10-D 1 thb07004_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 2, 2007 to December 1, 2007 Commission File Number of issuing entity: 333-140279-11 Thornburg Mortgage Securities Trust 2007-4 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-140279 Greenwich Capital Acceptance, Inc. (Exact name of depositor as specified in its charter) Thornburg Mortgage Home Loans, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2200745 54-2200746 54-6756607 (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)) 1A-1 _____ _____ __X___ ____________ 2A-1 _____ _____ __X___ ____________ 3A-1 _____ _____ __X___ ____________ 3A-2 _____ _____ __X___ ____________ A-R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On December 26, 2007 a distribution was made to holders of Thornburg Mortgage Securities Trust 2007-4. 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 Thornburg Mortgage Securities Trust 2007-4, 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. Thornburg Mortgage Securities Trust 2007-4 (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 Thornburg Mortgage Securities Trust 2007-4, relating to the December 26, 2007 distribution. EX-99.1 Thornburg Mortgage Home Loans, Inc. Mortgage Loan Pass-Through Certificates Distribution Date: 12/26/2007 Thornburg Mortgage Home Loans, Inc. Mortgage Loan Pass-Through Certificates Series 2007-4 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 1A-1 88522YAA7 0911/2830/2007 6.~~18274~~18350% ~~299~~294,~~642~~295,~~323~~078.0219 1,~~543~~516,~~843~~478.0987 1A-2 88522YAQ2 0911/2830/2007 6.~~18274~~18350% 3332,~~293~~699,~~373~~239.9653 ~~171~~168,~~537~~496.0055 2A-1 88522YAB5 0911/2830/2007 6.~~23077~~23094% ~~484~~479,~~658~~348,~~060~~555.2327 2,~~516~~488,~~493~~992.2557 2A-2 88522YAL3 0911/2830/2007 6.~~23077~~23094% 53,~~850~~260,~~674~~732.7315 ~~279~~276,~~609~~553.2160 3A-1 88522YAC3 0911/2830/2007 6.~~21966~~22010% ~~442~~438,~~753~~760,~~964~~852.5023 2,~~294~~274,~~815~~279.7361 3A-2 88522YAN9 0911/2830/2007 6.~~21966~~22010% 4948,~~194~~750,~~442~~767.9883 ~~254~~252,~~977~~695.2346 A-R 88522YAD1 0911/2830/2007 6.~~18274~~19141% 0.00 0.00 B-1 88522YAE9 0911/2830/2007 6.~~21491~~21532% 24,~~521~~520,~~371~~071.8477 ~~126~~127,~~998~~000.4312 B-2 88522YAF6 0911/2830/2007 6.~~21491~~21532% 15,~~144~~143,~~612~~809.0411 78,~~435~~436.3337 B-3 88522YAG4 0911/2830/2007 6.~~21491~~21532% 10,096,~~741~~206.3505 52,~~291~~292.9564 B-4 88522YAH2 0911/2830/2007 6.~~21491~~21532% 5,047,~~870~~603.6906 26,143.3873 B-5 88522YAJ8 0911/2830/2007 6.~~21491~~21532% 2,884,~~926~~773.1014 14,941.3049 B-6 88522YAK5 0911/2830/2007 6.~~21491~~21532% 7,932,~~695~~275.6709 41,084.1670 ES 88522YAP4 0911/2830/2007 0.00000% 0.00 ~~275~~272,~~734~~517.2261 Totals 1,~~429~~412,~~021~~739,~~057~~963.1142 7,~~676~~589,~~904~~913.2832

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1A-1 24,~~486~~571,~~273~~537.6796 0.00 ~~297~~289,~~156~~723,~~049~~540.3523 46,~~030~~088,~~116~~016.7683 0.00 1A-2 ~~276~~507,~~250~~945.8234 0.00 3332,~~017~~191,~~123~~294.1419 ~~447~~676,~~787~~441.8289 0.00 2A-1 15,~~111~~849,~~516~~435.44 0.00 ~~483~~473,~~546~~499,~~543~~119.7983 38,~~628~~338,~~009~~428.6901 0.00 2A-2 ~~123~~649,~~501~~934.3261 0.00 5352,~~727~~610,~~173~~797.4155 ~~403~~926,~~110~~488.5321 0.00 3A-1 21,~~359~~115,~~003~~911.2798 0.00 ~~440~~437,~~394~~644,~~961~~940.2325 43,~~653~~390,~~819~~191.0059 0.00 3A-2 ~~262~~123,~~109~~989.1211 0.00 48,~~932~~626,~~333~~778.8772 ~~517~~376,~~086~~684.3557 0.00 A-R 0.00 0.00 0.00 0.00 0.00 B-1 ~~644~~660.0088 0.00 24,~~520~~519,~~727~~410.8489 127,~~642~~661.4300 0.00 B-2 ~~397~~408.7416 0.00 15,~~144~~143,~~214~~400.3094 78,~~833~~844.0753 0.00 B-3 ~~265~~272.1712 0.00 10,~~096~~095,~~476~~933.1993 52,~~557~~564.1276 0.00 B-4 ~~132~~136.5705 0.00 5,047,~~738~~467.1202 26,~~275~~279.9578 0.00 B-5 ~~75.