10-D 1 mab07wm1_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: 333-130373-21 MASTR Asset Backed Securities Trust 2007-WMC1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130373 Mortgage Asset Securitization Transactions, Inc. (Exact name of depositor as specified in its charter) UBS Real Estate Securities Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2198955 54-2198956 54-2198957 54-2198958 54-2198959 54-2198960 54-6737523 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ A-5 _____ _____ __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___ ____________ CE _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________ RX _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On December 26, 2007 a distribution was made to holders of MASTR Asset Backed Securities Trust 2007-WMC1. 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 MASTR Asset Backed Securities Trust 2007-WMC1, 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. MASTR Asset Backed Securities Trust 2007-WMC1 (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 MASTR Asset Backed Securities Trust 2007-WMC1, relating to the December 26, 2007 distribution. EX-99.1 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Distribution Date: 12/26/2007 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Series 2007-WMC1 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 55275TAA6 1012/24/2007 54.~~27625~~92813% ~~202~~195,~~017~~892,~~134~~129.3607 ~~888~~804,~~244~~484.0990 A-2 55275TAB4 1012/24/2007 54.~~18125~~83313% ~~269~~264,~~175~~427,~~838~~517.2263 1,~~162~~065,~~222~~010.7647 A-3 55275TAC2 1012/24/2007 54.~~23125~~88313% 81,850,000.00 ~~356~~333,~~814~~070.8416 A-4 55275TAD0 1012/24/2007 54.~~29125~~94313% 137,080,000.00 ~~604~~564,~~437~~670.1222 A-5 55275TAE8 1012/24/2007 5.~~36125~~01313% 73,923,000.00 ~~330~~308,~~266~~821.4034 M-1 55275TAF5 1012/24/2007 5.~~39125~~04313% 32,078,000.00 ~~144~~134,~~117~~811.1027 M-2 55275TAG3 1012/24/2007 5.~~42125~~07313% 28,130,000.00 ~~127~~118,~~083~~922.1462 M-3 55275TAH1 1012/24/2007 5.~~48125~~13313% 16,780,000.00 7671,~~646~~778.1527 M-4 55275TAJ7 1012/24/2007 5.~~56125~~21313% 15,298,000.00 7066,~~896~~458.6772 M-5 55275TAK4 1012/24/2007 5.~~58125~~23313% 15,298,000.00 7166,~~151~~713.6469 M-6 55275TAL2 1012/24/2007 5.~~65125~~30313% 13,324,000.00 6258,~~747~~882.7142 M-7 55275TAM0 1012/24/2007 6.~~63125~~28313% 12,831,000.00 7067,~~904~~182.6437 M-8 55275TAN8 1012/24/2007 5.~~55125~~20313% 29,610,000.00 ~~136~~128,~~977~~387.0923 CE MABS0701B 0911/2830/2007 0.00000% 85,~~329~~983,~~598~~792.5841 0.00 P MABS0701C 0911/2830/2007 0.00000% 100.00 1041,~~681~~931.5146 R MABS0701A 0911/2830/2007 0.00000% 0.00 0.00 RX MAB7WM1RX 0911/2830/2007 0.00000% 0.00 0.00 Totals ~~935~~922,~~724~~505,~~671~~539.1611 43,~~113~~831,~~190~~125.8614

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 2,~~406~~052,~~448~~231.5104 0.00 ~~199~~193,~~610~~839,~~685~~898.8503 32,~~294~~856,~~692~~715.6094 0.00 A-2 13,~~873~~918,~~568~~050.4964 0.00 ~~267~~260,~~302~~509,~~269~~466.7399 34,~~035~~983,~~791~~061.2511 0.00 A-3 0.00 0.00 81,850,000.00 ~~356~~333,~~814~~070.8416 0.00 A-4 0.00 0.00 137,080,000.00 ~~604~~564,~~437~~670.1222 0.00 A-5 0.00 0.00 73,923,000.00 ~~330~~308,~~266~~821.4034 0.00 M-1 0.00 0.00 32,078,000.00 ~~144~~134,~~117~~811.1027 0.00 M-2 0.00 0.00 28,130,000.00 ~~127~~118,~~083~~922.1462 0.00 M-3 0.00 0.00 16,780,000.00 7671,~~646~~778.1527 0.00 M-4 0.00 0.00 15,298,000.00 7066,~~896~~458.6772 0.00 M-5 0.00 0.00 15,298,000.00 7166,~~151~~713.6469 0.00 M-6 0.00 0.00 13,324,000.00 6258,~~747~~882.7142 0.00 M-7 0.00 0.00 12,831,000.00 7067,~~904~~182.6437 0.00 M-8 0.00 0.00 29,610,000.00 ~~136~~128,~~977~~387.0923 0.00 CE 0.00 0.00 61,~~689~~711,~~076~~254.7990 0.00 0.00 P 0.00 0.00 100.00 1041,~~681~~931.5146 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 45,~~280~~970,~~017~~281.0068 0.00 ~~929~~912,~~804~~262,~~132~~719.3792 89,~~393~~801,~~207~~406.8682 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-1 218,363,000.00 ~~202~~195,~~017~~892,~~134~~129.3607 0.00 2,~~406~~052,~~448~~231.5104 0.00 A-2 301,600,000.00 ~~269~~264,~~175~~427,~~838~~517.2263 0.00 13,~~873~~918,~~568~~050.4964 0.00 A-3 81,850,000.00 81,850,000.00 0.00 0.00 0.00 A-4 137,080,000.00 137,080,000.00 0.00 0.00 0.00 A-5 73,923,000.00 73,923,000.00 0.00 0.00 0.00 M-1 32,078,000.00 32,078,000.00 0.00 0.00 0.00 M-2 28,130,000.00 28,130,000.00 0.00 0.00 0.00 M-3 16,780,000.00 16,780,000.00 0.00 0.00 0.00 M-4 15,298,000.00 15,298,000.00 0.00 0.00 0.00 M-5 15,298,000.00 15,298,000.00 0.00 0.00 0.00 M-6 13,324,000.00 13,324,000.00 0.00 0.00 0.00 M-7 12,831,000.00 12,831,000.00 0.00 0.00 0.00 M-8 29,610,000.00 29,610,000.00 0.00 0.00 0.00 CE 10,861,910.80 85,~~329~~983,~~598~~792.5841 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 987,027,010.80 ~~935~~922,~~724~~505,~~671~~539.1611 0.00 45,~~280~~970,~~017~~281.0068 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 2,~~406~~052,~~448~~231.5104 ~~199~~193,~~610~~839,~~685~~898.8503 0.~~91412321~~88769571 2,~~406~~052,~~448~~231.5104 A-2 0.00 13,~~873~~918,~~568~~050.4964 ~~267~~260,~~302~~509,~~269~~466.7399 0.~~88628074~~86375818 13,~~873~~918,~~568~~050.4964 A-3 0.00 0.00 81,850,000.00 1.00000000 0.00 A-4 0.00 0.00 137,080,000.00 1.00000000 0.00 A-5 0.00 0.00 73,923,000.00 1.00000000 0.00 M-1 0.00 0.00 32,078,000.00 1.00000000 0.00 M-2 0.00 0.00 28,130,000.00 1.00000000 0.00 M-3 0.00 0.00 16,780,000.00 1.00000000 0.00 M-4 0.00 0.00 15,298,000.00 1.00000000 0.00 M-5 0.00 0.00 15,298,000.00 1.00000000 0.00 M-6 0.00 0.00 13,324,000.00 1.00000000 0.00 M-7 0.00 0.00 12,831,000.00 1.00000000 0.00 M-8 0.00 0.00 29,610,000.00 1.00000000 0.00 CE 0.00 0.00 61,~~689~~711,~~076~~254.7990 0.~~61582874~~15754640 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 45,~~280~~970,~~017~~281.0068 ~~929~~912,~~804~~262,~~132~~719.3792 0.~~94202501~~92425304 45,~~280~~970,~~017~~281.0068 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-1 218,363,000.00 ~~925~~897.~~14361114~~09396313 0.00000000 119.~~02040414~~39825447 0.00000000 A-2 301,600,000.00 ~~892~~876.~~49283229~~74906376 0.00000000 612.~~21209712~~99088408 0.00000000 A-3 81,850,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 137,080,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-5 73,923,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 32,078,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 28,130,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 16,780,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 15,298,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 15,298,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 13,324,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 12,831,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 29,610,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 10,861,910.80 ~~766~~550.~~86309926~~89684681 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 119.~~02040414~~39825447 ~~914~~887.~~12320700~~69570866 0.~~91412321~~88769571 119.~~02040414~~39825447 A-2 0.00000000 612.~~21209712~~99088408 ~~886~~863.~~28073518~~75817968 0.~~88628074~~86375818 612.~~21209712~~99088408 A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-5 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 CE 0.00000000 0.00000000 ~~615~~157.~~82873522~~54639598 0.~~61582874~~15754640 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: Accretion amount also includes Net Negative Amortization, if applicable. NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0911/2526/07 - 1012/2425/07 30 54.~~27625~~92813% ~~202~~195,~~017~~892,~~134~~129.3607 ~~888~~804,~~244~~484.0990 0.00 A-2 0911/2526/07 - 1012/2425/07 30 54.~~18125~~83313% ~~269~~264,~~175~~427,~~838~~517.2263 1,~~162~~065,~~222~~010.7647 0.00 A-3 0911/2526/07 - 1012/2425/07 30 54.~~23125~~88313% 81,850,000.00 ~~356~~333,~~814~~070.8416 0.00 A-4 0911/2526/07 - 1012/2425/07 30 54.~~29125~~94313% 137,080,000.00 ~~604~~564,~~437~~670.1222 0.00 A-5 0911/2526/07 - 1012/2425/07 30 5.~~36125~~01313% 73,923,000.00 ~~330~~308,~~266~~821.4034 0.00 M-1 0911/2526/07 - 1012/2425/07 30 5.~~39125~~04313% 32,078,000.00 ~~144~~134,~~117~~811.1027 0.00 M-2 0911/2526/07 - 1012/2425/07 30 5.~~42125~~07313% 28,130,000.00 ~~127~~118,~~083~~922.1462 0.00 M-3 0911/2526/07 - 1012/2425/07 30 5.~~48125~~13313% 16,780,000.00 7671,~~646~~778.1527 0.00 M-4 0911/2526/07 - 1012/2425/07 30 5.~~56125~~21313% 15,298,000.00 7066,~~896~~458.6772 0.00 M-5 0911/2526/07 - 1012/2425/07 30 5.~~58125~~23313% 15,298,000.00 7166,~~151~~713.6469 0.00 M-6 0911/2526/07 - 1012/2425/07 30 5.~~65125~~30313% 13,324,000.00 6258,~~747~~882.7142 0.00 M-7 0911/2526/07 - 1012/2425/07 30 6.~~63125~~28313% 12,831,000.00 7067,~~904~~182.6437 0.00 M-8 0911/2526/07 - 1012/2425/07 30 5.~~55125~~20313% 29,610,000.00 ~~136~~128,~~977~~387.0923 0.00 CE N/A N/A 0.00000% ~~935~~922,~~724~~505,~~671~~539.1611 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 Totals 43,~~102~~789,~~509~~193.3568 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 ~~888~~804,~~244~~484.0990 0.00 ~~199~~193,~~610~~839,~~685~~898.8503 A-2 0.00 0.00 1,~~162~~065,~~222~~010.7647 0.00 ~~267~~260,~~302~~509,~~269~~466.7399 A-3 0.00 0.00 ~~356~~333,~~814~~070.8416 0.00 81,850,000.00 A-4 0.00 0.00 ~~604~~564,~~437~~670.1222 0.00 137,080,000.00 A-5 0.00 0.00 ~~330~~308,~~266~~821.4034 0.00 73,923,000.00 M-1 0.00 0.00 ~~144~~134,~~117~~811.1027 0.00 32,078,000.00 M-2 0.00 0.00 ~~127~~118,~~083~~922.1462 0.00 28,130,000.00 M-3 0.00 0.00 7671,~~646~~778.1527 0.00 16,780,000.00 M-4 0.00 0.00 7066,~~896~~458.6772 0.00 15,298,000.00 M-5 0.00 0.00 7166,~~151~~713.6469 0.00 15,298,000.00 M-6 0.00 0.00 6258,~~747~~882.7142 0.00 13,324,000.00 M-7 0.00 0.00 7067,~~904~~182.6437 0.00 12,831,000.00 M-8 0.00 0.00 ~~136~~128,~~977~~387.0923 0.00 29,610,000.00 CE 0.00 0.00 0.00 0.00 ~~929~~912,~~804~~262,~~132~~719.3692 P 0.00 0.00 1041,~~681~~931.5146 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 43,~~113~~831,~~190~~125.8614 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-1 218,363,000.00 54.~~27625~~92813% ~~925~~897.~~14361114~~09396313 43.~~06774083~~68416307 0.00000000 A-2 301,600,000.00 54.~~18125~~83313% ~~892~~876.~~49283229~~74906376 3.~~85352374~~53120182 0.00000000 A-3 81,850,000.00 54.~~23125~~88313% 1000.00000000 4.~~35937495~~06927502 0.00000000 A-4 137,080,000.00 54.~~29125~~94313% 1000.00000000 4.~~40937496~~11927502 0.00000000 A-5 73,923,000.00 5.~~36125~~01313% 1000.00000000 4.~~46770829~~17760832 0.00000000 M-1 32,078,000.00 5.~~39125~~04313% 1000.00000000 4.~~49270840~~20260833 0.00000000 M-2 28,130,000.00 5.~~42125~~07313% 1000.00000000 4.~~51770850~~22760825 0.00000000 M-3 16,780,000.00 5.~~48125~~13313% 1000.00000000 4.~~56770858~~27760846 0.00000000 M-4 15,298,000.00 5.~~56125~~21313% 1000.00000000 4.~~63437508~~34427507 0.00000000 M-5 15,298,000.00 5.~~58125~~23313% 1000.00000000 4.~~65104197~~36094195 0.00000000 M-6 13,324,000.00 5.~~65125~~30313% 1000.00000000 4.~~70937481~~41927499 0.00000000 M-7 12,831,000.00 6.~~63125~~28313% 1000.00000000 5.~~52604162~~23594186 0.00000000 M-8 29,610,000.00 5.~~55125~~20313% 1000.00000000 4.~~62604154~~33594157 0.00000000 CE 10,861,910.80 0.00000% ~~86147~~84930.~~33525155~~31807166 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 43.~~06774083~~68416307 0.00000000 ~~914~~887.~~12320700~~69570866 A-2 0.00000000 0.00000000 3.~~85352374~~53120182 0.00000000 ~~886~~863.~~28073518~~75817968 A-3 0.00000000 0.00000000 4.~~35937495~~06927502 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 4.~~40937496~~11927502 0.00000000 1000.00000000 A-5 0.00000000 0.00000000 4.~~46770829~~17760832 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~49270840~~20260833 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~51770850~~22760825 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~56770858~~27760846 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~63437508~~34427507 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~65104197~~36094195 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 4.~~70937481~~41927499 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~52604162~~23594186 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 4.~~62604154~~33594157 0.00000000 1000.00000000 CE 0.00000000 0.00000000 0.00000000 0.00000000 ~~85602~~83987.~~26183776~~31463713 P 0.00000000 0.00000000 ~~106815~~419314.~~10000000~~60000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1116,~~945~~191,~~359~~107.7044 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 2,~~349~~570,~~110~~063.8479 Gains & Subsequent Recoveries (Realized Losses) (35,~~278~~868,~~836~~850.9200) Prepayment Penalties 1041,~~681~~931.5146 Swap/Cap Payments 0.00 Total Deposits 1112,~~026~~934,~~315~~252.1369 Withdrawals Swap Payments ~~123~~330,~~608~~043.1678 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 2,~~102~~401,~~848~~896.7855 Total Administration Fees ~~406~~400,~~650~~905.3354 Payment of Interest and Principal 89,~~393~~801,~~207~~406.8682 Total Withdrawals (Pool Distribution Amount) 1112,~~026~~934,~~315~~252.1369 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~389~~384,~~885~~377.2831 Credit Risk Manager Fee- Clayton Fixed Income Svcs Inc. 9,~~747~~609.1243 Master Servicer Fee - Wells Fargo Bank, N.A. 76,~~017~~918.9380 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~406~~400,~~650~~905.3354 *Servicer Payees include: OCWEN LOAN SERVICING, LLC

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Net WAC Rate Carryover Reserve Account 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Account-UBS AG, London Branch 0.00 0.00 0.00 Swap Account-UBS AG, London Branch 3,~~548~~032,~~332~~128.0775 3,~~671~~362,~~940~~172.2353 (~~123~~330,~~608~~043.1678)

