10-D 1 msi07he4_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: 333-130694-23 Morgan Stanley ABS Capital I Inc. Trust 2007-HE4 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130694 Morgan Stanley ABS Capital I Inc. (Exact name of depositor as specified in its charter) Morgan Stanley Mortgage Capital Holdings LLC, successor-in-interest by merger to Morgan Stanley Mortgage Capital Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199203 54-2199204 54-2199205 54-2199206 54-2199207 54-6740344 (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-2a _____ _____ __X___ ____________ A-2b _____ _____ __X___ ____________ A-2c _____ _____ __X___ ____________ A-2d _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________ RX _____ _____ __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 Morgan Stanley ABS Capital I Inc. Trust 2007-HE4. 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 Morgan Stanley ABS Capital I Inc. Trust 2007-HE4, 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. Morgan Stanley ABS Capital I Inc. (Depositor) /s/ Steven Shapiro Steven Shapiro, Vice President Date: January 2, 2008 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Morgan Stanley ABS Capital I Inc. Trust 2007-HE4, relating to the December 26, 2007 distribution. EX-99.1 Morgan Stanley ABS Capital I Inc. Mortgage Pass-Through Certificates Distribution Date: 12/26/2007 Morgan Stanley ABS Capital I Inc. Mortgage Pass-Through Certificates Series 2007-HE4 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 61753VAA0 1012/24/2007 54.~~26125~~91875% 3331,~~089~~281,~~550~~143.0099 ~~145~~128,~~077~~220.0011 A-2a 61753VAB8 1012/24/2007 54.~~24125~~89875% ~~229~~218,~~854~~298,~~457~~530.2614 1891,~~003,937~~158.2327 A-2b 61753VAC6 1012/24/2007 54.~~31125~~96875% 74,290,000.00 ~~328~~307,~~810~~607.6403 A-2c 61753VAD4 1012/24/2007 5.~~36125~~01875% 116,150,000.00 ~~518~~485,~~924~~773.3218 A-2d 61753VAE2 1012/24/2007 5.~~49125~~14875% 70,921,000.00 ~~324~~304,~~537~~295.4542 M-1 61753VAF9 1012/24/2007 5.~~58125~~23875% 28,058,000.00 ~~130~~122,~~498~~490.9371 M-2 61753VAG7 1012/24/2007 5.~~68125~~33875% 22,020,000.00 ~~104~~97,~~250~~966.9406 M-3 61753VAH5 1012/24/2007 5.~~88125~~53875% 12,786,000.00 6259,~~664~~015.7238 M-4 61753VAJ1 1012/24/2007 65.~~28125~~93875% 11,010,000.00 5754,~~630~~488.4703 M-5 61753VAK8 1012/24/2007 6.~~48125~~13875% 11,010,000.00 5956,~~465~~323.4703 M-6 61753VAL6 1012/24/2007 6.~~88125~~53875% 9,944,000.00 5754,~~022~~184.6344 B-1 61753VAM4 1012/24/2007 76.~~13125~~78875% 9,944,000.00 5956,~~094~~256.2911 B-2 61753VAN2 1012/24/2007 76.~~13125~~78875% 7,103,000.00 4240,~~211~~183.0674 B-3 61753VAP7 1012/24/2007 76.~~13125~~78875% 7,103,000.00 4240,~~211~~183.0674 X MORGN07HE4X 1012/24/2007 0.00000% 25,926,674.59 ~~511~~443,~~633~~700.7489 P MORGN07HE4P 1012/24/2007 0.00000% 0.00 ~~106~~88,~~077~~571.9460 R MORGN07HE4R 1012/24/2007 0.00000% 0.00 0.00 RX MORG07HE4RX 1012/24/2007 0.00000% 0.00 0.00 Totals ~~669~~655,~~209~~845,~~681~~348.8572 3,~~554~~230,~~047~~417.8974

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 ~~314~~336,~~717~~122.1007 0.00 3230,~~774~~945,~~832~~021.9092 ~~459~~464,~~794~~342.1018 0.00 A-2a 67,~~535~~546,~~412~~386.5204 0.00 ~~223~~210,~~319~~752,~~044~~144.7310 78,~~539~~437,~~349~~544.7531 0.00 A-2b 0.00 0.00 74,290,000.00 ~~328~~307,~~810~~607.6403 0.00 A-2c 0.00 0.00 116,150,000.00 ~~518~~485,~~924~~773.3218 0.00 A-2d 0.00 0.00 70,921,000.00 ~~324~~304,~~537~~295.4542 0.00 M-1 0.00 0.00 28,058,000.00 ~~130~~122,~~498~~490.9371 0.00 M-2 0.00 0.00 22,020,000.00 ~~104~~97,~~250~~966.9406 0.00 M-3 0.00 0.00 12,786,000.00 6259,~~664~~015.7238 0.00 M-4 0.00 0.00 11,010,000.00 5754,~~630~~488.4703 0.00 M-5 0.00 0.00 11,010,000.00 5956,~~465~~323.4703 0.00 M-6 0.00 0.00 9,944,000.00 5754,~~022~~184.6344 0.00 B-1 0.00 0.00 9,944,000.00 5956,~~094~~256.2911 0.00 B-2 0.00 0.00 7,103,000.00 4240,~~211~~183.0674 0.00 B-3 0.00 0.00 7,103,000.00 4240,~~211~~183.0674 0.00 X 0.00 0.00 25,926,674.59 ~~511~~443,~~633~~700.7489 0.00 P 0.00 0.00 0.00 ~~106~~88,~~077~~571.9460 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 67,~~850~~882,~~129~~508.6211 0.00 ~~662~~647,~~359~~962,~~552~~840.2261 1011,~~404~~112,~~177~~925.5185 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by 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 36,339,000.00 3331,~~089~~281,~~550~~143.0099 0.00 ~~314~~336,~~717~~122.1007 0.00 A-2a 267,710,000.00 ~~229~~218,~~854~~298,~~457~~530.2614 0.00 67,~~535~~546,~~412~~386.5204 0.00 A-2b 74,290,000.00 74,290,000.00 0.00 0.00 0.00 A-2c 116,150,000.00 116,150,000.00 0.00 0.00 0.00 A-2d 70,921,000.00 70,921,000.00 0.00 0.00 0.00 M-1 28,058,000.00 28,058,000.00 0.00 0.00 0.00 M-2 22,020,000.00 22,020,000.00 0.00 0.00 0.00 M-3 12,786,000.00 12,786,000.00 0.00 0.00 0.00 M-4 11,010,000.00 11,010,000.00 0.00 0.00 0.00 M-5 11,010,000.00 11,010,000.00 0.00 0.00 0.00 M-6 9,944,000.00 9,944,000.00 0.00 0.00 0.00 B-1 9,944,000.00 9,944,000.00 0.00 0.00 0.00 B-2 7,103,000.00 7,103,000.00 0.00 0.00 0.00 B-3 7,103,000.00 7,103,000.00 0.00 0.00 0.00 X 25,926,674.59 25,926,674.59 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 710,314,674.59 ~~669~~655,~~209~~845,~~681~~348.8572 0.00 67,~~850~~882,~~129~~508.6211 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 ~~314~~336,~~717~~122.1007 3230,~~774~~945,~~832~~021.9092 0.~~90191895~~85156504 ~~314~~336,~~717~~122.1007 A-2a 0.00 67,~~535~~546,~~412~~386.5204 ~~223~~210,~~319~~752,~~044~~144.7310 0.~~83418268~~78724046 67,~~535~~546,~~412~~386.5204 A-2b 0.00 0.00 74,290,000.00 1.00000000 0.00 A-2c 0.00 0.00 116,150,000.00 1.00000000 0.00 A-2d 0.00 0.00 70,921,000.00 1.00000000 0.00 M-1 0.00 0.00 28,058,000.00 1.00000000 0.00 M-2 0.00 0.00 22,020,000.00 1.00000000 0.00 M-3 0.00 0.00 12,786,000.00 1.00000000 0.00 M-4 0.00 0.00 11,010,000.00 1.00000000 0.00 M-5 0.00 0.00 11,010,000.00 1.00000000 0.00 M-6 0.00 0.00 9,944,000.00 1.00000000 0.00 B-1 0.00 0.00 9,944,000.00 1.00000000 0.00 B-2 0.00 0.00 7,103,000.00 1.00000000 0.00 B-3 0.00 0.00 7,103,000.00 1.00000000 0.00 X 0.00 0.00 25,926,674.59 1.00000000 0.00 P 0.00 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 67,~~850~~882,~~129~~508.6211 ~~662~~647,~~359~~962,~~552~~840.2261 0.~~93248750~~91221942 67,~~850~~882,~~129~~508.6211 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 36,339,000.00 ~~910~~860.~~57954264~~81466166 0.00000000 89.~~66058780~~24962354 0.00000000 A-2a 267,710,000.00 ~~858~~815.~~59496194~~42912159 0.00000000 2428.~~41228389~~18865952 0.00000000 A-2b 74,290,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2c 116,150,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2d 70,921,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 28,058,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 22,020,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 12,786,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 11,010,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 11,010,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 9,944,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 9,944,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 7,103,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 7,103,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 25,926,674.59 1000.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 RX 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 89.~~66058780~~24962354 ~~901~~851.~~91895484~~56503811 0.~~90191895~~85156504 89.~~66058780~~24962354 A-2a 0.00000000 2428.~~41228389~~18865952 ~~834~~787.~~18267801~~24046207 0.~~83418268~~78724046 2428.~~41228389~~18865952 A-2b 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2c 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2d 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 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 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 0911/2526/07 - 1012/2425/07 30 54.~~26125~~91875% 3331,~~089~~281,~~550~~143.0099 ~~145~~128,~~077~~220.0011 0.00 A-2a 0911/2526/07 - 1012/2425/07 30 54.~~24125~~89875% ~~229~~218,~~854~~298,~~457~~530.2614 1891,~~003,937~~158.2327 0.00 A-2b 0911/2526/07 - 1012/2425/07 30 54.~~31125~~96875% 74,290,000.00 ~~328~~307,~~810~~607.6403 0.00 A-2c 0911/2526/07 - 1012/2425/07 30 5.~~36125~~01875% 116,150,000.00 ~~518~~485,~~924~~773.3218 0.00 A-2d 0911/2526/07 - 1012/2425/07 30 5.~~49125~~14875% 70,921,000.00 ~~324~~304,~~537~~295.4542 0.00 M-1 0911/2526/07 - 1012/2425/07 30 5.~~58125~~23875% 28,058,000.00 ~~130~~122,~~498~~490.9371 0.00 M-2 0911/2526/07 - 1012/2425/07 30 5.~~68125~~33875% 22,020,000.00 ~~104~~97,~~250~~966.9406 0.00 M-3 0911/2526/07 - 1012/2425/07 30 5.~~88125~~53875% 12,786,000.00 6259,~~664~~015.7238 0.00 M-4 0911/2526/07 - 1012/2425/07 30 65.~~28125~~93875% 11,010,000.00 5754,~~630~~488.4703 0.00 M-5 0911/2526/07 - 1012/2425/07 30 6.~~48125~~13875% 11,010,000.00 5956,~~465~~323.4703 0.00 M-6 0911/2526/07 - 1012/2425/07 30 6.~~88125~~53875% 9,944,000.00 5754,~~022~~184.6344 0.00 B-1 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78875% 9,944,000.00 5956,~~094~~256.2911 0.00 B-2 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78875% 7,103,000.00 4240,~~211~~183.0674 0.00 B-3 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78875% 7,103,000.00 4240,~~211~~183.0674 0.00 X N/A N/A 0.00000% ~~669~~655,~~209~~845,~~681~~348.8472 0.00 0.00 P N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 0.00000% 0.01 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 Totals 2,~~936~~698,~~336~~145.2125 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 ~~145~~128,~~077~~220.0011 0.00 3230,~~774~~945,~~832~~021.9092 A-2a 0.00 0.00 1891,~~003,937~~158.2327 0.00 ~~223~~210,~~319~~752,~~044~~144.7310 A-2b 0.00 0.00 ~~328~~307,~~810~~607.6403 0.00 74,290,000.00 A-2c 0.00 0.00 ~~518~~485,~~924~~773.3218 0.00 116,150,000.00 A-2d 0.00 0.00 ~~324~~304,~~537~~295.4542 0.00 70,921,000.00 M-1 0.00 0.00 ~~130~~122,~~498~~490.9371 0.00 28,058,000.00 M-2 0.00 0.00 ~~104~~97,~~250~~966.9406 0.00 22,020,000.00 M-3 0.00 0.00 6259,~~664~~015.7238 0.00 12,786,000.00 M-4 0.00 0.00 5754,~~630~~488.4703 0.00 11,010,000.00 M-5 0.00 0.00 5956,~~465~~323.4703 0.00 11,010,000.00 M-6 0.00 0.00 5754,~~022~~184.6344 0.00 9,944,000.00 B-1 0.00 0.00 5956,~~094~~256.2911 0.00 9,944,000.00 B-2 0.00 0.00 4240,~~211~~183.0674 0.00 7,103,000.00 B-3 0.00 0.00 4240,~~211~~183.0674 0.00 7,103,000.00 X 0.00 0.00 ~~511~~443,~~633~~700.7489 0.00 ~~662~~647,~~359~~962,~~552~~840.2261 P 0.00 0.00 ~~106~~88,~~077~~571.9460 0.00 0.00 R 0.00 0.00 0.00 0.00 0.01 RX 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 3,~~554~~230,~~047~~417.8974 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 36,339,000.00 54.~~26125~~91875% ~~910~~860.~~57954264~~81466166 3.~~99232230~~52844355 0.00000000 A-2a 267,710,000.00 54.~~24125~~89875% ~~858~~815.~~59496194~~42912159 3.~~75009238~~32881951 0.00000000 A-2b 74,290,000.00 54.~~31125~~96875% 1000.00000000 4.~~42604173~~14062498 0.00000000 A-2c 116,150,000.00 5.~~36125~~01875% 1000.00000000 4.~~46770831~~18229169 0.00000000 A-2d 70,921,000.00 5.~~49125~~14875% 1000.00000000 4.~~57604165~~29062506 0.00000000 M-1 28,058,000.00 5.~~58125~~23875% 1000.00000000 4.~~65104177~~36562513 0.00000000 M-2 22,020,000.00 5.~~68125~~33875% 1000.00000000 4.~~73437511~~44895822 0.00000000 M-3 12,786,000.00 5.~~88125~~53875% 1000.00000000 4.~~90104176~~61562490 0.00000000 M-4 11,010,000.00 65.~~28125~~93875% 1000.00000000 54.~~23437511~~94895822 0.00000000 M-5 11,010,000.00 6.~~48125~~13875% 1000.00000000 5.~~40104178~~11562489 0.00000000 M-6 9,944,000.00 6.~~88125~~53875% 1000.00000000 5.~~73437550~~44895817 0.00000000 B-1 9,944,000.00 76.~~13125~~78875% 1000.00000000 5.~~94270817~~65729183 0.00000000 B-2 7,103,000.00 76.~~13125~~78875% 1000.00000000 5.~~94270871~~65729129 0.00000000 B-3 7,103,000.00 76.~~13125~~78875% 1000.00000000 5.~~94270871~~65729129 0.00000000 X 25,926,674.59 0.00000% ~~25811~~25296.~~62807891~~16154372 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 RX 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 3.~~99232230~~52844355 0.00000000 ~~901~~851.~~91895484~~56503811 A-2a 0.00000000 0.00000000 3.~~75009238~~32881951 0.00000000 ~~834~~787.~~18267801~~24046207 A-2b 0.00000000 0.00000000 4.~~42604173~~14062498 0.00000000 1000.00000000 A-2c 0.00000000 0.00000000 4.~~46770831~~18229169 0.00000000 1000.00000000 A-2d 0.00000000 0.00000000 4.~~57604165~~29062506 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~65104177~~36562513 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~73437511~~44895822 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~90104176~~61562490 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 54.~~23437511~~94895822 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 5.~~40104178~~11562489 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~73437550~~44895817 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 5.~~94270817~~65729183 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 5.~~94270871~~65729129 0.00000000 1000.00000000 B-3 0.00000000 0.00000000 5.~~94270871~~65729129 0.00000000 1000.00000000 X 0.00000000 0.00000000 1917.~~73387440~~11368299 0.00000000 ~~25547~~24992.~~41642322~~13072470 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 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 913,~~837~~478,~~399~~457.5138 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 21,~~826~~803,~~375~~003.9188 Gains & Subsequent Recoveries (Realized Losses) (~~754~~972,~~318~~314.6473) Prepayment Penalties ~~106~~88,~~077~~571.9460 Swap/Cap Payments 0.00 Total Deposits 1214,~~015~~397,~~534~~718.7213 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 12,~~328~~919,~~616~~126.1203 Total Administration Fees ~~282~~277,~~741~~094.0965 Payment of Interest and Principal 1011,~~404~~112,~~177~~925.5185 Total Withdrawals (Pool Distribution Amount) 1214,~~015~~309,~~534~~146.7253 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~278~~273,~~837~~268.3789 Trustee Fee-Wells Fargo Bank, NA 3,~~903~~825.7276 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~282~~277,~~741~~094.0965 *Servicer Payees include: COUNTRYWIDE HOME LOANS SERVICING LP; SAXON MORTGAGE SERVICES, INC.

