10-D 1 cit07am4_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: 333-138237-16 Citigroup Mortgage Loan Trust 2007-AMC4 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-138237 Citigroup Mortgage Loan Trust Inc. (Exact name of depositor as specified in its charter) Citigroup Global Markets Realty Corp. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199969 54-2199970 54-2199971 54-2199972 54-2199973 54-2199974 54-2199975 Pending (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-A _____ _____ __X___ ____________ A-2-B _____ _____ __X___ ____________ A-2-C _____ _____ __X___ ____________ A-2-D _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ M-11 _____ _____ __X___ ____________ CE-1 _____ _____ __X___ ____________ CE-2 _____ _____ __X___ ____________ P _____ _____ __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 Citigroup Mortgage Loan Trust 2007-AMC4. 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 Citigroup Mortgage Loan Trust 2007-AMC4, 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. Citigroup Mortgage Loan Trust 2007-AMC4 (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 Citigroup Mortgage Loan Trust 2007-AMC4, relating to the December 26, 2007 distribution. EX-99.1 Citigroup Mortgage Loan Trust Inc. Asset Backed Pass-Through Certificates Distribution Date: 12/26/2007 Citigroup Mortgage Loan Trust Inc. Asset Backed Pass-Through Certificates Series 2007-AMC4 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 17313BAA9 1112/2324/2007 54.~~04750~~95813% ~~439~~432,~~234~~832,~~273~~412.7948 1,~~970~~788,~~697~~366.7814 A-2-A 17313BAB7 1112/2324/2007 4.~~93250~~84313% ~~200~~196,~~160~~652,~~827~~922.6703 ~~877~~793,~~594~~679.0372 A-2-B 17313BAC5 1112/2324/2007 54.~~01250~~92313% 68,054,000.00 ~~303~~279,~~218~~198.3891 A-2-C 17313BAD3 1112/2324/2007 54.~~04250~~95313% 57,661,000.00 ~~258~~238,~~449~~002.4202 A-2-D 17313BAE1 1112/2324/2007 5.~~14250~~05313% 36,954,000.00 ~~168~~155,~~920~~611.8414 M-1 17313BAF8 1112/2324/2007 5.~~14250~~05313% 53,869,000.00 ~~246~~226,~~241~~839.1822 M-2 17313BAG6 1112/2324/2007 5.~~17250~~08313% 58,552,000.00 ~~269~~248,~~209~~022.0886 M-3 17313BAH4 1112/2324/2007 5.~~18250~~09313% 17,566,000.00 8074,~~920~~554.7193 M-4 17313BAJ0 1112/2324/2007 5.~~25250~~16313% 18,151,000.00 8478,~~745~~096.0064 M-5 17313BAK7 1112/2324/2007 5.~~30250~~21313% 16,980,000.00 8073,~~032~~765.4079 M-6 17313BAL5 1112/2324/2007 5.~~55250~~46313% 12,882,000.00 6358,~~579~~646.8370 M-7 17313BAM3 1112/2324/2007 5.~~97250~~88313% 16,980,000.00 9083,~~144~~246.9329 M-8 17313BAN1 1112/2324/2007 6.~~52250~~43313% 14,638,000.00 8478,~~867~~473.8746 M-9 17313BAP6 1112/2324/2007 7.~~37250~~28313% 22,836,000.00 ~~149~~138,~~651~~597.9296 M-10 17313BAQ4 1112/2324/2007 7.~~37250~~28313% 21,664,000.00 ~~141~~131,~~971~~484.4177 M-11 17313BAR2 1112/2324/2007 7.~~37250~~28313% 9,369,000.00 6156,~~398~~863.1804 CE-1 17313BAT8 1011/3130/2007 0.00000% 62,065,612.55 2,~~125~~497,~~512~~848.5919 CE-2 17313BAW1 1011/3130/2007 0.00000% 0.00 ~~263~~260,~~110~~798.5931 P 17313BAS0 1011/3130/2007 0.00000% 100.00 5026,~~199~~501.3104 R 17313BAU5 1011/3130/2007 0.00000% 0.00 0.00 R-X 17313BAV3 1011/3130/2007 0.00000% 0.00 0.00 Totals 1,~~127~~117,~~616~~707,~~814~~047.0106 7,~~370~~288,~~465~~597.4513

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 64,~~401~~636,~~861~~946.3176 0.00 ~~432~~428,~~832~~195,~~412~~465.4872 86,~~372~~425,~~559~~312.0990 0.00 A-2-A 3,~~507~~175,~~905~~973.6547 0.00 ~~196~~193,~~652~~476,~~922~~948.0356 43,~~385~~969,~~499~~653.6819 0.00 A-2-B 0.00 0.00 68,054,000.00 ~~303~~279,~~218~~198.3891 0.00 A-2-C 0.00 0.00 57,661,000.00 ~~258~~238,~~449~~002.4202 0.00 A-2-D 0.00 0.00 36,954,000.00 ~~168~~155,~~920~~611.8414 0.00 M-1 0.00 0.00 53,869,000.00 ~~246~~226,~~241~~839.1822 0.00 M-2 0.00 0.00 58,552,000.00 ~~269~~248,~~209~~022.0886 0.00 M-3 0.00 0.00 17,566,000.00 8074,~~920~~554.7193 0.00 M-4 0.00 0.00 18,151,000.00 8478,~~745~~096.0064 0.00 M-5 0.00 0.00 16,980,000.00 8073,~~032~~765.4079 0.00 M-6 0.00 0.00 12,882,000.00 6358,~~579~~646.8370 0.00 M-7 0.00 0.00 16,980,000.00 9083,~~144~~246.9329 0.00 M-8 0.00 0.00 14,638,000.00 8478,~~867~~473.8746 0.00 M-9 0.00 0.00 22,836,000.00 ~~149~~138,~~651~~597.9296 0.00 M-10 0.00 0.00 21,664,000.00 ~~141~~131,~~971~~484.4177 0.00 M-11 0.00 0.00 9,369,000.00 6156,~~398~~863.1804 0.00 CE-1 0.00 0.00 62,065,612.55 2,~~125~~497,~~512~~848.5919 0.00 CE-2 0.00 0.00 0.00 ~~263~~260,~~110~~798.5931 0.00 P 0.00 0.00 100.00 5026,~~199~~501.3104 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 97,~~909~~812,~~766~~920.9623 0.00 1,~~117~~109,~~707~~894,~~047~~126.0683 1715,~~280~~101,~~232~~517.4136 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-1 465,021,000.00 ~~439~~432,~~234~~832,~~273~~412.7948 0.00 64,~~401~~636,~~861~~946.3176 0.00 A-2-A 217,806,000.00 ~~200~~196,~~160~~652,~~827~~922.6703 0.00 3,~~507~~175,~~905~~973.6547 0.00 A-2-B 68,054,000.00 68,054,000.00 0.00 0.00 0.00 A-2-C 57,661,000.00 57,661,000.00 0.00 0.00 0.00 A-2-D 36,954,000.00 36,954,000.00 0.00 0.00 0.00 M-1 53,869,000.00 53,869,000.00 0.00 0.00 0.00 M-2 58,552,000.00 58,552,000.00 0.00 0.00 0.00 M-3 17,566,000.00 17,566,000.00 0.00 0.00 0.00 M-4 18,151,000.00 18,151,000.00 0.00 0.00 0.00 M-5 16,980,000.00 16,980,000.00 0.00 0.00 0.00 M-6 12,882,000.00 12,882,000.00 0.00 0.00 0.00 M-7 16,980,000.00 16,980,000.00 0.00 0.00 0.00 M-8 14,638,000.00 14,638,000.00 0.00 0.00 0.00 M-9 22,836,000.00 22,836,000.00 0.00 0.00 0.00 M-10 21,664,000.00 21,664,000.00 0.00 0.00 0.00 M-11 9,369,000.00 9,369,000.00 0.00 0.00 0.00 CE-1 62,066,193.34 62,065,612.55 0.00 0.00 0.00 CE-2 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 1,171,049,293.34 1,~~127~~117,~~616~~707,~~814~~047.0106 0.00 97,~~909~~812,~~766~~920.9623 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 64,~~401~~636,~~861~~946.3176 ~~432~~428,~~832~~195,~~412~~465.4872 0.~~93078036~~92080888 64,~~401~~636,~~861~~946.3176 A-2-A 0.00 3,~~507~~175,~~905~~973.6547 ~~196~~193,~~652~~476,~~922~~948.0356 0.~~90288111~~88829944 3,~~507~~175,~~905~~973.6547 A-2-B 0.00 0.00 68,054,000.00 1.00000000 0.00 A-2-C 0.00 0.00 57,661,000.00 1.00000000 0.00 A-2-D 0.00 0.00 36,954,000.00 1.00000000 0.00 M-1 0.00 0.00 53,869,000.00 1.00000000 0.00 M-2 0.00 0.00 58,552,000.00 1.00000000 0.00 M-3 0.00 0.00 17,566,000.00 1.00000000 0.00 M-4 0.00 0.00 18,151,000.00 1.00000000 0.00 M-5 0.00 0.00 16,980,000.00 1.00000000 0.00 M-6 0.00 0.00 12,882,000.00 1.00000000 0.00 M-7 0.00 0.00 16,980,000.00 1.00000000 0.00 M-8 0.00 0.00 14,638,000.00 1.00000000 0.00 M-9 0.00 0.00 22,836,000.00 1.00000000 0.00 M-10 0.00 0.00 21,664,000.00 1.00000000 0.00 M-11 0.00 0.00 9,369,000.00 1.00000000 0.00 CE-1 0.00 0.00 62,065,612.55 0.99999064 0.00 CE-2 0.00 0.00 0.00 0.00000000 0.00 P 0.00 0.00 100.00 1.00000000 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 97,~~909~~812,~~766~~920.9623 1,~~117~~109,~~707~~894,~~047~~126.0683 0.~~95444919~~94777746 97,~~909~~812,~~766~~920.9623 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-1 465,021,000.00 ~~944~~930.~~54717914~~78035719 0.00000000 139.~~76682195~~97147819 0.00000000 A-2-A 217,806,000.00 ~~918~~902.~~98674816~~88110534 0.00000000 1614.~~10564287~~58166198 0.00000000 A-2-B 68,054,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2-C 57,661,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2-D 36,954,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 53,869,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 58,552,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 17,566,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 18,151,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 16,980,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 12,882,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 16,980,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 14,638,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 22,836,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 21,664,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-11 9,369,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE-1 62,066,193.34 999.99064241 0.00000000 0.00000000 0.00000000 CE-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 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 139.~~76682195~~97147819 ~~930~~920.~~78035719~~80887900 0.~~93078036~~92080888 139.~~76682195~~97147819 A-2-A 0.00000000 1614.~~10564287~~58166198 ~~902~~888.~~88110534~~29944336 0.~~90288111~~88829944 1614.~~10564287~~58166198 A-2-B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2-C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2-D 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE-1 0.00000000 0.00000000 999.99064241 0.99999064 0.00000000 CE-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 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.~~04750~~95813% ~~439~~432,~~234~~832,~~273~~412.7948 1,~~970~~788,~~697~~366.7814 0.00 A-2-A 1011/2526/07 - 1112/25/07 3230 4.~~93250~~84313% ~~200~~196,~~160~~652,~~827~~922.6703 ~~877~~793,~~594~~679.0372 0.00 A-2-B 1011/2526/07 - 1112/25/07 3230 54.~~01250~~92313% 68,054,000.00 ~~303~~279,~~218~~198.3891 0.00 A-2-C 1011/2526/07 - 1112/25/07 3230 54.~~04250~~95313% 57,661,000.00 ~~258~~238,~~449~~002.4202 0.00 A-2-D 1011/2526/07 - 1112/25/07 3230 5.~~14250~~05313% 36,954,000.00 ~~168~~155,~~920~~611.8414 0.00 M-1 1011/2526/07 - 1112/25/07 3230 5.~~14250~~05313% 53,869,000.00 ~~246~~226,~~241~~839.1822 ~~145,145~~0.6400 M-2 1011/2526/07 - 1112/25/07 3230 5.~~17250~~08313% 58,552,000.00 ~~269~~248,~~209~~022.0886 ~~159,324~~0.9900 M-3 1011/2526/07 - 1112/25/07 3230 5.~~18250~~09313% 17,566,000.00 8074,~~920~~554.7193 ~~47,954~~0.7300 M-4 1011/2526/07 - 1112/25/07 3230 5.~~25250~~16313% 18,151,000.00 8478,~~745~~096.0064 ~~50,681~~0.1600 M-5 1011/2526/07 - 1112/25/07 3230 5.~~30250~~21313% 16,980,000.00 8073,~~032~~765.4079 ~~48,166~~0.1600 M-6 1011/2526/07 - 1112/25/07 3230 5.~~55250~~46313% 12,882,000.00 6358,~~579~~646.8370 ~~39,404~~0.2700 M-7 1011/2526/07 - 1112/25/07 3230 5.~~97250~~88313% 16,980,000.00 9083,~~144~~246.9329 ~~58,278~~0.7000 M-8 1011/2526/07 - 1112/25/07 3230 6.~~52250~~43313% 14,638,000.00 8478,~~867~~473.8746 ~~57,396~~0.8500 M-9 1011/2526/07 - 1112/25/07 3230 7.~~37250~~28313% 22,836,000.00 ~~149~~138,~~651~~597.9296 ~~106,795~~0.7700 M-10 1011/2526/07 - 1112/25/07 3230 7.~~37250~~28313% 21,664,000.00 ~~141~~131,~~971~~484.4177 ~~101,314~~0.7500 M-11 1011/2526/07 - 1112/25/07 3230 7.~~37250~~28313% 9,369,000.00 6156,~~398~~863.1804 ~~43,815~~0.4500 CE-1 N/A N/A 0.00000% 62,065,612.55 0.00 0.00 CE-2 N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 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 4,~~931~~503,~~642~~449.9659 ~~858,278~~0.4700