Collateral Statement Group Group 1 Group 2 Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 6.~~880037~~869340 8.~~040885~~042699 Weighted Average Net Rate 6.~~380038~~369340 7.~~540885~~542699 Weighted Average Pass-Through Rate 6.~~358537~~347840 7.~~519385~~521199 Weighted Average Remaining Term ~~350~~348 ~~350~~348 Principal And Interest Constant 5655,~~527~~886.4231 1,~~048~~024,~~192~~231.6072 Beginning Loan Count 3635 ~~775~~761 Loans Paid in Full 0 58 Ending Loan Count 3635 ~~770~~753 Beginning Scheduled Balance 9,~~395~~294,~~502~~981.7591 ~~148~~145,~~988~~479,~~142~~765.3952 Ending Scheduled Balance 9,~~392~~292,~~735~~229.1288 ~~147~~144,~~500~~156,~~340~~201.9748 Actual Ending Collateral Balance 9,~~395~~295,~~798~~796.3187 ~~147~~144,~~606~~278,~~172~~212.6186 Scheduled Principal 2,~~659~~677.5865 49,~~862~~190.1609 Unscheduled Principal ~~108~~74.0538 1,~~437~~274,~~939~~373.2695 Negative Amortized Principal 0.00 0.00 Scheduled Interest 53,~~867~~208.8466 ~~998~~975,~~330~~041.4463 Servicing Fees 3,~~914~~872.7991 6260,~~078~~616.3957 Master Servicing Fees 7069.4771 1,~~117~~091.4110 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 9796.8782 1,~~551~~515.9641 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 49,~~784~~169.7122 ~~933~~911,~~582~~818.6855 Realized Loss Amount 0.00 041,190.0022 Cumulative Realized Loss 044.00 0206,181.0051 Percentage of Cumulative Losses 0.~~0000~~0004 0.~~0000~~1295 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 021,643.0037 Prepayment Penalty Paid Count 0 03 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 3 Group 4 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~199221~~185483 9.~~410309~~396568 Weighted Average Net Rate 6.~~699221~~685484 8.~~910309~~896568 Weighted Average Pass-Through Rate 6.~~677721~~663983 8.~~888809~~875068 Weighted Average Remaining Term ~~350~~348 ~~345~~343 Principal And Interest Constant ~~161~~158,~~511~~585.8571 ~~543~~530,~~672~~763.1240 Beginning Loan Count ~~119~~117 ~~820~~799 Loans Paid in Full 0 1523 Ending Loan Count ~~119~~117 ~~805~~776 Beginning Scheduled Balance 25,~~456~~036,~~261~~857.2579 6563,~~246~~741,~~716~~836.7544 Ending Scheduled Balance 25,~~446~~027,~~811~~370.6786 6462,~~377~~381,~~628~~638.8607 Actual Ending Collateral Balance 25,~~457~~039,~~691~~588.4452 6462,~~430~~443,~~719~~879.3378 Scheduled Principal 8,~~790~~667.8144 3231,~~012~~634.3165 Unscheduled Principal ~~658~~819.7749 ~~837~~1,~~075~~328,563.5872 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~152~~149,~~721~~918.0427 ~~511~~499,~~659~~128.8175 Servicing Fees 10,~~606~~432.7802 2726,~~186~~559.1310 Master Servicing Fees ~~190~~187.9278 ~~489~~478.3506 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~265~~260.1780 ~~679~~663.6598 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 ~~141~~139,~~658~~037.1767 ~~483~~471,~~304~~427.6861 Realized Loss Amount 0.00 ~~833~~1,~~195~~111,486.0560 Cumulative Realized Loss 047.00 13,~~945~~182,~~726~~036.9950 Percentage of Cumulative Losses 0.~~0000~~0002 24.~~8427~~6490 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 15,~~291~~815.7975 Prepayment Penalty Paid Count 0 2 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 5 Group 6 Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 6.~~422186~~422134 8.~~023303~~023635 Weighted Average Net Rate 5.~~922186~~922134 7.~~523237~~523635 Weighted Average Pass-Through Rate 5.~~900686~~900634 7.~~501803~~502135 Weighted Average Remaining Term ~~350~~348 ~~350~~348 Principal And Interest Constant 162,~~242~~212.5197 3,~~126~~110,~~062~~419.3798 Beginning Loan Count 73 1,~~504~~495 Loans Paid in Full 0 49 Ending Loan Count 73 1,~~500~~486 Beginning Scheduled Balance 29,~~630~~617,~~827~~177.4041 ~~448~~446,~~840~~439,~~102~~911.1033 Ending Scheduled Balance 29,~~624~~610,~~364~~336.7858 ~~447~~443,~~954~~758,~~900~~634.2743 Actual Ending Collateral Balance 29,~~628~~615,~~449~~357.6220 ~~448~~444,~~288~~177,~~521~~482.5371 Scheduled Principal 3,~~663~~708.6041 ~~124~~125,~~684~~360.2791 Unscheduled Principal 23,~~799~~132.0242 ~~819~~2,~~536~~555,915.7799 Negative Amortized Principal 0.00 0.00 Scheduled Interest 158,~~578~~504.9156 32,~~001~~985,~~378~~059.1007 Servicing Fees 12,~~346~~340.1849 ~~187~~186,~~041~~016.3063 Master Servicing Fees 222.2313 3,~~366~~348.7430 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 308.6551 4,~~676~~650.0342 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 145,~~701~~633.8543 2,~~806~~791,~~294~~043.0372 Realized Loss Amount 0.00 10281,~~762~~212.5728 Cumulative Realized Loss 010.00 ~~285~~567,~~078~~162.8765 Percentage of Cumulative Losses 0.0000 0.~~0605~~1203 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 67,~~484~~880.5527 Prepayment Penalty Paid Count 0 12 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 7 Group 8 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~220921~~215189 9.~~694824~~643631 Weighted Average Net Rate 6.~~720921~~715189 9.~~195063~~143631 Weighted Average Pass-Through Rate 6.~~699421~~693689 9.~~173324~~122131 Weighted Average Remaining Term ~~350~~348 ~~344~~342 Principal And Interest Constant ~~532~~527,~~526~~965.7163 1,~~050~~007,~~468~~654.2097 Beginning Loan Count ~~255~~254 1,~~150~~103 Loans Paid in Full 01 2853 Ending Loan Count ~~255~~253 1,~~122~~050 Beginning Scheduled Balance 84,~~871~~168,~~700~~908.3848 ~~123~~118,~~295~~726,~~418~~100.1423 Ending Scheduled Balance 84,~~849~~013,~~054~~704.9923 ~~120~~114,~~658~~022,~~295~~604.7039 Actual Ending Collateral Balance 84,~~898~~070,~~819~~746.1761 ~~120~~114,~~761~~131,~~870~~978.5777 Scheduled Principal 21,~~816~~886.8778 5453,~~838~~529.8834 Unscheduled Principal ~~828~~133,317.5247 24,~~523~~649,~~264~~966.3550 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~510~~506,~~709~~078.8485 ~~995~~954,~~629~~125.3263 Servicing Fees 35,~~363~~070.2138 5149,~~348~~469.5021 Master Servicing Fees ~~636~~631.5427 ~~924~~890.2745 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~884~~876.0876 1,~~283~~236.7173 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 ~~473~~469,~~826~~500.0144 ~~942~~902,~~072~~529.8424 Realized Loss Amount 05,130.0045 24,~~434~~429,~~879~~830.3045 Cumulative Realized Loss 092,212.0039 713,~~259~~597,~~809~~581.0716 Percentage of Cumulative Losses 0.~~0000~~1056 510.~~4485~~2050 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 03,712.0066 2,~~905~~879.1741 Prepayment Penalty Paid Count 01 1 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~185581~~170443 Weighted Average Net Rate 7.~~685581~~670443 Weighted Average Pass-Through Rate 7.~~664081~~648943 Weighted Average Remaining Term ~~349~~347 Principal And Interest Constant 6,~~681~~577,~~203~~720.7869 Beginning Loan Count 4,~~732~~637 Loans Paid in Full 5294 Ending Loan Count 4,~~680~~543 Beginning Scheduled Balance ~~935~~922,~~724~~505,~~671~~539.1611 Ending Scheduled Balance ~~929~~912,~~804~~262,~~132~~719.3692 Actual Ending Collateral Balance ~~930~~913,~~468~~053,~~042~~043.5832 Scheduled Principal ~~298~~296,~~328~~655.4827 Unscheduled Principal 59,~~622~~946,~~210~~163.3292 Negative Amortized Principal 0.00 Scheduled Interest 6,~~382~~281,~~875~~065.3042 Servicing Fees ~~389~~384,~~885~~377.2831 Master Servicing Fees 76,~~017~~918.9380 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 9,~~747~~609.1243 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5,~~976~~880,~~224~~159.9788 Realized Loss Amount 35,~~278~~868,~~836~~850.9200 Cumulative Realized Loss 917,~~490~~645,~~614~~275.9321 Percentage of Cumulative Losses 01.~~9615~~7877 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 1041,~~681~~931.5146 Prepayment Penalty Paid Count 49 Special Servicing Fee 0.00

Miscellaneous Reporting - Deal Level Miscellaneous Reporting Item Value Extraordinary Trust Fund Expense 0.00 Relief Act Interest Shortfall 0.00 M-8 Certificate Policy Interest Statement 0.00 M-8 Certificate Policy Principal Statement 0.00 Mezzanine Policy Payments 0.00 Claims Denied Mezzanine Policy 0.00 Reimbursements to Mortgage Insurer 0.00 Class M-8 Reimbursement Amount 0.00 Other Income 0(2,038.0025) Non Advancing Loans (~~111~~157,~~792~~063.6995) Trustee Extraordinary Services and Legal Expenses 5,508.06

Additional Reporting - Deal Level Informational Reporting Credit Enhancement Percentage 18.~~347128~~355748% Structural Reporting Net Monthly Excess Cashflow 1,~~638~~596,~~314~~312.7716 Extra Principal Distribution Amount 1,~~638~~596,~~314~~312.7716 Overcollateralization Amount 61,~~689~~711,~~076~~254.7890 Overcollateralization Deficiency Amount 510,~~806~~742,~~535~~354.4671 Overcollateralization Release Amount 0.00 Overcollateralization Target Amount 10,857,297.12 Trigger Event Reporting Optional Termination Date NO Delinquency Trigger Trigger Result Fail Threshold Value 7.~~716802~~720428% Calculated Value 1622.~~137366~~052426% Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.450000% Calculated Value 01.~~915241~~702097% Trigger Event Trigger Result ~~Pass~~NA Stepdown Date NO

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 712 0 0 712 1,~~461~~966,~~709~~016.3449 0.00 0.00 1,~~461~~966,~~709~~016.3449 30 Days ~~306~~298 34 0 0 ~~309~~302 5861,~~800~~951,~~306~~510.9151 ~~944~~658,~~333~~745.2712 0.00 0.00 5962,~~744~~610,~~640~~255.1863 60 Days ~~151~~192 30 12 0 ~~155~~194 3237,~~660~~501,~~969~~329.1068 ~~133,967~~0.5200 ~~358~~385,~~325~~731.9764 0.00 3337,~~153~~887,~~262~~061.5932 90 Days 96117 1 6360 0 ~~160~~178 1419,~~477~~730,~~694~~913.2871 ~~151~~293,~~231~~059.7207 1617,~~604~~485,~~500~~161.1638 0.00 3137,~~233~~509,~~426~~134.16 120 Days 8475 45 6461 1 ~~153~~142 13,~~523~~281,~~709~~528.1821 ~~561~~288,~~046~~340.5236 1917,~~617~~044,~~316~~690.8223 7984,~~304~~279.1053 3330,~~781~~698,~~376~~838.6233 150 Days 63 16 8359 74 ~~154~~132 78,~~489~~808,~~689~~914.1411 ~~242~~1,~~097~~129,888.2240 2816,~~105~~697,~~724~~261.1636 1857,~~915,166~~859.9424 3727,~~752~~493,~~677~~923.4611 180+ Days 2331 1436 ~~115~~172 56138 ~~208~~377 34,~~203~~104,~~499~~086.2203 310,~~639~~472,~~509~~261.9699 3652,~~970~~849,~~147~~703.4206 1744,~~118~~127,~~121~~491.8020 60111,~~931~~553,~~278~~542.4028 Totals ~~723~~776 3364 ~~326~~354 64143 1,~~146~~337 ~~130~~145,~~155~~378,~~867~~282.8325 714,~~133~~808,~~895~~311.5543 ~~101~~104,~~656~~462,~~014~~547.5367 1945,~~112~~069,~~592~~629.8497 ~~258~~309,~~058~~718,~~370~~771.7532 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0.~~149573~~264143% 0.000000% 0.000000% 0.~~149573~~264143% 0.~~157206~~215510% 0.000000% 0.000000% 0.~~157206~~215510% 30 Days 6.~~538462~~559542% 0.~~064103~~088048% 0.000000% 0.000000% 6.~~602564~~647590% 6.~~323946~~790973% 0.~~101563~~072210% 0.000000% 0.000000% 6.~~425508~~863183% 60 Days 34.~~226496~~226282% 0.~~064103~~000000% 0.~~021368~~044024% 0.000000% 34.~~311966~~270306% 34.~~512672~~110804% 0.~~014408~~000000% 0.~~038538~~042283% 0.000000% 34.~~565618~~153087% 90 Days 2.~~051282~~575391% 0.~~021368~~022012% 1.~~346154~~320713% 0.000000% 3.~~418803~~918116% 12.~~557069~~162854% 0.~~016265~~032124% 1.~~785806~~916680% 0.000000% 34.~~359140~~111659% 120 Days 1.~~794872~~650891% 0.~~085470~~110059% 1.~~367521~~342725% 0.~~021368~~022012% 3.~~269231~~125688% 1.~~454469~~455889% 0.~~060340~~031607% 21.~~109833~~868397% 0.~~008529~~009239% 3.~~633171~~365131% 150 Days 1.~~346154~~386749% 0.~~021368~~132071% 1.~~773504~~298701% 0.~~149573~~088048% 32.~~290598~~905569% 0.~~805513~~965612% 0.~~026037~~123856% 31.~~022758~~830313% 0.~~205975~~094036% 43.~~060283~~013816% 180+ Days 0.~~491453~~682368% 0.~~299145~~792428% 23.~~457265~~786044% 13.~~196581~~037640% 48.~~444444~~298481% 0.~~344535~~449880% 01.~~391428~~147944% 35.~~976122~~793255% 14.~~841046~~837147% 612.~~553131~~228225% Totals 1517.~~448718~~081224% 01.~~705128~~408761% 67.~~965812~~792208% 13.~~367521~~147700% 2429.~~487179~~429892% 1315.~~998203~~936010% 01.~~767247~~623251% 1011.~~933057~~450928% 24.~~055550~~940422% 2733.~~754057~~950611% Please refer to CTSLink.com for a list of delinquency code descriptions.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 2,~~349~~570,~~110~~063.8479

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 23 0 0 0 23 ~~348~~580,~~245~~977.8357 0.00 0.00 0.00 ~~348~~580,~~245~~977.8357 60 Days 1 0 0 0 1 ~~136~~84,~~682~~476.9825 0.00 0.00 0.00 ~~136~~84,~~682~~476.9825 90 Days 01 0 01 0 02 0136,442.0078 0.00 0263,626.0052 0.00 0400,069.0030 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 35 0 01 0 36 ~~484~~801,~~928~~896.8160 0.00 0263,626.0052 0.00 ~~484~~1,~~928~~065,523.8112 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 58.~~555556~~571429% 0.000000% 0.000000% 0.000000% 58.~~555556~~571429% 36.~~707608~~252294% 0.000000% 0.000000% 0.000000% 36.~~707608~~252294% 60 Days 2.~~777778~~857143% 0.000000% 0.000000% 0.000000% 2.~~777778~~857143% 10.~~455199~~909106% 0.000000% 0.000000% 0.000000% 10.~~455199~~909106% 90 Days 02.~~000000~~857143% 0.000000% 02.~~000000~~857143% 0.000000% 05.~~000000~~714286% 01.~~000000~~468353% 0.000000% 02.~~000000~~837064% 0.000000% 04.~~000000~~305418% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 814.~~333333~~285714% 0.000000% 02.~~000000~~857143% 0.000000% 817.~~333333~~142857% 58.~~162807~~629754% 0.000000% 02.~~000000~~837064% 0.000000% 511.~~162807~~466818% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 02 0 0 02 0329,852.0056 0.00 0.00 0329,852.0056 30 Days 5042 0 0 0 5042 97,~~438~~890,~~402~~517.0667 0.00 0.00 0.00 97,~~438~~890,~~402~~517.0667 60 Days 3034 10 0 0 3134 57,~~592~~050,~~279~~920.4183 ~~66,152~~0.8900 0.00 0.00 57,~~658~~050,~~432~~920.3083 90 Days 1410 0 911 0 2321 21,~~863~~538,~~400~~177.3287 0.00 12,~~724~~547,~~690~~016.3510 0.00 4,~~588~~085,~~090~~193.6797 120 Days 45 02 1618 10 2125 ~~835~~1,~~443~~004,447.6438 0189,478.0003 43,~~049~~231,~~093~~589.3255 ~~79,304~~0.1000 4,~~963~~425,~~841~~514.0696 150 Days 25 01 10 3 1519 ~~500~~851,~~574~~315.0547 0135,575.0051 2,~~438~~009,~~211~~361.7523 ~~499~~745,~~353~~723.0051 3,~~438~~741,~~138~~975.8072 180+ Days 41 36 2234 1730 4671 ~~817~~251,~~383~~132.5875 ~~346~~1,~~829~~201,608.6330 48,~~961~~246,~~239~~064.8899 36,~~992~~839,~~373~~823.2001 1016,~~117~~538,~~826~~629.2905 Totals ~~104~~97 411 5773 2133 ~~186~~214 2018,~~047~~586,~~483~~511.0697 ~~412~~1,~~982~~856,514.5240 1316,~~173~~034,~~235~~031.3087 47,~~571~~585,~~030~~546.3052 3844,~~204~~062,~~731~~604.1876 0-29 Days 0.~~000000~~265604% 0.000000% 0.000000% 0.~~000000~~265604% 0.~~000000~~228816% 0.000000% 0.000000% 0.~~000000~~228816% 30 Days 65.~~493506~~577689% 0.000000% 0.000000% 0.000000% 65.~~493506~~577689% 65.~~398902~~473589% 0.000000% 0.000000% 0.000000% 65.~~398902~~473589% 60 Days 34.~~896104~~515272% 0.~~129870~~000000% 0.000000% 0.000000% 4.~~025974~~515272% 34.~~791367~~891167% 0.~~044849~~000000% 0.000000% 0.000000% 34.~~836216~~891167% 90 Days 1.~~818182~~328021% 0.000000% 1.~~168831~~460823% 0.000000% 2.~~987013~~788845% 1.~~941284~~067022% 0.000000% 1.~~169279~~766845% 0.000000% 32.~~110563~~833866% 120 Days 0.~~519481~~664011% 0.~~000000~~265604% 2.~~077922~~390438% 0.~~129870~~000000% 23.~~727273~~320053% 0.~~566401~~696777% 0.~~000000~~131439% 2.~~745142~~241728% 0.~~053765~~000000% 3.~~365308~~069944% 150 Days 0.~~259740~~664011% 0.~~000000~~132802% 1.~~298701~~328021% 0.~~389610~~398406% 12.~~948052~~523240% 0.~~339371~~590551% 0.~~000000~~094048% 1.~~653021~~393878% 0.~~338544~~517302% 2.~~330936~~595779% 180+ Days 0.~~519481~~132802% 0.~~389610~~796813% 24.~~857143~~515272% 23.~~207792~~984064% 59.~~974026~~428951% 0.~~554157~~174209% 0.~~235138~~833546% 35.~~363545~~720229% 24.~~706687~~744730% 611.~~859527~~472714% Totals 1312.~~506494~~881806% 01.~~519481~~460823% 79.~~402597~~694555% 24.~~727273~~382470% 2428.~~155844~~419655% 1312.~~591483~~893314% 01.~~279988~~287849% 811.~~930986~~122679% 35.~~098996~~262033% 2530.~~901453~~565875% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 5 0 0 0 5 1,~~076~~086,~~268~~521.6127 0.00 0.00 0.00 1,~~076~~086,~~268~~521.6127 60 Days 01 0 01 0 02 0222,282.00 0.00 0210,573.0064 0.00 0432,855.0064 90 Days 10 0 40 0 50 ~~83,940~~0.0900 0.00 ~~985,818~~0.00 0.00 ~~1,069,758~~0.0900 120 Days 02 0 0 0 02 0147,990.0010 0.00 0.00 0.00 0147,990.0010 150 Days 0 0 03 0 03 0.00 0.00 0921,015.0091 0.00 0921,015.0091 180+ Days 1 0 0 1 2 93,~~362~~351.1397 0.00 0.00 71,~~561~~477.6292 164,~~923~~829.7589 Totals 79 0 4 1 1214 1,~~253~~550,~~570~~145.8334 0.00 ~~985~~1,~~818~~131,589.0055 71,~~561~~477.6292 2,~~310~~753,~~950~~212.4581 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 4.~~201681~~273504% 0.000000% 0.000000% 0.000000% 4.~~201681~~273504% 4.~~229483~~341332% 0.000000% 0.000000% 0.000000% 4.~~229483~~341332% 60 Days 0.~~000000~~854701% 0.000000% 0.~~000000~~854701% 0.000000% 01.~~000000~~709402% 0.~~000000~~888156% 0.000000% 0.~~000000~~841373% 0.000000% 01.~~000000~~729529% 90 Days 0.~~840336~~000000% 0.000000% 30.~~361345~~000000% 0.000000% 40.~~201681~~000000% 0.~~329865~~000000% 0.000000% 30.~~874033~~000000% 0.000000% 40.~~203898~~000000% 120 Days 01.~~000000~~709402% 0.000000% 0.000000% 0.000000% 01.~~000000~~709402% 0.~~000000~~591313% 0.000000% 0.000000% 0.000000% 0.~~000000~~591313% 150 Days 0.000000% 0.000000% 02.~~000000~~564103% 0.000000% 02.~~000000~~564103% 0.000000% 0.000000% 03.~~000000~~680035% 0.000000% 03.~~000000~~680035% 180+ Days 0.~~840336~~854701% 0.000000% 0.000000% 0.~~840336~~854701% 1.~~680672~~709402% 0.~~366891~~373000% 0.000000% 0.000000% 0.~~281220~~285599% 0.~~648112~~658599% Totals 57.~~882353~~692308% 0.000000% 3.~~361345~~418803% 0.~~840336~~854701% 1011.~~084034~~965812% 46.~~926239~~193800% 0.000000% 34.~~874033~~521408% 0.~~281220~~285599% 911.