10-D 1 ace07he4_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: 333-131727-29 ACE Securities Corp. Home Equity Loan Trust, Series 2007- HE4 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131727 ACE Securities Corp. (Exact name of depositor as specified in its charter) DB Structured Products, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199558 54-2199559 54-2199560 54-2199803 (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___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ CE-1 _____ _____ __X___ ____________ CE-2 _____ _____ __X___ ____________ IO Interest _____ _____ __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 ACE Securities Corp. Home Equity Loan Trust, Series 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 ACE Securities Corp. Home Equity Loan Trust, Series 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. ACE Securities Corp. Home Equity Loan Trust, Series 2007- HE4 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: January 7, 2008 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2007- HE4, relating to the December 26, 2007 distribution. EX-99.1 ACE Securities Corporation Mortgage-Backed Pass-Through Certificate Distribution Date: 12/26/2007 ACE Securities Corporation Mortgage-Backed Pass-Through Certificate 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 00442LAA7 1012/24/2007 5.~~35125~~00313% ~~304~~297,~~592~~477,~~656~~845.1977 1,~~358~~240,~~292~~266.8895 A-2A 00442LAB5 1012/24/2007 54.~~26125~~91313% ~~230~~227,~~747~~162,~~083~~892.4614 1930,~~011,681~~067.7435 A-2B 00442LAC3 1012/24/2007 5.~~37125~~02313% 98,413,000.00 ~~440~~411,~~500~~951.6908 A-2C 00442LAD1 1012/24/2007 5.~~43125~~08313% 64,431,000.00 ~~291~~272,~~617~~925.3996 A-2D 00442LAE9 1012/24/2007 5.~~49125~~14313% 29,975,000.00 ~~137~~128,~~166~~471.8510 M-1 00442LAF6 1012/24/2007 5.~~60125~~25313% 52,135,000.00 ~~243~~228,~~350~~226.9761 M-2 00442LAG4 1012/24/2007 5.~~68125~~33313% 47,347,000.00 ~~224~~210,~~158~~423.4509 M-3 00442LAH2 1012/24/2007 5.~~83125~~48313% 27,664,000.00 ~~134~~126,~~429~~404.7542 M-4 00442LAJ8 1012/24/2007 6.~~38125~~03313% 25,004,000.00 ~~132~~125,~~963~~710.9832 M-5 00442LAK5 1012/24/2007 6.~~73125~~38313% 23,940,000.00 ~~134~~127,~~288~~343.44 M-6 00442LAL3 1012/24/2007 76.~~03125~~68313% 20,748,000.00 ~~121~~115,~~570~~551.3132 M-7 00442LAM1 1012/24/2007 7.~~63125~~28313% 20,216,000.00 ~~128~~122,~~561~~696.1346 M-8 00442LAN9 1012/24/2007 7.~~63125~~28313% 19,152,000.00 ~~121~~116,~~794~~238.75 M-9 00442LAP4 1012/24/2007 7.~~63125~~28313% 16,492,000.00 ~~104~~100,~~878~~094.8148 P ACE07HE4P 0911/30/2007 0.00000% 100.00 4936,~~401~~178.2402 CE-1 ACE7HE4C1 0911/30/2007 0.00000% 56,923,313.85 0243,005.0035 CE-2 ACE7HE4C2 0911/30/2007 0.00000% 0.00 3130,~~745~~869.2084 IO Interest ACE07HE4R 0911/30/2007 0.00000% 0.00 0.00 Totals 1,~~037~~027,~~780~~081,~~153~~151.5076 4,~~666~~566,~~402~~424.5854

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 32,~~531~~915,~~604~~286.3795 0.00 ~~301~~294,~~061~~562,~~051~~558.82 4,~~889~~155,~~897~~553.2590 0.00 A-2A 12,~~344~~501,~~581~~426.7921 0.00 ~~229~~224,~~402~~661,~~501~~465.6793 23,~~356~~431,~~263~~493.5356 0.00 A-2B 0.00 0.00 98,413,000.00 ~~440~~411,~~500~~951.6908 0.00 A-2C 0.00 0.00 64,431,000.00 ~~291~~272,~~617~~925.3996 0.00 A-2D 0.00 0.00 29,975,000.00 ~~137~~128,~~166~~471.8510 0.00 M-1 0.00 0.00 52,135,000.00 ~~243~~228,~~350~~226.9761 0.00 M-2 0.00 0.00 47,347,000.00 ~~224~~210,~~158~~423.4509 0.00 M-3 0.00 0.00 27,664,000.00 ~~134~~126,~~429~~404.7542 0.00 M-4 0.00 0.00 25,004,000.00 ~~132~~125,~~963~~710.9832 0.00 M-5 0.00 0.00 23,940,000.00 ~~134~~127,~~288~~343.44 0.00 M-6 0.00 0.00 20,748,000.00 ~~121~~115,~~570~~551.3132 0.00 M-7 0.00 0.00 20,216,000.00 ~~128~~122,~~561~~696.1346 0.00 M-8 0.00 0.00 19,152,000.00 ~~121~~116,~~794~~238.75 0.00 M-9 0.00 0.00 16,492,000.00 ~~104~~100,~~878~~094.8148 0.00 P 0.00 0.00 100.00 4936,~~401~~178.2402 0.00 CE-1 0.00 0.00 56,~~595~~923,~~443~~313.8385 0243,005.0035 0.00 CE-2 0.00 0.00 0.00 3130,~~745~~869.2084 0.00 IO Interest 0.00 0.00 0.00 0.00 0.00 Totals 45,~~876~~416,~~186~~713.16 0.00 1,~~032~~021,~~576~~664,~~097~~438.3260 9,~~542~~983,~~588~~137.7470 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 320,222,000.00 ~~304~~297,~~592~~477,~~656~~845.1977 0.00 32,~~531~~915,~~604~~286.3795 0.00 A-2A 241,327,000.00 ~~230~~227,~~747~~162,~~083~~892.4614 0.00 12,~~344~~501,~~581~~426.7921 0.00 A-2B 98,413,000.00 98,413,000.00 0.00 0.00 0.00 A-2C 64,431,000.00 64,431,000.00 0.00 0.00 0.00 A-2D 29,975,000.00 29,975,000.00 0.00 0.00 0.00 M-1 52,135,000.00 52,135,000.00 0.00 0.00 0.00 M-2 47,347,000.00 47,347,000.00 0.00 0.00 0.00 M-3 27,664,000.00 27,664,000.00 0.00 0.00 0.00 M-4 25,004,000.00 25,004,000.00 0.00 0.00 0.00 M-5 23,940,000.00 23,940,000.00 0.00 0.00 0.00 M-6 20,748,000.00 20,748,000.00 0.00 0.00 0.00 M-7 20,216,000.00 20,216,000.00 0.00 0.00 0.00 M-8 19,152,000.00 19,152,000.00 0.00 0.00 0.00 M-9 16,492,000.00 16,492,000.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 CE-1 56,921,074.75 56,923,313.85 0.00 0.00 0.00 CE-2 0.00 0.00 0.00 0.00 0.00 IO Interest 0.00 0.00 0.00 0.00 0.00 Totals 1,063,987,174.75 1,~~037~~027,~~780~~081,~~153~~151.5076 0.00 45,~~876~~416,~~186~~713.16 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 32,~~531~~915,~~604~~286.3795 ~~301~~294,~~061~~562,~~051~~558.82 0.~~94016355~~91986984 32,~~531~~915,~~604~~286.3795 A-2A 0.00 12,~~344~~501,~~581~~426.7921 ~~229~~224,~~402~~661,~~501~~465.6793 0.~~95058780~~93094211 12,~~344~~501,~~581~~426.7921 A-2B 0.00 0.00 98,413,000.00 1.00000000 0.00 A-2C 0.00 0.00 64,431,000.00 1.00000000 0.00 A-2D 0.00 0.00 29,975,000.00 1.00000000 0.00 M-1 0.00 0.00 52,135,000.00 1.00000000 0.00 M-2 0.00 0.00 47,347,000.00 1.00000000 0.00 M-3 0.00 0.00 27,664,000.00 1.00000000 0.00 M-4 0.00 0.00 25,004,000.00 1.00000000 0.00 M-5 0.00 0.00 23,940,000.00 1.00000000 0.00 M-6 0.00 0.00 20,748,000.00 1.00000000 0.00 M-7 0.00 0.00 20,216,000.00 1.00000000 0.00 M-8 0.00 0.00 19,152,000.00 1.00000000 0.00 M-9 0.00 0.00 16,492,000.00 1.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 CE-1 0.00 0.00 56,~~595~~923,~~443~~313.8385 01.~~99427926~~00003934 0.00 CE-2 0.00 0.00 0.00 0.00000000 0.00 IO Interest 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 45,~~876~~416,~~186~~713.16 1,~~032~~021,~~576~~664,~~097~~438.3260 0.~~97047795~~96022251 45,~~876~~416,~~186~~713.16 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-1 320,222,000.00 ~~951~~928.~~19216103~~97379246 0.00000000 119.~~02861256~~10395585 0.00000000 A-2A 241,327,000.00 ~~956~~941.~~15941631~~30740506 0.00000000 510.~~57161772~~36529775 0.00000000 A-2B 98,413,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 64,431,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2D 29,975,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 52,135,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 47,347,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 27,664,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 25,004,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 23,940,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 20,748,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 20,216,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 19,152,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 16,492,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE-1 56,921,074.75 1000.03933692 0.00000000 0.00000000 0.00000000 CE-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 IO Interest 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 119.~~02861256~~10395585 ~~940~~919.~~16354848~~86983661 0.~~94016355~~91986984 119.~~02861256~~10395585 A-2A 0.00000000 510.~~57161772~~36529775 ~~950~~930.~~58779859~~94210731 0.~~95058780~~93094211 510.~~57161772~~36529775 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 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE-1 0.00000000 0.00000000 ~~994~~1000.~~27925559~~03933692 01.~~99427926~~00003934 0.00000000 CE-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 IO Interest 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 5.~~35125~~00313% ~~304~~297,~~592~~477,~~656~~845.1977 1,~~358~~240,~~292~~266.8895 0.00 A-2A 0911/2526/07 - 1012/2425/07 30 54.~~26125~~91313% ~~230~~227,~~747~~162,~~083~~892.4614 1930,~~011,681~~067.7435 0.00 A-2B 0911/2526/07 - 1012/2425/07 30 5.~~37125~~02313% 98,413,000.00 ~~440~~411,~~500~~951.6908 0.00 A-2C 0911/2526/07 - 1012/2425/07 30 5.~~43125~~08313% 64,431,000.00 ~~291~~272,~~617~~925.3996 0.00 A-2D 0911/2526/07 - 1012/2425/07 30 5.~~49125~~14313% 29,975,000.00 ~~137~~128,~~166~~471.8510 0.00 M-1 0911/2526/07 - 1012/2425/07 30 5.~~60125~~25313% 52,135,000.00 ~~243~~228,~~350~~226.9761 0.00 M-2 0911/2526/07 - 1012/2425/07 30 5.~~68125~~33313% 47,347,000.00 ~~224~~210,~~158~~423.4509 0.00 M-3 0911/2526/07 - 1012/2425/07 30 5.~~83125~~48313% 27,664,000.00 ~~134~~126,~~429~~404.7542 0.00 M-4 0911/2526/07 - 1012/2425/07 30 6.~~38125~~03313% 25,004,000.00 ~~132~~125,~~963~~710.9832 0.00 M-5 0911/2526/07 - 1012/2425/07 30 6.~~73125~~38313% 23,940,000.00 ~~134~~127,~~288~~343.44 0.00 M-6 0911/2526/07 - 1012/2425/07 30 76.~~03125~~68313% 20,748,000.00 ~~121~~115,~~570~~551.3132 0.00 M-7 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 20,216,000.00 ~~128~~122,~~561~~696.1346 ~~117~~0.3800 M-8 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 19,152,000.00 ~~121~~116,~~794~~238.75 ~~111~~0.2100 M-9 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 16,492,000.00 ~~104~~100,~~878~~094.8148 950.7600 P N/A N/A 0.00000% 100.00 0.00 0.00 CE-1 N/A N/A 0.00000% 56,923,313.85 0.00 0.00 CE-2 N/A N/A 0.00000% 1,~~037~~027,~~780~~081,~~153~~151.5076 0.00 0.00 IO Interest N/A N/A 0.00000% 0.00 0.00 0.00 Totals 4,~~585,~~256,371.1433 ~~324~~0.3500

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 1,~~358~~240,~~292~~266.8895 0.00 ~~301~~294,~~061~~562,~~051~~558.82 A-2A 0.00 0.00 1930,~~011,681~~067.7435 0.00 ~~229~~224,~~402~~661,~~501~~465.6793 A-2B 0.00 0.00 ~~440~~411,~~500~~951.6908 0.00 98,413,000.00 A-2C 0.00 0.00 ~~291~~272,~~617~~925.3996 0.00 64,431,000.00 A-2D 0.00 0.00 ~~137~~128,~~166~~471.8510 0.00 29,975,000.00 M-1 0.00 0.00 ~~243~~228,~~350~~226.9761 0.00 52,135,000.00 M-2 0.00 0.00 ~~224~~210,~~158~~423.4509 0.00 47,347,000.00 M-3 0.00 0.00 ~~134~~126,~~429~~404.7542 0.00 27,664,000.00 M-4 0.00 0.00 ~~132~~125,~~963~~710.9832 0.00 25,004,000.00 M-5 0.00 0.00 ~~134~~127,~~288~~343.44 0.00 23,940,000.00 M-6 0.00 0.00 ~~121~~115,~~570~~551.3132 0.00 20,748,000.00 M-7 ~~117~~0.3800 0.00 ~~128~~122,~~561~~696.1346 0.00 20,216,000.00 M-8 ~~111~~0.2100 0.00 ~~121~~116,~~794~~238.75 0.00 19,152,000.00 M-9 950.7600 0.00 ~~104~~100,~~878~~094.8148 0.00 16,492,000.00 P 0.00 0.00 4936,~~401~~178.2402 0.00 100.00 CE-1 0.00 0.00 0243,005.0035 0.00 56,~~595~~923,~~443~~313.8385 CE-2 0.00 0.00 3130,~~745~~869.2084 0.00 1,~~032~~021,~~576~~664,~~097~~438.3160 IO Interest 0.00 0.00 0.00 0.00 0.00 Totals ~~324~~0.3500 0.00 4,~~666~~566,~~402~~424.5854 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-1 320,222,000.00 5.~~35125~~00313% ~~951~~928.~~19216103~~97379246 43.~~24172255~~87314722 0.00000000 A-2A 241,327,000.00 54.~~26125~~91313% ~~956~~941.~~15941631~~30740506 43.~~19216142~~85397137 0.00000000 A-2B 98,413,000.00 5.~~37125~~02313% 1000.00000000 4.~~47604168~~18594169 0.00000000 A-2C 64,431,000.00 5.~~43125~~08313% 1000.00000000 4.~~52604166~~23594171 0.00000000 A-2D 29,975,000.00 5.~~49125~~14313% 1000.00000000 4.~~57604170~~28594162 0.00000000 M-1 52,135,000.00 5.~~60125~~25313% 1000.00000000 4.~~66770826~~37760832 0.00000000 M-2 47,347,000.00 5.~~68125~~33313% 1000.00000000 4.~~73437493~~44427503 0.00000000 M-3 27,664,000.00 5.~~83125~~48313% 1000.00000000 4.~~85937500~~56927487 0.00000000 M-4 25,004,000.00 6.~~38125~~03313% 1000.00000000 5.~~31770837~~02760838 0.00000000 M-5 23,940,000.00 6.~~73125~~38313% 1000.00000000 5.~~60937510~~31927485 0.00000000 M-6 20,748,000.00 76.~~03125~~68313% 1000.00000000 5.~~85937488~~56927511 0.00000000 M-7 20,216,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937525~~06927483 0.~~00580629~~00000000 M-8 19,152,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937500~~06927475 0.~~00580670~~00000000 M-9 16,492,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937485~~06927480 0.~~00580645~~00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 CE-1 56,921,074.75 0.00000% 1000.03933692 0.00000000 0.00000000 CE-2 0.00 0.00000% ~~975~~965.~~36904403~~31347006 0.00000000 0.00000000 IO Interest 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 43.~~24172255~~87314722 0.00000000 ~~940~~919.~~16354848~~86983661 A-2A 0.00000000 0.00000000 43.~~19216142~~85397137 0.00000000 ~~950~~930.~~58779859~~94210731 A-2B 0.00000000 0.00000000 4.~~47604168~~18594169 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~52604166~~23594171 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 4.~~57604170~~28594162 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~66770826~~37760832 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~73437493~~44427503 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~85937500~~56927487 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 5.~~31770837~~02760838 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 5.~~60937510~~31927485 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~85937488~~56927511 0.00000000 1000.00000000 M-7 0.~~00580629~~00000000 0.00000000 6.~~35937525~~06927483 0.00000000 1000.00000000 M-8 0.~~00580670~~00000000 0.00000000 6.~~35937500~~06927475 0.00000000 1000.00000000 M-9 0.~~00580645~~00000000 0.00000000 6.~~35937485~~06927480 0.00000000 1000.00000000 P 0.00000000 0.00000000 ~~494012~~361780.~~40000000~~20000000 0.00000000 1000.00000000 CE-1 0.00000000 0.00000000 04.~~00000000~~26916307 0.00000000 ~~994~~1000.~~27925559~~03933692 CE-2 0.00000000 0.00000000 0.~~02983607~~02901336 0.00000000 ~~970~~960.~~47795482~~22251287 IO Interest 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 1112,~~804~~095,~~965~~194.6007 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 2,~~465~~847,~~451~~920.5896 Gains & Subsequent Recoveries (Realized Losses) (21,~~304~~845,~~230~~430.3213) Prepayment Penalties 4936,~~401~~178.2402 Swap/Cap Payments 0.00 Total Deposits 1213,~~015~~133,~~588~~862.1092 Withdrawals Swap Payments 0133,701.0057 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 2,~~060~~608,~~734~~461.0506 Total Administration Fees ~~412~~408,~~265~~562.3159 Payment of Interest and Principal 9,~~542~~983,~~588~~137.7470 Total Withdrawals (Pool Distribution Amount) 1213,~~015~~133,~~588~~862.1092 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~400~~397,~~590~~007.3491 Credit Risk Management Fee - Clayton Fixed Income 11,~~674~~554.9768 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~412~~408,~~265~~562.3159 *Servicer Payees include: COUNTRYWIDE HOME LOANS SERVICING LP; GMAC MORTGAGE, ~~CORPORATION~~LLC; OCWEN LOAN SERVICING, LLC

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Capitalized Interest Account - Wells Fargo Bank 0.00 0.00 0.00 0.00 Reserve Fund - Wells Fargo Bank ~~1,000.00 324.35 0.00~~ 675.65 ~~Pre-Funding Account - Wells Fargo Bank~~ 0.00 0.00 0675.0065 ~~7,614,437.83~~ Supplemental Interest Trust - Wells Fargo Bank 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Group I Cap Agreement - Deutsche Bank - N606257N 0.00 0.00 0.00 Group II Cap Agreement - Deutsche Bank - N606258N 0.00 0.00 0.00 Swap Agreement - Deutsche Bank - N606256N 03,581,893.0014 03,715,594.0071 0(133,701.0057)

Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~172668~~168914 8.~~121540~~103458 Weighted Average Net Rate 7.~~717963~~714023 7.~~652158~~633127 Weighted Average Pass-Through Rate 7.~~704463~~700523 7.~~638658~~619627 Weighted Average Remaining Term ~~346~~345 ~~339~~338 Principal And Interest Constant 3,~~112~~074,~~157~~632.9824 4,~~207~~160,~~175~~864.5496 Beginning Loan Count 2,~~251~~217 2,~~377~~330 Loans Paid in Full 17 2923 Ending Loan Count 2,~~234~~200 2,~~348~~307 Beginning Scheduled Balance ~~436~~431,~~508~~246,~~986~~941.0899 ~~601~~595,~~271~~834,~~167~~209.4277 Ending Scheduled Balance ~~434~~429,~~103~~155,~~220~~957.9478 ~~598~~592,~~472~~508,~~876~~480.3782 Actual Ending Collateral Balance ~~434~~429,~~316~~408,~~628~~238.5996 ~~598~~592,~~762~~862,~~660~~531.8356 Scheduled Principal ~~139~~138,~~288~~949.6450 137,~~802~~267.4520 Unscheduled Principal 21,~~266~~952,~~476~~034.5071 23,~~660~~188,~~488~~461.6075 Negative Amortized Principal 0.00 0.00 Scheduled Interest 2,~~972~~935,~~869~~682.3474 4,~~069~~023,~~373~~597.0976 Servicing Fees ~~165~~163,~~402~~475.3736 ~~235~~233,~~187~~532.9755 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 4,~~910~~851.7254 6,~~764~~703.2514 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~802~~767,~~556~~355.2584 3,~~827~~783,~~420~~362.8707 Realized Loss Amount ~~305~~168,~~550~~911.4782 1,~~998~~676,~~679~~518.8531 Cumulative Realized Loss ~~389~~737,~~926~~193.2076 25,~~740~~381,~~385~~789.3320 Percentage of Cumulative Losses 0.~~0863~~1632 0.~~4475~~8789 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 3031,~~890~~291.4316 184,~~510~~886.8186 Prepayment Penalty Paid Count 67 31 Special Servicing Fee 0.00 0.00 Ending Scheduled Balance for Premium Loans * * * This data is currently not provided for reporting.