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 1,~~970~~788,~~697~~366.7814 0.00 ~~432~~428,~~832~~195,~~412~~465.4872 A-2-A 0.00 0.00 ~~877~~793,~~594~~679.0372 0.00 ~~196~~193,~~652~~476,~~922~~948.0356 A-2-B 0.00 0.00 ~~303~~279,~~218~~198.3891 0.00 68,054,000.00 A-2-C 0.00 0.00 ~~258~~238,~~449~~002.4202 0.00 57,661,000.00 A-2-D 0.00 0.00 ~~168~~155,~~920~~611.8414 0.00 36,954,000.00 M-1 ~~145,145~~0.6400 0.00 ~~246~~226,~~241~~839.1822 0.00 53,869,000.00 M-2 ~~159,324~~0.9900 0.00 ~~269~~248,~~209~~022.0886 0.00 58,552,000.00 M-3 ~~47,954~~0.7300 0.00 8074,~~920~~554.7193 0.00 17,566,000.00 M-4 ~~50,681~~0.1600 0.00 8478,~~745~~096.0064 0.00 18,151,000.00 M-5 ~~48,166~~0.1600 0.00 8073,~~032~~765.4079 0.00 16,980,000.00 M-6 ~~39,404~~0.2700 0.00 6358,~~579~~646.8370 0.00 12,882,000.00 M-7 ~~58,278~~0.7000 0.00 9083,~~144~~246.9329 0.00 16,980,000.00 M-8 ~~57,396~~0.8500 0.00 8478,~~867~~473.8746 0.00 14,638,000.00 M-9 ~~106,795~~0.7700 0.00 ~~149~~138,~~651~~597.9296 0.00 22,836,000.00 M-10 ~~101,314~~0.7500 0.00 ~~141~~131,~~971~~484.4177 0.00 21,664,000.00 M-11 ~~43,815~~0.4500 0.00 6156,~~398~~863.1804 0.00 9,369,000.00 CE-1 0.00 0.00 2,~~125~~497,~~512~~848.5919 0.00 62,065,612.55 CE-2 0.00 0.00 ~~263~~260,~~110~~798.5931 0.00 0.00 P 0.00 0.00 5026,~~199~~501.3104 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals ~~858,278~~0.4700 0.00 7,~~370~~288,~~465~~597.4513 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-1 465,021,000.00 54.~~04750~~95813% ~~944~~930.~~54717914~~78035719 43.~~23786835~~84577501 0.00000000 A-2-A 217,806,000.00 4.~~93250~~84313% ~~918~~902.~~98674816~~88110534 43.~~02924635~~64397546 0.00000000 A-2-B 68,054,000.00 54.~~01250~~92313% 1000.00000000 4.~~45555559~~10260837 0.00000000 A-2-C 57,661,000.00 54.~~04250~~95313% 1000.00000000 4.~~48222230~~12760826 0.00000000 A-2-D 36,954,000.00 5.~~14250~~05313% 1000.00000000 4.~~57111111~~21094171 0.00000000 M-1 53,869,000.00 5.~~14250~~05313% 1000.00000000 4.~~57111103~~21094173 20.~~69441868~~00000000 M-2 58,552,000.00 5.~~17250~~08313% 1000.00000000 4.~~59777770~~23594173 20.~~72108536~~00000000 M-3 17,566,000.00 5.~~18250~~09313% 1000.00000000 4.~~60666686~~24427474 20.~~72997438~~00000000 M-4 18,151,000.00 5.~~25250~~16313% 1000.00000000 4.~~66888877~~30260812 20.~~79219657~~00000000 M-5 16,980,000.00 5.~~30250~~21313% 1000.00000000 4.~~71333333~~34427503 20.~~83664075~~00000000 M-6 12,882,000.00 5.~~55250~~46313% 1000.00000000 4.~~93555581~~55260829 30.~~05886275~~00000000 M-7 16,980,000.00 5.~~97250~~88313% 1000.00000000 54.~~30888869~~90260836 30.~~43219670~~00000000 M-8 14,638,000.00 6.~~52250~~43313% 1000.00000000 5.~~79777770~~36094139 30.~~92108553~~00000000 M-9 22,836,000.00 7.~~37250~~28313% 1000.00000000 6.~~55333333~~06927483 40.~~67664083~~00000000 M-10 21,664,000.00 7.~~37250~~28313% 1000.00000000 6.~~55333318~~06927483 40.~~67664097~~00000000 M-11 9,369,000.00 7.~~37250~~28313% 1000.00000000 6.~~55333333~~06927527 40.~~67664105~~00000000 CE-1 62,066,193.34 0.00000% 999.99064241 0.00000000 0.00000000 CE-2 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 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.~~23786835~~84577501 0.00000000 ~~930~~920.~~78035719~~80887900 A-2-A 0.00000000 0.00000000 43.~~02924635~~64397546 0.00000000 ~~902~~888.~~88110534~~29944336 A-2-B 0.00000000 0.00000000 4.~~45555559~~10260837 0.00000000 1000.00000000 A-2-C 0.00000000 0.00000000 4.~~48222230~~12760826 0.00000000 1000.00000000 A-2-D 0.00000000 0.00000000 4.~~57111111~~21094171 0.00000000 1000.00000000 M-1 20.~~69441868~~00000000 0.00000000 4.~~57111103~~21094173 0.00000000 1000.00000000 M-2 20.~~72108536~~00000000 0.00000000 4.~~59777770~~23594173 0.00000000 1000.00000000 M-3 20.~~72997438~~00000000 0.00000000 4.~~60666686~~24427474 0.00000000 1000.00000000 M-4 20.~~79219657~~00000000 0.00000000 4.~~66888877~~30260812 0.00000000 1000.00000000 M-5 20.~~83664075~~00000000 0.00000000 4.~~71333333~~34427503 0.00000000 1000.00000000 M-6 30.~~05886275~~00000000 0.00000000 4.~~93555581~~55260829 0.00000000 1000.00000000 M-7 30.~~43219670~~00000000 0.00000000 54.~~30888869~~90260836 0.00000000 1000.00000000 M-8 30.~~92108553~~00000000 0.00000000 5.~~79777770~~36094139 0.00000000 1000.00000000 M-9 40.~~67664083~~00000000 0.00000000 6.~~55333333~~06927483 0.00000000 1000.00000000 M-10 40.~~67664097~~00000000 0.00000000 6.~~55333318~~06927483 0.00000000 1000.00000000 M-11 40.~~67664105~~00000000 0.00000000 6.~~55333333~~06927527 0.00000000 1000.00000000 CE-1 0.00000000 0.00000000 3440.~~24589903~~24490718 0.00000000 999.99064241 CE-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~501993~~265010.~~10000000~~40000000 0.00000000 1000.00000000 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 1715,~~304~~081,~~955~~044.0174 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 1,~~411~~642,~~578~~065.3688 Gains & Subsequent Recoveries (Realized Losses) (~~9,134~~400.8834) Prepayment Penalties 5026,~~199~~501.3104 Swap/Cap Payments 0.00 Total Deposits 1816,~~757~~749,~~597~~211.8032 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 1,~~239~~411,~~156~~578.3536 Total Administration Fees ~~238~~236,~~209~~115.0460 Payment of Interest and Principal 1715,~~280~~101,~~232~~517.4136 Total Withdrawals (Pool Distribution Amount) 1816,~~757~~749,~~597~~211.8032 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~206~~204,~~729~~912.7495 Backup Servicer Fee - Countrywide Home Loans Servicing 18,~~793~~628.6145 Credit Risk Manager Fee - Clayton Fixed Income Services 12,~~685~~574.6920 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~238~~236,~~209~~115.0460 *Servicer Payees include: AMERIQUEST MTG

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Cap Reserve Account 0.00 0.00 0.00 0.00 Net WAC Rate Carryover Reserve Account 0.00 ~~858,278~~0.4600 ~~858,278~~0.4600 0.00 Swap Reserve Account 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Account - Swiss Re Financial Products 0.00 0.00 0.00 Swap Account - Citibank NA. 0.00 0.00 0.00

Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~061698~~058630 8.~~049413~~042143 Weighted Average Net Rate 7.~~841698~~838630 7.~~829413~~822143 Weighted Average Pass-Through Rate 7.~~808198~~805130 7.~~795913~~788643 Weighted Average Remaining Term ~~351~~350 ~~351~~350 Principal And Interest Constant 4,~~448~~402,~~535~~602.2118 3,~~623~~597,~~557~~171.8266 Beginning Loan Count 3,~~060~~030 1,~~908~~892 Loans Paid in Full 3022 1615 Ending Loan Count 3,~~030~~008 1,~~892~~877 Beginning Scheduled Balance ~~618~~611,~~269~~864,~~841~~747.9301 ~~509~~505,~~346~~842,~~972~~300.0804 Ending Scheduled Balance ~~611~~607,~~864~~227,~~747~~637.0151 ~~505~~502,~~842~~666,~~300~~489.0431 Actual Ending Collateral Balance ~~612~~607,~~210~~606,~~235~~588.2894 ~~506~~502,~~099~~957,~~499~~996.5238 Scheduled Principal ~~294~~293,~~947~~609.7803 ~~206~~207,~~937~~124.7589 Unscheduled Principal 64,~~110~~343,~~147~~500.1447 32,~~297~~968,~~734~~685.2984 Negative Amortized Principal 0.00 0.00 Scheduled Interest 4,~~153~~108,~~587~~993.4315 3,~~416~~390,~~620~~046.0777 Servicing Fees ~~113~~112,~~349~~175.4720 9392,~~380~~737.2775 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 17,~~260~~081.0422 14,~~219~~121.2643 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 43,~~022~~979,~~977~~736.9273 3,~~309~~283,~~020~~187.5459 Realized Loss Amount ~~9,134~~400.8834 0.00 Cumulative Realized Loss 5051,~~991~~391.5488 0.00 Percentage of Cumulative Losses 0.~~0079~~0080 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 3224,~~743~~660.2330 171,~~456~~840.0874 Prepayment Penalty Paid Count 5 4 1 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~056149~~051169 Weighted Average Net Rate 7.~~836149~~831169 Weighted Average Pass-Through Rate 7.~~802649~~797669 Weighted Average Remaining Term ~~351~~350 Principal And Interest Constant 87,~~072~~999,~~093~~773.0384 Beginning Loan Count 4,~~968~~922 Loans Paid in Full 4637 Ending Loan Count 4,~~922~~885 Beginning Scheduled Balance 1,~~127~~117,~~616~~707,~~814~~047.0105 Ending Scheduled Balance 1,~~117~~109,~~707~~894,~~047~~126.0582 Actual Ending Collateral Balance 1,~~118~~110,~~309~~564,~~734~~585.8032 Scheduled Principal ~~501~~500,~~885~~733.5392 Unscheduled Principal 97,~~407~~312,~~881~~186.4331 Negative Amortized Principal 0.00 Scheduled Interest 7,~~570~~499,~~207~~039.5092 Servicing Fees ~~206~~204,~~729~~912.7495 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 31,~~479~~202.3065 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 7,~~331~~262,~~998~~924.4632 Realized Loss Amount ~~9,134~~400.8834 Cumulative Realized Loss 5051,~~991~~391.5488 Percentage of Cumulative Losses 0.0044 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 5026,~~199~~501.3104 Prepayment Penalty Paid Count 95 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cashflow 32,~~246~~758,~~901~~646.6450 Extraordinary Trust Fund Expenses 0.00 Relief Act Interest Shortfalls 428.5309 Informational Reporting Credit Enhancement Percentage 29.~~126837~~331871% Bankruptcy Losses 0.00 Significance Percentage .~~003521~~003546% Structural Reporting Overcollateralization Increase Amount 0.00 Overcollateralization Amount 62,065,612.55 Overcollateralization Reduction Amount 0.00 Overcollateralization Target Amount 62,065,612.55 Trigger Event Reporting Delinquency Trigger Trigger Result ~~Pass~~Fail Threshold Value 8.~~285935~~359400% Calculated Value 58.~~588854~~391410% Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.600000% Calculated Value 0.~~004354~~004389% Stepdown Date Pass