~~081493~~000807% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 03 0 0 03 0124,965.0036 0.00 0.00 0124,965.0036 30 Days 5441 1 0 0 5542 34,~~678~~049,~~897~~383.0539 100,~~187~~089.9876 0.00 0.00 34,~~779~~149,~~085~~473.0315 60 Days 2128 10 0 0 2228 12,~~569~~024,~~519~~972.8464 ~~30,013~~0.3400 0.00 0.00 12,~~599~~024,~~533~~972.1864 90 Days 2325 0 2 0 2527 1,~~811~~353,~~763~~348.0422 0.00 ~~362~~320,~~673~~477.1114 0.00 21,~~174~~673,~~436~~825.1536 120 Days 1619 12 3 01 2025 ~~874~~1,~~631~~416,625.4593 8061,~~631~~093.9573 ~~408~~637,~~215~~923.5236 084,279.0053 12,~~363~~199,~~478~~922.9255 150 Days 13 0 23 0 1516 ~~727~~756,~~269~~210.9512 0.00 ~~559~~589,~~373~~305.0425 0.00 1,~~286~~345,~~642~~515.9937 180+ Days 58 03 6 2 119 ~~8 289~~400,~~452~~997.2750 0167,169.0024 ~~633~~1,~~396~~419,777.2357 83262,~~383~~617.3613 12,~~006~~250,~~231~~561.8644 Totals ~~132~~134 3 9 114 ~~145~~3 8160 10,~~951~~001,~~533~~537.6080 ~~210~~453,~~833~~318.2709 12,~~963~~967,~~657~~483.9032 83346,~~383~~896.3666 1113,~~209~~769,~~408~~235.1387 0-29 Days 0.~~000000~~386598% 0.000000% 0.000000% 0.~~000000~~386598% 0.~~000000~~200324% 0.000000% 0.000000% 0.~~000000~~200324% 30 Days 65.~~708075~~283505% 0.~~124224~~128866% 0.000000% 0.000000% 65.~~832298~~412371% 56.~~714558~~491307% 0.~~155625~~160447% 0.000000% 0.000000% 56.~~870184~~651754% 60 Days 23.~~608696~~608247% 0.~~124224~~000000% 0.000000% 0.000000% 23.~~732919~~608247% 23.~~437990~~246104% 0.~~046621~~000000% 0.000000% 0.000000% 23.~~484610~~246104% 90 Days 23.~~857143~~221649% 0.000000% 0.~~248447~~257732% 0.000000% 3.~~105590~~479381% 2.~~814274~~169466% 0.000000% 0.~~563353~~513736% 0.000000% 32.~~377627~~683202% 120 Days 12.~~987578~~448454% 0.~~124224~~257732% 0.~~372671~~386598% 0.~~000000~~128866% 23.~~484472~~221649% 12.~~358595~~270902% 0.~~125248~~097935% 01.~~634095~~022614% 0.~~000000~~135103% 23.~~117939~~526555% 150 Days 1.~~614907~~675258% 0.000000% 0.~~248447~~386598% 0.000000% 12.~~863354~~061856% 1.~~129694~~212232% 0.000000% 0.~~868894~~944677% 0.000000% 12.~~998587~~156909% 180+ Days 01.~~621118~~030928% 0.~~000000~~386598% 0.~~248447~~773196% 0.~~124224~~257732% 02.~~993789~~448454% 0.~~449616~~642813% 0.~~000000~~267978% 02.~~983876~~275954% 0.~~129522~~420985% 13.~~563015~~607731% Totals 1617.~~397516~~268041% 01.~~372671~~159794% 1.~~118012~~804124% 0.~~124224~~386598% 1820.~~012422~~618557% 1316.~~904727~~032823% 0.~~327495~~726685% 34.~~050218~~756982% 0.~~129522~~556088% 1722.~~411962~~072578% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 23 0 0 0 23 ~~400~~774,~~341~~148.0997 0.00 0.00 0.00 ~~400~~774,~~341~~148.0997 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 10 0 0 10 0.00 ~~151,231~~0.7200 0.00 0.00 ~~151,231~~0.7200 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 01 0 0 01 0.00 0151,103.0058 0.00 0.00 0151,103.0058 180+ Days 0 0 1 0 1 0.00 0.00 161,~~555~~471.8528 0.00 161,~~555~~471.8528 Totals 23 1 1 0 45 ~~400~~774,~~341~~148.0997 151,~~231~~103.7258 161,~~555~~471.8528 0.00 ~~713~~1,~~128~~086,723.6683 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 24.~~739726~~109589% 0.000000% 0.000000% 0.000000% 24.~~739726~~109589% 12.~~351391~~614455% 0.000000% 0.000000% 0.000000% 12.~~351391~~614455% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 10.~~369863~~000000% 0.000000% 0.000000% 10.~~369863~~000000% 0.000000% 0.~~510498~~000000% 0.000000% 0.000000% 0.~~510498~~000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 01.~~000000~~369863% 0.000000% 0.000000% 01.~~000000~~369863% 0.000000% 0.~~000000~~510307% 0.000000% 0.000000% 0.~~000000~~510307% 180+ Days 0.000000% 0.000000% 1.369863% 0.000000% 1.369863% 0.000000% 0.000000% 0.~~545348~~545321% 0.000000% 0.~~545348~~545321% Totals 24.~~739726~~109589% 1.369863% 1.369863% 0.000000% 56.~~479452~~849315% 12.~~351391~~614455% 0.~~510498~~510307% 0.~~545348~~545321% 0.000000% 23.~~407237~~670083% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 3 0 0 3 ~~627~~927,~~560~~497.3183 0.00 0.00 ~~627~~927,~~560~~497.3183 30 Days 109 10 0 0 ~~110~~109 3132,~~138~~226,~~827~~653.7813 ~~293,145~~0.2900 0.00 0.00 3132,~~431~~226,~~973~~653.0713 60 Days 5770 0 10 0 5870 1821,~~925~~475,~~788~~671.6836 0.00 ~~358,325~~0.9700 0.00 1921,~~284~~475,~~114~~671.6536 90 Days 1639 01 3839 0 5479 411,~~017~~549,~~984~~209.4897 0293,059.0007 11,~~435~~996,~~684~~765.5175 0.00 1523,~~453~~839,~~668~~034.9979 120 Days 2022 0 4033 0 6055 76,~~017~~865,~~657~~604.7101 0.00 1310,~~364~~756,~~754~~272.7691 0.00 2017,~~382~~621,~~412~~876.4792 150 Days 108 14 5832 31 7245 23,~~462~~482,~~212~~867.3379 ~~242~~843,~~097~~209.2231 209,~~578~~865,~~938~~648.5483 ~~938~~112,~~278~~135.3873 2414,~~221~~303,~~526~~861.4766 180+ Days 37 618 78110 3596 ~~122~~231 ~~860~~2,~~707~~248,545.4332 27,~~625~~442,~~619~~576.5628 2735,~~601~~630,~~906~~770.3653 1234,~~198~~345,~~516~~215.6523 4379,~~286~~667,~~750~~107.0036 Totals ~~215~~255 1126 ~~215~~214 3897 ~~479~~592 6477,~~423~~848,~~178~~551.4158 39,~~788~~506,~~422~~342.3849 7368,~~339~~249,~~610~~458.1402 1334,~~136~~457,~~795~~350.0396 ~~154~~190,~~688~~061,~~005~~703.9605 0-29 Days 0.~~200000~~201884% 0.000000% 0.000000% 0.~~200000~~201884% 0.~~140095~~209010% 0.000000% 0.000000% 0.~~140095~~209010% 30 Days 7.~~266667~~335128% 0.~~066667~~000000% 0.000000% 0.000000% 7.~~333333~~335128% 67.~~951331~~262203% 0.~~065441~~000000% 0.000000% 0.000000% 7.~~016772~~262203% 60 Days 34.~~800000~~710633% 0.000000% 0.~~066667~~000000% 0.000000% 34.~~866667~~710633% 4.~~224932~~839494% 0.000000% 0.~~079992~~000000% 0.000000% 4.~~304923~~839494% 90 Days 12.~~066667~~624495% 0.~~000000~~067295% 2.~~533333~~624495% 0.000000% 35.~~600000~~316285% 02.~~896962~~602588% 0.~~000000~~066040% 2.~~552865~~703444% 0.000000% 35.~~449827~~372072% 120 Days 1.~~333333~~480485% 0.000000% 2.~~666667~~220727% 0.000000% 43.~~000000~~701211% 1.~~566599~~547148% 0.000000% 2.~~983505~~423902% 0.000000% 43.~~550104~~971050% 150 Days 0.~~666667~~538358% 0.~~066667~~269179% 32.~~866667~~153432% 0.~~200000~~067295% 43.~~800000~~028264% 0.~~549656~~784856% 0.~~054045~~190015% 42.~~593976~~223202% 0.~~209458~~025270% 53.~~407135~~223343% 180+ Days 0.~~200000~~471063% 01.~~400000~~211306% 57.~~200000~~402423% 26.~~333333~~460296% 815.~~133333~~545087% 0.~~192142~~506705% 01.~~586135~~677168% 68.~~161760~~029313% 27.~~723157~~739616% 917.~~663194~~952802% Totals 1417.~~333333~~160162% 01.~~733333~~749664% 14.~~333333~~401077% 26.~~533333~~527591% 3139.~~933333~~838493% 1417.~~381622~~542994% 02.~~845715~~142233% 1615.~~372097~~379860% 27.~~932616~~764886% 3442.~~532049~~829973% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 7 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 1 0 0 1 ~~410~~174,~~800~~365.7702 0.00 0.00 ~~410~~174,~~800~~365.7702 30 Days 1114 1 0 0 1215 45,~~956~~980,~~748~~837.2295 ~~551~~410,~~000~~575.0050 0.00 0.00 56,~~507~~391,~~748~~413.2245 60 Days 79 0 0 0 79 2,~~435~~476,~~461~~597.5013 0.00 0.00 0.00 2,~~435~~476,~~461~~597.5013 90 Days 4 0 85 0 129 1,~~389~~791,~~242~~921.8542 0.00 12,~~696~~123,~~763~~856.3177 0.00 3,~~086~~915,~~006~~778.1619 120 Days 3 10 4 0 87 1,~~213~~325,~~242~~434.0525 ~~323,975~~0.00 1,~~709~~508,~~841~~763.1986 0.00 32,~~247~~834,~~058~~198.2411 150 Days 01 0 57 10 68 0251,189.0030 0.00 21,~~378~~793,~~110~~848.1276 ~~477,535~~0.5600 2,~~855~~045,~~645~~038.6806 180+ Days 10 13 713 14 1020 ~~267,485~~0.3900 ~~311~~1,~~550~~119,895.5493 35,~~028~~633,~~425~~555.3948 ~~398~~1,~~377~~454,271.6573 48,~~005~~207,~~838~~723.9714 Totals 2631 45 2429 24 5669 1011,~~262~~825,~~180~~980.0105 1,~~597~~704,~~326~~836.3145 811,~~813~~060,~~140~~024.0187 ~~875~~1,~~913~~454,271.2173 2126,~~548~~045,~~559~~113.5410 0-29 Days 0.~~392157~~395257% 0.000000% 0.000000% 0.~~392157~~395257% 0.~~484155~~207544% 0.000000% 0.000000% 0.~~484155~~207544% 30 Days 45.~~313725~~533597% 0.~~392157~~395257% 0.000000% 0.000000% 45.~~705882~~928854% 57.~~841843~~118884% 0.~~649388~~488701% 0.000000% 0.000000% 67.~~491231~~607584% 60 Days 23.~~745098~~557312% 0.000000% 0.000000% 0.000000% 23.~~745098~~557312% 2.~~870346~~947849% 0.000000% 0.000000% 0.000000% 2.~~870346~~947849% 90 Days 1.~~568627~~581028% 0.000000% 31.~~137255~~976285% 0.000000% 43.~~705882~~557312% 12.~~637311~~132892% 0.000000% 12.~~999743~~527988% 0.000000% 34.~~637054~~660880% 120 Days 1.~~176471~~185771% 0.~~392157~~000000% 1.~~568627~~581028% 0.000000% 32.~~137255~~766798% 1.~~429883~~577641% 0.~~381825~~000000% 21.~~015156~~795854% 0.000000% 3.~~826864~~373495% 150 Days 0.~~000000~~395257% 0.000000% 12.~~960784~~766798% 0.~~392157~~000000% 23.~~352941~~162055% 0.~~000000~~298986% 0.000000% 2.~~802754~~135186% 0.~~562806~~000000% 32.~~365560~~434172% 180+ Days 0.~~392157~~000000% 01.~~392157~~185771% 25.~~745098~~138340% 01.~~392157~~581028% 37.~~921569~~905138% 0.~~315249~~000000% 01.~~367182~~332992% 36.~~569192~~705520% 01.~~469513~~730993% 49.~~721136~~769505% Totals 1012.~~196078~~252964% 1.~~568627~~976285% 911.~~411765~~462451% 01.~~784314~~581028% 2127.~~960784~~272727% 1214.~~094631~~076251% 12.~~882551~~029236% 1013.~~386845~~164549% 1.~~032319~~730993% 2531.~~396346~~001029% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 8 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 3 0 0 3 ~~423~~409,~~348~~335.2672 0.00 0.00 ~~423~~409,~~348~~335.2672 30 Days 7381 02 0 0 7383 79,~~762~~362,~~576~~470.2756 0148,079.0086 0.00 0.00 79,~~762~~510,~~576~~550.2742 60 Days 3549 0 1 0 050 36 4,~~001~~166,~~236~~409.6947 ~~37,801~~0.2900 0175,158.00 0.00 4,~~039~~341,~~037~~567.9847 90 Days 38 0 2 0 40 43,~~311~~361,~~363~~813.5045 0.00 ~~398~~233,~~870~~419.8810 0.00 43,~~710~~595,~~234~~232.3855 120 Days 4124 2 1 3 0 4428 32,~~582~~521,~~734~~426.3354 ~~156~~37,~~439~~768.5760 85910,~~412~~140.0355 0.00 3,~~824~~469,~~585~~335.9369 150 Days 3836 0 84 0 4640 3,~~799~~467,~~632~~331.8143 0.00 21,~~151~~518,~~090~~081.7138 0.00 54,~~950~~985,~~723~~412.5281 180+ Days 914 46 8 5 133 ~~19 875~~1,~~108~~110,058.4249 ~~355~~541,~~510~~012.2324 ~~583~~1,~~623~~758,063.7121 ~~373~~1,~~909~~154,086.3218 24,~~188~~563,~~151~~220.6812 Totals ~~234~~242 1012 1618 15 ~~261~~277 2423,~~332~~989,~~652~~509.0294 ~~973~~1,~~099~~136,196.3542 34,~~218~~594,~~997~~862.3324 ~~373~~1,~~909~~154,086.3218 2830,~~898~~874,~~658~~654.0278 0-29 Days 0.~~267380~~285714% 0.000000% 0.000000% 0.~~267380~~285714% 0.~~350865~~358995% 0.000000% 0.000000% 0.~~350865~~358995% 30 Days 67.~~506239~~714286% 0.~~000000~~190476% 0.000000% 0.000000% 67.~~506239~~904762% 68.~~433521~~211065% 0.~~000000~~129869% 0.000000% 0.000000% 68.~~433521~~340934% 60 Days 34.~~119430~~666667% 0.~~089127~~000000% 0.~~000000~~095238% 0.000000% 34.~~208556~~761905% 3.~~316172~~654021% 0.~~031329~~000000% 0.~~000000~~153617% 0.000000% 3.~~347501~~807638% 90 Days 3.~~386809~~619048% 0.000000% 0.~~178253~~190476% 0.000000% 3.~~565062~~809524% 32.~~573201~~948375% 0.000000% 0.~~330579~~204713% 0.000000% 3.~~903780~~153088% 120 Days 32.~~654189~~285714% 0.~~178253~~095238% 0.~~089127~~285714% 0.000000% 32.~~921569~~666667% 2.~~969323~~211339% 0.~~129655~~033124% 0.~~070788~~798211% 0.000000% 3.~~169766~~042674% 150 Days 3.~~386809~~428571% 0.000000% 0.~~713012~~380952% 0.000000% 43.~~099822~~809524% 3.~~149085~~040916% 0.000000% 1.~~782796~~331386% 0.000000% 4.~~931881~~372302% 180+ Days 01.~~802139~~333333% 0.~~356506~~571429% 0.~~445633~~761905% 0.~~089127~~476190% 13.~~693405~~142857% 0.~~725278~~973542% 0.~~294642~~474478% 01.~~483700~~541855% 01.~~309891~~012156% 14.~~813511~~002031% Totals 2023.~~855615~~047619% 01.~~891266~~142857% 1.~~426025~~714286% 0.~~089127~~476190% 2326.~~262032~~380952% 2021.~~166580~~039258% 0.~~806492~~996466% 24.~~667862~~029782% 01.~~309891~~012156% 2327.~~950826~~077661% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary Summary Group 1 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Scheduled Balance(%) Loans Scheduled Balance(%) Balance($) Balance($) 180 - 209 8096 2325,~~257~~365,~~842~~257.0267 2.~~501~~780 0 0.00 0.000 210 - 239 77101 2030,~~627~~712,~~243~~069.3032 23.~~218~~367 0 0.00 0.000 240 - 269 5069 1621,~~520~~561,~~029~~601.6068 12.~~777~~364 0 0.00 0.000 270 - 299 66 17,732,944.49 1.944 ~~526~~0 0.00 0.000 300 - 329 44 15,~~163~~655,853.4878 1.716 0 0.~~057~~00 0.000 330 - 359 1 525,815.34 0.058 0 0.00 0.000 Total ~~208~~377 60111,~~931~~553,~~278~~542.4028 612.~~553~~229 0 0.00 0.000

180+ Delinquency Summary (continued) Group 2 Group 3 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Scheduled Balance(%) Loans Scheduled Balance(%) Balance($) Balance($) 180 - 209 1716 4,~~134~~311,~~093~~412.0688 2.~~803~~991 0 0.00 0.000 210 - 239 13 2,976,738.86 2.065 1 93,~~362~~351.1397 0.~~367~~373 ~~210~~240 - ~~239~~269 2315 43,~~324~~621,~~436~~861.5067 2.~~932~~512 0 0.00 0.000 ~~240~~270 - ~~269~~299 21 3,970,791.37 2.755 0 0.00 0.000 300 - 329 6 1,~~659~~657,~~296~~824.7327 1.~~125~~150 1 71,~~561~~477.6292 0.~~281~~286 ~~270~~330 - ~~299~~359 0 0.00 0.000 0 0.00 0.000 Total 4671 1016,~~117~~538,~~826~~629.2905 611.~~860~~473 2 164,~~923~~829.7589 0.~~648~~659

180+ Delinquency Summary (continued) Group 4 Group 5 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Scheduled Balance(%) Loans Scheduled Balance(%) Balance($) Balance($) 180 - 209 510 ~~842~~767,~~981~~564.2830 1.~~309~~230 0 0.00 0.000 210 - 239 6 767,007.36 1.230 420 0.00 0.000 240 - 269 2 632,~~918~~723.3158 1.014 0 0.~~067~~00 0.000 270 - 299 0 0.00 0.000 1 161,~~555~~471.8528 0.545 ~~240~~300 - ~~269~~329 21 ~~120~~83,~~332~~266.2720 0.~~187~~133 0 0.00 0.000 ~~270~~330 - ~~299~~359 0 0.00 0.000 0 0.00 0.000 Total 819 12,~~006~~250,~~231~~561.8644 13.~~563~~607 1 161,~~555~~471.8528 0.545

180+ Delinquency Summary (continued) Group 6 Group 7 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Scheduled Balance(%) Loans Scheduled Balance(%) Balance($) Balance($) 180 - 209 4752 1617,~~788~~405,~~469~~326.1721 3.~~748~~922 25 ~~665~~2,~~863~~006,770.0447 02.~~785~~389 210 - 239 4264 1321,~~610~~502,~~136~~455.7874 34.~~038~~846 46 12,~~587~~854,~~972~~323.7850 13.~~872~~397 240 - 269 3245 15,905,859.58 3.584 3 977,173.01 1.163 270 - 299 38 12,~~361~~320,~~980~~446.5777 2.~~760~~776 2 618,212.29 0.736 300 - 329 31 12,007,203.72 2.706 4 1,~~752~~751,~~003~~243.1587 2.~~065~~084 ~~270~~330 - ~~299~~359 1 ~~526~~525,~~163~~815.4834 0.~~117~~118 0 0.00 0.000 Total ~~122~~231 4379,~~286~~667,~~750~~107.0036 917.~~663~~952 1020 48,~~005~~207,~~838~~723.9714 49.~~722~~769