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~100331~~082642 Weighted Average Net Rate 7.~~637123~~618794 Weighted Average Pass-Through Rate 7.~~623622~~605293 Weighted Average Remaining Term ~~342~~341 Principal And Interest Constant 7,~~319~~235,~~333~~497.5220 Beginning Loan Count 4,~~628~~547 Loans Paid in Full 4640 Ending Loan Count 4,~~582~~507 Beginning Scheduled Balance 1,~~037~~027,~~780~~081,~~153~~151.5076 Ending Scheduled Balance 1,~~032~~021,~~576~~664,~~097~~438.3160 Actual Ending Collateral Balance 1,~~033~~022,~~079~~270,~~289~~770.4252 Scheduled Principal ~~277~~276,~~091~~216.0970 Unscheduled Principal 45,~~926~~140,~~965~~496.1046 Negative Amortized Principal 0.00 Scheduled Interest 76,~~042~~959,~~242~~280.4350 Servicing Fees ~~400~~397,~~590~~007.3491 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 11,~~674~~554.9768 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 6,~~629~~550,~~977~~717.1291 Realized Loss Amount 21,~~304~~845,~~230~~430.3213 Cumulative Realized Loss 36,~~130~~118,~~311~~982.5396 Percentage of Cumulative Losses 0.~~2942~~5751 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 4936,~~401~~178.2402 Prepayment Penalty Paid Count 98 Special Servicing Fee 0.00 Ending Scheduled Balance for Premium Loans 1,~~032~~021,~~576~~664,~~097~~438.3160 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cashflow 12,~~976~~088,~~360~~435.3085 Informational Reporting Three-Month Rolling Delinquency Average 0.~~135580~~197633% One-Month LIBOR Rate 54.~~131250~~788750% Class A-1 Net WAC Rate 7.~~693841~~530309% Class A-2 Net WAC Rate 7.~~572646~~390293% Mezzanine Net WAC Rate 7.~~624282~~450786% Credit Enhancement Percentage 2930.~~953584~~305588% Delinquency % 1622.~~452996~~932448% Extraordinary Trust Fund Expenses 0.00 Relief Act Interest Shortfalls 758.12 Prefunding Reporting Capitalized Interest Beginning Balance 0.00 Capitalized Interest Ending Balance 0.00 Capitalized Interest Requirement 0.00 Prefunding Amount In Loans 0.00 Prefunding Beginning Balance 0.00 Prefunding Amount As Principal 0.00 Structural Reporting Extra Principal Distribution Amount 1,~~976~~845,~~360~~430.3013 Overcollateralization Amount 56,~~595~~923,~~443~~313.8385 Overcollateralization Deficiency Amount ~~327,870~~0.0200 Overcollateralization Reduction Amount 0.00 Overcollateralization Increase Amount 0.00 Required Overcollateralization Amount 56,923,313.85 Trigger Event Reporting Optional Termination Date NO Stepdown Occurred NO Trigger Event Occured NO Enhancement Delinquency Trigger Trigger Result Fail Threshold Value 8.~~237235~~334037% Calculated Value 1622.~~452996~~932448% Cumulative Loss Trigger Trigger Result Pass Threshold Value 2.150000% Calculated Value 0.~~294206~~575099% Trigger Trigger Result N/A

~~Additional~~Delinquency ~~Reporting~~Status - ~~Group~~OTS ~~Level~~Delinquency ~~Prefunding~~Calculation ~~Reporting~~Method ~~Group~~DELINQUENT IBANKRUPTCY ~~Prefunding~~FORECLOSURE ~~Amount~~REO InTotal No. of Loans 0No.00 ~~Prefunding~~of ~~Beginning~~Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 4 0 0 4 582,403.71 0.00 ~~Prefunding~~0.00 ~~Amount~~582,403.71 As30 ~~Principal~~Days 324 0 0 0 324 77,308,043.78 0.00 ~~Group~~0.00 II0.00 ~~Prefunding~~77,308,043.78 ~~Amount~~60 InDays ~~Loans~~161 3 5 0 169 38,623,180.60 62,632.49 2,301,321.24 0.00 ~~Prefunding~~40,987,134.33 ~~Beginning~~90 ~~Balance~~Days 67 2 85 0 154 12,290,723.66 113,470.88 29,140,810.79 0.00 ~~Prefunding~~41,545,005.33 ~~Amount~~120 AsDays ~~Principal~~65 3 86 0 154 8,946,188.22 242,797.37 25,375,248.13 0.00 34,564,233.72 150 Days 30 1 81 4 116 3,163,045.11 132,678.28 24,238,999.63 970,529.27 28,505,252.29 180+ Days 60 12 129 97 298 8,155,190.98 3,653,452.90 42,773,995.25 33,857,933.75 88,440,572.88 Totals 707 25 386 101 1,219 148,486,372.35 4,787,435.63 123,830,375.04 34,828,463.02 311,932,646.04 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 0.088751% 0.000000% 0.000000% 0.088751% 0.056972% 0.000000% 0.000000% 0.056972% 30 Days 7.188817% 0.000000% 0.000000% 0.000000% 7.188817% 7.562384% 0.000000% 0.000000% 0.000000% 7.562384% 60 Days 3.572221% 0.066563% 0.110939% 0.000000% 3.749723% 3.778175% 0.006127% 0.225119% 0.000000% 4.009421% 90 Days 1.486576% 0.044375% 1.885955% 0.000000% 3.416907% 1.202296% 0.011100% 2.850596% 0.000000% 4.063992% 120 Days 1.442201% 0.066563% 1.908143% 0.000000% 3.416907% 0.875129% 0.023751% 2.482243% 0.000000% 3.381123% 150 Days 0.665631% 0.022188% 1.797204% 0.088751% 2.573774% 0.309414% 0.012979% 2.371094% 0.094939% 2.788425% 180+ Days 1.331262% 0.266252% 2.862214% 2.152208% 6.611937% 0.797753% 0.357386% 4.184214% 3.312032% 8.651384% Totals 15.686710% 0.554693% 8.564455% 2.240959% 27.046816% 14.525151% 0.468314% 12.113266% 3.406970% 30.513701% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~Delinquency~~Current ~~Status~~Period -Class ~~OTS~~A ~~Delinquency~~Insufficient ~~Calculation~~Funds ~~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 8 0 0 8 734,575~~.~~09 0.~~00 ~~0.00~~Principal ~~734,575.09~~Balance 30of ~~Days~~Contaminated ~~279~~Properties 0 ~~0 0 279 70,203,450~~.~~53 0.~~00 ~~0.00~~Periodic ~~0.00~~Advance ~~70,203,450.53 60 Days 171 1 8 0 180 37,711,045.94 38,786.58~~ 2,~~054~~847,~~186~~920.55 0.00 39,804,019.07 90 Days 52 2 84 0 138 8,577,349.75 207,440.40 25,474,853.37 0.00 34,259,643.52 120 Days 52 1 80 2 135 5,414,938.44 131,590.16 27,504,808.17 261,579.16 33,312,915.93 150 Days 40 0 79 6 125 4,457,751.94 0.00 28,618,716.92 1,314,100.40 34,390,569.26 180+ Days 9 1 72 8 90 1,297,927.55 74,741.98 25,003,245.60 1,229,548.93 27,605,464.06 Totals 603 13 323 16 955 127,662,464.15 1,187,134.21 108,655,810.61 2,805,228.49 240,310,637.46 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 0.174596% 0.000000% 0.000000% 0.174596% 0.071105% 0.000000% 0.000000% 0.071105% 30 Days 6.089044% 0.000000% 0.000000% 0.000000% 6.089044% 6.795553% 0.000000% 0.000000% 0.000000% 6.795553% 60 Days 3.731995% 0.021825% 0.174596% 0.000000% 3.928416% 3.650353% 0.003754% 0.198841% 0.000000% 3.852949% 90 Days 1.134876% 0.043649% 1.833261% 0.000000% 3.011785% 0.830270% 0.020080% 2.465915% 0.000000% 3.316265% 120 Days 1.134876% 0.021825% 1.745962% 0.043649% 2.946312% 0.524155% 0.012738% 2.662410% 0.025320% 3.224623% 150 Days 0.872981% 0.000000% 1.724138% 0.130947% 2.728066% 0.431501% 0.000000% 2.770234% 0.127202% 3.328938% 180+ Days 0.196421% 0.021825% 1.571366% 0.174596% 1.964208% 0.125637% 0.007235% 2.420264% 0.119018% 2.672153% Totals 13.160192% 0.283719% 7.049323% 0.349192% 20.842427% 12.357470% 0.114912% 10.517664% 0.271540% 23.261587% Please refer to CTSLink.com for a list of delinquency code descriptions.96

~~Current~~Delinquency ~~Period~~Status ~~Class~~By AGroup ~~Insufficient~~DELINQUENT ~~Funds~~BANKRUPTCY FORECLOSURE REO Total Group I - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 0 0 2 370,285.86 0.00 ~~Principal~~0.00 ~~Balance~~370,285.86 30 Days 149 0 0 0 149 30,513,399.33 0.00 0.00 0.00 30,513,399.33 60 Days 76 1 3 0 80 15,573,438.59 34,278.08 905,554.62 0.00 16,513,271.29 90 Days 29 1 27 0 57 5,484,514.97 74,699.98 6,590,394.69 0.00 12,149,609.64 120 Days 28 3 41 0 72 3,922,763.10 242,797.37 9,905,175.78 0.00 14,070,736.25 150 Days 10 1 30 2 43 1,146,889.74 132,678.28 6,599,223.33 755,869.52 8,634,660.87 180+ Days 12 3 35 25 75 1,126,811.38 327,518.79 8,590,808.39 6,084,317.86 16,129,456.42 Totals 304 11 136 27 478 57,767,817.11 1,182,258.36 32,591,156.81 6,840,187.38 98,381,419.66 0-29 Days 0.090909% 0.000000% 0.000000% 0.090909% 0.086232% 0.000000% 0.000000% 0.086232% 30 Days 6.772727% 0.000000% 0.000000% 0.000000% 6.772727% 7.105918% 0.000000% 0.000000% 0.000000% 7.105918% 60 Days 3.454545% 0.045455% 0.136364% 0.000000% 3.636364% 3.626721% 0.007983% 0.210884% 0.000000% 3.845588% 90 Days 1.318182% 0.045455% 1.227273% 0.000000% 2.590909% 1.277226% 0.017396% 1.534762% 0.000000% 2.829384% 120 Days 1.272727% 0.136364% 1.863636% 0.000000% 3.272727% 0.913528% 0.056542% 2.306704% 0.000000% 3.276774% 150 Days 0.454545% 0.045455% 1.363636% 0.090909% 1.954545% 0.267086% 0.030898% 1.536818% 0.176026% 2.010828% 180+ Days 0.545455% 0.136364% 1.590909% 1.136364% 3.409091% 0.262410% 0.076272% 2.000616% 1.416908% 3.756206% Totals 13.818182% 0.500000% 6.181818% 1.227273% 21.727273% 13.452890% 0.275323% 7.589784% 1.592933% 22.910930% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - OTS No. of ~~Contaminated~~Loans ~~Properties~~No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 0 0 2 212,117.85 0.00 ~~Periodic~~0.00 ~~Advance~~212,117.85 30 Days 175 0 0 0 175 46,794,644.45 0.00 0.00 0.00 46,794,644.45 60 Days 85 2 2 0 89 23,~~465~~049,~~451~~742.01 28,354.41 1,395,766.62 0.00 24,473,863.04 90 Days 38 1 58 0 97 6,806,208.69 38,770.90 22,550,416.10 0.00 29,395,395.69 120 Days 37 0 45 0 82 5,023,425.12 0.00 15,470,072.35 0.00 20,493,497.47 150 Days 20 0 51 2 73 2,016,155.37 0.00 17,639,776.30 214,659.75 19,870,591.42 180+ Days 48 9 94 72 223 7,028,379.60 3,325,934.11 34,183,186.86 27,773,615.89 72,311,116.46 Totals 403 14 250 74 741 90,718,555.24 3,605,177.27 91,239,218.23 27,988,275.64 213,551,226.38 0-29 Days 0.086693% 0.000000% 0.000000% 0.086693% 0.035779% 0.000000% 0.000000% 0.035779% 30 Days 7.585609% 0.000000% 0.000000% 0.000000% 7.585609% 7.893001% 0.000000% 0.000000% 0.000000% 7.893001% 60 Days 3.684439% 0.086693% 0.086693% 0.000000% 3.857824% 3.887873% 0.004783% 0.235428% 0.000000% 4.128084% 90 Days 1.647161% 0.043346% 2.514088% 0.000000% 4.204595% 1.148025% 0.006540% 3.803650% 0.000000% 4.958214% 120 Days 1.603814% 0.000000% 1.950585% 0.000000% 3.554400% 0.847317% 0.000000% 2.609386% 0.000000% 3.456703% 150 Days 0.866927% 0.000000% 2.210663% 0.086693% 3.164283% 0.340071% 0.000000% 2.975357% 0.036207% 3.351636% 180+ Days 2.080624% 0.390117% 4.074556% 3.120936% 9.666233% 1.185499% 0.560996% 5.765786% 4.684664% 12.196945% Totals 17.468574% 0.606849% 10.836584% 3.207629% 32.119636% 15.301786% 0.608097% 15.389608% 4.720871% 36.020361% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency ~~Status~~Summary BySummary Group ~~DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group~~ I -Days ~~OTS~~Number ~~No.~~ of ~~Loans~~Outstanding ~~No.~~Percentage of ~~Loans~~Number ~~No.~~ of ~~Loans~~Outstanding ~~No.~~Percentage of ~~Loans~~Delinquent ~~No. of~~ Loans Actual Balance(%) ~~Actual~~Loans ~~Balance~~ Actual Balance(%) ~~Actual~~ Balance($) ~~Actual~~ Balance($) 0180 -29 ~~Days~~209 ~~2 0 0 2 370,311.33 0.00 0.00 370,311.33 30 Days~~ 119 ~~0 0 0 119 26~~31,~~096~~142,~~958~~073.7597 03.00046 ~~0.00~~32 ~~0.00 26,096,958.75 60 Days 82 0~~ 6 ~~0 88 15~~,~~903~~140,~~980~~738.8630 ~~0.00~~ 1~~,614,954~~.18430 ~~0.00~~210 ~~17,518,935.04~~- 90239 ~~Days~~101 ~~20 2~~ 32 ~~0 54 2~~,~~863~~002,~~063~~810.3992 ~~207,440~~3.40131 ~~7,222,738.38~~30 ~~0.00 10,293,242.17 120 Days 13 0 23 2 38 1,232,236.47 0.00 5,120,515.09 261,579.16~~ 6,~~614~~838,~~330~~310.7256 ~~150 Days 10 0 26~~ 1 ~~37 1,131,985~~.59592 ~~0.00~~240 ~~6,298,324.06~~- ~~508,149.23~~269 ~~7,938,458.88 180+ Days 0 0 14 2 16 0.00 0.00 3,496,699.78 306,845.~~53 317,~~803~~954,~~545~~372.3125 ~~Totals 244 4 101 5 354 47,228,225~~1.06756 ~~577,751.73~~7 ~~23,753,231.49~~ 1,~~076~~920,~~573~~621.9278 ~~72,635,782.20~~ 0~~-29 Days 0~~.~~089526%~~447 ~~0.000000%~~270 0.000000% 0.089526% 0.085263% 0.000000% 0.000000% 0.085263% 30 Days 5.326768% 0.000000% 0.000000% 0.000000% 5.326768% 6.008740% 0.000000% 0.000000% 0.000000% 6.008740% 60 Days 3.670546% 0.000000% 0.268577% 0.000000% 3.939123% 3.661840% 0.000000% 0.371838% 0.000000% 4.033678% 90 Days 0.895255% 0.089526% 1.432408% 0.000000% 2.417189% 0.659211% 0.047762% 1.663012% 0.000000% 2.369986% 120 Days 0.581916% 0.000000% 1.029543% 0.089526% 1.700985% 0.283718% 0.000000% 1.178982% 0.060228% 1.522928% 150 Days 0.447628% 0.000000% 1.163832% 0.044763% 1.656222% 0.260636% 0.000000% 1.450169% 0.117000% 1.827804% 180+ Days 0.000000% 0.000000% 0.626679% 0.089526% 0.716204% 0.000000% 0.000000% 0.805104% 0.070650% 0.875754% Totals 10.922113% 0.179051% 4.521038% 0.223814% 15.846016% 10.874146% 0.133025% 5.469105% 0.247878% 16.724154% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - ~~OTS~~299 ~~No.~~25 ~~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 6 0 0 6 364~~7,~~263.76 0.00 0.00 364~~341,~~263~~315.7674 ~~30 Days 160~~ 0 ~~0 0 160 44,106,491~~.78718 ~~0.00~~6 ~~0.00 0.00 44~~1,~~106~~229,~~491~~785.78 ~~60 Days 89 1 2~~ 0 ~~92 21,807,065~~.~~08 38,786.58 439,232.37 0.00 22,285,084.03 90 Days 32 0 52 0 84 5,714,~~286~~.36~~ ~~0.00~~Total ~~18,252,114.99~~298 ~~0.00 23~~88,~~966~~440,~~401~~572.~~35 120 Days 39 1 57 0 97 4,182,701.97 131,590.16 22,384,293.08 0.00 26,698,585.21 150 Days 30 0 53 5~~ 88 ~~3,325,766~~8.35651 ~~0.00 22,320,392.86 805,951.17 26,452,110.38 180+ Days 9 1 58 6 74 1,297,927.55 74,741.98 21,506,545.82 922,703.40 23,801,918.~~75 ~~Totals 359 9 222 11 601 80~~16,~~434~~129,~~239~~456.0942 609,382.48 84,902,579.12 1,728,654.57 167,674,855.26 0-29 Days 0.255537% 0.000000% 0.000000% 0.255537% 0.060836% 0.000000% 0.000000% 0.060836% 30 Days 6.814310% 0.000000% 0.000000% 0.000000% 6.814310% 7.366273% 0.000000% 0.000000% 0.000000% 7.366273% 60 Days 3.790460% 0.042589% 0.085179% 0.000000% 3.918228% 3.642022% 0.006478% 0.073357% 0.000000% 3.721856% 90 Days 1.362862% 0.000000% 2.214651% 0.000000% 3.577513% 0.954349% 0.000000% 3.048305% 0.000000% 4.002655% 120 Days 1.660988% 0.042589% 2.427598% 0.000000% 4.131175% 0.698558% 0.021977% 3.738425% 0.000000% 4.458960% 150 Days 1.277683% 0.000000% 2.257240% 0.212947% 3.747871% 0.555440% 0.000000% 3.727753% 0.134603% 4.417796% 180+ Days 0.383305% 0.042589% 2.470187% 0.255537% 3.151618% 0.216768% 0.012483% 3.591831% 0.154102% 3.975184% Totals 15.289608% 0.383305% 9.454855% 0.468484% 25.596252% 13.433409% 0.101774% 14.179672% 0.288704% 28.003559% Please refer to CTSLink.com for a list of delinquency code descriptions.755

180+ Delinquency Summary ~~Summary~~(continued) Group III Days Number of Outstanding Percentage of ~~Number of Outstanding Percentage of~~ Delinquent Loans Actual Balance(%) ~~Loans Actual~~ Balance(~~%) Balance(~~$) ~~Balance($)~~ 180 - 209 5987 1925,~~187~~001,~~973~~335.6667 14.~~857~~217 10210 2- 239 71 25,~~573~~164,~~759~~500.5336 04.~~593~~245 ~~210~~240 - ~~239~~269 3146 816,~~417~~033,~~490~~750.4047 02.~~815~~704 6270 1- 299 19 6,~~229~~111,~~785~~529.7896 01.~~283~~031 Total 90223 2772,~~605~~311,~~464~~116.0646 212.~~672~~197 16This 3report includes all loans greater than 180 days delinquent regardless of status (REO,~~803~~ Foreclosure,~~545.31~~ 0Bankruptcy).~~876~~

REO Detail - All Mortgage Loans in REO during Current Period

~~180+~~Summary ~~Delinquency~~12 ~~Summary~~Month ~~(continued)~~REO ~~Group~~History* IINew ~~Days~~REO ~~Number~~Loans ofMonth ~~Outstanding~~REO Percentage ofLoans ~~Delinquent~~in REO 44 Jan-07 0.000% Original Principal Balance 17,932,312.00 Feb-07 0.000% Current Actual Balance 17,928,486.13 Mar-07 0.000% Apr-07 0.000% Current REO Total May-07 0.000% Loans in REO 101 Jun-07 0.000% Original Principal Balance 34,836,332.00 Jul-07 0.012% Current Actual Balance( 34,828,463.02 Aug-07 0.027%) Sep-07 0.116% Oct-07 0.272% Nov-07 1.645% Dec-07 3.407% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 11 Jan-07 0.000% Original Principal Balance~~($)~~ ~~180~~3,340,120.00 Feb-07 ~~209~~0.000% 49Current 16Actual Balance 3,~~614~~339,~~214~~347.1397 2Mar-07 0.~~775~~000% ~~210~~Apr-07 0.000% Current REO Total May-07 ~~239~~0.000% Loans in REO 25 7Jun-07 0.000% Original Principal Balance 6,~~187~~558,~~704~~340.6200 1Jul-07 0.~~200~~027% ~~Total~~Current 74Actual 23Balance 6,~~801~~556,~~918~~243.7537 3Aug-07 0.~~975~~027% ~~This~~Sep-07 0.027% Oct-07 0.248% Nov-07 0.811% Dec-07 1.593% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~includes~~The ~~all~~monthly ~~loans~~bond ~~greater~~remittance ~~than~~report ~~180~~can ~~days~~be ~~delinquent~~viewed ~~regardless~~online ofat ~~status~~www.ctslink.com. (Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 32 Jan-07 0.000% Original Principal Balance 14,304,200.00 ~~Foreclosure~~Feb-07 0.000% Current Actual Balance 14,301,260.80 ~~Bankruptcy)~~Mar-07 0.000% Apr-07 0.000% Current REO Total May-07 0.000% Loans in REO 67 Jun-07 0.000% Original Principal Balance 26,932,950.00 Jul-07 0.000% Current Actual Balance 26,927,650.34 Aug-07 0.028% Sep-07 0.181% Oct-07 0.289% Nov-07 2.248% Dec-07 4.721% *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.