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 2 0 0 2 ~~182~~193,~~794~~880.2423 0.00 0.00 ~~182~~193,~~794~~880.2423 30 Days ~~169~~170 1 0 0 ~~170~~171 45,~~673~~732,~~374~~939.2337 ~~134~~133,~~035~~917.2692 0.00 0.00 45,~~807~~866,~~409~~857.4929 60 Days 92106 21 35 0 97112 2230,~~638~~597,~~273~~212.8793 ~~365~~142,~~113~~492.9009 ~~562~~1,~~313~~186,147.6612 0.00 2331,~~565~~925,~~701~~852.4314 90 Days 2459 02 5136 0 7597 515,~~814~~307,~~063~~953.0253 0385,133.0034 138,~~162~~477,~~209~~965.6013 0.00 1824,~~976~~171,~~272~~052.6200 120 Days 1013 0 5054 32 6369 23,~~398~~006,~~584~~422.3002 0.00 1314,~~071~~297,~~418~~292.5844 ~~264~~202,~~120~~337.5096 1517,~~734~~506,~~123~~052.3842 150 Days 8 0 144 810 062 91,771,136.54 0.00 ~~149~~12,~~526~~656,864.4122 31,~~367~~112,~~913~~218.3205 ~~0.00 3~~15,~~517~~540,~~439~~218.7381 180+ Days 0 01 311 0 312 0.00 0149,526.0041 ~~644~~4,~~209~~012,122.4476 0.00 ~~644~~4,~~209~~161,649.4417 Totals ~~295~~356 67 ~~115~~150 312 ~~419~~525 7696,~~524~~415,~~295~~664.4239 ~~831~~1,~~469~~004,949.8199 3040,~~808~~630,~~064~~391.6067 ~~264~~1,~~120~~314,556.5001 ~~108~~139,~~427~~365,~~950~~562.3306 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.~~040634~~040942% 0.000000% 0.000000% 0.~~040634~~040942% 0.~~016346~~017458% 0.000000% 0.000000% 0.~~016346~~017458% 30 Days 3.~~433564~~480041% 0.~~020317~~020471% 0.000000% 0.000000% 3.~~453881~~500512% 4.~~084143~~117990% 0.~~011986~~012059% 0.000000% 0.000000% 4.~~096129~~130049% 60 Days 12.~~869159~~169908% 0.~~040634~~020471% 0.~~060951~~102354% 0.000000% 12.~~970744~~292733% 2.~~024330~~755104% 0.~~032649~~012831% 0.~~050282~~106806% 0.000000% 2.~~107261~~874741% 90 Days 01.~~487607~~207779% 0.~~000000~~040942% 10.~~036164~~736950% 0.000000% 1.~~523771~~985670% 01.~~519897~~378394% 0.~~000000~~034679% 10.~~176974~~763392% 0.000000% 12.~~696871~~176465% 120 Days 0.~~203169~~266121% 0.000000% 1.~~015847~~105425% 0.~~060951~~040942% 1.~~279967~~412487% 0.~~214483~~270711% 0.000000% 1.~~168855~~287390% 0.~~023618~~018219% 1.~~406956~~576320% 150 Days 0.~~000000~~163767% 0.~~020317~~000000% 0.~~162536~~900716% 0.~~000000~~204708% 01.~~182852~~269191% 0.~~000000~~159481% 0.~~013371~~000000% 01.~~301161~~139678% 0.~~000000~~100149% 01.~~314532~~399308% 180+ Days 0.000000% 0.~~000000~~020471% 0.~~060951~~225179% 0.000000% 0.~~060951~~245650% 0.000000% 0.~~000000~~013464% 0.~~057606~~361269% 0.000000% 0.~~057606~~374733% Totals 57.~~993499~~287615% 0.~~121902~~143296% 23.~~336449~~070624% 0.~~060951~~245650% 810.~~512800~~747185% 68.~~842853~~681680% 0.~~074351~~090490% 23.~~754878~~658535% 0.~~023618~~118368% 912.~~695699~~549073%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,~~411~~642,~~578~~065.3688

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 074,616.0048 0.00 0.00 074,616.0048 30 Days 8790 1 0 0 8891 20,~~191~~354,~~850~~983.1928 ~~134~~133,~~035~~917.2692 0.00 0.00 20,~~325~~488,~~885~~901.4520 60 Days 5054 0 2 0 5256 1013,~~687~~172,~~313~~767.93 0.00 ~~365~~536,~~484~~252.8039 0.00 1113,~~052~~709,~~798~~020.7332 90 Days 1731 0 3420 0 51 36,~~929~~829,~~387~~728.2445 0.00 74,~~688~~101,~~742~~603.5385 0.00 1110,~~618~~931,~~129~~332.7730 120 Days 39 0 2935 2 3446 ~~659~~1,~~787~~947,705.8950 0.00 68,~~642~~209,~~952~~424.4379 ~~155~~202,~~600~~337.2296 710,~~458~~359,~~340~~468.5425 150 Days 2 0 122 39 033 4478,095.28 0.00 ~~149~~5,~~526~~782,642.4192 ~~500~~1,~~667~~003,697.6977 ~~0.00 650~~7,~~194~~264,435.1097 180+ Days 0 01 36 0 37 0.00 0149,526.0041 ~~644~~1,~~209~~144,877.4413 0.00 ~~644~~1,~~209~~294,403.4454 Totals ~~157~~186 23 7185 211 ~~232~~285 3542,~~468~~783,~~339~~280.2544 ~~283~~358,~~561~~060.6781 1519,~~842~~774,~~056~~801.8908 ~~155~~1,~~600~~206,035.2273 5164,~~749~~122,~~558~~178.0306 0-29 Days 0.~~000000~~033245% 0.000000% 0.000000% 0.~~000000~~033245% 0.~~000000~~012280% 0.000000% 0.000000% 0.~~000000~~012280% 30 Days 2.~~871287~~992021% 0.~~033003~~033245% 0.000000% 0.000000% 23.~~904290~~025266% 3.~~298189~~350027% 0.~~021894~~022040% 0.000000% 0.000000% 3.~~320083~~372067% 60 Days 1.~~650165~~795213% 0.000000% 0.~~066007~~066489% 0.000000% 1.~~716172~~861702% 12.~~745693~~167976% 0.000000% 0.~~059699~~088257% 0.000000% 12.~~805393~~256233% 90 Days 01.~~561056~~030585% 0.000000% 10.~~122112~~664894% 0.000000% 1.~~683168~~695479% 01.~~641836~~124038% 0.000000% 10.~~255899~~675043% 0.000000% 1.~~897735~~799081% 120 Days 0.~~099010~~299202% 0.000000% 01.~~957096~~163564% 0.~~066007~~066489% 1.~~122112~~529255% 0.~~107771~~320554% 0.000000% 1.~~085077~~351109% 0.~~025416~~033301% 1.~~218265~~704963% 150 Days 0.~~000000~~066489% 0.~~033003~~000000% 0.~~099010~~731383% 0.~~000000~~299202% 01.~~132013~~097074% 0.~~000000~~078685% 0.~~024424~~000000% 0.~~081780~~951708% 0.~~000000~~165189% 01.~~106204~~195582% 180+ Days 0.000000% 0.~~000000~~033245% 0.~~099010~~199468% 0.000000% 0.~~099010~~232713% 0.000000% 0.~~000000~~024609% 0.~~105227~~188424% 0.000000% 0.~~105227~~213033% Totals 56.~~181518~~183511% 0.~~066007~~099734% 2.~~343234~~825798% 0.~~066007~~365691% 79.~~656766~~474734% 57.~~793490~~041280% 0.~~046318~~058930% 23.~~587682~~254540% 0.~~025416~~198490% 810.~~452906~~553239% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II 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 21 0 0 21 ~~182~~119,~~794~~263.2475 0.00 0.00 ~~182~~119,~~794~~263.2475 30 Days 8280 0 0 0 8280 25,~~481~~377,~~524~~956.0409 0.00 0.00 0.00 25,~~481~~377,~~524~~956.0409 60 Days 4252 2 1 3 0 4556 1117,~~950~~424,~~959~~445.9400 ~~365~~142,~~113~~492.09 649,894.73 0.00 18,216,831.82 90 ~~196~~Days 28 2 16 0 46 8,~~828~~478,225.8608 385,133.34 4,376,361.28 0.00 1213,~~512~~239,~~902~~719.70 90120 Days 74 0 1719 0 2423 1,~~884~~058,~~675~~716.7852 0.00 56,~~473~~087,~~467~~867.0765 0.00 7,~~358~~146,~~142~~584.8517 ~~120~~150 Days 76 0 2122 1 29 1,~~738~~293,~~796~~041.4126 0.00 6,~~428~~874,~~466~~221.1530 108,520.28 8,275,782.84 ~~150~~180+ Days 0 0 5 0 5 0.00 0.00 2,867,245.63 0.00 2,867,245.63 ~~180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00~~ Totals ~~138~~170 4 4465 1 ~~187~~240 4153,~~055~~632,~~956~~383.1795 ~~547~~646,~~908~~889.1418 1420,~~966~~855,~~007~~590.7159 108,520.28 5675,~~678~~243,~~392~~384.3000 0-29 Days 0.~~105708~~053277% 0.000000% 0.000000% 0.~~105708~~053277% 0.~~036118~~023712% 0.000000% 0.000000% 0.~~036118~~023712% 30 Days 4.~~334038~~262120% 0.000000% 0.000000% 0.000000% 4.~~334038~~262120% 5.~~034884~~045741% 0.000000% 0.000000% 0.000000% 5.~~034884~~045741% 60 Days 2.~~219873~~770378% 0.~~105708~~053277% 0.~~052854~~159830% 0.000000% 2.~~378436~~983484% 23.~~361385~~464394% 0.~~072143~~028331% 0.~~038891~~129215% 0.000000% 23.~~472419~~621939% 90 Days 01.~~369979~~491742% 0.~~000000~~106553% 0.~~898520~~852424% 0.000000% 12.~~268499~~450719% 01.~~372392~~685673% 0.~~000000~~076574% 10.~~081500~~870125% 0.000000% 12.~~453893~~632371% 120 Days 0.~~369979~~213106% 0.000000% 1.~~109937~~012254% 0.~~052854~~000000% 1.~~532770~~225360% 0.~~343568~~210498% 0.000000% 1.~~270198~~210413% 0.~~021442~~000000% 1.~~635209~~420911% 150 Days 0.~~000000~~319659% 0.000000% 01.~~264271~~172083% 0.~~000000~~053277% 01.~~264271~~545019% 0.~~000000~~257087% 0.000000% 01.~~566538~~366759% 0.~~000000~~021576% 01.~~566538~~645422% 180+ Days 0.000000% 0.000000% 0.~~000000~~266383% 0.000000% 0.~~000000~~266383% 0.000000% 0.000000% 0.~~000000~~570077% 0.000000% 0.~~000000~~570077% Totals 79.~~293869~~057006% 0.~~211416~~213106% 23.~~325581~~462973% 0.~~052854~~053277% 912.~~883721~~786361% 810.~~112230~~663392% 0.~~108261~~128617% 24.~~957128~~146587% 0.~~021442~~021576% 1114.~~199061~~960173%

180+ Delinquency Summary Summary Group I Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 9 3,517,439.73 0.317 4 650,194.10 0.107 210 - 239 2 320,209.44 0.029 2 320,209.44 0.~~052~~053 ~~210~~240 - ~~239~~269 1 324,000.00 0.029 1 324,000.00 0.053 Total 312 ~~644~~4,~~209~~161,649.4417 0.~~058~~375 37 ~~644~~1,~~209~~294,403.4454 0.~~105~~213

180+ Delinquency Summary (continued) Group II Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 05 02,867,245.0063 0.~~000~~570 210 - 239 0 0.00 0.000 ~~Total~~240 - 269 0 0.00 0.000 Total 5 2,867,245.63 0.570 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 39 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~264~~1,~~750~~051,855.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~264~~1,~~120~~050,435.5051 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current REO Total ~~Apr~~May-07 0.000% Loans in REO 312 ~~May~~Jun-07 0.000% Original Principal Balance ~~264~~1,~~750~~316,605.00 ~~Jun~~Jul-07 0.000% Current Actual Balance ~~264~~1,~~120~~314,556.5001 ~~Jul~~Aug-07 0.000% ~~Aug~~Sep-07 0.000% ~~Sep~~Oct-07 0.000% ~~Oct~~Nov-07 0.~~000~~024% ~~Nov~~Dec-07 0.~~024~~118% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 27 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~155~~710,~~850~~255.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~155~~709,~~600~~234.2253 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current REO Total ~~Apr~~May-07 0.000% Loans in REO 29 ~~May~~Jun-07 0.000% Original Principal Balance ~~155~~866,~~850~~105.00 ~~Jun~~Jul-07 0.000% Current Actual Balance ~~155~~864,~~600~~834.2275 ~~Jul~~Aug-07 0.000% ~~Aug~~Sep-07 0.000% ~~Sep~~Oct-07 0.000% ~~Oct~~Nov-07 0.~~000~~025% ~~Nov~~Dec-07 0.~~025~~198% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 10 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~108,900~~0.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~108,520~~0.2800 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current REO Total ~~Apr~~May-07 0.000% Loans in REO 1 ~~May~~Jun-07 0.000% Original Principal Balance 108,900.00 ~~Jun~~Jul-07 0.000% Current Actual Balance 108,520.28 ~~Jul~~Aug-07 0.000% ~~Aug~~Sep-07 0.000% ~~Sep~~Oct-07 0.000% ~~Oct~~Nov-07 0.~~000~~021% ~~Nov~~Dec-07 0.~~021~~022% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Group I 0222798206 Dec-2007 01-Mar-2007 CO 80.00 144,000.00 Group I 0222798591 Dec-2007 01-Mar-2007 TX 85.00 59,925.00 Group I 0222798933 Dec-2007 01-Mar-2007 MO 80.00 146,400.00 Group I 0222799161 Nov-2007 01-Jan-2007 AL 95.00 83,600.00 Group I 0222799502 Dec-2007 01-Apr-2007 MN 90.00 152,910.00 Group I 0222799866 Nov-2007 01-Jan-2007 MI 85.00 72,250.00 Group I 0222799867 Dec-2007 01-Mar-2007 TX 85.00 68,850.00 Group I 0222800754 Dec-2007 01-Mar-2007 TX 85.00 70,550.00 Group I 0222800968 Dec-2007 01-Mar-2007 CO 95.00 197,600.00 Group I 0222802705 Dec-2007 01-Mar-2007 MI 84.33 56,500.00 Group I 0222817854 Dec-2007 01-May-2007 MN 80.00 155,120.00 Group II 0222799627 Nov-2007 01-Jan-2007 MI 90.00 108,900.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0222798206 143,875.43 01-May-2007 5 8.000% 5,588.57 Group I 0222798591 59,843.06 01-May-2007 5 9.900% 2,890.64 Group I 0222798933 146,129.21 01-Jun-2007 4 9.850% 7,025.27 Group I 0222799161 83,540.44 01-May-2007 45 10.400% 34,~~540~~248.5461 Group I 0222799502 152,724.07 01-May-2007 5 8.500% 6,306.46 Group I 0222799866 72,059.78 01-May-2007 45 9.250% 3,246.08 Group I 0222799867 68,755.88 01-May-2007 5 9.900% 3,321.16 Group I 0222800754 70,453.56 01-May-2007 5 9.900% 3,403.17 Group I 0222800968 197,325.55 01-May-2007 5 9.825% 9,457.42 Group I 0222802705 56,208.75 01-Jun-2007 4 10.850% 2,~~705~~983.6240 Group I 0222817854 155,120.00 01-May-2007 5 7.950% 5,992.80 Group II 0222799627 108,520.28 01-May-2007 45 7.875% 34,~~452~~141.0631