180+ Delinquency Summary (continued) Group 8 Days Number of Outstanding Percentage of Delinquent Loans Scheduled Balance(%) Balance($) 180 - 209 813 ~~733~~874,~~073~~183.3481 0.~~608~~767 210 - 239 611 ~~900~~2,~~223~~518,191.0889 02.~~746~~209 240 - 269 54 ~~554~~423,~~855~~983.2684 0.~~460~~372 270 - 299 4 662,022.78 0.581 300 - 329 1 84,837.80 0.074 330 - 359 0 0.00 0.000 Total 1933 24,~~188~~563,~~151~~220.6812 14.~~814~~003 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 3548 ~~Nov~~Jan-0607 0.000% Original Principal Balance 1016,~~570~~228,~~350~~149.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 1016,~~538~~175,~~369~~397.1849 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 64143 ~~Apr~~Jun-07 0.~~000~~053% Original Principal Balance 1945,~~178~~223,~~175~~815.00 ~~May~~Jul-07 0.~~000~~137% Current Scheduled Balance 1945,~~112~~069,~~592~~629.8497 ~~Jun~~Aug-07 0.~~053~~354% ~~Jul~~Sep-07 0.~~137~~917% ~~Aug~~Oct-07 02.~~354~~056% ~~Sep~~Nov-07 03.~~917~~156% ~~Oct~~Dec-07 24.~~056~~940% *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 1 - No REO Information to report this period. Group 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 115 ~~Nov~~Jan-0607 0.000% Original Principal Balance 21,~~481~~404,~~900~~630.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 21,~~473~~396,~~230~~489.4999 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 2133 ~~Apr~~Jun-07 0.~~000~~164% Original Principal Balance 47,~~587~~617,~~380~~200.00 ~~May~~Jul-07 0.~~000~~382% Current Scheduled Balance 47,~~571~~585,~~030~~546.3052 ~~Jun~~Aug-07 0.~~164~~780% ~~Jul~~Sep-07 01.~~382~~409% ~~Aug~~Oct-07 03.~~780~~099% ~~Sep~~Nov-07 14.~~409~~341% ~~Oct~~Dec-07 35.~~099~~262% *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 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Nov~~Jan-0607 0.000% Original Principal Balance 0.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 0.00 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 1 ~~Apr~~Jun-07 0.000% Original Principal Balance 72,000.00 ~~May~~Jul-07 0.000% Current Scheduled Balance 71,~~561~~477.6292 ~~Jun~~Aug-07 0.~~000~~281% ~~Jul~~Sep-07 0.~~000~~281% ~~Aug~~Oct-07 0.281% ~~Sep~~Nov-07 0.~~281~~286% ~~Oct~~Dec-07 0.~~281~~286% *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 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 12 ~~Nov~~Jan-0607 0.000% Original Principal Balance 84265,~~000~~200.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 83263,~~383~~630.3646 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 13 ~~Apr~~Jun-07 0.000% Original Principal Balance 84349,~~000~~200.00 ~~May~~Jul-07 0.000% Current Scheduled Balance 83346,~~383~~896.3666 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.~~000~~130% ~~Sep~~Nov-07 0.~~000~~131% ~~Oct~~Dec-07 0.~~130~~556% *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 5 - No REO Information to report this period. Group 6 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2137 ~~Nov~~Jan-0607 0.000% Original Principal Balance 713,~~126~~585,~~050~~769.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 713,~~105~~544,~~842~~322.1256 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 3897 ~~Apr~~Jun-07 0.~~000~~057% Original Principal Balance 1334,~~180~~567,~~395~~265.00 ~~May~~Jul-07 0.~~000~~160% Current Scheduled Balance 1334,~~136~~457,~~795~~350.0396 ~~Jun~~Aug-07 0.~~057~~463% ~~Jul~~Sep-07 01.~~160~~344% ~~Aug~~Oct-07 02.~~463~~933% ~~Sep~~Nov-07 14.~~344~~705% ~~Oct~~Dec-07 27.~~933~~765% *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 7 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 21 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~878~~389,~~400~~600.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance ~~875~~389,~~913~~600.2100 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 24 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~878~~1,~~400~~459,200.00 ~~May~~Jul-07 0.000% Current Scheduled Balance ~~875~~1,~~913~~454,271.2173 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 01.~~000~~032% ~~Sep~~Nov-07 01.~~000~~265% ~~Oct~~Dec-07 1.~~032~~731% *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 8 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 03 ~~Nov~~Jan-0607 0.000% Original Principal Balance 0582,950.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 0581,354.0048 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 15 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~376~~1,~~000~~158,950.00 ~~May~~Jul-07 0.000% Current Scheduled Balance ~~373~~1,~~909~~154,086.3218 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.~~000~~303% ~~Aug~~Oct-07 0.~~000~~310% ~~Sep~~Nov-07 0.~~303~~483% ~~Oct~~Dec-07 01.~~310~~012% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Group 2 0011650777 Oct-2007 01-Oct-2006 CA 90.00 274,500.00 Group 2 0011655184 Oct-2007 01-Nov-2006 VA 80.00 192,000.00 Group 2 0011680224 Oct-2007 01-Nov-2006 CA 80.00 352,000.00 Group 2 0011683287 Nov-2007 01-Dec-2006 CA 80.00 300,000.00 Group 2 0011685197 Nov-2007 01-Nov-2006 FL 80.00 172,000.00 Group 2 0011689734 Oct-2007 01-Dec-2006 CA 80.00 135,200.00 Group 2 0011691497 Jun-2007 01-Dec-2006 VA 85.00 252,450.00 Group 2 0011695830 Oct-2007 01-Dec-2006 TX 80.00 62,800.00 Group 2 0011702206 Nov-2007 01-Oct-2006 CA 80.00 292,000.00 Group 2 0011711043 Jul-2007 01-Dec-2006 MI 90.00 94,500.00 Group 2 0011711226 Sep-2007 01-Dec-2006 CA 90.00 410,400.00 Group 2 ~~0011711641~~0011712506 ~~Aug~~Oct-2007 01-Dec-2006 TXVA 9080.00 ~~125~~200,~~910~~000.00 Group 2 ~~0011712506~~0011712825 Oct-2007 01-Dec-2006 VACT 80.00 ~~200~~300,000.00 Group 2 ~~0011712825~~0011713687 ~~Oct~~Nov-2007 01-Dec-2006 CTMI 74.60 82,000.00 Group 2 0011715731 Dec-2007 01-Dec-2006 DC 80.00 ~~300~~287,~~000~~920.00 Group 2 0011719922 Dec-2007 01-Nov-2006 MN 80.00 201,960.00 Group 2 0011720724 Nov-2007 01-Dec-2006 CA 70.00 283,500.00 Group 2 0011721156 Oct-2007 01-Dec-2006 TN 80.00 79,800.00 Group 2 0011724385 Dec-2007 01-Dec-2006 CA 84.00 315,000.00 Group 2 0011725214 Oct-2007 01-Dec-2006 MD 80.00 348,000.00 Group 2 0011725783 Dec-2007 01-Dec-2006 CA 80.00 296,000.00 Group 2 0011725884 Aug-2007 01-Dec-2006 TN 80.00 104,000.00 Group 2 0011727068 Nov-2007 01-Dec-2006 VA 80.00 244,000.00 Group 2 0011727808 Aug-2007 01-Nov-2006 TN 85.00 66,300.00 Group 2 0011731692 Sep-2007 01-Dec-2006 AZ 80.00 191,920.00 Group 2 0011734756 Oct-2007 01-Dec-2006 CA 80.00 299,200.00 Group 2 0011735298 Nov-2007 01-Dec-2006 WA 80.00 92,000.00 Group 2 0011736411 Dec-2007 01-Dec-2006 MD 75.00 303,750.00 Group 2 0011739157 Oct-2007 01-Dec-2006 VA 80.00 238,400.00 Group 2 0011739934 Sep-2007 01-Dec-2006 CA 80.00 328,000.00 Group 2 0011741992 Nov-2007 01-Dec-2006 CA 80.00 285,600.00 Group 2 0011746822 Jul-2007 01-Dec-2006 VA 80.00 236,000.00 Group 2 0011749214 Aug-2007 01-Dec-2006 DC 80.00 296,000.00 Group 3 0011723417 Aug-2007 01-Dec-2006 NC 80.00 72,000.00 Group 4 0011701618 Oct-2007 01-Dec-2006 TN 80.00 84,000.00 Group 4 0011722313 Dec-2007 01-Dec-2006 VA 80.00 84,400.00 Group 4 0011729334 Dec-2007 01-Dec-2006 MA 80.00 180,800.00 Group 6 0011636876 Oct-2007 01-Nov-2006 TX 95.00 149,910.00 Group 6 0011639321 Dec-2007 01-Sep-2006 CA 80.00 392,000.00 Group 6 0011669680 Sep-2007 01-Nov-2006 CA 95.00 612,750.00 Group 6 0011672223 Dec-2007 01-Nov-2006 CA 90.00 531,000.00 Group 6 0011675316 Jul-2007 01-Nov-2006 TX 80.00 467,200.00 Group 6 0011675757 Dec-2007 01-Nov-2006 CA 80.70 385,000.00 Group 6 0011676006 Nov-2007 01-Nov-2006 CA 80.00 516,000.00 Group 6 0011680441 Dec-2007 01-Nov-2006 CA 80.00 356,000.00 Group 6 0011684578 Nov-2007 01-Nov-2006 MS 78.40 54,580.00 Group 6 0011685473 Dec-2007 01-Dec-2006 CA 80.00 444,000.00 Group 6 0011686162 Aug-2007 01-Nov-2006 VA 80.00 412,000.00 Group 6 0011687105 Aug-2007 01-Dec-2006 MD 80.00 460,000.00 Group 6 ~~0011689762~~0011690927 Oct-2007 01-Nov-2006 CA 80.00 ~~376~~416,000.00 Group 6 ~~0011690545~~0011692112 ~~Oct~~Dec-2007 01-Nov-2006 FLCA 80.00 ~~465~~536,~~600~~000.00 Group 6 ~~0011690927~~0011692213 ~~Oct~~Dec-2007 01-Nov-2006 CA 80.00 ~~416~~301,~~000~~200.00 Group 6 0011695953 Oct-2007 01-Dec-2006 CA 78.20 430,000.00 Group 6 0011697663 Jun-2007 01-Dec-2006 MD 95.00 261,250.00 Group 6 0011697886 Oct-2007 01-Dec-2006 MA 77.50 519,200.00 Group 6 0011697930 Nov-2007 01-Dec-2006 CA 80.00 340,000.00 Group 6 0011698510 Nov-2007 01-Dec-2006 CA 80.00 244,000.00 Group 6 0011698810 Sep-2007 01-Dec-2006 AZ 87.80 395,000.00 Group 6 0011702235 Nov-2007 01-Nov-2006 CA 80.00 280,800.00 Group 6 0011702463 Oct-2007 01-Dec-2006 FL 90.00 261,000.00 Group 6 0011704559 Oct-2007 01-Dec-2006 CA 80.00 217,600.00 Group 6 0011704681 Sep-2007 01-Nov-2006 TX 94.70 327,500.00 Group 6 0011704793 Dec-2007 01-Dec-2006 OH 95.00 80,750.00 Group 6 0011705585 Nov-2007 01-Dec-2006 MD 80.00 288,000.00 Group 6 0011706273 Oct-2007 01-Dec-2006 CA 80.00 255,920.00 Group 6 0011706387 Dec-2007 01-Nov-2006 DC 80.00 240,000.00 Group 6 0011706465 Dec-2007 01-Nov-2006 CA 80.00 416,000.00 Group 6 0011706667 Dec-2007 01-Dec-2006 CA 80.00 428,000.00 Group 6 0011706907 Oct-2007 01-Nov-2006 CA 80.00 496,000.00 Group 6 0011707286 Oct-2007 01-Dec-2006 CA 95.00 236,550.00 Group 6 0011707308 Oct-2007 01-Nov-2006 CA 80.00 264,000.00 Group 6 0011707388 Dec-2007 01-Nov-2006 CA 80.00 400,000.00 Group 6 0011707417 Nov-2007 01-Dec-2006 CA 80.00 664,000.00 Group 6 0011708308 Sep-2007 01-Dec-2006 TX 80.00 460,000.00 Group 6 0011709539 Nov-2007 01-Dec-2006 FL 85.00 212,500.00 Group 6 0011709910 Dec-2007 01-Dec-2006 CA 80.00 320,000.00 Group 6 0011710343 Nov-2007 01-Dec-2006 CA 80.00 612,000.00 Group 6 0011711192 Sep-2007 01-Dec-2006 CA 80.00 300,000.00 Group 6 0011711515 Dec-2007 01-Dec-2006 CA 80.00 398,400.00 Group 6 0011711532 Nov-2007 01-Dec-2006 TX 80.00 313,600.00 Group 6 0011711552 Oct-2007 01-Nov-2006 MD 80.00 400,000.00 Group 6 ~~0011712516~~0011711703 ~~Oct~~Dec-2007 01-~~Nov~~Dec-2006 VACA 8095.00 ~~239~~361,~~920~~000.00 Group 6 0011712672 Oct-2007 01-Dec-2006 TX 78.70 550,000.00 Group 6 0011712934 Sep-2007 01-Nov-2006 MN 80.00 202,286.00 Group 6 0011714275 Dec-2007 01-Dec-2006 TX 80.00 112,800.00 Group 6 0011714406 Aug-2007 01-Dec-2006 TX 80.00 104,000.00 Group 6 0011714782 Dec-2007 01-Dec-2006 CA 80.00 303,200.00 Group 6 0011714821 Oct-2007 01-Dec-2006 CA 95.00 301,950.00 Group 6 0011714854 Nov-2007 01-Dec-2006 CA 80.00 652,000.00 Group 6 0011715138 Dec-2007 01-Dec-2006 MD 80.00 220,800.00 Group 6 0011715529 Oct-2007 01-Dec-2006 CA 80.00 240,000.00 Group 6 0011715845 Dec-2007 01-Dec-2006 MN 80.00 460,720.00 Group 6 0011716124 Dec-2007 01-Dec-2006 CA 80.00 245,600.00 Group 6 0011716543 Sep-2007 01-Dec-2006 CA 80.00 332,000.00 Group 6 0011716652 Dec-2007 01-Dec-2006 CA 80.00 488,000.00 Group 6 0011716939 Nov-2007 01-Dec-2006 CA 80.00 260,000.00 Group 6 0011717028 Nov-2007 01-Dec-2006 CA 80.00 436,000.00 Group 6 0011717477 Dec-2007 01-Dec-2006 CA 70.00 749,000.00 Group 6 0011717939 Nov-2007 01-Dec-2006 VA 80.00 320,000.00 Group 6 0011718806 Dec-2007 01-Dec-2006 CA 80.00 396,000.00 Group 6 0011718832 Sep-2007 01-Dec-2006 CA 90.00 607,500.00 Group 6 0011720325 Nov-2007 01-Dec-2006 CA 80.00 344,000.00 Group 6 0011720403 Nov-2007 01-Dec-2006 FL 80.00 160,000.00 Group 6 0011721435 Dec-2007 01-Dec-2006 CA 80.00 476,000.00 Group 6 0011722103 Sep-2007 01-Dec-2006 CA 80.00 416,000.00 Group 6 ~~0011726120~~0011722162 ~~Aug~~Nov-2007 01-Dec-2006 TXCA 80.00 87432,~~259~~000.00 Group 6 0011722679 Nov-2007 01-Dec-2006 VA 80.00 304,000.00 Group 6 0011722922 Dec-2007 01-Dec-2006 CA 80.00 248,000.00 Group 6 0011722936 Dec-2007 01-Dec-2006 CA 80.00 330,274.00 Group 6 0011722981 Nov-2007 01-Dec-2006 CA 80.00 304,000.00 Group 6 0011723267 Nov-2007 01-Dec-2006 VA 80.00 208,000.00 Group 6 0011724084 Dec-2007 01-Dec-2006 CA 80.00 480,000.00 Group 6 0011726442 Dec-2007 01-Dec-2006 CA 80.00 420,000.00 Group 6 0011729281 Nov-2007 01-Dec-2006 CA 80.00 336,000.00 Group 6 0011730309 Nov-2007 01-Dec-2006 CA 80.00 528,000.00 Group 6 0011730469 Dec-2007 01-Dec-2006 CA 80.00 284,000.00 Group 6 0011730727 Dec-2007 01-Dec-2006 CA 95.00 430,825.00 Group 6 0011731143 Dec-2007 01-Dec-2006 CA 80.00 342,400.00 Group 6 0011731359 Dec-2007 01-Dec-2006 CA 80.00 320,000.00 Group 6 0011731428 Sep-2007 01-Dec-2006 RI 80.00 305,600.00 Group 6 ~~0011732066~~0011733121 ~~Oct~~Nov-2007 01-Dec-2006 CAVA 80.00 ~~494~~360,~~400~~000.00 Group 6 0011733867 Aug-2007 01-Jan-2007 MD 80.00 304,000.00 Group 6 0011734181 Oct-2007 01-Dec-2006 FL 80.00 236,000.00 Group 6 0011734449 Dec-2007 01-Dec-2006 AZ 80.00 412,000.00 Group 6 0011734681 Nov-2007 01-Dec-2006 CA 80.00 290,400.00 Group 6 0011735007 Dec-2007 01-Dec-2006 TX 100.00 45,600.00 Group 6 0011735034 Oct-2007 01-Jan-2007 FL 80.00 232,000.00 Group 6 0011735116 Dec-2007 01-Dec-2006 CA 80.00 599,200.00 Group 6 0011738219 Oct-2007 01-Dec-2006 VA 80.00 344,000.00 Group 6 0011738333 Nov-2007 01-Dec-2006 CA 80.00 224,000.00 Group 6 0011741060 Dec-2007 01-Dec-2006 CA 80.00 360,000.00 Group 6 0011743752 Dec-2007 01-Jan-2007 MD 80.00 272,000.00 Group 6 0011744868 Nov-2007 01-Dec-2006 CA 80.00 496,000.00 Group 6 0011745053 Nov-2007 01-Dec-2006 CA 80.00 284,400.00 Group 7 0011669391 Nov-2007 01-Nov-2006 TX 80.00 191,200.00 Group 7 0011705610 Dec-2007 01-Dec-2006 CA 80.00 389,600.00 Group 7 0011715389 Oct-2007 01-Dec-2006 WA 80.00 399,200.00 Group 7 0011736956 Oct-2007 01-Dec-2006 TX 80.00 479,200.00 Group 8 0011640467 Dec-2007 01-Oct-2006 MI 75.00 40,500.00 Group 8 0011701991 Dec-2007 01-Nov-2006 CA 80.00 243,200.00 Group 8 0011702318 Nov-2007 01-Dec-2006 CA 80.00 200,000.00 Group 8 0011709253 Dec-2007 01-Dec-2006 CA 95.00 299,250.00 Group 8 0011709990 Sep-2007 01-Dec-2006 TX 80.00 376,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Scheduled To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 2 0011650777 ~~274~~273,~~004~~924.5149 01-Jan-2007 79 7.850% 1316,~~434~~791.8315 Group 2 0011655184 190,~~396~~116.0912 01-Jan-2007 79 8.000% 911,~~550~~929.5261 Group 2 0011680224 351,~~397~~292.68 01-Jan-2007 79 7.770% 1721,~~042~~299.2469 Group 2 0011683287 299,999.18 01-Feb-2007 8 6.740% 15,600.00 Group 2 0011685197 171,393.31 01-Jan-2007 9 8.600% 11,585.55 Group 2 0011689734 134,~~828~~757.2446 01-Jan-2007 79 8.590% 79,~~280~~097.0979 Group 2 0011691497 ~~251~~250,~~135~~883.1205 01-Dec-2006 810 9.875% 1519,~~730~~653.33 Group 2 0011695830 62,~~364~~281.1319 01-Mar-2007 57 8.475% 3,737.40 Group 2 0011702206 291,~~908~~002.7603 01-Feb-2007 8 8.960% 20,542.21 Group 2 0011711043 94,~~192~~133.1167 01-Jan-2007 79 8.000% 45,~~716~~893.0224 Group 2 0011711226 409,~~359~~161.8146 01-Dec-2006 810 8.870% 2228,~~866~~576.4734 Group 2 ~~0011711641~~0011712506 ~~125~~199,~~052~~271.8178 01-~~Jan~~Mar-2007 7 8.~~570~~220% 11,554.41 Group 2 0011712825 296,994.64 01-Dec-2006 10 7.500% 17,400.26 Group 2 0011713687 81,463.47 01-Apr-2007 6 9.620% 4,~~747~~964.0562 Group 2 ~~0011712506~~0011715731 ~~199~~284,~~388~~602.0624 01-Mar-2007 7 6.775% 13,455.29 Group 2 0011719922 199,928.95 01-May-2007 5 87.~~220~~875% 8,~~989~~626.3281 Group 2 ~~0011712825~~0011720724 ~~297~~282,~~472~~899.9947 01-~~Dec~~Feb-~~2006~~2007 8 7.~~500~~420% 1316,~~931~~328.1382 Group 2 0011721156 79,~~304~~209.1047 01-Apr-2007 46 9.020% 34,~~385~~511.2302 Group 2 0011724385 313,775.40 01-Feb-2007 8 7.990% 19,617.80 Group 2 0011725214 347,~~273~~136.8981 01-Feb-2007 68 6.990% 1518,~~038~~794.4441 Group 2 0011725783 295,439.13 01-Mar-2007 7 7.720% 16,009.95 Group 2 0011725884 ~~103~~102,~~128~~963.2824 01-Jan-2007 79 7.525% 46,~~846~~053.8178 Group 2 0011727068 243,050.29 01-May-2007 5 7.990% 10,632.36 Group 2 0011727808 65,~~851~~772.6693 01-Feb-2007 68 9.050% 34,~~763~~701.3748 Group 2 0011731692 191,~~683~~638.4647 01-Jan-2007 79 8.400% 1012,~~100~~624.5119 Group 2 0011734756 299,199.99 01-Feb-2007 68 6.770% 1215,~~506~~633.5620 Group 2 0011735298 91,677.03 01-Jan-2007 9 8.350% 6,006.35 Group 2 0011736411 302,744.27 01-May-2007 5 8.550% 14,231.32 Group 2 0011739157 237,~~600~~449.8121 01-Mar-2007 57 7.900% 1013,~~269~~199.2419 Group 2 0011739934 327,~~452~~348.5586 01-Dec-2006 810 7.595% 1519,~~499~~371.2910 Group 2 0011741992 284,483.43 01-Feb-2007 8 7.970% 17,739.08 Group 2 0011746822 234,~~491~~203.1238 01-Dec-2006 810 8.880% 1316,~~135~~409.4046 Group 2 0011749214 295,~~452~~349.8942 01-Feb-2007 68 7.320% 1316,~~443~~801.4648 Group 3 0011723417 71,~~561~~477.6292 01-Dec-2006 810 9.120% 45,~~122~~150.9171 Group 4 0011701618 83,~~383~~266.3620 01-Dec-2006 810 8.195% 5,359.75 Group 4 0011722313 84,~~290~~279.7353 01-Jun-2007 4 11.370% 4,582.41 Group 4 0011729334 179,350.93 01-Mar-2007 7 8.625% 10,963.97 Group 6 0011636876 149,~~154~~021.9731 01-Mar-2007 57 10.470% 11,167.59 Group 6 0011639321 390,314.04 01-Apr-2007 6 8.400% 20,~~689~~582.6842 Group 6 0011669680 ~~608~~607,~~559~~823.4477 01-Dec-2006 810 8.995% 3443,~~555~~169.8443 Group 6 0011672223 528,895.93 01-Mar-2007 7 8.195% 30,568.40 Group 6 0011675316 463,~~756~~152.0068 01-Dec-2006 810 8.625% 2531,~~191~~469.67 Group 6 ~~0011686162~~0011675757 ~~410~~383,~~815~~620.9816 01-Dec-2006 810 8.~~750~~545% 2225,~~619~~755.8477 Group 6 ~~0011687105~~0011676006 ~~457~~514,~~577~~535.5214 01-Feb-2007 68 9.~~875~~345% 2837,~~661~~969.2509 Group 6 ~~0011689762~~0011680441 ~~374~~355,~~834~~252.9100 01-~~Jan~~Mar-2007 7 87.