~~77.75 0.00 2,884,~~850~~695.3339 15,~~017~~019.0724 0.00 B-6 ~~208~~213.3379 0.00 7,932,~~487~~061.3430 41,~~292~~298.49 0.00 ES 0.00 0.00 0.00 ~~275~~272,~~734~~517.2261 0.00 Totals 612,~~620~~820,~~378~~523.2219 0.00 1,~~422~~399,~~400~~919,~~678~~440.9124 1420,~~297~~410,~~282~~436.5051 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1A-1 306,173,000.00 ~~299~~294,~~642~~295,~~323~~078.0219 0.00 24,~~486~~571,~~273~~537.6796 0.00 1A-2 34,019,000.00 3332,~~293~~699,~~373~~239.9653 0.00 ~~276~~507,~~250~~945.8234 0.00 2A-1 487,667,000.00 ~~484~~479,~~658~~348,~~060~~555.2327 0.00 15,~~111~~849,~~516~~435.44 0.00 2A-2 54,185,000.00 53,~~850~~260,~~674~~732.7315 0.00 ~~123~~649,~~501~~934.3261 0.00 3A-1 445,243,000.00 ~~442~~438,~~753~~760,~~964~~852.5023 0.00 21,~~359~~115,~~003~~911.2798 0.00 3A-2 49,471,000.00 4948,~~194~~750,~~442~~767.9883 0.00 ~~262~~123,~~109~~989.1211 0.00 A-R 100.00 0.00 0.00 0.00 0.00 B-1 24,522,000.00 24,~~521~~520,~~371~~071.8477 ~~644~~660.0088 0.00 0.00 B-2 15,145,000.00 15,~~144~~143,~~612~~809.0411 ~~397~~408.7416 0.00 0.00 B-3 10,097,000.00 10,096,~~741~~206.3505 ~~265~~272.1712 0.00 0.00 B-4 5,048,000.00 5,047,~~870~~603.6906 ~~132~~136.5705 0.00 0.00 B-5 2,885,000.00 2,884,~~926~~773.1014 ~~75.~~77.75 0.00 0.00 B-6 7,932,898.88 7,932,~~695~~275.6709 ~~208~~213.3379 0.00 0.00 ES 0.00 0.00 0.00 0.00 0.00 Totals 1,442,387,998.88 1,~~429~~412,~~021~~739,~~057~~963.1142 1,~~723~~768.5875 612,~~618~~818,~~654~~754.6444 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1A-1 0.00 24,~~486~~571,~~273~~537.6796 ~~297~~289,~~156~~723,~~049~~540.3523 0.~~97054949~~94627397 24,~~486~~571,~~273~~537.6796 1A-2 0.00 ~~276~~507,~~250~~945.8234 3332,~~017~~191,~~123~~294.1419 0.~~97054949~~94627397 ~~276~~507,~~250~~945.8234 2A-1 0.00 15,~~111~~849,~~516~~435.44 ~~483~~473,~~546~~499,~~543~~119.7983 0.~~99155068~~97094763 15,~~111~~849,~~516~~435.44 2A-2 0.00 ~~123~~649,~~501~~934.3261 5352,~~727~~610,~~173~~797.4155 0.~~99155068~~97094763 ~~123~~649,~~501~~934.3261 3A-1 0.00 21,~~359~~115,~~003~~911.2798 ~~440~~437,~~394~~644,~~961~~940.2325 0.~~98911148~~98293503 21,~~359~~115,~~003~~911.2798 3A-2 0.00 ~~262~~123,~~109~~989.1211 48,~~932~~626,~~333~~778.8772 0.~~98911148~~98293503 ~~262~~123,~~109~~989.1211 A-R 0.00 0.00 0.00 0.00000000 0.00 B-1 0.00 ~~644~~660.0088 24,~~520~~519,~~727~~410.8489 0.~~99994812~~99989442 ~~644~~660.0088 B-2 0.00 ~~397~~408.7416 15,~~144~~143,~~214~~400.3094 0.~~99994812~~99989442 ~~397~~408.7416 B-3 0.00 ~~265~~272.1712 10,~~096~~095,~~476~~933.1993 0.~~99994812~~99989442 ~~265~~272.1712 B-4 0.00 ~~132~~136.5705 5,047,~~738~~467.1202 0.~~99994812~~99989442 ~~132~~136.5705 B-5 0.00 ~~75.~~77.75 2,884,~~850~~695.3339 0.~~99994812~~99989442 ~~75.~~77.75 B-6 0.00 ~~208~~213.3379 7,932,~~487~~061.3430 0.~~99994812~~99989442 ~~208~~213.3379 ES 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 612,~~620~~820,~~378~~523.2219 1,~~422~~399,~~400~~919,~~678~~440.9124 0.~~98614290~~97055677 612,~~620~~820,~~378~~523.2219 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 1A-1 306,173,000.00 ~~978~~961.~~66997750~~20519507 0.00000000 814.~~12048636~~93122503 0.00000000 1A-2 34,019,000.00 ~~978~~961.~~66997737~~20519504 0.00000000 814.~~12048620~~93122490 0.00000000 2A-1 487,667,000.00 ~~993~~982.~~82992950~~94236696 0.00000000 211.~~27925293~~99473296 0.00000000 2A-2 54,185,000.00 ~~993~~982.~~82992950~~94236689 0.00000000 211.~~27925293~~99473304 0.00000000 3A-1 445,243,000.00 ~~994~~985.~~40971447~~44132582 0.00000000 52.~~29823775~~50629876 0.00000000 3A-2 49,471,000.00 ~~994~~985.~~40971438~~44132583 0.00000000 52.~~29823776~~50629884 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 24,522,000.00 999.~~97438382~~92136734 0.~~02626213~~02695049 0.00000000 0.00000000 B-2 15,145,000.00 999.~~97438362~~92136745 0.~~02626213~~02695015 0.00000000 0.00000000 B-3 10,097,000.00 999.~~97438348~~92136773 0.~~02626226~~02695058 0.00000000 0.00000000 B-4 5,048,000.00 999.~~97438391~~92136688 0.~~02626189~~02695127 0.00000000 0.00000000 B-5 2,885,000.00 999.~~97438475~~92136568 0.~~02626343~~02694974 0.00000000 0.00000000 B-6 7,932,898.88 999.~~97438389~~92136670 0.~~02626152~~02694980 0.00000000 0.00000000 ES 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1A-1 0.00000000 814.~~12048636~~93122503 ~~970~~946.~~54949114~~27397004 0.~~97054949~~94627397 814.~~12048636~~93122503 1A-2 0.00000000 814.~~12048620~~93122490 ~~970~~946.~~54949117~~27397013 0.