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 5948 ~~Dec~~Jan-0607 0.000% Original Principal Balance 1511,~~566~~719,~~571~~077.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 1511,~~547~~700,~~851~~755.7380 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Foreclosure Total ~~Apr~~May-07 0.000% Loans in Foreclosure ~~115~~150 ~~May~~Jun-07 0.000% Original Principal Balance 3040,~~837~~674,~~256~~652.00 ~~Jun~~Jul-07 0.000% Current Actual Balance 3040,~~808~~630,~~064~~391.6067 ~~Jul-07 0.000%~~ Aug-07 0.006% Sep-07 0.425% Oct-07 1.404% Nov-07 2.755% Dec-07 3.659% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3225 ~~Dec~~Jan-0607 0.000% Original Principal Balance 65,~~918~~456,~~601~~940.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 65,~~908~~448,~~291~~664.3414 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Foreclosure Total ~~Apr~~May-07 0.000% Loans in Foreclosure 6074 ~~May~~Jun-07 0.000% Original Principal Balance 1317,~~254~~171,~~256~~115.00 ~~Jun~~Jul-07 0.000% Current Actual Balance 1317,~~239~~151,~~936~~485.5036 ~~Jul-07 0.000%~~ Aug-07 0.010% Sep-07 0.299% Oct-07 1.260% Nov-07 2.588% Dec-07 3.255% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1817 ~~Dec~~Jan-0607 0.000% Original Principal Balance 65,~~508~~223,~~050~~612.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 65,~~503~~215,~~377~~931.7933 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Foreclosure Total ~~Apr~~May-07 0.000% Loans in Foreclosure 4057 ~~May~~Jun-07 0.000% Original Principal Balance 1419,~~298~~521,~~320~~932.00 ~~Jun~~Jul-07 0.000% Current Actual Balance 1419,~~289~~504,~~120~~938.0894 ~~Jul-07 0.000%~~ Aug-07 0.000% Sep-07 0.578% Oct-07 1.578% Nov-07 2.957% Dec-07 4.147% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I 0222798189 Sep-2007 01-Mar-2007 CA 90.00 324,000.00 Group I ~~0222798206~~0222798310 ~~Oct~~Dec-2007 01-Mar-2007 COTX 8089.0057 ~~144~~103,000.00 Group I ~~0222798591~~0222798541 ~~Oct~~Dec-2007 01-~~Mar~~Apr-2007 TXWI 85.00 5970,~~925~~550.00 Group I 0222798562 Dec-2007 01-Mar-2007 CA 95.00 380,000.00 Group I 0222798649 Nov-2007 01-Apr-2007 MN 85.00 229,500.00 Group I 0222798655 Oct-2007 01-Mar-2007 CA 75.00 337,500.00 Group I 0222798676 Dec-2007 01-Apr-2007 NV 80.00 182,400.00 Group I 0222798678 Dec-2007 01-Apr-2007 NJ 80.00 200,000.00 Group I 0222798732 Dec-2007 01-Mar-2007 TX 85.00 60,350.00 Group I 0222798742 Sep-2007 01-Dec-2006 WI 95.00 127,300.00 Group I 0222798764 Nov-2007 01-Mar-2007 AZ 90.00 225,000.00 Group I 0222798768 Nov-2007 01-Jan-2007 NM 100.00 162,000.00 Group I 0222798788 Dec-2007 01-Mar-2007 IL 80.00 240,000.00 Group I 0222798846 Oct-2007 01-Jan-2007 AZ 95.00 158,650.00 Group I ~~0222798933~~0222798947 Nov-2007 01-~~Mar~~Apr-2007 MOPA 8095.00 ~~146~~389,~~400~~500.00 Group I ~~0222798947~~0222798971 ~~Nov~~Dec-2007 01-~~Apr~~Mar-2007 PAFL 9590.00 ~~389~~181,~~500~~800.00 Group I 0222799064 Nov-2007 01-Jan-2007 NY 87.79 338,000.00 Group I 0222799066 Oct-2007 01-Mar-2007 WA 90.00 126,000.00 Group I 0222799134 Dec-2007 01-Feb-2007 CO 95.00 296,400.00 Group I 0222799144 Dec-2007 01-Dec-2006 MI 95.00 102,600.00 Group I 0222799194 Nov-2007 01-Mar-2007 IL 85.00 178,925.00 Group I 0222799294 Nov-2007 01-Mar-2007 CA 90.00 133,200.00 Group I 0222799331 Oct-2007 01-Apr-2007 CT 90.00 409,500.00 Group I 0222799373 Nov-2007 01-Mar-2007 CA 80.00 340,000.00 Group I 0222799390 Oct-2007 01-Mar-2007 CA 80.00 350,000.00 Group I 0222799392 Nov-2007 01-Mar-2007 FL 90.00 290,700.00 Group I ~~0222799502~~0222799465 ~~Oct~~Dec-2007 01-Apr-2007 MNNY 9095.00 ~~152~~369,~~910~~550.00 Group I 0222799603 Sep-2007 01-Mar-2007 NV 90.00 238,500.00 Group I ~~0222799657 Nov-2007 01-Mar-2007 CA 80.00 296,000.00 Group I~~ 0222799664 Nov-2007 01-Feb-2007 FL 95.00 228,000.00 Group I 0222799730 Nov-2007 01-Apr-2007 LA 80.00 168,000.00 Group I ~~0222799867~~0222799812 ~~Oct~~Dec-2007 01-Mar-2007 TXMI 85100.00 68185,~~850~~000.00 Group I 0222800008 Nov-2007 01-Feb-2007 FL 95.00 168,150.00 Group I 0222800011 Oct-2007 01-Mar-2007 IL 85.00 199,750.00 Group I 0222800039 Oct-2007 01-Apr-2007 CA 90.00 351,000.00 Group I 0222800067 Dec-2007 01-Feb-2007 FL 90.00 325,800.00 Group I 0222800143 Aug-2007 01-Apr-2007 TX 75.00 63,750.00 Group I 0222800190 Oct-2007 01-Feb-2007 NV 90.00 331,110.00 Group I 0222800270 Oct-2007 01-Apr-2007 FL 85.00 196,350.00 Group I 0222800373 Nov-2007 01-Mar-2007 RI 85.00 276,250.00 Group I 0222800396 Nov-2007 01-Jan-2007 WA 85.00 144,500.00 Group I 0222800405 Nov-2007 01-Apr-2007 FL 90.00 225,000.00 Group I ~~0222800590~~0222800445 ~~Nov~~Dec-2007 01-Apr-2007 ILFL 9195.3000 ~~173~~337,~~470~~250.00 Group I ~~0222800592~~0222800590 Nov-2007 01-~~Jan~~Apr-2007 FLIL 9091.0030 ~~186~~173,~~300~~470.00 Group I ~~0222800667~~0222800592 Nov-2007 01-~~Apr~~Jan-2007 ILFL 7590.00 ~~187~~186,~~500~~300.00 Group I ~~0222800754~~0222800667 ~~Oct~~Nov-2007 01-~~Mar~~Apr-2007 TXIL 8575.00 70187,~~550~~500.00 Group I 0222800789 Oct-2007 01-Mar-2007 CA 85.00 459,000.00 Group I 0222800811 Oct-2007 01-Mar-2007 FL 90.00 211,500.00 Group I ~~0222800968~~0222801056 ~~Sep~~Nov-2007 01-~~Mar~~Apr-2007 COIL 9580.00 ~~197~~212,~~600~~000.00 Group I ~~0222801056~~0222801076 ~~Nov~~Sep-2007 01-~~Apr~~Feb-2007 ILCA 8095.00 ~~212~~323,000.00 Group I ~~0222801076~~0222801163 ~~Sep~~Oct-2007 01-~~Feb~~Apr-2007 CA 9577.0075 ~~323~~346,000.00 Group I ~~0222801163~~0222801254 ~~Oct~~Dec-2007 01-Apr-2007 CAKY 7780.7500 ~~346~~52,000.00 Group I 0222801287 Nov-2007 01-Feb-2007 IN 85.00 124,950.00 Group I 0222801354 Nov-2007 01-Apr-2007 FL 89.96 242,000.00 Group I 0222801464 Nov-2007 01-Feb-2007 CA 90.00 297,000.00 Group I 0222801473 Dec-2007 01-Apr-2007 IL 95.00 275,500.00 Group I 0222801510 Nov-2007 01-Apr-2007 CA 75.00 386,250.00 Group I 0222801596 Oct-2007 01-Jan-2007 FL 95.00 218,500.00 Group I 0222801718 Nov-2007 01-Apr-2007 FL 95.00 123,500.00 Group I 0222801740 Dec-2007 01-Mar-2007 TX 85.00 127,500.00 Group I 0222801882 Dec-2007 01-Apr-2007 NJ 80.00 260,000.00 Group I 0222801894 Oct-2007 01-Apr-2007 FL 80.00 260,000.00 Group I 0222801898 Nov-2007 01-Feb-2007 TX 95.00 109,250.00 Group I 0222802013 Oct-2007 01-Feb-2007 FL 95.00 304,000.00 Group I 0222802316 Nov-2007 01-Apr-2007 FL 90.00 114,300.00 Group I 0222802343 Dec-2007 01-Apr-2007 IL 80.00 206,640.00 Group I 0222802572 Sep-2007 01-Feb-2007 FL 90.00 183,600.00 Group I ~~0222802705~~0222802745 Nov-2007 01-Apr-2007 CA 85.00 425,000.00 Group I 0222802835 Dec-2007 01-Mar-2007 MICA 8485.3300 56327,~~500~~250.00 Group I ~~0222802745~~0222802857 ~~Nov~~Dec-2007 01-Feb-2007 IL 85.00 252,450.00 Group I 0222803073 Dec-2007 01-Apr-2007 CAWI 85.00 ~~425~~70,~~000~~550.00 Group I 0222803074 Dec-2007 01-Apr-2007 WI 85.00 73,100.00 Group I 0222803131 Sep-2007 01-Apr-2007 FL 85.00 79,050.00 Group I ~~0222803382~~0222803248 ~~Oct~~Dec-2007 01-Apr-2007 CANY 9544.0080 ~~332~~299,~~500~~000.00 Group I ~~0222803391~~0222803382 ~~Nov~~Oct-2007 01-~~Mar~~Apr-2007 CTCA 9095.00 ~~216~~332,~~000~~500.00 Group I ~~0222803426~~0222803391 Nov-2007 01-~~Apr~~Mar-2007 CACT 7590.00 ~~420~~216,000.00 Group I ~~0222803516~~0222803426 Nov-2007 01-~~Mar~~Apr-2007 MDCA 9075.00 ~~207~~420,~~900~~000.00 Group I 0222803520 Nov-2007 01-Mar-2007 FL 90.00 306,000.00 Group I 0222803523 Sep-2007 01-Mar-2007 CA 90.00 256,500.00 Group I ~~0222803554~~0222803543 ~~Nov~~Dec-2007 01-Mar-2007 TXFL 9590.00 ~~131~~297,~~926~~000.00 Group I 0222817421 Nov-2007 01-Apr-2007 AZ 90.00 195,300.00 Group I ~~0222817591~~0222817517 ~~Nov~~Dec-2007 01-May-2007 FLTX 8095.00 ~~208~~337,~~000~~250.00 Group I ~~0222817656~~0222817591 ~~Oct~~Nov-2007 01-May-2007 ILFL 7580.00 ~~102~~208,000.00 Group I ~~0222817854~~0222817656 Oct-2007 01-May-2007 MNIL 8075.00 ~~155~~102,~~120~~000.00 Group I ~~0222817965~~0222817948 ~~Nov~~Dec-2007 01-May-2007 CAFL 9590.00 ~~266~~207,000.00 Group I ~~0222818010~~0222817965 ~~Oct~~Nov-2007 01-May-2007 FLCA 7195.8500 ~~194~~266,000.00 Group II 0222798098 Nov-2007 01-Apr-2007 MA 90.00 373,500.00 Group II 0222798119 Nov-2007 01-Apr-2007 FL 95.00 147,250.00 Group II 0222798951 Oct-2007 01-Mar-2007 FL 80.00 168,000.00 Group II 0222799113 Dec-2007 01-Feb-2007 AZ 100.00 375,000.00 Group II 0222799187 Oct-2007 01-Feb-2007 FL 100.00 183,000.00 Group II 0222799235 Oct-2007 01-Mar-2007 NV 80.00 143,200.00 Group II 0222799252 Sep-2007 01-Mar-2007 OK 80.00 116,000.00 Group II 0222799337 Dec-2007 01-Apr-2007 CA 95.00 555,750.00 Group II 0222799625 Oct-2007 01-Jan-2007 WI 90.00 169,200.00 Group II 0222799740 Oct-2007 01-Apr-2007 CA 80.00 526,200.00 Group II 0222799774 Nov-2007 01-Mar-2007 CA 85.00 692,750.00 Group II 0222799815 Dec-2007 01-Apr-2007 FL 90.00 495,000.00 Group II 0222799854 Dec-2007 01-Feb-2007 OH 85.00 91,800.00 Group II 0222799940 Dec-2007 01-Mar-2007 CA 80.00 312,800.00 Group II 0222800151 Oct-2007 01-Mar-2007 FL 70.00 148,400.00 Group II 0222800205 Nov-2007 01-Apr-2007 CA 80.00 265,600.00 Group II 0222800229 Nov-2007 01-Apr-2007 CA 90.00 306,000.00 Group II 0222800292 Dec-2007 01-Apr-2007 FL 80.00 127,920.00 Group II 0222800294 Nov-2007 01-Apr-2007 FL 80.00 272,000.00 Group II 0222800319 Nov-2007 01-Mar-2007 FL 80.00 240,000.00 Group II 0222800327 Dec-2007 01-Mar-2007 FL 80.00 372,000.00 Group II 0222800345 Nov-2007 01-Apr-2007 FL 95.00 427,500.00 Group II 0222800453 Dec-2007 01-Apr-2007 NM 90.00 353,700.00 Group II 0222800455 Dec-2007 01-Feb-2007 FL 90.00 189,000.00 Group II 0222800634 Oct-2007 01-Apr-2007 FL 80.00 222,400.00 Group II 0222800662 Nov-2007 01-Mar-2007 CA 100.00 410,000.00 Group II 0222800728 Nov-2007 01-Apr-2007 AZ 95.00 251,750.00 Group II 0222800748 Dec-2007 01-Apr-2007 TX 90.00 94,500.00 Group II 0222800781 Sep-2007 01-Apr-2007 CA 80.00 422,000.00 Group II 0222801010 Dec-2007 01-Apr-2007 FL 95.00 261,250.00 Group II 0222801293 Dec-2007 01-Mar-2007 CA 95.00 446,500.00 Group II 0222801391 Nov-2007 01-Mar-2007 FL 95.00 185,250.00 Group II 0222801440 Nov-2007 01-Mar-2007 TX 79.10 197,750.00 Group II 0222801484 Sep-2007 01-Mar-2007 CA 80.00 472,000.00 Group II 0222801485 Dec-2007 01-Apr-2007 FL 80.00 308,000.00 Group II 0222801509 Oct-2007 01-Mar-2007 CA 80.00 280,000.00 Group II 0222801677 Sep-2007 01-Apr-2007 CA 90.00 450,000.00 Group II 0222801702 Sep-2007 01-Mar-2007 CA 90.00 394,020.00 Group II 0222801776 Nov-2007 01-Mar-2007 CA 79.88 516,000.00 Group II 0222802015 Oct-2007 01-Feb-2007 CA 89.86 629,000.00 Group II 0222802033 Nov-2007 01-Mar-2007 CA 100.00 263,000.00 Group II 0222802185 Nov-2007 01-Mar-2007 MN 80.00 212,000.00 Group II 0222802189 Oct-2007 01-Mar-2007 CA 95.00 355,300.00 Group II 0222802257 Nov-2007 01-Feb-2007 CA 80.00 172,000.00 Group II 0222802320 Oct-2007 01-Mar-2007 TX 80.00 152,000.00 Group II 0222802454 Dec-2007 01-Apr-2007 CA 90.00 288,000.00 Group II 0222802839 Dec-2007 01-Mar-2007 CA 80.00 424,000.00 Group II 0222803043 Oct-2007 01-Mar-2007 FL 80.00 648,000.00 Group II 0222803109 Dec-2007 01-Apr-2007 KY 95.00 57,000.00 Group II 0222803126 Sep-2007 01-Apr-2007 CA 74.97 551,000.00 Group II 0222803128 Oct-2007 01-Apr-2007 IL 68.79 99,750.00 Group II 0222803153 Nov-2007 01-Mar-2007 CA 90.00 556,200.00 Group II 0222803385 Nov-2007 01-Mar-2007 FL 80.00 288,000.00 Group II 0222803529 Dec-2007 01-Apr-2007 FL 95.00 213,750.00 Group II 0222803581 Sep-2007 01-Apr-2007 NY 80.00 560,000.00 Group II 0222817402 Nov-2007 01-May-2007 CA 70.59 480,000.00 Group II 0222817407 Oct-2007 01-Apr-2007 CA 80.00 351,200.00 Group II 0222817466 Oct-2007 01-Apr-2007 CA 80.00 592,000.00 Group II 0222817532 Nov-2007 01-May-2007 ID 95.00 232,750.00 Group II 0222817553 Dec-2007 01-May-2007 FL 80.00 240,792.00 Group II 0222817691 Nov-2007 01-May-2007 CA 89.71 549,000.00 Group II 0222817725 Oct-2007 01-May-2007 IL 90.00 306,000.00 Group II 0222817822 Dec-2007 01-May-2007 IL 95.00 240,350.00 Group II 0222817848 Dec-2007 01-May-2007 TX 95.00 337,725.00 Group II 0222817889 Dec-2007 01-Apr-2007 IL 90.00 114,300.