10-D 1 nac07003_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: 333-132108-10 Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-132108 Nomura Asset Acceptance Corporation (Exact name of depositor as specified in its charter) Nomura Credit & Capital, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2200355 54-2200356 54-2200357 54-2200358 54-2200359 54-2200360 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ X _____ _____ __X___ ____________ R _____ _____ __X___ ____________ R-X _____ _____ __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 Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3. 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 Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3, 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. Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: January 4, 2008 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3, relating to the December 26, 2007 distribution. EX-99.1 Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates Distribution Date: 12/26/2007 Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates Series 2007-3 Contact: Customer Service - SecuritiesLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 65537UAA6 1112/2324/2007 54.~~00250~~91313% ~~180~~179,~~623~~926,~~856~~583.5260 ~~803~~736,~~174~~668.0891 A-2 65537UAB4 1112/2324/2007 54.~~07250~~98313% 48,071,000.00 ~~216~~199,~~746~~620.8004 A-3 65537UAC2 1112/2324/2007 5.~~19250~~10313% 62,033,000.00 ~~286~~263,~~316~~802.7605 A-4 65537UAD0 1112/2324/2007 5.~~10250~~01313% 49,~~304~~186,~~484~~234.4203 ~~223~~205,~~623~~480.2382 M-1 65537UAE8 1112/2324/2007 5.~~47250~~38313% 18,906,000.00 9184,~~967~~811.1921 M-2 65537UAF5 1112/2324/2007 6.~~37250~~28313% 6,043,000.00 3431,~~230~~640.2480 M-3 65537UAG3 1112/2324/2007 6.~~37250~~28313% 4,093,000.00 2321,~~184~~430.5771 M-4 65537UAH1 1112/2324/2007 6.~~37250~~28313% 2,533,000.00 1413,~~348~~262.0464 M-5 65537UAJ7 1112/2324/2007 6.~~37250~~28313% 3,508,000.00 1918,~~870~~367.8768 P 65537UAL2 1011/3130/2007 0.00000% 100.00 0.00 X 65537UAK4 1011/3130/2007 0.00000% 6,431,924.22 ~~328~~360,~~531~~526.3626 R 65537UAM0 1011/3130/2007 0.00000% 0.00 0.00 R-X 65537UAN8 1011/3130/2007 0.00000% 0.00 0.00 Totals ~~381~~380,~~547~~731,~~365~~841.1685 21,~~041~~935,~~993~~611.1412

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 ~~697~~837,~~272~~195.9269 0.00 179,~~926~~089,~~583~~387.6091 1,~~500~~573,~~447~~864.0060 0.00 A-2 0.00 0.00 48,071,000.00 ~~216~~199,~~746~~620.8004 0.00 A-3 0.00 0.00 62,033,000.00 ~~286~~263,~~316~~802.7605 0.00 A-4 ~~118~~141,~~250~~979.3987 0.00 49,~~186~~044,~~234~~254.0317 ~~341~~347,~~873~~460.6269 0.00 M-1 0.00 0.00 18,906,000.00 9184,~~967~~811.1921 0.00 M-2 0.00 0.00 6,043,000.00 3431,~~230~~640.2480 0.00 M-3 0.00 0.00 4,093,000.00 2321,~~184~~430.5771 0.00 M-4 0.00 0.00 2,533,000.00 1413,~~348~~262.0464 0.00 M-5 0.00 0.00 3,508,000.00 1918,~~870~~367.8768 0.00 P 0.00 0.00 100.00 0.00 0.00 X 0.00 0.00 6,431,924.22 ~~328~~360,~~531~~526.3626 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals ~~815~~979,~~523~~175.3156 0.00 ~~380~~379,~~731~~752,~~841~~666.8530 2,~~857~~914,~~516~~786.4568 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 187,691,000.00 ~~180~~179,~~623~~926,~~856~~583.5260 0.00 ~~697~~837,~~272~~195.9269 0.00 A-2 48,071,000.00 48,071,000.00 0.00 0.00 0.00 A-3 62,033,000.00 62,033,000.00 0.00 0.00 0.00 A-4 50,503,000.00 49,~~304~~186,~~484~~234.4203 0.00 ~~118~~141,~~250~~979.3987 0.00 M-1 18,906,000.00 18,906,000.00 0.00 0.00 0.00 M-2 6,043,000.00 6,043,000.00 0.00 0.00 0.00 M-3 4,093,000.00 4,093,000.00 0.00 0.00 0.00 M-4 2,533,000.00 2,533,000.00 0.00 0.00 0.00 M-5 3,508,000.00 3,508,000.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 X 6,432,588.83 6,431,924.22 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 389,813,688.83 ~~381~~380,~~547~~731,~~365~~841.1685 0.00 ~~815~~979,~~523~~175.3156 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00 ~~697~~837,~~272~~195.9269 179,~~926~~089,~~583~~387.6091 0.~~95863192~~95417142 ~~697~~837,~~272~~195.9269 A-2 0.00 0.00 48,071,000.00 1.00000000 0.00 A-3 0.00 0.00 62,033,000.00 1.00000000 0.00 A-4 0.00 ~~118~~141,~~250~~979.3987 49,~~186~~044,~~234~~254.0317 0.~~97392698~~97111566 ~~118~~141,~~250~~979.3987 M-1 0.00 0.00 18,906,000.00 1.00000000 0.00 M-2 0.00 0.00 6,043,000.00 1.00000000 0.00 M-3 0.00 0.00 4,093,000.00 1.00000000 0.00 M-4 0.00 0.00 2,533,000.00 1.00000000 0.00 M-5 0.00 0.00 3,508,000.00 1.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 X 0.00 0.00 6,431,924.22 0.99989668 0.00 R 0.00 0.00 0.00 0.00000000 0.00 R-X 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 ~~815~~979,~~523~~175.3156 ~~380~~379,~~731~~752,~~841~~666.8530 0.~~97670208~~97419018 ~~815~~979,~~523~~175.3156 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 A-1 187,691,000.00 ~~962~~958.~~34692404~~63191948 0.00000000 34.~~71500456~~46049992 0.00000000 A-2 48,071,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3 62,033,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 50,503,000.00 ~~976~~973.~~26842801~~92697523 0.00000000 2.~~34145278~~81131557 0.00000000 M-1 18,906,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 6,043,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 4,093,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 2,533,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 3,508,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 6,432,588.83 999.89668079 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 34.~~71500456~~46049992 ~~958~~954.~~63191948~~17141957 0.~~95863192~~95417142 34.~~71500456~~46049992 A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-4 0.00000000 2.~~34145278~~81131557 ~~973~~971.~~92697523~~11565986 0.~~97392698~~97111566 2.~~34145278~~81131557 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 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.89668079 0.99989668 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 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 A-1 1011/2526/07 - 1112/25/07 3230 54.~~00250~~91313% ~~180~~179,~~623~~926,~~856~~583.5260 ~~803~~736,~~174~~668.0891 0.00 A-2 1011/2526/07 - 1112/25/07 3230 54.~~07250~~98313% 48,071,000.00 ~~216~~199,~~746~~620.8004 0.00 A-3 1011/2526/07 - 1112/25/07 3230 5.~~19250~~10313% 62,033,000.00 ~~286~~263,~~316~~802.7605 0.00 A-4 1011/2526/07 - 1112/25/07 3230 5.~~10250~~01313% 49,~~304~~186,~~484~~234.4203 ~~223~~205,~~623~~480.2382 0.00 M-1 1011/2526/07 - 1112/25/07 3230 5.~~47250~~38313% 18,906,000.00 9184,~~967~~811.1921 0.00 M-2 1011/2526/07 - 1112/25/07 3230 6.~~37250~~28313% 6,043,000.00 3431,~~230~~640.2480 ~~1,526~~558.4200 M-3 1011/2526/07 - 1112/25/07 3230 6.~~37250~~28313% 4,093,000.00 2321,~~184~~430.5771 ~~1,033~~377.8694 M-4 1011/2526/07 - 1112/25/07 3230 6.~~37250~~28313% 2,533,000.00 1413,~~348~~262.0464 ~~639~~233.8289 M-5 1011/2526/07 - 1112/25/07 3230 6.~~37250~~28313% 3,508,000.00 1918,~~870~~367.8768 ~~886~~323.0992 P N/A N/A 0.00000% 100.00 0.00 0.00 X N/A N/A 0.00000% 6,431,924.22 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 R-X N/A N/A 0.00000% 0.00 0.00 0.00 Totals 1,~~713~~575,~~461~~084.7886 41,~~086~~493.1975