~~Summary~~REO 12Loan ~~Month~~Detail ~~REO~~- History*All ~~New~~Mortgage Loans in REO ~~Loans~~during Current Period Month ~~REO~~Loan ~~Percentage~~First ~~Loans~~Original inLoan Entered Payment LTV at Principal Group Number REO 7Date State Origination Balance Group I 0113632614 Dec-2007 01-Nov-062006 0CA 80.00 112,000%.00 ~~Original~~Group ~~Principal~~I ~~Balance~~0114121948 1Nov-2007 01-Feb-2007 CA 80.00 368,~~600~~000.00 Group I 0114302970 Nov-2007 01-Feb-2007 MN 80.00 172,000.00 Group I 0114374379 Oct-2007 01-Feb-2007 NC 78.55 165,750.00 Group I 0114375099 Nov-2007 01-Feb-2007 MN 80.00 231,920.00 Group I 0114399795 Nov-2007 01-Feb-2007 AZ 90.00 163,800.00 Group I 0114414398 Dec-062007 001-Feb-2007 CO 80.00 124,000%.00 ~~Current~~Group ~~Actual~~I ~~Balance~~0114451920 1Dec-2007 01-Feb-2007 CA 80.00 360,~~599~~000.00 Group I 0114455653 Nov-2007 01-Feb-2007 NV 90.00 247,~~298~~500.7900 Group I 0114582312 Oct-2007 01-Jan-072007 0CT 85.00 187,000%.00 Group I 0114582390 Oct-2007 01-Feb-072007 0GA 80.00 96,000%.00 ~~Current~~Group ~~REO~~I ~~Total~~0114582411 Jul-2007 01-Jan-2007 GA 80.00 120,000.00 Group I 0114582415 Nov-2007 01-Jan-2007 GA 80.00 216,000.00 Group I 0114582490 Oct-2007 01-Mar-072007 0MA 95.00 508,250.00 Group I 0114623401 Dec-2007 01-Mar-2007 MN 95.00 247,950.00 Group I 0114637874 Dec-2007 01-Mar-2007 MN 80.00 263,120.00 Group I 0114729630 Dec-2007 01-Mar-2007 CA 80.00 392,000%.00 ~~Loans~~Group inI ~~REO~~0114729640 16Nov-2007 ~~Apr~~01-07Mar-2007 0CA 88.04 202,500.00 Group I 0114770851 Nov-2007 01-Mar-2007 CO 80.00 164,000%.00 ~~Original~~Group ~~Principal~~I ~~Balance~~0114788970 2Nov-2007 01-Mar-2007 AZ 80.00 160,~~806~~000.00 Group I 0114839787 Dec-2007 01-Mar-2007 CA 75.00 236,~~850~~250.00 ~~May~~Group I 0114848985 Nov-072007 001-Mar-2007 CO 90.00 202,500.00 Group I 0114921851 Dec-2007 01-Mar-2007 CA 80.00 404,000%.00 ~~Current~~Group ~~Actual~~I ~~Balance~~0114948706 2Dec-2007 01-Feb-2007 HI 80.00 540,~~805~~800.00 Group I 0115113924 Nov-2007 01-Apr-2007 NV 90.00 297,~~228~~000.4900 ~~Jun~~Group I 0115128913 Dec-072007 001-Apr-2007 CA 80.00 380,000%.00 ~~Jul~~Group I 0115128914 Dec-072007 001-Apr-2007 CA 80.~~012%~~00 280,000.00 Group II 0112665922 Nov-2007 01-Aug-072006 0VA 80.~~027%~~00 128,000.00 Group II 0113315580 Dec-2007 01-Sep-072006 0TX 85.~~116%~~00 106,250.00 Group II 0113632617 Nov-2007 01-Nov-2006 CA 80.00 277,600.00 Group II 0114152235 Dec-2007 01-Jan-2007 CA 80.00 300,000.00 Group II 0114210141 Oct-072007 001-Feb-2007 AZ 100.~~272%~~00 *The306,000.00 ~~text~~Group ~~reported~~II in0114229428 ~~the~~Nov-2007 ~~above~~01-Feb-2007 ~~table~~CA is80.00 ~~presented~~396,000.00 ~~graphically~~Group onII ~~the~~0114237086 ~~monthly~~Dec-2007 ~~bond~~01-Feb-2007 ~~remittance~~CA ~~report~~80.00 ~~The~~524,000.00 ~~monthly~~Group ~~bond~~II ~~remittance~~0114264918 ~~report~~Dec-2007 ~~can~~01-Feb-2007 beCA ~~viewed~~90.00 ~~online~~634,500.00 atGroup ~~www~~II 0114265806 Nov-2007 01-Feb-2007 CA 80.~~ctslink~~00 551,200.~~com~~00 Group II 0114267013 Nov-2007 01-Jan-2007 MI 90.00 86,850.00 Group III 120114267018 ~~Month~~Oct-2007 ~~REO~~01-Jan-2007 History*TX ~~New~~100.00 ~~REO~~145,000.00 ~~Loans~~Group ~~Month~~II ~~REO~~0114333979 ~~Percentage~~Dec-2007 ~~Loans~~01-Feb-2007 inCA ~~REO~~80.00 4232,000.00 Group II 0114364892 Nov-062007 001-Feb-2007 NV 80.00 234,400.00 Group II 0114365919 Dec-2007 01-Feb-2007 CA 80.00 287,992.00 Group II 0114369987 Dec-2007 01-Feb-2007 CA 80.00 480,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0114399764 ~~957~~Dec-2007 01-Feb-2007 CA 90.14 585,000.00 Group II 0114414383 Dec-062007 001-Feb-2007 CA 80.00 452,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0114451941 ~~956~~Nov-2007 01-Feb-2007 CA 80.00 300,~~629~~750.9100 ~~Jan~~Group II 0114457890 Nov-072007 001-Feb-2007 CA 80.00 306,800.00 Group II 0114457896 Dec-2007 01-Mar-2007 CA 100.00 414,900.00 Group II 0114478704 Dec-2007 01-Feb-2007 CA 80.00 464,000%.00 Group II 0114492726 Nov-2007 01-Mar-2007 CA 90.00 452,700.00 Group II 0114492728 Nov-2007 01-Mar-2007 CA 80.00 528,000.00 Group II 0114519462 Nov-2007 01-Feb-072007 0WA 80.00 304,000%.00 ~~Current~~Group ~~REO~~II ~~Total~~0114519481 Nov-2007 01-Mar-072007 0CA 80.00 348,000%.00 ~~Loans~~Group inII ~~REO~~0114553574 4Dec-2007 ~~Apr~~01-07Feb-2007 0CA 80.00 430,800.00 Group II 0114553575 Dec-2007 01-Feb-2007 CA 80.00 708,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0114588293 ~~957~~Nov-2007 01-Mar-2007 CA 80.00 556,000.00 ~~May~~Group II 0114623387 Nov-072007 001-Mar-2007 CA 80.00 623,200.00 Group II 0114637886 Dec-2007 01-Mar-2007 CA 80.00 528,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0114637887 ~~956~~Nov-2007 01-Mar-2007 CA 80.00 360,~~629~~000.9100 ~~Jun~~Group II 0114647859 Nov-072007 001-Mar-2007 CA 80.00 400,000%.00 ~~Jul~~Group II 0114647868 Dec-072007 001-Mar-2007 WA 80.~~027%~~00 ~~Aug~~336,000.00 Group II 0114670755 Nov-072007 001-Mar-2007 CA 80.~~027%~~00 ~~Sep~~584,000.00 Group II 0114670768 Nov-072007 001-Mar-2007 CA 80.~~027%~~00 ~~Oct~~452,000.00 Group II 0114703567 Dec-072007 001-Mar-2007 CA 80.~~248%~~00 *The616,000.00 ~~text~~Group ~~reported~~II in0114703583 ~~the~~Dec-2007 ~~above~~01-Mar-2007 ~~table~~CA is80.00 ~~presented~~608,000.00 ~~graphically~~Group onII ~~the~~0114703596 ~~monthly~~Dec-2007 ~~bond~~01-Mar-2007 ~~remittance~~MA ~~report~~80.00 ~~The~~340,000.00 ~~monthly~~Group ~~bond~~II ~~remittance~~0114723856 ~~report~~Nov-2007 ~~can~~01-Mar-2007 beCA ~~viewed~~80.00 ~~online~~480,000.00 atGroup ~~www~~II 0114739034 Nov-2007 01-Mar-2007 CA 80.~~ctslink~~00 288,000.~~com~~00 Group II 0114750562 Dec-2007 01-Mar-2007 CA 80.00 600,000.00 Group II 120114750574 ~~Month~~Nov-2007 ~~REO~~01-Mar-2007 History*CA ~~New~~80.00 ~~REO~~301,600.00 ~~Loans~~Group ~~Month~~II ~~REO~~0114750584 ~~Percentage~~Dec-2007 ~~Loans~~01-Mar-2007 inCA ~~REO~~80.00 2486,400.00 Group II 0114760590 Dec-2007 01-Mar-2007 CA 80.00 362,400.00 Group II 0114760619 Dec-2007 01-Mar-2007 CA 100.00 420,000.00 Group II 0114770813 Nov-062007 001-Mar-2007 CA 80.00 496,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0114789018 ~~337~~Sep-2007 01-Mar-2007 MI 90.00 81,000.00 Group II 0114818872 Dec-062007 001-Mar-2007 OR 100.00 228,500.00 Group II 0114818924 Nov-2007 01-Mar-2007 CA 80.00 392,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0114818951 ~~336~~Sep-2007 01-Mar-2007 MI 90.00 90,~~832~~000.5700 ~~Jan~~Group II 0114827109 Dec-072007 001-Mar-2007 CA 80.00 344,000%.00 ~~Feb~~Group II 0114839791 Dec-072007 001-Mar-2007 CA 100.00 507,000%.00 ~~Current~~Group ~~REO~~II ~~Total~~0114841903 Dec-2007 01-Mar-072007 0CA 80.00 288,000%.00 ~~Loans~~Group inII ~~REO~~0114848997 6Nov-2007 ~~Apr~~01-07Mar-2007 0CA 80.00 284,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0114858059 1Dec-2007 01-Apr-2007 CA 75.00 569,~~084~~250.00 Group II 0114948378 Nov-2007 01-Jan-2007 AR 78.44 100,~~800~~400.00 ~~May~~Group II 0114948443 Sep-072007 001-Jan-2007 TX 85.00 113,900.00 Group II 0114948493 Oct-2007 01-Jan-2007 MN 79.81 192,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0114948503 1Aug-2007 01-Dec-2006 MI 84.36 112,~~083~~200.00 Group II 0114948552 Sep-2007 01-Jan-2007 MI 95.00 133,~~906~~000.6300 ~~Jun~~Group II 0114948868 Aug-072007 001-Feb-2007 NC 95.00 54,150.00 Group II 0114948878 Nov-2007 01-Feb-2007 CA 90.00 783,000%.00 ~~Jul~~Group II 0114948888 Nov-072007 001-Feb-2007 MS 93.75 71,250.00 Group II 0114948891 Dec-2007 01-Feb-2007 CA 80.00 440,000%.00 ~~Aug~~Group II 0114948902 Nov-072007 001-Feb-2007 CA 80.~~028%~~00 332,000.00 Group II 0114949029 Sep-072007 001-Feb-2007 MI 100.~~181%~~00 ~~Oct~~449,000.00 Group II 0114981943 Sep-072007 001-Nov-2006 MI 80.~~289%~~00 *The53,600.00 ~~text~~Group ~~reported~~II in0115013754 ~~the~~Dec-2007 ~~above~~01-Apr-2007 ~~table~~CA is80.00 ~~presented~~600,000.00 ~~graphically~~Group onII ~~the~~0115049665 ~~monthly~~Nov-2007 ~~bond~~01-Apr-2007 ~~remittance~~NV ~~report~~100.00 ~~The~~665,000.00 ~~monthly~~Group ~~bond~~II ~~remittance~~0115049690 ~~report~~Dec-2007 ~~can~~01-Apr-2007 beCA ~~viewed~~80.00 ~~online~~336,000.00 atGroup ~~www~~II 0115104660 Dec-2007 01-Apr-2007 CA 100.~~ctslink~~00 300,000.~~com~~00 Group II 0115113947 Dec-2007 01-Apr-2007 CA 80.00 451,200.00 Group II 0115128909 Dec-2007 01-Apr-2007 CA 80.00 612,000.00 Group II 0115128981 Nov-2007 01-Apr-2007 CA 80.00 589,200.00

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number ~~REO~~Balance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Group I ~~0114374379~~0113632614 ~~Oct~~111,936.70 01-Jan-2007 9 9.450% 6,670.37 Group I 0114121948 368,000.00 01-Feb-2007 NC8 787.55875% 18,093.36 Group I 0114302970 171,791.02 01-Apr-2007 6 7.990% 8,569.48 Group I 0114374379 165,~~750~~673.66 01-Apr-2007 6 10.125% 10,624.80 Group I 0114375099 231,920.00 01-Apr-2007 6 8.150% 11,827.92 Group I 0114399795 163,800.00 01-Mar-2007 7 7.450% 7,589.44 Group I 0114414398 124,000.00 01-Mar-2007 7 8.575% 6,675.28 Group I 0114451920 360,000.00 01-Mar-2007 7 7.300% 16,320.00 Group I 0114455653 247,500.00 01-Jan-2007 9 9.000% 14,005.06 Group I 0114582312 ~~Oct~~186,901.52 01-Jan-2007 9 9.175% 11,143.40 Group I 0114582390 95,905.50 01-Apr-2007 6 7.550% 4,693.83 Group I 0114582411 119,944.01 01-Jan-2007 CT9 9.750% 7,612.50 Group I 0114582415 215,254.47 01-May-2007 5 7.925% 9,679.12 Group I 0114582490 508,149.23 01-Mar-2007 7 9.250% 30,630.28 Group I 0114623401 247,588.81 01-Apr-2007 6 9.225% 14,374.85 Group I 0114637874 263,120.00 ~~187~~01-Apr-2007 6 7.325% 11,972.00 Group I 0114729630 392,000.00 01-Mar-2007 7 6.500% 15,680.00 Group I ~~0114582390~~0114729640 ~~Oct~~202,500.00 01-Feb-2007 8 8.350% 10,582.13 Group I 0114770851 164,000.00 01-Feb-2007 GA8 808.400% 8,625.00 96Group I 0114788970 160,000.00 01-Feb-2007 8 6.800% 6,688.00 Group I ~~0114582411~~0114839787 ~~Jul~~236,087.41 01-Mar-2007 7 7.875% 11,570.89 Group I 0114848985 202,500.00 01-~~Jan~~Mar-2007 GA7 8010.00600% ~~120~~13,634.96 Group I 0114921851 404,000.00 01-Mar-2007 7 8.050% 20,334.72 Group I ~~0114582490~~0114948706 ~~Oct~~540,615.05 01-May-2007 5 9.035% 26,908.73 Group I 0115113924 297,000.00 01-Mar-2007 MA7 958.350% 15,524.59 Group I 0115128913 380,000.00 ~~508~~01-Mar-2007 7 7.000% 16,466.72 Group I 0115128914 280,000.00 01-Mar-2007 7 7.650% 13,327.35 Group II 0112665922 128,000.00 01-May-2007 5 9.250% 6,533.38 Group II 0113315580 105,856.67 01-Feb-2007 8 8.500% 5,625.59 Group II 0113632617 276,858.79 01-Feb-2007 8 8.075% 13,928.05 Group II 0114152235 300,000.00 01-Mar-2007 7 6.700% 12,400.00 Group II 0114210141 ~~Oct~~305,836.31 01-Feb-2007 8 9.100% 17,481.53 Group II 0114229428 396,000.00 01-Feb-2007 AZ8 ~~100~~7.450% 18,348.00 ~~306~~Group II 0114237086 524,000.00 01-Mar-2007 7 7.975% 26,112.72 Group II 0114264918 634,184.67 01-Mar-2007 7 8.500% 33,784.30 Group II 0114265806 551,200.00 01-Feb-2007 8 7.400% 25,355.20 Group II 0114267013 86,659.75 01-May-2007 5 10.125% 5,025.51 Group II 0114267018 ~~Oct~~144,859.10 01-Feb-2007 8 9.625% 9,105.93 Group II 0114333979 231,882.10 01-~~Jan~~Apr-2007 TX6 ~~100~~9.800% 14,367.88 Group II 0114364892 234,162.65 01-Apr-2007 6 7.450% 10,836.38 Group II 0114365919 287,877.36 01-Mar-2007 7 9.250% 16,777.35 Group II 0114369987 480,000.00 ~~145~~01-Feb-2007 8 7.800% 23,360.00 Group II 0114399764 585,000.00 01-Mar-2007 7 9.125% 33,637.52 Group II ~~0114789018~~0114414383 ~~Sep~~451,619.19 01-Mar-2007 7 6.650% 18,480.50 Group II 0114451941 300,750.00 01-Feb-2007 8 8.250% 15,538.80 Group II 0114457890 306,546.02 01-Feb-2007 8 6.950% 13,120.08 Group II 0114457896 414,900.00 01-Mar-2007 MI7 909.700% 25,447.20 Group II 0114478704 463,406.21 01-Mar-2007 7 8.250% 23,871.79 Group II 0114492726 452,700.00 8101-Feb-2007 8 9.150% 26,075.73 Group II 0114492728 528,000.00 01-Feb-2007 8 7.225% 23,625.79 Group II ~~0114818951~~0114519462 ~~Sep~~304,000.00 01-Feb-2007 8 7.980% 15,159.44 Group II 0114519481 348,000.00 01-Feb-2007 8 7.150% 15,428.00 Group II 0114553574 430,496.20 01-Mar-2007 MI7 907.285% 19,441.12 Group II 0114553575 707,783.63 01-Mar-2007 7 7.500% 33,006.64 Group II 0114588293 556,000.00 9001-Feb-2007 8 7.575% 26,224.64 Group II 0114623387 623,200.00 01-Feb-2007 8 7.825% 30,432.88 Group II 0114637886 527,999.60 01-Mar-2007 7 6.990% 22,844.80 Group II 0114637887 360,000.00 01-Feb-2007 8 7.700% 17,249.79 Group II ~~0114948443~~0114647859 ~~Sep~~400,000.00 01-Feb-2007 8 7.000% 17,333.28 Group II 0114647868 335,884.04 01-~~Jan~~Mar-2007 TX7 857.350% 15,314.38 Group II 0114670755 584,000.00 ~~113~~01-Feb-2007 8 7.925% 28,~~900~~908.00 Group II ~~0114948493~~0114670768 ~~Oct~~452,000.00 01-Feb-2007 8 7.300% 20,490.72 Group II 0114703567 616,000.00 01-~~Jan~~Mar-2007 MN7 797.81325% ~~192~~28,028.00 Group II 0114703583 608,000.00 01-Mar-2007 7 7.925% 30,096.00 Group II ~~0114948503~~0114703596 ~~Aug~~339,889.16 01-Mar-2007 7 7.550% 15,954.93 Group II 0114723856 480,000.00 01-~~Dec~~Feb-~~2006~~2007 MI8 847.36500% ~~112~~22,~~200~~400.00 Group II ~~0114948552~~0114739034 ~~Sep~~288,000.00 01-Feb-2007 8 7.550% 13,511.32 Group II 0114750562 600,000.00 01-~~Jan~~Feb-2007 MI8 957.750% 28,885.40 Group II 0114750574 301,600.00 ~~133~~01-Feb-2007 8 7.550% 14,116.94 Group II 0114750584 486,400.00 01-Mar-2007 7 7.550% 22,860.80 Group II 0114760590 362,289.77 01-Mar-2007 7 7.300% 16,423.84 Group II 0114760619 419,889.74 01-Mar-2007 7 8.300% 21,807.87 Group II 0114770813 496,000.00 01-Feb-2007 8 7.600% 23,477.28 Group II ~~0114948868~~0114789018 ~~Aug~~80,972.05 01-Mar-2007 7 11.150% 5,739.81 Group II 0114818872 228,500.00 01-Feb-2007 NC8 9510.100% 14,588.36 Group II 0114818924 392,000.00 5401-Feb-2007 8 7.500% 18,293.36 Group II 0114818951 89,968.94 01-Mar-2007 7 11.150% 6,377.56 Group II 0114827109 343,923.17 01-Mar-2007 7 8.850% 19,125.33 Group II 0114839791 507,000.00 01-Mar-2007 7 10.250% 32,955.04 Group II ~~0114949029~~0114841903 ~~Sep~~288,000.00 01-Mar-2007 7 7.950% 14,304.00 Group II 0114848997 284,000.00 01-Feb-2007 MI8 7.100% 12,496.00 ~~449~~Group II 0114858059 569,250.00 01-Mar-2007 7 7.100% 25,046.96 Group II 0114948378 100,355.70 01-Feb-2007 8 8.905% 5,616.20 Group II 0114948443 113,840.77 01-Jan-2007 9 9.235% 6,606.17 Group II 0114948493 191,973.47 01-Feb-2007 8 9.560% 11,590.65 Group II 0114948503 112,063.88 01-Feb-2007 8 10.460% 7,423.77 Group II 0114948552 132,950.50 01-Mar-2007 7 10.820% 9,141.69 Group II 0114948868 54,129.87 01-Feb-2007 8 10.810% 3,712.66 Group II 0114948878 783,000.00 01-Jan-2007 9 8.080% 39,567.60 Group II ~~0114981943~~0114948888 ~~Sep~~71,250.00 01-Jan-2007 9 9.465% 4,244.31 Group II 0114948891 439,906.65 01-~~Nov~~Mar-~~2006~~2007 MI7 808.460% 23,332.96 Group II 0114948902 332,000.00 01-Jan-2007 9 8.310% 17,273.27 Group II 0114949029 448,551.37 01-Mar-2007 7 9.445% 26,686.57 Group II 0114981943 53,508.31 01-Mar-2007 7 11.275% 3,837.45 Group II 0115013754 600,000.00 01-Mar-2007 7 8.000% 30,000.00 Group II 0115049665 665,000.00 01-Mar-2007 7 9.525% 40,010.88 Group II 0115049690 336,000.00 01-Mar-2007 7 7.200% 15,008.00 Group II 0115104660 300,000.00 01-Mar-2007 7 9.100% 17,200.00 Group II 0115113947 451,200.00 01-Mar-2007 7 8.350% 23,545.32 Group II 0115128909 612,000.00 01-Mar-2007 7 6.750% 25,500.00 Group II 0115128981 589,200.00 01-Mar-2007 7 7.775% 28,576.24

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~REO~~Summary ~~Loan~~12 ~~Detail~~Month -Foreclosure ~~All~~History* ~~Mortgage~~New Foreclosure Loans Month Foreclosure Percentage Loans in ~~REO~~Foreclosure ~~during~~101 ~~Current~~Jan-07 ~~Period~~0.000% ~~(continued)~~Original ~~Current~~Principal ~~Paid~~Balance ~~Current~~34,603,007.00 ~~Approximate~~Feb-07 ~~Loan~~0.000% Current Actual ToBalance ~~Months~~34,554,255.49 ~~Loan~~Mar-07 ~~Delinquent~~0.000% ~~Group~~Apr-07 ~~Number~~0.000% ~~Balance~~Current ~~Date~~Foreclosure ~~Delinquent~~Total ~~Rate~~May-07 ~~Interest~~0.017% ~~Group~~Loans Iin ~~0114374379~~Foreclosure ~~165,673.66~~386 01Jun-~~Apr-2007~~07 ~~4 10~~1.~~125~~685% 7Original Principal Balance 123,~~969~~940,851.8800 ~~Group~~Jul-07 I2.852% ~~0114582312~~Current ~~186~~Actual Balance 123,~~901~~830,375.5204 01Aug-~~Jan-2007~~07 ~~7 9~~5.~~175~~633% Sep-07 8~~,362~~.24025% ~~Group~~Oct-07 I10.518% ~~0114582390~~Nov-07 ~~95,905~~11.50423% 01Dec-~~Apr-2007~~07 ~~4 7~~12.~~550~~113% ~~3,521.58~~*The ~~Group~~text Ireported ~~0114582411~~in ~~119,944.01~~the ~~01-Jan-2007~~above 7table 9is presented graphically on the monthly bond remittance report.~~750%~~ ~~5,712~~The monthly bond remittance report can be viewed online at www.22ctslink.com. Group I ~~0114582490~~12 ~~508,149.23~~Month ~~01-Mar-2007~~Foreclosure 5History* 9New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 35 Jan-07 0.~~250~~000% ~~22,977.47~~Original ~~Group~~Principal IIBalance ~~0114210141 305~~8,~~836~~271,975.3100 ~~01-~~Feb-~~2007~~07 ~~6 9~~0.~~100~~000% ~~13,118.56~~Current ~~Group~~Actual IIBalance ~~0114267018 144~~8,~~859~~258,201.1071 01Mar-~~Feb~~07 0.000% Apr-~~2007~~07 60.000% 9Current Foreclosure Total May-07 0.~~625~~000% ~~6,832~~Loans in Foreclosure 127 Jun-07 0.94586% ~~Group~~Original IIPrincipal ~~0114789018~~Balance 8030,~~972~~360,765.0500 01Jul-~~Mar-2007~~07 ~~5 11~~1.~~150~~230% 4Current Actual Balance 30,~~306~~329,141.4262 ~~Group~~Aug-07 II2.684% ~~0114818951~~Sep-07 ~~89,968~~3.94932% 01Oct-~~Mar-2007~~07 5.469% 11Nov-07 7.~~150~~115% ~~4,784~~Dec-07 7.92590% ~~Group~~*The IItext ~~0114948443~~reported ~~113,840.77~~in ~~01-Jan-2007~~the 7above 9table is presented graphically on the monthly bond remittance report.~~235%~~ ~~4,957~~The monthly bond remittance report can be viewed online at www.37ctslink.com. Group II ~~0114948493~~12 ~~191,973.47~~Month ~~01-Feb-2007~~Foreclosure 6History* 9New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 61 Jan-07 0.~~560~~000% ~~8,693.62~~Original ~~Group~~Principal IIBalance ~~0114948503 112~~25,~~063~~051,332.8800 ~~01-~~Feb-~~2007~~07 ~~6 10~~0.~~460~~000% ~~5,570.24~~Current ~~Group~~Actual IIBalance ~~0114948552 132~~25,~~950~~021,592.5048 ~~01-~~Mar-~~2007~~07 ~~5 10~~0.~~820~~000% ~~6,857~~Apr-07 0.18000% ~~Group~~Current IIForeclosure ~~0114948868~~Total ~~54,129.87 01~~May-~~Feb-2007~~07 ~~6 10~~0.~~810~~029% Loans in Foreclosure 239 Jun-07 2~~,785~~.60495% ~~Group~~Original IIPrincipal ~~0114949029~~Balance ~~448~~88,~~551~~831,196.3700 01Jul-~~Mar-2007~~07 ~~5 9~~4.~~445~~044% 20Current Actual Balance 88,~~025~~760,268.4635 ~~Group~~Aug-07 II7.784% ~~0114981943~~Sep-07 ~~53,508~~10.31997% 01Oct-~~Mar~~07 14.180% Nov-~~2007~~07 514.540% 11Dec-07 15.~~275~~390% ~~2,879~~*The text reported in the above table is presented graphically on the monthly bond remittance report.15 The monthly bond remittance report can be viewed online at www.ctslink.com.