Collateral Statement Group 1 2 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 8.~~066439~~058064 8.~~040746~~033129 Weighted Average Net Rate 7.~~566439~~558064 7.~~540746~~533129 Weighted Average Pass-Through Rate 7.~~559439~~551064 7.~~533746~~526129 Weighted Average Remaining Term 345 347 ~~349~~ Principal And Interest Constant ~~300~~288,~~666~~892.6147 4,~~443~~360,~~752~~005.3056 Beginning Loan Count ~~220~~213 3,~~232~~162 Loans Paid in Full 2 4145 Ending Loan Count ~~218~~211 3,~~191~~117 Beginning Scheduled Balance 4240,~~431~~752,~~318~~838.1141 ~~626~~615,~~778~~092,~~363~~510.7331 Ending Scheduled Balance 4240,~~149~~455,~~610~~594.2930 ~~620~~607,~~209~~507,~~941~~246.9331 Actual Ending Collateral Balance 4240,~~169~~485,~~886~~512.8039 ~~620~~607,~~552~~965,~~580~~017.4167 Scheduled Principal 15,~~441~~234.9197 ~~243~~242,~~947~~407.4347 Unscheduled Principal ~~266~~282,~~265~~009.9114 67,~~324~~342,~~474~~856.3753 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~285~~273,~~224~~657.7050 4,~~199~~117,~~804~~598.8709 Servicing Fees 1716,~~679~~980.7235 ~~261~~256,~~157~~288.6554 Master Servicing Fees 0.00 0.00 Trustee Fee ~~247~~237.5172 3,~~656~~588.2104 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~267~~256,~~297~~439.4743 3,~~934~~857,~~991~~721.0151 Realized Loss Amount 0.00 ~~754~~972,~~318~~314.6473 Cumulative Realized Loss 052,150.0021 12,~~064~~635,~~168~~522.9035 Percentage of Cumulative Losses 0.~~0000~~1142 0.~~1601~~3965 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 74,~~276~~084.7980 9884,~~801~~486.1580 Prepayment Penalty Paid Count 21 3114 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~042375~~034679 Weighted Average Net Rate 7.~~542375~~534679 Weighted Average Pass-Through Rate 7.~~535375~~527679 Weighted Average Remaining Term ~~349~~347 Principal And Interest Constant 4,~~744~~648,~~418~~898.9103 Beginning Loan Count 3,~~452~~375 Loans Paid in Full 4347 Ending Loan Count 3,~~409~~328 Beginning Scheduled Balance ~~669~~655,~~209~~845,~~681~~348.8472 Ending Scheduled Balance ~~662~~647,~~359~~962,~~552~~840.2261 Actual Ending Collateral Balance ~~662~~648,~~722~~450,~~467~~530.2106 Scheduled Principal ~~259~~257,~~389~~642.3444 Unscheduled Principal 67,~~590~~624,~~740~~865.2867 Negative Amortized Principal 0.00 Scheduled Interest 4,~~485~~391,~~029~~255.5759 Servicing Fees ~~278~~273,~~837~~268.3789 Master Servicing Fees 0.00 Trustee Fee 3,~~903~~825.7276 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,~~202~~114,~~288~~160.4894 Realized Loss Amount ~~754~~972,~~318~~314.6473 Cumulative Realized Loss 12,~~064~~687,~~168~~672.9056 Percentage of Cumulative Losses 0.~~1498~~3784 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~106~~88,~~077~~571.9460 Prepayment Penalty Paid Count 3315 Special Servicing Fee 0.00

Additional Reporting - Deal Level Structural Reporting Excess Cash Amount ~~511~~1,~~633~~000,310.7470 Certficate LIBOR 54.~~131250~~788750% Derivative LIBOR 54.~~131250~~788750% Subordinated Amount 25,926,674.59 Subordination Deficiency Amount 0.00 Subordination Release Amount 0.00 Subordination Surplus Amount 0.00 Specified Subordination Amount 25,926,674.59 Trigger Event Reporting Delinquency Loss Trigger Trigger Result Fail Threshold Value 8.~~492348~~665399% Calculated Value 1319.~~318296~~783050% Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.400000% Calculated Value 0.~~142707~~360174% Trigger Event Threshold Value Pass

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 20 0 42 ~~332~~194,~~297~~465.2714 ~~217,851~~0.0600 0.00 ~~550~~194,~~148~~465.3314 30 Days ~~249~~211 01 0 0 ~~249~~212 4939,~~177~~368,~~966~~015.9079 0423,772.0026 0.00 0.00 4939,~~177~~791,~~966~~788.9005 60 Days 128 0 39 0 ~~131~~137 2724,~~668~~406,~~564~~482.6749 0.00 ~~525~~2,~~813~~180,811.4903 0.00 2826,~~194~~587,~~378~~293.1652 90 Days 6362 15 2138 0 85105 12,~~076~~037,~~288~~801.2289 591,~~876~~007,656.1372 410,~~195~~035,~~993~~664.3201 0.00 1623,~~332~~081,~~157~~122.6762 120 Days 2934 3 4840 02 8079 65,~~147~~463,~~341~~800.1996 ~~400~~266,~~793~~901.2055 119,~~447~~572,~~320~~282.0343 0459,002.0006 1715,~~995~~761,~~454~~987.4200 150 Days 2015 15 3550 05 5675 32,~~231~~272,~~991~~238.1145 80971,~~644~~444.2269 913,~~175~~243,~~587~~527.5188 0587,905.0063 1217,~~488~~075,~~222~~116.8465 180+ Days 3141 1018 8793 3572 ~~163~~224 24,~~969~~823,~~617~~177.8285 24,~~200~~224,~~791~~958.9789 2625,~~672~~465,~~633~~390.8412 819,~~355~~186,~~998~~144.7578 4053,~~199~~699,~~042~~671.3864 Totals ~~520~~491 1734 ~~196~~230 3579 ~~768~~834 ~~101~~88,~~271~~371,~~769~~517.9143 37,~~074~~089,~~402~~199.7925 5260,~~235~~497,~~199~~675.2547 820,~~355~~233,~~998~~052.7547 ~~164~~176,~~937~~191,~~370~~444.7062 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.~~058668~~060096% 0.~~058668~~000000% 0.000000% 0.~~117336~~060096% 0.~~050141~~029989% 0.~~032872~~000000% 0.000000% 0.~~083013~~029989% 30 Days 76.~~304195~~340144% 0.~~000000~~030048% 0.000000% 0.000000% 76.~~304195~~370192% 76.~~420598~~071090% 0.~~000000~~065352% 0.000000% 0.000000% 76.~~420598~~136442% 60 Days 3.~~754767~~846154% 0.000000% 0.~~088002~~270433% 0.000000% 34.~~842769~~116587% 43.~~174985~~763816% 0.000000% 0.~~079341~~336311% 0.000000% 4.~~254327~~100127% 90 Days 1.~~848049~~862981% 0.~~029334~~150240% 01.~~616016~~141827% 0.000000% 23.~~493400~~155048% 1.~~822224~~856395% 0.~~009035~~155395% 01.~~633145~~547638% 0.000000% 23.~~464404~~559427% 120 Days 01.~~850689~~021635% 0.~~088002~~090144% 1.~~408038~~201923% 0.~~000000~~060096% 2.~~346729~~373798% 0.~~927589~~842593% 0.~~060477~~041160% 1.~~727317~~476178% 0.~~000000~~070784% 2.~~715383~~430715% 150 Days 0.~~586682~~450721% 0.~~029334~~150240% 1.~~026694~~502404% 0.~~000000~~150240% 12.~~642710~~253606% 0.~~487684~~350410% 0.~~012169~~149810% 12.~~384529~~042334% 0.~~000000~~090663% 12.~~884382~~633218% 180+ Days 01.~~909358~~231971% 0.~~293341~~540865% 2.~~552068~~794471% 12.~~026694~~163462% 46.~~781461~~730769% 0.~~448094~~743800% 0.~~332084~~651547% 43.~~024706~~927114% 12.~~260859~~958768% 68.~~065743~~281229% Totals 1514.~~253740~~753606% 01.~~498680~~021635% 56.~~749487~~911058% 12.~~026694~~373798% 2225.~~528601~~060096% 1513.~~281173~~628105% 01.~~463905~~093252% 79.~~881912~~329575% 13.~~260859~~120215% 2427.~~887850~~171147% Please refer to CTSLink.com for a list of delinquency code descriptions.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 21,~~826~~803,~~375~~003.9188

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2014 0 0 0 2014 32,~~871~~372,~~609~~112.9936 0.00 0.00 0.00 32,~~871~~372,~~609~~112.9936 60 Days 87 0 0 0 87 1,~~277~~133,~~842~~411.6023 0.00 0.00 0.00 1,~~277~~133,~~842~~411.6023 90 Days 62 0 01 0 63 1383,~~649,551~~895.6401 0.00 0278,603.0003 0.00 1662,~~649,551~~498.6404 120 Days 31 0 3 01 65 ~~827~~82,~~875~~754.7799 0.00 ~~739~~928,~~924~~628.4317 0367,238.0008 1,~~567~~378,~~800~~621.2024 150 Days 0 0 56 0 56 0.00 0.00 1,~~596~~479,~~060~~551.2015 0.00 1,~~596~~479,~~060~~551.2015 180+ Days 31 02 119 410 1822 ~~187~~61,~~170~~915.2210 0336,685.0071 2,~~962~~798,~~903~~814.5991 ~~443~~1,~~843~~944,192.3168 35,~~593~~141,~~917~~608.1240 Totals 4025 02 19 411 6357 74,~~814~~034,~~050~~088.2269 0336,685.0071 5,~~298~~485,~~888~~597.2226 ~~443~~2,~~843~~311,430.3176 1312,~~556~~167,~~781~~802.7542 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 96.~~174312~~635071% 0.000000% 0.000000% 0.000000% 96.~~174312~~635071% 95.~~180983~~859163% 0.000000% 0.000000% 0.000000% 95.~~180983~~859163% 60 Days 3.~~669725~~317536% 0.000000% 0.000000% 0.000000% 3.~~669725~~317536% 32.~~030225~~799548% 0.000000% 0.000000% 0.000000% 32.~~030225~~799548% 90 Days 20.~~752294~~947867% 0.000000% 0.~~000000~~473934% 0.000000% 21.~~752294~~421801% 30.~~911681~~948228% 0.000000% 0.~~000000~~688155% 0.000000% 31.~~911681~~636383% 120 Days 10.~~376147~~473934% 0.000000% 1.~~376147~~421801% 0.~~000000~~473934% 2.~~752294~~369668% 10.~~963192~~204406% 0.000000% 12.~~754627~~293730% 0.~~000000~~907085% 3.~~717819~~405221% 150 Days 0.000000% 0.000000% 2.~~293578~~843602% 0.000000% 2.~~293578~~843602% 0.000000% 0.000000% 3.~~784834~~654520% 0.000000% 3.~~784834~~654520% 180+ Days 10.~~376147~~473934% 0.~~000000~~947867% 54.~~045872~~265403% 14.~~834862~~739336% 810.~~256881~~426540% 0.~~443848~~152931% 0.~~000000~~831620% 76.~~026112~~913127% 14.~~052512~~802194% 812.~~522473~~699872% Totals 1811.~~348624~~848341% 0.~~000000~~947867% 89.~~715596~~004739% 15.~~834862~~213270% 2827.~~899083~~014218% 189.~~529929~~964277% 0.~~000000~~831620% 1213.~~565574~~549532% 15.~~052512~~709279% 3230.~~148016~~054708% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 20 0 42 ~~332~~194,~~297~~465.2714 ~~217,851~~0.0600 0.00 ~~550~~194,~~148~~465.3314 30 Days ~~229~~197 01 0 0 ~~229~~198 4536,~~306~~995,~~356~~903.9143 0423,772.0026 0.00 0.00 4537,~~306~~419,~~356~~675.9169 60 Days ~~120~~121 0 39 0 ~~123~~130 2623,~~390~~273,~~722~~071.0726 0.00 ~~525~~2,~~813~~180,811.4903 0.00 2625,~~916~~453,~~535~~882.5629 90 Days 5760 15 2137 0 79102 1011,~~426~~653,~~736~~906.5888 591,~~876~~007,656.1372 49,~~195~~757,~~993~~060.3298 0.00 1422,~~682~~418,~~606~~624.0358 120 Days 2633 3 4537 01 74 5,~~319~~381,~~465~~045.4297 ~~400~~266,~~793~~901.2055 108,~~707~~643,~~395~~654.6026 091,763.0098 1614,~~427~~383,~~654~~365.2276 150 Days 2015 15 3044 05 5169 32,~~231~~272,~~991~~238.1145 80971,~~644~~444.2269 711,~~579~~763,~~527~~976.3173 0587,905.0063 1015,~~892~~595,~~162~~565.6450 180+ Days 2840 1016 7684 3162 ~~145~~202 24,~~782~~761,~~447~~262.6075 23,~~200~~888,~~791~~273.9718 2322,~~709~~666,~~730~~575.2521 717,~~912~~241,~~155~~952.4410 3648,~~605~~558,~~125~~063.2624 Totals ~~480~~466 1732 ~~177~~211 3168 ~~705~~777 9384,~~457~~337,~~719~~428.6974 36,~~074~~752,~~402~~513.7954 4655,~~936~~012,~~311~~078.0321 717,~~912~~921,~~155~~621.4471 ~~151~~164,~~380~~023,~~588~~642.9520 0-29 Days 0.~~062676~~064164% 0.~~062676~~000000% 0.000000% 0.~~125353~~064164% 0.~~053549~~031986% 0.~~035106~~000000% 0.000000% 0.~~088655~~031986% 30 Days 76.~~176434~~320180% 0.~~000000~~032082% 0.000000% 0.000000% 76.~~176434~~352262% 76.~~300970~~085203% 0.~~000000~~069703% 0.000000% 0.000000% 76.~~300970~~154906% 60 Days 3.~~760577~~881938% 0.000000% 0.~~094014~~288739% 0.000000% 34.~~854591~~170677% 43.~~252778~~828028% 0.000000% 0.~~084733~~358707% 0.000000% 4.~~337511~~186735% 90 Days 1.~~786274~~924928% 0.~~031338~~160411% 01.~~658101~~187039% 0.000000% 23.~~475713~~272377% 1.~~680234~~916871% 0.~~009649~~165743% 01.~~676170~~604872% 0.000000% 23.~~366053~~687486% 120 Days 01.~~814792~~058710% 0.~~094014~~096246% 1.~~410216~~187039% 0.~~000000~~032082% 2.~~319022~~374078% 0.~~857214~~885091% 0.~~064587~~043901% 1.~~725461~~421735% 0.~~000000~~015094% 2.~~647262~~365821% 150 Days 0.~~626763~~481232% 0.~~031338~~160411% 01.~~940144~~411614% 0.~~000000~~160411% 12.~~598245~~213667% 0.~~520825~~373745% 0.~~012996~~159786% 1.~~221416~~934976% 0.~~000000~~096701% 12.~~755236~~565208% 180+ Days 01.~~877468~~283285% 0.~~313381~~513314% 2.~~381699~~694899% 01.~~971482~~989092% 46.~~544030~~480590% 0.~~448382~~783147% 0.~~354650~~639555% 3.~~820745~~728270% 12.~~275018~~836011% 57.~~898795~~986983% Totals 1514.~~042306~~950273% 01.~~532748~~026628% 56.~~546851~~769329% 02.~~971482~~181585% 2224.~~093388~~927815% 1513.~~060403~~872086% 01.~~495430~~110675% 79.~~563632~~048560% 12.~~275018~~947805% 2426.~~394482~~979125% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary Summary 1 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 6764 1614,~~703~~065,~~209~~796.48 2.169 5 1,596,060.20 3.942 210 - 239 58 14,193,967.30 2.~~520~~189 7 2,050,694.14 45.~~863~~065 ~~210~~240 - ~~239~~269 4842 12,~~644~~462,~~988~~326.2610 1.~~908~~922 3 529,805.76 1.~~256~~309 ~~240~~270 - ~~269~~299 3144 79,~~173~~695,~~276~~057.8135 1.~~082~~495 43 ~~709~~661,~~810~~441.4048 1.~~683~~634 ~~270~~300 - ~~299~~329 1716 3,~~677~~282,~~567~~524.7341 0.~~555~~506 4 303,606.82 0.~~720~~750 Total ~~163~~224 4053,~~199~~699,~~042~~671.3864 68.~~065~~281 1822 35,~~593~~141,~~917~~608.1240 812.~~522~~700