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0222798189 324,000.00 01-Feb-2007 78 8.000% 1012,~~454~~542.5714 Group I ~~0222798206~~0222798310 ~~143~~102,~~875~~702.4337 01-~~May~~Jul-2007 43 8.~~000~~800% 43,~~657~~667.4422 Group I ~~0222798591~~0222798541 5970,~~843~~430.0613 01-~~May~~Jul-2007 43 910.~~900~~250% 2,~~409~~940.2881 Group I 0222798562 379,682.73 01-Jul-2007 3 9.875% 15,269.05 Group I 0222798649 229,289.69 01-Jun-2007 34 7.800% 78,~~233~~679.4047 Group I 0222798655 337,115.39 01-May-2007 45 10.750% 1417,~~767~~719.08 Group I 0222798676 182,237.64 01-Jul-2007 3 8.900% 6,587.92 Group I 0222798678 199,997.00 01-Aug-2007 2 7.700% 4,986.56 Group I 0222798732 60,239.52 01-Jun-2007 4 9.900% 2,911.13 Group I 0222798742 127,104.60 01-May-2007 45 8.450% 45,~~353~~223.0638 Group I 0222798764 224,869.85 01-Jun-2007 34 11.300% 1012,~~375~~450.5668 Group I 0222798768 161,652.95 01-Jun-2007 34 11.100% 78,~~320~~783.1202 Group I 0222798788 239,161.42 01-Jul-2007 3 8.650% 8,390.15 Group I 0222798846 158,214.67 01-May-2007 45 9.050% 56,~~808~~968.4160 Group I ~~0222798933~~0222798947 ~~146~~389,~~129~~098.2181 01-~~Jun~~May-2007 35 9.~~850~~300% 517,~~855~~625.4193 Group I ~~0222798947~~0222798971 ~~389~~181,~~098~~692.8161 01-May-2007 45 9.300% 148,~~691~~239.1597 Group I 0222799064 337,509.35 01-May-2007 45 8.000% 1013,~~925~~109.5073 Group I 0222799066 125,911.10 01-May-2007 45 8.700% 5,332.01 Group I 0222799134 296,063.80 01-Jul-2007 3 9.475% 11,412.48 Group I 0222799144 102,472.21 01-Jul-2007 3 10.150% 4,~~443~~238.5440 Group I 0222799194 178,513.97 01-Jul-2007 23 9.900% 57,~~755~~193.9521 Group I 0222799294 132,911.71 01-Jun-2007 34 9.100% 45,~~910~~890.0584 Group I 0222799331 409,235.58 01-Jun-2007 34 9.000% 1417,~~957~~948.7971 Group I 0222799373 340,000.00 01-Jun-2007 34 7.350% 1012,~~095~~115.1835 Group I 0222799390 350,000.00 01-May-2007 45 7.725% 1013,~~938~~127.9793 Group I 0222799392 290,480.26 01-Jun-2007 34 9.450% 1113,~~162~~394.2231 Group I ~~0222799502~~0222799465 ~~152~~368,~~724~~821.0789 01-~~May~~Jul-2007 43 89.~~500~~550% 514,~~256~~323.6241 Group I 0222799603 238,379.72 01-Apr-2007 56 8.450% 89,~~162~~793.0394 Group I ~~0222799657 294,941.56 01-Jun-2007 3 6.600% 7,821.29 Group I~~ 0222799664 227,668.10 01-Jun-2007 34 7.990% 78,~~362~~834.5649 Group I 0222799730 167,657.84 01-Jun-2007 34 7.975% 56,~~407~~486.1484 Group I ~~0222799867~~0222799812 68184,~~755~~911.8885 01-~~May~~Jul-2007 43 911.~~900~~700% 28,~~768~~843.1118 Group I 0222800008 167,831.16 01-Jun-2007 34 10.800% 78,~~389~~866.9471 Group I 0222800011 199,491.06 01-May-2007 45 10.150% 89,~~239~~885.6195 Group I 0222800039 350,842.64 01-May-2007 45 8.850% 1215,~~601~~120.2186 Group I 0222800067 325,517.53 01-Jun-2007 4 9.750% 15,498.52 Group I 0222800143 63,750.00 01-Mar-2007 67 11.250% 23,~~923~~508.7408 Group I 0222800190 330,092.86 01-May-2007 45 7.375% 911,~~812~~770.1191 Group I 0222800270 196,252.40 01-May-2007 45 8.500% 68,~~762~~114.3037 Group I 0222800373 275,580.29 01-Jun-2007 34 8.550% 911,~~548~~455.4241 Group I 0222800396 144,160.98 01-May-2007 45 9.800% 56,~~743~~891.6312 Group I 0222800405 224,885.64 01-Jun-2007 34 9.800% 810,~~969~~763.8259 Group I ~~0222800590~~0222800445 ~~173~~336,~~319~~255.9339 01-~~Jun~~Aug-2007 32 8.~~000~~700% 59,~~612~~496.2616 Group I ~~0222800592~~0222800590 ~~185~~173,~~638~~319.2893 01-Jun-2007 34 8.~~700~~000% 6,~~548~~734.0828 Group I ~~0222800667~~0222800592 ~~186~~185,~~970~~638.8328 01-~~Jul~~Jun-2007 24 78.~~800~~700% 47,~~719~~855.0287 Group I ~~0222800754~~0222800667 70186,~~453~~970.5683 01-~~May~~Jul-2007 43 97.~~900~~800% 25,~~836~~896.4662 Group I 0222800789 458,699.18 01-May-2007 45 8.950% 1619,~~666~~998.3283 Group I 0222800811 211,366.42 01-May-2007 45 9.075% 79,~~789~~347.9764 Group I ~~0222800968~~0222801056 ~~197~~211,~~325~~534.5543 01-~~May~~Jun-2007 4 97.~~825~~600% 7,~~882~~787.5548 Group I ~~0222801056~~0222801076 ~~211~~322,~~534~~778.4357 01-~~Jun~~May-2007 35 79.~~600~~775% 615,~~491~~405.4481 Group I ~~0222801076~~0222801163 ~~322~~345,~~778~~886.5773 01-May-2007 45 9.~~775~~900% 1216,~~838~~725.4430 Group I ~~0222801163~~0222801254 ~~345~~51,~~886~~869.7337 01-~~May~~Jul-2007 43 9.~~900~~750% 132,~~937~~057.9885 Group I 0222801287 124,602.86 01-Jun-2007 34 8.990% 45,~~545~~453.90 Group I 0222801354 241,692.93 01-Jun-2007 34 10.250% 1012,~~087~~103.9568 Group I 0222801464 296,771.80 01-Jun-2007 34 10.150% 1214,~~270~~723.0991 Group I 0222801473 275,303.89 01-Jul-2007 3 9.650% 10,813.19 Group I 0222801510 385,696.13 01-Jun-2007 34 6.200% 911,~~594~~511.4984 Group I 0222801596 218,351.94 01-May-2007 45 10.562% 911,~~401~~281.5476 Group I 0222801718 123,368.11 01-Jun-2007 34 11.050% 56,~~560~~672.8619 Group I 0222801740 127,381.64 01-Jul-2007 3 9.525% 4,936.80 Group I 0222801882 259,693.94 01-Jun-2007 4 10.600% 13,460.18 Group I 0222801894 260,000.00 01-May-2007 45 7.100% 78,~~448~~939.9763 Group I 0222801898 108,951.52 01-Jun-2007 34 9.950% 45,~~411~~292.0535 Group I 0222802013 303,766.77 01-May-2007 45 9.400% 1113,~~607~~928.1115 Group I 0222802316 114,245.15 01-Jun-2007 34 9.990% 5,576.67 Group I 0222802343 206,473.71 01-Jun-2007 4 8.250% 8,~~647~~280.3081 Group I 0222802572 183,270.77 01-Apr-2007 56 8.600% 67,~~380~~654.4068 Group I ~~0222802705~~0222802745 56424,~~208~~698.7558 01-Jun-2007 4 8.700% 17,989.28 Group I 0222802835 326,717.41 01-Jul-2007 3 7.600% 10,039.~~850~~82 Group I 0222802857 251,657.71 01-Jul-2007 3 9.300% 9,510.71 Group I 0222803073 70,430.13 01-Jul-2007 3 10.250% 2,~~486~~940.5481 Group I ~~0222802745~~0222803074 ~~424~~72,~~698~~975.5876 01-~~Jun~~Jul-2007 3 810.~~700~~250% 143,~~991~~047.7109 Group I 0222803131 79,017.20 01-Apr-2007 56 10.300% 3,~~311~~973.7651 Group I ~~0222803382~~0222803248 ~~332~~298,~~348~~313.7125 01-~~May~~Jun-2007 4 87.~~800~~375% 1110,~~867~~646.6627 Group I ~~0222803391~~0222803382 ~~216~~332,~~000~~348.0071 01-~~Jun~~May-2007 35 98.~~325~~800% 814,~~190~~240.9062 Group I ~~0222803426~~0222803391 ~~419~~216,~~736~~000.7400 01-Jun-2007 34 9.~~100~~325% 159,~~516~~829.6180 Group I ~~0222803516~~0222803426 ~~207~~419,~~347~~736.6674 01-Jun-2007 34 89.100% 618,~~795~~619.1731 Group I 0222803520 305,083.05 01-Jun-2007 34 7.500% 911,~~234~~078.8856 Group I 0222803523 256,459.44 01-Mar-2007 67 10.000% 1012,~~437~~525.9635 Group I ~~0222803554~~0222803543 ~~131~~296,~~686~~705.9637 01-~~Jun~~Jul-2007 3 9.~~950~~300% 511,~~331~~220.6277 Group I 0222817421 195,231.24 01-Jun-2007 34 11.000% 810,~~763~~516.7652 Group I ~~0222817591~~0222817517 ~~207~~336,~~794~~593.5773 01-~~Jun~~Jul-2007 3 98.~~500~~200% 811,~~023~~176.1589 Group I ~~0222817656~~0222817591 ~~101~~207,~~958~~794.1357 01-~~May~~Jun-2007 4 109.~~350~~500% 49,~~296~~626.3801 Group I ~~0222817854~~0222817656 ~~155~~101,~~120~~958.0013 01-May-2007 45 710.~~950~~350% 45,~~993~~154.5790 Group I ~~0222817965~~0222817948 ~~266~~206,~~000~~758.0045 01-Jun-2007 34 98.~~150~~700% 98,~~892~~750.9704 Group I ~~0222818010~~0222817965 ~~193~~266,~~904~~000.5700 01-~~May~~Jun-2007 4 9.~~500~~150% 711,~~483~~872.1545 Group II 0222798098 373,245.22 01-May-2007 45 11.225% 1720,~~090~~506.6434 Group II 0222798119 147,044.40 01-Jun-2007 34 9.800% 57,~~861~~032.4553 Group II 0222798951 167,698.75 01-May-2007 45 8.600% 57,~~841~~008.9267 Group II 0222799113 374,625.58 01-Jul-2007 3 9.900% 15,104.68 Group II 0222799187 182,894.63 01-May-2007 45 10.350% 79,~~713~~255.1872 Group II 0222799235 143,074.31 01-May-2007 45 7.950% 45,~~601~~521.6663 Group II 0222799252 115,798.30 01-May-2007 45 8.750% 4,~~106~~926.3956 Group II 0222799337 555,247.99 01-Jul-2007 3 8.850% 19,956.52 Group II 0222799625 168,647.46 01-May-2007 45 8.200% 56,~~593~~710.3629 Group II 0222799740 526,200.00 01-May-2007 45 6.350% 1316,~~431~~119.2829 Group II 0222799774 691,959.72 01-Jun-2007 34 8.050% 2227,~~550~~058.4686 Group II 0222799815 494,572.26 01-Jul-2007 3 9.000% 18,085.07 Group II 0222799854 91,551.15 01-Jul-2007 3 10.000% 3,727.21 Group II 0222799940 311,601.11 01-Jul-2007 3 7.400% 9,307.35 Group II 0222800151 148,174.58 01-May-2007 45 9.400% 56,~~656~~786.3531 Group II 0222800205 265,600.00 01-Jun-2007 34 6.350% 68,~~779~~136.4725 Group II 0222800229 305,827.20 01-Jun-2007 34 9.450% 1114,~~751~~102.9600 Group II 0222800292 127,709.49 01-Jul-2007 3 10.400% 5,412.44 Group II 0222800294 271,757.81 01-Jun-2007 34 7.900% 810,~~686~~423.4504 Group II 0222800319 239,752.62 01-Jun-2007 34 8.400% 9,795.39 Group II 0222800327 370,947.15 01-Jul-2007 3 8.900% 13,~~163~~400.2622 Group II 0222800345 426,616.03 01-Jun-2007 34 7.900% 16,346.04 Group II 0222800453 353,098.20 01-Aug-2007 2 11.300% 13,~~625~~034.3820 Group II 0222800455 188,084.06 01-Jul-2007 3 7.200% 5,461.08 Group II 0222800634 222,286.18 01-May-2007 45 8.400% 79,~~566~~079.6248 Group II 0222800662 409,831.87 01-Jun-2007 34 11.450% 1922,~~165~~999.8211 Group II 0222800728 251,558.88 01-Jun-2007 34 8.450% 810,~~617~~340.7174 Group II 0222800748 94,311.85 01-Jul-2007 3 9.500% 3,643.01 Group II 0222800781 422,000.00 01-May-2007 45 7.250% 1214,~~354~~826.0223 Group II 0222801010 261,092.51 01-Jul-2007 3 10.200% 10,853.72 Group II 0222801293 445,755.15 01-May-2007 5 8.950% 19,410.81 Group II 0222801391 184,839.79 01-Jun-2007 34 8.990% 68,~~743~~090.58 Group II 0222801440 196,828.86 01-Jul-2007 23 6.400% 45,~~048~~058.8664 Group II 0222801484 472,000.00 01-May-2007 45 7.400% 1416,~~112~~936.8397 Group II 0222801485 307,154.54 01-Jul-2007 3 7.938% 9,863.69 Group II 0222801509 280,000.00 01-Jun-2007 34 6.750% 79,~~613~~137.6835 Group II 0222801677 449,531.62 01-May-2007 45 9.250% 1620,~~879~~250.1294 Group II 0222801702 393,261.02 01-May-2007 45 8.250% 1315,~~125~~746.3242 Group II 0222801776 516,000.00 01-Jun-2007 34 6.275% 1315,~~009~~613.6530 Group II 0222802015 628,406.83 01-Apr-2007 56 7.700% 1923,~~549~~457.6480 Group II 0222802033 262,553.16 01-Jun-2007 34 10.250% 1013,~~958~~148.5419 Group II 0222802185 211,~~558~~446.6821 01-~~Jun~~Jul-2007 3 9.287% 7,~~980~~979.4465 Group II 0222802189 355,132.58 01-May-2007 45 10.050% 1417,~~532~~438.6694 Group II 0222802257 172,000.00 01-Jun-2007 34 8.000% 56,~~572~~687.8397 Group II 0222802320 151,684.10 01-May-2007 45 7.875% 5,788.73 Group II 0222802454 287,857.98 01-Jun-2007 4 9.900% 13,~~825~~921.2663 Group II 0222802839 424,000.00 01-Jun-2007 4 7.500% 15,426.55 Group II 0222803043 648,000.00 01-Apr-2007 56 8.350% 2126,~~940~~330.2040 Group II 0222803109 56,870.40 01-Aug-2007 2 9.950% 1,843.19 Group II 0222803126 550,838.80 01-Apr-2007 56 11.900% 2632,~~766~~116.0714 Group II 0222803128 99,623.64 01-May-2007 45 8.300% 34,~~345~~014.8301 Group II 0222803153 555,895.22 01-May-2007 45 9.550% 2125,~~588~~906.9916 Group II 0222803385 287,779.02 01-Jun-2007 34 9.400% 13,197.71 Group II 0222803529 213,621.15 01-Jul-2007 3 10.200% 8,~~998~~880.3932 Group II 0222803581 560,000.00 01-Apr-2007 56 6.750% 1518,~~227~~274.3265 Group II 0222817402 480,000.00 01-Apr-2007 56 8.700% 1620,~~935~~322.9529 Group II 0222817407 351,200.00 01-May-2007 45 8.250% 1114,~~744~~094.7081 Group II 0222817466 591,595.87 01-May-2007 45 7.400% 1721,~~670~~202.2755 Group II 0222817532 232,654.47 01-May-2007 45 10.350% 911,~~803~~762.75 Group II 0222817553 240,308.96 01-Jul-2007 3 8.050% 7,829.35 Group II 0222817691 548,787.89 01-Jun-2007 34 9.350% 2025,~~859~~030.4365 Group II 0222817725 305,868.20 01-May-2007 45 10.125% 1215,~~601~~119.6965 Group II 0222817822 239,926.13 01-Aug-2007 2 10.075% 7,876.20 Group II 0222817848 337,258.41 01-Jul-2007 3 9.850% 13,519.70 Group II 0222817889 114,101.28 01-Jun-2007 4 8.750% 4,857.28