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 101 Nov-06 0.000% Original Principal Balance 30,188,970.00 Dec-06 0.000% Current Actual Balance 30,161,615.66 Jan-07 0.000% Feb-07 0.000% Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure 323 Apr-07 0.000% Original Principal Balance 108,710,406.00 May-07 0.017% Current Actual Balance 108,655,810.61 Jun-07 1.685% Jul-07 2.852% Aug-07 5.633% Sep-07 8.025% Oct-07 10.518% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 38 Nov-06 0.000% Original Principal Balance 8,727,550.00 Dec-06 0.000% Current Actual Balance 8,718,610.51 Jan-07 0.000% Feb-07 0.000% Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure 93 Apr-07 0.000% Original Principal Balance 22,371,475.00 May-07 0.000% Current Actual Balance 22,356,132.59 Jun-07 0.586% Jul-07 1.230% Aug-07 2.684% Sep-07 3.932% Oct-07 5.469% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 57 Nov-06 0.000% Original Principal Balance 20,002,320.00 Dec-06 0.000% Current Actual Balance 19,984,965.00 Jan-07 0.000% Feb-07 0.000% Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure 211 Apr-07 0.000% Original Principal Balance 82,702,449.00 May-07 0.029% Current Actual Balance 82,665,612.73 Jun-07 2.495% Jul-07 4.044% Aug-07 7.784% Sep-07 10.997% Oct-07 14.180% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I 0112436360 Sep-2007 01-Aug-2006 CO 89.94 33,700.00 Group I 0113013858 Oct-2007 01-Sep-2006 OH 100.00 82,000.00 Group I 0113507698 Oct-2007 01-Oct-2006 LA 100.00 86,000.00 Group I 0113632589 Aug-2007 01-Nov-2006 FL 90.00 175,500.00 Group I 0113632614 Jul-2007 01-Nov-2006 CA 80.00 112,000.00 Group I 0113632643 Sep-2007 01-Dec-2006 CA 85.00 289,000.00 Group I 0113992611 Oct-2007 01-Jan-2007 MN 90.00 167,400.00 Group I 0114009153 Aug-2007 01-Jan-2007 FL 100.00 140,000.00 Group I 0114011349 Sep-2007 01-Dec-2006 IL 80.00 180,400.00 Group I 0114079951 Sep-2007 01-Jan-2007 OR 80.00 130,400.00 Group I 0114121948 Jun-2007 01-Feb-2007 CA 80.00 368,000.00 Group I 0114166470 Oct-2007 01-Jan-2007 CA 100.00 390,000.00 Group I 0114218222 Oct-2007 01-Feb-2007 AZ 80.00 172,000.00 Group I 0114229437 Oct-2007 01-Feb-2007 CA 80.00 288,000.00 Group I 0114266998 Oct-2007 01-Feb-2007 IL 100.00 126,000.00 Group I 0114302970 Sep-2007 01-Feb-2007 MN 80.00 172,000.00 Group I 0114302991 Oct-2007 01-Feb-2007 CA 80.00 328,000.00 Group I 0114333975 Oct-2007 01-Feb-2007 AZ 90.00 170,100.00 Group I 0114364851 Sep-2007 01-Feb-2007 MN 80.00 160,000.00 Group I 0114364878 Jul-2007 01-Feb-2007 AZ 80.00 193,600.00 Group I 0114366494 Aug-2007 01-Feb-2007 CA 70.00 399,000.00 Group I 0114370016 Sep-2007 01-Feb-2007 CA 70.00 216,300.00 Group I 0114375099 Sep-2007 01-Feb-2007 MN 80.00 231,920.00 Group I 0114375114 Oct-2007 01-Feb-2007 OR 80.00 135,600.00 Group I 0114375132 Oct-2007 01-Feb-2007 CA 80.00 272,000.00 Group I 0114399786 Oct-2007 01-Feb-2007 CA 80.00 312,000.00 Group I 0114399795 Aug-2007 01-Feb-2007 AZ 90.00 163,800.00 Group I 0114414398 Aug-2007 01-Feb-2007 CO 80.00 124,000.00 Group I 0114451920 Aug-2007 01-Feb-2007 CA 80.00 360,000.00 Group I 0114455069 Oct-2007 01-Mar-2007 FL 89.14 279,000.00 Group I 0114455653 Jul-2007 01-Feb-2007 NV 90.00 247,500.00 Group I 0114457823 Sep-2007 01-Mar-2007 OR 84.10 164,000.00 Group I 0114457895 Sep-2007 01-Feb-2007 CO 80.00 140,800.00 Group I 0114519463 Oct-2007 01-Feb-2007 AZ 80.00 152,000.00 Group I 0114553587 Sep-2007 01-Mar-2007 WA 80.00 189,520.00 Group I 0114582220 Aug-2007 01-Nov-2006 FL 90.00 229,500.00 Group I 0114582255 Oct-2007 01-Dec-2006 MD 90.00 369,000.00 Group I 0114582257 Sep-2007 01-Dec-2006 CT 77.65 132,000.00 Group I 0114582263 Sep-2007 01-Dec-2006 MD 80.00 212,000.00 Group I 0114582289 Aug-2007 01-Jan-2007 NJ 85.00 361,250.00 Group I 0114582350 Oct-2007 01-Jan-2007 NJ 94.99 308,200.00 Group I 0114582362 Oct-2007 01-Jan-2007 CT 80.00 148,000.00 Group I 0114582364 Jul-2007 01-Jan-2007 NY 90.00 405,000.00 Group I 0114582368 Oct-2007 01-Jan-2007 NY 80.00 320,000.00 Group I 0114582380 Jun-2007 01-Jan-2007 FL 80.00 352,000.00 Group I 0114582415 Sep-2007 01-Jan-2007 GA 80.00 216,000.00 Group I 0114582450 Jul-2007 01-Feb-2007 NY 90.00 107,100.00 Group I 0114582477 Oct-2007 01-Feb-2007 FL 70.00 297,500.00 Group I 0114582508 Sep-2007 01-Feb-2007 NJ 95.00 256,500.00 Group I 0114582542 Jun-2007 01-Mar-2007 NY 55.67 250,500.00 Group I 0114588290 Oct-2007 01-Mar-2007 CA 80.00 295,200.00 Group I 0114588298 Oct-2007 01-Mar-2007 AZ 79.59 195,000.00 Group I 0114623401 Sep-2007 01-Mar-2007 MN 95.00 247,950.00 Group I 0114637874 Sep-2007 01-Mar-2007 MN 80.00 263,120.00 Group I 0114637877 Jun-2007 01-Mar-2007 DE 95.00 230,375.00 Group I 0114703564 Sep-2007 01-Mar-2007 CA 95.00 389,500.00 Group I 0114723825 Oct-2007 01-Mar-2007 CA 80.00 280,000.00 Group I 0114723835 Sep-2007 01-Mar-2007 CA 85.00 374,000.00 Group I 0114729630 Aug-2007 01-Mar-2007 CA 80.00 392,000.00 Group I 0114729640 Jun-2007 01-Mar-2007 CA 88.04 202,500.00 Group I 0114729665 Oct-2007 01-Mar-2007 FL 65.00 139,750.00 Group I 0114770851 Jul-2007 01-Mar-2007 CO 80.00 164,000.00 Group I 0114771445 Aug-2007 01-Mar-2007 CA 69.97 205,000.00 Group I 0114788970 Jun-2007 01-Mar-2007 AZ 80.00 160,000.00 Group I 0114839736 Aug-2007 01-Mar-2007 FL 65.00 59,800.00 Group I 0114839759 Oct-2007 01-Mar-2007 FL 90.00 137,700.00 Group I 0114839787 Aug-2007 01-Mar-2007 CA 75.00 236,250.00 Group I 0114839805 Oct-2007 01-Mar-2007 CA 80.00 344,000.00 Group I 0114839878 Sep-2007 01-Mar-2007 OR 80.00 160,720.00 Group I 0114841871 Sep-2007 01-Mar-2007 CA 80.00 252,800.00 Group I 0114848985 Aug-2007 01-Mar-2007 CO 90.00 202,500.00 Group I 0114848992 Sep-2007 01-Mar-2007 CA 80.00 356,000.00 Group I 0114921851 Aug-2007 01-Mar-2007 CA 80.00 404,000.00 Group I 0114948320 Sep-2007 01-Apr-2007 MN 80.00 263,120.00 Group I 0114948379 Sep-2007 01-Dec-2006 FL 95.00 194,750.00 Group I 0114948390 Aug-2007 01-Dec-2006 FL 100.00 350,000.00 Group I 0114948428 Oct-2007 01-Jan-2007 MS 93.46 80,750.00 Group I 0114948440 Oct-2007 01-Jan-2007 IL 95.00 310,650.00 Group I 0114948650 Aug-2007 01-Feb-2007 FL 78.89 319,500.00 Group I 0114948656 Oct-2007 01-Jan-2007 FL 95.00 118,750.00 Group I 0114948664 Oct-2007 01-Jan-2007 NY 76.71 280,000.00 Group I 0114948706 Oct-2007 01-Feb-2007 HI 80.00 540,800.00 Group I 0114948751 Oct-2007 01-Feb-2007 MN 80.00 240,000.00 Group I 0114948767 Oct-2007 01-Feb-2007 IN 90.00 53,550.00 Group I 0114948858 Jul-2007 01-Feb-2007 NY 89.30 415,250.00 Group I 0114981929 Oct-2007 01-Oct-2006 IL 85.00 142,800.00 Group I 0114987077 Oct-2007 01-Feb-2007 MI 75.00 82,500.00 Group I 0114996312 Oct-2007 01-Mar-2007 AZ 70.00 175,700.00 Group I 0115001773 Oct-2007 01-Apr-2007 FL 89.92 283,250.00 Group I 0115001811 Oct-2007 01-Apr-2007 IL 70.00 184,100.00 Group I 0115049673 Sep-2007 01-Apr-2007 ID 100.00 179,000.00 Group I 0115049694 Sep-2007 01-Apr-2007 FL 80.00 173,840.00 Group I 0115059966 Sep-2007 01-Apr-2007 FL 90.00 333,000.00 Group I 0115071715 Oct-2007 01-Apr-2007 CA 90.00 304,200.00 Group I 0115104637 Oct-2007 01-Apr-2007 CA 80.00 316,000.00 Group I 0115113924 Aug-2007 01-Apr-2007 NV 90.00 297,000.00 Group I 0115113946 Aug-2007 01-Apr-2007 CA 79.91 374,000.00 Group I 0115120644 Sep-2007 01-Apr-2007 OR 80.00 158,400.00 Group I 0115128913 Aug-2007 01-Apr-2007 CA 80.00 380,000.00 Group I 0115128914 Aug-2007 01-Apr-2007 CA 80.00 280,000.00 Group I 0115128969 Oct-2007 01-Apr-2007 FL 95.00 130,150.00 Group II 0112377945 Aug-2007 01-Jul-2006 OR 100.00 78,400.00 Group II 0112512224 Jun-2007 01-Aug-2006 CA 100.00 48,000.00 Group II 0112665922 Oct-2007 01-Aug-2006 VA 80.00 128,000.00 Group II 0112690534 Jul-2007 01-Aug-2006 FL 72.11 530,000.00 Group II 0112690595 Aug-2007 01-Aug-2006 FL 76.74 660,000.00 Group II 0113069310 Sep-2007 01-Sep-2006 CA 80.00 504,000.00 Group II 0113315580 Jul-2007 01-Sep-2006 TX 85.00 106,250.00 Group II 0113315814 Oct-2007 01-Sep-2006 CA 90.00 340,875.00 Group II 0113632606 Oct-2007 01-Nov-2006 CA 80.00 496,000.00 Group II 0113632607 Jun-2007 01-Dec-2006 CA 80.00 588,000.00 Group II 0113632617 Jul-2007 01-Nov-2006 CA 80.00 277,600.00 Group II 0114011385 Aug-2007 01-Jan-2007 PA 95.00 128,250.00 Group II 0114044482 Sep-2007 01-Jan-2007 AZ 80.00 188,000.00 Group II 0114079924 Sep-2007 01-Jan-2007 CA 100.00 275,000.00 Group II 0114079932 Oct-2007 01-Jan-2007 CA 90.00 522,000.00 Group II 0114105732 Oct-2007 01-Jan-2007 CA 80.00 412,000.00 Group II 0114152235 Aug-2007 01-Jan-2007 CA 80.00 300,000.00 Group II 0114166467 Sep-2007 01-Jan-2007 CA 80.00 640,000.00 Group II 0114166480 Jul-2007 01-Feb-2007 FL 80.00 380,000.00 Group II 0114166484 Oct-2007 01-Jan-2007 CA 80.00 248,000.00 Group II 0114210114 Sep-2007 01-Jan-2007 CA 80.00 301,600.00 Group II 0114210129 Sep-2007 01-Feb-2007 CA 80.00 464,000.00 Group II 0114229422 Aug-2007 01-Feb-2007 CA 79.62 501,600.00 Group II 0114229428 Jun-2007 01-Feb-2007 CA 80.00 396,000.00 Group II 0114229433 Sep-2007 01-Feb-2007 CA 100.00 375,437.00 Group II 0114229438 Oct-2007 01-Feb-2007 NV 80.00 184,000.00 Group II 0114237086 Aug-2007 01-Feb-2007 CA 80.00 524,000.00 Group II 0114237092 Jun-2007 01-Feb-2007 CA 90.00 549,000.00 Group II 0114264475 Oct-2007 01-Feb-2007 CA 80.00 230,400.00 Group II 0114264495 Oct-2007 01-Feb-2007 FL 80.00 207,920.00 Group II 0114264918 Aug-2007 01-Feb-2007 CA 90.00 634,500.00 Group II 0114265798 Oct-2007 01-Feb-2007 CA 80.00 348,000.00 Group II 0114265806 Jun-2007 01-Feb-2007 CA 80.00 551,200.00 Group II 0114267013 Oct-2007 01-Jan-2007 MI 90.00 86,850.00 Group II 0114302983 Oct-2007 01-Feb-2007 CA 80.00 540,000.00 Group II 0114302986 Oct-2007 01-Feb-2007 CA 80.00 276,000.00 Group II 0114333984 Sep-2007 01-Feb-2007 MA 90.00 307,800.00 Group II 0114352287 Oct-2007 01-Feb-2007 CA 80.00 268,000.00 Group II 0114352307 Jun-2007 01-Feb-2007 CA 80.00 576,000.00 Group II 0114352312 Aug-2007 01-Feb-2007 CA 80.00 515,920.00 Group II 0114364892 Oct-2007 01-Feb-2007 NV 80.00 234,400.00 Group II 0114365919 Aug-2007 01-Feb-2007 CA 80.00 287,992.00 Group II 0114369987 Jun-2007 01-Feb-2007 CA 80.00 480,000.00 Group II 0114369989 Sep-2007 01-Feb-2007 CA 80.00 268,000.00 Group II 0114369995 Sep-2007 01-Feb-2007 CA 80.00 488,000.00 Group II 0114375091 Sep-2007 01-Feb-2007 CA 95.00 441,750.00 Group II 0114375121 Oct-2007 01-Feb-2007 CA 80.00 544,000.00 Group II 0114399764 Aug-2007 01-Feb-2007 CA 90.14 585,000.00 Group II 0114399789 Sep-2007 01-Feb-2007 CA 100.00 535,000.00 Group II 0114399804 Sep-2007 01-Feb-2007 CA 80.00 336,150.00 Group II 0114414377 Oct-2007 01-Feb-2007 CA 67.80 1,000,000.00 Group II 0114414383 Aug-2007 01-Feb-2007 CA 80.00 452,000.00 Group II 0114451919 Oct-2007 01-Feb-2007 CA 80.00 280,000.00 Group II 0114451924 Oct-2007 01-Feb-2007 AZ 85.00 229,500.00 Group II 0114451930 Sep-2007 01-Feb-2007 CA 80.00 588,000.00 Group II 0114451941 Jun-2007 01-Feb-2007 CA 80.00 300,750.00 Group II 0114455072 Aug-2007 01-Mar-2007 DE 85.00 110,500.00 Group II 0114457829 Oct-2007 01-Mar-2007 NJ 80.00 593,600.00 Group II 0114457890 Jul-2007 01-Feb-2007 CA 80.00 306,800.00 Group II 0114457896 Aug-2007 01-Mar-2007 CA 100.00 414,900.00 Group II 0114478702 Aug-2007 01-Feb-2007 CA 80.00 432,000.00 Group II 0114478704 Aug-2007 01-Feb-2007 CA 80.00 464,000.00 Group II 0114489950 Jun-2007 01-Jan-2007 NY 84.89 556,000.00 Group II 0114492716 Sep-2007 01-Feb-2007 CA 80.00 240,000.00 Group II 0114492717 Sep-2007 01-Mar-2007 CA 85.00 476,850.00 Group II 0114492726 Jun-2007 01-Mar-2007 CA 90.00 452,700.00 Group II 0114492728 Jun-2007 01-Mar-2007 CA 80.00 528,000.00 Group II 0114519462 Jul-2007 01-Feb-2007 WA 80.00 304,000.00 Group II 0114519471 Oct-2007 01-Mar-2007 CA 80.00 307,673.00 Group II 0114519481 Jun-2007 01-Mar-2007 CA 80.00 348,000.00 Group II 0114519487 Oct-2007 01-Mar-2007 MO 80.00 137,600.00 Group II 0114519494 Oct-2007 01-Mar-2007 CA 80.00 268,000.00 Group II 0114553574 Aug-2007 01-Feb-2007 CA 80.00 430,800.00 Group II 0114553575 Aug-2007 01-Feb-2007 CA 80.00 708,000.00 Group II 0114553586 Oct-2007 01-Mar-2007 CA 90.00 436,500.00 Group II 0114553599 Sep-2007 01-Mar-2007 CA 80.00 419,200.00 Group II 0114553610 Sep-2007 01-Mar-2007 NV 80.00 244,000.00 Group II 0114582232 Jun-2007 01-Nov-2006 NY 85.00 544,000.00 Group II 0114582258 Aug-2007 01-Jan-2007 FL 95.00 237,500.00 Group II 0114582265 Jul-2007 01-Feb-2007 NY 80.01 222,200.00 Group II 0114582266 Sep-2007 01-Feb-2007 NY 99.99 55,500.00 Group II 0114582272 Jul-2007 01-Jan-2007 NY 80.00 300,000.00 Group II 0114582281 Sep-2007 01-Jan-2007 FL 80.00 249,600.00 Group II 0114582343 Aug-2007 01-Jan-2007 NC 79.68 179,200.00 Group II 0114582384 Jun-2007 01-Feb-2007 NY 80.00 440,000.00 Group II 0114582436 Sep-2007 01-Jan-2007 NJ 80.00 240,000.00 Group II 0114582444 Jun-2007 01-Feb-2007 NY 77.94 417,000.00 Group II 0114582482 Sep-2007 01-Mar-2007 NY 80.00 464,000.00 Group II 0114582486 Oct-2007 01-Feb-2007 NY 90.00 261,000.00 Group II 0114582523 Aug-2007 01-Mar-2007 NY 80.00 380,000.00 Group II 0114582530 Aug-2007 01-Mar-2007 NY 80.00 356,000.00 Group II 0114588293 Jun-2007 01-Mar-2007 CA 80.00 556,000.00 Group II 0114623387 Jun-2007 01-Mar-2007 CA 80.00 623,200.00 Group II 0114623391 Oct-2007 01-Mar-2007 NV 80.00 712,000.00 Group II 0114637733 Jun-2007 01-Mar-2007 NY 90.91 50,000.00 Group II 0114637866 Sep-2007 01-Mar-2007 CA 80.00 368,000.00 Group II 0114637886 Aug-2007 01-Mar-2007 CA 80.00 528,000.00 Group II 0114637887 Jun-2007 01-Mar-2007 CA 80.00 360,000.00 Group II 0114647857 Sep-2007 01-Mar-2007 CA 80.00 285,600.00 Group II 0114647859 Jun-2007 01-Mar-2007 CA 80.00 400,000.00 Group II 0114647863 Oct-2007 01-Mar-2007 CA 70.00 384,987.00 Group II 0114647865 Oct-2007 01-Mar-2007 CA 80.00 424,000.00 Group II 0114647868 Aug-2007 01-Mar-2007 WA 80.00 336,000.00 Group II 0114670755 Jun-2007 01-Mar-2007 CA 80.00 584,000.00 Group II 0114670758 Oct-2007 01-Mar-2007 CA 80.00 200,000.00 Group II 0114670768 Jun-2007 01-Mar-2007 CA 80.00 452,000.00 Group II 0114703567 Aug-2007 01-Mar-2007 CA 80.00 616,000.00 Group II 0114703579 Oct-2007 01-Mar-2007 CA 80.00 335,200.00 Group II 0114703581 Sep-2007 01-Mar-2007 CA 80.00 471,200.00 Group II 0114703583 Aug-2007 01-Mar-2007 CA 80.00 608,000.00 Group II 0114703584 Sep-2007 01-Mar-2007 CA 80.00 216,000.00 Group II 0114703590 Aug-2007 01-Mar-2007 WA 80.00 272,000.00 Group II 0114703596 Aug-2007 01-Mar-2007 MA 80.00 340,000.00 Group II 0114710053 Aug-2007 01-Feb-2007 CA 95.00 722,000.00 Group II 0114723833 Oct-2007 01-Mar-2007 CA 90.00 522,000.00 Group II 0114723841 Sep-2007 01-Mar-2007 CA 80.00 640,000.00 Group II 0114723854 Oct-2007 01-Mar-2007 CA 80.00 320,000.00 Group II 0114723856 Jun-2007 01-Mar-2007 CA 80.00 480,000.00 Group II 0114723862 Aug-2007 01-Mar-2007 FL 75.00 461,250.00 Group II 0114729634 Sep-2007 01-Mar-2007 CA 80.00 352,000.00 Group II 0114729636 Oct-2007 01-Mar-2007 CA 80.00 526,880.00 Group II 0114729671 Oct-2007 01-Mar-2007 CA 90.00 576,000.00 Group II 0114739029 Oct-2007 01-Mar-2007 NV 90.00 211,500.00 Group II 0114739034 Jun-2007 01-Mar-2007 CA 80.00 288,000.00 Group II 0114750561 Oct-2007 01-Mar-2007 CA 80.00 792,000.00 Group II 0114750562 Jun-2007 01-Mar-2007 CA 80.00 600,000.00 Group II 0114750572 Jul-2007 01-Mar-2007 WA 80.00 460,000.00 Group II 0114750574 Jun-2007 01-Mar-2007 CA 80.00 301,600.00 Group II 0114750575 Sep-2007 01-Mar-2007 CA 80.00 300,000.00 Group II 0114750584 Aug-2007 01-Mar-2007 CA 80.00 486,400.00 Group II 0114750601 Sep-2007 01-Mar-2007 CA 80.00 260,000.00 Group II 0114760590 Aug-2007 01-Mar-2007 CA 80.00 362,400.00 Group II 0114760592 Oct-2007 01-Mar-2007 CA 80.00 332,000.00 Group II 0114760593 Oct-2007 01-Mar-2007 CO 80.00 144,000.00 Group II 0114760610 Sep-2007 01-Mar-2007 NV 80.00 332,800.00 Group II 0114760619 Aug-2007 01-Mar-2007 CA 100.00 420,000.00 Group II 0114770218 Jul-2007 01-Feb-2007 CA 80.00 440,000.00 Group II 0114770810 Sep-2007 01-Mar-2007 CA 90.00 477,000.00 Group II 0114770813 Jun-2007 01-Mar-2007 CA 80.00 496,000.00 Group II 0114770819 Sep-2007 01-Mar-2007 CA 80.00 272,000.00 Group II 0114770831 Sep-2007 01-Mar-2007 CA 80.00 368,000.00 Group II 0114771442 Oct-2007 01-Mar-2007 CA 72.46 500,000.00 Group II 0114771485 Oct-2007 01-Mar-2007 CA 64.47 470,000.00 Group II 0114788982 Oct-2007 01-Mar-2007 CA 80.00 420,000.00 Group II 0114818872 Jul-2007 01-Mar-2007 OR 100.00 228,500.00 Group II 0114818924 Jul-2007 01-Mar-2007 CA 80.00 392,000.00 Group II 0114827109 Aug-2007 01-Mar-2007 CA 80.00 344,000.00 Group II 0114831713 Oct-2007 01-Mar-2007 CA 100.00 299,000.00 Group II 0114839791 Aug-2007 01-Mar-2007 CA 100.00 507,000.00 Group II 0114839808 Aug-2007 01-Mar-2007 OR 80.00 380,000.00 Group II 0114839871 Oct-2007 01-Mar-2007 CA 80.00 268,000.00 Group II 0114841903 Aug-2007 01-Mar-2007 CA 80.00 288,000.00 Group II 0114841909 Sep-2007 01-Mar-2007 CA 80.00 352,000.00 Group II 0114848997 Jul-2007 01-Mar-2007 CA 80.00 284,000.00 Group II 0114858059 Aug-2007 01-Apr-2007 CA 75.00 569,250.00 Group II 0114881622 Sep-2007 01-Apr-2007 CA 80.00 512,000.00 Group II 0114881628 Oct-2007 01-Apr-2007 CA 90.00 427,500.00 Group II 0114921865 Sep-2007 01-Mar-2007 CA 80.00 494,400.00 Group II 0114948298 Sep-2007 01-Mar-2007 CA 95.00 456,000.00 Group II 0114948319 Sep-2007 01-Apr-2007 CO 80.00 148,000.00 Group II 0114948369 Aug-2007 01-Dec-2006 FL 100.00 192,500.00 Group II 0114948378 Jul-2007 01-Jan-2007 AR 78.44 100,400.00 Group II 0114948405 Jul-2007 01-Jan-2007 FL 80.00 376,000.00 Group II 0114948410 Oct-2007 01-Jan-2007 IL 80.00 108,000.00 Group II 0114948414 Jul-2007 01-Dec-2006 MS 72.12 56,250.00 Group II 0114948418 Sep-2007 01-Dec-2006 CA 80.00 313,912.00 Group II 0114948425 Sep-2007 01-Jan-2007 MN 78.84 708,000.00 Group II 0114948426 Oct-2007 01-Jan-2007 MN 98.55 177,000.00 Group II 0114948430 Aug-2007 01-Jan-2007 NY 100.00 351,750.00 Group II 0114948449 Oct-2007 01-Jan-2007 FL 85.00 140,250.00 Group II 0114948454 Oct-2007 01-Jan-2007 WI 80.00 131,200.00 Group II 0114948492 Aug-2007 01-Jan-2007 TX 96.62 111,500.00 Group II 0114948518 Aug-2007 01-Jan-2007 MN 80.00 180,000.00 Group II 0114948536 Oct-2007 01-Jan-2007 LA 80.00 139,920.00 Group II 0114948539 Aug-2007 01-Jan-2007 FL 94.85 460,000.00 Group II 0114948610 Sep-2007 01-Feb-2007 FL 80.00 232,000.00 Group II 0114948617 Oct-2007 01-Jan-2007 FL 79.12 144,000.00 Group II 0114948623 Jul-2007 01-Feb-2007 NY 80.00 330,720.00 Group II 0114948625 Jul-2007 01-Jan-2007 IL 79.90 639,200.00 Group II 0114948678 Jul-2007 01-Feb-2007 FL 80.00 512,000.00 Group II 0114948693 Oct-2007 01-Feb-2007 FL 92.76 235,600.00 Group II 0114948704 Oct-2007 01-Feb-2007 FL 78.67 472,000.00 Group II 0114948719 Sep-2007 01-Feb-2007 NY 79.97 379,840.00 Group II 0114948738 Jul-2007 01-Feb-2007 NJ 77.75 276,000.00 Group II 0114948755 Jul-2007 01-Feb-2007 FL 73.33 176,000.00 Group II 0114948781 Jul-2007 01-Jan-2007 LA 85.00 59,500.00 Group II 0114948874 Oct-2007 01-Jan-2007 IL 85.00 127,415.00 Group II 0114948878 Jul-2007 01-Feb-2007 CA 90.00 783,000.00 Group II 0114948888 Jul-2007 01-Feb-2007 MS 93.75 71,250.00 Group II 0114948891 Aug-2007 01-Feb-2007 CA 80.00 440,000.00 Group II 0114948902 Jul-2007 01-Feb-2007 CA 80.00 332,000.00 Group II 0114948914 Sep-2007 01-Feb-2007 TX 79.19 392,000.00 Group II 0114948916 Jul-2007 01-Feb-2007 CA 77.98 370,400.00 Group II 0114948920 Aug-2007 01-Feb-2007 IL 80.00 384,000.00 Group II 0114948974 Oct-2007 01-Feb-2007 FL 80.00 136,000.00 Group II 0114948977 Oct-2007 01-Feb-2007 IL 100.00 120,000.00 Group II 0114949001 Oct-2007 01-Feb-2007 CA 74.92 472,000.00 Group II 0114949012 Jul-2007 01-Feb-2007 NY 95.00 332,500.00 Group II 0114949024 Jul-2007 01-Feb-2007 IL 78.90 288,000.00 Group II 0114962008 Sep-2007 01-Mar-2007 CA 95.00 684,000.00 Group II 0114987049 Aug-2007 01-Apr-2007 MA 95.00 367,650.00 Group II 0115013754 Aug-2007 01-Apr-2007 CA 80.00 600,000.00 Group II 0115013765 Oct-2007 01-Apr-2007 CA 80.00 559,200.00 Group II 0115021434 Sep-2007 01-Apr-2007 CA 100.00 699,000.00 Group II 0115021439 Aug-2007 01-Apr-2007 FL 95.00 426,550.00 Group II 0115049665 Aug-2007 01-Apr-2007 NV 100.00 665,000.00 Group II 0115049682 Sep-2007 01-Apr-2007 CA 80.00 676,000.00 Group II 0115049690 Aug-2007 01-Apr-2007 CA 80.00 336,000.00 Group II 0115049691 Aug-2007 01-Apr-2007 FL 80.00 552,000.00 Group II 0115071695 Oct-2007 01-Apr-2007 CA 80.00 300,000.00 Group II 0115071709 Sep-2007 01-Apr-2007 CA 90.00 310,500.00 Group II 0115104642 Sep-2007 01-Apr-2007 AZ 80.00 352,000.00 Group II 0115104660 Aug-2007 01-Apr-2007 CA 100.00 300,000.00 Group II 0115104663 Sep-2007 01-Apr-2007 CA 90.00 477,000.00 Group II 0115113923 Oct-2007 01-Apr-2007 CA 95.00 582,350.00 Group II 0115113947 Aug-2007 01-Apr-2007 CA 80.00 451,200.00 Group II 0115120643 Oct-2007 01-Apr-2007 CA 80.00 468,000.00 Group II 0115120645 Sep-2007 01-Apr-2007 CA 80.00 368,000.00 Group II 0115128909 Aug-2007 01-Apr-2007 CA 80.00 612,000.00 Group II 0115128945 Oct-2007 01-Apr-2007 CA 100.00 393,000.00 Group II 0115128981 Aug-2007 01-Apr-2007 CA 80.00 589,200.00 Group II 0115258463 Sep-2007 01-Mar-2007 CA 80.00 250,400.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0112436360 33,608.97 01-Mar-2007 5 11.450% 1,837.81 Group I 0113013858 81,692.94 01-May-2007 3 10.450% 3,383.88 Group I 0113507698 85,606.95 01-May-2007 3 9.010% 3,031.90 Group I 0113632589 175,305.25 01-Mar-2007 5 10.650% 8,892.35 Group I 0113632614 111,936.70 01-Jan-2007 7 9.450% 5,003.79 Group I 0113632643 289,000.00 01-Apr-2007 4 8.150% 11,054.22 Group I 0113992611 167,279.90 01-May-2007 3 10.375% 6,880.82 Group I 0114009153 139,783.31 01-Mar-2007 5 9.310% 6,145.99 Group I 0114011349 179,853.92 01-Mar-2007 5 8.990% 7,619.34 Group I 0114079951 130,070.73 01-Apr-2007 4 8.350% 5,096.97 Group I 0114121948 368,000.00 01-Feb-2007 6 7.875% 13,570.02 Group I 0114166470 389,990.19 01-May-2007 3 7.990% 12,170.90 Group I 0114218222 171,738.73 01-May-2007 3 7.990% 5,356.45 Group I 0114229437 288,000.00 01-May-2007 3 6.850% 7,620.00 Group I 0114266998 125,881.96 01-Mar-2007 5 9.750% 6,019.60 Group I 0114302970 171,791.02 01-Apr-2007 4 7.990% 6,429.15 Group I 0114302991 328,000.00 01-May-2007 3 6.650% 8,405.00 Group I 0114333975 169,708.27 01-May-2007 3 8.800% 5,862.14 Group I 0114364851 159,842.53 01-Apr-2007 4 7.550% 5,629.73 Group I 0114364878 193,530.28 01-Feb-2007 6 7.200% 6,472.55 Group I 0114366494 398,863.32 01-Mar-2007 5 9.750% 18,436.06 Group I 0114370016 216,181.49 01-Apr-2007 4 9.550% 9,777.60 Group I 0114375099 231,920.00 01-Apr-2007 4 8.150% 8,870.94 Group I 0114375114 135,454.02 01-May-2007 3 8.250% 4,371.62 Group I 0114375132 272,000.00 01-May-2007 3 6.750% 7,083.35 Group I 0114399786 310,947.64 01-May-2007 3 6.900% 8,277.62 Group I 0114399795 163,800.00 01-Mar-2007 5 7.450% 5,692.08 Group I 0114414398 124,000.00 01-Mar-2007 5 8.575% 5,006.46 Group I 0114451920 360,000.00 01-Mar-2007 5 7.300% 12,240.00 Group I 0114455069 279,000.00 01-May-2007 3 9.500% 10,462.50 Group I 0114455653 247,500.00 01-Jan-2007 7 9.000% 10,506.16 Group I 0114457823 163,947.92 01-Apr-2007 4 10.000% 7,784.35 Group I 0114457895 140,800.00 01-Apr-2007 4 8.575% 5,684.76 Group I 0114519463 151,794.12 01-May-2007 3 7.450% 4,392.66 Group I 0114553587 189,520.00 01-Apr-2007 4 7.990% 7,097.52 Group I 0114582220 229,232.47 01-Feb-2007 6 7.975% 8,898.83 Group I 0114582255 367,401.58 01-Jun-2007 2 8.500% 10,154.98 Group I 0114582257 131,870.20 01-May-2007 3 9.950% 5,355.41 Group I 0114582263 211,725.72 01-Jan-2007 7 6.575% 6,734.32 Group I 0114582289 360,661.62 01-Feb-2007 6 8.375% 14,699.36 Group I 0114582350 307,596.16 01-Jun-2007 2 7.600% 7,583.55 Group I 0114582362 147,802.38 01-Jun-2007 2 8.925% 4,297.11 Group I 0114582364 404,696.08 01-Mar-2007 5 8.490% 16,759.60 Group I 0114582368 319,390.68 01-Jun-2007 2 7.700% 7,980.86 Group I 0114582380 351,777.83 01-Jan-2007 7 8.300% 14,196.31 Group I 0114582415 215,254.47 01-May-2007 3 7.925% 6,918.65 Group I 0114582450 106,971.12 01-Mar-2007 5 8.550% 4,456.42 Group I 0114582477 297,095.36 01-Jun-2007 2 8.225% 7,943.96 Group I 0114582508 256,350.00 01-May-2007 3 8.950% 9,346.05 Group I 0114582542 250,500.00 01-Feb-2007 6 9.490% 11,609.49 Group I 0114588290 295,027.20 01-May-2007 3 6.850% 7,802.83 Group I 0114588298 194,860.98 01-Mar-2007 5 7.700% 6,997.16 Group I 0114623401 247,588.81 01-Apr-2007 4 9.225% 10,787.25 Group I 0114637874 263,120.00 01-Apr-2007 4 7.325% 8,979.00 Group I 0114637877 230,375.00 01-Feb-2007 6 9.850% 10,761.87 Group I 0114703564 389,500.00 01-Apr-2007 4 9.400% 17,332.74 Group I 0114723825 280,000.00 01-May-2007 3 6.450% 6,941.65 Group I 0114723835 374,000.00 01-Apr-2007 4 8.250% 14,492.52 Group I 0114729630 392,000.00 01-Mar-2007 5 6.500% 11,760.00 Group I 0114729640 202,500.00 01-Feb-2007 6 8.350% 7,938.74 Group I 0114729665 139,564.93 01-May-2007 3 10.200% 5,635.79 Group I 0114770851 164,000.00 01-Feb-2007 6 8.400% 6,470.47 Group I 0114771445 204,982.77 01-Mar-2007 5 9.050% 8,760.39 Group I 0114788970 160,000.00 01-Feb-2007 6 6.800% 5,020.43 Group I 0114839736 59,777.49 01-Mar-2007 5 10.750% 3,059.45 Group I 0114839759 137,596.99 01-May-2007 3 8.500% 4,584.24 Group I 0114839787 236,087.41 01-Mar-2007 5 7.875% 8,684.39 Group I 0114839805 344,000.00 01-May-2007 3 7.500% 10,033.35 Group I 0114839878 160,548.29 01-Apr-2007 4 9.125% 6,914.18 Group I 0114841871 252,762.52 01-Apr-2007 4 9.500% 11,372.26 Group I 0114848985 202,500.00 01-Mar-2007 5 10.600% 10,226.22 Group I 0114848992 355,748.74 01-Apr-2007 4 7.750% 12,872.78 Group I 0114921851 404,000.00 01-Mar-2007 5 8.050% 15,251.04 Group I 0114948320 263,079.92 01-Apr-2007 4 7.500% 9,204.23 Group I 0114948379 194,673.43 01-Apr-2007 4 9.260% 8,524.97 Group I 0114948390 349,752.74 01-Mar-2007 5 9.675% 16,034.64 Group I 0114948428 80,706.21 01-Mar-2007 5 9.585% 3,663.68 Group I 0114948440 310,460.97 01-Mar-2007 5 9.200% 13,495.19 Group I 0114948650 319,431.56 01-Mar-2007 5 8.435% 12,668.57 Group I 0114948656 118,418.02 01-May-2007 3 8.960% 4,169.42 Group I 0114948664 279,930.20 01-May-2007 3 10.410% 11,557.58 Group I 0114948706 540,615.05 01-May-2007 3 9.035% 19,222.24 Group I 0114948751 239,786.68 01-May-2007 3 8.905% 8,393.70 Group I 0114948767 53,432.36 01-May-2007 3 9.030% 1,896.94 Group I 0114948858 414,960.16 01-Feb-2007 6 7.805% 15,107.83 Group I 0114981929 142,322.13 01-May-2007 3 9.750% 5,479.86 Group I 0114987077 82,405.98 01-Apr-2007 4 10.750% 4,219.17 Group I 0114996312 175,668.02 01-Jun-2007 2 10.625% 6,104.02 Group I 0115001773 283,250.00 01-May-2007 3 8.500% 9,441.65 Group I 0115001811 184,041.52 01-May-2007 3 10.000% 7,282.61 Group I 0115049673 178,926.54 01-Apr-2007 4 10.350% 8,802.90 Group I 0115049694 173,796.32 01-Apr-2007 4 8.450% 6,903.99 Group I 0115059966 332,936.88 01-Apr-2007 4 9.400% 14,808.55 Group I 0115071715 304,061.59 01-May-2007 3 8.800% 10,510.60 Group I 0115104637 316,000.00 01-May-2007 3 7.050% 8,624.15 Group I 0115113924 297,000.00 01-Mar-2007 5 8.350% 11,646.56 Group I 0115113946 374,000.00 01-Mar-2007 5 9.900% 17,549.81 Group I 0115120644 158,353.97 01-Apr-2007 4 7.950% 5,894.35 Group I 0115128913 380,000.00 01-Mar-2007 5 7.000% 12,350.04 Group I 0115128914 280,000.00 01-Mar-2007 5 7.650% 9,998.78 Group I 0115128969 130,004.28 01-May-2007 3 8.900% 4,544.95 Group II 0112377945 78,239.96 01-Jan-2007 7 12.050% 4,510.61 Group II 0112512224 47,892.65 01-Jan-2007 7 10.900% 2,556.70 Group II 0112665922 128,000.00 01-May-2007 3 9.250% 4,666.70 Group II 0112690534 527,884.21 01-Feb-2007 6 8.900% 22,111.40 Group II 0112690595 658,978.89 01-Mar-2007 5 9.425% 29,386.03 Group II 0113069310 504,000.00 01-Apr-2007 4 8.450% 20,034.00 Group II 0113315580 105,856.67 01-Feb-2007 6 8.500% 4,221.99 Group II 0113315814 339,147.79 01-May-2007 3 9.000% 11,997.27 Group II 0113632606 494,619.63 01-May-2007 3 7.950% 15,344.25 Group II 0113632607 587,804.58 01-Jan-2007 7 9.850% 27,453.90 Group II 0113632617 276,858.79 01-Feb-2007 6 8.075% 10,453.45 Group II 0114011385 128,193.86 01-Jan-2007 7 10.050% 6,106.08 Group II 0114044482 187,766.22 01-Apr-2007 4 7.750% 6,801.09 Group II 0114079924 274,792.14 01-Apr-2007 4 9.450% 12,290.97 Group II 0114079932 521,320.21 01-May-2007 3 8.375% 17,096.64 Group II 0114105732 411,790.14 01-Apr-2007 4 8.000% 15,437.08 Group II 0114152235 300,000.00 01-Mar-2007 5 6.700% 9,300.00 Group II 0114166467 640,000.00 01-Apr-2007 4 6.925% 20,559.96 Group II 0114166480 380,000.00 01-Feb-2007 6 6.500% 11,400.00 Group II 0114166484 248,000.00 01-May-2007 3 6.550% 6,251.70 Group II 0114210114 301,600.00 01-Apr-2007 4 6.900% 9,651.18 Group II 0114210129 464,000.00 01-Apr-2007 4 7.050% 15,196.02 Group II 0114229422 501,274.24 01-Mar-2007 5 7.575% 17,711.99 Group II 0114229428 396,000.00 01-Feb-2007 6 7.450% 13,761.00 Group II 0114229433 375,437.00 01-Apr-2007 4 8.700% 15,392.94 Group II 0114229438 183,838.53 01-Apr-2007 4 7.950% 6,842.87 Group II 0114237086 524,000.00 01-Mar-2007 5 7.975% 19,584.54 Group II 0114237092 549,000.00 01-Feb-2007 6 7.025% 17,911.14 Group II 0114264475 229,681.64 01-May-2007 3 7.300% 6,497.25 Group II 0114264495 207,920.00 01-May-2007 3 8.625% 7,039.00 Group II 0114264918 634,184.67 01-Mar-2007 5 8.500% 25,344.81 Group II 0114265798 348,000.00 01-May-2007 3 7.350% 9,932.50 Group II 0114265806 551,200.00 01-Feb-2007 6 7.400% 19,016.40 Group II 0114267013 86,659.75 01-May-2007 3 10.125% 3,591.31 Group II 0114302983 538,513.83 01-May-2007 3 7.925% 16,636.75 Group II 0114302986 276,000.00 01-May-2007 3 7.000% 7,475.00 Group II 0114333984 307,663.56 01-Apr-2007 4 10.250% 14,992.90 Group II 0114352287 268,000.00 01-May-2007 3 6.470% 6,666.50 Group II 0114352307 576,000.00 01-Feb-2007 6 7.625% 20,520.00 Group II 0114352312 515,920.00 01-Feb-2007 6 6.525% 15,542.10 Group II 0114364892 234,162.65 01-Apr-2007 4 7.450% 8,130.13 Group II 0114365919 287,877.36 01-Mar-2007 5 9.250% 12,585.65 Group II 0114369987 480,000.00 01-Feb-2007 6 7.800% 17,520.00 Group II 0114369989 267,999.67 01-Apr-2007 4 8.000% 10,049.94 Group II 0114369995 488,000.00 01-Apr-2007 4 7.950% 18,178.02 Group II 0114375091 441,463.92 01-Apr-2007 4 8.990% 18,729.78 Group II 0114375121 544,000.00 01-May-2007 3 7.625% 16,150.00 Group II 0114399764 585,000.00 01-Mar-2007 5 9.125% 25,228.14 Group II 0114399789 535,000.00 01-Apr-2007 4 7.700% 19,260.00 Group II 0114399804 336,150.00 01-Apr-2007 4 7.600% 11,933.34 Group II 0114414377 1,000,000.00 01-Apr-2007 4 8.300% 39,000.00 Group II 0114414383 451,619.19 01-Mar-2007 5 6.650% 13,866.44 Group II 0114451919 279,717.42 01-May-2007 3 8.100% 8,857.70 Group II 0114451924 229,500.00 01-May-2007 3 9.600% 8,701.85 Group II 0114451930 588,000.00 01-Apr-2007 4 8.025% 22,123.50 Group II 0114451941 300,750.00 01-Feb-2007 6 8.250% 11,654.10 Group II 0114455072 110,488.57 01-Mar-2007 5 11.375% 6,005.59 Group II 0114457829 593,259.97 01-May-2007 3 6.875% 15,759.40 Group II 0114457890 306,546.02 01-Feb-2007 6 6.950% 9,848.58 Group II 0114457896 414,900.00 01-Mar-2007 5 9.700% 19,085.40 Group II 0114478702 432,000.00 01-Mar-2007 5 7.450% 15,012.00 Group II 0114478704 463,406.21 01-Mar-2007 5 8.250% 17,915.84 Group II 0114489950 555,711.75 01-Jan-2007 7 9.250% 25,072.26 Group II 0114492716 239,800.00 01-Apr-2007 4 7.500% 8,392.98 Group II 0114492717 476,431.25 01-Apr-2007 4 6.500% 14,276.99 Group II 0114492726 452,700.00 01-Feb-2007 6 9.150% 19,560.98 Group II 0114492728 528,000.00 01-Feb-2007 6 7.225% 17,725.09 Group II 0114519462 304,000.00 01-Feb-2007 6 7.980% 11,369.58 Group II 0114519471 307,333.88 01-May-2007 3 7.150% 8,509.34 Group II 0114519481 348,000.00 01-Feb-2007 6 7.150% 11,571.00 Group II 0114519487 137,486.02 01-May-2007 3 8.150% 4,379.89 Group II 0114519494 267,808.13 01-May-2007 3 8.650% 9,089.87 Group II 0114553574 430,496.20 01-Mar-2007 5 7.285% 14,586.18 Group II 0114553575 707,783.63 01-Mar-2007 5 7.500% 24,758.92 Group II 0114553586 435,667.76 01-May-2007 3 8.300% 14,140.80 Group II 0114553599 419,200.00 01-Apr-2007 4 6.900% 13,414.38 Group II 0114553610 243,857.71 01-Apr-2007 4 7.950% 9,076.93 Group II 0114582232 543,955.67 01-Jan-2007 7 8.450% 22,438.14 Group II 0114582258 237,408.29 01-Mar-2007 5 10.700% 8,304.31 Group II 0114582265 222,081.21 01-Mar-2007 5 8.250% 8,930.24 Group II 0114582266 55,469.12 01-Mar-2007 5 12.150% 3,310.96 Group II 0114582272 299,476.88 01-Feb-2007 6 6.700% 9,693.98 Group II 0114582281 249,600.00 01-May-2007 3 7.990% 8,101.60 Group II 0114582343 178,537.00 01-Jun-2007 2 8.500% 4,934.79 Group II 0114582384 440,000.00 01-Jan-2007 7 7.650% 16,324.03 Group II 0114582436 239,541.75 01-Apr-2007 4 6.275% 7,258.99 Group II 0114582444 417,000.00 01-Jan-2007 7 7.625% 15,453.51 Group II 0114582482 462,232.67 01-May-2007 3 6.750% 12,604.15 Group II 0114582486 260,695.37 01-Jun-2007 2 8.750% 7,427.13 Group II 0114582523 379,729.35 01-Apr-2007 4 7.250% 13,373.32 Group II 0114582530 355,442.89 01-Apr-2007 4 7.250% 12,504.39 Group II 0114588293 556,000.00 01-Feb-2007 6 7.575% 19,668.48 Group II 0114623387 623,200.00 01-Feb-2007 6 7.825% 22,824.66 Group II 0114623391 709,991.85 01-May-2007 3 6.325% 17,199.09 Group II 0114637733 50,000.00 01-Feb-2007 6 9.100% 2,219.56 Group II 0114637866 368,000.00 01-Apr-2007 4 7.050% 12,052.02 Group II 0114637886 527,999.60 01-Mar-2007 5 6.990% 17,133.60 Group II 0114637887 360,000.00 01-Feb-2007 6 7.700% 12,941.54 Group II 0114647857 285,600.00 01-Apr-2007 4 8.700% 11,709.60 Group II 0114647859 400,000.00 01-Feb-2007 6 7.000% 12,999.96 Group II 0114647863 384,987.00 01-May-2007 3 7.750% 11,629.80 Group II 0114647865 423,867.58 01-Mar-2007 5 7.700% 15,242.25 Group II 0114647868 335,884.04 01-Mar-2007 5 7.350% 11,489.90 Group II 0114670755 584,000.00 01-Feb-2007 6 7.925% 21,681.00 Group II 0114670758 199,999.67 01-May-2007 3 7.450% 5,791.65 Group II 0114670768 452,000.00 01-Feb-2007 6 7.300% 15,368.04 Group II 0114703567 616,000.00 01-Mar-2007 5 7.325% 21,021.00 Group II 0114703579 334,792.54 01-May-2007 3 6.800% 8,781.06 Group II 0114703581 470,904.72 01-Apr-2007 4 7.700% 16,939.03 Group II 0114703583 608,000.00 01-Mar-2007 5 7.925% 22,572.00 Group II 0114703584 215,821.76 01-Apr-2007 4 6.725% 6,710.40 Group II 0114703590 271,929.01 01-Mar-2007 5 8.320% 10,622.55 Group II 0114703596 339,889.16 01-Mar-2007 5 7.550% 11,967.87 Group II 0114710053 722,000.00 01-Mar-2007 5 7.950% 26,894.52 Group II 0114723833 521,623.56 01-May-2007 3 8.625% 17,650.44 Group II 0114723841 640,000.00 01-Apr-2007 4 7.350% 21,919.98 Group II 0114723854 319,642.28 01-May-2007 3 7.100% 8,772.29 Group II 0114723856 480,000.00 01-Feb-2007 6 7.500% 16,800.00 Group II 0114723862 461,250.00 01-Mar-2007 5 6.850% 14,644.68 Group II 0114729634 352,000.00 01-Apr-2007 4 7.900% 13,023.96 Group II 0114729636 526,880.00 01-Apr-2007 4 8.100% 20,021.46 Group II 0114729671 575,533.13 01-May-2007 3 8.225% 18,514.74 Group II 0114739029 211,352.98 01-May-2007 3 8.750% 7,261.83 Group II 0114739034 288,000.00 01-Feb-2007 6 7.550% 10,136.92 Group II 0114750561 792,000.00 01-May-2007 3 7.000% 21,450.00 Group II 0114750562 600,000.00 01-Feb-2007 6 7.750% 21,679.97 Group II 0114750572 460,000.00 01-Feb-2007 6 7.000% 14,924.05 Group II 0114750574 301,600.00 01-Feb-2007 6 7.550% 10,595.80 Group II 0114750575 299,757.58 01-Apr-2007 4 6.800% 9,432.66 Group II 0114750584 486,400.00 01-Mar-2007 5 7.550% 17,145.60 Group II 0114750601 260,000.00 01-Apr-2007 4 8.650% 10,595.04 Group II 0114760590 362,289.77 01-Mar-2007 5 7.300% 12,317.88 Group II 0114760592 332,000.00 01-May-2007 3 7.650% 9,890.85 Group II 0114760593 143,999.82 01-May-2007 3 6.600% 3,660.00 Group II 0114760610 332,572.82 01-Apr-2007 4 7.400% 11,463.80 Group II 0114760619 419,889.74 01-Mar-2007 5 8.300% 16,360.37 Group II 0114770218 440,000.00 01-Feb-2007 6 7.825% 16,115.04 Group II 0114770810 477,000.00 01-Apr-2007 4 8.650% 19,437.78 Group II 0114770813 496,000.00 01-Feb-2007 6 7.600% 17,607.96 Group II 0114770819 272,000.00 01-Apr-2007 4 7.850% 9,996.00 Group II 0114770831 368,000.00 01-Apr-2007 4 6.650% 11,316.00 Group II 0114771442 499,842.80 01-May-2007 3 8.500% 16,657.86 Group II 0114771485 469,817.63 01-May-2007 3 7.950% 14,580.06 Group II 0114788982 419,586.62 01-May-2007 3 7.550% 12,317.11 Group II 0114818872 228,500.00 01-Feb-2007 6 10.100% 10,946.24 Group II 0114818924 392,000.00 01-Feb-2007 6 7.500% 13,720.02 Group II 0114827109 343,923.17 01-Mar-2007 5 8.850% 14,347.34 Group II 0114831713 299,000.00 01-May-2007 3 9.625% 11,368.25 Group II 0114839791 507,000.00 01-Mar-2007 5 10.250% 24,716.28 Group II 0114839808 380,000.00 01-Mar-2007 5 7.625% 13,537.50 Group II 0114839871 268,000.00 01-May-2007 3 8.500% 8,933.30 Group II 0114841903 288,000.00 01-Mar-2007 5 7.950% 10,728.00 Group II 0114841909 352,000.00 01-Apr-2007 4 7.700% 12,672.00 Group II 0114848997 284,000.00 01-Feb-2007 6 7.100% 9,372.00 Group II 0114858059 569,250.00 01-Mar-2007 5 7.100% 18,785.22 Group II 0114881622 511,598.61 01-Apr-2007 4 7.225% 17,168.28 Group II 0114881628 427,305.49 01-May-2007 3 8.800% 14,770.80 Group II 0114921865 494,287.94 01-Mar-2007 5 8.800% 20,496.36 Group II 0114948298 456,000.00 01-Apr-2007 4 8.750% 18,810.00 Group II 0114948319 147,878.09 01-Apr-2007 4 6.975% 4,777.56 Group II 0114948369 192,402.70 01-Mar-2007 5 10.775% 9,880.14 Group II 0114948378 100,355.70 01-Feb-2007 6 8.905% 4,213.13 Group II 0114948405 375,869.11 01-Jan-2007 7 8.355% 14,762.28 Group II 0114948410 107,780.69 01-Mar-2007 5 7.990% 4,026.57 Group II 0114948414 56,192.58 01-Feb-2007 6 11.260% 3,018.35 Group II 0114948418 313,400.76 01-Apr-2007 4 8.490% 12,512.89 Group II 0114948425 707,182.94 01-Apr-2007 4 8.010% 26,535.05 Group II 0114948426 176,775.41 01-Apr-2007 4 11.600% 9,803.49 Group II 0114948430 351,368.19 01-Mar-2007 5 10.975% 18,378.80 Group II 0114948449 140,207.30 01-May-2007 3 9.910% 5,496.61 Group II 0114948454 131,151.54 01-Mar-2007 5 8.080% 4,968.45 Group II 0114948492 111,447.42 01-Jan-2007 7 9.700% 5,117.10 Group II 0114948518 179,856.39 01-Mar-2007 5 8.280% 6,989.72 Group II 0114948536 139,530.44 01-May-2007 3 8.980% 4,924.41 Group II 0114948539 459,934.87 01-Mar-2007 5 10.525% 23,050.32 Group II 0114948610 231,957.16 01-Apr-2007 4 9.860% 10,853.88 Group II 0114948617 143,927.11 01-May-2007 3 8.610% 4,862.52 Group II 0114948623 330,720.00 01-Jan-2007 7 7.935% 12,247.77 Group II 0114948625 639,131.78 01-Jan-2007 7 8.435% 25,342.29 Group II 0114948678 512,000.00 01-Jan-2007 7 8.510% 20,477.25 Group II 0114948693 235,183.16 01-May-2007 3 10.060% 9,359.60 Group II 0114948704 470,463.14 01-May-2007 3 7.080% 12,877.02 Group II 0114948719 379,719.86 01-Apr-2007 4 8.485% 15,156.22 Group II 0114948738 276,000.00 01-Jan-2007 7 8.135% 10,497.82 Group II 0114948755 175,984.97 01-Feb-2007 6 9.010% 7,485.22 Group II 0114948781 59,482.43 01-Jan-2007 7 11.860% 3,372.92 Group II 0114948874 127,131.82 01-May-2007 3 10.060% 5,059.43 Group II 0114948878 783,000.00 01-Jan-2007 7 8.080% 29,675.70 Group II 0114948888 71,250.00 01-Jan-2007 7 9.465% 3,184.90 Group II 0114948891 439,906.65 01-Mar-2007 5 8.460% 17,501.66 Group II 0114948902 332,000.00 01-Jan-2007 7 8.310% 12,956.47 Group II 0114948914 391,261.66 01-Apr-2007 4 8.360% 15,351.82 Group II 0114948916 370,349.80 01-Feb-2007 6 7.810% 13,527.85 Group II 0114948920 383,564.24 01-Mar-2007 5 8.835% 15,952.51 Group II 0114948974 135,857.44 01-Apr-2007 4 7.330% 4,635.38 Group II 0114948977 119,781.06 01-May-2007 3 9.915% 4,694.48 Group II 0114949001 471,878.13 01-May-2007 3 9.750% 18,184.56 Group II 0114949012 332,500.00 01-Jan-2007 7 10.420% 16,454.52 Group II 0114949024 287,970.99 01-Feb-2007 6 8.585% 11,635.84 Group II 0114962008 684,000.00 01-Apr-2007 4 7.650% 24,453.00 Group II 0114987049 367,650.00 01-Mar-2007 5 9.150% 15,889.34 Group II 0115013754 600,000.00 01-Mar-2007 5 8.000% 22,500.00 Group II 0115013765 559,200.00 01-May-2007 3 7.325% 15,902.25 Group II 0115021434 698,950.79 01-Apr-2007 4 9.500% 31,447.14 Group II 0115021439 426,550.00 01-Mar-2007 5 8.250% 16,491.49 Group II 0115049665 665,000.00 01-Mar-2007 5 9.525% 30,008.16 Group II 0115049682 676,000.00 01-Apr-2007 4 6.925% 21,716.46 Group II 0115049690 336,000.00 01-Mar-2007 5 7.200% 11,256.00 Group II 0115049691 552,000.00 01-Mar-2007 5 7.425% 19,113.00 Group II 0115071695 299,518.76 01-May-2007 3 7.125% 8,254.48 Group II 0115071709 310,500.00 01-Apr-2007 4 8.125% 11,837.76 Group II 0115104642 351,786.37 01-Apr-2007 4 8.725% 14,459.50 Group II 0115104660 300,000.00 01-Mar-2007 5 9.100% 12,900.00 Group II 0115104663 477,000.00 01-Apr-2007 4 7.375% 16,396.86 Group II 0115113923 582,350.00 01-May-2007 3 8.175% 18,623.05 Group II 0115113947 451,200.00 01-Mar-2007 5 8.350% 17,670.42 Group II 0115120643 468,000.00 01-May-2007 3 7.950% 14,527.50 Group II 0115120645 367,999.93 01-Apr-2007 4 7.190% 12,309.60 Group II 0115128909 612,000.00 01-Mar-2007 5 6.750% 19,125.00 Group II 0115128945 393,000.00 01-May-2007 3 8.450% 13,018.15 Group II 0115128981 589,200.00 01-Mar-2007 5 7.775% 21,432.18 Group II 0115258463 250,220.40 01-Apr-2007 4 7.225% 8,405.98