180+ Delinquency Summary (continued) 2 Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 6059 1412,~~652~~469,~~515~~736.4428 2.~~361~~051 210 - 239 4551 12,~~115~~143,~~182~~273.5016 1.~~952~~997 240 - 269 2739 611,~~463~~932,~~466~~520.4134 1.~~042~~963 270 - 299 1341 39,~~373~~033,~~960~~615.9187 1.486 300 - 329 12 2,978,917.59 0.~~544~~490 Total ~~145~~202 3648,~~605~~558,~~125~~063.2624 57.~~899~~987 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 2430 ~~Nov~~Jan-0607 0.000% Original Principal Balance 68,~~554~~424,~~024~~335.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 68,~~550~~414,~~232~~793.9025 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 3579 ~~Apr~~Jun-07 0.000% Original Principal Balance 820,~~361~~251,~~054~~299.00 ~~May~~Jul-07 0.000% Current Actual Balance 820,~~355~~233,~~998~~052.7547 ~~Jun~~Aug-07 0.~~000~~137% ~~Jul~~Sep-07 0.~~000~~270% ~~Aug~~Oct-07 01.~~137~~261% ~~Sep~~Nov-07 01.~~270~~915% ~~Oct~~Dec-07 13.~~261~~120% *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. 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 45 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~443~~1,~~970~~599,100.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~443~~1,~~843~~597,239.3135 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 410 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~443~~2,~~970~~236,670.00 ~~May~~Jul-07 0.000% Current Actual Balance ~~443~~2,~~843~~234,544.3156 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 01.~~000~~053% ~~Sep~~Nov-07 01.~~000~~563% ~~Oct~~Dec-07 15.~~053~~709% *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. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1921 ~~Nov~~Jan-0607 0.000% Original Principal Balance 56,~~998~~542,~~854~~835.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 56,~~995~~535,~~523~~759.1534 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 2963 ~~Apr~~Jun-07 0.000% Original Principal Balance 717,~~749~~565,~~924~~069.00 ~~May~~Jul-07 0.000% Current Actual Balance 717,~~745~~549,~~369~~927.1809 ~~Jun~~Aug-07 0.~~000~~146% ~~Jul~~Sep-07 0.~~000~~288% ~~Aug~~Oct-07 01.~~146~~275% ~~Sep~~Nov-07 01.~~288~~938% ~~Oct~~Dec-07 12.~~275~~948% *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 1 0011656217 Dec-2007 01-Oct-2006 VA 80.00 368,000.00 1 0011674770 Oct-2007 01-Oct-2006 TN 80.00 63,920.00 1 0011699588 Dec-2007 01-Dec-2006 CA 80.00 308,000.00 1 0011699590 Dec-2007 01-Dec-2006 CA 20.00 77,000.00 1 0011706172 Oct-2007 01-Dec-2006 KS 85.00 58,650.00 1 0011711911 Dec-2007 01-Dec-2006 NV 80.00 229,600.00 1 0011723322 Nov-2007 01-Dec-2006 FL 80.00 193,600.00 1 0011725038 Oct-2007 01-Dec-2006 CA 90.00 268,200.00 1 0011730028 Dec-2007 01-Dec-2006 CA 80.00 380,000.00 1 0011731170 Dec-2007 01-Dec-2006 CA 95.00 313,500.00 1 0011741906 Oct-2007 01-Dec-2006 TN 95.00 53,200.00 2 ~~0011631368~~0011632413 Dec-2007 01-Oct-2006 NV 80.00 215,920.00 2 0011656218 Dec-2007 01-~~Nov~~Oct-2006 COVA 8420.6300 ~~293~~92,~~250~~000.00 2 0011659338 Oct-2007 01-Oct-2006 GA 80.00 87,200.00 2 ~~0011666072~~0011672643 ~~Oct~~Nov-2007 01-~~Dec~~Nov-2006 VACA 80.00 ~~568~~220,000.00 2 0011677286 Oct-2007 01-Dec-2006 TN 80.00 111,200.00 2 0011677434 Dec-2007 01-Oct-2006 CA 80.00 252,000.00 2 0011680450 Oct-2007 01-Nov-2006 CA 80.00 368,000.00 2 0011701496 Oct-2007 01-Dec-2006 CA 80.00 478,400.00 2 0011704479 Oct-2007 01-Nov-2006 AZ 95.00 164,914.00 2 ~~0011709720~~0011705531 ~~Oct~~Dec-2007 01-Dec-2006 COCA 79.95 618,800.00 2 0011705898 Dec-2007 01-Nov-2006 CA 80.00 ~~182~~296,000.00 2 0011705979 Dec-2007 01-Dec-2006 CA 80.00 360,000.00 2 0011707226 Dec-2007 01-Dec-2006 CA 80.00 640,000.00 2 0011707530 Dec-2007 01-Dec-2006 CA 80.00 294,365.00 2 0011709023 Nov-2007 01-Dec-2006 CT 85.00 245,650.00 2 0011712613 Dec-2007 01-Dec-2006 CA 80.00 264,000.00 2 0011713579 Dec-2007 01-Dec-2006 CA 80.00 563,200.00 2 0011713879 Dec-2007 01-Nov-2006 CA 80.00 380,000.00 2 0011714490 Oct-2007 01-Dec-2006 CA 80.00 420,000.00 2 0011716442 Oct-2007 01-Dec-2006 CA 80.00 256,000.00 2 0011718997 Oct-2007 01-Dec-2006 MD 80.00 261,600.00 2 0011724930 Dec-2007 01-Dec-2006 CA 80.00 332,000.00 2 0011726404 Oct-2007 01-Dec-2006 CA 80.00 360,000.00 2 0011727013 Nov-2007 01-Dec-2006 VA 80.00 300,000.00 2 0011728159 Dec-2007 01-Dec-2006 CA 80.00 344,800.00 2 0011728191 Nov-2007 01-Dec-2006 CA 80.00 228,000.00 2 0011729015 Oct-2007 01-Dec-2006 VA 85.00 616,250.00 2 0011730264 Oct-2007 01-Dec-2006 FL 95.00 237,500.00 2 0011731182 Oct-2007 01-Dec-2006 VA 80.00 319,920.00 2 0011731283 Nov-2007 01-Dec-2006 CA 80.00 464,000.00 2 0011731742 Oct-2007 01-Dec-2006 AZ 80.00 159,920.00 2 ~~0011732344~~0011733840 ~~Oct~~Nov-2007 01-Dec-2006 VACA 9080.00 ~~342~~532,~~900~~000.00 2 0011735240 Nov-2007 01-Dec-2006 CO 80.00 520,000.00 2 0011738181 Dec-2007 01-Dec-2006 AZ 85.00 335,750.00 2 0011740021 Oct-2007 01-Dec-2006 CA 80.00 380,000.00 2 0011740889 Oct-2007 01-Dec-2006 VA 80.00 324,800.00 2 0011743155 Nov-2007 01-Dec-2006 CA 95.00 484,500.00 2 0060730200 Nov-2007 21-Sep-2006 MI 80.00 84,000.00 2 0060780580 Dec-2007 02-Sep-2006 IN 90.00 63,000.00 2 0073952857 Dec-2007 25-Nov-2006 NC 80.00 136,000.00 2 0073952929 Sep-2007 07-Dec-2006 VA 63.16 120,000.00 2 0073953097 Aug-2007 01-Dec-2006 GA 80.00 228,000.00 2 ~~0073953393~~0073954769 Sep-2007 0110-Dec-2006 NCTN 9080.00 ~~274~~306,~~500~~400.00 2 ~~0073954769~~0073955025 ~~Sep~~Nov-2007 1015-Dec-2006 TNNH 8085.00 ~~306~~205,~~400~~700.00 2 0073955849 Nov-2007 16-Dec-2006 MI 88.33 238,500.00 2 0073955993 Aug-2007 01-Dec-2006 VA 80.00 55,960.00 2 0073957474 Sep-2007 26-Nov-2006 MI 80.00 57,120.00 2 0073957530 Aug-2007 01-Dec-2006 MI 80.00 80,000.00 2 0073957650 Nov-2007 08-Dec-2006 MI 85.00 65,450.00 2 0073957922 Aug-2007 01-Jan-2007 MI 75.00 168,750.00 2 0073958034 Nov-2007 01-Dec-2006 MI 85.00 131,750.00 2 0073958122 Aug-2007 01-Dec-2006 MI 90.00 94,500.00 2 0073958226 Nov-2007 01-Dec-2006 IN 90.00 71,910.00 2 0073960082 Dec-2007 03-Dec-2006 MD 70.00 164,500.00 2 0073961034 Dec-2007 01-Jan-2007 MO 88.42 50,400.00 2 0073961578 Dec-2007 01-Jan-2007 MO 85.00 108,800.00 2 0073962050 Oct-2007 15-Dec-2006 CT 90.00 178,200.00 2 0073962306 Nov-2007 01-Dec-2006 CA 90.00 436,500.00 2 0073962354 Nov-2007 01-Jan-2007 CA 80.00 172,000.00 2 0073962754 Dec-2007 01-Jan-2007 MD 85.47 200,000.00 2 0073963786 Dec-2007 01-Dec-2006 OR 90.00 351,000.00 2 0073965274 Dec-2007 01-Jan-2007 AZ 90.00 250,200.00 2 0073965386 Dec-2007 01-Dec-2006 AZ 90.00 265,500.00 2 0073965507 Aug-2007 01-Jan-2007 AZ 90.00 297,000.00 2 0073965667 Dec-2007 01-Dec-2006 AZ 87.18 170,000.00 2 0073965707 Nov-2007 01-Jan-2007 AZ 80.00 164,000.00 2 0073966731 Sep-2007 01-Dec-2006 MN 80.00 124,800.00 2 0073967331 Nov-2007 01-Jan-2007 CA 79.35 369,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1 0011656217 367,238.08 01-Jun-2007 4 8.850% 15,322.91 1 0011674770 63,878.61 01-~~Nov~~Dec-2006 910 8.990% 34,~~610~~512.9870 1 0011699588 307,584.24 01-Mar-2007 7 7.470% 16,056.62 1 0011699590 76,886.20 01-Mar-2007 7 11.000% 6,045.62 1 0011706172 58,630.73 01-~~Nov~~Dec-2006 910 11.375% 45,~~242~~301.6041 1 0011711911 229,505.80 01-Mar-2007 7 8.565% 13,876.30 1 0011723322 193,461.90 01-Jan-2007 9 7.245% 10,851.86 1 0011725038 268,157.66 01-~~Dec~~Jan-~~2006~~2007 89 9.220% 1519,~~583~~477.0320 1 0011730028 379,682.95 01-Feb-2007 8 8.125% 24,093.78 1 0011731170 313,228.28 01-Mar-2007 7 8.990% 19,913.18 1 0011741906 53,176.31 01-~~Nov~~Dec-2006 910 9.970% 34,~~348~~183.5170 2 ~~0011631368~~0011632413 ~~293~~215,~~146~~857.15 01-Dec-2006 10 8.700% 14,740.41 2 0011656218 91,763.98 01-~~Jan~~Jun-2007 74 812.~~945~~200% 165,~~498~~364.6310 2 0011659338 86,831.76 01-~~Feb~~Mar-2007 67 7.845% 4,~~243~~769.6928 2 ~~0011666072~~0011672643 ~~567~~219,~~946~~893.2478 01-~~Nov~~Dec-2006 910 8.~~745~~599% 3114,~~201~~816.0351 2 0011677286 110,866.44 01-~~Feb~~Mar-2007 67 7.495% 5,~~159~~798.6030 2 0011677434 251,589.62 01-Mar-2007 7 8.245% 14,597.68 2 0011680450 367,882.14 01-~~Nov~~Dec-2006 910 7.375% 1621,~~845~~053.6863 2 0011701496 478,312.74 01-~~Dec~~Jan-~~2006~~2007 89 8.850% 2633,~~614~~265.5302 2 0011704479 164,824.83 01-~~Dec~~Jan-~~2006~~2007 89 9.595% 912,~~985~~479.2623 2 ~~0011709720~~0011705531 ~~181~~617,~~911~~452.41 01-Mar-2007 7 9.070% 39,596.92 2 0011705898 295,550.14 01-~~Dec~~Mar-~~2006~~2007 7 7.840% 16,249.53 2 0011705979 359,842.32 01-Mar-2007 7 8.395% 21,297.51 2 0011707226 639,730.73 01-Mar-2007 7 8.~~570~~500% 38,367.12 2 0011707530 294,195.14 01-Mar-2007 7 7.670% 15,810.92 2 0011709023 245,453.90 01-Jan-2007 9 10.500% 20,~~775~~406.5292 2 0011712613 263,752.30 01-Mar-2007 7 7.150% 13,145.05 2 0011713579 562,637.75 01-Feb-2007 8 7.500% 32,768.81 2 0011713879 380,000.00 01-Feb-2007 8 6.925% 20,345.90 2 0011714490 419,756.47 01-~~Dec~~Jan-~~2006~~2007 89 7.970% 2026,~~875~~086.0910 2 0011716442 255,881.79 01-~~Dec~~Jan-~~2006~~2007 89 8.750% 1417,~~058~~568.0335 2 0011718997 261,504.86 01-~~Jan~~Feb-2007 78 8.120% 1316,~~278~~595.4599 2 0011724930 331,802.15 01-Jan-2007 9 7.875% 20,356.93 2 0011726404 359,761.16 01-~~Dec~~Jan-~~2006~~2007 89 7.500% 1620,~~762~~945.4796 2 0011727013 299,827.07 01-Jan-2007 9 7.990% 18,683.08 2 0011728159 344,599.15 01-Mar-2007 7 7.645% 18,455.09 2 0011728191 227,884.86 01-Jan-2007 9 8.445% 15,065.85 2 0011729015 615,632.96 01-~~Feb~~Mar-2007 67 8.499% 3236,~~807~~895.4306 2 0011730264 237,411.49 01-~~Dec~~Jan-~~2006~~2007 89 9.470% 1417,~~184~~727.5830 2 0011731182 319,851.45 01-~~Nov~~Dec-2006 910 8.990% 1822,~~081~~596.1542 2 0011731283 463,664.05 01-Feb-2007 8 6.265% 22,249.82 2 0011731742 159,786.37 01-~~Jan~~Feb-2007 78 8.120% 10,133.05 2 0011733840 531,725.85 01-Feb-2007 8 7.195% 29,~~108~~641.7576 2 ~~0011732344~~0011735240 ~~342~~519,~~748~~872.1123 01-~~Jan~~Mar-2007 7 9.875% 36,544.18 2 0011738181 335,523.32 01-Mar-2007 7 7.~~600~~250% 16,~~214~~974.5004 2 0011740021 379,809.49 01-~~Dec~~Jan-~~2006~~2007 89 8.470% 2025,~~156~~189.5113 2 0011740889 324,538.66 01-~~Jan~~Feb-2007 78 8.250% 1620,~~751~~933.0709 2 0011743155 484,126.21 01-Feb-2007 8 7.580% 28,543.05 2 0060730200 83,724.14 21-Mar-2007 7 9.840% 5,856.17 2 0060780580 62,907.47 02-Dec-2006 10 10.980% 5,482.14 2 0073952857 135,401.68 25-Apr-2007 6 7.640% 6,432.86 2 0073952929 119,753.85 07-Feb-2007 68 7.940% 57,~~928~~405.8489 2 0073953097 227,863.44 01-Dec-2006 810 8.590% 1215,~~247~~299.2359 2 ~~0073953393~~0073954769 ~~274~~306,~~412~~056.0123 0110-Jan-2007 7 9 8.~~970~~890% 1721,~~311~~341.2945 2 ~~0073954769~~0073955025 ~~306~~205,~~056~~566.2379 1015-~~Jan~~Feb-2007 78 8.~~890~~990% 1714,~~083~~532.0015 2 0073955849 238,105.41 16-Feb-2007 8 8.990% 16,811.36 2 0073955993 55,919.82 01-Jan-2007 79 10.990% 34,~~903~~878.9207 2 0073957474 57,025.49 26-Jan-2007 79 8.990% 34,~~220~~023.9893 2 0073957530 79,886.48 01-Jan-2007 79 7.740% 4,800.06 2 0073957650 65,230.95 08-May-2007 5 8.990% 3,~~842~~226.8681 2 0073957922 168,683.23 01-Jan-2007 79 10.520% 1114,~~246~~052.8274 2 0073958034 131,321.84 01-Mar-2007 7 7.090% 6,468.83 2 0073958122 94,413.13 01-Jan-2007 79 9.840% 7,328.84 2 0073958226 71,834.19 01-Jan-2007 9 9.190% 5,~~865~~186.8808 2 0073960082 163,889.33 03-May-2007 5 8.540% 7,676.68 2 0073961034 50,236.91 01-May-2007 5 9.630% 2,671.41 2 0073961578 108,548.44 01-May-2007 5 9.870% 5,924.50 2 0073962050 177,985.10 15-Jan-2007 79 8.540% 11,890.90 2 0073962306 436,115.80 01-Feb-2007 8 7.940% 27,001.50 2 0073962354 172,000.00 01-Feb-2007 8 6.990% 9,~~518~~302.6130 2 0073962754 200,000.00 01-May-2007 5 7.890% 8,621.69 2 0073963786 350,526.43 01-Jan-2007 9 7.990% 21,793.42 2 0073965274 250,200.00 01-Mar-2007 7 7.120% 12,422.43 2 0073965386 265,371.48 01-Jan-2007 9 8.590% 17,865.41 2 0073965507 296,952.17 01-Jan-2007 79 9.940% 1823,~~673~~338.8847 2 0073965667 169,289.80 01-Apr-2007 6 7.190% 7,528.45 2 0073965707 163,709.75 01-Mar-2007 7 8.770% 10,129.84 2 0073966731 124,800.00 01-Jan-2007 79 7.340% 57,~~690~~113.8860 2 0073967331 368,905.64 01-Jan-2007 9 8.390% 24,219.84