~~490~~650% 19,~~989~~065.9908 Group 6 ~~0011690545~~0011684578 ~~461~~54,~~176~~067.1338 01-~~Dec~~Mar-~~2006~~2007 7 8.445% 3,232.52 Group 6 0011685473 442,865.01 01-Mar-2007 7 6.~~345~~990% 21,~~122~~577.1771 Group 6 0011686162 410,608.41 01-Dec-2006 10 8.750% 28,267.85 Group 6 0011687105 457,117.80 01-Feb-2007 8 9.875% 35,809.11 Group 6 0011690927 ~~414~~413,~~191~~900.9876 01-Jan-2007 79 7.600% 1924,~~635~~535.3880 Group 6 ~~0011695953~~0011692112 ~~427~~531,~~145~~351.6690 01-Jan-2007 9 8.620% 36,081.48 Group 6 0011692213 300,590.18 01-Feb-2007 8 7.750% 18,175.47 Group 6 0011695953 426,601.89 01-Jan-2007 9 8.695% 2329,~~401~~233.4267 Group 6 0011697663 259,~~880~~618.7935 01-Dec-2006 810 9.845% 1620,~~226~~272.2487 Group 6 0011697886 518,~~452~~310.6176 01-Jan-2007 79 7.990% 2532,~~903~~375.6119 Group 6 0011697930 338,906.90 01-Feb-2007 8 6.270% 16,318.35 Group 6 0011698510 243,602.86 01-Feb-2007 8 8.125% 15,489.83 Group 6 0011698810 394,999.99 01-Dec-2006 810 8.545% 2126,~~185~~481.2050 Group 6 0011702235 279,445.80 01-Feb-2007 8 7.500% 16,332.73 Group 6 0011702463 259,~~336~~019.3407 01-Jan-2007 79 8.895% 1418,~~553~~180.0246 Group 6 0011704559 217,~~290~~231.2849 01-Dec-2006 810 8.020% 1013,~~899~~623.9412 Group 6 0011704681 325,~~598~~262.1070 01-Dec-2006 810 9.790% 2025,~~210~~250.7075 Group 6 0011704793 80,694.43 01-Mar-2007 7 10.345% 5,959.89 Group 6 0011705585 287,112.98 01-Apr-2007 6 8.800% 15,904.35 Group 6 0011706273 255,~~627~~572.7814 01-Jan-2007 79 8.600% 17,261.27 Group 6 0011706387 238,991.79 01-Mar-2007 7 7.990% 13,~~810~~446.4814 Group 6 0011706465 415,339.30 01-Jan-2007 9 8.395% 27,343.34 Group 6 0011706667 424,301.93 01-Mar-2007 7 8.250% 24,747.12 Group 6 0011706907 495,~~241~~115.1938 01-Jan-2007 79 8.220% 2531,~~502~~874.6131 Group 6 0011707286 ~~236~~235,~~051~~956.9768 01-Jan-2007 79 9.500% 1417,~~175~~716.6204 Group 6 0011707308 264,000.00 01-Feb-2007 68 6.950% 1114,~~352~~190.00 Group 6 ~~0011708308~~0011707388 ~~459~~398,~~145~~872.5140 01-Mar-2007 7 6.850% 19,015.90 Group 6 0011707417 662,834.69 01-Feb-2007 8 7.925% 41,044.02 Group 6 0011708308 458,981.66 01-Feb-2007 8 9.920% 2836,~~856~~064.7872 Group 6 0011709539 212,050.21 01-Jan-2007 9 10.070% 16,926.57 Group 6 0011709910 318,739.56 01-Mar-2007 7 7.945% 17,825.27 Group 6 0011710343 611,142.47 01-Dec-2006 10 8.520% 40,869.45 Group 6 0011711192 300,000.00 01-Dec-2006 810 6.990% 1216,~~980~~225.00 Group 6 0011711515 397,369.52 01-Mar-2007 7 6.875% 19,018.55 Group 6 0011711532 310,666.75 01-Dec-2006 10 7.850% 19,105.83 Group 6 0011711552 399,~~277~~151.5268 01-Feb-2007 68 7.625% 1823,~~978~~719.8388 Group 6 ~~0011712516~~0011711703 ~~239~~361,~~123~~000.4100 01-Mar-2007 57 87.~~250~~500% 1018,~~822~~952.6847 Group 6 0011712672 550,000.00 01-Mar-2007 57 8.490% 2532,~~634~~958.5672 Group 6 0011712934 200,~~678~~397.1913 01-Jan-2007 79 8.250% 12,991.38 Group 6 0011714275 112,135.73 01-May-2007 5 10.500% 6,~~400~~553.2014 Group 6 0011714406 103,~~281~~145.8923 01-Jan-2007 79 8.500% 56,~~524~~900.3397 Group 6 0011714782 302,631.89 01-Mar-2007 7 7.750% 16,467.75 Group 6 0011714821 301,950.00 01-Jan-2007 79 7.995% 1518,~~087~~859.3117 Group 6 0011714854 649,362.62 01-Feb-2007 8 7.850% 39,843.12 Group 6 0011715138 219,422.40 01-Jan-2007 9 9.850% 17,143.20 Group 6 0011715529 239,~~552~~467.0510 01-Jan-2007 79 9.945% 1518,~~095~~866.4507 Group 6 ~~0011716543~~0011715845 ~~329~~460,~~425~~037.6675 01-Dec-2006 10 8.375% 30,209.31 Group 6 0011716124 244,910.79 01-Mar-2007 7 6.650% 11,308.97 Group 6 0011716543 328,937.25 01-Dec-2006 10 7.920% 1620,~~348~~420.6099 Group 6 0011716652 486,847.75 01-Mar-2007 7 7.125% 24,212.70 Group 6 0011716939 259,460.43 01-Feb-2007 8 7.475% 15,094.67 Group 6 0011717028 435,539.54 01-Feb-2007 8 9.255% 31,790.76 Group 6 0011717477 746,932.52 01-Mar-2007 7 9.175% 48,650.34 Group 6 0011717939 319,102.30 01-Apr-2007 6 9.120% 18,356.09 Group 6 0011718806 395,106.95 01-Mar-2007 7 7.250% 20,020.01 Group 6 0011718832 607,500.00 01-Dec-2006 810 7.875% 2937,~~868~~335.7391 Group 6 0011720325 343,583.25 01-Dec-2006 10 8.900% 24,063.46 Group 6 0011720403 159,499.30 01-Jan-2007 9 8.745% 10,973.82 Group 6 0011721435 475,307.16 01-Mar-2007 7 8.420% 28,249.43 Group 6 0011722103 415,~~615~~542.7537 01-Dec-2006 810 9.150% 2329,~~976~~967.95 Group 6 0011722162 430,301.38 01-Feb-2007 8 7.950% 26,760.05 Group 6 0011722679 303,570.79 01-Mar-2007 7 8.500% 18,224.40 Group 6 0011722922 247,525.71 01-Mar-2007 7 7.695% 13,367.16 Group 6 0011722936 329,386.56 01-Mar-2007 7 6.770% 15,505.76 Group 6 0011722981 303,481.36 01-Dec-2006 10 8.000% 18,981.55 Group 6 0011723267 207,393.91 01-Apr-2007 6 8.990% 11,750.72 Group 6 0011724084 477,762.27 01-Feb-2007 8 7.345% 27,307.33 Group 6 0011726442 418,865.96 01-Mar-2007 7 9.250% 27,517.42 Group 6 ~~0011726120~~0011729281 86335,~~679~~414.8071 01-Feb-2007 8 7.945% 20,825.33 Group 6 0011730309 526,301.48 01-Jan-2007 9 8.650% 35,794.50 Group 6 0011730469 283,630.04 01-Mar-2007 7 9.120% 18,344.87 Group 6 0011730727 430,053.23 01-Apr-2007 6 7.870% 21,143.39 Group 6 0011731143 341,916.42 01-Mar-2007 7 8.500% 20,526.41 Group 6 0011731359 319,560.70 01-Mar-2007 7 9.695% 422,~~748~~046.8288 Group 6 0011731428 303,~~749~~395.0660 01-Dec-2006 810 9.145% 1721,~~550~~925.6085 Group 6 ~~0011732066~~0011733121 ~~493~~358,~~747~~390.6595 01-~~Dec~~Apr-~~2006~~2007 86 87.~~220~~500% 2516,~~425~~751.5346 Group 6 0011733867 303,~~689~~624.2336 01-Jan-2007 79 8.630% 1620,~~467~~582.6441 Group 6 0011734181 236,000.00 01-Dec-2006 810 7.570% 1113,~~123~~904.5240 Group 6 0011734449 410,398.37 01-Dec-2006 10 7.990% 25,658.83 Group 6 0011734681 289,240.18 01-Feb-2007 8 7.895% 17,855.27 Group 6 0011735007 45,316.94 01-Apr-2007 6 9.875% 2,838.62 Group 6 0011735034 230,~~605~~313.0779 01-Dec-2006 10 8.695% 15,782.26 Group 6 0011735116 597,897.53 01-Jan-2007 9 7.350% 34,162.01 Group 6 0011738219 342,907.83 01-Feb-2007 8 8.695% 1223,~~633~~450.01 Group 6 0011738333 224,000.00 01-Feb-2007 8 7.945% 13,897.40 Group 6 0011741060 359,450.57 01-Mar-2007 7 8.295% 21,027.03 Group 6 ~~0011738219~~0011743752 ~~343~~271,~~082~~027.6017 01-Feb-2007 8 7.990% 16,944.90 Group 6 0011744868 496,000.00 01-Feb-2007 8 7.~~695~~375% 28,416.60 Group 6 0011745053 283,393.84 01-Feb-2007 8 8.320% 18,~~764~~496.6616 Group 7 0011669391 189,229.33 01-Jan-2007 9 7.750% 11,480.41 Group 7 0011705610 389,600.00 01-Mar-2007 7 6.625% 17,897.31 Group 7 0011715389 398,~~377~~222.6538 01-Feb-2007 68 7.025% 1721,~~344~~676.3024 Group 7 0011736956 477,~~535~~220.5602 01-Mar-2007 57 7.775% 26,080.75 Group 8 0011640467 40,292.81 01-Apr-2007 6 10.395% 2,660.20 Group 8 0011701991 242,~~291~~178.5944 01-Mar-2007 7 7.990% 13,625.40 Group 8 0011702318 199,222.51 01-Feb-2007 8 7.990% 12,455.72 Group 8 0011709253 298,883.23 01-Mar-2007 7 8.870% 18,771.46 Group 8 0011709990 373,~~909~~509.3219 01-Jan-2007 79 9.560% 2228,~~636~~281.8941

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 8790 ~~Nov~~Jan-0607 0.000% Original Principal Balance 2426,~~009~~064,~~221~~844.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 2325,~~928~~971,~~472~~654.0821 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 02.~~000~~100% Loans in Foreclosure ~~326~~354 ~~Apr~~Jun-07 04.~~000~~203% Original Principal Balance ~~101~~104,~~966~~868,~~010~~051.00 ~~May~~Jul-07 26.~~100~~078% Current Scheduled Balance ~~101~~104,~~656~~462,~~014~~547.5367 ~~Jun~~Aug-07 48.~~203~~755% ~~Jul~~Sep-07 610.~~078~~482% ~~Aug~~Oct-07 810.~~755~~933% ~~Sep~~Nov-07 1011.~~482~~441% ~~Oct~~Dec-07 1011.~~933~~451% *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 1 ~~- No Foreclosure Information to report this period. Group 2~~ 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 131 ~~Nov~~Jan-0607 0.000% Original Principal Balance 2264,~~800,022~~000.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 2263,~~786,328~~626.1352 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 571 ~~Apr~~Jun-07 0.000% Original Principal Balance 13264,~~218~~000.00 Jul-07 0.000% Current Scheduled Balance 263,~~142~~626.52 Aug-07 0.000% Sep-07 0.000% Oct-07 0.000% Nov-07 0.000% Dec-07 2.837% *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 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 18 Jan-07 0.000% Original Principal Balance 4,225,160.00 ~~May~~Feb-07 10.~~471~~000% Current Scheduled Balance 134,~~173~~210,~~235~~631.3070 Mar-07 0.000% Apr-07 0.000% Current Foreclosure Total May-07 1.471% Loans in Foreclosure 73 Jun-07 3.486% Original Principal Balance 16,095,407.00 Jul-07 5.417% Current Scheduled Balance 16,034,031.87 Aug-07 8.556% Sep-07 9.919% Oct-07 8.931% Nov-07 10.554% Dec-07 11.123% *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 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 41 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~989~~213,~~200~~000.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance ~~985~~210,~~818~~573.0064 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 01.~~000~~052% Loans in Foreclosure 4 ~~Apr~~Jun-07 0.~~000~~636% Original Principal Balance ~~989~~1,~~200~~137,400.00 ~~May~~Jul-07 10.~~052~~648% Current Scheduled Balance ~~985~~1,~~818~~131,589.0055 ~~Jun~~Aug-07 0.~~636~~367% ~~Jul~~Sep-07 0.~~648~~697% ~~Aug~~Oct-07 03.~~367~~874% ~~Sep~~Nov-07 03.~~697~~680% ~~Oct~~Dec-07 34.~~874~~521% *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 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 42 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~648~~395,~~475~~100.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance ~~647~~394,~~004~~028.7644 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.~~000~~329% Loans in Foreclosure 914 ~~Apr~~Jun-07 0.~~000~~330% Original Principal Balance 12,~~975~~986,~~075~~420.00 ~~May~~Jul-07 01.~~329~~305% Current Scheduled Balance 12,~~963~~967,~~657~~483.9032 ~~Jun~~Aug-07 02.~~330~~155% ~~Jul~~Sep-07 12.~~305~~417% ~~Aug~~Oct-07 23.~~155~~050% ~~Sep~~Nov-07 24.~~417~~578% ~~Oct~~Dec-07 34.~~050~~757% *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 5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Nov~~Jan-0607 0.000% Original Principal Balance 0.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 0.00 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 1 ~~Apr~~Jun-07 0.~~000~~545% Original Principal Balance 162,000.00 ~~May~~Jul-07 0.~~000~~545% Current Scheduled Balance 161,~~555~~471.8528 ~~Jun~~Aug-07 0.545% ~~Jul~~Sep-07 0.545% ~~Aug~~Oct-07 0.545% ~~Sep~~Nov-07 0.545% ~~Oct~~Dec-07 0.545% *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 6 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 5256 ~~Nov~~Jan-0607 0.000% Original Principal Balance 16,~~042~~924,~~484~~404.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 1516,~~989~~867,~~907~~844.4715 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 03.~~000~~340% Loans in Foreclosure ~~215~~214 ~~Apr~~Jun-07 06.~~000~~442% Original Principal Balance 7368,~~546~~496,~~173~~684.00 ~~May~~Jul-07 39.~~340~~295% Current Scheduled Balance 7368,~~339~~249,~~610~~458.1402 ~~Jun~~Aug-07 612.~~442~~887% ~~Jul~~Sep-07 915.~~295~~629% ~~Aug~~Oct-07 1216.~~887~~372% ~~Sep~~Nov-07 1516.~~629~~173% ~~Oct~~Dec-07 1615.~~372~~380% *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 7 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 118 ~~Nov~~Jan-0607 0.000% Original Principal Balance 3,~~043~~189,~~180~~080.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 3,~~035~~178,~~130~~437.8105 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 02.~~000~~498% Loans in Foreclosure 2429 ~~Apr~~Jun-07 04.~~000~~757% Original Principal Balance 811,~~841~~099,~~980~~760.00 ~~May~~Jul-07 24.~~498~~782% Current Scheduled Balance 811,~~813~~060,~~140~~024.0187 ~~Jun~~Aug-07 46.~~757~~572% ~~Jul~~Sep-07 48.~~782~~591% ~~Aug~~Oct-07 610.~~572~~387% ~~Sep~~Nov-07 810.~~591~~976% ~~Oct~~Dec-07 1013.~~387~~165% *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 8 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 34 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~485~~854,~~860~~100.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance ~~484~~846,~~282~~512.9171 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 1618 ~~Apr~~Jun-07 0.~~000~~668% Original Principal Balance 34,~~233~~626,~~440~~380.00 ~~May~~Jul-07 01.~~000~~679% Current Scheduled Balance 34,~~218~~594,~~997~~862.3324 ~~Jun~~Aug-07 03.~~668~~409% ~~Jul~~Sep-07 13.~~679~~203% ~~Aug~~Oct-07 32.~~409~~668% ~~Sep~~Nov-07 34.~~203~~002% ~~Oct~~Dec-07 24.~~668~~030% *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 2 0011653521 Jul-2007 01-Oct-2006 IL 80.00 126,400.00 Group 2 0011656288 Sep-2007 01-Oct-2006 IL 80.00 148,000.00 Group 2 0011656928 Oct-2007 01-Oct-2006 MD 80.00 136,000.00 Group 2 0011661987 Sep-2007 01-Dec-2006 NJ 80.00 268,000.00 Group 2 0011663867 Jun-2007 01-Oct-2006 IL 80.00 320,000.00 Group 2 0011674499 Sep-2007 01-Nov-2006 CA 80.00 328,000.00 Group 2 0011674546 Oct-2007 01-Nov-2006 CA 80.00 388,000.00 Group 2 0011677464 Jun-2007 01-Nov-2006 OH 80.00 100,000.00 Group 2 0011677592 Oct-2007 01-Dec-2006 CA 80.00 357,600.00 Group 2 0011683287 Jul-2007 01-Dec-2006 CA 80.00 300,000.00 Group 2 0011685197 Jun-2007 01-Nov-2006 FL 80.00 172,000.00 Group 2 0011685539 Oct-2007 01-Nov-2006 WA 80.00 267,600.00 Group 2 0011686687 May-2007 01-Nov-2006 NJ 85.00 140,250.00 Group 2 0011687693 Oct-2007 01-Nov-2006 FL 80.00 116,800.00 Group 2 0011693704 Sep-2007 01-Nov-2006 CA 78.30 313,000.00 Group 2 0011694211 Jun-2007 01-Dec-2006 NJ 80.00 188,000.00 Group 2 0011694497 Jun-2007 01-Nov-2006 WA 95.00 224,200.00 Group 2 0011695484 Aug-2007 01-Nov-2006 CA 80.00 288,000.00 Group 2 0011695805 Aug-2007 01-Dec-2006 MA 95.00 174,800.00 Group 2 0011700784 Aug-2007 01-Nov-2006 CT 80.00 139,200.00 Group 2 0011701683 Oct-2007 01-Dec-2006 IL 80.00 124,000.00 Group 2 0011701875 Jul-2007 01-Dec-2006 CA 80.00 400,000.00 Group 2 0011702133 Aug-2007 01-Dec-2006 IL 80.00 148,000.00 Group 2 0011702206 Jul-2007 01-Oct-2006 CA 80.00 292,000.00 Group 2 0011704088 Sep-2007 01-Nov-2006 CA 85.00 379,100.00 Group 2 0011705497 Sep-2007 01-Dec-2006 CA 80.00 276,000.00 Group 2 0011706589 Sep-2007 01-Dec-2006 CT 80.00 272,000.00 Group 2 0011709765 Oct-2007 01-Dec-2006 FL 80.00 179,200.00 Group 2 0011710454 Aug-2007 01-Dec-2006 CA 80.00 308,000.00 Group 2 0011711057 Jul-2007 01-Dec-2006 CA 80.00 384,000.00 Group 2 0011712486 Aug-2007 01-Dec-2006 NM 80.00 124,800.00 Group 2 0011713687 Sep-2007 01-Dec-2006 MI 74.60 82,000.00 Group 2 0011715731 Oct-2007 01-Dec-2006 DC 80.00 287,920.00 Group 2 0011717060 Sep-2007 01-Dec-2006 CA 85.00 369,750.00 Group 2 0011717841 Sep-2007 01-Dec-2006 CA 80.00 244,000.00 Group 2 0011719342 Aug-2007 01-Dec-2006 MS 95.00 76,000.00 Group 2 0011719922 Oct-2007 01-Nov-2006 MN 80.00 201,960.00 Group 2 0011720724 Jul-2007 01-Dec-2006 CA 70.00 283,500.00 Group 2 0011724385 Aug-2007 01-Dec-2006 CA 84.00 315,000.00 Group 2 0011725318 Aug-2007 01-Dec-2006 NY 80.00 372,000.00 Group 2 0011725783 Aug-2007 01-Dec-2006 CA 80.00 296,000.00 Group 2 0011726471 Aug-2007 01-Dec-2006 CA 80.00 336,000.00 Group 2 0011726576 Sep-2007 01-Dec-2006 WA 80.00 197,560.00 Group 2 0011726664 Sep-2007 01-Nov-2006 PA 90.00 154,800.00 Group 2 0011726734 Aug-2007 01-Dec-2006 TX 80.00 91,120.00 Group 2 0011727068 Oct-2007 01-Dec-2006 VA 80.00 244,000.00 Group 2 0011727828 Jun-2007 01-Dec-2006 NY 80.00 212,000.00 Group 2 0011728046 Aug-2007 01-Dec-2006 IL 80.00 280,000.00 Group 2 0011729878 Sep-2007 01-Dec-2006 FL 80.00 112,000.00 Group 2 0011731198 Oct-2007 01-Dec-2006 TN 80.00 84,400.00 Group 2 0011731835 Sep-2007 01-Dec-2006 CA 80.00 396,000.00 Group 2 0011732633 Sep-2007 01-Dec-2006 ME 80.00 89,040.00 Group 2 0011735298 Jun-2007 01-Dec-2006 WA 80.00 92,000.00 Group 2 0011735514 Jul-2007 01-Dec-2006 MA 80.00 320,000.00 Group 2 0011736411 Oct-2007 01-Dec-2006 