~~Summary 12 Month~~ Bankruptcy History*Detail ~~New~~- ~~Bankruptcy~~All ~~Loans~~Mortgage ~~Month Bankruptcy Percentage~~ Loans in Bankruptcy 4during ~~Nov-06~~Current ~~0.000%~~Period ~~Original~~Group ~~Principal~~Loan ~~Balance~~Month ~~263,750.00~~Loan ~~Dec-06~~First ~~0.000%~~State ~~Current~~LTV ~~Actual~~at ~~Balance~~Original ~~263,014.41~~Number ~~Jan-07~~Entered ~~0.000%~~Payment ~~Feb-07~~Origination ~~0.000%~~Principal ~~Current~~ Bankruptcy ~~Total~~Date ~~Mar-07~~Balance ~~0.000%~~Group ~~Loans~~I in0112628300 ~~Bankruptcy~~Dec-2007 ~~13 Apr~~01-07Aug-2006 0CO 100.~~000%~~00 ~~Original Principal Balance 1~~34,~~189,080~~400.00 ~~May-07~~Group ~~0.013%~~I ~~Current~~0112835506 ~~Actual~~Nov-2007 ~~Balance 1,187,134.21 Jun~~01-07Sep-2006 0FL 100.~~032%~~00 ~~Jul-07 0~~56,180.~~123%~~00 ~~Aug-07~~Group ~~0.090%~~I ~~Sep~~0113231207 Dec-072007 ~~0.101%~~ 01-Oct-072006 0OR 100.~~115%~~00 *The50,600.00 ~~text~~Group ~~reported~~I in0113311757 ~~the~~Jun-2007 ~~above~~01-Oct-2006 ~~table~~TN is100.00 ~~presented~~75,000.00 ~~graphically~~Group onI ~~the~~0113462318 ~~monthly~~Jul-2007 ~~bond~~01-Nov-2006 ~~remittance~~AZ ~~report~~100.00 ~~The~~39,580.00 ~~monthly~~Group ~~bond~~I ~~remittance~~0113632681 ~~report~~Jul-2007 ~~can~~01-Nov-2006 beCA ~~viewed~~71.65 ~~online at www~~331,000.~~ctslink.com.~~00 Group I 120114210131 ~~Month~~Nov-2007 ~~Bankruptcy~~01-Feb-2007 History*FL ~~New~~90.00 ~~Bankruptcy~~136,800.00 ~~Loans~~Group ~~Month~~I ~~Bankruptcy~~0114588298 ~~Percentage Loans in Bankruptcy 0~~ Nov-062007 ~~0.000%~~01-Mar-2007 ~~Original~~AZ ~~Principal~~79.59 ~~Balance 0~~195,000.00 ~~Dec-06~~Group ~~0.000%~~I ~~Current~~0114841842 ~~Actual~~Aug-2007 ~~Balance 0.00 Jan~~01-07Mar-2007 0UT 71.~~000%~~84 ~~Feb-07 0~~132,900.~~000%~~00 ~~Current~~Group ~~Bankruptcy~~I ~~Total~~0114948428 ~~Mar~~Dec-072007 001-Jan-2007 MS 93.~~000%~~46 ~~Loans~~80,750.00 inGroup ~~Bankruptcy~~I 30114948517 ~~Apr~~Dec-072007 ~~0.000%~~01-Jan-2007 ~~Original~~SC ~~Principal~~80.00 ~~Balance 538~~52,~~900~~000.00 ~~May-07~~Group ~~0.000%~~II ~~Current~~0110457143 ~~Actual~~Dec-2007 ~~Balance~~01-May-2005 ~~538~~TN 100.00 12,~~341~~200.7900 ~~Jun-07~~Group ~~0.017%~~II ~~Jul~~0112651503 Sep-072007 ~~0.138%~~ 01-Aug-072006 ~~0.169%~~OR ~~Sep-07 0~~100.~~132%~~00 ~~Oct-07 0~~38,950.~~133%~~00 *TheGroup ~~text~~II ~~reported~~0113474766 inSep-2007 ~~the~~01-Nov-2006 ~~above~~CA ~~table~~100.00 is74,800.00 ~~presented~~Group ~~graphically~~II on0113507661 ~~the~~Oct-2007 ~~monthly~~01-Oct-2006 ~~bond~~LA ~~remittance~~100.00 ~~report~~50,000.00 ~~The~~Group ~~monthly~~II ~~bond~~0114089697 ~~remittance~~Oct-2007 ~~report~~01-Dec-2006 ~~can~~OH be100.00 ~~viewed online at www~~16,400.~~ctslink.com.~~00 Group II 120114229422 ~~Month~~Dec-2007 ~~Bankruptcy~~01-Feb-2007 History*CA ~~New~~79.62 ~~Bankruptcy~~501,600.00 ~~Loans~~Group ~~Month~~II ~~Bankruptcy~~0114229433 ~~Percentage Loans in Bankruptcy 3~~ Nov-062007 ~~0.000%~~01-Feb-2007 ~~Original~~CA ~~Principal~~100.00 ~~Balance 247~~375,~~350~~437.00 ~~Dec-06~~Group ~~0.000%~~II ~~Current~~0114237092 ~~Actual Balance 246,647.79 Jan~~Dec-072007 ~~0.000%~~ 01-Feb-072007 0CA 90.00 549,000%.00 ~~Current~~Group ~~Bankruptcy~~II ~~Total~~0114352307 ~~Mar~~Nov-072007 001-Feb-2007 CA 80.00 576,000%.00 ~~Loans~~Group inII ~~Bankruptcy~~0114352312 4Dec-2007 ~~Apr~~01-07Feb-2007 0CA 80.~~000%~~00 ~~Original Principal Balance 409~~515,~~750~~920.00 ~~May-07~~Group ~~0.022%~~II ~~Current~~0114478702 ~~Actual Balance 409,042.45 Jun~~Dec-072007 ~~0.043% Jul~~01-~~07 0.112% Aug~~Feb-072007 ~~0.032%~~CA ~~Sep-07 0~~80.~~078%~~00 ~~Oct-07 0~~432,000.~~102%~~00 *TheGroup ~~text~~II ~~reported~~0114622059 inDec-2007 ~~the~~01-Mar-2007 ~~above~~CA ~~table~~100.00 is170,077.00 ~~presented~~Group ~~graphically~~II on0114732948 ~~the~~Sep-2007 ~~monthly~~01-Mar-2007 ~~bond~~WA ~~remittance~~80.00 ~~report~~162,400.00 ~~The~~Group ~~monthly~~II ~~bond~~0114948935 ~~remittance~~Oct-2007 ~~report~~01-Feb-2007 ~~can~~MS be85.00 ~~viewed online at www~~131,750.~~ctslink.com.~~00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan ~~Month~~Current ~~Loan~~Paid ~~First~~To ~~State~~Months ~~LTV~~Current atApproximate ~~Original~~ Number ~~Entered~~Actual ~~Payment~~Date ~~Origination~~Delinquent ~~Principal~~Loan ~~Bankruptcy~~Rate ~~Date~~Delinquent Balance Interest Group I ~~0113311757~~0112628300 34,278.08 01-Aug-2007 2 12.500% 1,404.78 Group I 0112835506 56,002.38 01-Jun-2007 4 11.750% 3,231.40 Group I 0113231207 50,428.32 01-~~Oct~~Jun-~~2006~~2007 TN4 ~~100~~11.00500% 752,~~000~~846.0065 Group I ~~0113462318~~0113311757 74,699.98 01-Jul-2007 3 10.655% 3,158.05 Group I 0113462318 39,384.47 01-Nov-~~2006~~2007 AZ0 ~~100~~12.00150% ~~39,580~~784.0054 Group I 0113632681 ~~Jul-2007~~330,901.39 01-Nov-~~2006~~2007 CA0 717.65150% ~~331~~3,~~000~~667.0048 Group I ~~0114841842~~0114210131 ~~Aug~~136,366.67 01-Jun-2007 4 8.350% 5,343.62 Group I 0114588298 194,860.98 01-Mar-2007 UT7 717.84700% ~~132~~9,~~900~~322.0062 Group III ~~0110457143~~0114841842 ~~Oct~~132,678.28 01-May-2007 5 8.950% 6,528.72 Group I 0114948428 80,706.21 01-~~May~~Mar-~~2005~~2007 TN7 ~~100~~9.00585% 124,~~200~~883.0098 Group III ~~0112651503~~0114948517 ~~Sep~~51,951.60 01-Mar-2007 7 11.680% 3,866.49 Group II 0110457143 11,987.79 01-Aug-~~2006~~2007 OR2 ~~100~~8.00670% 326.12 Group II 0112651503 38,~~950~~770.0090 01-Jul-2007 3 10.900% 1,727.12 Group II 0113474766 ~~Sep-2007~~74,741.98 01-~~Nov~~Jan-~~2006~~2007 CA9 ~~100~~12.00500% 746,~~800~~117.0098 Group II 0113507661 ~~Oct-2007~~49,724.77 01-Oct-~~2006~~2007 LA0 ~~100~~10.00950% ~~50,000~~865.0086 Group II ~~0114089696~~0114089697 ~~Oct~~16,366.62 01-Aug-2007 2 13.250% 695.32 Group II 0114229422 501,274.24 01-~~Dec~~Mar-~~2006~~2007 OH7 807.00575% 6523,~~600~~608.00 Group II ~~0114089697~~0114229433 ~~Oct~~375,437.00 01-Apr-2007 6 8.700% 20,523.92 Group II 0114237092 549,000.00 01-~~Dec~~Feb-~~2006~~2007 OH8 ~~100~~7.025% 23,881.52 Group II 0114352307 576,000.00 1601-Feb-2007 8 7.625% 27,~~400~~360.00 Group II ~~0114732948~~0114352312 ~~Sep~~515,920.00 01-Feb-2007 8 6.525% 20,722.80 Group II 0114478702 432,000.00 01-Mar-2007 WA7 807.00450% ~~162~~20,~~400~~016.00 Group II ~~0114948935~~0114622059 ~~Oct-2007~~169,970.73 01-~~Feb~~Apr-2007 MS6 8511.00625% ~~131~~12,~~750~~595.0002 Group II ~~0115258487~~0114732948 ~~Aug~~162,393.08 01-Nov-2007 0 7.125% 1,793.11 Group II 0114948935 131,590.16 01-~~Mar~~Apr-2007 OH6 9010.00460% 588,~~500~~724.0077