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 ~~803~~736,~~174~~668.0891 0.00 179,~~926~~089,~~583~~387.6091 A-2 0.00 0.00 ~~216~~199,~~746~~620.8004 0.00 48,071,000.00 A-3 0.00 0.00 ~~286~~263,~~316~~802.7605 0.00 62,033,000.00 A-4 0.00 0.00 ~~223~~205,~~623~~480.2382 0.00 49,~~186~~044,~~234~~254.0317 M-1 0.00 0.00 9184,~~967~~811.1921 0.00 18,906,000.00 M-2 ~~1,526~~558.4200 0.00 3431,~~230~~640.2480 0.00 6,043,000.00 M-3 ~~1,033~~377.8694 0.00 2321,~~184~~430.5771 0.00 4,093,000.00 M-4 ~~639~~233.8289 0.00 1413,~~348~~262.0464 0.00 2,533,000.00 M-5 ~~886~~323.0992 0.00 1918,~~870~~367.8768 0.00 3,508,000.00 P 0.00 0.00 0.00 0.00 100.00 X 0.00 0.00 ~~328~~360,~~531~~526.3626 0.00 6,431,924.22 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 41,~~086~~493.1975 0.00 21,~~041~~935,~~993~~611.1412 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 187,691,000.00 54.~~00250~~91313% ~~962~~958.~~34692404~~63191948 43.~~27923598~~92490269 0.00000000 A-2 48,071,000.00 54.~~07250~~98313% 1000.00000000 4.~~50888894~~15260843 0.00000000 A-3 62,033,000.00 5.~~19250~~10313% 1000.00000000 4.~~61555559~~25260829 0.00000000 A-4 50,503,000.00 5.~~10250~~01313% ~~976~~973.~~26842801~~92697523 4.~~42791973~~06868542 0.00000000 M-1 18,906,000.00 5.~~47250~~38313% 1000.00000000 4.~~86444462~~48594150 0.00000000 M-2 6,043,000.00 6.~~37250~~28313% 1000.00000000 5.~~66444481~~23594241 0.~~25259308~~09233824 M-3 4,093,000.00 6.~~37250~~28313% 1000.00000000 5.~~66444417~~23594185 0.~~25259223~~09233814 M-4 2,533,000.00 6.~~37250~~28313% 1000.00000000 5.~~66444532~~23594157 0.~~25259376~~09233715 M-5 3,508,000.00 6.~~37250~~28313% 1000.00000000 5.~~66444413~~23594071 0.~~25259122~~09233751 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 X 6,432,588.83 0.00000% 999.89668079 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 43.~~27923598~~92490269 0.00000000 ~~958~~954.~~63191948~~17141957 A-2 0.00000000 0.00000000 4.~~50888894~~15260843 0.00000000 1000.00000000 A-3 0.00000000 0.00000000 4.~~61555559~~25260829 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 4.~~42791973~~06868542 0.00000000 ~~973~~971.~~92697523~~11565986 M-1 0.00000000 0.00000000 4.~~86444462~~48594150 0.00000000 1000.00000000 M-2 0.~~25259308~~09233824 0.00000000 5.~~66444481~~23594241 0.00000000 1000.00000000 M-3 0.~~25259223~~09233814 0.00000000 5.~~66444417~~23594185 0.00000000 1000.00000000 M-4 0.~~25259376~~09233715 0.00000000 5.~~66444532~~23594157 0.00000000 1000.00000000 M-5 0.~~25259122~~09233751 0.00000000 5.~~66444413~~23594071 0.00000000 1000.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 X 0.00000000 0.00000000 5156.~~07296124~~04683737 0.00000000 999.89668079 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 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 3,~~080~~245,~~539~~665.3553 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~530~~560,~~746~~780.8952 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 0.00 Swap/Cap Payments 0.00 Total Deposits 3,~~611~~806,~~286~~446.2405 Withdrawals Swap Payments ~~150~~252,~~963~~485.9950 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~494~~530,~~143~~746.1289 Total Administration Fees 108,~~662~~426.6898 Payment of Interest and Principal 2,~~857~~914,~~516~~786.4568 Total Withdrawals (Pool Distribution Amount) 3,~~611~~806,~~286~~446.2405 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest. NOTE: 1.AMBAC is Ambac Assurance Corporation 2. CLAYTON is Clayton Fixed Income Services Inc. 3. See Supplemental Reporting 4. Swiss Re Financial is Swiss Re Financial Products Corporation

ADMINISTRATION FEES Gross Servicing Fee* 79,~~489~~319.0111 Certificate Insurer Fee- AMBAC (note 1) 22,~~668~~614.8245 Credit Risk Manager Fee-Clayton (note 2) 3,~~656~~648.4968 Lender Paid Mortgage Insurance Fee (note 3) 1,258.5836 Master Servicing Fee-Wells Fargo Bank, N.A 1,~~589~~586.7838 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 108,~~662~~426.6898 *Servicer Payees include: GMAC MORTGAGE, LLC; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Shortfall Reserve Account 1,000.00 0.00 0.00 1,000.00 Class P Certificate Account 100.00 0.00 0.00 100.00 Swap Collateral Account 0.00 ~~150~~252,~~963~~485.9951 ~~150~~252,~~963~~485.9951 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Swap Agreement - Swiss Re Financial 1,~~419~~257,~~680~~830.6792 1,~~570~~510,~~644~~316.6642 (~~150~~252,~~963~~485.9950)

Collateral Statement Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~239476~~238580 Weighted Average Net Rate 6.~~989476~~988580 Weighted Average Pass-Through Rate 6.~~969017~~968113 Weighted Average Remaining Term ~~352~~351 Principal And Interest Constant 2,~~334~~329,~~646~~638.8350 Beginning Loan Count 1,~~215~~213 Loans Paid in Full 24 Ending Loan Count 1,~~213~~209 Beginning Scheduled Balance ~~381~~380,~~547~~731,~~265~~741.1685 Ending Scheduled Balance ~~380~~379,~~731~~752,~~741~~566.8529 Actual Ending Collateral Balance ~~380~~379,~~792~~819,~~346~~978.0361 Scheduled Principal 3233,~~811~~007.7166 Unscheduled Principal ~~782~~946,~~711~~167.6090 Negative Amortized Principal 0.00 Scheduled Interest 2,~~301~~296,~~835~~630.1284 Servicing Fees 79,~~489~~319.0111 Master Servicing Fees 1,~~589~~586.7838 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 4,~~915~~907.0704 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~215~~210,~~841~~818.2631 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 0.00 Prepayment Penalty Paid Count 0 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cashflow ~~483~~614,~~581~~505.5453 Relief Act Interest Shortfalls 0107.0028 Informational Reporting Net Funds Cap 6.~~969017~~968114% Rolling 3-Month 60+ Day Delinquency Rate 69.~~821128~~996161% Senior Enhancement Percentage 10.~~903983~~932098% Structural Reporting Overcollateralization Release 0.00 Overcollateralization 6,431,924.22 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Required Overcollateralization 6,431,924.22 Trigger Event Reporting Has StepDown Occurred NO Enhancement Delinquency Trigger Trigger Result Fail Threshold Value 3.~~583049~~592288% Calculated Value 69.~~821128~~996161% Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Trigger Trigger Result Fail