MD 75.00 303,750.00 Group 2 0011741341 Oct-2007 01-Dec-2006 TX 80.00 108,792.00 Group 2 0011741992 Jul-2007 01-Dec-2006 CA 80.00 285,600.00 Group 3 0011692309 Oct-2007 01-Nov-2006 AZ 80.00 236,000.00 Group 3 0011711930 Oct-2007 01-Dec-2006 CA 80.00 382,400.00 Group 3 0011714451 Oct-2007 01-Dec-2006 TN 80.00 64,800.00 Group 3 0011730607 Oct-2007 01-Dec-2006 NH 90.00 306,000.00 Group 4 0011698002 Aug-2007 01-Nov-2006 FL 73.90 384,000.00 Group 4 0011700039 Oct-2007 01-Dec-2006 TN 95.00 49,875.00 Group 4 0011701200 Oct-2007 01-Dec-2006 CA 80.00 313,600.00 Group 4 0011706156 Jul-2007 01-Nov-2006 FL 77.60 225,000.00 Group 4 0011707042 Oct-2007 01-Nov-2006 NY 20.00 75,000.00 Group 4 0011710496 Sep-2007 01-Dec-2006 TX 80.00 124,800.00 Group 4 0011717955 Jul-2007 01-Dec-2006 MA 80.00 412,000.00 Group 4 0011718499 Oct-2007 01-Dec-2006 NV 75.00 210,000.00 Group 4 0011729334 Aug-2007 01-Dec-2006 MA 80.00 180,800.00 Group 5 0011736142 Jun-2007 01-Dec-2006 FL 87.60 162,000.00 Group 6 0011511193 Oct-2007 01-Jun-2006 CA 90.00 362,700.00 Group 6 0011578878 Sep-2007 01-Oct-2006 IL 86.80 123,250.00 Group 6 0011600177 Aug-2007 01-Sep-2006 SC 80.00 177,600.00 Group 6 0011621633 Aug-2007 01-Dec-2006 NY 80.00 354,400.00 Group 6 0011636307 Oct-2007 01-Sep-2006 AZ 80.00 172,000.00 Group 6 0011637849 Aug-2007 01-Dec-2006 MA 80.00 312,000.00 Group 6 0011639321 Sep-2007 01-Sep-2006 CA 80.00 392,000.00 Group 6 0011642950 Oct-2007 01-Oct-2006 WI 85.00 97,750.00 Group 6 0011656949 Oct-2007 01-Oct-2006 CA 80.00 396,800.00 Group 6 0011660015 Sep-2007 01-Nov-2006 IL 80.00 512,000.00 Group 6 0011661168 Jul-2007 01-Dec-2006 MA 95.00 200,450.00 Group 6 0011661312 Oct-2007 01-Dec-2006 ID 80.00 230,400.00 Group 6 0011661541 Sep-2007 01-Dec-2006 FL 95.00 237,500.00 Group 6 0011667275 Sep-2007 01-Nov-2006 CA 80.00 480,000.00 Group 6 0011667842 Aug-2007 01-Nov-2006 FL 80.00 232,000.00 Group 6 0011670954 Jul-2007 01-Nov-2006 FL 80.00 200,000.00 Group 6 0011672223 Aug-2007 01-Nov-2006 CA 90.00 531,000.00 Group 6 0011672818 Sep-2007 01-Oct-2006 CA 88.20 750,000.00 Group 6 0011673552 Sep-2007 01-Nov-2006 CA 80.00 292,000.00 Group 6 0011674977 Oct-2007 01-Dec-2006 NY 80.00 512,800.00 Group 6 0011675757 May-2007 01-Nov-2006 CA 80.70 385,000.00 Group 6 0011675826 Aug-2007 01-Dec-2006 FL 80.00 332,000.00 Group 6 0011676006 Jul-2007 01-Nov-2006 CA 80.00 516,000.00 Group 6 0011677765 Oct-2007 01-Dec-2006 CA 80.00 416,000.00 Group 6 0011678926 Oct-2007 01-Nov-2006 MA 80.00 469,600.00 Group 6 0011680441 Aug-2007 01-Nov-2006 CA 80.00 356,000.00 Group 6 0011681246 Oct-2007 01-Dec-2006 CA 82.30 395,960.00 Group 6 0011681750 Oct-2007 01-Nov-2006 FL 80.00 243,200.00 Group 6 0011683447 Jul-2007 01-Nov-2006 NY 80.00 432,000.00 Group 6 0011684578 Aug-2007 01-Nov-2006 MS 78.40 54,580.00 Group 6 0011685473 Aug-2007 01-Dec-2006 CA 80.00 444,000.00 Group 6 0011687658 Sep-2007 01-Dec-2006 NY 80.00 448,800.00 Group 6 0011688103 Aug-2007 01-Nov-2006 FL 80.00 520,000.00 Group 6 0011689466 Sep-2007 01-Dec-2006 FL 80.00 260,000.00 Group 6 0011689755 Jun-2007 01-Nov-2006 NY 80.00 290,400.00 Group 6 0011689856 Jun-2007 01-Nov-2006 OH 95.00 108,300.00 Group 6 0011691192 Jul-2007 01-Nov-2006 CA 80.00 656,000.00 Group 6 0011692112 Jun-2007 01-Nov-2006 CA 80.00 536,000.00 Group 6 0011692213 Jul-2007 01-Nov-2006 CA 80.00 301,200.00 Group 6 0011692670 Sep-2007 01-Nov-2006 NJ 80.00 159,920.00 Group 6 0011693007 Jul-2007 01-Dec-2006 CA 80.00 304,000.00 Group 6 0011693816 Aug-2007 01-Dec-2006 TX 80.00 205,920.00 Group 6 0011695730 Oct-2007 01-Dec-2006 CA 80.00 280,000.00 Group 6 0011696774 Aug-2007 01-Dec-2006 MA 80.00 540,000.00 Group 6 0011696944 Oct-2007 01-Dec-2006 WA 90.00 270,000.00 Group 6 0011697751 Sep-2007 01-Dec-2006 CA 80.00 272,000.00 Group 6 0011697930 Jul-2007 01-Dec-2006 CA 80.00 340,000.00 Group 6 0011698129 Oct-2007 01-Dec-2006 FL 80.00 208,000.00 Group 6 0011698510 Jul-2007 01-Dec-2006 CA 80.00 244,000.00 Group 6 0011699218 Oct-2007 01-Nov-2006 MA 80.00 407,200.00 Group 6 0011699972 Oct-2007 01-Nov-2006 MA 80.00 249,600.00 Group 6 0011700374 Sep-2007 01-Nov-2006 CA 80.00 254,000.00 Group 6 0011701437 Aug-2007 01-Nov-2006 FL 95.00 300,105.00 Group 6 0011702235 Jul-2007 01-Nov-2006 CA 80.00 280,800.00 Group 6 0011702521 Aug-2007 01-Nov-2006 NY 93.30 630,000.00 Group 6 0011703225 Oct-2007 01-Dec-2006 CA 80.00 296,000.00 Group 6 0011703835 Sep-2007 01-Dec-2006 CA 80.00 352,000.00 Group 6 0011704793 Aug-2007 01-Dec-2006 OH 95.00 80,750.00 Group 6 0011705315 Sep-2007 01-Dec-2006 CA 80.00 288,000.00 Group 6 0011705585 Sep-2007 01-Dec-2006 MD 80.00 288,000.00 Group 6 0011705715 Sep-2007 01-Dec-2006 CA 80.00 156,000.00 Group 6 0011705769 Oct-2007 01-Nov-2006 AZ 80.00 440,000.00 Group 6 0011705889 Sep-2007 01-Dec-2006 VA 80.00 176,000.00 Group 6 0011706387 Aug-2007 01-Nov-2006 DC 80.00 240,000.00 Group 6 0011706667 Aug-2007 01-Dec-2006 CA 80.00 428,000.00 Group 6 0011707388 Aug-2007 01-Nov-2006 CA 80.00 400,000.00 Group 6 0011707417 Jul-2007 01-Dec-2006 CA 80.00 664,000.00 Group 6 0011707720 Aug-2007 01-Nov-2006 NY 85.00 399,500.00 Group 6 0011708054 Sep-2007 01-Nov-2006 CA 80.00 507,992.00 Group 6 0011708206 Oct-2007 01-Dec-2006 WA 80.00 112,800.00 Group 6 0011709180 Jul-2007 01-Nov-2006 FL 95.00 223,250.00 Group 6 0011709298 Jun-2007 01-Nov-2006 FL 80.00 151,920.00 Group 6 0011709348 Oct-2007 01-Dec-2006 CA 80.00 256,000.00 Group 6 0011709539 Jun-2007 01-Dec-2006 FL 85.00 212,500.00 Group 6 0011709785 May-2007 01-Dec-2006 NY 80.00 399,760.00 Group 6 0011709840 Sep-2007 01-Nov-2006 WA 80.00 432,000.00 Group 6 0011709892 Oct-2007 01-Dec-2006 CA 80.00 240,000.00 Group 6 0011709910 Aug-2007 01-Dec-2006 CA 80.00 320,000.00 Group 6 0011709957 Jul-2007 01-Nov-2006 NY 79.40 500,000.00 Group 6 0011710343 Jun-2007 01-Dec-2006 CA 80.00 612,000.00 Group 6 0011710625 Sep-2007 01-Nov-2006 OH 80.00 468,000.00 Group 6 0011710667 Sep-2007 01-Dec-2006 NJ 80.00 440,000.00 Group 6 0011710969 May-2007 01-Dec-2006 CT 80.00 349,600.00 Group 6 0011710998 Sep-2007 01-Dec-2006 NY 80.00 330,720.00 Group 6 0011711035 May-2007 01-Dec-2006 TX 80.00 288,000.00 Group 6 0011711515 Aug-2007 01-Dec-2006 CA 80.00 398,400.00 Group 6 0011711532 May-2007 01-Dec-2006 TX 80.00 313,600.00 Group 6 0011711574 Oct-2007 01-Dec-2006 OR 80.00 504,000.00 Group 6 0011711587 Sep-2007 01-Dec-2006 CA 80.00 448,000.00 Group 6 0011711703 Aug-2007 01-Dec-2006 CA 95.00 361,000.00 Group 6 0011711991 Oct-2007 01-Dec-2006 CA 80.00 400,000.00 Group 6 0011712300 Sep-2007 01-Dec-2006 CA 80.00 216,800.00 Group 6 0011712318 Oct-2007 01-Dec-2006 GA 80.00 213,120.00 Group 6 0011712363 Sep-2007 01-Dec-2006 CA 95.00 451,000.00 Group 6 0011712556 Jul-2007 01-Dec-2006 CA 80.00 584,000.00 Group 6 0011712871 Jul-2007 01-Dec-2006 NY 80.00 220,000.00 Group 6 0011714275 Oct-2007 01-Dec-2006 TX 80.00 112,800.00 Group 6 0011714782 Aug-2007 01-Dec-2006 CA 80.00 303,200.00 Group 6 0011714854 Jul-2007 01-Dec-2006 CA 80.00 652,000.00 Group 6 0011715256 Jun-2007 01-Dec-2006 NJ 80.00 276,000.00 Group 6 0011715280 Sep-2007 01-Dec-2006 CO 80.00 192,000.00 Group 6 0011715360 Aug-2007 01-Dec-2006 CT 80.00 148,000.00 Group 6 0011715446 May-2007 01-Dec-2006 NY 80.00 552,000.00 Group 6 0011715845 May-2007 01-Dec-2006 MN 80.00 460,720.00 Group 6 0011715969 Oct-2007 01-Dec-2006 NY 80.00 400,000.00 Group 6 0011716049 Oct-2007 01-Dec-2006 CA 80.00 320,000.00 Group 6 0011716124 Aug-2007 01-Dec-2006 CA 80.00 245,600.00 Group 6 0011716292 Oct-2007 01-Dec-2006 NJ 76.80 480,000.00 Group 6 0011716337 Sep-2007 01-Dec-2006 TX 80.00 125,728.00 Group 6 0011716347 Oct-2007 01-Dec-2006 MD 95.00 408,500.00 Group 6 0011716652 Aug-2007 01-Dec-2006 CA 80.00 488,000.00 Group 6 0011716757 Sep-2007 01-Dec-2006 FL 80.00 244,000.00 Group 6 0011716939 Jul-2007 01-Dec-2006 CA 80.00 260,000.00 Group 6 0011717028 Jul-2007 01-Dec-2006 CA 80.00 436,000.00 Group 6 0011717071 Oct-2007 01-Dec-2006 CA 80.00 559,200.00 Group 6 0011717291 Oct-2007 01-Dec-2006 CA 80.00 400,000.00 Group 6 0011717366 Jun-2007 01-Dec-2006 NY 80.00 352,000.00 Group 6 0011717457 Oct-2007 01-Dec-2006 CA 90.00 328,500.00 Group 6 0011717477 Aug-2007 01-Dec-2006 CA 70.00 749,000.00 Group 6 0011717939 Sep-2007 01-Dec-2006 VA 80.00 320,000.00 Group 6 0011718071 Oct-2007 01-Dec-2006 CA 95.00 394,250.00 Group 6 0011718390 Oct-2007 01-Dec-2006 MA 80.00 248,000.00 Group 6 0011718806 Aug-2007 01-Dec-2006 CA 80.00 396,000.00 Group 6 0011719087 Sep-2007 01-Dec-2006 FL 80.00 584,000.00 Group 6 0011719341 Oct-2007 01-Dec-2006 FL 80.00 444,000.00 Group 6 0011719549 Jul-2007 01-Dec-2006 NY 80.00 400,000.00 Group 6 0011719710 Jul-2007 01-Dec-2006 NY 80.00 381,600.00 Group 6 0011720201 Sep-2007 01-Dec-2006 CA 87.60 722,500.00 Group 6 0011720325 Oct-2007 01-Dec-2006 CA 80.00 344,000.00 Group 6 0011720403 Jun-2007 01-Dec-2006 FL 80.00 160,000.00 Group 6 0011720792 May-2007 01-Dec-2006 FL 80.00 216,000.00 Group 6 0011720994 Jun-2007 01-Dec-2006 NY 80.00 420,000.00 Group 6 0011721112 May-2007 01-Dec-2006 CA 80.00 544,000.00 Group 6 0011721166 Oct-2007 01-Dec-2006 NY 90.00 306,000.00 Group 6 0011721435 Aug-2007 01-Dec-2006 CA 80.00 476,000.00 Group 6 0011721454 Aug-2007 01-Dec-2006 FL 80.00 156,000.00 Group 6 0011721838 Aug-2007 01-Dec-2006 FL 80.00 269,600.00 Group 6 0011721959 Aug-2007 01-Dec-2006 NY 80.00 292,000.00 Group 6 0011722162 Oct-2007 01-Dec-2006 CA 80.00 432,000.00 Group 6 0011722188 Oct-2007 01-Dec-2006 CA 80.00 168,800.00 Group 6 0011722332 Aug-2007 01-Dec-2006 CA 80.00 796,000.00 Group 6 0011722333 Jul-2007 01-Dec-2006 CA 80.00 320,000.00 Group 6 0011722679 Sep-2007 01-Dec-2006 VA 80.00 304,000.00 Group 6 0011722722 Aug-2007 01-Dec-2006 FL 80.00 136,000.00 Group 6 0011722814 Aug-2007 01-Dec-2006 IN 90.00 49,500.00 Group 6 0011722908 Sep-2007 01-Dec-2006 CA 80.00 472,000.00 Group 6 0011722922 Aug-2007 01-Dec-2006 CA 80.00 248,000.00 Group 6 0011722936 Aug-2007 01-Dec-2006 CA 80.00 330,274.00 Group 6 0011722981 Jun-2007 01-Dec-2006 CA 80.00 304,000.00 Group 6 0011723049 Sep-2007 01-Dec-2006 CA 80.00 316,000.00 Group 6 0011723231 May-2007 01-Dec-2006 FL 80.00 312,000.00 Group 6 0011723267 Sep-2007 01-Dec-2006 VA 80.00 208,000.00 Group 6 0011723567 Sep-2007 01-Dec-2006 CA 80.00 328,000.00 Group 6 0011723723 Aug-2007 01-Dec-2006 IL 80.00 306,400.00 Group 6 0011724005 Jul-2007 01-Dec-2006 OH 75.00 103,650.00 Group 6 0011724084 Aug-2007 01-Dec-2006 CA 80.00 480,000.00 Group 6 0011724508 Aug-2007 01-Dec-2006 FL 80.00 192,000.00 Group 6 0011724609 Aug-2007 01-Dec-2006 NY 80.00 472,000.00 Group 6 0011725187 Sep-2007 01-Dec-2006 NJ 80.00 436,000.00 Group 6 0011725458 Oct-2007 01-Dec-2006 VA 80.00 304,000.00 Group 6 0011725607 Sep-2007 01-Dec-2006 CA 80.00 454,260.00 Group 6 0011725679 Sep-2007 01-Dec-2006 CA 80.00 224,000.00 Group 6 0011726009 Jul-2007 01-Dec-2006 TX 80.00 288,000.00 Group 6 0011726350 Jul-2007 01-Dec-2006 CA 80.00 506,400.00 Group 6 0011726442 Aug-2007 01-Dec-2006 CA 80.00 420,000.00 Group 6 0011726599 Sep-2007 01-Dec-2006 CA 80.00 465,600.00 Group 6 0011726683 Jul-2007 01-Jan-2007 FL 80.00 488,000.00 Group 6 0011726848 Oct-2007 01-Dec-2006 TX 80.00 183,992.00 Group 6 0011726884 Oct-2007 01-Dec-2006 FL 80.00 324,000.00 Group 6 0011727753 Oct-2007 01-Nov-2006 CA 80.00 324,000.00 Group 6 0011727844 Sep-2007 01-Nov-2006 OR 90.00 243,000.00 Group 6 0011727916 Oct-2007 01-Jan-2007 TX 80.00 214,142.00 Group 6 0011727961 Oct-2007 01-Dec-2006 NC 80.00 109,600.00 Group 6 0011728337 Jul-2007 01-Dec-2006 NV 80.00 214,400.00 Group 6 0011728693 Aug-2007 01-Dec-2006 NY 80.00 340,000.00 Group 6 0011728757 Jun-2007 01-Dec-2006 FL 80.00 235,200.00 Group 6 0011728846 Oct-2007 01-Dec-2006 CA 80.00 404,000.00 Group 6 0011729009 Jul-2007 01-Dec-2006 FL 80.00 188,000.00 Group 6 0011729281 Jul-2007 01-Dec-2006 CA 80.00 336,000.00 Group 6 0011729798 Sep-2007 01-Dec-2006 CA 80.00 585,600.00 Group 6 0011729825 Oct-2007 01-Dec-2006 FL 80.00 232,000.00 Group 6 0011730175 Oct-2007 01-Dec-2006 CA 80.00 283,120.00 Group 6 0011730246 Oct-2007 01-Dec-2006 NM 85.00 130,050.00 Group 6 0011730309 Jun-2007 01-Dec-2006 CA 80.00 528,000.00 Group 6 0011730469 Aug-2007 01-Dec-2006 CA 80.00 284,000.00 Group 6 0011730554 Sep-2007 01-Dec-2006 OH 80.00 223,920.00 Group 6 0011730562 Aug-2007 01-Dec-2006 FL 88.90 240,000.00 Group 6 0011731143 Aug-2007 01-Dec-2006 CA 80.00 342,400.00 Group 6 0011731359 Aug-2007 01-Dec-2006 CA 80.00 320,000.00 Group 6 0011733121 Sep-2007 01-Dec-2006 VA 80.00 360,000.00 Group 6 0011733741 Sep-2007 01-Dec-2006 MD 80.00 393,600.00 Group 6 0011734152 Sep-2007 01-Dec-2006 CA 80.00 308,000.00 Group 6 0011734449 Jul-2007 01-Dec-2006 AZ 80.00 412,000.00 Group 6 0011734458 Oct-2007 01-Dec-2006 FL 80.00 156,000.00 Group 6 0011734681 Jul-2007 01-Dec-2006 CA 80.00 290,400.00 Group 6 0011735007 Sep-2007 01-Dec-2006 TX 100.00 45,600.00 Group 6 0011735116 Jun-2007 01-Dec-2006 CA 80.00 599,200.00 Group 6 0011735163 Aug-2007 01-Dec-2006 VA 80.00 280,000.00 Group 6 0011735474 Jul-2007 01-Dec-2006 CA 80.00 288,720.00 Group 6 0011736342 Aug-2007 01-Dec-2006 DC 80.00 332,000.00 Group 6 0011736539 May-2007 01-Dec-2006 NY 80.00 472,000.00 Group 6 0011736769 Sep-2007 01-Dec-2006 CA 80.00 344,000.00 Group 6 0011738255 Oct-2007 01-Dec-2006 CA 80.00 487,200.00 Group 6 0011738333 Jul-2007 01-Dec-2006 CA 80.00 224,000.00 Group 6 0011739243 Oct-2007 01-Dec-2006 LA 80.00 98,400.00 Group 6 0011740944 Sep-2007 01-Dec-2006 FL 80.00 215,200.00 Group 6 0011741060 Aug-2007 01-Dec-2006 CA 80.00 360,000.00 Group 6 0011742089 May-2007 01-Dec-2006 NY 80.00 360,000.00 Group 6 0011742401 Sep-2007 01-Dec-2006 FL 89.70 538,000.00 Group 6 0011743177 Sep-2007 01-Dec-2006 CA 80.00 412,000.00 Group 6 0011743752 Oct-2007 01-Jan-2007 MD 80.00 272,000.00 Group 6 0011744868 Jul-2007 01-Dec-2006 CA 80.00 496,000.00 Group 6 0011745053 Jul-2007 01-Dec-2006 CA 80.00 284,400.00 Group 6 0011745678 Sep-2007 01-Dec-2006 CA 80.00 512,000.00 Group 6 0011750527 Jun-2007 01-Jan-2007 NY 80.00 448,000.00 Group 7 0011665268 Oct-2007 01-Dec-2006 ID 80.00 130,400.00 Group 7 0011669391 Jun-2007 01-Nov-2006 TX 80.00 191,200.00 Group 7 0011678647 Oct-2007 01-Dec-2006 WV 94.30 66,500.00 Group 7 0011694011 Sep-2007 01-Dec-2006 AZ 90.00 351,000.00 Group 7 0011697786 Oct-2007 01-Dec-2006 NJ 80.00 220,000.00 Group 7 0011697949 Aug-2007 01-Nov-2006 CA 80.00 488,000.00 Group 7 0011700247 May-2007 01-Dec-2006 FL 80.00 420,000.00 Group 7 0011702105 Sep-2007 01-Nov-2006 NV 80.00 524,000.00 Group 7 0011705610 Aug-2007 01-Dec-2006 CA 80.00 389,600.00 Group 7 0011707676 Oct-2007 01-Dec-2006 IL 80.00 252,000.00 Group 7 0011710475 Oct-2007 01-Dec-2006 CA 80.00 400,680.00 Group 7 0011710933 Sep-2007 01-Dec-2006 CA 80.00 484,000.00 Group 7 0011712830 May-2007 01-Dec-2006 NY 80.00 536,000.00 Group 7 0011713908 Jun-2007 01-Dec-2006 NY 80.00 660,000.00 Group 7 0011715426 May-2007 01-Dec-2006 NJ 80.00 264,000.00 Group 7 0011715486 Sep-2007 01-Dec-2006 NY 85.00 595,000.00 Group 7 0011718430 Oct-2007 01-Dec-2006 NY 80.00 209,600.00 Group 7 0011720305 Oct-2007 01-Dec-2006 MD 80.00 429,600.00 Group 7 0011720574 Oct-2007 01-Dec-2006 FL 80.00 300,000.00 Group 7 0011727824 Oct-2007 01-Dec-2006 IL 80.00 208,000.00 Group 7 0011730948 Oct-2007 01-Dec-2006 NY 80.00 510,400.00 Group 7 0011733069 Sep-2007 01-Dec-2006 NY 64.90 360,000.00 Group 7 0011733199 May-2007 01-Dec-2006 NY 80.00 536,000.00 Group 7 0011738878 Oct-2007 01-Dec-2006 CA 80.00 316,000.00 Group 8 0011404019 Sep-2007 01-Feb-2006 NM 20.00 18,980.00 Group 8 0011616663 Oct-2007 01-Oct-2006 PA 66.70 100,000.00 Group 8 0011685545 Jun-2007 01-Nov-2006 NY 90.00 51,300.00 Group 8 0011687128 Aug-2007 01-Nov-2006 CA 85.00 429,250.00 Group 8 0011696775 Aug-2007 01-Dec-2006 MA 20.00 135,000.00 Group 8 0011701991 Aug-2007 01-Nov-2006 CA 80.00 243,200.00 Group 8 0011702318 Jul-2007 01-Dec-2006 CA 80.00 200,000.00 Group 8 0011705650 Oct-2007 01-Dec-2006 CA 80.00 300,000.00 Group 8 0011707389 Sep-2007 01-Nov-2006 CA 20.00 100,000.00 Group 8 0011709253 