~~Bankruptcy~~Realized Loss Detail Report - ~~All Mortgage~~ Loans inwith ~~Bankruptcy~~Losses during Current Period ~~(continued)~~Summary ~~Group~~# ~~Loan~~Loans ~~Current~~Prior ~~Paid~~Realized ~~To Months~~ Current ~~Approximate~~with ~~Number~~ Actual ~~Date~~Loss/(Gain) ~~Delinquent~~Loss ~~Loan~~Group ~~Rate~~Losses ~~Delinquent~~ Balance ~~Interest~~Amount ~~Group~~Percentage ~~I 0113311757 74,762.12 01-May-2007 3 10.655% 3,160.73~~ Group I ~~0113462318 39,409.94 01-Sep-2007 0 12.150% 785.04 Group I 0113632681 330,901.39 01-Sep-2007 0 7.150%~~ 3~~,667.48~~ ~~Group I 0114841842 132~~156,~~678~~400.2884 ~~01-May-2007 3 8.950% 4~~168,~~666~~911.0782 ~~Group II 0110457143 11,987.79 01-Aug-2007~~ 0 8.~~670~~230% ~~163.18~~ Group II ~~0112651503~~19 ~~38,786.58 01-Jun-2007~~ 2 ~~10.900% 1~~,~~382.55 Group II 0113474766 74~~265,~~741~~242.9818 ~~01-Jan-2007 7 12.500% 4~~1,~~589.79 Group II 0113507661 49~~676,~~765~~518.2831 ~~01-Aug-2007 0 10~~1.~~950~~872% ~~867.04~~Total ~~Group~~22 ~~II 0114089696 65~~2,~~292.35 01-Aug-2007 0 9.375% 965.52 Group II 0114089697 16~~421,~~366~~643.6202 ~~01-Aug-2007 0 13.250% 347.74 Group II 0114732948 162,394.66 01-Sep-2007 0 7.125%~~ 1,~~793.12 Group II 0114948935 131~~845,~~590~~430.1613 ~~01-Apr-2007 4 10.460% 6,546.37 Group II 0115258487 58,457.06 01-Sep-2007~~ 0 11.~~425~~181% ~~1,064.46~~

Realized Loss Loan Detail Report - Loans ~~with~~With Losses during Current Period ~~Summary~~Original #Current ~~Loans~~Loan ~~Prior~~Principal ~~Realized~~Note ~~Current~~LTV ~~with~~at ~~Actual~~Original ~~Loss/(Gain)~~Group ~~Loss~~Number Balance Rate State Origination Term Group ~~Losses~~I ~~Balance~~0112705195 ~~Amount~~55,800.00 ~~Percentage~~10.900% CA 100.00 180 Group I 80113143784 ~~286~~47,~~668~~913.2100 ~~305~~12.500% AZ 100.00 180 Group I 0114582264 53,~~550~~000.4700 012.~~406~~000% MD 100.00 180 Group II 0112227719 27,000.00 113.000% MD 100.00 180 Group II 0112412887 101,~~900~~000.00 12.400% CA 100.00 180 Group II 0112436357 162,~~435~~000.6000 111.650% CA 100.00 180 Group II 0112436365 55,000.00 12.400% FL 100.00 180 Group II 0112908260 95,000.00 12.650% CA 100.00 180 Group II 0112908262 140,000.00 11.150% OR 100.00 180 Group II 0113396224 86,000.00 12.500% CA 100.00 180 Group II 0113495404 58,980.00 12.500% CA 100.00 180 Group II 0114365922 71,998.00 12.500% CA 100.00 360 Group II 0114582381 88,~~679~~000.8500 211.~~398~~500% ~~Total~~FL 35100.00 2180 Group II 0114582525 95,~~187~~000.00 11.875% NY 100.00 180 Group II 0114582531 89,~~103~~000.8100 210.990% NY 100.00 180 Group II 0114727941 23,~~304~~450.00 12.150% FL 100.00 180 Group II 0114839809 95,~~230~~000.00 10.750% OR 100.00 180 Group II 0114921865 494,400.00 8.800% CA 80.00 360 Group II 0114948464 32,800.00 012.~~223~~600% WI 100.00 180 Group II 0114948892 110,000.00 11.990% CA 100.00 180 Group II 0114948916 370,400.00 7.810% CA 77.98 360 Group II 0114948921 96,000.00 11.700% IL 100.00 180