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 5671 ~~Nov~~Jan-0607 0.000% Original Principal Balance 1318,~~166~~437,~~400~~539.2000 ~~Dec~~Feb-0607 0.000% Current Actual Balance 1318,~~144~~392,~~133~~456.6266 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.~~000~~104% Loans in Foreclosure ~~196~~230 ~~Apr~~Jun-07 01.~~000~~871% Original Principal Balance 5260,~~305~~610,~~151~~108.2000 ~~May~~Jul-07 03.~~104~~203% Current Actual Balance 5260,~~235~~497,~~199~~675.2547 ~~Jun~~Aug-07 14.~~871~~960% ~~Jul~~Sep-07 36.~~203~~642% ~~Aug~~Oct-07 47.~~960~~882% ~~Sep~~Nov-07 68.~~642~~267% ~~Oct~~Dec-07 79.~~882~~330% *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. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 62 ~~Nov~~Jan-0607 0.000% Original Principal Balance 1550,~~515,900~~000.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 1549,~~513,531~~567.2493 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 19 ~~Apr~~Jun-07 02.~~000~~165% Original Principal Balance 5,~~304~~494,~~820~~420.00 ~~May~~Jul-07 01.~~000~~915% Current Actual Balance 5,~~298~~485,~~888~~597.2226 ~~Jun~~Aug-07 26.~~165~~576% ~~Jul~~Sep-07 19.~~915~~819% ~~Aug~~Oct-07 612.~~576~~566% ~~Sep~~Nov-07 916.~~819~~022% ~~Oct~~Dec-07 1213.~~566~~550% *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. 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 471 ~~Nov~~Jan-0607 0.000% Original Principal Balance 11207,~~047,780~~500.2000 ~~Dec~~Feb-0607 0.000% Current Actual Balance 11206,~~028,695~~522.0786 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.~~000~~111% Loans in Foreclosure ~~164~~1 ~~Apr~~Jun-07 01.~~000~~850% Original Principal Balance 45207,~~031,341~~500.2000 ~~May~~Jul-07 03.~~111~~292% Current Actual Balance 44206,~~971,255~~522.4886 ~~Jun~~Aug-07 14.850% ~~Jul~~Sep-07 36.~~292~~427% ~~Aug~~Oct-07 47.~~850~~564% ~~Sep~~Nov-07 67.~~427~~753% ~~Oct~~Dec-07 79.~~564~~049% *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 1 ~~0011627835~~0011673556 ~~Aug~~Dec-2007 01-~~Oct~~Nov-2006 AZFL 7880.4400 ~~248~~271,~~670~~200.00 1 0011682532 Oct-2007 01-Nov-2006 CA 80.00 364,800.00 1 ~~0011695808~~0011682721 ~~Oct~~Nov-2007 01-~~Dec~~Nov-2006 FLCA 9280.1300 ~~117~~408,000.00 1 ~~0011699588~~0011685602 ~~Aug~~Nov-2007 01-~~Dec~~Nov-2006 CA 8090.00 ~~308~~396,000.00 1 0011695808 Oct-2007 01-Dec-2006 FL 92.13 117,000.00 1 0011703290 Oct-2007 01-Dec-2006 CA 80.00 412,000.00 1 0011703896 Sep-2007 01-Dec-2006 CA 80.00 272,000.00 1 ~~0011704491~~0011704406 ~~Oct~~Nov-2007 01-Dec-2006 FLCA 8580.00 ~~259~~356,~~250~~000.00 1 ~~0011711911~~0011704491 ~~Aug~~Oct-2007 01-Dec-2006 NVFL 8085.00 ~~229~~259,~~600~~250.00 1 ~~0011720841~~0011720084 ~~Jun~~Nov-2007 01-Dec-2006 NJFL 80.00 ~~128~~178,~~000~~320.00 1 ~~0011723322~~0011720841 Jun-2007 01-Dec-2006 FLNJ 80.00 ~~193~~128,~~600~~000.00 1 0011723414 Oct-2007 01-Dec-2006 CA 46.92 274,500.00 1 ~~0011730028~~0011728527 ~~Aug~~Nov-2007 01-Dec-2006 CALA 8075.00 ~~380~~63,000.00 1 ~~0011730861~~0011730376 ~~Sep~~Dec-2007 01-~~Nov~~Dec-2006 FLNV 8680.1400 ~~361~~278,800.00 1 ~~0011731170~~0011730861 ~~Aug~~Sep-2007 01-~~Dec~~Nov-2006 CAFL 9586.0014 ~~313~~361,~~500~~800.00 1 0011731831 Sep-2007 01-Dec-2006 CA 80.00 248,000.00 1 0011735384 Aug-2007 01-Dec-2006 CA 80.00 464,000.00 1 ~~0011739167 Oct-2007 01-Dec-2006 TN 95.00 88,350.00 1~~ 0011741955 Sep-2007 01-Dec-2006 CA 95.00 441,750.00 1 0011742821 Jun-2007 01-Dec-2006 CT 69.93 200,000.00 2 ~~0011632413~~0011649024 ~~Jul~~Oct-2007 01-Oct-2006 NVOK 8090.00 ~~215~~45,~~920~~900.00 2 ~~0011639919~~0011652206 ~~Aug~~Jul-2007 01-Oct-2006 CAGA 80.00 ~~560~~199,~~000~~600.00 2 ~~0011649024~~0011653950 ~~Oct~~Nov-2007 01-Oct-2006 OKOH 9080.00 45113,~~900~~720.00 2 ~~0011649276~~0011662041 ~~Jun~~Sep-2007 01-~~Nov~~Dec-2006 SCNJ 8580.00 ~~118~~304,~~915~~000.00 2 ~~0011652206~~0011664711 ~~Jul~~Nov-2007 01-Oct-2006 GACA 80.00 ~~199~~481,600.00 2 ~~0011662041~~0011666191 Sep-2007 01-Dec-2006 NJCA 80.00 ~~304~~296,000.00 2 ~~0011666191~~0011666882 ~~Sep~~Nov-2007 01-Dec-2006 GA 98.00 127,400.00 2 0011669652 Dec-2007 01-Nov-2006 CA 80.00 ~~296~~136,000.00 2 ~~0011672261~~0011678817 Oct-2007 01-~~Dec~~Nov-2006 CA 80.00 ~~440~~348,000.00 2 ~~0011672643~~0011679462 ~~Jun~~Nov-2007 01-Nov-2006 CAFL 80.00 ~~220~~236,000.00 2 ~~0011677434~~0011681632 ~~Aug~~Sep-2007 01-~~Oct~~Nov-2006 CAFL 80.00 ~~252~~640,000.00 2 ~~0011678817~~0011683624 Oct-2007 01-Nov-2006 CASC 8085.00 ~~348~~84,~~000~~150.00 2 ~~0011681632~~0011685157 ~~Sep~~Nov-2007 01-Nov-2006 FLNY 8090.00 ~~640~~162,000.00 2 ~~0011683624~~0011688785 ~~Oct~~Dec-2007 01-Nov-2006 SCCA 8580.00 84720,~~150~~000.00 2 0011688908 Sep-2007 01-Nov-2006 CA 80.00 440,000.00 2 0011688920 Jul-2007 01-Nov-2006 CA 80.00 248,000.00 2 0011689740 Nov-2007 01-Nov-2006 AZ 80.00 360,000.00 2 0011690090 Dec-2007 01-Nov-2006 FL 80.00 114,800.00 2 0011690437 Jul-2007 01-Dec-2006 FL 95.00 275,500.00 2 0011691446 Dec-2007 01-Dec-2006 CA 84.69 525,000.00 2 0011691536 Oct-2007 01-Nov-2006 CA 80.00 272,000.00 2 0011691737 Dec-2007 01-Nov-2006 NY 80.00 664,000.00 2 0011693263 Oct-2007 01-Nov-2006 CA 85.00 442,000.00 2 0011694305 Dec-2007 01-Nov-2006 FL 80.00 448,000.00 2 0011695118 Jul-2007 01-Nov-2006 FL 95.00 284,810.00 2 0011695562 Sep-2007 01-Nov-2006 CA 80.00 400,000.00 2 0011697179 Nov-2007 01-Nov-2006 FL 79.98 196,350.00 2 0011697240 Dec-2007 01-Dec-2006 CA 80.00 494,400.00 2 0011697689 Dec-2007 01-Dec-2006 NY 80.00 135,595.00 2 0011697939 Aug-2007 01-Nov-2006 FL 80.00 185,710.00 2 0011700192 Sep-2007 01-Dec-2006 FL 80.00 213,600.00 2 ~~0011703536~~0011700556 ~~Oct~~Dec-2007 01-Dec-2006 NJCA 9580.00 ~~418~~540,000.00 2 ~~0011703773~~0011702229 ~~Sep~~Nov-2007 01-Dec-2006 CAFL 8078.0010 ~~408~~246,000.00 2 ~~0011704013~~0011703175 ~~Sep~~Dec-2007 01-Nov-2006 CAGA 8090.00 ~~532~~198,000.00 2 ~~0011705441~~0011703536 Oct-2007 01-Dec-2006 TNNJ 95.00 ~~261~~418,~~250~~000.00 2 ~~0011705484~~0011703773 Sep-2007 01-~~Nov~~Dec-2006 FLCA 7580.00 ~~172~~408,~~500~~000.00 2 ~~0011705531~~0011704013 ~~Aug~~Sep-2007 01-~~Dec~~Nov-2006 CA 7980.9500 ~~618~~532,~~800~~000.00 2 ~~0011705853~~0011704468 ~~Oct~~Dec-2007 01-~~Nov~~Dec-2006 FLCA 80.00 ~~166,~~400,000.00 2 ~~0011705898~~0011704697 ~~Aug~~Nov-2007 01-Nov-2006 CAMA 80.00 ~~296~~157,~~000~~600.00 2 ~~0011705979~~0011705853 ~~Aug~~Oct-2007 01-~~Dec~~Nov-2006 CAFL 80.00 ~~360~~166,~~000~~400.00 2 ~~0011707226~~0011706679 ~~Aug~~Dec-2007 01-Dec-2006 CAGA 8068.0018 ~~640~~75,000.00 2 ~~0011707530~~0011707635 ~~Aug~~Dec-2007 01-~~Dec~~Nov-2006 CAVA 80.00 ~~294~~320,~~365~~000.00 2 0011708336 Jun-2007 01-Dec-2006 ME 84.43 103,000.00 2 ~~0011709023~~0011708659 ~~Jul~~Nov-2007 01-~~Dec~~Nov-2006 CTCA 8580.00 ~~245~~332,~~650~~000.00 2 0011709384 Oct-2007 01-Dec-2006 MS 95.00 73,150.00 2 0011709804 Sep-2007 01-Dec-2006 NY 80.00 384,000.00 2 ~~0011710631 Aug-2007 01-Dec-2006 NC 95.00 213,750.00 2~~ 0011710692 Oct-2007 01-Dec-2006 NY 95.00 617,500.00 2 0011710885 Sep-2007 01-Dec-2006 FL 80.00 176,000.00 2 0011711553 Sep-2007 01-Nov-2006 OK 95.00 185,250.00 2 ~~0011712613~~0011711732 ~~Aug~~Dec-2007 01-Dec-2006 CAMD 80.00 ~~264~~344,000.00 2 ~~0011713579~~0011711918 ~~Aug~~Nov-2007 01-Dec-2006 CA 80.00 ~~563~~222,~~200~~400.00 2 0011713644 Aug-2007 01-Dec-2006 FL 80.00 194,215.00 2 ~~0011713874~~0011714358 ~~Oct~~Sep-2007 01-~~Jan~~Dec-~~2007~~2006 FL 80.00 ~~286~~460,~~400~~720.00 2 ~~0011713879~~0011714367 ~~Aug~~Sep-2007 01-~~Nov~~Dec-2006 CANJ 80.00 ~~380~~339,~~000~~200.00 2 ~~0011714358~~0011714535 ~~Sep~~Dec-2007 01-Dec-2006 FLCA 80.00 ~~460~~448,~~720~~000.00 2 ~~0011714367~~0011714802 ~~Sep~~Dec-2007 01-Dec-2006 NJNV 80.00 ~~339~~203,~~200~~760.00 2 0011716047 Aug-2007 01-Dec-2006 CA 80.00 440,000.00 2 0011716071 Jun-2007 01-Dec-2006 NY 95.00 508,250.00 2 0011716152 Oct-2007 01-Dec-2006 CA 80.00 444,000.00 2 ~~0011716428 Oct-2007 01-Dec-2006 FL 80.00 170,400.00 2~~ 0011716466 Oct-2007 01-Jan-2007 NJ 80.00 320,000.00 2 0011716786 Oct-2007 01-Dec-2006 NJ 82.73 318,500.00 2 0011716791 Oct-2007 01-Dec-2006 CA 80.00 151,920.00 2 0011716872 Sep-2007 01-Dec-2006 CA 80.00 213,920.00 2 ~~0011717879~~0011717241 ~~Sep~~Dec-2007 01-Dec-2006 CA 69.87 207,500.00 2 0011717739 Dec-2007 01-Dec-2006 CA 80.00 ~~300~~540,000.00 2 ~~0011718127~~0011717879 ~~Aug~~Sep-2007 01-Dec-2006 ILCA 80.00 ~~108~~300,000.00 2 ~~0011719068~~0011718127 ~~Oct~~Aug-2007 01-Dec-2006 TXIL 80.00 108,000.00 2 0011720449 Oct-2007 01-Dec-2006 CA 80.00 543,200.00 2 0011721251 Jul-2007 01-Dec-2006 CA 80.00 432,000.00 2 0011721708 Nov-2007 01-Dec-2006 CA 80.00 631,960.00 2 0011721866 Nov-2007 01-Dec-2006 CA 90.00 544,500.00 2 0011721867 Nov-2007 01-Dec-2006 FL 80.00 184,000.00 2 0011721919 Nov-2007 01-Dec-2006 FL 80.00 233,920.00 2 0011722023 Aug-2007 01-Dec-2006 CA 80.00 268,800.00 2 0011722893 Dec-2007 01-Jan-2007 MD 90.00 77,400.00 2 0011723022 Nov-2007 01-Dec-2006 SC 95.00 68,875.00 2 0011723186 Aug-2007 01-Nov-2006 IN 80.00 106,966.00 2 0011723221 Aug-2007 01-Dec-2006 FL 80.00 265,600.00 2 0011723579 Jun-2007 01-Dec-2006 FL 80.00 239,760.00 2 0011723846 Dec-2007 01-Dec-2006 NC 90.00 536,400.00 2 0011724718 Sep-2007 01-Dec-2006 GA 80.00 420,800.00 2 ~~0011725018~~0011724841 ~~Oct~~Dec-2007 01-Dec-2006 CA 80.00 ~~476~~271,~~000~~200.00 2 ~~0011727013~~0011725147 ~~Jul~~Dec-2007 01-Dec-2006 VAFL 80.00 ~~300~~304,000.00 2 0011727446 Sep-2007 01-Nov-2006 FL 80.00 169,744.00 2 0011727935 Sep-2007 01-Dec-2006 NV 80.00 169,600.00 2 ~~0011728159~~0011728334 ~~Aug~~Sep-2007 01-Dec-2006 CAFL 80.00 ~~344~~215,~~800~~200.00 2 ~~0011728191~~0011728434 ~~Jul~~Jun-2007 01-~~Dec~~Nov-2006 CANJ 80.00 ~~228~~312,000.00 2 ~~0011728334~~0011729942 ~~Sep~~Dec-2007 01-Dec-2006 FLAZ 80.00 ~~215~~159,~~200~~600.00 2 ~~0011728434~~0011730104 ~~Jun~~Nov-2007 01-~~Nov~~Dec-2006 NJCA 80.00 ~~312~~399,~~000~~200.00 2 ~~0011730816~~0011731191 ~~Oct~~Dec-2007 01-~~Dec~~Nov-2006 CAIL 8085.00 ~~420~~110,~~400~~500.00 2 ~~0011731283~~0011731307 ~~Jul~~Oct-2007 01-Dec-2006 CA 80.00 ~~464~~272,000.00 2 ~~0011731307~~0011731563 ~~Oct~~Jul-2007 01-Dec-2006 CAFL 8083.0033 ~~272~~750,000.00 2 ~~0011731328~~0011731704 ~~Oct~~Dec-2007 01-Dec-2006 CA 80.00 ~~320~~500,000.00 2 ~~0011731563~~0011731954 ~~Jul~~Aug-2007 01-Dec-2006 FL 8380.3300 ~~750~~288,000.00 2 ~~0011731954~~0011732039 ~~Aug~~Dec-2007 01-Dec-2006 FLCA 80.00 ~~288~~322,~~000~~400.00 2 ~~0011733840~~0011733306 ~~Jul~~Dec-2007 01-Dec-2006 CAFL 80.00 ~~532~~177,~~000~~600.00 2 0011734472 Sep-2007 01-Dec-2006 MA 80.00 340,000.00 2 0011734570 Jun-2007 01-Jan-2007 NY 80.00 527,920.00 2 ~~0011735240~~0011735589 ~~Aug~~Dec-2007 01-Dec-2006 COCA 80.00 ~~520~~253,~~000~~600.00 2 0011735687 ~~Oct~~Dec-2007 01-Dec-2006 MD 80.00 339,200.00 2 0011736004 Dec-2007 01-Dec-2006 FL 80.00 380,000.00 2 0011736595 Nov-2007 01-Dec-2006 CA 80.00 232,000.00 2 0011736979 Sep-2007 01-Dec-2006 NY 80.00 461,600.00 2 ~~0011738181~~0011737240 ~~Aug~~Dec-2007 01-Dec-2006 AZCA 8580.00 ~~335~~250,~~750~~399.00 2 0011737692 Dec-2007 01-Dec-2006 CA 80.00 159,200.00 2 0011738110 Dec-2007 01-Dec-2006 CA 75.00 705,000.00 2 0011738196 Sep-2007 01-Dec-2006 CA 95.00 210,425.00 2 0011738620 Nov-2007 01-Dec-2006 VA 80.00 232,000.00 2 0011739149 Oct-2007 01-Dec-2006 WV 80.00 276,000.00 2 ~~0011740331~~0011739297 ~~Sep~~Nov-2007 01-~~Jan~~Dec-~~2007~~2006 AZGA 8090.00 76130,~~720~~500.00 2 0011740665 Sep-2007 01-Jan-2007 FL 80.00 246,250.00 2 ~~0011741328~~0011741546 ~~Sep~~Dec-2007 01-~~Dec~~Jan-~~2006~~2007 AZNC 6775.5700 ~~125~~53,~~000~~475.00 2 0011742100 Oct-2007 01-Dec-2006 IN 80.00 109,600.00 2 ~~0011743155~~0011743524 ~~Jul~~Sep-2007 01-Dec-2006 CA 9587.00 ~~484~~522,~~500~~000.00 2 ~~0011743524~~0011744765 ~~Sep~~Dec-2007 01-Dec-2006 CATX 8780.00 ~~522~~104,000.00 2 0011752365 Jul-2007 01-Jan-2007 NY 80.00 432,000.00 2 0011756211 Jul-2007 01-Jan-2007 NY 80.00 237,440.00 2 0060714148 ~~Sep~~Dec-2007 04-Sep-2006 MD 85.00 429,250.00 2 ~~0060730200~~0073220533 Oct-2007 2114-~~Sep~~Aug-2006 MINC 8090.00 84125,~~000~~910.00 2 ~~0060780580~~0073952425 ~~Jul~~Dec-2007 0201-~~Sep~~Dec-2006 INPA 9080.00 6394,~~000~~800.00 2 ~~0073220533~~0073952473 ~~Oct~~Dec-2007 14-~~Aug~~Dec-2006 NCVA 9080.00 ~~125~~115,~~910~~200.00 2 ~~0073952761~~0073952569 ~~Sep~~Nov-2007 3009-~~Nov~~Dec-2006 SCOH 9080.00 5195,~~750~~600.00 2 ~~0073952825~~0073952681 ~~Oct~~Dec-2007 01-Dec-2006 NCSC 9076.0092 ~~225~~100,000.00 2 ~~0073952857~~0073952761 Sep-2007 2530-Nov-2006 SC 90.00 51,750.00 2 0073952825 Oct-2007 01-Dec-2006 NC 8090.00 ~~136~~225,000.00 2 0073953025 Oct-2007 25-Nov-2006 SC 90.00 162,000.00 2 ~~0073953201~~0073953129 ~~Sep~~Dec-2007 0701-Dec-2006 VAGA 9080.00 ~~189~~73,~~855~~600.00 2 0073953857 Oct-2007 01-Dec-2006 NC 80.00 105,520.00 2 0073954369 Dec-2007 03-Dec-2006 GA 90.00 112,500.00 2 0073954601 Aug-2007 13-Dec-2006 SC 90.00 168,300.00 2 ~~0073955025~~0073955177 ~~Jul~~Nov-2007 1508-Dec-2006 NHVA 8590.00 ~~205~~463,~~700~~500.00 2 0073955825 Oct-2007 01-Jan-2007 PA 90.00 76,500.00 2 ~~0073955849~~0073955865 ~~Oct~~Sep-2007 1606-Dec-2006 MIOH 8880.3300 ~~238~~50,~~500~~400.00 2 ~~0073955865~~0073956225 ~~Sep~~Jun-2007 0601-~~Dec~~Jan-~~2006~~2007 OHPA 80.00 5071,~~400~~920.00 2 ~~0073956225~~0073956441 ~~Jun~~Dec-2007 01-Jan-2007 OH 80.00 105,440.00 2 0073956577 Nov-2007 01-Dec-2006 PA 80.00 71190,~~920~~400.00 2 0073956649 Nov-2007 01-Dec-2006 PA 90.00 166,500.00 2 0073956697 Sep-2007 01-Dec-2006 NY 80.00 305,280.00 2 0073956769 Jul-2007 01-Jan-2007 NY 80.00 660,000.00 2 0073956785 Jul-2007 01-Dec-2006 DE 68.65 284,900.00 2 ~~0073957241~~0073957009 ~~Aug~~Nov-2007 01-Jan-2007 PA 8084.0064 ~~128~~118,~~000~~500.00 2 ~~0073957458~~0073957241 ~~Oct~~Aug-2007 2101-~~Oct~~Jan-~~2006~~2007 INPA 80.00 54128,000.00 2 ~~0073957650 Oct-2007 08-Dec-2006 MI 85.00 65,450.00 2~~ 0073957682 Sep-2007 01-Dec-2006 IN 90.00 65,700.00 2 0073957762 Oct-2007 24-Nov-2006 IN 90.00 50,220.00 2 0073957834 Sep-2007 01-Dec-2006 IN 80.00 113,132.00 2 0073958066 ~~Oct~~Dec-2007 01-Dec-2006 IN 90.00 71,820.00 2 ~~0073958114~~0073958466 ~~Aug~~Nov-2007 0210-Dec-2006 KYOH 8090.00 59254,~~999~~700.00 2 ~~0073958226~~0073958722 ~~Jun~~Nov-2007 01-Dec-2006 INFL 90.00 71231,~~910~~300.00 2 ~~0073958506~~0073958802 ~~Oct~~Dec-2007 2101-Dec-2006 KYFL 8584.0085 72154,~~260~~000.2000 2 0073958954 Jul-2007 01-Jan-2007 FL 80.00 128,000.00 2 0073959050 Oct-2007 01-Dec-2006 FL 80.00 144,000.00 2 0073959202 Dec-2007 14-Dec-2006 FL 67.46 199,000.00 2 0073959226 Sep-2007 01-Dec-2006 FL 80.00 236,000.00 2 0073959234 Dec-2007 01-Dec-2006 FL 80.00 228,000.00 2 0073959474 Sep-2007 01-Jan-2007 FL 80.00 180,000.00 2 0073959666 Sep-2007 01-Nov-2006 OK 80.00 56,000.00 2 0073959674 Oct-2007 01-Dec-2006 IL 80.00 204,000.00 2 0073959738 Dec-2007 01-Dec-2006 MI 80.00 114,000.00 2 0073959778 Sep-2007 12-Nov-2006 IL 90.00 79,200.00 2 ~~0073960226~~0073960074 ~~Jun~~Dec-2007 0108-Dec-2006 INIL 90.00 333,000.00 2 0073960186 Dec-2007 01-Jan-2007 IL 80.00 ~~212~~200,000.00 2 0073960234 Dec-2007 01-Dec-2006 IL 90.00 234,000.00 2 0073960258 Oct-2007 01-Dec-2006 IL 85.00 399,500.00 2 0073960442 Sep-2007 01-Jan-2007 IL 90.00 319,500.00 2 0073960450 Dec-2007 01-Jan-2007 IL 83.18 183,000.00 2 0073960490 Dec-2007 01-Dec-2006 MO 90.00 225,000.00 2 0073960594 Jun-2007 01-Jan-2007 IL 80.00 296,000.00 2 0073961114 Sep-2007 01-Dec-2006 WI 90.00 130,500.00 2 ~~0073961578~~0073961250 ~~Oct~~Dec-2007 01-Jan-2007 MOWI 8590.00 ~~108~~77,~~800~~400.00 2 ~~0073961586~~0073961466 ~~Sep~~Dec-2007 01-Jan-2007 WIIN 8480.7300 ~~131~~94,~~750~~400.00 2 ~~0073961626~~0073961514 ~~Sep~~Dec-2007 0801-~~Oct~~Jan-~~2006~~2007 MIWI 9078.0036 65233,~~700~~500.00 2 ~~0073962138~~0073961786 ~~Sep~~Dec-2007 1706-Dec-2006 CTNH 8079.0074 ~~236~~185,000.00 2 ~~0073962298~~0073962018 ~~Aug~~Dec-2007 0106-Dec-2006 CACT 7077.0001 ~~332~~258,~~500~~000.00 2 ~~0073962306~~0073962026 ~~Jul~~Dec-2007 0110-Dec-2006 CARI 90.00 ~~436~~292,500.00 2 ~~0073962354~~0073962138 ~~Jul~~Sep-2007 0117-~~Jan~~Dec-~~2007~~2006 CACT 80.00 ~~172~~236,000.00 2 0073962426 Sep-2007 01-Jan-2007 CA 72.29 347,000.00 2 ~~0073962754~~0073962914 ~~Oct~~Nov-2007 0116-~~Jan~~Dec-2006 MD 82.99 341,910.00 2 0073963162 Dec-2007 16-Dec-2006 MD 8575.4700 ~~200~~271,~~000~~500.00 2 0073963474 Sep-2007 01-Dec-2006 OR 82.61 555,000.00 2 0073963538 Oct-2007 01-Jan-2007 ID 90.00 121,050.00 2 ~~0073963786~~0073963994 ~~Jul~~Oct-2007 01-Dec-2006 OR 9084.0073 ~~351~~202,~~000~~500.00 2 ~~0073963994~~0073964090 ~~Oct~~Nov-2007 01-~~Dec~~Jan-~~2006~~2007 ORMT 8469.7357 ~~202~~192,~~500~~000.00 2 0073964450 Sep-2007 01-Dec-2006 FL 80.00 188,000.00 2 0073964538 Oct-2007 01-Dec-2006 FL 90.00 247,500.00 2 0073964874 Sep-2007 06-Dec-2006 LA 90.00 198,000.00 2 0073964922 Oct-2007 01-Oct-2006 CA 80.00 216,000.00 2 ~~0073965274~~0073965058 ~~Jul~~Dec-2007 01-~~Jan~~Dec-~~2007~~2006 AZ 9073.00 ~~250~~146,~~200~~000.00 2 ~~0073965314~~0073965699 ~~Sep~~Dec-2007 01-~~Dec~~Jan-~~2006~~2007 AZFL 5780.6200 ~~147~~188,~~500~~000.00 2 ~~0073965386~~0073965963 ~~Jul~~Dec-2007 01-Dec-2006 AZMN 9080.00 ~~265~~105,~~500~~600.00 2 ~~0073965667~~0073966451 Sep-2007 01-Dec-2006 AZWI 8780.1800 ~~170~~70,~~000~~400.00 2 ~~0073965707~~0073966459 ~~Jul~~Dec-2007 01-~~Jan~~Dec-~~2007~~2006 AZIA 8090.00 ~~164~~57,~~000~~600.00 2 ~~0073965827~~0073966571 ~~Sep~~Dec-2007 01-~~Jan~~Dec-~~2007~~2006 AZCO 9080.00 ~~216~~215,~~000~~200.00 2 ~~0073966403~~0073966819 ~~Aug~~Nov-2007 01-Dec-2006 MNNM 80.00 ~~146~~197,~~200~~232.00 2 ~~0073966451~~0073966835 ~~Sep~~Nov-2007 01-~~Dec~~Jan-~~2006~~2007 WIMN 80.00 70180,~~400~~000.00 2 ~~0073966467~~0073966907 ~~Sep~~Nov-2007 01-Dec-2006 MN 8580.00 77117,~~035~~600.00 2 ~~0073966787~~0073966971 ~~Oct~~Dec-2007 01-Jan-2007 COSD 8075.00 ~~152~~66,000.00 2 0073967163 Sep-2007 01-Dec-2006 CA 80.00 272,000.00 2 ~~0073967331~~0073967347 ~~Jun~~Sep-2007 01-~~Jan~~Dec-~~2007~~2006 CA 7980.3500 ~~369~~364,000.00 2 ~~0073967347~~0073967379 ~~Sep~~Dec-2007 01-Dec-2006 CA 80.00 ~~364~~315,200.00 2 0073967387 Dec-2007 01-Dec-2006 CA 80.00 336,000.00 2 0073967475 Oct-2007 01-Jan-2007 CA 80.00 384,000.00 2 0073967771 Aug-2007 01-Dec-2006 TX 80.00 100,000.00 2 0073967811 Jul-2007 01-Jan-2007 OK 35.48 55,000.00 2 0073968347 Nov-2007 01-Jan-2007 NJ 78.55 216,000.00 2 0073968363 Sep-2007 01-Dec-2006 NJ 80.00 136,000.00 2 0073968419 Jul-2007 01-Dec-2006 NJ 90.00 306,000.00 2 0073968811 Sep-2007 01-Jan-2007 NY 89.29 400,000.00 2 0073968827 Aug-2007 01-Jan-2007 NJ 69.91 381,000.00 2 0073969267 Dec-2007 01-Dec-2006 CA 84.88 365,000.00 2 0073969331 Oct-2007 01-Jan-2007 CA 80.00 216,000.00 2 ~~0073969347~~0073969411 ~~Aug~~Dec-2007 01-Jan-2007 CA 9084.0048 ~~472~~490,~~500~~000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1 0011627835 248,478.00 01-Feb-2007 6 7.990% 12,402.99 1 0011682532 364,104.56 01-Apr-2007 4 8.245% 14,093.97 1 0011695808 116,889.01 01-Apr-2007 4 10.070% 5,591.75 1 0011699588 307,584.24 01-Feb-2007 6 7.470% 14,279.43 1 0011703290 411,528.71 01-Feb-2007 6 9.020% 23,361.08 1 0011703896 271,865.79 01-Mar-2007 5 8.675% 12,961.95 1 0011704491 258,930.86 01-Apr-2007 4 9.200% 11,259.89 1 0011711911 229,505.80 01-Feb-2007 6 8.565% 12,336.32 1 0011720841 127,921.17 01-Nov-2006 9 8.420% 6,730.22 1 0011723322 193,461.90 01-Dec-2006 8 7.245% 8,684.66 1 0011723414 273,870.39 01-Mar-2007 5 6.370% 9,368.95 1 0011730028 379,682.95 01-Jan-2007 7 8.125% 19,280.52 1 0011730861 361,800.00 01-Mar-2007 5 8.800% 17,517.15 1 0011731170 313,228.28 01-Feb-2007 6 8.990% 17,690.95 1 0011731831 248,000.00 01-Mar-2007 5 6.970% 9,359.98 1 0011735384 463,482.91 01-Feb-2007 6 5.870% 16,580.27 1 0011739167 88,207.71 01-Jan-2007 7 9.120% 5,058.83 1 0011741955 440,524.02 01-Mar-2007 5 8.995% 21,804.66 1 0011742821 199,821.92 01-Dec-2006 8 9.990% 12,615.18 2 0011632413 215,857.15 01-Nov-2006 9 8.700% 11,793.52 2 0011639919 559,774.27 01-Jan-2007 7 9.195% 32,438.42 2 0011649024 45,764.38 01-Apr-2007 4 10.995% 2,400.08 2 0011649276 118,752.45 01-Dec-2006 8 9.900% 7,425.57 2 0011652206 199,380.05 01-Dec-2006 8 8.170% 10,181.55 2 0011662041 303,335.73 01-Jan-2007 7 7.625% 14,369.35 2 0011666191 295,518.27 01-Mar-2007 5 7.600% 12,231.17 2 0011672261 439,143.89 01-Feb-2007 6 6.145% 16,504.85 2 0011672643 219,893.78 01-Nov-2006 9 8.599% 11,856.18 2 0011677434 251,589.62 01-Feb-2007 6 8.245% 12,980.81 2 0011678817 347,999.99 01-Apr-2007 4 6.970% 11,257.80 2 0011681632 639,201.03 01-Feb-2007 6 8.520% 34,152.77 2 0011683624 83,906.81 01-Apr-2007 4 10.445% 4,169.55 2 0011688908 439,824.76 01-Mar-2007 5 9.700% 23,600.67 2 0011688920 247,836.88 01-Jan-2007 7 7.320% 11,261.41 2 0011690437 275,422.72 01-Jan-2007 7 8.795% 15,225.56 2 0011691536 271,760.83 01-Mar-2007 5 7.645% 11,323.32 2 0011693263 441,823.62 01-Mar-2007 5 9.695% 23,695.04 2 0011695118 284,743.15 01-Jan-2007 7 9.990% 18,010.76 2 0011695562 399,722.89 01-Mar-2007 5 8.275% 18,124.78 2 0011697939 185,263.14 01-Jan-2007 7 8.595% 9,975.51 2 0011700192 213,505.52 01-Feb-2007 6 8.370% 11,198.56 2 0011703536 417,808.97 01-Apr-2007 4 9.350% 18,485.86 2 0011703773 407,726.74 01-Mar-2007 5 7.875% 17,535.89 2 0011704013 531,851.04 01-Feb-2007 6 6.720% 22,054.16 2 0011705441 260,394.52 01-Apr-2007 4 9.095% 11,180.91 2 0011705484 172,358.99 01-Feb-2007 6 9.945% 10,848.03 2 0011705531 617,452.41 01-Feb-2007 6 9.070% 35,224.98 2 0011705853 166,400.00 01-Apr-2007 4 7.650% 5,948.82 2 0011705898 295,550.14 01-Feb-2007 6 7.840% 14,450.34 2 0011705979 359,842.32 01-Feb-2007 6 8.395% 18,934.10 2 0011707226 639,730.73 01-Feb-2007 6 8.500% 34,109.26 2 0011707530 294,195.14 01-Feb-2007 6 7.670% 14,057.05 2 0011708336 102,854.15 01-Dec-2006 8 7.750% 4,954.59 2 0011709023 245,453.90 01-Dec-2006 8 10.500% 16,332.35 2 0011709384 72,941.04 01-Apr-2007 4 9.750% 3,371.01 2 0011709804 382,956.09 01-Mar-2007 5 9.095% 19,178.79 2 0011710631 213,559.89 01-Dec-2006 8 9.995% 13,489.62 2 0011710692 616,644.69 01-Apr-2007 4 9.600% 28,050.62 2 0011710885 175,469.66 01-Mar-2007 5 8.595% 8,275.47 2 0011711553 184,863.24 01-Feb-2007 6 10.350% 12,125.47 2 0011712613 263,752.30 01-Feb-2007 6 7.150% 11,687.43 2 0011713579 562,637.75 01-Jan-2007 7 7.500% 26,223.97 2 0011713644 194,041.88 01-Feb-2007 6 8.895% 10,853.33 2 0011713874 285,912.24 01-Apr-2007 4 7.440% 9,915.95 2 0011713879 380,000.00 01-Jan-2007 7 6.925% 16,276.72 2 0011714358 460,248.53 01-Mar-2007 5 9.195% 23,334.28 2 0011714367 338,082.40 01-Mar-2007 5 8.500% 15,757.53 2 0011716047 439,880.39 01-Feb-2007 6 9.620% 26,739.77 2 0011716071 508,011.37 01-Nov-2006 9 9.720% 31,140.73 2 0011716152 443,692.40 01-Apr-2007 4 8.275% 17,245.47 2 0011716428 170,400.00 01-Apr-2007 4 8.795% 7,067.34 2 0011716466 319,689.59 01-Apr-2007 4 9.375% 14,181.96 2 0011716786 317,532.66 01-Apr-2007 4 6.950% 10,235.73 2 0011716791 151,920.00 01-Apr-2007 4 7.570% 5,370.36 2 0011716872 213,802.67 01-Mar-2007 5 8.400% 9,850.54 2 0011717879 299,109.96 01-Feb-2007 6 7.550% 14,030.00 2 0011718127 107,765.75 01-Feb-2007 6 9.090% 6,162.31 2 0011719068 107,740.28 01-Apr-2007 4 6.870% 3,429.40 2 0011720449 542,724.12 01-Apr-2007 4 7.655% 19,411.57 2 0011721251 431,615.08 01-Jan-2007 7 6.800% 18,114.35 2 0011722023 268,488.03 01-Feb-2007 6 7.990% 13,395.98 2 0011723186 106,735.43 01-Feb-2007 6 10.200% 6,894.10 2 0011723221 265,369.46 01-Feb-2007 6 8.985% 15,002.22 2 0011723579 239,395.82 01-Dec-2006 8 7.400% 10,972.56 2 0011724718 420,707.95 01-Nov-2006 9 8.920% 23,585.84 2 0011725018 475,467.05 01-Apr-2007 4 6.995% 15,436.34 2 0011727013 299,827.07 01-Dec-2006 8 7.990% 14,950.89 2 0011727446 169,582.04 01-Mar-2007 5 10.050% 9,444.01 2 0011727935 169,489.36 01-Mar-2007 5 7.945% 7,358.81 2 0011728159 344,599.15 01-Feb-2007 6 7.645% 16,407.95 2 0011728191 227,884.86 01-Dec-2006 8 8.445% 12,055.82 2 0011728334 214,453.44 01-Mar-2007 5 7.900% 9,243.97 2 0011728434 311,632.16 01-Nov-2006 9 8.650% 16,874.08 2 0011730816 419,636.25 01-Apr-2007 4 7.100% 13,854.41 2 0011731283 463,664.05 01-Jan-2007 7 6.265% 17,804.21 2 0011731307 271,672.90 01-Apr-2007 4 6.800% 8,555.05 2 0011731328 319,508.30 01-Apr-2007 4 8.445% 12,687.42 2 0011731563 749,849.23 01-Jan-2007 7 9.645% 45,704.34 2 0011731954 287,782.33 01-Feb-2007 6 9.450% 17,162.21 2 0011733840 531,725.85 01-Jan-2007 7 7.195% 23,717.56 2 0011734472 338,621.59 01-Mar-2007 5 7.115% 13,044.71 2 0011734570 527,882.83 01-Dec-2006 8 9.500% 31,662.40 2 0011735240 519,872.23 01-Feb-2007 6 9.875% 32,486.61 2 0011735687 338,516.31 01-Apr-2007 4 7.500% 11,841.92 2 0011736979 460,848.05 01-Mar-2007 5 8.990% 22,814.79 2 0011738181 335,523.32 01-Feb-2007 6 7.250% 15,091.68 2 0011738196 210,203.21 01-Mar-2007 5 9.095% 10,534.46 2 0011739149 275,072.61 01-Apr-2007 4 8.970% 11,639.15 2 0011740331 76,510.62 01-Mar-2007 5 7.895% 3,303.52 2 0011740665 246,186.30 01-Mar-2007 5 9.745% 13,274.86 2 0011741328 124,838.07 01-Mar-2007 5 8.420% 5,764.46 2 0011742100 109,226.62 01-Mar-2007 5 7.990% 4,765.58 2 0011743155 484,126.21 01-Jan-2007 7 7.580% 22,837.96 2 0011743524 521,838.07 01-Jan-2007 7 8.535% 27,942.34 2 0011752365 431,709.26 01-Jan-2007 7 7.450% 19,977.58 2 0011756211 237,150.70 01-Jan-2007 7 8.490% 12,603.63 2 0060714148 428,636.33 04-Mar-2007 5 9.690% 22,974.17 2 0060730200 83,724.14 21-Feb-2007 6 9.840% 5,209.05 2 0060780580 62,907.47 02-Nov-2006 9 10.980% 4,387.40 2 0073220533 124,956.64 14-Apr-2007 4 9.290% 5,502.72 2 0073952761 51,677.56 31-Mar-2007 5 12.190% 3,521.91 2 0073952825 224,239.25 01-May-2007 3 8.940% 7,876.53 2 0073952857 135,401.68 25-Apr-2007 4 7.640% 4,828.35 2 0073953025 161,565.12 25-May-2007 3 10.790% 6,924.32 2 0073953201 189,310.93 07-Apr-2007 4 8.840% 7,887.25 2 0073953857 105,520.00 01-Apr-2007 4 7.990% 3,951.72 2 0073954601 168,117.05 13-Jan-2007 7 9.090% 9,608.19 2 0073955025 205,566.79 15-Feb-2007 6 8.990% 11,628.29 2 0073955825 76,391.84 01-Mar-2007 5 9.890% 4,178.46 2 0073955849 238,105.41 16-Feb-2007 6 8.990% 13,456.68 2 0073955865 50,185.89 06-Apr-2007 4 7.790% 1,827.46 2 0073956225 71,870.65 01-Jan-2007 7 7.890% 3,529.34 2 0073956697 305,280.00 01-Apr-2007 4 7.290% 10,364.28 2 0073956769 659,179.20 01-Feb-2007 6 8.390% 34,592.67 2 0073956785 284,466.34 01-Feb-2007 6 9.390% 16,827.35 2 0073957241 127,762.95 01-Feb-2007 6 6.390% 4,999.66 2 0073957458 53,493.59 21-May-2007 3 9.340% 1,979.16 2 0073957650 65,230.95 08-May-2007 3 8.990% 2,306.22 2 0073957682 65,543.29 01-Apr-2007 4 9.770% 3,034.20 2 0073957762 50,048.42 24-Apr-2007 4 8.890% 2,097.69 2 0073957834 112,655.68 01-May-2007 3 7.860% 3,449.76 2 0073958066 71,632.98 01-May-2007 3 10.190% 2,889.57 2 0073958114 59,848.68 02-Mar-2007 5 8.390% 2,750.98 2 0073958226 71,834.19 01-Jan-2007 7 9.190% 4,151.13 2 0073958506 71,985.75 21-Aug-2007 0 10.810% 1,237.20 2 0073958954 127,883.57 01-Feb-2007 6 9.890% 7,991.92 2 0073959050 143,517.47 01-May-2007 3 8.990% 5,071.07 2 0073959226 236,000.00 01-Apr-2007 4 7.340% 8,071.20 2 0073959474 180,000.00 01-May-2007 3 7.690% 5,392.50 2 0073959666 55,971.17 01-Jan-2007 7 10.190% 3,611.50 2 0073959674 203,026.34 01-Jun-2007 2 8.020% 5,083.82 2 0073959778 78,851.63 12-May-2007 3 9.740% 3,034.24 2 0073960226 211,559.84 01-Feb-2007 6 7.890% 10,396.04 2 0073960258 398,100.24 01-May-2007 3 8.890% 13,900.46 2 0073960442 317,968.42 01-Apr-2007 4 7.140% 10,534.47 2 0073960594 295,766.32 01-Jan-2007 7 7.190% 13,142.01 2 0073961114 129,837.44 01-Apr-2007 4 9.990% 6,153.19 2 0073961578 108,548.44 01-May-2007 3 9.870% 4,233.85 2 0073961586 131,369.88 01-Apr-2007 4 7.690% 4,713.98 2 0073961626 65,519.63 08-Apr-2007 4 10.690% 3,336.16 2 0073962138 235,002.39 17-May-2007 3 7.840% 7,181.91 2 0073962298 331,801.02 01-Mar-2007 5 9.240% 16,888.72 2 0073962306 436,115.80 01-Feb-2007 6 7.940% 21,607.69 2 0073962354 172,000.00 01-Feb-2007 6 6.990% 7,441.84 2 0073962426 346,667.88 01-May-2007 3 9.420% 12,879.39 2 0073962754 200,000.00 01-May-2007 3 7.890% 6,158.35 2 0073963474 554,244.19 01-Apr-2007 4 8.290% 21,589.01 2 0073963538 120,636.44 01-Jun-2007 2 8.890% 3,370.79 2 0073963786 350,526.43 01-Jan-2007 7 7.990% 17,446.87 2 0073963994 202,150.71 01-Jun-2007 2 8.590% 5,449.23 2 0073964450 187,298.86 01-Apr-2007 4 7.540% 6,580.25 2 0073964538 247,211.18 01-May-2007 3 9.380% 9,143.14 2 0073964874 195,972.14 06-Apr-2007 4 9.190% 8,517.89 2 0073964922 215,461.97 01-May-2007 3 7.790% 6,540.42 2 0073965274 250,200.00 01-Mar-2007 5 7.120% 9,661.89 2 0073965314 147,276.24 01-May-2007 3 8.490% 4,900.51 2 0073965386 265,371.48 01-Jan-2007 7 8.590% 14,295.89 2 0073965667 169,289.80 01-Apr-2007 4 7.190% 5,651.07 2 0073965707 163,709.75 01-Mar-2007 5 8.770% 7,883.55 2 0073965827 215,438.91 01-Mar-2007 5 6.750% 7,782.41 2 0073966403 145,865.31 01-Sep-2007 0 8.880% 2,037.49 2 0073966451 70,132.30 01-Apr-2007 4 7.440% 2,428.82 2 0073966467 76,834.91 01-Apr-2007 4 9.340% 3,391.54 2 0073966787 151,755.43 01-May-2007 3 7.640% 4,511.74 2 0073967163 270,838.67 01-May-2007 3 7.790% 8,214.61 2 0073967331 368,905.64 01-Jan-2007 7 8.390% 19,380.95 2 0073967347 364,000.00 01-Apr-2007 4 7.590% 12,903.78 2 0073967475 384,000.00 01-May-2007 3 7.590% 11,344.00 2 0073967771 99,846.22 01-Feb-2007 6 10.190% 6,439.64 2 0073967811 54,927.46 01-Mar-2007 5 10.070% 3,062.16 2 0073968363 135,502.99 01-Apr-2007 4 7.640% 4,828.35 2 0073968419 305,998.77 01-Feb-2007 6 8.540% 16,401.52 2 0073968811 399,944.21 01-May-2007 3 8.390% 13,148.19 2 0073968827 379,833.08 01-Apr-2007 4 7.390% 13,059.50 2 0073969331 216,000.00 01-Apr-2007 4 7.340% 7,387.20 2 0073969347 472,261.00 01-Feb-2007 6 8.440% 24,974.85