Delinquency Status 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 4158 0 0 0 4158 1417,~~504~~447,~~224~~716.6519 0.00 0.00 0.00 1417,~~504~~447,~~224~~716.6519 60 Days 1533 0 252 0 4035 511,~~541~~157,~~728~~541.7299 0.00 8659,~~735,716~~532.4027 0.00 1411,~~277~~817,~~445~~074.1226 90 Days 27 0 2926 0 3133 13,~~513~~718,~~835~~774.7747 0.00 139,~~180~~108,~~254~~591.3707 0.00 1412,~~694~~827,~~090~~365.1454 120 Days 1 0 28 1 30 313,835.78 0.00 13,628,839.28 449,865.09 14,392,540.15 150 Days 0 1 18 2 21 0.00 407,919.90 8,069,763.46 556,000.00 9,033,683.36 ~~150~~180+ Days 0 0 1 0 1 0.00 0.00 438,884.67 0.00 438,884.67 ~~180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00~~ Totals 5899 1 7375 23 ~~134~~178 2132,~~559~~637,~~789~~868.1443 407,919.90 3031,~~424~~905,~~618~~610.9075 ~~556~~1,~~000~~005,865.0009 5265,~~948~~957,~~327~~264.9417 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 34.~~380049~~797353% 0.000000% 0.000000% 0.000000% 34.~~380049~~797353% 34.~~808959~~593680% 0.000000% 0.000000% 0.000000% 34.~~808959~~593680% 60 Days 12.~~236603~~729529% 0.000000% 20.~~061006~~165426% 0.000000% 32.~~297609~~894955% 12.~~455315~~937587% 0.000000% 20.~~294089~~173643% 0.000000% 3.~~749404~~111230% 90 Days 0.~~164880~~578991% 0.000000% 2.~~390767~~150538% 0.000000% 2.~~555647~~729529% 0.~~397549~~979089% 0.000000% 32.~~461271~~398134% 0.000000% 3.~~858820~~377222% 120 Days 0.~~000000~~082713% 0.~~082440~~000000% 12.~~483924~~315964% 0.~~164880~~082713% 12.~~731245~~481390% 0.~~000000~~082628% 0.~~107124~~000000% 23.~~119203~~588237% 0.~~146011~~118442% 23.~~372338~~789306% 150 Days 0.000000% 0.~~000000~~082713% 01.~~082440~~488834% 0.~~000000~~165426% 01.~~082440~~736973% 0.000000% 0.~~000000~~107398% 02.~~115256~~124628% 0.~~000000~~146385% 02.~~115256~~378412% 180+ Days 0.000000% 0.000000% 0.~~000000~~082713% 0.000000% 0.~~000000~~082713% 0.000000% 0.000000% 0.~~000000~~115551% 0.000000% 0.~~000000~~115551% Totals 48.~~781533~~188586% 0.~~082440~~082713% 6.~~018137~~203474% 0.~~164880~~248139% 1114.~~046991~~722911% 58.~~661823~~592984% 0.~~107124~~107398% 78.~~989819~~400193% 0.~~146011~~264827% 1317.~~904777~~365401%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~530~~560,~~746~~780.8952

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class R 41,515,688.83 10.65013894% 41,515,024.22 10.~~90400922~~93212473% 0.000000% 0.000000% Class M-1 22,609,688.83 5.80012844% 22,609,024.22 5.~~93830819~~95361986% 4.~~965701~~978505% 0.000000% Class M-2 16,566,688.83 4.24990029% 16,566,024.22 4.~~35110142~~36232055% 1.~~587207~~591299% 0.000000% Class M-3 12,473,688.83 3.19991124% 12,473,024.22 3.~~27606628~~28451348% 1.~~075035~~077807% 0.000000% Class M-4 9,940,688.83 2.55011347% 9,940,024.22 2.~~61076846~~61750021% 0.~~665298~~667013% 0.000000% Class M-5 6,432,688.83 1.65019615% 6,432,024.22 1.~~68938481~~69374082% 0.~~921384~~923759% 0.000000% Class P 6,432,588.83 1.65017050% 6,431,924.22 1.~~68935855~~69371448% 0.000026% 0.000000% Class X 0.00 0.00000000% 0.00 0.00000000% 1.~~689359~~693714% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*Days ~~New~~Number ~~REO~~of ~~Loans~~Outstanding ~~Month~~Percentage ~~REO~~of ~~Percentage~~Delinquent Loans inActual ~~REO 1 Dec-06 0.000~~Balance(%) ~~Original Principal~~ Balance($) ~~196,000.00~~180 ~~Jan~~-07 ~~0.000%~~209 ~~Current~~1 ~~Actual Balance 196~~438,~~000~~884.0067 ~~Feb-07~~ 0.~~000%~~116 ~~Mar-07 0.000% Current REO~~ Total ~~Apr-07~~1 ~~0.000% Loans in REO 2 May-07 0.000% Original Principal Balance 556~~438,~~000~~884.0067 ~~Jun-07~~ 0.~~000%~~116 ~~Current~~This ~~Actual~~report ~~Balance~~includes ~~556,000.00~~all ~~Jul-07~~loans ~~0.000%~~greater ~~Aug-07~~than ~~0.000%~~180 ~~Sep-07~~days ~~0.000%~~delinquent ~~Oct-07~~regardless ~~0.094%~~of ~~Nov-07~~status ~~0.146%~~(REO, *TheForeclosure, ~~text reported in the above table is presented graphically on the monthly bond remittance report~~Bankruptcy). ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New -REO ~~All~~Loans ~~Mortgage~~Month REO Percentage Loans in REO ~~during~~1 ~~Current~~Jan-07 ~~Period~~0.000% ~~Month~~Original ~~Loan~~Principal ~~First~~Balance ~~Original~~451,250.00 ~~Loan~~Feb-07 ~~Entered~~0.000% ~~Payment~~Current ~~LTV~~Actual atBalance ~~Principal~~449,865.09 ~~Group~~Mar-07 ~~Number~~0.000% Apr-07 0.000% Current REO ~~Date~~Total ~~State~~May-07 ~~Origination~~0.000% ~~Balance~~Loans ~~Summary~~in ~~0172178062~~REO ~~Oct-2007~~3 01Jun-~~Apr-2007~~07 VA0.000% 80Original Principal Balance 1,007,250.00 ~~360~~Jul-07 0.000% Current Actual Balance 1,005,865.09 Aug-07 0.000% Sep-07 0.00000% ~~Summary~~Oct-07 ~~0172259697~~0.094% Nov-~~2007~~07 010.146% Dec-~~Mar-2007~~07 MN0.265% 80*The text reported in the above table is presented graphically on the monthly bond remittance report.00 ~~196,000~~The monthly bond remittance report can be viewed online at www.00ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~(continued)~~Month ~~Current~~Loan ~~Paid~~First ~~Current~~Original ~~Approximate~~ Loan ~~Actual~~Entered ToPayment ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Principal Group Number ~~Balance~~REO Date ~~Delinquent~~State ~~Rate~~Origination ~~Interest~~Balance Summary ~~0172178062~~0171963714 ~~360~~Dec-2007 01-Dec-2006 VA 93.04 451,~~000~~250.00 Summary 0172178062 Oct-2007 01-~~May~~Apr-2007 4VA 680.~~875%~~00 9360,~~937~~000.5000 Summary 0172259697 ~~196,000.00~~Nov-2007 01-~~May~~Mar-2007 4MN 880.~~375%~~00 6196,~~635~~000.4500