Realized Loss Loan Detail Report - Loans With Losses during Current Period ~~Original~~(continued) ~~Current~~Prior Cumulative Loan ~~Principal~~Actual ~~Note~~Realized ~~LTV~~Realized ~~at Original~~ Group Number Balance ~~Rate~~Loss/(Gain) ~~State~~Loss/(Gain) ~~Origination Term~~ Group I ~~0112908261~~0112705195 4755,~~200~~653.0076 1259,769.~~500%~~04 ~~OR 97~~59,769.9704 ~~180~~ Group I ~~0113180170~~0113143784 5347,~~500~~824.0041 1251,905.~~550%~~85 ~~WA 100.00 180 Group I 0113251710~~ 51,~~300~~905.0085 ~~12.250% AZ 95.00 180~~ Group I ~~0113317259~~0114582264 3752,~~000~~922.0067 1057,236.~~900%~~93 ~~AZ 100.00 180 Group I 0113356769 36~~57,~~000~~236.0093 ~~11.990% CA 100.00 180~~ Group III ~~0113535675~~0112227719 6226,~~000~~942.0001 ~~12.740% CO 100.00 180 Group I 0114009137 127~~27,~~500~~931.0060 ~~10.385% GA 100.00 360 Group I 0114267145 240~~27,~~300~~931.0060 ~~11.500% NJ 90.00 360~~ Group II ~~0111935542~~0112412887 24100,~~209~~723.0002 11105,139.~~500%~~62 ~~FL 100~~105,139.0062 ~~180~~ Group II ~~0112642680~~0112436357 ~~131~~161,~~000~~585.0040 10169,632.~~900%~~09 ~~CA 100~~169,632.0009 ~~180~~ Group II ~~0112651506~~0112436365 9254,~~400~~880.0056 1056,569.~~900%~~92 ~~CA 100~~56,569.0092 ~~180~~ Group II ~~0112672938~~0112908260 7394,~~000~~804.0090 10102,888.~~630%~~66 ~~CA 100~~102,888.0066 ~~180~~ Group II ~~0112771964~~0112908262 73139,~~000~~600.0073 ~~12.550% CA 100.00 180 Group II 0112915264 28~~150,~~000~~063.0093 ~~11.650% IL 100.00 180 Group II 0112942337 59~~150,~~000~~063.0093 ~~12.500% NV 100.00 180~~ Group II ~~0113009798~~0113396224 7085,~~000~~887.~~00 11.625% NV 100.00 180 Group II 0113085069~~ 64 93,~~000~~112.0086 ~~12.500% CA 100.00 180 Group II 0113180171 64~~93,~~200~~112.0086 ~~12.500% CO 100.00 180~~ Group II ~~0113198921~~0113495404 8458,~~000~~887.0005 ~~12.250% CA 100.00 180 Group II 0113231220 40~~63,~~000~~913.0002 ~~12.500% CA 100.00 180 Group II 0113231235 54~~63,~~500~~913.0002 ~~12.500% CA 100.00 180~~ Group II ~~0113231243~~0114365922 71,~~200~~960.0096 1276,705.~~150%~~90 ~~CA 100~~76,705.0090 ~~180~~ Group II ~~0113300043~~0114582381 ~~126~~87,~~000~~885.0086 1294,700.~~500%~~78 ~~CA 100~~94,700.0078 ~~180~~ Group II ~~0113317255~~0114582525 6294,~~600~~943.0083 12102,537.~~500%~~16 ~~AZ 100~~102,537.0016 ~~180~~ Group II ~~0113474750~~0114582531 8788,~~000~~936.0009 1095,528.~~900%~~68 ~~CA 100~~95,528.0068 ~~180~~ Group II ~~0113495416~~0114727941 ~~105,000~~0.00 12(746.~~150%~~52) ~~CA 100.00 180 Group II 0113502395 39~~24,~~000~~335.00 11~~.850%~~ ~~CA 100.00 180~~ Group II ~~0113535611~~0114839809 9294,~~000~~964.0023 1097,494.~~900%~~06 ~~CA 100~~97,494.0006 ~~180~~ Group II ~~0113838294~~0114921865 ~~120~~494,~~048~~287.0094 10104,812.~~625%~~07 ~~CA 100.00 180 Group II 0114582385 110~~104,~~000~~812.0007 ~~12.150% NY 100.00 180~~ Group II ~~0114582445~~0114948464 ~~118~~32,~~000~~775.00 11~~.875%~~ ~~NY 100~~33,829.0040 ~~180 Group II 0114948434 50~~33,~~000~~829.0040 ~~12.100% FL 100.00 180~~ Group II ~~0114948624~~0114948892 82109,~~680~~936.0059 11113,223.~~990%~~49 ~~NY 100~~113,223.0049 ~~180~~ Group II ~~0114948756~~0114948916 44370,~~000~~299.0027 1289,787.~~050%~~86 ~~FL 91~~89,787.6786 ~~180~~ Group II ~~0114949041~~0114948921 7295,~~000~~940.0099 1199,393.~~200%~~73 ~~IL 98~~99,393.~~63 180~~73

Realized Loss ~~Loan~~Report ~~Detail~~- ~~Report~~Collateral Summary MDR SDA Current Month 0.235% Current Month 14.272% 3 Month Average 0.183% 3 Month Average 12.468% 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. Jan-2007 ~~Loans~~N/A ~~With~~N/A ~~Losses~~Jan-2007 ~~during~~N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 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 0.023% N/A Aug-2007 2.424% N/A Sep-2007 0.082% N/A Sep-2007 7.223% N/A Oct-2007 0.210% N/A Oct-2007 16.029% N/A Nov-2007 0.104% N/A Nov-2007 7.102% N/A Dec-2007 0.235% N/A Dec-2007 14.272% 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 ~~Period~~Month 2.788% Current Month (~~continued~~Cumulative) ~~Prior~~90.113% 3 Month Average 2.175% 3 Month Average (Cumulative) ~~Loan~~94.381% ~~Actual~~12 ~~Realized~~Month ~~Realized~~Average ~~Group~~0.000% ~~Number~~12 ~~Balance~~Month ~~Loss/~~Average (~~Gain~~Cumulative) ~~Loss~~N/A CDR: Current vs. 12mo Average* Loss Severity: Curr Month(~~Gain~~Cum) ~~Group~~vs. I12mo ~~0112908261~~Avg.(Cum) ~~47,125~~Severity* Month Current 12mo Avg.59 ~~50,141~~Month Current 12mo Avg.39 ~~50,141~~Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.39000% ~~Group~~N/A IMay-2007 ~~0113180170~~0.000% ~~53,444~~N/A Jun-2007 0.99000% ~~56,975~~N/A Jun-2007 0.88000% ~~56,975~~N/A Jul-2007 0.88000% ~~Group~~N/A IJul-2007 ~~0113251710~~0.000% ~~51,243~~N/A Aug-2007 0.62280% ~~54,433~~N/A Aug-2007 50.47817% ~~54,433~~N/A Sep-2007 0.47980% ~~Group~~N/A ISep-2007 ~~0113317259~~75.043% ~~36,930~~N/A Oct-2007 2.88492% ~~39,026~~N/A Oct-2007 95.74207% ~~39,026~~N/A Nov-2007 1.74246% ~~Group~~N/A INov-2007 ~~0113356769~~97.822% ~~35,968~~N/A Dec-2007 2.73788% ~~38,189~~N/A Dec-2007 90.24113% ~~38,189~~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.24 ~~Group~~The Igraphically ~~0113535675~~on ~~61,954~~the monthly bond remittance report.40 ~~65,948~~The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.25ctslink.com. ~~65,948~~www.25ctslink.com. Group I ~~0114009137~~MDR SDA Current Month 0.00036% 10Current Month 2.50215% ~~16,512~~3 Month Average 0.99047% ~~Group~~3 IMonth ~~0114267145~~Average 3.286% 12 Month Average 0.00000% ~~825~~12 Month Average 0.00000% ~~68,698~~MDR: Current vs.24 ~~Group~~12mo IIAverage* ~~0111935542~~SDA: ~~24,086~~Current vs.41 ~~24,782~~12mo Average* Month Current 12mo Avg.79 ~~24,782~~Month Current 12mo Avg.79 ~~Group~~Jan-2007 IIN/A ~~0112642680~~N/A ~~130,656~~Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.55000% ~~137,762~~N/A May-2007 0.74000% ~~137,762~~N/A Jun-2007 0.74000% ~~Group~~N/A IIJun-2007 ~~0112651506~~0.000% ~~92,193~~N/A Jul-2007 0.33000% ~~97,199~~N/A Jul-2007 0.34000% ~~97,199~~N/A Aug-2007 0.34029% ~~Group~~N/A IIAug-2007 ~~0112672938~~2.969% ~~72,797~~N/A Sep-2007 0.27055% ~~75,741~~N/A Sep-2007 4.84813% ~~75,741~~N/A Oct-2007 0.84066% ~~Group~~N/A IIOct-2007 ~~0112771964~~5.033% ~~72,905~~N/A Nov-2007 0.69038% ~~77,514~~N/A Nov-2007 2.64609% ~~77,514~~N/A Dec-2007 0.64036% ~~Group~~N/A IIDec-2007 ~~0112915264~~2.215% ~~27,946~~N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report.77 ~~28,738~~The graphically on the monthly bond remittance report.68 ~~28,738~~The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.68ctslink.com. ~~Group~~www.ctslink.com. IICDR ~~0112942337~~Loss ~~58,922~~Severity Current Month 0.93433% ~~62,651~~Current Month (Cumulative) 106.80956% ~~62,651~~3 Month Average 0.80558% ~~Group~~3 IIMonth ~~0113009798~~Average ~~69,889~~(Cumulative) 78.05607% ~~71,261~~12 Month Average 0.88000% ~~71,261~~12 Month Average (Cumulative) N/A CDR: Current vs.88 ~~Group~~12mo IIAverage* ~~0113085069~~Loss ~~63,867~~Severity: Curr Month(Cum) vs.56 ~~67,899~~12mo Avg.21(Cum) ~~67,899~~Severity* Month Current 12mo Avg.21 ~~Group~~Month IICurrent ~~0113180171~~12mo ~~64,116~~Avg.12 ~~68,168~~Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.62000% ~~68,168~~N/A May-2007 0.62000% ~~Group~~N/A IIJun-2007 ~~0113198921~~0.000% ~~83,884~~N/A Jun-2007 0.01000% ~~89,067~~N/A Jul-2007 0.10000% ~~89,067~~N/A Jul-2007 0.10000% ~~Group~~N/A IIAug-2007 ~~0113231220~~0.344% ~~39,869~~N/A Aug-2007 12.77965% ~~42,446~~N/A Sep-2007 0.25653% ~~42,446~~N/A Sep-2007 22.25963% ~~Group~~N/A IIOct-2007 ~~0113231235~~0.783% ~~54,428~~N/A Oct-2007 59.78612% ~~57,896~~N/A Nov-2007 0.82458% ~~57,896~~N/A Nov-2007 69.82252% ~~Group~~N/A IIDec-2007 ~~0113231243~~0.433% ~~71,099~~N/A Dec-2007 106.49956% ~~75,471~~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.35 ~~75,471~~The graphically on the monthly bond remittance report.35 The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II ~~0113300043~~MDR ~~124,669~~SDA Current Month 0.10380% ~~132,440~~Current Month 22.00852% ~~132,440~~3 Month Average 0.00282% ~~Group~~3 IIMonth ~~0113317255~~Average ~~62,534~~19.93039% ~~66,486~~12 Month Average 0.87000% ~~66,486~~12 Month Average 0.87000% ~~Group~~MDR: IICurrent ~~0113474750~~vs. ~~86,904~~12mo Average* SDA: Current vs.03 ~~91,631~~12mo Average* Month Current 12mo Avg.70 ~~91,631~~Month Current 12mo Avg.70 ~~Group~~Jan-2007 IIN/A ~~0113495416~~N/A ~~104,882~~Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.00000% ~~111,318~~N/A May-2007 0.08000% ~~111,318~~N/A Jun-2007 0.08000% ~~Group~~N/A IIJun-2007 ~~0113502395~~0.000% ~~38,953~~N/A Jul-2007 0.18000% ~~41,333~~N/A Jul-2007 0.77000% ~~41,333~~N/A Aug-2007 0.77020% ~~Group~~N/A IIAug-2007 ~~0113535611~~2.024% ~~91,898~~N/A Sep-2007 0.51102% ~~96,892~~N/A Sep-2007 8.13977% ~~96,892~~N/A Oct-2007 0.13315% ~~Group~~N/A IIOct-2007 ~~0113838294~~23.918% ~~119,954~~N/A Nov-2007 0.70152% ~~123,511~~N/A Nov-2007 10.36348% ~~123,511~~N/A Dec-2007 0.36380% ~~Group~~N/A IIDec-2007 ~~0114582385~~22.852% ~~110,000~~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.00 ~~116,679~~The graphically on the monthly bond remittance report.82 ~~116,679~~The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.82ctslink.com. ~~Group~~www.ctslink.com. IICDR ~~0114582445~~Loss ~~118,000~~Severity Current Month 4.00460% ~~124,302~~Current Month (Cumulative) 92.07576% ~~124,302~~3 Month Average 3.07330% ~~Group~~3 IIMonth ~~0114948434~~Average (Cumulative) 100.351% 12 Month Average 0.00000% 12 Month Average (~~503~~Cumulative) N/A CDR: Current vs.45 12mo Average* Loss Severity: Curr Month(Cum) ~~50,601~~vs.27 ~~Group~~12mo IIAvg.(Cum) ~~0114948624~~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 N/A N/A Apr-2007 N/A N/A May-2007 0.00000% 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 0.234% N/A Aug-2007 91.589% N/A Sep-2007 1.217% N/A Sep-2007 101.137% N/A Oct-2007 3.716% N/A Oct-2007 104.047% N/A Nov-2007 1.814% N/A Nov-2007 104.430% N/A Dec-2007 4.460% N/A Dec-2007 92.576% 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 (~~825~~MDR): Sum(Beg Scheduled Balance of Liquidated Loans) / Sum(Beg Scheduled Balance).15 Conditional Default Rate (CDR): ~~83,510~~1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.0602) ~~Group~~else IIif ~~0114948756~~WAS ~~44,000~~is greater than 30 and less than or equal to 60 then CDR / 0.006 ~~44,563~~else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.626 ~~44,563~~- ((WAS - 60) * 0.620095)) ~~Group~~else IIif ~~0114949041~~WAS ~~71,975~~is greater than 120 then CDR / 0.4203 ~~74,245~~Cumulative Loss Severity: Sum(All Realized Losses) / Sum(Actual Liquidated Balance for loans that have experienced a loss).97 ~~74,245~~3 Month Average and 12 Month Average will not have values until the 3rd and 12th month respectively.97

~~Realized~~Prepayment ~~Loss~~Detail ~~Report~~ - ~~Collateral~~Prepayments ~~Summary~~during ~~MDR SDA~~ Current ~~Month~~Period ~~0.210%~~Summary ~~Current~~Loans ~~Month~~Paid ~~16.029%~~In 3Full ~~Month~~Repurchased ~~Average~~Loans ~~0.105%~~Original ~~3 Month Average 8.559% 12 Month Average 0.000% 12 Month Average 0.000% MDR:~~ Current ~~vs.~~Original ~~12mo Average* SDA:~~ Current ~~vs.~~Principal ~~12mo~~Scheduled Average*Principal ~~Month~~Scheduled ~~Current~~Group ~~12mo~~Count ~~Avg.~~Balance ~~Month~~Balance ~~Current~~Count ~~12mo~~Balance ~~Avg.~~Balance ~~Nov-2006~~Group ~~N/A~~I ~~N/A~~14 ~~Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0~~1,790,713.~~000%~~00 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 0.023% N/A Aug-2007 2.424% N/A Sep-2007 0.082% N/A Sep-2007 7.223% N/A Oct-2007 0.210% N/A Oct-2007 16.029% 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 2.492% Current Month 95.207% 3 Month Average 1,784,960.~~251%~~21 ~~3 Month Average 73.689% 12 Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.~~000%~~00 N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.280% N/A Aug-2007 50.817% N/A Sep-2007 0.980% N/A Sep-2007 75.043% N/A Oct-2007 2.492% N/A Oct-2007 95.207% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group III ~~MDR SDA Current Month 0.066% Current Month~~ 5~~.033%~~ ~~3 Month Average 0.050% 3 Month Average 4.272% 12 Month Average 0.~~929,000~~% 12 Month Average 0~~.~~000%~~00 ~~MDR: Current vs~~926,954.66 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 N/A N/A Apr-2007 N/A N/A May-2007 0~~.000%~~ ~~N/A May-2007~~ 0.~~000%~~00 ~~N/A Jun-2007~~ 0.~~000%~~00 ~~N/A~~Total ~~Jun-2007~~19 ~~0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.029% N/A Aug-2007~~ 2,719,713.~~969%~~00 N/A Sep-2007 0.055% N/A Sep-2007 4.813% N/A Oct-2007 0.066% N/A Oct-2007 5.033% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.783% Current Month 129.486% 3 Month Average 0.593% 3 Month Average 55.138% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.344% N/A Aug-2007 12.965% N/A Sep-2007 0.653% N/A Sep-2007 22.963% N/A Oct-2007 0.783% N/A Oct-2007 23.191% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.315% Current Month 23.918% 3 Month Average 0.146% 3 Month Average 11.640% 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 N/A N/A Apr-2007 N/A 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 0.020% N/A Aug-2007 2,711,914.~~024%~~87 ~~N/A Sep-2007~~ 0~~.102%~~ ~~N/A Sep-2007 8.977% N/A Oct-2007~~ 0.~~315%~~00 N/A Oct-2007 23.918% 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 3.716% Current Month 104.047% 3 Month Average 1.722% 3 Month Average 98.924% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 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 0.234% N/A Aug-2007 91.589% N/A Sep-2007 1.217% N/A Sep-2007 101.137% N/A Oct-2007 3.716% N/A Oct-2007 104.047% 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. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ 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 (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans ~~Paid~~Liquidated ~~In Full Repurchased~~ Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 110 10.00 0.00 3 156,~~973,250~~713.00 1156,~~968~~011.75 11,~~732~~669.5872 Group II 0 0.00 0.00 ~~Group~~18 ~~II 4 761~~2,~~000~~267,578.00 ~~758~~2,~~704~~261,271.3015 1,100.41 Total 0 0.00 0.00 ~~Total~~21 15 2,~~734~~424,~~250~~291.00 2,~~727~~417,~~436~~282.8890 ~~0 0~~12,770.~~00 0.00~~13

Prepayment Loan Detail - Prepayments during Current Period ~~(continued)~~First ~~Summary~~Original ~~Substitution~~Loan ~~Loans~~LTV ~~Liquidated~~at ~~Loans~~Payment ~~Curtailments~~Principal ~~Original~~Prepayment ~~Current~~Group ~~Original~~Number ~~Current~~State ~~Principal~~Origination ~~Scheduled~~Date ~~Principal~~Balance ~~Scheduled~~Amount ~~Curtailment~~Group I 0112672713 WA 100.00 01-Sep-2006 24,100.00 23,949.49 Group ~~Count~~I ~~Balance~~0112705195 ~~Balance~~CA ~~Count~~100.00 ~~Balance~~01-Sep-2006 ~~Balance~~55,800.00 ~~Amount~~55,451.60 Group I 00113143784 0AZ 100.00 001-Oct-2006 47,913.00 647,714.95 ~~287~~Group I 0113143789 OR 98.65 01-Oct-2006 72,~~000~~300.00 ~~286~~72,~~019~~046.06 Group I 0113171017 MI 85.00 1201-Sep-2006 150,~~465~~450.00 148,871.51 Group I 0114061559 AZ 95.00 01-Feb-2007 31,863.00 31,748.57 Group I 0114365892 VA 80.00 01-Dec-2006 106,000.00 106,000.00 Group I 0114582264 MD 100.00 01-Dec-2006 53,000.00 52,790.66 Group I 0114637898 CT 75.00 01-Mar-2007 133,500.00 133,310.74 Group I 0114771482 CA 56.32 01-Mar-2007 245,000.00 243,959.08 Group I 0114818850 NV 74.47 01-Mar-2007 210,000.00 209,486.05 Group III 00114839817 0CA 69.55 01-Mar-2007 370,000.00 0370,000.00 Group I 0114948432 NC 100.00 01-Jan-2007 25,800.00 125,~~904~~723.09 Group I 0114948528 FL 48.19 01-Feb-2007 80,~~157~~000.00 179,~~894~~771.51 Group I 0114948594 NC 80.00 01-Jan-2007 103,~~385~~200.00 102,270.73 Group I 0114948917 MI 90.00 01-Feb-2007 85,500.00 85,117.97 Group I 0114981956 PA 85.00 01-Mar-2007 153,000.00 152,152.98 Group II 0112227719 MD 100.00 01-Jul-2006 27,000.00 26,907.27 Group II 0112412887 CA 100.00 01-Jul-2006 101,000.00 100,573.48 Group II 0112436357 CA 100.00 01-Aug-2006 162,000.00 161,195.38 Group II 0112436365 FL 100.00 01-Aug-2006 55,000.00 54,800.77 8Group II 0112908260 CA 100.00 01-Sep-2006 95,~~631~~000.2200 ~~Total~~94,592.72 0Group 0II 0112908262 OR 100.00 001-Sep-2006 140,000.00 31139,170.80 2Group II 0113396224 CA 100.00 01-Nov-2006 86,~~191~~000.00 85,~~157~~670.14 Group II 0113495404 CA 100.00 201-Nov-2006 58,~~180~~980.00 58,~~405~~753.3977 21Group II 0114011366 FL 65.13 01-Dec-2006 127,~~096~~000.00 126,628.25 Group II 0114265128 PA 70.00 01-Jan-2007 105,000.00 104,807.12 Group II 0114365922 CA 100.00 01-Feb-2007 71,998.00 71,804.83 Group II 0114582381 FL 100.00 01-Jan-2007 88,000.00 87,644.10 Group II 0114582525 NY 100.00 01-Mar-2007 95,000.00 94,707.75 Group II 0114582531 NY 100.00 01-Mar-2007 89,000.00 88,668.49 Group II 0114729664 CA 80.00 01-Mar-2007 308,000.00 308,000.00 Group II 0114839809 OR 100.00 01-Mar-2007 95,000.00 94,780.52 Group II 0114921865 CA 80.00 01-Mar-2007 494,400.00 493,241.69 Group II 0114948464 WI 100.00 01-Jan-2007 32,800.00 32,731.86 Group II 0114948509 IL 100.00 01-Jan-2007 185,000.00 184,662.04 Group II 0114948892 CA 100.00 01-Feb-2007 110,000.00 109,772.44 Group II 0114948916 CA 77.98 01-Feb-2007 370,400.00 369,829.43 Group II 0114948921 IL 100.00 01-Feb-2007 96,000.00 95,788.36 Group II 0115021421 OR 80.00 01-Apr-2007 204,000.00 202,630.13