~~97054949~~94627397 814.~~12048620~~93122490 2A-1 0.00000000 211.~~27925293~~99473296 ~~991~~970.~~55067657~~94763400 0.~~99155068~~97094763 211.~~27925293~~99473296 2A-2 0.00000000 211.~~27925293~~99473304 ~~991~~970.~~55067657~~94763403 0.~~99155068~~97094763 211.~~27925293~~99473304 3A-1 0.00000000 52.~~29823775~~50629876 ~~989~~982.~~11147672~~93502705 0.~~98911148~~98293503 52.~~29823775~~50629876 3A-2 0.00000000 52.~~29823776~~50629884 ~~989~~982.~~11147682~~93502699 0.~~98911148~~98293503 52.~~29823776~~50629884 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.~~02626213~~02695049 999.~~94812169~~89441685 0.~~99994812~~99989442 0.~~02626213~~02695049 B-2 0.00000000 0.~~02626213~~02695015 999.~~94812149~~89441664 0.~~99994812~~99989442 0.~~02626213~~02695015 B-3 0.00000000 0.~~02626226~~02695058 999.~~94812221~~89441715 0.~~99994812~~99989442 0.~~02626226~~02695058 B-4 0.00000000 0.~~02626189~~02695127 999.~~94812203~~89441759 0.~~99994812~~99989442 0.~~02626189~~02695127 B-5 0.00000000 0.~~02626343~~02694974 999.~~94812132~~89441594 0.~~99994812~~99989442 0.~~02626343~~02694974 B-6 0.00000000 0.~~02626152~~02694980 999.~~94812237~~89441691 0.~~99994812~~99989442 0.~~02626152~~02694980 ES 0.00000000 0.00000000 0.00000000 0.00000000 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 1A-1 0911/01/07 - 0911/30/07 30 6.~~18274~~18350% ~~299~~294,~~642~~295,~~323~~078.0219 1,~~543~~516,~~843~~478.0987 0.00 1A-2 0911/01/07 - 0911/30/07 30 6.~~18274~~18350% 3332,~~293~~699,~~373~~239.9653 ~~171~~168,~~537~~496.0055 0.00 2A-1 0911/01/07 - 0911/30/07 30 6.~~23077~~23094% ~~484~~479,~~658~~348,~~060~~555.2327 2,~~516~~488,~~493~~992.2557 0.00 2A-2 0911/01/07 - 0911/30/07 30 6.~~23077~~23094% 53,~~850~~260,~~674~~732.7315 ~~279~~276,~~609~~553.2160 0.00 3A-1 0911/01/07 - 0911/30/07 30 6.~~21966~~22010% ~~442~~438,~~753~~760,~~964~~852.5023 2,~~294~~274,~~815~~279.7361 0.00 3A-2 0911/01/07 - 0911/30/07 30 6.~~21966~~22010% 4948,~~194~~750,~~442~~767.9883 ~~254~~252,~~977~~695.2346 0.00 A-R N/A N/A 6.~~18274~~19141% 0.00 0.00 0.00 B-1 0911/01/07 - 0911/30/07 30 6.~~21491~~21532% 24,~~521~~520,~~371~~071.8477 ~~126~~127,~~998~~000.4312 0.00 B-2 0911/01/07 - 0911/30/07 30 6.~~21491~~21532% 15,~~144~~143,~~612~~809.0411 78,~~435~~436.3337 0.00 B-3 0911/01/07 - 0911/30/07 30 6.~~21491~~21532% 10,096,~~741~~206.3505 52,~~291~~292.9564 0.00 B-4 0911/01/07 - 0911/30/07 30 6.~~21491~~21532% 5,047,~~870~~603.6906 26,143.3873 0.00 B-5 0911/01/07 - 0911/30/07 30 6.~~21491~~21532% 2,884,~~926~~773.1014 14,941.3049 0.00 B-6 0911/01/07 - 0911/30/07 30 6.~~21491~~21532% 7,932,~~695~~275.6709 41,084.1670 0.00 ES N/A N/A 0.00000% 0.00 0.00 0.00 Totals 7,~~401~~317,~~170~~395.0671 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 1A-1 0.00 0.00 1,~~543~~516,~~843~~478.0987 0.00 ~~297~~289,~~156~~723,~~049~~540.3523 1A-2 0.00 0.00 ~~171~~168,~~537~~496.0055 0.00 3332,~~017~~191,~~123~~294.1419 2A-1 0.00 0.00 2,~~516~~488,~~493~~992.2557 0.00 ~~483~~473,~~546~~499,~~543~~119.7983 2A-2 0.00 0.00 ~~279~~276,~~609~~553.2160 0.00 5352,~~727~~610,~~173~~797.4155 3A-1 0.00 0.00 2,~~294~~274,~~815~~279.7361 0.00 ~~440~~437,~~394~~644,~~961~~940.2325 3A-2 0.00 0.00 ~~254~~252,~~977~~695.2346 0.00 48,~~932~~626,~~333~~778.8772 A-R 0.00 0.00 0.00 0.00 0.00 B-1 0.00 0.00 ~~126~~127,~~998~~000.4312 0.00 24,~~520~~519,~~727~~410.8489 B-2 0.00 0.00 78,~~435~~436.3337 0.00 15,~~144~~143,~~214~~400.3094 B-3 0.00 0.00 52,~~291~~292.9564 0.00 10,~~096~~095,~~476~~933.1993 B-4 0.00 0.00 26,143.3873 0.00 5,047,~~738~~467.1202 B-5 0.00 0.00 14,941.3049 0.00 2,884,~~850~~695.3339 B-6 0.00 0.00 41,084.1670 0.00 7,932,~~487~~061.3430 ES 0.00 0.00 ~~275~~272,~~734~~517.2261 0.00 0.00 Totals 0.00 0.00 7,~~676~~589,~~904~~913.2832 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 1A-1 306,173,000.00 6.~~18274~~18350% ~~978~~961.~~66997750~~20519507 54.~~04238809~~95301307 0.00000000 1A-2 34,019,000.00 6.~~18274~~18350% ~~978~~961.~~66997737~~20519504 54.~~04238808~~95301302 0.00000000 2A-1 487,667,000.00 6.~~23077~~23094% ~~993~~982.~~82992950~~94236696 5.~~16026971~~10387738 0.00000000 2A-2 54,185,000.00 6.~~23077~~23094% ~~993~~982.