~211 5958,~~233~~118,~~765~~753.7389 11.~~915~~844 7.500 7.999 ~~384~~381 97,~~902~~186,~~473~~920.9880 19.~~694~~805 8.000 8.499 ~~243~~238 5756,~~544~~306,~~170~~762.5733 11.~~576~~474 8.500 8.999 ~~411~~406 8584,~~892~~231,~~161~~081.3922 17.~~278~~165 9.000 9.499 ~~228~~226 3938,~~143~~715,~~219~~275.0805 7.~~874~~890 9.500 9.999 ~~252~~247 3534,~~484~~957,~~857~~938.9531 7.~~138~~124 10.000 10.499 68 8,~~998~~994,~~496~~721.8128 1.~~810~~833 10.500 10.999 9794 98,~~219~~819,~~421~~472.7759 1.~~855~~797 11.000 11.499 2019 2,~~287~~210,~~441~~814.6945 0.~~460~~451 11.500 11.999 3736 2,~~898~~826,~~520~~771.2499 0.~~583~~576 12.000 12.499 7 519,~~841~~713.1937 0.~~105~~106 12.500 12.999 15 1,213,~~590~~314.9285 0.~~244~~247 13.000 13.499 5 402,~~071~~024.0283 0.~~081~~082 13.500 13.999 5 ~~263~~262,~~071~~717.9173 0.~~053~~054 >= 14.000 13 544,~~592~~486.7675 0.~~110~~111 Total 2,~~319~~290 ~~497~~490,~~119~~716,~~371~~112.7101 100.000

SUPPLEMENTAL REPORTING Business Day Any day other than (i) Saturday or Sunday, or (ii) a day on which banking and savings and loan institutions, in (a) the States of New York, California, Maryland or Minnesota, (b) the Commonwealth of Pennsylvania or any other State in which a Servicer's servicing operations are located, or (c) any State in which the Corporate Trust Office is located, are authorized or obligated by law or executive order to be closed. Closing Date March 8, 2007. Determination Date For each Remittance Date (i) with respect to Wells Fargo, as Servicer, the business day immediately preceding such Remittance Date, (ii) with respect to Countrywide Servicing, the 15th day of the calendar month in which such Remittance Date occurs, or if that day is not a business day, the immediately succeeding business day, and (iii) with respect to Option One, the 15th day of the calendar month in which such Remittance Date occurs, or if that day is not a business day, the immediately preceding business day. Distribution Account Deposit Date As to any Distribution Date, 12:00 noon New York City time on the third Business Day immediately preceding such Distribution Date. Distribution Date The 25th day of each calendar month, or if such day is not a Business Day, the next succeeding Business Day, commencing in March 2007. ~~Libor~~LIBOR Determination Date With respect to any Interest Accrual Period for the LIBOR Certificates, the second London Business Day preceding the commencement of such Interest Accrual Period. Record Date With respect to any Distribution Date and any Certificate (other than a Certificate issued in definitive form), the close of business on the Business Day immediately preceding such Distribution Date; provided, however, that, for any Certificate issued in definitive form, the Record Date shall be the close of business on the last Business Day of the month preceding the month in which such applicable Distribution Date occurs (or, in the case of the first Distribution Date, the Closing Date). London Business Day Any day on which dealings in deposits of United States dollars are transacted in the London interbank market. Remittance Date To the extent provided in the related Servicing Agreement, (i) with respect to Wells Fargo, as Servicer, the 18th calendar day of any month, or if such 18th day is not a Business Day, the first Business Day immediately following, (ii) with respect to Countrywide Servicing, the 21st day of any month, or if such 21st day is not a Business Day, the first Business Day immediately preceding and (iii) with respect to Option One, the 20th day of any month, or if such 20th day is not a Business Day, the first Business Day immediately preceding. Interest Accrual Period With respect to each Class of LIBOR Certificates and any Distribution Date, the period commencing on the Distribution Date occurring in the month preceding the month in which the current Distribution Date occurs and ending on the day immediately preceding the current Distribution Date (or, in the case of the first Distribution Date, the period from and including the Closing Date to but excluding such first Distribution Date). For purposes of computing interest accruals on each Class of LIBOR Certificates, each Interest Accrual Period has the actual number of days in such month and each year is assumed to have 360 days. With respect to each Class of Lower Tier Interests and any Distribution Date, the calendar month immediately preceding the month in which such Distribution Date occurs.

Filing Compare · HSI Asset Securitization CORP Trust 2007-HE1