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month Foreclosure Percentage Loans~~ in ~~Foreclosure~~REO 46during ~~Dec-06~~Current ~~0.000%~~Period ~~Original~~(continued) ~~Principal~~Current ~~Balance~~Paid ~~18,867,383.00~~Current ~~Jan-07~~Approximate ~~0.000%~~Loan ~~Current~~ Actual ~~Balance~~To ~~18,852,949.89~~Months ~~Feb-07~~Loan ~~0.000%~~Delinquent ~~Mar-07~~Group ~~0.000%~~Number ~~Current~~Balance ~~Foreclosure~~Date ~~Total~~Delinquent ~~Apr-07~~Rate ~~0.000%~~Interest ~~Loans~~Summary in0171963714 ~~Foreclosure~~449,865.09 ~~73 May~~01-07Jun-2007 04 10.~~000~~190% ~~Original~~19,951.18 ~~Principal~~Summary ~~Balance~~0172178062 30360,~~449,395~~000.00 ~~Jun~~01-07May-2007 05 6.~~000~~875% ~~Current~~11,925.00 ~~Actual~~Summary ~~Balance~~0172259697 30196,~~424,618~~000.9000 ~~Jul~~01-~~07 0.000% Aug~~May-072007 ~~0.000%~~5 ~~Sep-07 2~~8.~~997~~375% ~~Oct-07 3.862% Nov-07~~ 7,962.~~990% *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.~~54

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month -Foreclosure ~~All~~History* ~~Mortgage~~New ~~Loans in~~ Foreclosure ~~during~~Loans ~~Current Period~~ Month ~~Loan~~Foreclosure ~~First~~Percentage ~~Original~~Loans ~~Loan~~in ~~Entered~~Foreclosure ~~Payment~~5 LTV at Principal Group Number FC Date State Origination Balance Summary 0170467416 Nov-2007 01-Nov-2005 NV 70.00 280,000.00 Summary 0171365272 Sep-2007 01-Aug-2006 CA 79.27 650,000.00 Summary 0171718435 Nov-2007 01-Nov-2006 IL 80.00 248,000.00 Summary 0171811277 Oct-2007 01-Nov-2006 NV 79.99 433,650.00 Summary 0171905030 Sep-2007 01-Nov-2006 NY 80.00 492,800.00 Summary 0171932108 Nov-2007 01-Dec-2006 NV 79.99 275,450.00 Summary 0171936451 Nov-2007 01-Jan-~~2007~~07 ~~CO 80~~0.~~00 1,~~000~~,000.00~~% ~~Summary~~Original ~~0171950680~~Principal ~~Nov-2007~~Balance ~~01-Dec-2006 FL 80.00 460~~2,~~000.00 Summary 0171952004 Sep-2007 01-Jan-2007 FL 80.00 123~~177,520.00 Summary 0171952465 Nov-2007 01-Nov-2006 OK 70.00 110,250.00 Summary 0171952681 Sep-2007 01-Jan-2007 CA 80.00 295,920.00 Summary 0171960032 Sep-2007 01-Jan-2007 CA 80.00 220,000.00 Summary 0171963714 Nov-2007 01-Dec-2006 VA 93.04 451,250.00 Summary 0171993699 Nov-2007 01-Feb-2007 NV 75.00 190,500.00 Summary 0171997314 Oct-2007 01-Jan-2007 CA 80.00 520,000.00 Summary 0172020274 Nov-2007 01-Feb-2007 NJ 80.00 496,000.00 Summary 0172037531 Nov-2007 01-Jan-2007 FL 80.00 754,400.00 Summary 0172038273 Sep-2007 01-Feb-2007 CA 80.00 256,000.00 Summary 0172042848 Nov-2007 01-Jan-2007 FL 80.00 136,000.00 Summary 0172042939 Nov-2007 01-Dec-2006 NY 80.00 603,200.00 Summary 0172044313 Sep-2007 01-Feb-2007 CA 80.00 440,000.00 Summary 0172054433 Nov-2007 01-Jan-2007 VA 75.00 146,250.00 Summary 0172064774 Sep-2007 01-Feb-2007 NY 75.00 727,500.00 Summary 0172093450 Nov-2007 01-Feb-2007 NV 80.00 368,000.00 Summary 0172093465 Sep-2007 01-Jan-2007 UT 80.00 760,000.00 Summary 0172093492 Nov-2007 01-Feb-2007 VA 80.00 233,600.00 ~~Summary 0172093662 Nov-2007 01-~~Feb-~~2007~~07 ~~CA 80~~0.~~00 344,~~000~~.00~~% ~~Summary~~Current ~~0172112712~~Actual ~~Nov-2007~~Balance ~~01-Feb-2007 CO 80.00 156~~2,~~000.00 Summary 0172112726 Sep-2007 01-Feb-2007 MN 80.00 194~~175,~~400~~713.0046 ~~Summary 0172132556 Nov-2007 01-~~Mar-~~2007~~07 ~~FL 80~~0.~~00 248,~~000~~.00~~% ~~Summary 0172138742 Nov-2007 01-Mar-2007 AZ 71.43 1,000,000.00 Summary 0172139738 Nov-2007 01-Mar-2007 NV 80.00 209,600.00 Summary 0172140160 Nov-2007 01-~~Apr-~~2007~~07 ~~AZ 75~~0.~~00 228,~~000~~.00~~% ~~Summary~~Current ~~0172174933~~Foreclosure ~~Oct-2007~~Total 01May-~~Mar-2007~~07 ~~NV 80~~0.~~00 212,~~000~~.00~~% ~~Summary~~Loans ~~0172178082~~in ~~Nov-2007~~Foreclosure ~~01-Apr-2007~~75 ~~CA 80.00 276,800.00 Summary 0172178222 Nov~~Jun-~~2007~~07 ~~01-Apr-2007 NV 70~~0.~~00 777,~~000~~.00~~% ~~Summary~~Original ~~0172182087~~Principal ~~Nov-2007~~Balance ~~01-Mar-2007 NV 80.00 460~~31,~~000.00 Summary 0172184122 Nov-2007 01-Apr-2007 TX 80.00 160~~929,~~000~~495.00 ~~Summary 0172186642 Oct~~Jul-~~2007~~07 ~~01-Apr-2007 CA 79~~0.~~99 301,550.00 Summary 0172189167 Sep-2007 01-Apr-2007 VA 80.00 500,~~000~~.00~~% ~~Summary~~Current ~~0172190839~~Actual ~~Sep-2007~~Balance ~~01-Feb-2007 CA 80.00 292~~31,~~000.00 Summary 0172190923 Nov-2007 01-Mar-2007 NY 80.00 615~~905,~~200~~610.00 Summary 0172191001 Nov-2007 01-Apr-2007 MD 80.00 394,400.00 Summary 0172205418 Nov-2007 01-Apr-2007 FL 80.00 348,000.00 Summary 0172243488 Sep-2007 01-Apr-2007 TX 80.00 317,600.00 Summary 0172249260 Nov-2007 01-Apr-2007 NJ 80.00 370,400.00 Summary 0172254352 Nov-2007 01-May-2007 CA 80.00 600,000.00 Summary 0172256771 Nov-2007 01-Apr-2007 NV 80.00 247,200.00 Summary 0172260486 Oct-2007 01-May-2007 CA 80.00 306,400.00 Summary 0172260494 Nov-2007 01-May-2007 CA 80.00 248,000.00 Summary 0172272137 Oct-2007 01-Apr-2007 NY 80.00 380,000.00 Summary 0172272991 Oct-2007 01-May-2007 NY 80.00 260,000.00 Summary 0172290424 Nov-2007 01-Apr-2007 MN 75~~.00~~ ~~146,250.00 Summary 0172290455 Nov~~Aug-~~2007~~07 ~~01-Apr-2007 NM 80~~0.~~00 176,~~000~~.00~~% ~~Summary 0172290504 Nov-2007 01-Apr-2007 FL 80.00 220,800.00 Summary 0172290530~~ Sep-~~2007~~07 ~~01-Apr-2007 FL 80~~2.00997% 244,000.00 Summary 0172290537 Nov-2007 01-Apr-2007 FL 80.00 256,000.00 Summary 0172290546 Nov-2007 01-Apr-2007 FL 85.00 272,000.00 Summary 0172290633 Sep-2007 01-Apr-2007 FL 70.00 469,000.00 Summary 0172290659 Nov-2007 01-Apr-2007 FL 80.00 614,433.00 Summary 0172290662 Nov-2007 01-Apr-2007 OR 75.00 645,000.00 Summary 0172290665 Oct-~~2007~~07 ~~01-Apr-2007 FL 80~~3.00862% ~~653,672.00 Summary 0172290673 Sep-2007 01-Apr-2007 MI 80.00 740,000.00 Summary 0172290674~~ Nov-~~2007~~07 ~~01-Apr-2007 CA 80~~7.00990% ~~744,000.00 Summary 0172290691 Nov~~Dec-~~2007~~07 ~~01-Apr-2007 AZ 76~~8.92400% ~~1,000,000.00~~*The ~~Summary~~text ~~0172291374~~reported ~~Nov-2007~~in ~~01-Apr-2007~~the MDabove ~~80.00~~table ~~440,000.00~~is ~~Summary~~presented ~~0172291391~~graphically ~~Sep-2007~~on ~~01-May-2007~~the CAmonthly ~~80.00~~bond ~~520,000.00~~remittance ~~Summary 0172300473 Sep-2007 01-May-2007 CA 80~~report.00 ~~344,000.00~~The ~~Summary~~monthly ~~0172313395~~bond ~~Nov-2007~~remittance ~~01-May-2007~~report FLcan ~~80.00~~be ~~618,400.00~~viewed ~~Summary~~online ~~0172314786~~at ~~Nov-2007 01-May-2007 GA 90~~www.~~00 495,000~~ctslink.~~00 Summary 0172314821 Sep-2007 01-Jun-2007 CA 80~~com.~~00 928,000.00 Summary 0172319666 Nov-2007 01-Jun-2007 CA 72.33 264,000.00 Summary 0172319892 Nov-2007 01-Jun-2007 NJ 80.00 540,000.00~~