~~82992950~~94236689 5.~~16026963~~10387746 0.00000000 3A-1 445,243,000.00 6.~~21966~~22010% ~~994~~985.~~40971447~~44132582 5.~~15407481~~10795141 0.00000000 3A-2 49,471,000.00 6.~~21966~~22010% ~~994~~985.~~40971438~~44132583 5.~~15407471~~10795133 0.00000000 A-R 100.00 6.~~18274~~19141% 0.00000000 0.00000000 0.00000000 B-1 24,522,000.00 6.~~21491~~21532% 999.~~97438382~~92136734 5.~~17895889~~17902781 0.00000000 B-2 15,145,000.00 6.~~21491~~21532% 999.~~97438362~~92136745 5.~~17895873~~17902740 0.00000000 B-3 10,097,000.00 6.~~21491~~21532% 999.~~97438348~~92136773 5.~~17895910~~17902743 0.00000000 B-4 5,048,000.00 6.~~21491~~21532% 999.~~97438391~~92136688 5.~~17895800~~17902734 0.00000000 B-5 2,885,000.00 6.~~21491~~21532% 999.~~97438475~~92136568 5.~~17896014~~17902600 0.00000000 B-6 7,932,898.88 6.~~21491~~21532% 999.~~97438389~~92136670 5.~~17895925~~17902732 0.00000000 ES 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1A-1 0.00000000 0.00000000 54.~~04238809~~95301307 0.00000000 ~~970~~946.~~54949114~~27397004 1A-2 0.00000000 0.00000000 54.~~04238808~~95301302 0.00000000 ~~970~~946.~~54949117~~27397013 2A-1 0.00000000 0.00000000 5.~~16026971~~10387738 0.00000000 ~~991~~970.~~55067657~~94763400 2A-2 0.00000000 0.00000000 5.~~16026963~~10387746 0.00000000 ~~991~~970.~~55067657~~94763403 3A-1 0.00000000 0.00000000 5.~~15407481~~10795141 0.00000000 ~~989~~982.~~11147672~~93502705 3A-2 0.00000000 0.00000000 5.~~15407471~~10795133 0.00000000 ~~989~~982.~~11147682~~93502699 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.00000000 5.~~17895889~~17902781 0.00000000 999.~~94812169~~89441685 B-2 0.00000000 0.00000000 5.~~17895873~~17902740 0.00000000 999.~~94812149~~89441664 B-3 0.00000000 0.00000000 5.~~17895910~~17902743 0.00000000 999.~~94812221~~89441715 B-4 0.00000000 0.00000000 5.~~17895800~~17902734 0.00000000 999.~~94812203~~89441759 B-5 0.00000000 0.00000000 5.~~17896014~~17902600 0.00000000 999.~~94812132~~89441594 B-6 0.00000000 0.00000000 5.~~17895925~~17902732 0.00000000 999.~~94812237~~89441691 ES 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1420,~~266~~397,~~650~~578.6020 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 8062,~~200~~090.5363 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Total Deposits 1420,~~346~~459,~~851~~668.1383 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 15,~~349~~324.6492 Total Administration Fees 3433,~~218~~907.9940 Payment of Interest and Principal 1420,~~297~~410,~~282~~436.5051 Total Withdrawals (Pool Distribution Amount) 1420,~~346~~459,~~851~~668.1383 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* 22,~~310~~134.4857 Master Servicing Fee - Wells Fargo Bank, N.A. 11,~~908~~772.5183 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 3433,~~218~~907.9940 *Servicer Payees include: CENLAR FSB; COLONIAL SAVINGS, F.A.; DOVENMUEHLE MTG CO; FIRST HORIZON HOME LOANS, A DIVISION OF FTBNA; FIRST REPUBLIC BANK

Collateral Statement Group Group 1 Group 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 6.~~443099~~443865 6.~~491171~~491344 Weighted Average Net Rate 6.~~418723~~419265 6.~~474249~~474406 Weighted Average Pass-Through Rate 6.~~182743~~183503 6.~~230768~~230938 Weighted Average Remaining Term 352 354 ~~356~~ Principal And Interest Constant 1,~~882~~851,~~703~~111.6020 3,~~062~~031,~~982~~333.7012 Beginning Loan Count ~~392~~387 ~~602~~597 Loans Paid in Full 4 12 Ending Loan Count ~~388~~383 ~~601~~595 Beginning Scheduled Balance ~~349~~343,~~152~~210,~~298~~168.0080 ~~564~~558,~~338~~437,~~283~~877.9329 Ending Scheduled Balance ~~346~~338,~~389~~130,~~401~~302.1126 ~~563~~551,~~102~~938,~~794~~022.6410 Actual Ending Collateral Balance ~~346~~338,~~393~~140,~~154~~071.0034 ~~563~~551,~~132~~967,~~159~~659.5664 Scheduled Principal 8,~~017~~111.9731 10,~~302~~489.3633 Unscheduled Principal 25,~~754~~071,~~878~~755.9223 16,~~225~~489,~~186~~365.9386 Negative Amortized Principal 0.00 0.00 Scheduled Interest 1,~~874~~842,~~685~~999.6389 3,~~052~~020,~~680~~843.3479 Servicing Fees 7,~~092~~035.2883 7,~~958~~882.1154 Master Servicing Fees 2,~~909~~860.6008 4,~~702~~653.8265 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 6564,~~751~~569.1768 ~~109~~108,~~802~~647.0385 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 1,~~798~~768,~~932~~534.5830 2,~~930~~899,~~217~~659.3875 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 3 Total Collateral Description Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 6.