Prepayment Loan Detail - Prepayments during Current Period ~~First~~(continued) ~~Original~~Current Loan ~~LTV~~PIF atMonths ~~Payment~~Loan ~~Principal~~Original ~~Prepayment~~ Group Number ~~State~~Type ~~Origination~~Delinquent ~~Date~~Rate ~~Balance~~Term ~~Amount~~Seasoning Group I ~~0112908261~~0112672713 ORLoan ~~97.97~~Paid ~~01-Sep-2006~~in ~~47,200.00~~Full ~~47,018.90~~(1) ~~Group I 0113180170 WA 100~~10.00900% ~~01-Oct-2006~~180 ~~53,500.00~~15 ~~53,312.53~~ Group I ~~0113251710~~0112705195 AZLiquidation ~~95.00~~6 ~~01-Oct-2006 51,300~~10.00900% ~~51,108.05~~180 15 Group I ~~0113317259~~0113143784 AZLiquidation ~~100.00~~5 ~~01-Oct-2006 37,000~~12.00500% ~~36,814.32~~180 14 Group I ~~0113356769~~0113143789 CALoan ~~100.00~~Paid ~~01-Nov-2006~~in ~~36,000.00~~Full ~~35,869.~~0 13.240% 180 14 Group I ~~0113535675~~0113171017 COLoan ~~100.00~~Paid ~~01-Nov-2006~~in ~~62,000.00~~Full ~~61,808~~0 8.63500% 360 15 Group I ~~0114011416~~0114061559 AZLoan ~~68.68~~Paid ~~01-Jan-2007~~in ~~182,000.00~~Full ~~182,000~~0 11.00625% 180 10 Group I ~~0114044477~~0114365892 AZLoan ~~100.00~~Paid ~~01-Jan-2007~~in ~~169,000.00~~Full ~~169,000~~0 9.00790% 360 12 Group I ~~0114760154~~0114582264 CALiquidation 545 12.22000% ~~01-Mar-2007~~ 180~~,000.00~~ ~~179,577.44~~12 Group I ~~0114917942~~0114637898 CALoan ~~36.17~~Paid ~~01-Mar-2007~~in ~~200,000.00~~Full ~~199,344~~0 10.33500% 360 9 Group I ~~0114948592~~0114771482 MOLoan ~~80.00~~Paid ~~01-Jan-2007~~in ~~116,000.00~~Full ~~115,253~~3 6.63700% 360 9 Group I ~~0114948593~~0114818850 MOLoan ~~100.00~~Paid ~~01-Jan-2007~~in ~~29,000.00~~Full ~~28,904~~0 8.19650% 360 9 Group I ~~0114948814~~0114839817 ILLoan ~~90.00~~Paid ~~01-Jan-2007~~in ~~184,500.00~~Full ~~183,968~~0 7.37625% 360 9 Group I ~~0114948837~~0114948432 TXLoan ~~80.00~~Paid ~~01-Feb-2007~~in ~~108,000.00~~Full ~~107,250~~0 12.01900% 180 11 Group I ~~0115013776~~0114948528 AZLoan ~~57.00~~Paid ~~01-Apr-2007~~in ~~114,000.00~~Full ~~113,396~~0 8.22460% 360 10 Group I ~~0115021436~~0114948594 FLLoan ~~95.00~~Paid ~~01-Apr-2007~~in ~~308,750.00~~Full ~~307,820~~0 7.14630% 360 11 Group I ~~0115104647~~0114948917 CALoan ~~56.18~~Paid ~~01-Apr-2007~~in ~~382,000.00~~Full ~~381,565~~0 10.14605% ~~Group~~360 II10 ~~0111935542~~Group FLI ~~100.00~~0114981956 ~~01-Apr-2006~~Loan ~~24,209.00~~Paid ~~24,031.64~~in ~~Group~~Full II0 ~~0112642680 CA 100~~9.00100% ~~01-Aug-2006~~360 ~~131,000.00~~9 ~~130,236.47~~ Group II ~~0112651506~~0112227719 CALiquidation ~~100.00~~6 ~~01-Aug-2006 92,400~~13.00000% ~~91,861.53~~180 17 Group II ~~0112672938~~0112412887 CALiquidation ~~100.00~~5 ~~01-Aug-2006 73,000~~12.00400% ~~72,581.63~~180 17 Group II ~~0112771964~~0112436357 CALiquidation ~~100.00~~6 ~~01-Sep-2006 73,000~~11.00650% ~~72,723.06~~180 16 Group II ~~0112915264~~0112436365 ILLiquidation ~~100.00~~6 ~~01-Sep-2006 28,000~~12.00400% ~~27,900.02~~180 16 Group II ~~0112942337~~0112908260 NVLiquidation ~~100.00~~5 ~~01-Sep-2006 59,000~~12.00650% ~~58,773.73~~180 15 Group II ~~0113009798~~0112908262 NVLiquidation ~~100.00~~5 ~~01-Oct-2006 70,000~~11.00150% ~~69,772.62~~180 15 Group II ~~0113085069~~0113396224 CALiquidation ~~100.00~~6 ~~01-Oct-2006 64,000~~12.00500% ~~63,700.97~~180 13 Group II ~~0113180171~~0113495404 COLiquidation ~~100.00~~5 ~~01-Oct-2006 64,200~~12.00500% ~~63,972.54~~180 13 Group II ~~0113198921~~0114011366 CALoan ~~100.00~~Paid ~~01-Oct-2006~~in ~~84,000.00~~Full ~~83,685.72~~0 ~~Group II 0113231220 CA 100~~8.00975% ~~01-Oct-2006~~480 ~~40,000.00~~12 ~~39,773.60~~ Group II ~~0113231235~~0114265128 CALoan ~~100.00~~Paid ~~01-Oct-2006~~in ~~54,500.00~~Full ~~54,306.85~~0 ~~Group II 0113231243 CA 100~~11.00650% ~~01-Oct-2006~~360 ~~71,200.00~~11 ~~70,927.75~~ Group II ~~0113300043~~0114365922 CALiquidation ~~100.00~~6 ~~01-Oct-2006 126,000~~12.00500% ~~124,286.55~~360 10 Group II ~~0113317255~~0114582381 AZLiquidation ~~100.00~~5 ~~01-Oct-2006 62,600~~11.00500% ~~62,378.27~~180 11 Group II ~~0113462292~~0114582525 CALiquidation ~~100.00~~5 ~~01-Nov-2006 77,000~~11.00875% ~~76,749.49~~180 9 Group II ~~0113474750~~0114582531 CALiquidation ~~100.00~~5 ~~01-Nov-2006 87,000~~10.00990% ~~86,599.99~~180 9 Group II ~~0113495416~~0114729664 CALoan ~~100.00~~Paid ~~01-Nov-2006~~in ~~105,000.00~~Full ~~104,631.25~~0 ~~Group II 0113502395 CA 100~~8.00100% ~~01-Nov-2006~~360 ~~39,000.00~~9 ~~38,853.80~~ Group II ~~0113535611~~0114839809 CALiquidation ~~100.00~~6 ~~01-Nov-2006 92,000~~10.00750% ~~91,576.99~~180 9 Group II ~~0113838294~~0114921865 CALiquidation ~~100.00~~6 ~~01-Jan-2007 120,048~~8.00800% ~~119,664.72~~360 9 Group II ~~0114582385~~0114948464 NYLiquidation ~~100.00~~6 ~~01-Feb-2007 110,000~~12.00600% ~~109,714.69~~180 11 Group II ~~0114582445~~0114948509 NYLoan ~~100.00~~Paid ~~01-Feb-2007~~in ~~118,000.00~~Full ~~115,761.75~~0 ~~Group II 0114948756 FL 91~~10.67290% ~~01-Feb-2007~~360 ~~44,000.00~~11 ~~43,936.45~~ Group II ~~0114949041~~0114948892 ILLiquidation ~~98.63~~6 ~~01-Feb-2007 72,000~~11.00990% ~~71,849.04~~180 10 Group II ~~0115059974~~0114948916 CALiquidation ~~80.00~~6 ~~01-Apr-2007 27,000~~7.00810% ~~26,944.24~~360 10 Group II ~~0115258390~~0114948921 CALiquidation ~~76.19~~6 ~~01-Apr-2007 400,000~~11.00700% ~~398,228.64~~180 10 Group II ~~0115258466~~0115021421 ORLoan ~~70.14~~Paid ~~01-Mar-2007~~in ~~257,000.00~~Full ~~256,433~~0 7.38600% 360 8

Prepayment ~~Loan~~Penalty Detail - ~~Prepayments~~Prepayment Penalty Paid during Current Period ~~(continued)~~Prepayment ~~Current~~Prepayment ~~Loan~~Summary ~~PIF Months~~ Loan ~~Original~~Prior ~~Group~~Penalty ~~Number~~Penalty ~~Type~~Count ~~Delinquent~~Balance ~~Rate~~Amount ~~Term~~Waived ~~Seasoning~~ Group I 0112908261 Liquidation 5 12.500% 180 13 Group I 0113180170 Liquidation 6 12.550% 180 12 Group I 0113251710 Liquidation 6 12.250% 180 12 Group I 0113317259 Liquidation 5 10.900% 180 12 Group I 0113356769 Liquidation 6 11.990% 180 11 Group I 0113535675 Liquidation 6 12.740% 180 11 Group I 0114011416 Loan Paid in Full 0 7~~.075%~~ ~~360 9 Group I 0114044477 Loan Paid in Full 0 8~~1,132,789.~~100%~~84 ~~360 9 Group I 0114760154 Loan Paid in Full 0 5~~31,291.~~750%~~16 ~~360 7 Group I 0114917942 Loan Paid in Full~~ 0 10.~~500%~~00 ~~360 7~~ Group III ~~0114948592 Loan Paid in Full 0 8.360% 360 9 Group I 0114948593 Loan Paid in Full 0 11.550% 180 9 Group I 0114948814 Loan Paid in Full (~~1) 8104,818.~~085%~~84 ~~360 9 Group I 0114948837 Loan Paid in Full 0 7~~4,886.~~430%~~86 ~~360 8 Group I 0115013776 Loan Paid in Full~~ 0 7.~~500%~~00 ~~360~~Total 6 Group I 0115021436 Loan Paid in Full 0 10.250% 360 6 Group I 0115104647 Loan Paid in Full 0 9.990% 360 6 Group II 0111935542 Liquidation 5 11.500% 180 18 Group II 0112642680 Liquidation 5 10.900% 180 14 Group II 0112651506 Liquidation 6 10.900% 180 14 Group II 0112672938 Liquidation 5 10.630% 180 14 Group II 0112771964 Liquidation 6 12.550% 180 13 Group II 0112915264 Liquidation 5 11.650% 180 13 Group II 0112942337 Liquidation 6 12.500% 180 13 Group II 0113009798 Liquidation 5 11.625% 180 12 Group II 0113085069 Liquidation 6 12.500% 180 12 Group II 0113180171 Liquidation 5 12.500% 180 12 Group II 0113198921 Liquidation 5 12.250% 180 12 Group II 0113231220 Liquidation 5 12.500% 180 12 Group II 0113231235 Liquidation 5 12.500% 180 12 Group II 0113231243 Liquidation 5 12.150% 180 12 Group II 0113300043 Liquidation 5 12.500% 180 12 Group II 0113317255 Liquidation 6 12.500% 180 12 Group II 0113462292 Loan Paid in Full 2 12.500% 180 11 Group II 0113474750 Liquidation 6 10.900% 180 11 Group II 0113495416 Liquidation 5 12.150% 180 11 Group II 0113502395 Liquidation 5 11.850% 180 11 Group II 0113535611 Liquidation 6 10.900% 180 11 Group II 0113838294 Liquidation 5 10.625% 180 9 Group II 0114582385 Liquidation 6 12.150% 180 8 ~~Group II 0114582445 Liquidation 6 11.875% 180 8 Group II 0114948756 Liquidation 6 12.050% 180 8 Group II 0114949041 Liquidation 5 11.200% 180 8 Group II 0115059974 Loan Paid in Full (~~1~~) 12~~,237,608.~~000%~~68 ~~180 6 Group II 0115258390 Loan Paid in Full 0 8~~36,178.~~400%~~02 ~~360 6 Group II 0115258466 Loan Paid in Full~~ 0 8.~~900% 360 7~~00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment ~~Summary~~ Loan Full Prior Penalty Penalty ~~Count~~Group Number Date Balance Amount Waived Group I 60113171017 12/13/2007 148,973.11 1,~~025~~489.70 0.00 Group I 0114365892 12/04/2007 106,~~744~~000.0100 302,~~890~~120.4300 0.00 Group III 30114637898 ~~502~~12/04/2007 133,~~210~~330.6134 185,~~510~~598.8113 0.00 ~~Total~~Group 9I 10114818850 12/06/2007 209,~~527~~539.12 7,~~954~~248.6235 490.00 Group I 0114839817 11/19/2007 370,~~401~~000.2400 11,285.00 0.00 Group I 0114948528 12/06/2007 79,793.02 2,698.44 0.00 Group I 0114948917 12/10/2007 85,154.25 851.54 0.00 Group II 0114265128 12/06/2007 104,818.84 4,886.86 0.00

Prepayment Rates

~~Prepayment~~Summary ~~Penalty~~SMM ~~Loan~~CPR ~~Detail~~PSA -Current ~~Prepayment~~Month ~~Penalty~~0.501% ~~Paid~~Current ~~during~~Month 5.845% Current ~~Period~~Month ~~Paid~~299.209% In3 ~~Prepayment~~Month ~~Prepayment~~Average ~~Loan~~0.494% ~~Full~~3 ~~Prior~~Month ~~Penalty~~Average ~~Penalty~~5.766% ~~Group~~3 ~~Number~~Month ~~Date~~Average ~~Balance~~330.870% ~~Amount~~12 ~~Waived~~Month ~~Group~~Average I0.000% ~~0114011416~~12 10Month 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. Jan-2007 N/04A N/A Jan-2007 ~~182,000~~N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 6.00435% 5N/A May-2007 1,145.530% N/A Jun-2007 6.488% N/A Jun-2007 851.653% N/A Jul-2007 3.992% N/A Jul-2007 415.150% N/A Aug-2007 6.60365% 0N/A Aug-2007 550.00342% ~~Group~~N/A ISep-2007 ~~0114044477~~3.916% 09N/25A Sep-2007 288.803% N/A Oct-2007 ~~169,000~~5.00552% N/A Oct-2007 357.082% N/A Nov-2007 5~~,475~~.60901% 0N/A Nov-2007 336.00317% N/A Dec-2007 5.845% N/A Dec-2007 299.209% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I ~~0114760154~~SMM 10CPR PSA Current Month 0.453% Current Month 5.300% Current Month 271.012% 3 Month Average 0.533% 3 Month Average 6.206% 3 Month Average 357.827% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jan-2007 N/05A N/A Jan-2007 ~~179,631~~N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 7.15632% 4N/A May-2007 1,~~129~~356.40325% 0N/A Jun-2007 8.00924% ~~Group~~N/A IJun-2007 ~~0114996294~~1,172.177% 07N/16A Jul-2007 4.067% N/A Jul-2007 0423.00203% ~~(2,518~~N/A Aug-2007 9.~~29)~~045% 0N/A Aug-2007 781.00433% ~~Group~~N/A ISep-2007 ~~0115013776~~6.915% 10N/02A Sep-2007 509.681% N/A Oct-2007 ~~113,484~~6.04058% ~~3,400~~N/A Oct-2007 389.66170% 0N/A Nov-2007 7.00259% ~~Group~~N/A INov-2007 ~~0115104647~~413.299% 09N/24A Dec-2007 5.300% N/A Dec-2007 ~~381,628~~271.82012% ~~15,252~~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.46 0The graphically on the monthly bond remittance report.00 The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II ~~0113462292~~SMM 09CPR PSA Current Month 0.535% Current Month 6.237% Current Month 319.565% 3 Month Average 0.465% 3 Month Average 5.442% 3 Month Average 310.979% 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. Jan-2007 N/19A N/A Jan-2007 ~~76,771~~N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 5.58539% ~~3,841~~N/A May-2007 987.10169% 0N/A Jun-2007 4.00649% ~~Group~~N/A IIJun-2007 ~~0115059974~~610.047% 09N/17A Jul-2007 3.936% N/A Jul-2007 ~~26,952~~409.45230% N/A Aug-2007 4.356% N/A Aug-2007 376.890% N/A Sep-2007 1~~,293~~.15674% 0N/A Sep-2007 123.00495% ~~Group~~N/A IIOct-2007 ~~0115258390~~5.184% 10N/01A Oct-2007 333.645% N/A Nov-2007 ~~398,486~~4.58904% ~~13,376~~N/A Nov-2007 279.56727% N/A Dec-2007 6.237% N/A Dec-2007 319.565% 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 / (0.002 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

~~Summary~~Modifications ~~SMM~~Beginning ~~CPR PSA~~ Current ~~Month~~Loan ~~0.475%~~Scheduled ~~Current~~Scheduled ~~Month~~Prior ~~5.552%~~Modified ~~Current~~Prior ~~Month~~Modified ~~357.082%~~Number 3Balance ~~Month~~Balance ~~Average~~Rate ~~0.451%~~Rate 3Payment ~~Month~~Payment ~~Average~~0113883680 5.278% 3 Month Average 398.742% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 6.435% N/A May-2007 1108,~~145~~864.~~530%~~43 N/A Jun-2007 6.488% N/A Jun-2007 851.653% N/A Jul-2007 3.992% N/A Jul-2007 415.150% N/A Aug-2007 6.365% N/A Aug-2007 550.342% N/A Sep-2007 3.916% N/A Sep-2007 288.803% N/A Oct-2007 5.552% N/A Oct-2007 357.082% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 0.519% Current Month 6.058% Current Month 389.170% 3 Month Average 0.634% 3 Month Average 7.339% 3 Month Average 560.094% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 7.632% N/A May-2007 1115,~~356~~445.~~325%~~55 ~~N/A Jun-2007~~ 8.~~924~~375% ~~N/A Jun-2007 1,172~~8.~~177~~375% ~~N/A Jul-2007 4~~772.~~067%~~63 ~~N/A Jul-2007 423~~819.203% N/A Aug-2007 9.045% N/A Aug-2007 781.433% N/A Sep-2007 6.915% N/A Sep-2007 509.681% N/A Oct-2007 6.058% N/A Oct-2007 389.170% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 0.443% Current Month 5.184% Current Month 333.645% 3 Month Average 0.318% 3 Month Average 3.738% 3 Month Average 278.010% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 5.539% N/A May-2007 987.169% N/A Jun-2007 4.649% N/A Jun-2007 610.047% N/A Jul-2007 3.936% N/A Jul-2007 409.230% N/A Aug-2007 4.356% N/A Aug-2007 376.890% N/A Sep-2007 1.674% N/A Sep-2007 123.495% N/A Oct-2007 5.184% N/A Oct-2007 333.645% 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))44

Modifications Beginning Current Loan Scheduled Scheduled Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment No Modifications this Period

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 3.750 0 0.00 0.000 0 0.00 0.000 3.750 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.749 0 0.00 0.000 0 0.00 0.000 4.750 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.749 10 4,~~386~~377,~~769~~527.4804 0.~~425~~428 4 1,~~291~~288,~~170~~134.4935 0.~~297~~300 5.750 6.249 4947 17,~~989~~384,~~838~~583.9750 1.~~742~~702 18 4,~~579~~575,~~822~~382.0770 1.~~055~~066 6.250 6.749 ~~258~~256 86,~~947~~294,~~478~~031.8828 8.~~420~~446 ~~126~~124 3433,~~341~~716,~~532~~626.9971 7.~~911~~856 6.750 7.249 ~~539~~536 ~~168~~167,~~081~~516,~~235~~906.9932 16.396 278 ~~281 68~~67,~~430~~909,~~045~~495.7189 15.~~764~~824 7.250 7.749 ~~672~~665 ~~197~~195,~~409~~451,~~321~~630.5615 19.~~118~~131 ~~315~~309 7271,~~966~~264,~~783~~273.0918 16.~~809~~606 7.750 8.249 ~~610~~607 ~~167~~166,~~355~~532,~~412~~659.2609 16.~~208~~300 ~~324~~323 71,~~820~~722,~~308~~143.4020 16.~~545~~712 8.250 8.749 ~~477~~474 ~~128~~127,~~227~~730,~~469~~246.6105 12.~~418~~502 ~~270~~267 58,~~670~~196,~~962~~492.0089 13.~~515~~561 8.750 9.249 ~~360~~354 8280,~~112~~536,~~312~~586.6249 7.~~952~~883 ~~213~~210 43,~~620~~142,~~111~~408.6907 10.~~048~~053 9.250 9.749 ~~297~~295 5857,~~089~~731,~~764~~568.2095 5.~~626~~651 155 30,~~287~~270,~~254~~268.5730 67.~~977~~053 9.750 10.249 ~~212~~210 36,~~794~~409,~~583~~814.8831 3.~~563~~564 ~~120~~119 19,~~436~~316,~~217~~681.3662 4.~~477~~501 10.250 10.749 ~~146~~141 18,~~788~~232,~~542~~496.4689 1.~~820~~785 7269 8,~~777~~517,~~514~~899.8197 21.~~022~~985 10.750 11.249 ~~265~~256 20,~~867~~168,~~037~~951.5293 21.~~021~~974 9995 7,~~544~~301,~~640~~071.5843 1.~~738~~701 11.250 11.749 ~~162~~155 1312,~~022~~370,~~399~~567.1139 1.~~261~~211 4947 3,~~437~~369,~~310~~596.0853 0.~~792~~785 11.750 12.249 ~~223~~215 14,~~644~~079,~~855~~379.2972 1.~~418~~378 8381 4,~~188~~081,~~783~~627.5025 0.~~965~~951 12.250 12.749 ~~262~~249 1514,~~605~~720,~~948~~079.2058 1.~~511~~441 9088 43,~~103~~974,~~418~~549.6177 0.~~945~~926 12.750 13.249 2623 1,~~752~~626,~~504~~937.5657 0.~~170~~159 108 ~~465~~367,~~000~~009.4570 0.~~107~~086 13.250 13.749 3 80,~~933~~919.8118 0.008 0 0.00 0.000 >= 13.750 11 419,~~688~~553.9116 0.041 5 142,~~344~~296.5422 0.033 Total 4,~~582~~507 1,~~032~~021,~~576~~664,~~097~~438.3160 100.000 2,~~234~~200 ~~434~~429,~~103~~155,~~220~~957.9478 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 3.750 0 0.00 0.000 3.750 4.249 0 0.00 0.000 4.250 4.749 0 0.00 0.000 4.750 5.249 0 0.00 0.000 5.250 5.749 6 3,~~095~~089,~~598~~392.9969 0.~~517~~521 5.750 6.249 3129 1312,~~410~~809,~~016~~200.9080 2.~~241~~162 6.250 6.749 132 52,~~605~~577,~~945~~404.8957 8.~~790~~874 6.750 7.249 258 99,~~651~~607,~~190~~410.2843 16.~~651~~811 7.250 7.749 ~~357~~356 124,~~442~~187,~~538~~356.4797 20.~~793~~960 7.750 8.249 ~~286~~284 9594,~~535~~810,~~103~~515.8689 1516.~~963~~002 8.250 8.749 207 69,~~556~~533,~~507~~753.6116 11.~~622~~735 8.750 9.249 ~~147~~144 3837,~~492~~394,~~200~~178.9342 6.~~432~~311 9.250 9.749 ~~142~~140 27,~~802~~461,~~509~~300.6365 4.~~646~~635 9.750 10.249 9291 17,~~358~~093,~~366~~132.5269 2.~~900~~885 10.250 10.749 7472 109,~~011~~714,~~027~~596.6592 1.~~673~~640 10.750 11.249 ~~166~~161 1312,~~322~~867,~~396~~880.9450 2.~~226~~172 11.250 11.749 ~~113~~108 9,~~585~~000,~~089~~970.0386 1.~~602~~519 11.750 12.249 ~~140~~134 109,~~456~~997,~~071~~752.7947 1.~~747~~687 12.250 12.749 ~~172~~161 1110,~~502~~745,529.5981 1.~~922~~814 12.750 13.249 1615 1,~~287~~259,~~504~~927.1187 0.~~215~~213 13.250 13.749 3 80,~~933~~919.8118 0.014 >= 13.750 6 277,~~344~~256.3794 0.~~046~~047 Total 2,~~348~~307 ~~598~~592,~~472~~508,~~876~~480.3782 100.000

Filing Compare · ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4