Aug-2007 01-Dec-2006 CA 95.00 299,250.00 Group 8 0011710338 Jul-2007 01-Dec-2006 CA 20.00 153,000.00 Group 8 0011712872 Aug-2007 01-Dec-2006 NY 20.00 55,000.00 Group 8 0011715351 Aug-2007 01-Dec-2006 NY 80.00 420,000.00 Group 8 0011726351 Jul-2007 01-Dec-2006 CA 20.00 126,600.00 Group 8 0011730207 Oct-2007 01-Dec-2006 NY 20.00 85,860.00 Group 8 0011741202 Aug-2007 01-Dec-2006 NY 80.00 516,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Scheduled To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 2 0011653521 125,568.15 01-Feb-2007 6 9.950% 7,928.28 Group 2 0011656288 146,641.45 01-Feb-2007 6 7.945% 7,302.21 Group 2 0011656928 135,634.98 01-May-2007 3 9.270% 4,959.53 Group 2 0011661987 267,284.17 01-Apr-2007 4 8.690% 10,954.85 Group 2 0011663867 319,644.54 01-Jan-2007 7 9.125% 18,386.83 Group 2 0011674499 327,402.05 01-Apr-2007 4 7.600% 11,629.13 Group 2 0011674546 386,163.01 01-Apr-2007 4 6.990% 12,548.76 Group 2 0011677464 99,732.07 01-Jan-2007 7 8.990% 5,650.69 Group 2 0011677592 356,542.48 01-May-2007 3 6.020% 8,207.24 Group 2 0011683287 299,999.18 01-Feb-2007 6 6.740% 12,480.00 Group 2 0011685197 171,483.74 01-Jan-2007 7 8.600% 9,270.82 Group 2 0011685539 267,265.54 01-Apr-2007 4 8.600% 10,828.32 Group 2 0011686687 139,385.14 01-Dec-2006 8 9.500% 8,383.06 Group 2 0011687693 116,136.20 01-May-2007 3 9.895% 4,552.97 Group 2 0011693704 312,772.13 01-Apr-2007 4 9.990% 14,844.29 Group 2 0011694211 186,477.38 01-Jan-2007 7 7.700% 8,981.34 Group 2 0011694497 223,734.13 01-Jan-2007 7 9.850% 13,957.27 Group 2 0011695484 287,206.54 01-Mar-2007 5 8.895% 14,078.03 Group 2 0011695805 174,306.65 01-Mar-2007 5 8.500% 8,142.85 Group 2 0011700784 138,762.99 01-Mar-2007 5 8.445% 6,437.87 Group 2 0011701683 123,080.63 01-Apr-2007 4 8.145% 4,716.18 Group 2 0011701875 398,600.80 01-Feb-2007 6 7.750% 19,293.86 Group 2 0011702133 147,753.41 01-Mar-2007 5 7.600% 6,123.25 Group 2 0011702206 291,141.61 01-Feb-2007 6 8.960% 16,437.60 Group 2 0011704088 378,361.11 01-Apr-2007 4 7.420% 13,098.93 Group 2 0011705497 274,955.23 01-Apr-2007 4 7.470% 9,593.99 Group 2 0011706589 268,921.77 01-Apr-2007 4 7.995% 10,090.54 Group 2 0011709765 177,875.91 01-May-2007 3 8.620% 6,029.66 Group 2 0011710454 307,246.32 01-Jan-2007 7 8.990% 17,407.92 Group 2 0011711057 383,447.25 01-Jan-2007 7 7.990% 19,158.29 Group 2 0011712486 123,990.06 01-Mar-2007 5 9.145% 6,266.98 Group 2 0011713687 81,549.68 01-Apr-2007 4 9.620% 3,725.39 Group 2 0011715731 285,128.60 01-Mar-2007 5 6.775% 10,474.68 Group 2 0011717060 369,132.87 01-Apr-2007 4 7.595% 13,102.11 Group 2 0011717841 242,923.62 01-Apr-2007 4 6.920% 7,809.05 Group 2 0011719342 75,591.23 01-Jan-2007 7 9.720% 4,656.84 Group 2 0011719922 200,230.61 01-May-2007 3 7.875% 6,166.57 Group 2 0011720724 282,995.02 01-Feb-2007 6 7.420% 13,065.21 Group 2 0011724385 313,970.75 01-Feb-2007 6 7.990% 15,699.01 Group 2 0011725318 372,000.00 01-Mar-2007 5 6.750% 13,562.50 Group 2 0011725783 295,528.49 01-Mar-2007 5 7.720% 12,454.03 Group 2 0011726471 335,489.88 01-Mar-2007 5 7.850% 14,392.22 Group 2 0011726576 197,217.77 01-Feb-2007 6 7.495% 9,203.56 Group 2 0011726664 154,165.94 01-Apr-2007 4 8.000% 5,787.95 Group 2 0011726734 90,676.21 01-Jan-2007 7 10.195% 5,872.71 Group 2 0011727068 243,201.61 01-May-2007 3 7.990% 7,596.85 Group 2 0011727828 211,791.72 01-Jan-2007 7 8.990% 11,992.35 Group 2 0011728046 278,045.13 01-Mar-2007 5 8.445% 12,919.88 Group 2 0011729878 111,225.82 01-Apr-2007 4 8.495% 4,456.35 Group 2 0011731198 84,161.35 01-May-2007 3 8.695% 2,875.93 Group 2 0011731835 395,483.41 01-Apr-2007 4 8.250% 15,331.49 Group 2 0011732633 88,406.34 01-Apr-2007 4 8.350% 3,478.06 Group 2 0011735298 91,728.59 01-Jan-2007 7 8.350% 4,806.40 Group 2 0011735514 319,505.31 01-Feb-2007 6 7.800% 15,558.90 Group 2 0011736411 302,905.10 01-May-2007 3 8.550% 10,167.88 Group 2 0011741341 108,002.11 01-May-2007 3 8.250% 3,494.72 Group 2 0011741992 284,661.52 01-Feb-2007 6 7.970% 14,195.59 Group 3 0011692309 235,127.88 01-May-2007 3 7.875% 7,232.18 Group 3 0011711930 380,745.26 01-May-2007 3 6.990% 10,308.45 Group 3 0011714451 64,274.72 01-May-2007 3 7.695% 1,931.30 Group 3 0011730607 305,670.14 01-May-2007 3 8.750% 10,510.58 Group 4 0011698002 379,790.30 01-Mar-2007 5 6.800% 14,008.84 Group 4 0011700039 49,635.89 01-May-2007 3 10.270% 2,023.33 Group 4 0011701200 313,037.22 01-May-2007 3 7.400% 9,004.33 Group 4 0011706156 224,138.65 01-Feb-2007 6 7.750% 10,849.32 Group 4 0011707042 74,713.70 01-Apr-2007 4 10.875% 3,878.32 Group 4 0011710496 123,883.87 01-Apr-2007 4 8.195% 4,777.90 Group 4 0011717955 409,257.58 01-Feb-2007 6 8.720% 22,489.99 Group 4 0011718499 209,617.95 01-Apr-2007 4 9.990% 9,952.30 Group 4 0011729334 179,582.74 01-Mar-2007 5 8.625% 8,532.91 Group 5 0011736142 161,555.85 01-Jan-2007 7 8.600% 8,734.01 Group 6 0011511193 358,325.97 01-Jun-2007 2 7.990% 8,963.00 Group 6 0011578878 122,256.91 01-Apr-2007 4 8.599% 4,961.28 Group 6 0011600177 177,003.63 01-Mar-2007 5 8.770% 8,547.43 Group 6 0011621633 353,714.12 01-Jan-2007 7 7.195% 15,800.18 Group 6 0011636307 171,562.91 01-May-2007 3 9.720% 6,594.62 Group 6 0011637849 310,891.93 01-Mar-2007 5 7.700% 13,074.71 Group 6 0011639321 390,535.21 01-Apr-2007 4 8.400% 15,441.09 Group 6 0011642950 97,136.35 01-May-2007 3 9.820% 3,777.84 Group 6 0011656949 396,090.52 01-May-2007 3 7.875% 12,176.73 Group 6 0011660015 511,232.65 01-Apr-2007 4 8.920% 21,531.60 Group 6 0011661168 199,306.05 01-Feb-2007 6 9.500% 11,986.78 Group 6 0011661312 230,173.62 01-May-2007 3 8.990% 8,144.64 Group 6 0011661541 236,918.79 01-Apr-2007 4 8.990% 10,065.26 Group 6 0011667275 479,444.31 01-Mar-2007 5 8.800% 23,222.29 Group 6 0011667842 231,365.53 01-Jan-2007 7 8.920% 13,000.99 Group 6 0011670954 198,327.65 01-Feb-2007 6 7.995% 9,941.77 Group 6 0011672223 529,208.92 01-Mar-2007 5 8.195% 23,782.29 Group 6 0011672818 749,053.99 01-Feb-2007 6 8.795% 41,441.30 Group 6 0011673552 291,623.72 01-Mar-2007 5 8.520% 13,649.14 Group 6 0011674977 508,838.17 01-May-2007 3 7.965% 15,861.23 Group 6 0011675757 383,825.77 01-Dec-2006 8 8.545% 20,609.99 Group 6 0011675826 331,683.72 01-Mar-2007 5 9.070% 16,587.31 Group 6 0011676006 514,754.27 01-Feb-2007 6 9.345% 30,381.56 Group 6 0011677765 414,640.69 01-May-2007 3 7.990% 12,952.09 Group 6 0011678926 466,671.25 01-May-2007 3 9.445% 17,421.42 Group 6 0011680441 355,362.97 01-Mar-2007 5 7.650% 14,830.66 Group 6 0011681246 395,275.34 01-Mar-2007 5 7.500% 16,150.77 Group 6 0011681750 241,658.02 01-May-2007 3 9.750% 9,328.19 Group 6 0011683447 431,499.91 01-Feb-2007 6 8.800% 23,886.94 Group 6 0011684578 54,140.70 01-Mar-2007 5 8.445% 2,515.84 Group 6 0011685473 443,040.30 01-Mar-2007 5 6.990% 16,785.96 Group 6 0011687658 447,162.15 01-Jan-2007 7 7.600% 21,197.91 Group 6 0011688103 518,965.20 01-Mar-2007 5 9.995% 28,763.84 Group 6 0011689466 259,726.74 01-Apr-2007 4 8.815% 10,801.85 Group 6 0011689755 290,143.63 01-Jan-2007 7 9.500% 17,414.53 Group 6 0011689856 107,758.02 01-Jan-2007 7 10.500% 7,197.80 Group 6 0011691192 656,000.00 01-Feb-2007 6 7.900% 32,362.72 Group 6 0011692112 532,044.77 01-Jan-2007 7 8.620% 28,883.48 Group 6 0011692213 300,680.70 01-Feb-2007 6 7.750% 14,542.51 Group 6 0011692670 158,983.56 01-Apr-2007 4 9.750% 7,366.01 Group 6 0011693007 303,200.45 01-Feb-2007 6 6.350% 11,837.73 Group 6 0011693816 205,684.59 01-Feb-2007 6 8.596% 11,106.78 Group 6 0011695730 279,999.99 01-May-2007 3 6.365% 6,842.50 Group 6 0011696774 538,158.62 01-Mar-2007 5 7.840% 23,071.37 Group 6 0011696944 269,975.00 01-May-2007 3 9.170% 9,752.85 Group 6 0011697751 271,645.09 01-Feb-2007 6 8.250% 14,042.63 Group 6 0011697930 339,079.93 01-Feb-2007 6 6.270% 13,057.95 Group 6 0011698129 208,000.00 01-May-2007 3 6.090% 4,844.65 Group 6 0011698510 243,666.25 01-Feb-2007 6 8.125% 12,393.44 Group 6 0011699218 406,661.01 01-May-2007 3 8.450% 13,475.24 Group 6 0011699972 247,612.15 01-May-2007 3 8.240% 8,001.97 Group 6 0011700374 252,304.62 01-Apr-2007 4 8.245% 9,781.07 Group 6 0011701437 299,913.25 01-Feb-2007 6 10.320% 19,639.16 Group 6 0011702235 279,646.56 01-Feb-2007 6 7.500% 13,070.77 Group 6 0011702521 628,189.50 01-Mar-2007 5 8.750% 30,261.41 Group 6 0011703225 295,573.91 01-May-2007 3 7.990% 9,228.08 Group 6 0011703835 351,268.24 01-Feb-2007 6 7.000% 15,234.80 Group 6 0011704793 80,703.39 01-Mar-2007 5 10.345% 4,635.72 Group 6 0011705315 287,570.97 01-Apr-2007 4 8.695% 11,787.56 Group 6 0011705585 287,254.98 01-Apr-2007 4 8.800% 11,931.14 Group 6 0011705715 155,539.59 01-Mar-2007 5 8.345% 7,125.70 Group 6 0011705769 438,778.91 01-Mar-2007 5 8.870% 21,443.78 Group 6 0011705889 175,528.25 01-Apr-2007 4 8.678% 7,183.63 Group 6 0011706387 239,141.62 01-Mar-2007 5 7.990% 10,461.32 Group 6 0011706667 424,892.52 01-Mar-2007 5 8.250% 19,260.83 Group 6 0011707388 399,039.04 01-Mar-2007 5 6.850% 14,793.18 Group 6 0011707417 663,020.52 01-Feb-2007 6 7.925% 32,839.71 Group 6 0011707720 395,920.53 01-Mar-2007 5 7.645% 16,552.48 Group 6 0011708054 507,018.45 01-Apr-2007 4 8.025% 19,085.62 Group 6 0011708206 112,399.24 01-Jan-2007 7 7.695% 5,399.41 Group 6 0011709180 222,686.67 01-Feb-2007 6 9.195% 12,920.91 Group 6 0011709298 150,441.07 01-Jan-2007 7 7.220% 6,765.07 Group 6 0011709348 255,631.53 01-May-2007 3 7.990% 7,981.05 Group 6 0011709539 212,122.63 01-Jan-2007 7 10.070% 13,543.50 Group 6 0011709785 399,418.39 01-Dec-2006 8 9.350% 23,574.10 Group 6 0011709840 428,204.63 01-Apr-2007 4 7.745% 15,552.81 Group 6 0011709892 239,715.26 01-Mar-2007 5 8.500% 11,191.63 Group 6 0011709910 318,940.52 01-Mar-2007 5 7.945% 13,868.37 Group 6 0011709957 497,830.24 01-Feb-2007 6 7.675% 23,848.95 Group 6 0011710343 611,279.58 01-Dec-2006 8 8.520% 32,699.13 Group 6 0011710625 466,749.61 01-Apr-2007 4 9.000% 19,852.81 Group 6 0011710667 438,793.62 01-Apr-2007 4 8.600% 17,787.05 Group 6 0011710969 346,926.68 01-Dec-2006 8 7.990% 17,378.80 Group 6 0011710998 329,526.50 01-Apr-2007 4 7.795% 12,033.06 Group 6 0011711035 286,334.83 01-Dec-2006 8 9.371% 16,974.96 Group 6 0011711515 397,533.08 01-Mar-2007 5 6.875% 14,795.19 Group 6 0011711532 311,134.36 01-Dec-2006 8 7.850% 15,295.86 Group 6 0011711574 502,948.39 01-May-2007 3 6.990% 13,608.51 Group 6 0011711587 445,764.45 01-Mar-2007 5 6.470% 15,552.53 Group 6 0011711703 361,000.00 01-Mar-2007 5 7.500% 14,740.81 Group 6 0011711991 399,308.43 01-May-2007 3 7.500% 11,652.12 Group 6 0011712300 216,178.40 01-Apr-2007 4 8.445% 8,595.74 Group 6 0011712318 211,848.96 01-May-2007 3 9.220% 7,710.12 Group 6 0011712363 450,333.59 01-Apr-2007 4 8.720% 18,515.45 Group 6 0011712556 587,717.88 01-Feb-2007 6 7.645% 27,945.64 Group 6 0011712871 219,751.28 01-Feb-2007 6 8.625% 11,908.82 Group 6 0011714275 112,235.70 01-May-2007 3 10.500% 4,682.95 Group 6 0011714782 302,722.42 01-Mar-2007 5 7.750% 12,810.13 Group 6 0011714854 649,783.07 01-Feb-2007 6 7.850% 31,884.57 Group 6 0011715256 274,991.34 01-Jan-2007 7 7.595% 13,026.92 Group 6 0011715280 191,537.66 01-Apr-2007 4 9.045% 8,189.88 Group 6 0011715360 147,543.31 01-Feb-2007 6 8.190% 7,573.81 Group 6 0011715446 550,196.36 01-Dec-2006 8 7.990% 27,510.62 Group 6 0011715845 460,146.77 01-Dec-2006 8 8.375% 24,170.25 Group 6 0011715969 398,720.67 01-May-2007 3 8.065% 12,579.29 Group 6 0011716049 319,648.14 01-Mar-2007 5 9.500% 16,786.71 Group 6 0011716124 245,020.07 01-Mar-2007 5 6.650% 8,797.79 Group 6 0011716292 478,136.53 01-Mar-2007 5 7.380% 19,216.91 Group 6 0011716337 124,819.91 01-Apr-2007 4 8.276% 4,864.51 Group 6 0011716347 407,376.75 01-May-2007 3 8.590% 13,742.60 Group 6 0011716652 487,030.84 01-Mar-2007 5 7.125% 18,835.57 Group 6 0011716757 243,376.17 01-Apr-2007 4 8.840% 10,157.26 Group 6 0011716939 259,546.30 01-Feb-2007 6 7.475% 12,077.69 Group 6 0011717028 435,613.41 01-Feb-2007 6 9.255% 25,434.71 Group 6 0011717071 558,496.29 01-May-2007 3 8.345% 18,262.29 Group 6 0011717291 398,389.69 01-May-2007 3 7.250% 11,217.34 Group 6 0011717366 351,006.59 01-Jan-2007 7 8.500% 18,742.44 Group 6 0011717457 328,500.00 01-May-2007 3 6.500% 8,212.50 Group 6 0011717477 747,264.07 01-Mar-2007 5 9.175% 37,847.34 Group 6 0011717939 319,246.22 01-Apr-2007 4 9.120% 13,770.10 Group 6 0011718071 393,502.20 01-May-2007 3 7.250% 11,073.11 Group 6 0011718390 247,247.82 01-May-2007 3 8.250% 7,990.83 Group 6 0011718806 395,248.94 01-Mar-2007 5 7.250% 15,573.87 Group 6 0011719087 578,567.49 01-Apr-2007 4 6.990% 18,831.71 Group 6 0011719341 440,868.77 01-Feb-2007 6 8.395% 23,273.08 Group 6 0011719549 399,516.27 01-Feb-2007 6 8.820% 22,169.66 Group 6 0011719710 378,881.65 01-Feb-2007 6 8.345% 19,874.76 Group 6 0011720201 721,539.37 01-Apr-2007 4 8.200% 27,791.30 Group 6 0011720325 343,650.00 01-Dec-2006 8 8.900% 19,252.59 Group 6 0011720403 159,579.44 01-Jan-2007 7 8.745% 8,781.20 Group 6 0011720792 215,787.79 01-Dec-2006 8 8.990% 12,218.60 Group 6 0011720994 417,495.02 01-Jan-2007 7 9.220% 24,331.16 Group 6 0011721112 542,163.36 01-Dec-2006 8 7.875% 26,693.95 Group 6 0011721166 303,719.81 01-May-2007 3 8.120% 9,663.33 Group 6 0011721435 475,417.89 01-Mar-2007 5 8.420% 21,974.28 Group 6 0011721454 154,804.70 01-Mar-2007 5 7.980% 6,774.00 Group 6 0011721838 269,069.45 01-Mar-2007 5 7.150% 10,445.31 Group 6 0011721959 291,659.50 01-Mar-2007 5 8.545% 13,693.26 Group 6 0011722162 430,572.29 01-Feb-2007 6 7.950% 21,414.62 Group 6 0011722188 168,587.60 01-May-2007 3 8.345% 5,512.65 Group 6 0011722332 794,505.33 01-Mar-2007 5 7.300% 31,537.17 Group 6 0011722333 319,183.03 01-Jan-2007 7 8.845% 17,776.17 Group 6 0011722679 303,639.41 01-Mar-2007 5 8.500% 14,176.10 Group 6 0011722722 135,846.17 01-Mar-2007 5 8.625% 6,441.26 Group 6 0011722814 49,212.23 01-Mar-2007 5 9.745% 2,659.30 Group 6 0011722908 471,212.28 01-Mar-2007 5 7.595% 19,514.37 Group 6 0011722922 247,601.27 01-Mar-2007 5 7.695% 10,398.24 Group 6 0011722936 329,527.35 01-Mar-2007 5 6.770% 12,062.56 Group 6 0011722981 303,564.09 01-Dec-2006 8 8.000% 15,187.26 Group 6 0011723049 314,598.25 01-Apr-2007 4 6.900% 10,076.66 Group 6 0011723231 310,243.40 01-Dec-2006 8 9.500% 18,658.62 Group 6 0011723267 207,491.03 01-Apr-2007 4 8.990% 8,815.06 Group 6 0011723567 327,477.55 01-Apr-2007 4 7.720% 11,828.06 Group 6 0011723723 305,730.52 01-Mar-2007 5 9.375% 15,840.81 Group 6 0011724005 103,195.74 01-Feb-2007 6 10.695% 7,026.81 Group 6 0011724084 478,118.19 01-Feb-2007 6 7.345% 21,853.81 Group 6 0011724508 191,005.15 01-Jan-2007 7 9.900% 11,995.72 Group 6 0011724609 472,000.00 01-Mar-2007 5 7.045% 18,020.52 Group 6 0011725187 434,469.92 01-Apr-2007 4 7.990% 16,288.33 Group 6 0011725458 303,189.21 01-May-2007 3 8.695% 10,360.41 Group 6 0011725607 453,506.05 01-Apr-2007 4 7.610% 16,130.84 Group 6 0011725679 223,315.70 01-Mar-2007 5 8.225% 10,074.61 Group 6 0011726009 287,774.21 01-Feb-2007 6 9.570% 17,406.45 Group 6 0011726350 505,950.07 01-Jan-2007 7 9.250% 29,524.70 Group 6 0011726442 419,047.88 01-Mar-2007 5 9.250% 21,406.97 Group 6 0011726599 463,852.28 01-Apr-2007 4 7.500% 16,254.69 Group 6 0011726683 487,129.67 01-Feb-2007 6 7.150% 21,613.66 Group 6 0011726848 182,769.38 01-May-2007 3 8.690% 6,248.70 Group 6 0011726884 323,997.43 01-May-2007 3 7.945% 10,050.66 Group 6 0011727753 321,386.01 01-May-2007 3 8.175% 10,299.14 Group 6 0011727844 242,151.70 01-Mar-2007 5 8.075% 10,712.83 Group 6 0011727916 212,886.78 01-Jan-2007 7 8.820% 11,839.96 Group 6 0011727961 108,770.99 01-Apr-2007 4 8.045% 4,113.57 Group 6 0011728337 214,227.19 01-Feb-2007 6 9.500% 12,857.97 Group 6 0011728693 337,150.02 01-Mar-2007 5 7.525% 13,859.40 Group 6 0011728757 234,950.89 01-Jan-2007 7 8.795% 12,998.55 Group 6 0011728846 404,000.00 01-Apr-2007 4 6.520% 12,160.44 Group 6 0011729009 187,797.03 01-Feb-2007 6 8.745% 10,327.24 Group 6 0011729281 335,508.06 01-Feb-2007 6 7.945% 16,662.54 Group 6 0011729798 585,014.52 01-Mar-2007 5 8.945% 28,830.00 Group 6 0011729825 231,590.53 01-May-2007 3 7.445% 6,704.95 Group 6 0011730175 282,478.14 01-May-2007 3 9.250% 10,305.26 Group 6 0011730246 129,096.32 