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 612 ~~Nov~~Jan-0607 0.000% Original Principal Balance 13,~~018~~374,~~920~~760.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 13,~~017~~370,~~662~~528.2108 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 1734 ~~Apr~~Jun-07 0.~~000~~010% Original Principal Balance 37,~~079~~104,~~850~~572.00 ~~May~~Jul-07 0.~~000~~180% Current Actual Balance 37,~~074~~089,~~402~~199.7925 ~~Jun~~Aug-07 0.~~010~~219% ~~Jul~~Sep-07 0.~~180~~320% ~~Aug~~Oct-07 0.~~219~~464% ~~Sep~~Nov-07 0.~~320~~720% ~~Oct~~Dec-07 01.~~464~~093% *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. 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Nov~~Jan-0607 0.000% Original Principal Balance 0.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 0.00 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 02 ~~Apr~~Jun-07 0.000% Original Principal Balance 0337,020.00 ~~May~~Jul-07 0.~~000~~199% Current Actual Balance 0336,685.0071 ~~Jun~~Aug-07 0.~~000~~204% ~~Jul~~Sep-07 0.~~199~~208% ~~Aug~~Oct-07 0.~~204~~000% ~~Sep~~Nov-07 0.~~208~~826% ~~Oct~~Dec-07 0.~~000~~832% *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. 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 411 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~875~~3,~~920~~234,760.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~874~~3,~~842~~230,834.3953 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 1426 ~~Apr~~Jun-07 0.~~000~~010% Original Principal Balance 26,~~868~~100,~~850~~832.00 ~~May~~Jul-07 0.~~000~~179% Current Actual Balance 26,~~863~~089,~~900~~082.1627 ~~Jun~~Aug-07 0.~~010~~220% ~~Jul~~Sep-07 0.~~179~~328% ~~Aug~~Oct-07 0.~~220~~495% ~~Sep~~Nov-07 0.~~328~~713% ~~Oct~~Dec-07 01.~~495~~111% *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 1 0011627835 Nov-2007 01-Oct-2006 AZ 78.44 248,670.00 1 0011739167 Nov-2007 01-Dec-2006 TN 95.00 88,350.00 2 0011637085 Sep-2007 01-Sep-2006 MN 95.00 180,500.00 2 ~~0011685157~~0011639919 ~~Sep~~Dec-2007 01-~~Nov~~Oct-2006 NYCA 9080.00 ~~162~~560,000.00 2 ~~0011705447~~0011639920 ~~Sep~~Dec-2007 01-~~Dec~~Oct-2006 TNCA 8920.2900 ~~125~~140,000.00 2 ~~0011706679~~0011649276 ~~Aug~~Dec-2007 01-Nov-2006 SC 85.00 118,915.00 2 0011672261 Nov-2007 01-Dec-2006 GACA 6880.1800 75440,000.00 2 ~~0011707677~~0011672263 ~~Jun~~Nov-2007 01-Dec-2006 INCA 8520.00 68110,000.00 2 ~~0011719106~~0011687078 ~~Sep~~Nov-2007 01-Dec-2006 VATN 8095.00 ~~732~~284,~~000~~287.00 2 ~~0011721919~~0011705447 ~~Oct~~Dec-2007 01-Dec-2006 TN 89.29 125,000.00 2 0011705484 Nov-2007 01-Nov-2006 FL 8075.00 ~~233~~172,~~920~~500.00 2 ~~0011724056~~0011707677 ~~Jul~~Jun-2007 01-Dec-2006 RIIN 8885.5000 ~~265~~68,~~500~~000.00 2 ~~0011724930~~0011710631 ~~Oct~~Nov-2007 01-Dec-2006 CANC 95.00 213,750.00 2 0011719106 Dec-2007 01-Dec-2006 VA 80.00 ~~332~~732,000.00 2 ~~0011724932~~0011731328 ~~Oct~~Dec-2007 01-Dec-2006 CA 2080.00 83320,000.00 2 0011732134 Dec-2007 01-Dec-2006 MN 94.74 346,750.00 2 0011742887 Oct-2007 01-Dec-2006 LA 20.00 60,000.00 2 0073952705 Oct-2007 16-Nov-2006 GA 91.71 188,000.00 2 0073952817 Dec-2007 11-Nov-2006 TN 80.00 109,600.00 2 0073952889 Jul-2007 05-Nov-2006 TN 80.00 80,876.00 2 0073952993 Sep-2007 19-Nov-2006 GA 90.00 144,900.00 2 0073953201 Nov-2007 07-Dec-2006 VA 90.00 189,855.00 2 0073954145 Nov-2007 30-Nov-2006 TN 80.00 160,720.00 2 0073956129 Oct-2007 01-Jan-2007 OH 84.14 122,000.00 2 0073958170 Nov-2007 03-Dec-2006 OH 80.00 128,000.00 2 0073960226 Dec-2007 01-Dec-2006 IN 80.00 212,000.00 2 0073961586 Nov-2007 01-Jan-2007 WI 84.73 131,750.00 2 0073961626 Nov-2007 08-Oct-2006 MI 90.00 65,700.00 2 0073963026 Dec-2007 01-Dec-2006 MD 90.00 85,995.00 2 0073966787 Dec-2007 01-Jan-2007 CO 80.00 152,000.00 2 0073966875 Sep-2007 01-Dec-2006 MN 80.00 91,914.00 2 0073967307 Aug-2007 01-Jan-2007 CA 80.00 135,240.00 2 0073968291 Nov-2007 01-Dec-2006 NJ 80.00 424,800.00 2 0073969347 Dec-2007 01-Jan-2007 CA 90.00 472,500.00