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period ~~(continued)~~Month ~~Current~~Loan ~~Paid~~First ~~Current~~Original ~~Approximate~~ Loan ~~Actual~~Entered ToPayment ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Principal Group Number ~~Balance~~FC Date ~~Delinquent~~State ~~Rate~~Origination ~~Interest~~Balance Summary 0170467416 ~~280,000.00~~Nov-2007 01-~~Jul~~Nov-~~2007~~2005 2NV 770.~~375%~~00 6280,~~650~~000.00 Summary 0171365272 ~~649,953.12~~Sep-2007 01-~~May~~Aug-~~2007~~2006 4CA 779.~~125%~~27 18650,~~618~~000.4500 Summary 0171718435 ~~246,536.88~~Nov-2007 01-~~Jul~~Nov-~~2007~~2006 2IL 880.~~250%~~00 6248,~~567~~000.5500 Summary 0171811277 ~~430,885.75~~Oct-2007 01-~~Jun~~Nov-~~2007~~2006 3NV 779.~~250%~~99 12433,~~546~~650.6700 Summary 0171905030 ~~492,800.00~~Sep-2007 01-~~May~~Nov-~~2007~~2006 4NY 780.~~250%~~00 14492,~~373~~800.3000 Summary 0171932108 ~~275,449.99~~Nov-2007 01-~~Jul~~Dec-~~2007~~2006 2NV 779.~~000%~~99 6275,~~197~~450.6000 Summary 0171936451 ~~1,000,000.00~~Nov-2007 01-~~Jun~~Jan-2007 3CO 780.~~750%~~00 311,~~250~~000,000.00 Summary ~~0171950680~~0171950541 ~~457,180.42~~Dec-2007 01-~~Jun~~Dec-~~2007~~2006 3MD 680.~~750%~~00 ~~12,~~359,200.5200 Summary ~~0171952004~~0171950680 ~~123,520.00~~Nov-2007 01-~~May~~Dec-~~2007~~2006 4FL 680.~~875%~~00 3460,~~409~~000.7000 Summary ~~0171952465~~0171952004 ~~109,631.55~~Sep-2007 01-~~Jul~~Jan-2007 2FL 880.~~500%~~00 3123,~~011~~520.9000 Summary 0171952681 ~~294,730.01~~Sep-2007 01-~~May~~Jan-2007 4CA 780.~~625%~~00 9295,~~036~~920.1800 Summary 0171960032 ~~219,999.80~~Sep-2007 01-~~May~~Jan-2007 4CA 780.~~750%~~00 6220,~~875~~000.00 Summary ~~0171963714~~0171993699 ~~449,865.09~~Nov-2007 01-~~Jun~~Feb-2007 3NV 1075.~~190%~~00 16190,~~629~~500.8300 Summary ~~0171993699~~0171997314 ~~189,395.33~~Oct-2007 01-~~Jul~~Jan-2007 2CA 680.~~375%~~00 ~~3,861.21 Summary 0171997314~~ 520,000.00 ~~01-Jun-2007 3 8.250% 17,333.35~~ Summary 0172020274 ~~494,226.91~~Nov-2007 01-~~Jun~~Feb-2007 3NJ 780.~~750%~~00 15496,~~421~~000.8500 Summary 0172037531 ~~754,400.00~~Nov-2007 01-~~Jul~~Jan-2007 2FL 880.~~250%~~00 20754,~~117~~400.3200 Summary 0172038273 ~~255,998.65~~Sep-2007 01-~~May~~Feb-2007 4CA 780.~~250%~~00 7256,~~466~~000.6500 Summary ~~0172042848~~0172042939 ~~135,224.97~~Nov-2007 01-~~Jul~~Dec-~~2007~~2006 2NY 780.~~125%~~00 3603,~~095~~200.0100 Summary ~~0172042939~~0172044313 ~~603,129.59~~Sep-2007 01-~~Jun~~Feb-2007 3CA 680.~~875%~~00 16440,~~648~~000.9000 Summary ~~0172044313~~0172054433 ~~438,884.67~~Nov-2007 01-~~Apr~~Jan-2007 5VA 675.~~875%~~00 12146,~~073~~250.0900 Summary ~~0172054433~~0172062193 ~~146,250.00~~Dec-2007 01-~~Jul~~Feb-2007 2NV 680.~~875%~~00 3282,~~229~~400.6800 Summary 0172064774 ~~727,500.00~~Sep-2007 01-~~May~~Feb-2007 4NY 775.~~125%~~00 20727,~~839~~500.8500 Summary 0172093450 ~~368,000.00~~Nov-2007 01-~~Jul~~Feb-2007 2NV 880.~~000%~~00 9368,~~506~~000.6400 Summary 0172093465 ~~760,000.00~~Sep-2007 01-~~May~~Jan-2007 4UT 780.~~750%~~00 23760,~~750~~000.00 Summary 0172093492 ~~233,600.00~~Nov-2007 01-~~Jul~~Feb-2007 2VA 780.~~376%~~00 5233,~~548~~600.7600 Summary 0172093662 ~~344,000.00~~Nov-2007 01-~~Jun~~Feb-2007 3CA 680.~~625%~~00 9344,~~137~~000.5000 Summary 0172112712 ~~156,000.00~~Nov-2007 01-~~Jul~~Feb-2007 2CO 880.~~500%~~00 4156,~~290~~000.00 Summary 0172112726 ~~194,400.00~~Sep-2007 01-~~May~~Feb-2007 4MN 880.~~000%~~00 6194,~~277~~400.5000 Summary 0172132556 ~~247,997.50~~Nov-2007 01-~~Jun~~Mar-2007 3FL 780.~~125%~~00 7248,~~104~~000.1000 Summary 0172138742 ~~1,000,000.00~~Nov-2007 01-~~Jul~~Mar-2007 2AZ 771.~~625%~~43 241,~~583~~000,000.3600 Summary 0172139738 ~~209,600.00~~Nov-2007 01-~~Jun~~Mar-2007 3NV 680.~~000%~~00 5209,~~021~~600.6500 Summary 0172140160 ~~228,000.00~~Nov-2007 01-~~Jul~~Apr-2007 2AZ 775.~~375%~~00 5228,~~415~~000.00 Summary 0172174933 ~~212,000.00~~Oct-2007 01-~~Jun~~Mar-2007 3NV 780.~~125%~~00 6212,~~072~~000.9000 Summary 0172178082 ~~276,800.00~~Nov-2007 01-~~Jun~~Apr-2007 3CA 780.