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~284~~237,~~600~~900.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~283~~237,~~561~~214.6720 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Bankruptcy Total ~~Apr~~May-07 0.000% Loans in Bankruptcy 67 ~~May~~Jun-07 0.000% Original Principal Balance ~~834~~1,~~300~~008,450.00 ~~Jun~~Jul-07 0.000% Current Actual Balance ~~831~~1,~~469~~004,949.8199 ~~Jul~~Aug-07 0.000% ~~Aug~~Sep-07 0.~~000~~053% ~~Sep~~Oct-07 0.~~053~~074% ~~Oct~~Nov-07 0.074% ~~Nov~~Dec-07 0.~~074~~090% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~149~~74,~~600~~700.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~149~~74,~~526~~616.4148 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Bankruptcy Total ~~Apr~~May-07 0.000% Loans in Bankruptcy 12 ~~May~~Jun-07 0.000% Original Principal Balance ~~149~~224,~~600~~300.00 ~~Jun~~Jul-07 0.000% Current Actual Balance ~~149~~224,~~526~~142.4189 ~~Jul~~Aug-07 0.000% ~~Aug~~Sep-07 0.000% ~~Sep~~Oct-07 0.~~000~~029% ~~Oct~~Nov-07 0.~~029~~046% ~~Nov~~Dec-07 0.~~046~~059% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Dec~~Jan-0607 0.000% Original Principal Balance 0163,200.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 0162,597.0072 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Bankruptcy Total ~~Apr~~May-07 0.000% Loans in Bankruptcy 21 ~~May~~Jun-07 0.000% Original Principal Balance ~~206~~143,~~750~~000.00 ~~Jun~~Jul-07 0.000% Current Actual Balance ~~206~~142,~~052~~492.6409 ~~Jul-07 0.000%~~ Aug-07 0.000% Sep-07 0.118% Oct-07 0.130% Nov-07 0.108% Dec-07 0.129% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I 0222800077 Nov-2007 01-Apr-2007 MD 85.00 149,600.00 Group I 0222801104 Nov-2007 01-Jan-2007 IL 90.00 135,000.00 Group I 0222817899 Dec-2007 01-May-2007 IN 90.00 74,700.00 Group II 0222798568 Sep-2007 01-Apr-2007 TN 95.00 119,700.00 Group II ~~0222800460~~0222799361 ~~Oct~~Dec-2007 01-~~Mar~~Apr-2007 ALMD 9580.00 ~~223~~163,~~250~~200.00 Group II ~~0222801230~~0222800460 ~~Sep~~Oct-2007 01-Mar-2007 FLAL 8595.00 63223,~~750~~250.00 Group II 0222801756 Oct-2007 01-Mar-2007 IL 84.12 143,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I 0222800077 149,526.41 01-Apr-2007 56 9.500% 56,~~767~~919.5779 Group I 0222801104 ~~134~~133,~~035~~917.2692 01-~~Aug~~Sep-2007 1 6.950% 2,~~253~~251.1718 Group I 0222817899 74,616.48 01-Nov-2007 0 10.050% 1,222.57 Group II 0222798568 119,~~319~~263.8875 01-~~Oct~~Nov-2007 0 10.000% 1,~~945~~944.3644 Group II ~~0222800460~~0222799361 ~~222~~162,~~535~~597.6272 01-Jul-2007 23 86.~~300~~450% 54,~~987~~212.7180 Group II ~~0222801230~~0222800460 63222,~~474~~535.3662 01-~~Oct~~Jul-2007 03 98.~~180~~300% ~~948~~7,482.15 Group II 0222801756 142,~~578~~492.2809 01-~~Jul~~Aug-2007 2 8.700% 4,~~026~~024.5408