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 1 0011627835 248,478.00 01-Mar-2007 7 7.990% 13,950.76 1 0011739167 88,207.71 01-Feb-2007 8 9.120% 6,320.02 2 0011637085 179,~~888~~707.9594 01-~~Feb~~May-2007 65 9.695% 119,~~012~~624.4815 2 ~~0011685157~~0011639919 ~~161~~559,~~456~~774.3427 01-Feb-2007 6 8 9.~~295~~195% 40,544.63 2 0011639920 139,693.55 01-Feb-2007 8 11.000% 12,~~375~~206.7220 2 ~~0011705447~~0011649276 ~~124~~118,~~940~~752.0345 01-Jan-2007 79 9.~~990~~900% 9,277.53 2 0011672261 439,143.89 01-Mar-2007 7 6.145% 18,~~899~~555.8111 2 ~~0011706679~~0011672263 74109,~~979~~675.5532 01-~~Dec~~Jul-~~2006~~2007 83 10.~~500~~990% 4,~~995~~790.3800 2 ~~0011707677~~0011687078 67282,~~682~~901.8157 01-~~Aug~~Jul-2007 03 108.~~400~~595% 19,~~117~~529.5187 2 ~~0011719106~~0011705447 ~~731~~124,~~277~~940.0503 01-~~Dec~~Feb-~~2006~~2007 8 9.~~500~~990% 439,~~773~~873.2512 2 ~~0011721919~~0011705484 ~~233~~172,~~873~~358.9899 01-~~Jan~~Mar-2007 7 9.~~700~~945% 1412,~~340~~201.7713 2 ~~0011724056~~0011707677 ~~264~~67,~~614~~652.4645 01-~~Aug~~Nov-2007 0 710.~~570~~400% 31,~~118~~116.5851 2 ~~0011724930~~0011710631 ~~331~~213,~~802~~559.1589 01-~~Dec~~Jan-~~2006~~2007 89 79.~~875~~995% 16,~~290~~854.5321 2 ~~0011724932~~0011719106 82731,~~943~~277.6905 01-~~Dec~~Jan-~~2006~~2007 89 119.~~250~~500% 54,688.49 2 0011731328 319,508.30 01-May-2007 5 8.445% 14,~~934~~796.6206 2 0011732134 346,201.47 01-Jul-2007 3 9.350% 12,760.91 2 0011742887 59,876.13 01-~~May~~Jun-2007 34 12.000% 23,~~868~~440.1618 2 0073952705 187,578.58 16-Apr-2007 46 10.890% 912,~~738~~980.9818 2 0073952817 109,157.23 11-Jul-2007 3 10.390% 4,496.19 2 0073952889 80,~~644~~596.2284 05-~~Mar~~Apr-2007 56 8.840% 34,~~918~~474.6948 2 0073952993 144,610.86 19-Feb-2007 68 9.490% 10,813.52 2 0073953201 189,199.70 07-May-2007 5 8.840% 9,~~655~~193.2654 2 0073954145 159,721.13 30-Jul-2007 3 7.990% 4,981.03 2 0073956129 121,~~587~~377.6896 01-~~Apr~~Jun-2007 4 6.890% 3,~~876~~869.3050 2 0073958170 126,812.69 03-Oct-2007 0 7.990% 1,583.62 2 0073960226 211,559.84 01-Feb-2007 8 7.890% 12,985.83 2 0073961586 131,273.32 01-May-2007 5 7.690% 5,493.46 2 0073961626 65,519.63 08-Apr-2007 6 10.690% 4,446.36 2 0073963026 85,647.46 01-Jun-2007 4 8.840% 3,566.12 2 0073966787 151,755.43 01-May-2007 5 7.640% 6,314.32 2 0073966875 91,626.94 01-Apr-2007 46 8.420% 34,~~622~~826.5791 2 0073967307 135,019.37 01-Feb-2007 68 7.040% 57,~~869~~330.0522 2 0073968291 423,772.26 01-Sep-2007 1 8.690% 8,674.54 2 0073969347 472,261.00 01-Feb-2007 8 8.440% 31,210.49