~~250%~~00 8276,~~073~~800.3000 Summary 0172178222 ~~777,000.00~~Nov-2007 01-~~Jul~~Apr-2007 2NV 670.~~875%~~00 17777,~~158~~000.7200 Summary 0172182087 ~~458,956.95~~Nov-2007 01-~~Jun~~Mar-2007 3NV 880.~~875%~~00 16460,~~474~~000.5300 Summary 0172184122 ~~159,586.98~~Nov-2007 01-~~Jul~~Apr-2007 2TX 880.~~250%~~00 4160,~~251~~000.4300 Summary 0172186642 ~~301,549.99~~Oct-2007 01-~~Jun~~Apr-2007 3CA 679.~~875%~~99 8301,~~324~~550.0500 Summary 0172189167 ~~500,000.00~~Sep-2007 01-~~May~~Apr-2007 4VA 680.~~875%~~00 13500,~~802~~000.0500 Summary 0172190839 ~~291,146.53~~Sep-2007 01-~~May~~Feb-2007 4CA 780.~~625%~~00 8292,~~926~~000.5500 Summary 0172190923 ~~615,200.00~~Nov-2007 01-~~Jun~~Mar-2007 3NY 680.~~250%~~00 15615,~~380~~200.00 Summary 0172191001 ~~394,400.00~~Nov-2007 01-~~Jul~~Apr-2007 2MD 780.~~750%~~00 9394,~~860~~400.00 Summary 0172205418 ~~347,210.94~~Nov-2007 01-~~Jul~~Apr-2007 2FL 880.~~875%~~00 9348,~~973~~000.6000 Summary 0172243488 ~~317,600.00~~Sep-2007 01-~~May~~Apr-2007 4TX 980.~~000%~~00 11317,~~579~~600.1500 Summary 0172249260 Nov-2007 01-Apr-2007 NJ 80.00 370,400.00 Summary 0172249271 Dec-2007 01-~~Jul~~Apr-2007 2NJ 680.~~875%~~00 8240,~~179~~000.6400 Summary 0172254352 ~~600,000.00~~Nov-2007 01-~~Jun~~May-2007 3CA 880.~~000%~~00 19600,~~375~~000.00 Summary 0172256771 Nov-2007 01-Apr-2007 NV 80.00 247,200.00 Summary 0172259597 Dec-2007 01-~~Jun~~Mar-2007 3CO 775.~~750%~~00 71,~~725~~200,000.00 Summary 0172260486 ~~306,400.00~~Oct-2007 01-~~Jul~~May-2007 2CA 680.~~875%~~00 6306,~~766~~400.3600 Summary 0172260494 ~~247,996.32~~Nov-2007 01-~~Jun~~May-2007 3CA 780.~~250%~~00 7248,~~233~~000.2000 Summary 0172272137 ~~379,772.23~~Oct-2007 01-~~Jun~~Apr-2007 3NY 980.~~250%~~00 14380,~~235~~000.6400 Summary 0172272991 Oct-2007 01-May-2007 NY 80.00 260,000.00 Summary 0172290366 Dec-2007 01-~~Jun~~Feb-2007 3GA 780.~~500%~~00 796,~~854~~000.1500 Summary 0172290424 ~~146,250.00~~Nov-2007 01-~~Jul~~Apr-2007 2MN 875.~~250%~~00 3146,~~900~~250.00 Summary 0172290455 ~~175,146.76~~Nov-2007 01-~~Jul~~Apr-2007 2NM 780.~~875%~~00 4176,~~446~~000.7900 Summary 0172290504 ~~220,374.69~~Nov-2007 01-~~Jun~~Apr-2007 3FL 880.~~250%~~00 7220,~~336~~800.1800 Summary 0172290530 ~~244,000.00~~Sep-2007 01-~~May~~Apr-2007 4FL 880.~~250%~~00 8244,~~133~~000.3500 Summary 0172290537 ~~256,000.00~~Nov-2007 01-~~Jun~~Apr-2007 3FL 780.~~875%~~00 8256,~~133~~000.3500 Summary 0172290546 ~~271,390.55~~Nov-2007 01-~~Jun~~Apr-2007 3FL 785.~~500%~~00 8272,~~185~~000.7500 Summary 0172290633 ~~467,038.47~~Sep-2007 01-~~May~~Apr-2007 4FL 770.~~250%~~00 13469,~~621~~000.9500 Summary 0172290659 ~~614,433.00~~Nov-2007 01-~~Jul~~Apr-2007 2FL 880.~~250%~~00 16614,~~384~~433.8800 Summary 0172290662 ~~645,000.00~~Nov-2007 01-~~Jun~~Apr-2007 3OR 775.~~500%~~00 19645,~~484~~000.3500 Summary 0172290665 ~~652,412.91~~Oct-2007 01-~~Jun~~Apr-2007 3FL 880.~~250%~~00 21653,~~718~~672.5400 Summary 0172290673 ~~739,076.89~~Sep-2007 01-~~May~~Apr-2007 4MI 880.~~375%~~00 24740,~~973~~000.0300 Summary 0172290674 ~~744,000.00~~Nov-2007 01-~~Jun~~Apr-2007 3CA 680.~~875%~~00 20744,~~537~~000.5000 Summary 0172290691 ~~1,000,000.00~~Nov-2007 01-~~Jun~~Apr-2007 3AZ 876.~~250%~~92 331,~~333~~000,000.3500 Summary 0172291374 ~~440,000.00~~Nov-2007 01-~~Jul~~Apr-2007 2MD 680.~~750%~~00 9440,~~533~~000.3200 Summary 0172291391 ~~520,000.00~~Sep-2007 01-May-2007 4CA 780.~~750%~~00 16520,~~250~~000.00 Summary 0172300473 ~~343,999.99~~Sep-2007 01-May-2007 4CA 780.~~625%~~00 10344,~~570~~000.8000 Summary 0172313395 ~~618,400.00~~Nov-2007 01-~~Jul~~May-2007 2FL 880.~~000%~~00 15618,~~975~~400.3600 Summary 0172314786 ~~494,715.47~~Nov-2007 01-~~Jun~~May-2007 3GA 890.~~000%~~00 15495,~~801~~000.0200 Summary 0172314821 ~~928,000.00~~Sep-2007 01-~~May~~Jun-2007 4CA 880.~~375%~~00 31928,~~416~~000.7000 Summary 0172319666 ~~264,000.00~~Nov-2007 01-~~Jul~~Jun-2007 2CA 672.~~875%~~33 5264,~~830~~000.00 Summary 0172319892 ~~540,000.00~~Nov-2007 01-Jun-2007 3NJ 980.~~000%~~00 19540,~~687~~000.5000