~~479750~~480189 6.~~475305~~475774 Weighted Average Net Rate 6.~~462851~~463246 6.~~456571~~456973 Weighted Average Pass-Through Rate 6.~~219660~~220098 6.~~215027~~215493 Weighted Average Remaining Term ~~357~~355 ~~356~~354 Principal And Interest Constant 2,~~802~~779,~~987~~491.2288 7,~~748~~661,~~673~~936.5220 Beginning Loan Count ~~531~~529 1,~~525~~513 Loans Paid in Full 1 67 Ending Loan Count ~~530~~528 1,~~519~~506 Beginning Scheduled Balance ~~515~~511,~~530~~091,~~475~~917.1934 1,~~429~~412,~~021~~739,~~057~~963.1243 Ending Scheduled Balance ~~512~~509,~~908~~851,~~483~~115.1689 1,~~422~~399,~~400~~919,~~678~~440.9125 Actual Ending Collateral Balance ~~512~~509,~~934~~873,~~436~~877.9037 1,~~422~~399,~~459~~981,~~750~~608.4635 Scheduled Principal 19,~~229~~514.9489 3738,~~550~~115.2753 Unscheduled Principal 21,~~602~~221,~~762~~286.0956 612,~~582~~782,~~827~~407.9465 Negative Amortized Principal 0.00 0.00 Scheduled Interest 2,~~783~~759,~~757~~976.2899 7,~~711~~623,~~123~~820.2567 Servicing Fees 7,~~260~~216.0920 22,~~310~~134.4857 Master Servicing Fees 4,~~296~~259.0910 11,~~908~~772.5183 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~100~~99,~~181~~300.0209 ~~275~~272,~~734~~517.2262 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,~~672~~649,~~020~~201.0860 7,~~401~~317,~~170~~395.0465 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Informational Reporting Rolling Six-Month Delinquency Rate 0.~~000000~~000641% One-Year CMT Indexed Mortgage Loans 15,~~950~~367,~~677~~124.7655 One-Month LIBOR Indexed Mortgage Loans 25,~~265~~264,~~212~~745.5015 One-Year LIBOR Indexed Mortgage Loans 1,~~270~~249,~~099~~323,~~517~~484.7371 Six-Month LIBOR Indexed Mortgage Loans ~~111~~109,~~085~~964,~~270~~085.9284 Sub-Servicing Fee (ES) - Cenlar FSB ~~275~~272,~~734~~517.2261 LIBOR Rate 04.~~000000~~78875% Trigger Event Reporting Enhancement Delinquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 01.~~000000~~371434% Cumulative Loss Test Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Interest Group Delinquency/Loss Trigger Trigger Result Pass Two Times Cumulative Loss Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Sub Two Times Delinquency/Loss Trigger Trigger Result Pass Stepdown Occured Trigger Result Pass Senior Sequential Trigger Trigger Result Pass

Additional Reporting - Group Level Informational Reporting Group 1 Available Funds 46,~~561~~848,~~829~~400.5694 10-Year Hybrid Mortgage Loan Balance 0.00 10-Year Hybrid Mortgage Loan Count 0 3-Year Hybrid Mortgage Loan Balance 6,~~513~~377,~~847~~365.8028 3-Year Hybrid Mortgage Loan Count 10 5-Year Hybrid Mortgage Loan Balance ~~339~~331,~~875~~752,~~553~~936.3198 5-Year Hybrid Mortgage Loan Count 388 7-Year Hybrid Mortgage Loan Balance 0.00 7-Year Hybrid Mortgage Loan Count 0 Senior Prepayment Percentage 100.000000% Senior Percentage 95.~~355436~~275242% Subordinate Prepayment Percentage 0.000000% Subordinate Percentage 4.~~644564~~724758% Group 2 Available Funds 49,~~165~~399,~~706~~514.6997 10-Year Hybrid Mortgage Loan Balance 0.00 10-Year Hybrid Mortgage Loan Count 0 3-Year Hybrid Mortgage Loan Balance 0.00 3-Year Hybrid Mortgage Loan Count 0 5-Year Hybrid Mortgage Loan Balance 0.00 5-Year Hybrid Mortgage Loan Count 0 7-Year Hybrid Mortgage Loan Balance ~~563~~551,~~102~~938,~~794~~022.6410 7-Year Hybrid Mortgage Loan Count 604 Senior Prepayment Percentage 100.000000% Senior Percentage 95.~~423038~~374850% Subordinate Prepayment Percentage 0.000000% Subordinate Percentage 4.~~576962~~625150% Group 3 Available Funds 53,~~294~~890,~~012~~002.0299 10-Year Hybrid Mortgage Loan Balance ~~512~~509,~~908~~851,~~483~~115.1689 10-Year Hybrid Mortgage Loan Count 531 3-Year Hybrid Mortgage Loan Balance 0.00 3-Year Hybrid Mortgage Loan Count 0 5-Year Hybrid Mortgage Loan Balance 0.00 5-Year Hybrid Mortgage Loan Count 0 7-Year Hybrid Mortgage Loan Balance 0.00 7-Year Hybrid Mortgage Loan Count 0 Senior Prepayment Percentage 100.000000% Senior Percentage 95.~~425670~~386290% Subordinate Prepayment Percentage 0.000000% Subordinate Percentage 4.~~574330~~613710%