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Group I 1 ~~165,315~~0.0200 ~~9,134~~400.8834 0.~~002~~000% Group II 0 0.00 0.00 0.000% Total 1 ~~165,315~~0.0200 ~~9,134~~400.8834 0.~~001~~000%

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) Group I 0222799355 ~~165,315~~0.0200 ~~9,134~~400.8834 9,~~134~~535.8822

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~015~~000% Current Month 10.~~151~~000% 3 Month Average 0.~~009~~005% 3 Month Average 0.~~837~~384% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.013% N/A Sep-2007 1.361% N/A Oct-2007 0.000% N/A Oct-2007 0.000% N/A Nov-2007 0.015% N/A Nov-2007 1.151% N/A Dec-2007 0.000% N/A Dec-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR ~~Cumulative~~ Loss Severity Current Month 0.~~175~~000% Current Month (Cumulative) 16.~~389~~517% 3 Month Average 0.~~109~~058% 3 Month Average 24(Cumulative) 20.~~598~~536% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 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 0.000% N/A Jul-2007 ~~N/A~~0.000% N/A Aug-2007 0.000% N/A Aug-2007 ~~N/A~~0.000% N/A Sep-2007 0.153% N/A Sep-2007 28.703% N/A Oct-2007 0.000% N/A Oct-2007 28.703% N/A Nov-2007 0.175% N/A Nov-2007 16.389% N/A Dec-2007 0.000% N/A Dec-2007 16.517% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.~~027~~000% Current Month 20.~~100~~000% 3 Month Average 0.~~017~~009% 3 Month Average 10.~~527~~700% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.023% N/A Sep-2007 2.480% N/A Oct-2007 0.000% N/A Oct-2007 0.000% N/A Nov-2007 0.027% N/A Nov-2007 2.100% N/A Dec-2007 0.000% N/A Dec-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR ~~Cumulative~~ Loss Severity Current Month 0.~~319~~000% Current Month (Cumulative) 5.~~526~~768% 3 Month Average 0.~~199~~106% 3 Month Average 20(Cumulative) 13.~~977~~332% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 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 0.000% N/A Jul-2007 ~~N/A~~0.000% N/A Aug-2007 0.000% N/A Aug-2007 ~~N/A~~0.000% N/A Sep-2007 0.278% N/A Sep-2007 28.703% N/A Oct-2007 0.000% N/A Oct-2007 28.703% N/A Nov-2007 0.319% N/A Nov-2007 5.526% N/A Dec-2007 0.000% N/A Dec-2007 5.768% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II - 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 I 2922 54,~~953~~339,~~765~~200.00 54,~~929~~322,~~078~~543.9616 0 0.00 0.00 Group II 1615 32,~~301~~973,~~400~~932.00 32,~~290~~957,~~662~~465.2112 0 0.00 0.00 Total 4537 97,~~255~~313,~~165~~132.00 97,~~219~~280,~~741~~008.1728 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 I 0 0.00 0.00 10 ~~165,600~~0.00 ~~164,825~~0.9400 1922,~~612~~854.4405 Group II 0 0.00 0.00 0 0.00 0.00 813,~~342~~248.3593 Total 0 0.00 0.00 10 ~~165,600~~0.00 ~~164,825~~0.9400 2736,~~954~~102.7998

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0222798045~~0222798118 ILCA 9068.0009 01-~~Apr~~Mar-2007 ~~288~~160,000.00 ~~285~~159,~~845~~605.5052 Group I ~~0222798294~~0222798398 ILCA 9590.00 01-~~Dec~~Feb-~~2006~~2007 ~~237~~211,500.00 ~~235~~209,704.5817 Group I ~~0222798766~~0222798746 CANM 5780.4800 01-Mar-2007 ~~275~~103,~~900~~920.00 ~~274~~103,~~599~~920.~~36 Group I 0222798857 FL 74.85 01-Apr-2007 247,000.~~00 ~~245,868.86~~ Group I ~~0222799061~~0222799029 ~~MN 90.00 01-Mar-2007 199,800.00 198,701.66 Group I 0222799329~~ IL 7287.7904 01-Mar-2007 ~~156~~213,~~500~~250.00 ~~155~~211,~~686~~446.5569 Group I ~~0222799355~~0222799608 NERI 8090.00 01-~~Mar~~Jan-2007 ~~165~~145,~~600~~800.00 ~~164~~144,~~725~~940.9663 Group I ~~0222799540~~0222799873 ILNC 8090.00 01-Apr-2007 ~~151~~204,~~200~~300.00 ~~150~~203,~~821~~000.7486 Group I ~~0222800512~~0222800927 PANJ 6258.3018 01-Apr-2007 ~~114~~160,000.00 ~~113~~160,~~504~~000.0400 Group I ~~0222800649~~0222801313 IACA 8019.0067 01-Apr-2007 ~~159~~60,~~600.00 158,496.18 Group I 0222800711 IL 80.00 01-Mar-2007 204,~~000.00 ~~203~~59,~~548~~616.9748 Group I ~~0222800746~~0222801504 MD 8454.4455 01-~~Mar~~Apr-2007 ~~380~~330,000.00 ~~378~~330,~~469~~000.~~47 Group I 0222800798 IL 90.~~00 ~~01-Apr-2007 191,700.00 190,959.90~~ Group I ~~0222800866~~0222801628 FLCA 8062.0050 01-Mar-2007 ~~228~~270,000.00 ~~226~~269,~~802~~492.~~77 Group I 0222800963 IL 90.00 01-Apr-2007 162,000.00 161,316.39 Group I 0222801123 IL~~ 80~~.00~~ ~~01-Mar-2007 279,200.00 279,200.00~~ Group I ~~0222801647~~0222801770 NJMD 6574.0098 01-Apr-2007 ~~113~~135,~~750~~330.00 ~~113~~134,~~414~~498.9093 Group I ~~0222801683~~0222801883 TXMD 9075.00 01-Apr-2007 84142,~~465.00 84,150.65 Group I 0222801859 NJ 90.00 01-Mar-2007 220,~~500.00 ~~219~~141,~~129~~875.5830 Group I ~~0222802053~~0222802490 IL 9080.00 01-Apr-2007 ~~319~~148,~~500~~000.00 ~~317~~147,~~663~~091.8311 Group I ~~0222802551~~0222802587 WASC 9080.00 01-~~Jan~~Apr-2007 ~~144~~89,~~000~~600.00 ~~142~~89,~~900~~010.9333 Group I ~~0222802579~~0222803042 NJIL 7093.0067 01-~~Mar~~Feb-2007 ~~252~~182,000.00 ~~251~~180,~~114~~876.8200 Group I ~~0222802620~~0222803137 MD 9080.00 01-~~Feb~~Apr-2007 ~~171~~220,000.00 ~~170~~218,~~283~~273.3106 Group I ~~0222802726~~0222803514 NYMD 4388.1086 01-Apr-2007 ~~253~~351,000.00 ~~251~~350,~~387~~459.2663 Group I ~~0222802979~~0222803526 IL 8795.1100 01-~~Apr~~Mar-2007 ~~169~~190,000.00 ~~168~~188,~~098~~835.8811 Group I ~~0222803147~~0222817438 MAWI 7488.0468 01-~~Apr~~May-2007 ~~174~~337,000.00 ~~173~~336,~~014~~354.7836 Group I ~~0222803170~~0222817696 IANJ 8046.0084 01-~~Mar~~May-2007 ~~116~~185,000.00 ~~115~~184,~~435~~665.9368 Group I ~~0222803173~~0222817802 IL 6575.00 01-~~Apr-2007 111,150.00 110,361.59 Group I 0222817427 IL 57.76 01-~~May-2007 ~~335~~180,000.00 ~~334~~179,~~103~~190.9778 Group I ~~0222817435~~0222817870 ILTX 9180.9100 01-May-2007 ~~216~~320,000.00 ~~215~~317,~~222~~788.3498 Group II ~~0222798486~~0222799367 CAWI ~~12.26 01-Apr-2007 83,000.00 82,637.06 Group II 0222798771 MD~~ 90.00 01-~~Mar~~Jan-2007 ~~153~~171,000.00 ~~152~~169,~~768~~801.8955 Group II ~~0222798870~~0222800322 ILFL 8547.0037 01-~~Mar~~Apr-2007 ~~456~~135,~~875~~000.00 ~~454~~134,~~124~~285.9853 Group II ~~0222799272~~0222800719 NJMD 9078.00 01-~~Mar~~Apr-2007 ~~517~~429,~~500~~000.00 ~~516~~425,~~874~~466.6088 Group II ~~0222800150~~0222800917 MAGA 9070.0068 01-Apr-2007 ~~279~~94,000.00 ~~278~~93,~~216~~559.6613 Group II ~~0222800898~~0222801910 ILNY 7580.00 01-Apr-2007 ~~128~~394,~~625~~320.00 ~~128~~391,~~081~~072.6448 Group II ~~0222801054~~0222802099 MD 75.00 01-~~Apr~~Mar-2007 6780,~~500~~250.00 6779,~~233~~831.8924 Group II ~~0222801200~~0222802230 NJ 8489.8729 01-~~Apr~~Feb-2007 ~~230~~186,000.00 ~~228~~184,~~773~~839.5653 Group II ~~0222801235~~0222802712 NJ 6667.5589 01-~~Mar~~Apr-2007 ~~157~~258,000.00 ~~156~~256,~~162~~351.1918 Group II ~~0222801923~~0222802752 LAGA 90.00 01-~~Feb~~Mar-2007 ~~127~~198,~~800~~000.00 ~~126~~197,~~699~~312.7869 Group II ~~0222802149~~0222802809 MIMN 6370.6416 01-Apr-2007 70138,~~000~~562.00 68137,~~958~~723.0081 Group II ~~0222802774~~0222803023 IDKS 9590.00 01-~~Apr~~Mar-2007 ~~289~~108,~~650~~900.00 ~~288~~108,~~583~~386.2643 Group II ~~0222803127~~0222803404 CAMD 8090.00 01-~~Apr~~Feb-2007 ~~300~~153,~~000~~900.00 ~~300~~152,~~000~~863.0080 Group II ~~0222803312~~0222803421 MDOH 9536.0081 01-Apr-2007 ~~196~~60,~~650~~000.00 ~~196~~59,~~267~~653.6406 Group II ~~0222817415~~0222817539 WIMD 9066.0052 01-May-2007 ~~121~~312,~~500~~000.00 ~~121~~310,~~204~~556.6051 Group II ~~0222817859~~0222818095 IL 9059.0030 01-May-2007 ~~123~~255,~~300~~000.00 ~~122~~253,~~805~~733.1909

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0222798045~~0222798118 Loan Paid in Full ~~(1) 7.150% 360 7 Group I 0222798294 Loan Paid in Full~~ 0 8.~~500~~625% 360 ~~11 Group I 0222798766 Loan Paid in Full 0~~ 9~~.350%~~ ~~360 8~~ Group I ~~0222798857~~0222798398 Loan Paid in Full 0 8.~~900~~350% 360 710 Group I ~~0222799061~~0222798746 Loan Paid in Full 0 8.600% 360 89 Group I ~~0222799329~~0222799029 Loan Paid in Full 01 86.~~875~~975% 360 89 Group I ~~0222799355~~0222799608 ~~Liquidation 3 8.800% 360 8 Group I 0222799540~~ Loan Paid in Full 0 710.~~775~~100% 360 711 Group I ~~0222800512~~0222799873 Loan Paid in Full 0 97.~~150~~875% 360 78 Group I ~~0222800649~~0222800927 Loan Paid in Full 0 7.~~250~~400% 360 78 Group I ~~0222800711~~0222801313 Loan Paid in Full 0 87.~~625~~850% 360 8 Group I ~~0222800746~~0222801504 Loan Paid in Full 0 67.500% 360 8 Group I ~~0222800798~~0222801628 Loan Paid in Full 0 9.~~725~~550% 360 79 Group I ~~0222800866~~0222801770 Loan Paid in Full ~~(1)~~0 8.~~825~~050% 360 8 Group I ~~0222800963~~0222801883 Loan Paid in Full 0 9.~~902~~700% 360 78 Group I ~~0222801123~~0222802490 Loan Paid in Full 0 8.~~400~~050% 360 8 Group I ~~0222801647~~0222802587 Loan Paid in Full 0 117.~~000~~725% 360 78 Group I ~~0222801683~~0222803042 Loan Paid in Full 0 9.~~900~~050% 360 710 Group I ~~0222801859~~0222803137 Loan Paid in Full 0 76.~~990~~800% 360 8 Group I ~~0222802053~~0222803514 Loan Paid in Full 0 79.~~775~~850% 360 ~~7 Group I 0222802551 Loan Paid in Full 0~~ 8~~.000%~~ ~~360 10~~ Group I ~~0222802579~~0222803526 Loan Paid in Full 0(1) 109.~~750~~100% 360 ~~8 Group I 0222802620 Loan Paid in Full 0 6.750% 360~~ 9 Group I ~~0222802726~~0222817438 Loan Paid in Full 0 78.~~250~~700% 360 7 Group I ~~0222802979~~0222817696 Loan Paid in Full 0 8.~~150~~900% 360 7 Group I ~~0222803147~~0222817802 Loan Paid in Full 0 ~~7.850% 360 7 Group I 0222803170 Loan Paid in Full (1) 9.200% 360~~ 8 ~~Group I 0222803173 Loan Paid in Full 0 6~~.~~700~~990% 360 7 Group I ~~0222817427~~0222817870 Loan Paid in Full 0 7.~~900~~850% 360 67 Group III ~~0222817435~~0222799367 Loan Paid in Full 0 98.~~400~~875% 360 611 Group II ~~0222798486~~0222800322 Loan Paid in Full 0 9.~~125~~000% 360 78 Group II ~~0222798771~~0222800719 Loan Paid in Full 0 96.~~913~~550% 360 8 Group II ~~0222798870~~0222800917 Loan Paid in Full 0 89.~~150~~375% 360 8 Group II ~~0222799272~~0222801910 Loan Paid in Full 0 106.~~650~~550% 360 8 Group II ~~0222800150~~0222802099 Loan Paid in Full 0 9.~~450~~387% 360 79 Group II ~~0222800898~~0222802230 Loan Paid in Full 0 109.~~400~~000% 360 710 Group II ~~0222801054~~0222802712 Loan Paid in Full 0 97.~~625~~850% 360 78 Group II ~~0222801200~~0222802752 Loan Paid in Full 0 8.~~150~~700% 360 79 Group II ~~0222801235~~0222802809 Loan Paid in Full 0 8.~~750~~125% 360 8 Group II ~~0222801923~~0222803023 Loan Paid in Full 0 9.~~825~~875% 360 9 Group II ~~0222802149~~0222803404 Loan Paid in Full 0 98.~~700~~625% 360 710 Group II ~~0222802774~~0222803421 Loan Paid in Full 0 98.~~950~~350% 360 78 Group II ~~0222803127~~0222817539 Loan Paid in Full 0 ~~6.300% 360 7 Group II 0222803312 Loan Paid in Full 0~~ 8.~~650~~850% 360 7 Group II ~~0222817415~~0222818095 Loan Paid in Full 0 ~~11.250% 360 6 Group II 0222817859 Loan Paid in Full 0~~ 8.~~875~~500% 360 67