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 Summary 0170467416 280,000.00 01-Jul-2007 3 7.375% 8,312.50 Summary 0171365272 649,953.12 ~~Month~~01-May-2007 ~~Bankruptcy~~5 History*7.125% ~~New~~22,342.14 ~~Bankruptcy~~Summary ~~Loans~~0171718435 ~~Month~~246,536.88 ~~Bankruptcy~~01-Jul-2007 ~~Percentage~~3 ~~Loans~~8.250% in8,206.60 ~~Bankruptcy~~Summary 10171811277 ~~Dec~~430,885.75 01-06Jun-2007 04 7.250% 15,049.69 Summary 0171905030 492,800.00 01-May-2007 5 7.250% 17,247.96 Summary 0171932108 275,449.99 01-Jul-2007 3 7.000% ~~Original~~7,747.00 ~~Principal~~Summary ~~Balance~~0171936451 ~~407~~1,~~920~~000,000.00 ~~Jan~~01-07Jun-2007 04 7.750% 37,500.00 Summary 0171950541 357,982.28 01-Aug-2007 2 7.125% 8,198.95 Summary 0171950680 457,180.42 01-Jun-2007 4 6.750% 14,824.63 Summary 0171952004 123,520.00 01-May-2007 5 6.875% 4,091.64 Summary 0171952681 294,730.01 01-May-2007 5 7.625% 10,839.23 Summary 0171960032 219,999.80 01-May-2007 5 7.750% 8,250.00 Summary 0171993699 189,395.33 01-Jul-2007 3 6.375% 4,824.17 Summary 0171997314 520,000.00 01-Jun-2007 4 8.250% ~~Current~~20,800.02 ~~Actual~~Summary ~~Balance~~0172020274 ~~407~~494,~~919~~226.9091 ~~Feb~~01-07Jun-2007 04 7.750% 18,499.33 Summary 0172037531 754,400.00 01-Jul-2007 3 8.250% 25,146.65 Summary 0172038273 255,998.65 01-May-2007 5 7.250% 8,959.98 Summary 0172042939 603,129.59 01-Jun-2007 4 6.875% 19,978.68 Summary 0172044313 438,884.67 01-Apr-2007 6 6.875% 14,481.31 Summary 0172054433 146,250.00 01-Jul-2007 3 6.875% 4,037.10 Summary 0172062193 282,346.03 01-Jul-2007 3 7.875% 8,970.32 Summary 0172064774 727,500.00 01-May-2007 5 7.125% 25,007.82 Summary 0172093450 368,000.00 01-Jul-2007 3 8.000% ~~Mar~~11,883.30 Summary 0172093465 760,000.00 01-07May-2007 05 7.750% 28,500.00 Summary 0172093492 233,600.00 01-Jul-2007 3 7.376% 6,935.95 Summary 0172093662 344,000.00 01-Jun-2007 4 6.625% ~~Current~~10,965.00 ~~Bankruptcy~~Summary ~~Total~~0172112712 ~~Apr~~156,000.00 01-07Jul-2007 03 8.500% 5,362.50 Summary 0172112726 194,400.00 01-May-2007 5 8.000% ~~Loans~~7,533.00 inSummary ~~Bankruptcy~~0172132556 247,997.50 01-Jun-2007 4 7.125% 8,524.92 Summary 0172138742 1,000,000.00 01-Jul-2007 3 7.625% 30,729.20 Summary 0172139738 209,600.00 01-Jun-2007 4 6.000% 6,025.98 Summary 0172140160 228,000.00 01-Jul-2007 3 7.375% 6,768.75 Summary 0172174933 212,000.00 01-Jun-2007 4 7.125% 7,287.48 Summary 0172178082 276,800.00 01-Jun-2007 4 7.250% 9,687.96 Summary 0172178222 777,000.00 01-Jul-2007 3 6.875% 21,448.40 Summary 0172182087 458,956.95 01-Jun-2007 4 8.875% 19,763.59 Summary 0172184122 159,586.98 01-Jul-2007 3 8.250% 5,312.52 Summary 0172186642 301,549.99 01-Aug-2007 2 6.875% 6,659.24 Summary 0172189167 500,000.00 01-May-072007 05 6.875% 16,562.46 Summary 0172190839 291,146.53 01-May-2007 5 7.625% 10,707.77 Summary 0172190923 615,200.00 01-Jun-2007 4 6.250% 18,456.00 Summary 0172191001 394,400.00 01-Jul-2007 3 7.750% 12,325.00 Summary 0172205418 347,210.94 01-Jul-2007 3 8.875% 12,463.33 Summary 0172243488 317,600.00 01-May-2007 5 9.000% ~~Original~~13,894.98 ~~Principal~~Summary ~~Balance~~0172249260 ~~407~~370,~~920~~400.00 01-Jul-2007 3 6.875% 10,224.55 Summary 0172249271 239,768.40 01-Jul-2007 3 8.625% 8,362.79 Summary 0172254352 600,000.00 01-Jun-072007 04 8.000% ~~Current~~23,250.00 ~~Actual~~Summary ~~Balance~~0172256771 ~~407~~247,~~919~~200.9000 01-Jun-2007 4 7.750% 9,270.00 Summary 0172259597 1,199,999.99 01-Jun-2007 4 8.250% 48,000.00 Summary 0172260486 306,400.00 01-Jul-072007 03 6.875% 8,457.95 Summary 0172260494 247,996.32 01-Jun-2007 4 7.250% 8,679.84 Summary 0172272137 379,772.23 01-Jun-2007 4 9.250% 17,080.99 Summary 0172272991 260,000.00 01-Jun-2007 4 7.500% ~~Aug~~9,424.98 Summary 0172290366 95,616.76 01-07Jul-2007 03 8.125% 3,133.11 Summary 0172290424 146,250.00 01-Jul-2007 3 8.250% 4,875.00 Summary 0172290455 175,146.76 01-Jul-2007 3 7.875% 5,556.45 Summary 0172290504 220,374.69 01-Jun-2007 4 8.250% 8,800.49 Summary 0172290530 244,000.00 01-May-2007 5 8.250% ~~Sep~~9,760.02 Summary 0172290537 256,000.00 01-07Jun-2007 04 7.875% 9,760.02 Summary 0172290546 271,390.55 01-Jun-2007 4 7.500% 9,819.11 Summary 0172290633 467,038.47 01-May-2007 5 7.250% 16,346.34 Summary 0172290659 614,433.00 01-Jul-2007 3 8.250% 20,481.10 Summary 0172290662 645,000.00 01-Jun-2007 4 7.500% ~~Oct~~23,381.22 Summary 0172290665 652,412.91 01-07Jun-2007 04 8.250% 26,053.58 Summary 0172290673 739,076.89 01-May-2007 5 8.375% 29,957.92 Summary 0172290674 744,000.00 01-Jun-2007 4 6.875% ~~Nov~~24,645.00 Summary 0172290691 1,000,000.00 01-07Jun-2007 04 8.~~107~~250% *The40,000.02 ~~text~~Summary ~~reported~~0172291374 in440,000.00 ~~the~~01-Jul-2007 ~~above~~3 ~~table~~6.750% is11,916.65 ~~presented~~Summary ~~graphically~~0172291391 on520,000.00 ~~the~~01-May-2007 ~~monthly~~5 ~~bond~~7.750% ~~remittance~~19,500.00 ~~report~~Summary 0172300473 343,999.99 ~~The~~01-May-2007 ~~monthly~~5 ~~bond~~7.625% ~~remittance~~12,684.96 ~~report~~Summary ~~can~~0172313395 be618,400.00 ~~viewed~~01-Jul-2007 ~~online~~3 at8.000% ~~www~~19,969.~~ctslink~~20 Summary 0172314786 494,715.~~com~~47 01-Jun-2007 4 8.000% 18,958.42 Summary 0172314821 928,000.00 01-May-2007 5 8.375% 37,700.04 Summary 0172319666 264,000.00 01-Jul-2007 3 6.875% 7,287.50 Summary 0172319892 540,000.00 01-Jun-2007 4 9.000% 23,625.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