Delinquency Status - MBA 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 94 0 0 0 94 138,~~675~~380,~~450~~000.00 0.00 0.00 0.00 138,~~675~~380,~~450~~000.00 60 Days 01 0 0 0 01 01,680,000.00 0.00 0.00 0.00 01,680,000.00 90 Days 01 0 0 0 01 0960,000.00 0.00 0.00 0.00 0960,000.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 96 0 0 0 96 1311,~~675~~020,~~450~~000.00 0.00 0.00 0.00 1311,~~675~~020,~~450~~000.00 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~592495~~265604% 0.000000% 0.000000% 0.000000% 0.~~592495~~265604% 0.~~961395~~598579% 0.000000% 0.000000% 0.000000% 0.~~961395~~598579% 60 Days 0.~~000000~~066401% 0.000000% 0.000000% 0.000000% 0.~~000000~~066401% 0.~~000000~~120002% 0.000000% 0.000000% 0.000000% 0.~~000000~~120002% 90 Days 0.~~000000~~066401% 0.000000% 0.000000% 0.000000% 0.~~000000~~066401% 0.~~000000~~068572% 0.000000% 0.000000% 0.000000% 0.~~000000~~068572% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~592495~~398406% 0.000000% 0.000000% 0.000000% 0.~~592495~~398406% 0.~~961395~~787153% 0.000000% 0.000000% 0.000000% 0.~~961395~~787153% 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 8062,~~200~~090.5363

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 - MBA 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 0 0 0 0.00 0.00 0.00 0.00 30 Days 21 0 0 0 21 3800,~~066,~~000.00 0.00 0.00 0.00 3800,~~066,~~000.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 21 0 0 0 21 3800,~~066,~~000.00 0.00 0.00 0.00 3800,~~066,~~000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~515464~~261097% 0.000000% 0.000000% 0.000000% 0.~~515464~~261097% 0.~~885121~~236588% 0.000000% 0.000000% 0.000000% 0.~~885121~~236588% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~515464~~261097% 0.000000% 0.000000% 0.000000% 0.~~515464~~261097% 0.~~885121~~236588% 0.000000% 0.000000% 0.000000% 0.~~885121~~236588% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 - MBA 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 0 0 0 0.00 0.00 0.00 0.00 30 Days 42 0 0 0 42 4,~~547~~775,~~450~~000.00 0.00 0.00 0.00 4,~~547~~775,~~450~~000.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 01 0 0 0 01 0960,000.00 0.00 0.00 0.00 0960,000.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 43 0 0 0 43 45,~~547~~735,~~450~~000.00 0.00 0.00 0.00 45,~~547~~735,~~450~~000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~665557~~336134% 0.000000% 0.000000% 0.000000% 0.~~665557~~336134% 0.~~807528~~865087% 0.000000% 0.000000% 0.000000% 0.~~807528~~865087% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.~~000000~~168067% 0.000000% 0.000000% 0.000000% 0.~~000000~~168067% 0.~~000000~~173923% 0.000000% 0.000000% 0.000000% 0.~~000000~~173923% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~665557~~504202% 0.000000% 0.000000% 0.000000% 0.~~665557~~504202% 01.~~807528~~039010% 0.000000% 0.000000% 0.000000% 01.~~807528~~039010% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 - MBA 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 0 0 0 0.00 0.00 0.00 0.00 30 Days 31 0 0 0 31 62,~~062~~805,000.00 0.00 0.00 0.00 62,~~062~~805,000.00 60 Days 01 0 0 0 01 01,680,000.00 0.00 0.00 0.00 01,680,000.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 32 0 0 0 32 64,~~062~~485,000.00 0.00 0.00 0.00 64,~~062~~485,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~566038~~189394% 0.000000% 0.000000% 0.000000% 0.~~566038~~189394% 10.~~181827~~550136% 0.000000% 0.000000% 0.000000% 10.~~181827~~550136% 60 Days 0.~~000000~~189394% 0.000000% 0.000000% 0.000000% 0.~~000000~~189394% 0.~~000000~~329493% 0.000000% 0.000000% 0.000000% 0.~~000000~~329493% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~566038~~378788% 0.000000% 0.000000% 0.000000% 0.~~566038~~378788% 10.~~181827~~879629% 0.000000% 0.000000% 0.000000% 10.~~181827~~879629% Please refer to CTSLink.com for a list of delinquency code descriptions.