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 1 0 0.00 0.00 0.000% 2 914 ~~823~~1,~~055~~728,209.7116 ~~754~~972,~~318~~314.6473 0.~~743~~843% Total 914 ~~823~~1,~~055~~728,209.7116 ~~754~~972,~~318~~314.6473 0.~~114~~150%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term 2 ~~0011659340~~0011631368 21293,~~800~~250.00 128.945% CO 84.63 360 2 0011666072 568,000.00 8.745% GAVA 80.00 360 2 0011677435 63,000.00 10.750% CA 20.00 360 2 ~~0011680451~~0011705978 9290,000.00 10.750% CA 20.00 360 2 ~~0011701500~~0011707220 ~~119~~120,~~600~~000.00 11.250% CA 15.00 360 2 0011707529 73,592.00 11.250% CA 20.00 360 2 ~~0011702310~~0011709720 ~~156~~182,~~750~~000.00 98.~~845~~570% CO 9580.00 360 2 ~~0011714489~~0011713874 ~~105~~286,400.00 7.440% FL 80.00 360 2 0011713876 71,600.00 12.250% FL 20.00 360 2 0011724932 83,000.00 1011.~~990~~250% CA 20.00 360 2 ~~0011715761~~0011726075 ~~124~~97,~~000~~600.00 1011.~~625~~250% FLCA 20.00 360 2 ~~0011726405~~0011730030 9095,000.00 10.990% CA 20.00 360 2 ~~0011727014~~0011732344 75342,~~000~~900.00 117.~~700~~600% VA 2090.00 360 2 ~~0011731746~~0073953393 39274,~~980~~500.00 129.~~875~~970% AZNC 2090.00 360

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) 2 ~~0011659340~~0011631368 21293,~~754~~146.9914 2388,~~038~~387.89 88,387.89 232 0011666072 0.00 1,~~038~~634.49 204,845.88 2 ~~0011680451~~0011677435 9162,~~859~~829.6046 67,539.08 67,539.08 2 0011705978 89,862.65 97,~~581~~400.9290 97,~~581~~400.9290 2 ~~0011701500~~0011707220 119,~~222~~835.6367 ~~121~~130,~~308~~491.6705 ~~121~~130,~~308~~491.6705 2 ~~0011702310~~0011707529 ~~156~~73,~~644~~491.8122 5379,~~562~~665.3705 5379,~~562~~665.3705 2 ~~0011714489~~0011709720 ~~104~~181,~~924~~911.6039 ~~111~~16,~~475~~456.6610 ~~111~~16,~~475~~456.6610 2 ~~0011715761~~0011713874 ~~123~~285,~~952~~912.0424 ~~131~~44,~~360~~736.8377 ~~131~~44,~~360~~736.8377 2 ~~0011726405~~0011713876 8971,~~935~~501.3914 9576,~~701~~757.1168 9576,~~701~~757.1168 2 ~~0011727014~~0011724932 7482,~~810~~943.1869 7790,~~208~~675.4633 7790,~~208~~675.4633 2 ~~0011731746~~0011726075 3997,~~951~~466.4733 43105,~~080~~691.7403 43105,~~080~~691.7403 2 0011730030 94,897.22 103,118.16 103,118.16 2 0011732344 0.00 2,077.00 197,270.79 2 0073953393 274,412.01 67,684.20 67,684.20

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~123~~263% Current Month 713.~~377~~047% 3 Month Average 0.~~048~~186% 3 Month Average 29.~~969~~946% 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. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.020% N/A Jul-2007 1.776% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.023% N/A Sep-2007 1.529% N/A Oct-2007 0.123% N/A Oct-2007 7.377% N/A Nov-2007 0.173% N/A Nov-2007 9.414% N/A Dec-2007 0.263% N/A Dec-2007 13.047% 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 13.~~463~~110% Current Month 95(Cumulative) 67.~~119~~295% 3 Month Average 02.~~579~~209% 3 Month Average ~~101~~(Cumulative) 79.~~177~~375% 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. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 ~~N/A~~0.000% N/A May-2007 0.000% N/A May-2007 ~~N/A~~0.000% N/A Jun-2007 0.000% N/A Jun-2007 ~~N/A~~0.000% N/A Jul-2007 0.246% N/A Jul-2007 103.637% N/A Aug-2007 0.000% N/A Aug-2007 103.637% N/A Sep-2007 0.273% N/A Sep-2007 104.777% N/A Oct-2007 1.463% N/A Oct-2007 95.119% N/A Nov-2007 2.055% N/A Nov-2007 75.711% N/A Dec-2007 3.110% N/A Dec-2007 67.295% 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. 1 ~~- No Realized Loss Information to report this period. 2~~ MDR SDA Current Month 0.~~131~~000% Current Month 70.~~887~~000% 3 Month Average 0.~~052~~038% 3 Month Average 32.~~175~~032% 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. ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~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 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.000% N/A Oct-2007 0.000% N/A Nov-2007 0.114% N/A Nov-2007 6.096% N/A Dec-~~2006~~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 Loss Severity Current Month 0.000% Current Month (Cumulative) 107.818% 3 Month Average 0.455% 3 Month Average (Cumulative) 71.878% 12 Month Average 0.000% 12 Month Average (Cumulative) N/A CDR: Current vs. 12mo Average* Loss Severity: Curr Month(Cum) vs. 12mo Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.~~022~~000% N/A Jul-2007 10.~~903~~000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.~~024~~000% N/A Sep-2007 10.~~637~~000% N/A Oct-2007 0.~~131~~000% N/A Oct-2007 70.~~887~~000% N/A Nov-2007 1.364% N/A Nov-2007 107.818% N/A Dec-2007 0.000% N/A Dec-2007 107.818% 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~~2 ~~Cumulative~~MDR ~~Loss~~SDA ~~Severity~~ Current Month 10.~~561~~280% Current Month ~~139~~13.~~231~~920% 3 Month Average 0.~~618~~196% 3 Month Average ~~115~~10.~~882~~484% 12 Month Average 0.000% 12 Month Average 0.000% ~~CDR~~MDR: Current vs. 12mo Average* ~~Cumulative Loss Severity~~SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~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 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.022% N/A Jul-2007 1.903% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.024% N/A Sep-2007 1.637% N/A Oct-2007 0.131% N/A Oct-2007 7.887% N/A Nov-2007 0.177% N/A Nov-2007 9.644% N/A Dec-~~2006~~2007 0.280% N/A Dec-2007 13.920% 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 Loss Severity Current Month 3.313% Current Month (Cumulative) 66.798% 3 Month Average 2.325% 3 Month Average (Cumulative) 78.976% 12 Month Average 0.000% 12 Month Average (Cumulative) N/A CDR: Current vs. 12mo Average* Loss Severity: Curr Month(Cum) vs. 12mo Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.263% N/A Jul-2007 103.637% N/A Aug-2007 0.000% N/A Aug-2007 103.637% N/A Sep-2007 0.291% N/A Sep-2007 104.777% N/A Oct-2007 1.561% N/A Oct-2007 3495.~~194~~119% N/A Nov-2007 2.102% N/A Nov-2007 75.011% N/A Dec-2007 3.313% N/A Dec-2007 66.798% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): ~~sum~~Sum(Beg Scheduled Balance of Liquidated Loans) / ~~sum~~Sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (All Realized Losses) / Sum (~~Ending~~ Actual Liquidated Balance for loans that have experienced a loss). 3 Month Average and 12 Month Average will not have values until the 3rd and 12th month respectively.

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance 1 2 ~~265~~283,~~700~~150.00 ~~263~~280,~~766~~907.3250 0 0.00 0.00 2 3233 5,~~662~~643,~~217~~179.00 5,~~508~~613,~~992~~861.7661 0 0.00 0.00 Total 3435 5,~~927~~926,~~917~~329.00 5,~~772~~894,~~759~~769.0811 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 1 0 0.00 0.00 0 0.00 0.00 21,~~499~~101.5964 2 0 0.00 0.00 912 ~~824~~1,~~130~~729,942.00 ~~821~~1,~~397~~724,369.6734 (37,~~644~~102.~~49)~~90 Total 0 0.00 0.00 912 ~~824~~1,~~130~~729,942.00 ~~821~~1,~~397~~724,369.6734 (18,~~144~~204.~~90)~~54

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 ~~0011660570~~0011714128 FLDE 8055.0085 01-~~Nov~~Dec-2006 ~~214~~148,~~400~~000.00 ~~212~~148,~~547~~000.4200 1 ~~0011722616~~0011723943 LANY 9585.00 01-Dec-2006 51135,~~300~~150.00 51132,~~218~~907.9050 2 ~~0011659340~~0011631368 GACO 84.63 01-Nov-2006 293,250.00 292,900.85 2 0011677435 CA 20.00 01-Oct-2006 2163,~~800~~000.00 2162,~~720~~647.8794 2 ~~0011660573~~0011697947 FLNY 2094.0090 01-Nov-2006 53186,~~600~~000.00 53185,~~335~~515.0391 2 ~~0011680451~~0011705978 CA 20.00 01-~~Nov~~Dec-2006 9290,000.00 9189,~~601~~572.5281 2 ~~0011688119~~0011707220 ILCA 9515.00 01-~~Nov~~Dec-2006 ~~211~~120,~~517~~000.00 ~~211~~119,~~054~~488.9103 2 ~~0011688501~~0011707529 FLCA 6920.2400 01-~~Nov~~Dec-2006 ~~339~~73,~~300~~592.00 ~~338~~73,~~689~~278.3601 2 ~~0011690309~~0011709720 LACO 6780.4100 01-Dec-2006 91182,000.00 90181,~~530~~448.7893 2 ~~0011701500~~0011713874 CAFL 80.00 01-Jan-2007 286,400.00 285,306.69 2 0011713876 FL 20.00 01-~~Dec~~Jan-~~2006~~2007 ~~119~~71,600.00 ~~119~~71,~~178~~375.7169 2 ~~0011702310~~0011724932 COCA 9520.00 01-Dec-2006 ~~156~~83,~~750~~000.00 ~~156~~82,~~480~~645.4381 2 ~~0011706052~~0011726075 NJCA 9520.00 01-Dec-2006 ~~525~~97,~~350~~600.00 ~~398~~97,~~598~~183.8057 2 ~~0011714489~~0011730030 CA 20.00 01-Dec-2006 ~~105~~95,000.00 ~~104~~94,~~608~~571.8945 2 ~~0011715761~~0011741425 FLIL 2071.0086 01-Dec-2006 ~~124~~120,000.00 ~~123~~119,~~500~~240.8073 2 ~~0011722604~~0011742615 NYMD 8095.00 01-Dec-2006 327,750.00 327,306.10 2 0011751149 CA 20.00 01-Jan-2007 ~~268~~49,000.00 ~~267~~48,~~288~~778.3825 2 ~~0011726405~~0011751152 CA 2080.00 01-~~Dec~~Jan-~~2006~~2007 90196,000.00 89195,~~664~~586.8370 2 ~~0011727014~~0073952721 VA 2080.00 01-~~Dec~~Nov-2006 75164,000.00 74164,~~760~~000.3800 2 ~~0011731746~~0073953161 AZNC 2080.00 01-Dec-2006 39127,~~980~~564.00 39126,~~881~~166.2483 2 ~~0011742539~~0073953393 MDNC 8390.0600 01-Dec-2006 ~~299~~274,~~000~~500.00 ~~298~~273,~~571~~901.3617 2 ~~0073952201~~0073953793 VA 80.00 3001-~~Oct~~Dec-2006 ~~188~~119,~~000~~760.00 ~~186~~118,~~936~~691.9466 2 ~~0073952481~~0073954377 MANC 8089.0089 1001-Dec-2006 ~~184~~249,~~800~~000.00 ~~183~~246,~~315~~969.6483 2 ~~0073953777~~0073954505 VANC 8090.00 01-Jan-2007 207,000.00 207,000.01 2 0073954585 SC 80.00 03-Dec-2006 ~~128~~188,~~800~~720.00 ~~127~~187,~~949~~143.2568 2 ~~0073955393~~0073955353 NCTN 8580.00 1516-Dec-2006 ~~151~~105,~~300~~600.00 ~~150~~104,~~797~~502.2104 2 ~~0073955657~~0073956121 GAMI ~~51.~~80.00 0102-Dec-2006 ~~259~~212,000.00 ~~256~~210,~~813~~328.9532 2 ~~0073956033~~0073956361 MIMD 8090.00 01-Jan-2007 ~~118~~158,400.00 ~~117~~157,~~904~~301.2220 2 ~~0073957538~~0073956929 INPA 4790.0600 01-~~Dec~~Jan-~~2006~~2007 80153,000.00 77151,~~737~~920.8713 2 ~~0073958098~~0073957121 OHPA 8061.0010 2901-~~Nov~~Jan-~~2006~~2007 7150,~~200~~100.00 7049,~~731~~655.5504 2 ~~0073958138~~0073957426 OHMI 8580.00 0119-~~Dec~~Nov-2006 7383,~~950~~200.00 7382,~~255~~486.3973 2 ~~0073958162~~0073957826 MI 9058.00 0129-~~Jan~~Nov-~~2007~~2006 ~~183~~107,~~600~~300.00 ~~182~~106,~~449~~492.2393 2 ~~0073958322~~0073958618 MDIN 90.00 1327-Dec-2006 ~~319~~108,~~500~~000.00 ~~317~~107,~~251~~082.9187 2 ~~0073959618~~0073958938 ILFL 8059.0086 0123-Nov-2006 68115,~~800~~000.00 68113,~~440~~997.0232 2 ~~0073960706~~0073959410 ILFL 8990.7400 01-Jan-2007 ~~175~~360,000.00 ~~175~~360,000.00 2 ~~0073960882~~0073960042 ARWI 5974.3076 0108-~~Jan~~Dec-~~2007~~2006 ~~102~~157,000.00 ~~101~~156,~~249~~410.9117 2 ~~0073961506~~0073960386 WIMO 8653.8481 01-Jan-2007 ~~165~~56,~~000~~500.00 ~~163~~56,~~965~~050.8502 2 ~~0073961666~~0073960962 CTIL 7280.6700 01-Dec-2006 ~~109~~160,000.00 ~~108,~~158,689.1614 2 ~~0073962466~~0073961194 FLIL 80.00 01-~~Dec~~Jan-~~2006~~2007 84204,~~800~~000.00 82202,~~918~~199.0824 2 ~~0073963074~~0073962706 MD 8564.0052 2001-~~Dec~~Jan-~~2006~~2007 ~~131~~200,~~750~~000.00 ~~130~~198,~~770~~826.3034 2 ~~0073963090~~0073962762 MDWV 7580.00 01-~~Jan~~Dec-~~2007~~2006 ~~264~~60,000.00 ~~262~~59,~~426~~563.3717 2 ~~0073963234~~0073962770 MD 7760.3292 1501-Dec-2006 ~~225~~252,~~000~~800.00 ~~223~~250,~~377~~697.8302 2 ~~0073965979~~0073964146 IAAK 8085.00 0113-Dec-2006 ~~116~~146,~~000~~625.00 ~~115~~145,~~185~~728.1922 2 ~~0073966099~~0073964570 WIFL 9080.00 01-Jan-2007 ~~152~~136,~~550~~800.00 ~~152~~136,~~289~~800.5300 2 ~~0073967659~~0073967299 TXCA 7369.0434 01-~~Dec~~Jan-~~2006~~2007 84475,000.00 83472,~~540~~859.5384 2 ~~0073968619~~0073967563 NJOK 7680.3400 01-Dec-2006 ~~200~~142,~~000~~560.00 ~~199~~141,~~416~~450.1428 2 ~~0073968843~~0073968851 NJ 7073.0099 0106-~~Jan~~Dec-~~2007~~2006 ~~238~~264,~~000~~500.00 ~~236~~261,~~771~~992.5096