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 Summary 0172037521 407,919.90 01-May-2007 45 6.625% 1013,~~835~~002.4048

Realized Loss Report - Collateral Summary - 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 Total 24 ~~777~~942,~~600~~800.00 ~~776~~939,~~579~~797.2054 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 Total 0 0.00 0.00 0 0.00 0.00 6,~~132~~438.4009

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Summary ~~0171960236~~0172052685 FLCA 8057.29 01-Feb-2007 275,000.00 273,277.82 Summary 0172271220 NV 78.67 01-~~Dec~~May-~~2006~~2007 ~~352~~295,000.00 ~~352~~295,000.00 Summary ~~0172290629~~0172290363 AZIL 80.00 01-Mar-2007 92,800.00 92,142.21 Summary 0172290554 WA 86.42 01-Apr-2007 ~~425~~280,~~600~~000.00 ~~424~~279,~~579~~309.2078

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Summary ~~0171960236~~0172052685 Loan Paid in Full 0 86.~~125~~500% 360 1110 Summary ~~0172290629~~0172271220 Loan Paid in Full 0 7.~~250~~875% 360 7 Summary 0172290363 Loan Paid in Full 0 7.875% 360 9 Summary 0172290554 Loan Paid in Full (1) 7.750% 360 8

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~205~~249% Current Month 2.~~434~~942% Current Month ~~151~~162.~~496~~794% 3 Month Average 0.~~341~~322% 3 Month Average 43.~~008~~780% 3 Month Average ~~291~~246.~~927~~030% 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 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 10.789% N/A Jul-2007 1,338.570% N/A Aug-2007 3.978% N/A Aug-2007 395.393% N/A Sep-2007 3.626% N/A Sep-2007 300.484% N/A Oct-2007 5.964% N/A Oct-2007 423.800% N/A Nov-2007 2.434% N/A Nov-2007 151.496% N/A Dec-2007 2.942% N/A Dec-2007 162.794% 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 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.750 0 0.00 0.000 4.750 4.999 1 ~~453~~452,~~022~~938.7998 0.119 5.000 5.249 2 863,999.91 0.~~227~~228 5.250 5.499 0 0.00 0.000 5.500 5.749 2 1,443,000.00 0.~~379~~380 5.750 5.999 9 2,692,427.04 0.~~707~~709 6.000 6.249 30 9,382,~~564~~102.5036 2.~~464~~471 6.250 6.499 78 24,~~422~~419,~~971~~180.4615 6.~~415~~430 6.500 6.749 ~~124~~123 40,~~708~~432,~~188~~250.6918 10.~~692~~647 6.750 6.999 239 76,~~138~~130,~~774~~819.4927 1920.~~998~~047 7.000 7.249 122 40,~~480~~475,~~237~~500.2275 10.~~632~~658 7.250 7.499 ~~167~~168 5152,~~949~~091,~~527~~024.4108 13.~~645~~717 7.500 7.749 ~~114~~113 34,~~795~~646,~~809~~975.0462 9.~~139~~124 7.750 7.999 ~~132~~129 3736,~~663~~993,~~465~~685.8327 9.~~892~~742 8.000 8.249 43 11,~~304~~303,~~778~~655.1904 2.~~969~~977 8.250 8.499 71 23,~~089~~085,~~114~~563.1782 6.~~064~~079 8.500 8.749 36 11,~~460~~459,~~679~~126.5005 3.~~010~~018 8.750 8.999 27 7,~~212~~210,~~239~~640.7102 1.~~894~~899 9.000 9.249 11 4,~~655~~654,~~071~~493.8508 1.~~223~~226 9.250 9.499 3 1,~~389~~388,~~447~~974.3014 0.~~365~~366 9.500 9.749 1 177,592.26 0.047 9.750 9.999 0 0.00 0.000 10.000 10.249 1 448,~~830~~618.4927 0.118 >= 10.250 0 0.00 0.000 Total 1,~~213~~209 ~~380~~379,~~731~~752,~~741~~566.8529 100.000

SUPPLEMENTAL REPORTING ~~Libor~~LIBOR Determination Date The second LIBOR Business Day before the first day of the related Accrual Period. ~~Libor~~LIBOR Business Day Shall mean any day other than a Saturday or a Sunday or a day on which banking institutions in the State of New York or in the city of London, England are required or authorized by law to be closed. Record Date With respect to the Certificates (other than the Class X, Class P, Class R and Class R-X Certificates) and any Distribution Date, so long as such Certificates are Book- Entry Certificates, the Business Day preceding such Distribution Date, and otherwise, the close of business on the last Business Day of the month preceding the month in which such Distribution Date occurs. Closing Date July 10, 2007. Determination Date With respect to any Distribution Date, the fifteenth (15th) day of the month of such Distribution Date or, if such day is not a Business Day, the immediately preceding Business Day. Distribution Date The twenty-fifth (25th) day of each calendar month after the initial issuance of the Certificates, or if such twenty-fifth day is not a Business Day, the next succeeding Business Day, commencing in July 2007. Business Day Any day other than (i) a Saturday or a Sunday, or (ii) a day on which banking institutions in the City of New York, New York, the Commonwealth of Pennsylvania, the State of Maryland, the city in which any Corporate Trust Office of the Securities Administrator, the Trustee or the Certificate Insurer is located or the States in which the Servicer's servicing operations are located are authorized or obligated by law or executive order to be closed. Senior Certificates Class A-1, Class A-2, Class A-3 and Class A-4 Certificates. Mezzanine Certificates Class M-1, Class M-2, Class M-3, Class M-4 and Class M-5 Certificates. Accrual Period With respect to the Senior Certificates and Mezzanine Certificates and any Distribution Date, the period commencing on the immediately preceding Distribution Date (or with respect to the first Accrual Period, the Closing Date) and ending on the day immediately preceding the related Distribution Date. With respect to the Class X Certificates and the Residual Certificates and any Distribution Date, the calendar month immediately preceding such Distribution Date. All calculations of interest on the Senior Certificates and Mezzanine Certificates will be made based on a 360-day year and the actual number of days elapsed in the related Accrual Period. All calculations of interest on the Class X Certificates will be based on a 360-day year consisting of twelve 30-day months. Private Certificates Class X, Class P, Class R, and Class R-X Certificates. Lender Paid Mortgage Insurance The recipients of the lender paid mortgage insurance fee are PMI Mortgage Insurance Co., and Radian Guaranty Remittance Date Shall mean the eighteenth (18th) day of the month and if such day is not a Business Day, the immediately preceding Business Day.

Filing Compare · Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3