Realized Loss Report - Collateral Summary - No Realized Loss Information to report this period. Group 1 - No Realized Loss Information to report this period. Group 2 - No Realized Loss Information to report this period. Group 3 - No Realized Loss Information to report this period. 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 1 4 15,~~310~~484,~~000~~500.00 14,~~210~~685,~~000~~500.00 0 0.00 0.00 Group 2 12 ~~780~~2,860,000.00 ~~780~~2,~~000~~680,582.0048 0 0.00 0.00 Group 3 1 ~~637~~582,~~500~~000.00 ~~636~~581,~~930~~415.5325 0 0.00 0.00 Total 67 28,~~727~~926,500.00 27,~~626~~947,~~930~~497.5373 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 1386,~~544,878~~255.9223 Group 2 0 0.00 0.00 0 0.00 0.00 ~~445~~3,~~186~~808,891.9372 Group 3 0 0.00 0.00 0 0.00 0.00 1639,~~965,831~~871.5631 Total 0 0.00 0.00 0 0.00 0.00 34,~~955~~835,~~897~~018.4126

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0018708974~~0020882544 FLCA 6280.00 01-~~Jan~~Sep-2007 ~~350~~612,000.00 ~~250~~612,000.00 Group 1 ~~0022956791~~0020884102 COCA 8075.00 01-~~Aug~~Sep-2007 ~~284~~2,670,000.00 ~~284~~2,670,000.00 Group 1 ~~0022976211~~0022964266 ILAZ 8078.0043 01-~~Sep~~Aug-2007 ~~256~~1,000,000.00 ~~256~~201,000.00 Group 1 ~~200039434~~0022970727 CASC 7265.4100 01-~~Jul~~Sep-2007 ~~420~~1,~~000~~202,500.00 ~~420~~1,~~000~~202,500.00 Group 2 ~~0022960793~~0018759928 CAAZ 8089.0030 01-Sep-2007 ~~780~~960,000.00 ~~780~~960,000.00 Group 32 ~~0022958516~~0022958409 NCCA 7569.0009 01-Aug-2007 ~~637~~1,~~500~~900,000.00 ~~636~~1,~~930~~720,474.5314 Group 3 0018898585 WI 79.73 01-Jul-2007 582,000.00 581,415.25

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0018708974~~0020882544 Loan Paid in Full 0 67.~~125~~000% 360 93 Group 1 ~~0022956791~~0020884102 Loan Paid in Full 0 6.~~875~~750% 360 23 Group 1 ~~0022976211~~0022964266 Loan Paid in Full (1) 6.~~750~~500% 360 15 Group 1 ~~200039434~~0022970727 Loan Paid in Full 0 6.~~250~~750% 360 403 Group 2 ~~0022960793~~0018759928 Loan Paid in Full 0 7.000% 349 5 Group 2 0022958409 Loan Paid in Full (1) 6.~~375~~500% 360 25 Group 3 ~~0022958516~~0018898585 Loan Paid in Full 0 6.~~875~~750% 360 25

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~461~~905% Current Month 510.~~390~~333% Current Month ~~668~~854.~~141~~946% 3 Month Average 0.~~000~~681% 3 Month Average 07.~~000~~849% 3 Month Average 0767.~~000~~083% 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. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 N/A N/A Jun-2007 N/A N/A Jul-2007 N/A N/A Jul-2007 N/A N/A Aug-2007 N/A N/A Aug-2007 N/A N/A Sep-2007 10.544% N/A Sep-2007 1,734.984% N/A Oct-2007 5.390% N/A Oct-2007 668.141% N/A Nov-2007 7.823% N/A Nov-2007 778.163% N/A Dec-2007 10.333% N/A Dec-2007 854.946% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 01.~~789~~478% Current Month 916.~~068~~361% Current Month ~~761~~1,018.~~288~~054% 3 Month Average 01.~~000~~061% 3 Month Average 011.~~000~~959% 3 Month Average 0843.~~000~~221% 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. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 N/A N/A Jun-2007 N/A N/A Jul-2007 N/A N/A Jul-2007 N/A N/A Aug-2007 N/A N/A Aug-2007 N/A N/A Sep-2007 21.854% N/A Sep-2007 2,194.225% N/A Oct-2007 9.068% N/A Oct-2007 761.288% N/A Nov-2007 10.450% N/A Nov-2007 750.320% N/A Dec-2007 16.361% N/A Dec-2007 1,018.054% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 01.~~217~~162% Current Month 213.~~574~~087% Current Month ~~333~~1,118.~~970~~875% 3 Month Average 0.~~000~~735% 3 Month Average 08.~~000~~381% 3 Month Average 0810.~~000~~959% 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. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 N/A N/A Jun-2007 N/A N/A Jul-2007 N/A N/A Jul-2007 N/A N/A Aug-2007 N/A N/A Aug-2007 N/A N/A Sep-2007 6.823% N/A Sep-2007 1,196.736% N/A Oct-2007 2.574% N/A Oct-2007 333.970% N/A Nov-2007 9.480% N/A Nov-2007 980.032% N/A Dec-2007 13.087% N/A Dec-2007 1,118.875% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 SMM CPR PSA Current Month 0.~~505~~239% Current Month 52.~~893~~830% Current Month ~~1,004~~286.~~833~~844% 3 Month Average 0.~~000~~365% 3 Month Average 04.~~000~~283% 3 Month Average 0605.~~000~~330% 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. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 N/A N/A Jun-2007 N/A N/A Jul-2007 N/A N/A Jul-2007 N/A N/A Aug-2007 N/A N/A Aug-2007 N/A N/A Sep-2007 6.179% N/A Sep-2007 1,601.556% N/A Oct-2007 5.893% N/A Oct-2007 1,004.833% N/A Nov-2007 4.125% N/A Nov-2007 524.312% N/A Dec-2007 2.830% N/A Dec-2007 286.844% 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))

Interest Rate Stratification Summary Group 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 1 445,~~294~~237.00 0.~~031~~032 0 0.00 0.000 5.500 5.749 6 5,~~299~~297,~~866~~569.9745 0.~~373~~378 4 3,848,~~179~~123.7199 1.~~111~~138 5.750 5.999 47 4847,~~820~~812,~~769~~454.1034 3.~~432~~415 16 1312,866,~~289~~253.9905 43.~~003~~805 6.000 6.249 ~~205~~204 ~~198~~196,~~403~~823,~~211~~882.7012 1314.~~948~~060 82 73,~~613~~203,~~702~~375.5643 21.~~252~~649 6.250 6.499 ~~470~~468 ~~433~~426,~~348~~662,~~180~~828.2877 30.~~466~~478 107 79,~~305~~003,~~820~~021.3882 2223.~~895~~365 6.500 6.749 ~~416~~413 ~~393~~388,~~862~~261,~~400~~866.4551 27.~~690~~735 9695 ~~104~~102,~~356~~445,~~768~~187.6349 30.~~127~~298 6.750 6.999 ~~287~~284 ~~255~~250,~~744~~498,~~668~~353.7655 17.~~980~~894 6159 4945,~~382~~500,~~429~~142.7429 1413.~~256~~456 7.000 7.249 5148 4745,~~547~~343,~~957~~011.2234 3.~~343~~239 11 10 9,~~075~~461,~~200~~194.0006 2.~~909~~798 7.250 7.499 2928 25,~~248~~094,~~830~~737.4317 1.~~775~~793 87 5,~~586~~448,~~010~~004.1013 1.~~613~~611 7.500 7.749 5 10,104,500.00 0.~~710~~722 2 3,880,000.00 1.~~120~~147 7.750 7.999 2 3,575,000.00 0.~~251~~255 1 2,475,000.00 0.~~715~~732 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 >= 8.500 0 0.00 0.000 0 0.00 0.000 Total 1,~~519~~506 1,~~422~~399,~~400~~919,~~678~~440.9125 100.000 ~~388~~383 ~~346~~338,~~389~~130,~~401~~302.1126 100.000

Interest Rate Stratification (continued) Group 2 Group 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 0 0.00 0.000 1 445,~~294~~237.00 0.087 5.500 5.749 1 420,000.00 0.~~075~~076 1 1,~~031~~029,~~687~~445.2646 0.~~201~~202 5.750 5.999 19 24,206,493.84 4.~~299~~386 12 10,~~747~~739,~~985~~707.2745 2.~~095~~106 6.000 6.249 6766 6261,~~212~~707,~~871~~404.0675 11.~~048~~180 56 6261,~~576~~913,~~638~~101.0894 12.~~200~~143 6.250 6.499 ~~195~~193 ~~183~~178,~~833~~565,~~951~~564.1604 32.~~647~~352 168 ~~170~~169,~~208~~094,~~408~~242.7491 33.~~185~~165 6.500 6.749 ~~158~~156 ~~146~~143,~~671~~360,~~319~~028.0614 2625.~~047~~974 162 142,~~834~~456,~~312~~650.7688 27.~~848~~941 6.750 6.999 121 ~~103~~102,~~438~~772,~~959~~646.6782 18.~~369~~620 ~~105~~104 102,~~923~~225,~~279~~564.3544 20.~~067~~050 7.000 7.249 2322 2726,~~455~~054,~~749~~311.9558 4.~~876~~721 1716 109,~~017~~827,~~007~~505.2770 1.~~953~~928 7.250 7.499 14 11,~~538~~527,~~949~~072.9093 2.~~049~~088 7 8,~~123~~119,~~870~~660.4311 1.~~584~~593 7.500 7.749 2 2,224,500.00 0.~~395~~403 1 4,000,000.00 0.~~780~~785 7.750 7.999 1 1,100,000.00 0.~~195~~199 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 >= 8.500 0 0.00 0.000 0 0.00 0.000 Total ~~601~~595 ~~563~~551,~~102~~938,~~794~~022.6410 100.000 ~~530~~528 ~~512~~509,~~908~~851,~~483~~115.1689 100.000

Filing Compare · Thornburg Mortgage Securities Trust 2007-4