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 ~~0011660570~~0011714128 Loan Paid in Full 0 76.~~370~~900% 360 1112 1 ~~0011722616~~0011723943 Loan Paid in Full 0 109.~~125~~270% 360 1012 2 ~~0011659340~~0011631368 Liquidation 37 128.~~000~~945% 360 1213 2 ~~0011660573~~0011677435 Liquidation 5 10.750% 360 14 2 0011697947 Loan Paid in Full 0 109.~~125~~375% 360 1113 2 ~~0011680451~~0011705978 Liquidation 56 10.750% 360 1112 2 ~~0011688119~~0011707220 ~~Loan~~Liquidation ~~Paid~~6 in11.250% ~~Full~~360 012 92 0011707529 Liquidation 6 11.~~375~~250% 360 1112 2 ~~0011688501~~0011709720 ~~Loan~~Liquidation ~~Paid~~8 in8.570% ~~Full~~360 012 2 0011713874 Liquidation 4 7.~~420~~440% 360 11 2 ~~0011690309~~0011713876 ~~Loan~~Liquidation ~~Paid~~4 in12.250% ~~Full~~360 011 92 0011724932 Liquidation 8 11.~~445~~250% 360 1012 2 ~~0011701500~~0011726075 Liquidation 06 11.250% 360 1012 2 ~~0011702310~~0011730030 Liquidation 47 910.~~845~~990% 360 1012 2 ~~0011706052~~0011741425 Loan Paid in Full 0 89.~~900~~375% 360 1012 2 ~~0011714489~~0011742615 ~~Liquidation~~Loan 6Paid 10in Full 0 8.~~990~~390% 360 1012 2 ~~0011715761~~0011751149 ~~Liquidation~~Loan 7Paid 10in Full 0 11.~~625~~125% 360 1011 2 ~~0011722604~~0011751152 Loan Paid in Full 0 79.~~990~~495% 360 911 2 ~~0011726405~~0073952721 ~~Liquidation~~Loan 6Paid 10in Full 3 8.~~990~~040% 360 1013 2 ~~0011727014~~0073953161 ~~Liquidation~~Loan Paid in Full 0 117.~~700~~040% 360 1012 2 ~~0011731746~~0073953393 Liquidation 58 129.~~875~~970% 360 1012 2 ~~0011742539~~0073953793 Loan Paid in Full 0 8.~~165~~090% 360 1012 2 ~~0073952201~~0073954377 Loan Paid in Full 0 68.~~340~~540% 360 1112 2 ~~0073952481~~0073954505 Loan Paid in Full 0 76.~~240~~890% 360 1011 2 ~~0073953777~~0073954585 Loan Paid in Full 0 8.~~720~~240% 360 1012 2 ~~0073955393~~0073955353 Loan Paid in Full 0 78.~~590~~040% 360 1012 2 ~~0073955657~~0073956121 Loan Paid in Full 0 78.~~490~~290% 360 1012 2 ~~0073956033~~0073956361 Loan Paid in Full 0 108.~~440~~930% 360 911 2 ~~0073957538~~0073956929 Loan Paid in Full ~~(1)~~0 78.~~590~~840% 360 1011 2 ~~0073958098~~0073957121 Loan Paid in Full 0 87.~~740~~690% 360 1011 2 ~~0073958138~~0073957426 Loan Paid in Full 0 68.~~940~~290% 360 1012 2 ~~0073958162~~0073957826 Loan Paid in Full 0 8.~~490~~940% 360 912 2 ~~0073958322~~0073958618 Loan Paid in Full 0 87.~~440~~940% 360 1011 2 ~~0073959618~~0073958938 Loan Paid in Full 0 108.~~290~~200% 360 1112 2 ~~0073960706~~0073959410 Loan Paid in Full 0 78.~~140~~390% 360 911 2 ~~0073960882~~0073960042 Loan Paid in Full 02 7.~~690~~920% 360 912 2 ~~0073961506~~0073960386 Loan Paid in Full 0 8.~~490~~240% 360 911 2 ~~0073961666~~0073960962 Loan Paid in Full 0 78.~~940~~520% 360 1012 2 ~~0073962466~~0073961194 Loan Paid in Full 0(1) 7.~~240~~740% 360 1011 2 ~~0073963074~~0073962706 Loan Paid in Full 03 79.~~640~~740% 360 911 2 ~~0073963090~~0073962762 Loan Paid in Full 0(1) 89.~~740~~100% 360 912 2 ~~0073963234~~0073962770 Loan Paid in Full 0 78.~~790~~440% 360 1012 2 ~~0073965979~~0073964146 Loan Paid in Full 0 89.540% 360 1012 2 ~~0073966099~~0073964570 Loan Paid in Full 0 98.~~870~~720% 360 911 2 ~~0073967659~~0073967299 Loan Paid in Full 0 97.~~640~~510% 360 1011 2 ~~0073968619~~0073967563 Loan Paid in Full 0 8.~~390~~770% 360 1012 2 ~~0073968843~~0073968851 Loan Paid in Full 0 97.~~440~~370% 360 912

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived 1 21 ~~263~~148,~~766~~000.3200 74,~~276~~084.7980 0.00 2 3114 2,~~139~~109,~~312~~583.3329 9884,~~801~~486.1580 0.00 Total 3315 2,~~403~~257,~~078~~583.6529 ~~106~~88,~~077~~571.9460 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 1 ~~0011660570~~0011714128 0911/2530/2007 ~~212~~148,~~547~~000.~~42 6,252.24 0.~~00 ~~1 0011722616 09/25/2007 51~~4,~~218~~084.9080 ~~1,024.55~~ 0.00 2 ~~0011660573~~0073953793 0911/~~25/2007 53,335.03 2,157.39 0.00 2 0011688501 09/~~30/2007 ~~338~~118,~~689~~777.3619 ~~10,049.87 0.00~~ 2 ~~0011690309 09/30/2007 90~~,~~530~~375.7854 ~~1,811.59~~ 0.00 2 ~~0073952201~~0073955353 0911/3027/2007 ~~187~~104,~~028~~579.~~12 3,740.56 0.00 2 0073952561 08/~~17~~/2007~~ ~~0.00 7~~5,~~137~~280.00 0.00 2 ~~0073952641~~0073956121 0811/3121/2007 ~~0.00 1~~210,~~733~~472.0096 ~~0.00~~ 2 ~~0073952985 08/31/2007 0.00 3~~,~~096~~103.~~00 0.00 2 0073953777 09/26/2007 128,029.42 2,562.18 0.00 2 0073955185 08/31/2007 0.00 1,170.00 0.00 2 0073955225 08/~~28~~/2007~~ 0.00 2~~,542.00~~ ~~0.00~~0073956361 ~~2 0073955393 09~~11/30/2007 ~~150~~157,~~848~~396.8347 17,~~508~~920.~~48 0.~~00 ~~2 0073955881 08/31/2007~~ 0.00 ~~900.00 0.00~~ 2 ~~0073956033~~0073957121 0911/2630/2007 ~~117~~49,~~955~~693.7544 ~~1,180.06 0.00~~ 2 ~~0073956617 08/20/2007 0.00 2~~,~~500~~505.00 0.00 2 ~~0073956985~~0073957426 0811/28/2007 082,543.0089 4,~~250~~160.00 0.00 2 ~~0073957538~~0073957826 1011/0123/2007 77106,~~810~~557.0381 15,~~600~~365.00 0.00 2 ~~0073958098~~0073958618 0911/2530/2007 70107,~~775~~161.7078 ~~712.00 0.00 2 0073958138 09/25/2007 73~~5,~~320~~400.~~37 739.50 0.~~00 ~~2 0073958162 09/18/2007 182,567.99 1,826.85~~ 0.00 2 ~~0073959690~~0073958938 0811/~~21/2007 0.00 2,789.00 0.00 2 0073960882 09/24/2007 101,327.09 3,039.81 0.00 2 0073961554 08/31/2007 0.00 2,260.00 0.00 2 0073961666 09/~~30/2007 ~~108~~114,~~237~~077.2471 5,~~450~~750.00 0.00 2 ~~0073962338~~0073960386 0811/29/2007 056,088.0095 72,~~884~~825.00 0.00 2 ~~0073962466~~0073962770 0911/3028/2007 82250,~~995~~865.2668 412,~~240~~640.00 0.00 2 ~~0073962482~~0073964570 0811/3116/2007 0136,800.00 96,~~235~~840.00 0.00 2 ~~0073962898~~0073967299 0811/~~21/2007 0.00 998.00 0.00 2 0073963234 09/20/2007 223,544.81 1,928.60 0.00 2 0073966099 09/~~30/2007 ~~152~~473,~~316~~028.5582 114,~~976~~194.2698 0.00 2 ~~0073967467~~0073967563 0811/2821/2007 ~~0.00 3~~141,~~434~~539.0042 ~~0.00 2 0073968179 08/17/2007 0.00 4~~7,~~350~~128.00 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 01.~~985~~163% Current Month 1113.~~203~~098% Current Month ~~564~~549.~~898~~513% 3 Month Average 01.~~998~~031% 3 Month Average 11.~~326~~689% 3 Month Average ~~646~~535.~~548~~879% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 6.175% N/A Apr-2007 788.266% N/A May-2007 9.938% N/A May-2007 1,010.389% N/A Jun-2007 12.868% N/A Jun-2007 1,087.369% N/A Jul-2007 13.006% N/A Jul-2007 940.370% N/A Aug-2007 13.753% N/A Aug-2007 868.866% N/A Sep-2007 9.021% N/A Sep-2007 505.881% N/A Oct-2007 11.203% N/A Oct-2007 564.898% N/A Nov-2007 10.768% N/A Nov-2007 493.226% N/A Dec-2007 13.098% N/A Dec-2007 549.513% 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. 1 SMM CPR PSA Current Month 0.~~628~~692% Current Month 7.~~278~~998% Current Month ~~357~~328.~~378~~044% 3 Month Average 1.~~583~~533% 3 Month Average 1716.~~154~~083% 3 Month Average ~~973~~719.~~603~~609% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 0.001% N/A Apr-2007 0.114% N/A May-2007 17.265% N/A May-2007 1,668.805% N/A Jun-2007 8.134% N/A Jun-2007 658.457% N/A Jul-2007 7.525% N/A Jul-2007 524.161% N/A Aug-2007 23.620% N/A Aug-2007 1,444.306% N/A Sep-2007 20.562% N/A Sep-2007 1,119.123% N/A Oct-2007 7.278% N/A Oct-2007 357.378% N/A Nov-2007 32.972% N/A Nov-2007 1,473.405% N/A Dec-2007 7.998% N/A Dec-2007 328.044% 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. 2 SMM CPR PSA Current Month 1.~~009~~194% Current Month 1113.~~463~~426% Current Month ~~579~~564.~~073~~158% 3 Month Average 0.~~958~~997% 3 Month Average 1011.~~889~~309% 3 Month Average ~~621~~519.~~162~~301% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 6.586% N/A Apr-2007 844.386% N/A May-2007 9.411% N/A May-2007 960.180% N/A Jun-2007 13.184% N/A Jun-2007 1,117.468% N/A Jul-2007 13.373% N/A Jul-2007 969.407% N/A Aug-2007 13.028% N/A Aug-2007 824.946% N/A Sep-2007 8.176% N/A Sep-2007 459.466% N/A Oct-2007 11.463% N/A Oct-2007 579.073% N/A Nov-2007 9.038% N/A Nov-2007 414.673% N/A Dec-2007 13.426% N/A Dec-2007 564.158% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Modifications Beginning Current Loan Scheduled Scheduled Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment ~~0073952345~~0073968195 49136,~~835~~865.2708 49143,~~813~~398.80 10.550% 10.550% 459.61 459.61 0073952881 125,399.53 125,336.92 9.840% 9.840% 1,090.88 1,090.88 0073953113 101,567.78 101,510.97 9.240% 9.240% 838.89 838.89 0073953313 138,810.18 138,739.36 9.740% 9.740% 1,197.50 1,197.50 0073953545 124,888.79 124,814.70 8.990% 8.990% 1,009.71 1,009.71 0073954465 63,637.60 ~~63,599.85 8.990% 8.990% 514.50 514.50 0073954937 183,941.81 183,941.81 7.590% 7.590% 1,163.43 1,163.43 0073955601 71,518.33 71,480.05~~ 9.~~540~~140% ~~9.540% 606.85 606.85 0073955865 50,037.74 50,000.09 7.790% 7.790% 362.47 362.47 0073957241 126,913.16 126,789.16~~ 6.~~390~~400% ~~6.390% 799.81 799.81 0073957650 65,117.70 65,079.38 8.990% 8.990% 526.16 526.16 0073957682 65,381.68 65,348.57 9.770% 9.770% 565.43 565.43 0073957882 246,865.40 246,799.43 8.490% 8.490%~~ 1,~~812~~121.53 1,812.53 0073958066 71,502.95 71,469.75 10.190% 10.190% 640.38 640.38 0073958474 66,614.11 66,569.72 8.370% 8.370% 509.02 509.02 0073958602 135,471.37 135,411.00 6.630% 6.630% 808.85 808.85 0073959138 138,355.26 138,326.99 9.390% 9.390% 1,110.90 1,110.90 0073959666 55,890.64 55,880.18 10.190% 10.190% 485.06 485.06 0073959674 202,594.96 202,449.24 8.020% 8.020% 1,499.73 1,499.73 0073960306 87~~,817.27~~ ~~87,796~~911.21 8.840% 8.840% 667.98 667.98 0073961234 212,674.63 212,606.55 7.840% 7.840% 1,457.55 1,457.55 0073962946 296,443.58 296,379.36 9.190% 9.190% 2,334.48 2,334.48 0073965314 147,121.73 147,082.42 8.490% 8.490% 1,080.20 1,080.20 0073965827 214,288.00 214,092.39 6.750% 6.750% 1,400.98 1,400.98 0073966451 69,856.20 69,799.95 7.440% 7.440% 489.36 489.36 0073966467 76,627.96 76,585.60 9.340% 9.340% 638.78 638.78 0073967371 247,500.00 247,500.00 6.840% 6.840% 1,410.75 1,410.75 0073967419 176,545.13 176,457.78 9.840% 9.840% 1,535.02 1,535.02 0073967491 157,163.18 157,124.38 8.740% 8.740% 1,183.47 1,183.47 0073968667 283,228.71 283,025.29 7.990% 7.990% 2,089.25 2,089.25

Interest Rate Stratification Summary 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.499 1 210,~~700~~400.00 0.032 0 0.00 0.000 5.500 5.999 45 15,~~168~~159,~~250~~923.5474 2.~~290~~340 1 462,~~553~~281.3588 1.~~097~~143 6.000 6.499 ~~131~~132 3839,~~983~~094,~~984~~771.1149 56.~~886~~033 12 3,~~953~~950,~~173~~344.5095 9.~~379~~765 6.500 6.999 ~~347~~338 9189,~~125~~097,~~776~~429.4650 13.~~758~~750 1513 43,~~062~~566,~~855~~631.3898 98.~~639~~816 7.000 7.499 ~~381~~375 9190,~~222~~067,~~992~~029.8455 13.~~772~~900 19 4,~~806~~803,~~730~~450.9588 11.~~404~~873 7.500 7.999 ~~593~~584 ~~132~~130,~~184~~217,~~084~~197.1343 1920.~~957~~096 37 8,~~525~~517,~~574~~066.0403 2021.~~227~~053 8.000 8.499 ~~383~~368 7573,~~826~~250,~~984~~597.2198 11.~~448~~305 2625 5,~~656~~390,~~069~~794.0761 13.~~419~~325 8.500 8.999 ~~499~~483 9289,~~995~~494,~~213~~408.7493 1413.~~040~~812 3433 76,~~391~~978,~~503~~288.0175 17.~~536~~249 9.000 9.499 ~~288~~280 4746,~~769~~496,~~938~~465.3819 7.~~212~~176 1816 3,~~595~~141,~~120~~774.2080 87.~~529~~766 9.500 9.999 ~~255~~251 37,~~848~~105,~~406~~413.3765 5.~~714~~726 16 1,~~302~~301,~~703~~788.9685 3.~~091~~218 10.000 10.499 97 10,~~698~~689,~~640~~158.3088 1.~~615~~650 5 342,~~593~~270.7806 0.~~813~~846 10.500 10.999 ~~181~~174 14,~~750~~153,~~671~~939.2484 2.~~227~~184 1211 ~~890~~784,~~537~~070.8541 21.~~113~~938 11.000 11.499 ~~108~~101 87,~~023~~392,~~132~~696.3008 1.~~211~~141 11 659,~~831~~302.4125 1.~~565~~630 11.500 11.999 22 1,~~179~~235,~~089~~647.0577 0.~~178~~191 3 ~~126~~183,~~391~~792.9199 0.~~300~~454 12.000 12.499 3231 1,~~656~~583,~~141~~754.6388 0.~~250~~244 4 175,~~888~~777.3010 0.~~417~~434 12.500 12.999 46 2,~~715~~714,~~546~~005.9270 0.~~410~~419 5 ~~198~~197,~~083~~958.5876 0.~~470~~489 13.000 13.499 0 0.00 0.000 0 0.00 0.000 13.500 13.999 0 0.00 0.000 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 3,~~409~~328 ~~662~~647,~~359~~962,~~552~~840.2261 100.000 ~~218~~211 4240,~~149~~455,~~610~~594.2930 100.000

Interest Rate Stratification (continued) 2 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.500 0 0.00 0.000 4.500 4.999 0 0.00 0.000 5.000 5.499 1 210,~~700~~400.00 0.~~034~~035 5.500 5.999 44 14,~~705,~~697,641.1986 2.~~371~~419 6.000 6.499 ~~119~~120 35,~~030~~144,~~810~~426.6154 5.~~648~~785 6.500 6.999 ~~332~~325 8785,~~062~~530,~~921~~797.0852 14.~~038~~079 7.000 7.499 ~~362~~356 8685,~~416~~263,~~261~~578.8967 1314.~~933~~035 7.500 7.999 ~~556~~547 ~~123~~121,~~658~~700,~~510~~131.0940 1920.~~938~~033 8.000 8.499 ~~357~~343 7067,~~170~~859,~~915~~803.1437 11.~~314~~170 8.500 8.999 ~~465~~450 8582,~~603~~516,~~710~~120.7318 13.~~802~~583 9.000 9.499 ~~270~~264 4443,~~174~~354,~~818~~690.1839 7.~~123~~136 9.500 9.999 ~~239~~235 3635,~~545~~803,~~702~~624.4180 5.~~892~~894 10.000 10.499 92 10,~~356~~346,~~046~~888.5282 1.~~670~~703 10.500 10.999 ~~169~~163 13,~~860~~369,~~133~~869.3943 2.~~235~~201 11.000 11.499 9790 76,~~363~~733,~~300~~393.8983 1.~~187~~108 11.500 11.999 19 1,~~052~~051,~~697~~854.1478 0.~~170~~173 12.000 12.499 2827 1,~~480~~407,~~253~~977.3378 0.~~239~~232 12.500 12.999 41 2,~~517~~516,~~463~~046.3494 0.~~406~~414 13.000 13.499 0 0.00 0.000 13.500 13.999 0 0.00 0.000 >= 14.000 0 0.00 0.000 Total 3,~~191~~117 ~~620~~607,~~209~~507,~~941~~246.9331 100.000

Filing Compare · Morgan Stanley ABS Capital I Inc. Trust 2007-HE4