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 54 ~~981~~698,~~118~~699.7062 3224,~~743~~660.2330 0.00 Group II 41 ~~578~~137,~~449~~819.6748 171,~~456~~840.0874 0.00 Total 95 1836,~~559,568~~519.3710 5026,~~199~~501.3104 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Group I ~~0222798857~~0222798118 1112/01/2007 ~~246~~159,~~013~~646.9425 85,~~749~~504.3274 0.00 Group I ~~0222800512~~0222798398 1112/01/2007 ~~113~~209,~~567~~847.7081 46,~~149~~995.7112 0.00 Group I ~~0222800866~~0222801313 1112/01/2007 ~~226~~59,~~939~~660.7321 81,~~001~~870.6266 0.00 Group I ~~0222802551~~0222801628 1112/01/2007 ~~143~~269,~~004~~545.2035 410,~~564~~289.0478 0.00 Group ~~I 0222802726 11/01/2007 251,593.13 7,278.54 0.00 Group~~ II ~~0222798486~~0222802809 1112/01/2007 82137,~~683~~819.6448 31,~~015~~840.0774 0.00 ~~Group II 0222801923 11/01/2007 126,766.93 6,331.02 0.00 Group II 0222802149 11/01/2007 68,999.10 549.99 0.00 Group II 0222803127 11/01/2007 300,000.00 7,560.00 0.00~~

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~835~~655% Current Month 97.~~569~~577% Current Month ~~628~~439.~~633~~882% 3 Month Average 0.~~773~~726% 3 Month Average 8.~~885~~372% 3 Month Average ~~681~~557.~~466~~120% 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 12.276% N/A Jul-2007 1,700.928% N/A Aug-2007 11.568% N/A Aug-2007 1,255.125% N/A Sep-2007 9.117% N/A Sep-2007 812.921% N/A Oct-2007 7.970% N/A Oct-2007 602.844% N/A Nov-2007 9.569% N/A Nov-2007 628.633% N/A Dec-2007 7.577% N/A Dec-2007 439.882% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 0.~~989~~710% Current Month 118.~~240~~197% Current Month ~~739~~476.~~113~~243% 3 Month Average 0.~~862~~814% 3 Month Average 9.~~856~~334% 3 Month Average ~~753~~621.~~011~~278% 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 11.709% N/A Jul-2007 1,625.023% N/A Aug-2007 14.050% N/A Aug-2007 1,526.757% N/A Sep-2007 9.763% N/A Sep-2007 871.442% N/A Oct-2007 8.565% N/A Oct-2007 648.478% N/A Nov-2007 11.240% N/A Nov-2007 739.113% N/A Dec-2007 8.197% N/A Dec-2007 476.243% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 0.~~648~~587% Current Month 76.~~501~~822% Current Month ~~492~~395.~~266~~681% 3 Month Average 0.~~665~~620% 3 Month Average 7.~~689~~189% 3 Month Average ~~593~~478.~~588~~363% 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 12.964% N/A Jul-2007 1,792.733% N/A Aug-2007 8.442% N/A Aug-2007 914.251% N/A Sep-2007 8.325% N/A Sep-2007 741.356% N/A Oct-2007 7.242% N/A Oct-2007 547.143% N/A Nov-2007 7.501% N/A Nov-2007 492.266% N/A Dec-2007 6.822% N/A Dec-2007 395.681% 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 I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 1 324,000.00 0.029 1 324,000.00 0.053 5.250 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.749 13 4,~~564~~562,~~585~~596.6691 0.~~408~~411 6 1,457,~~833~~123.7974 0.~~238~~240 5.750 5.999 30 12,~~236~~232,~~256~~055.2474 1.~~095~~102 14 4,~~031~~030,~~906~~933.5634 0.~~659~~664 6.000 6.249 74 32,~~506~~485,~~274~~995.7266 2.~~908~~927 28 7,~~750~~745,~~106~~602.6165 1.~~267~~276 6.250 6.499 120 41,~~042~~022,~~986~~508.9035 3.~~672~~696 71 18,~~605~~594,~~293~~909.8711 3.~~041~~062 6.500 6.749 ~~168~~166 4645,~~747~~907,~~631~~579.3777 4.~~182~~136 114 25,~~211~~194,~~588~~841.3423 4.~~120~~149 6.750 6.999 ~~300~~298 80,~~832~~360,~~143~~286.5974 7.~~232~~240 ~~207~~205 47,~~480~~017,~~213~~893.3331 7.~~760~~743 7.000 7.249 282 72,~~446~~412,~~386~~942.0185 6.~~482~~524 184 38,~~199~~176,~~505~~237.0164 6.~~243~~287 7.250 7.499 ~~314~~313 77,~~702~~505,~~189~~326.6009 6.~~952~~983 ~~233~~232 50,~~349~~159,~~303~~966.6517 8.~~229~~260 7.500 7.749 ~~398~~396 94,~~720~~256,~~519~~143.3593 8.~~475~~492 ~~303~~301 6362,~~255~~800,~~171~~551.4638 10.~~338~~342 7.750 7.999 ~~499~~495 ~~113~~112,~~418~~525,~~716~~996.1759 10.~~147~~138 ~~388~~385 76,~~883~~262,~~929~~024.5636 12.~~566~~559 8.000 8.249 ~~331~~328 7776,~~263~~805,~~726~~051.3923 6.~~913~~920 ~~186~~184 39,~~440~~139,~~031~~002.3132 6.446 8.250 8.499 ~~357~~355 72,~~744~~435,~~657~~067.1890 6.~~508~~526 ~~192~~191 37,~~616~~387,~~737~~970.02 6.~~148~~157 8.500 8.749 ~~366~~360 7675,~~339~~100,~~645~~211.3133 6.~~830~~766 ~~186~~183 37,~~699~~083,~~761~~704.9996 6.~~161~~107 8.750 8.999 ~~422~~418 9291,~~397~~507,~~697~~912.1424 8.~~267~~245 ~~225~~223 45,~~688~~305,~~837~~331.9328 7.~~467~~461 9.000 9.249 ~~251~~247 48,~~926~~216,~~731~~336.1856 4.~~377~~344 ~~134~~132 26,~~475~~094,~~137~~651.8324 4.~~327~~297 9.250 9.499 ~~216~~214 4241,~~100~~909,~~838~~474.3873 3.~~767~~776 107 19,~~695~~688,~~924~~041.2329 3.~~219~~242 9.500 9.749 ~~188~~186 3231,~~244~~818,~~469~~056.6250 2.~~885~~867 ~~106~~104 17,~~481~~061,~~265~~720.3407 2.~~857~~810 9.750 9.999 ~~228~~226 37,~~979~~505,~~233~~425.2363 3.~~398~~379 ~~133~~132 2221,~~140~~781,~~035~~238.1159 3.~~618~~587 10.000 10.249 ~~101~~100 16,~~840~~688,~~051~~786.6054 1.~~507~~504 5453 8,~~962~~814,~~741~~752.0480 1.~~465~~452 10.250 10.499 72 12,~~508~~503,~~700~~522.7576 1.~~119~~127 42 5,~~923~~921,~~745~~080.5004 0.~~968~~975 10.500 10.749 61 10,~~387~~384,~~963~~607.2760 0.~~929~~936 39 6,~~263~~261,~~609~~573.1185 1.~~024~~031 10.750 10.999 50 87,~~002~~999,~~323~~564.2277 0.~~716~~721 31 4,~~581~~580,~~724~~218.7993 0.~~749~~754 11.000 11.249 23 4,~~309~~307,~~050~~654.7803 0.~~386~~388 16 2,~~382~~381,~~551~~878.8643 0.~~389~~392 11.250 11.499 24 3,~~342~~341,~~433~~195.2747 0.~~299~~301 12 1,~~191~~190,~~260~~610.4352 0.~~195~~196 11.500 11.749 16 3,~~404~~402,~~030~~929.8925 0.~~305~~307 9 1,657,~~540~~151.0763 0.~~271~~273 11.750 11.999 8 1,~~317~~316,~~125~~558.3144 0.~~118~~119 1 ~~166~~165,~~031~~976.1951 0.027 12.000 12.249 5 701,~~689~~511.5607 0.063 4 593,~~969~~823.7296 0.~~097~~098 12.250 12.499 4 354,~~990~~828.3614 0.032 4 354,~~990~~828.3614 0.058 >= 12.500 0 0.00 0.000 0 0.00 0.000 Total 4,~~922~~885 1,~~117~~109,~~707~~894,~~047~~126.0582 100.000 3,~~030~~008 ~~611~~607,~~864~~227,~~747~~637.0151 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 5.250 5.499 0 0.00 0.000 5.500 5.749 7 3,~~106~~105,~~751~~473.8717 0.~~614~~618 5.750 5.999 16 8,~~204~~201,~~349~~122.6840 1.~~622~~632 6.000 6.249 46 24,~~756~~740,~~168~~393.1101 4.~~894~~922 6.250 6.499 49 22,~~437~~427,~~693~~599.0324 4.~~436~~462 6.500 6.749 5452 2120,~~536~~712,~~043~~738.0354 4.~~257~~121 6.750 6.999 93 33,~~351~~342,~~930~~393.2643 6.~~593~~633 7.000 7.249 98 34,~~246~~236,~~881~~705.0021 6.~~770~~811 7.250 7.499 81 27,~~352~~345,~~885~~359.9592 5.~~407~~440 7.500 7.749 95 31,~~465~~455,~~347~~592.8955 6.~~220~~258 7.750 7.999 ~~111~~110 36,~~534~~263,~~786~~972.6123 7.~~223~~214 8.000 8.249 ~~145~~144 37,~~823~~666,~~695~~048.0891 7.~~477~~493 8.250 8.499 ~~165~~164 35,~~127~~047,~~920~~097.1688 6.~~944~~972 8.500 8.749 ~~180~~177 38,~~639~~016,~~883~~506.3237 7.~~639~~563 8.750 8.999 ~~197~~195 46,~~708~~202,~~859~~580.2196 9.~~234~~191 9.000 9.249 ~~117~~115 22,~~451~~121,~~593~~685.3532 4.~~438~~401 9.250 9.499 ~~109~~107 22,~~404~~221,~~914~~433.1544 4.~~429~~421 9.500 9.749 82 14,~~763~~756,~~204~~336.2843 2.~~919~~936 9.750 9.999 9594 15,~~839~~724,~~198~~187.1204 3.~~131~~128 10.000 10.249 47 7,~~877~~874,~~310~~033.5674 1.~~557~~566 10.250 10.499 30 6,~~584~~582,~~955~~442.2572 1.~~302~~310 10.500 10.749 22 4,~~124~~123,~~354~~033.1675 0.~~815~~820 10.750 10.999 19 3,~~420~~419,~~598~~345.4384 0.~~676~~680 11.000 11.249 7 1,~~926~~925,~~498~~775.9260 0.~~381~~383 11.250 11.499 12 2,~~151~~150,~~172~~584.8495 0.~~425~~428 11.500 11.749 7 1,~~746~~745,~~490~~777.8262 0.~~345~~347 11.750 11.999 7 1,~~151~~150,~~094~~581.1293 0.~~228~~229 12.000 12.249 1 107,~~719~~687.8411 0.021 12.250 12.499 0 0.00 0.000 >= 12.500 0 0.00 0.000 Total 1,~~892~~877 ~~505~~502,~~842~~666,~~300~~489.0431 100.000

Filing Compare · Citigroup Mortgage Loan Trust 2007-AMC4