01-May-2007 3 8.200% 4,150.39 Group 6 0011730309 526,573.22 01-Jan-2007 7 8.650% 28,642.80 Group 6 0011730469 283,681.52 01-Mar-2007 5 9.120% 14,269.50 Group 6 0011730554 223,667.26 01-Apr-2007 4 8.630% 9,095.44 Group 6 0011730562 239,403.50 01-Mar-2007 5 9.590% 12,704.26 Group 6 0011731143 341,993.72 01-Mar-2007 5 8.500% 15,966.75 Group 6 0011731359 319,608.93 01-Mar-2007 5 9.695% 17,149.06 Group 6 0011733121 358,646.76 01-Apr-2007 4 7.500% 12,567.99 Group 6 0011733741 392,778.75 01-Mar-2007 5 6.990% 14,881.45 Group 6 0011734152 306,595.04 01-Apr-2007 4 7.145% 10,200.46 Group 6 0011734449 410,653.86 01-Dec-2006 8 7.990% 20,533.30 Group 6 0011734458 155,944.75 01-May-2007 3 8.500% 5,198.52 Group 6 0011734681 289,425.11 01-Feb-2007 6 7.895% 14,288.67 Group 6 0011735007 45,362.47 01-Apr-2007 4 9.875% 2,130.00 Group 6 0011735116 598,104.70 01-Jan-2007 7 7.350% 27,334.24 Group 6 0011735163 278,457.54 01-Mar-2007 5 9.605% 14,820.11 Group 6 0011735474 288,167.36 01-Feb-2007 6 9.820% 17,919.15 Group 6 0011736342 331,541.55 01-Mar-2007 5 8.100% 14,705.88 Group 6 0011736539 468,535.20 01-Dec-2006 8 8.195% 24,109.90 Group 6 0011736769 343,251.40 01-Apr-2007 4 6.875% 10,948.88 Group 6 0011738255 486,432.59 01-May-2007 3 7.750% 14,700.79 Group 6 0011738333 224,000.00 01-Feb-2007 6 7.945% 11,117.92 Group 6 0011739243 97,692.72 01-May-2007 3 8.595% 3,301.42 Group 6 0011740944 214,497.89 01-Apr-2007 4 7.995% 8,046.86 Group 6 0011741060 359,538.33 01-Mar-2007 5 8.295% 16,356.31 Group 6 0011742089 359,400.23 01-Dec-2006 8 7.600% 17,023.42 Group 6 0011742401 537,772.24 01-Apr-2007 4 11.120% 28,559.67 Group 6 0011743177 411,286.35 01-Apr-2007 4 7.495% 14,392.85 Group 6 0011743752 271,194.74 01-Feb-2007 6 7.990% 13,560.01 Group 6 0011744868 496,000.00 01-Feb-2007 6 7.375% 22,733.28 Group 6 0011745053 283,554.58 01-Feb-2007 6 8.320% 14,801.02 Group 6 0011745678 511,304.98 01-Apr-2007 4 8.145% 19,553.29 Group 6 0011750527 446,617.83 01-Jan-2007 7 7.845% 21,900.28 Group 7 0011665268 130,008.37 01-May-2007 3 8.375% 4,269.41 Group 7 0011669391 189,521.84 01-Jan-2007 7 7.750% 9,191.24 Group 7 0011678647 66,424.04 01-May-2007 3 11.195% 2,960.71 Group 7 0011694011 351,000.00 01-Apr-2007 4 7.770% 12,758.88 Group 7 0011697786 220,000.00 01-May-2007 3 7.400% 6,325.00 Group 7 0011697949 484,977.29 01-Mar-2007 5 6.000% 15,592.58 Group 7 0011700247 419,492.22 01-Dec-2006 8 8.450% 22,244.30 Group 7 0011702105 518,419.69 01-Apr-2007 4 6.925% 16,706.07 Group 7 0011705610 389,600.00 01-Mar-2007 5 6.625% 13,920.13 Group 7 0011707676 251,319.00 01-May-2007 3 8.650% 8,540.84 Group 7 0011710475 400,151.43 01-Mar-2007 5 8.221% 18,031.34 Group 7 0011710933 481,996.58 01-Apr-2007 4 7.150% 16,048.00 Group 7 0011712830 535,370.24 01-Dec-2006 8 8.525% 28,656.36 Group 7 0011713908 657,818.81 01-Jan-2007 7 7.950% 32,716.77 Group 7 0011715426 262,195.43 01-Dec-2006 8 8.550% 14,111.51 Group 7 0011715486 594,246.92 01-Mar-2007 5 8.330% 27,154.99 Group 7 0011718430 208,942.81 01-May-2007 3 8.250% 6,752.86 Group 7 0011720305 429,081.59 01-Jan-2007 7 8.455% 22,767.10 Group 7 0011720574 298,833.68 01-May-2007 3 7.375% 8,569.66 Group 7 0011727824 206,515.18 01-May-2007 3 8.370% 6,785.51 Group 7 0011730948 509,134.48 01-Mar-2007 5 8.945% 25,104.41 Group 7 0011733069 358,424.92 01-Apr-2007 4 6.950% 11,575.66 Group 7 0011733199 534,945.26 01-Dec-2006 8 7.150% 23,735.32 Group 7 0011738878 314,720.23 01-May-2007 3 7.550% 9,254.55 Group 8 0011404019 18,841.19 01-Mar-2007 5 10.750% 1,127.27 Group 8 0011616663 99,561.63 01-May-2007 3 11.520% 4,576.38 Group 8 0011685545 50,895.56 01-Jan-2007 7 8.290% 2,651.23 Group 8 0011687128 425,678.41 01-Mar-2007 5 8.020% 18,726.54 Group 8 0011696775 134,700.39 01-Mar-2007 5 12.300% 9,275.65 Group 8 0011701991 242,330.25 01-Mar-2007 5 7.990% 10,600.78 Group 8 0011702318 199,346.53 01-Feb-2007 6 7.990% 9,967.60 Group 8 0011705650 299,309.25 01-May-2007 3 7.125% 8,266.80 Group 8 0011707389 99,399.06 01-Mar-2007 5 9.625% 5,301.89 Group 8 0011709253 298,941.97 01-Mar-2007 5 8.870% 14,601.43 Group 8 0011710338 152,404.40 01-Dec-2006 8 11.250% 10,940.21 Group 8 0011712872 54,883.40 01-Feb-2007 6 12.375% 4,346.59 Group 8 0011715351 418,802.08 01-Mar-2007 5 8.470% 19,491.46 Group 8 0011726351 126,093.82 01-Jan-2007 7 11.125% 8,946.66 Group 8 0011730207 85,412.03 01-Apr-2007 4 8.875% 3,580.17 Group 8 0011741202 512,397.36 01-Mar-2007 5 8.445% 23,809.47

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1923 ~~Nov~~Jan-0607 0.000% Original Principal Balance 5,~~750~~113,~~995~~490.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 5,~~736~~091,~~970~~978.2063 ~~Jan~~Mar-07 0.~~000~~026% ~~Feb~~Apr-07 0.~~000~~061% Current Bankruptcy Total ~~Mar~~May-07 0.~~026~~176% Loans in Bankruptcy 3364 ~~Apr~~Jun-07 0.~~061~~170% Original Principal Balance 714,~~154~~856,~~005~~525.00 ~~May~~Jul-07 0.~~176~~170% Current Scheduled Balance 714,~~133~~808,~~895~~311.5543 ~~Jun~~Aug-07 0.~~170~~311% ~~Jul~~Sep-07 0.~~170~~239% ~~Aug~~Oct-07 0.~~311~~767% ~~Sep~~Nov-07 01.239% ~~Oct~~Dec-07 01.~~767~~623% *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 1 - No Bankruptcy Information to report this period. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 14 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~126~~590,400.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance ~~126~~588,~~280~~426.3549 ~~Jan~~Mar-07 0.~~000~~117% ~~Feb~~Apr-07 0.~~000~~117% Current Bankruptcy Total ~~Mar~~May-07 0.~~117~~376% Loans in Bankruptcy 411 ~~Apr~~Jun-07 0.~~117~~382% Original Principal Balance ~~414~~1,~~360~~862,520.00 ~~May~~Jul-07 0.~~376~~063% Current Scheduled Balance ~~412~~1,~~982~~856,514.5240 ~~Jun~~Aug-07 0.~~382~~184% ~~Jul~~Sep-07 0.~~063~~193% ~~Aug~~Oct-07 0.~~184~~280% ~~Sep~~Nov-07 0.~~193~~962% ~~Oct~~Dec-07 01.~~280~~288% *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 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Nov~~Jan-0607 0.000% Original Principal Balance 0.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 0.00 ~~Jan~~Mar-07 0.~~000~~268% ~~Feb~~Apr-07 0.~~000~~272% Current Bankruptcy Total ~~Mar~~May-07 0.~~268~~272% Loans in Bankruptcy 0 ~~Apr~~Jun-07 0.~~272~~000% Original Principal Balance 0.00 ~~May~~Jul-07 0.~~272~~000% Current Scheduled Balance 0.00 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.000% ~~Sep~~Nov-07 0.000% ~~Oct~~Dec-07 0.000% *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 4 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 13 ~~Nov~~Jan-0607 0.000% Original Principal Balance 81120,~~000~~600.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 80118,~~631~~937.9558 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.~~000~~099% Current Bankruptcy Total ~~Mar~~May-07 0.~~000~~212% Loans in Bankruptcy 39 ~~Apr~~Jun-07 0.~~099~~213% Original Principal Balance ~~211~~456,~~900~~700.00 ~~May~~Jul-07 0.~~212~~409% Current Scheduled Balance ~~210~~453,~~833~~318.2709 ~~Jun~~Aug-07 0.~~213~~415% ~~Jul~~Sep-07 0.~~409~~302% ~~Aug~~Oct-07 0.~~415~~327% ~~Sep~~Nov-07 0.~~302~~525% ~~Oct~~Dec-07 0.~~327~~727% *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 5 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Nov~~Jan-0607 0.000% Original Principal Balance 0.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 0.00 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 1 ~~Apr~~Jun-07 0.000% Original Principal Balance 151,920.00 ~~May~~Jul-07 0.000% Current Scheduled Balance 151,~~231~~103.7258 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.~~000~~511% ~~Aug~~Oct-07 0.~~000~~510% ~~Sep~~Nov-07 0.~~511~~510% ~~Oct~~Dec-07 0.510% *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 6 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 810 ~~Nov~~Jan-0607 0.000% Original Principal Balance 3,~~304~~381,~~800~~292.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 3,~~295~~370,~~000~~375.4704 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.~~000~~058% Current Bankruptcy Total ~~Mar~~May-07 0.~~000~~058% Loans in Bankruptcy 1126 ~~Apr~~Jun-07 0.~~058~~059% Original Principal Balance 39,~~799~~532,~~650~~412.00 ~~May~~Jul-07 0.~~058~~131% Current Scheduled Balance 39,~~788~~506,~~422~~342.3849 ~~Jun~~Aug-07 0.~~059~~367% ~~Jul~~Sep-07 0.~~131~~283% ~~Aug~~Oct-07 0.~~367~~846% ~~Sep~~Nov-07 01.~~283~~694% ~~Oct~~Dec-07 02.~~846~~142% *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 7 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 42 ~~Nov~~Jan-0607 0.000% Original Principal Balance 1664,~~599,~~000.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 1658,~~597,326~~820.3171 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.~~000~~500% Loans in Bankruptcy 45 ~~Apr~~Jun-07 0.~~000~~502% Original Principal Balance 1,~~599~~712,000.00 ~~May~~Jul-07 0.~~500~~503% Current Scheduled Balance 1,~~597~~704,~~326~~836.3145 ~~Jun~~Aug-07 0.~~502~~506% ~~Jul~~Sep-07 0.~~503~~000% ~~Aug~~Oct-07 01.~~506~~883% ~~Sep~~Nov-07 01.~~000~~243% ~~Oct~~Dec-07 12.~~883~~029% *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 8 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 54 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~639~~357,~~795~~198.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance ~~637~~355,~~731~~418.1281 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.~~000~~152% Loans in Bankruptcy 1012 ~~Apr~~Jun-07 0.~~000~~153% Original Principal Balance ~~977~~1,~~175~~140,973.00 ~~May~~Jul-07 0.~~152~~176% Current Scheduled Balance ~~973~~1,~~099~~136,196.3542 ~~Jun~~Aug-07 0.~~153~~237% ~~Jul~~Sep-07 0.~~176~~272% ~~Aug~~Oct-07 0.~~237~~806% ~~Sep~~Nov-07 0.~~272~~788% ~~Oct~~Dec-07 0.~~806~~996% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group 2 0011642541 Oct-2007 01-Nov-2006 NV 80.00 126,400.00 Group 2 0011656928 Dec-2007 01-Oct-2006 MD 80.00 136,000.00 Group 2 0011669477 Aug-2007 01-Nov-2006 VA 80.00 66,320.00 Group 2 0011681766 Sep-2007 01-Nov-2006 TX 80.00 106,400.00 Group 2 ~~0011743905~~0011694497 ~~Aug~~Nov-2007 01-~~Dec~~Nov-2006 TXWA 95.00 ~~115~~224,200.00 Group 2 0011695484 Dec-2007 01-Nov-2006 CA 80.00 288,000.00 Group 2 0011704161 Nov-2007 01-Nov-2006 ME 80.00 124,800.00 Group 2 0011710128 Nov-2007 01-Dec-2006 WA 80.00 240,000.00 Group 2 0011711057 Nov-2007 01-Dec-2006 CA 80.00 384,000.00 Group 2 0011719342 Dec-2007 01-Dec-2006 MS 95.00 76,000.00 Group 2 0011726298 Dec-2007 01-Dec-2006 ID 80.00 90,400.00 Group 4 0011669179 Jul-2007 01-Nov-2006 TX 20.00 30,200.00 Group 4 0011695482 Dec-2007 01-Nov-2006 CA 15.00 54,000.00 Group 4 0011696236 Dec-2007 01-Dec-2006 OR 20.00 44,000.00 Group 4 0011704170 Nov-2007 01-Nov-2006 ME 20.00 31,200.00 Group 4 0011710132 Nov-2007 01-Dec-2006 WA 20.00 60,000.00 Group 4 0011711593 Oct-2007 01-Dec-2006 CA 20.00 81,000.00 Group 4 0011715532 Nov-2007 01-Dec-2006 GA 20.00 33,000.00 Group 4 0011722461 Jul-2007 01-Dec-2006 TX 95.00 100,700.00 Group 4 0011726305 Dec-2007 01-Dec-2006 ID 20.00 22,600.00 Group 5 0011711822 Sep-2007 01-Dec-2006 MS 80.00 151,920.00 Group 6 ~~0011685700~~0011672818 ~~Aug~~Nov-2007 01-Oct-2006 CA 88.20 750,000.00 Group 6 0011675826 Dec-2007 01-Dec-2006 VAFL 80.00 54332,~~050~~000.00 Group 6 0011689762 Nov-2007 01-Nov-2006 CA 80.00 376,000.00 Group 6 0011690545 Nov-2007 01-Nov-2006 FL 80.00 465,600.00 Group 6 0011691222 Oct-2007 01-Dec-2006 CA 85.00 476,000.00 Group 6 0011693377 Oct-2007 01-Nov-2006 FL 80.00 244,000.00 Group 6 0011693816 Nov-2007 01-Dec-2006 TX 80.00 205,920.00 Group 6 0011696255 Oct-2007 01-Dec-2006 NV 80.00 293,600.00 Group 6 0011697169 Oct-2007 01-Dec-2006 CA 80.00 446,400.00 Group 6 0011698866 Oct-2007 01-Dec-2006 CA 80.00 528,000.00 Group 6 ~~0011706465~~0011712556 ~~Oct~~Nov-2007 01-~~Nov~~Dec-2006 CA 80.00 ~~416~~584,000.00 Group 6 0011716063 Oct-2007 01-Dec-2006 CA 80.00 460,000.00 Group 6 ~~0011720967~~0011716347 ~~Oct~~Dec-2007 01-Dec-2006 MD 95.00 408,500.00 Group 6 0011720506 Dec-2007 01-Dec-2006 NV 80.00 356,000.00 Group 6 0011721112 Dec-2007 01-Dec-2006 CA 80.00 ~~440~~544,~~800~~000.00 Group 6 0011722333 Dec-2007 01-Dec-2006 CA 80.00 320,000.00 Group 6 0011724508 Dec-2007 01-Dec-2006 FL 80.00 192,000.00 Group 6 0011726009 Nov-2007 01-Dec-2006 TX 80.00 288,000.00 Group 6 0011726350 Dec-2007 01-Dec-2006 CA 80.00 506,400.00 Group 6 0011726848 Dec-2007 01-Dec-2006 TX 80.00 183,992.00 Group 6 0011729864 Aug-2007 01-Dec-2006 MD 80.00 311,200.00 Group 6 0011732066 Nov-2007 01-Dec-2006 CA 80.00 494,400.00 Group 6 0011734458 Dec-2007 01-Dec-2006 FL 80.00 156,000.00 Group 6 0011734506 Dec-2007 01-Dec-2006 CA 80.00 382,400.00 Group 6 0011739243 Nov-2007 01-Dec-2006 LA 80.00 98,400.00 Group 6 0011742806 Aug-2007 01-Dec-2006 LA 80.00 129,600.00 Group 7 ~~0011706468~~0011696234 ~~Oct~~Dec-2007 01-Dec-2006 OR 80.00 176,000.00 Group 7 0011697949 Dec-2007 01-Nov-2006 CA 9580.00 ~~551~~488,000.00 Group 7 0011711591 Oct-2007 01-Dec-2006 CA 80.00 324,000.00 Group 7 0011723285 Oct-2007 01-Dec-2006 FL 80.00 412,000.00 Group 7 0011743597 Oct-2007 01-Dec-2006 CA 80.00 312,000.00 Group 8 0011695318 Oct-2007 01-Dec-2006 CA 20.00 111,600.00 Group 8 0011708207 Jul-2007 01-Dec-2006 WA 20.00 28,200.00 Group 8 0011711824 Sep-2007 01-Dec-2006 MS 20.00 37,980.00 Group 8 0011716066 Oct-2007 01-Dec-2006 CA 15.00 86,250.00 Group 8 ~~0011720310~~0011720524 ~~May~~Dec-2007 01-Dec-2006 MDNV 20.00 ~~107~~89,~~400~~000.00 Group 8 ~~0011720326~~0011723295 ~~Aug~~Oct-2007 01-Dec-2006 CAFL 20.00 86103,000.00 Group 8 ~~0011723295~~0011726172 Oct-2007 01-Dec-2006 FLNV 20.00 ~~103~~128,~~000~~945.00 Group 8 ~~0011726172~~0011726351 ~~Oct~~Dec-2007 01-Dec-2006 NVCA 20.00 ~~128~~126,~~945~~600.00 Group 8 0011726849 Dec-2007 01-Dec-2006 TX 20.00 45,998.00 Group 8 0011729861 Aug-2007 01-Dec-2006 MD 20.00 77,800.00 Group 8 0011734518 Dec-2007 01-Dec-2006 CA 20.00 95,600.00 Group 8 0011739134 Oct-2007 01-Dec-2006 NV 80.00 210,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Scheduled Date Delinquent Loan Rate Delinquent Balance Interest Group 2 0011642541 126,~~280~~259.3531 01-Feb-2007 68 9.320% 79,~~428~~284.0025 Group 2 0011656928 135,575.51 01-May-2007 5 9.270% 6,941.85 Group 2 0011669477 66,~~152~~123.8952 01-Jun-2007 24 9.200% 12,~~919~~878.4657 Group 2 0011681766 105,~~868~~774.5746 01-Jan-2007 79 10.510% 8,844.48 Group 2 0011694497 223,651.94 01-Jan-2007 9 9.850% 17,443.47 Group 2 0011695484 287,067.32 01-Mar-2007 7 8.895% 18,~~078~~096.6304 Group 2 ~~0011743905~~0011704161 ~~114~~123,~~680~~354.7151 01-Jun-2007 4 7.150% 4,113.91 Group 2 0011710128 239,581.83 01-Nov-2007 0 7.945% 2,973.43 Group 2 0011711057 383,342.34 01-Jan-2007 9 7.990% 1023,944.66 Group 2 0011719342 75,512.93 01-Jan-2007 9 9.720% 5,818.12 Group 2 0011726298 90,270.73 01-Nov-2007 0 8.475% 71,~~484~~200.6006 Group 4 0011669179 30,013.34 01-Jun-2007 24 9.990% ~~950~~1,425.29 Group 4 0011695482 53,728.64 01-Apr-2007 6 11.250% 3,858.14 Group 4 0011696236 42,708.50 01-Oct-2007 0 12.625% 865.95 Group 4 0011704170 31,080.39 01-Jun-2007 4 11.750% 1,749.24 Group 4 0011710132 59,756.42 01-Nov-2007 0 11.875% 1,133.45 Group 4 0011711593 80,~~631~~565.9563 01-Apr-2007 46 10.875% 5,583.12 Group 4 0011715532 32,~~189~~874.1497 01-Apr-2007 6 11.375% 2,385.66 Group 4 0011722461 100,~~187~~089.9876 01-~~Jul~~Sep-2007 1 9.990% 2,~~379~~376.2496 Group 4 0011726305 22,500.44 01-Oct-2007 0 11.500% 412.73 Group 5 0011711822 151,~~231~~103.7258 01-May-2007 35 6.875% 45,~~022~~628.1363 Group 6 ~~0011685700~~0011672818 53748,~~924~~900.31 01-Feb-2007 8 8.795% 51,796.44 Group 6 0011675826 331,623.35 01-~~Sep~~Mar-2007 07 9.~~170~~070% ~~779~~21,324.4665 Group 6 0011689762 374,630.97 01-Jan-2007 9 8.490% 24,980.87 Group 6 0011690545 460,406.80 01-Dec-2006 10 7.345% 26,381.22 Group 6 0011691222 475,~~584~~505.5009 01-Jan-2007 79 9.295% 2734,~~895~~866.2827 Group 6 0011693377 ~~242~~241,~~097~~764.2241 01-Mar-2007 57 8.345% 1114,~~108~~273.7206 Group 6 0011693816 205,639.77 01-Feb-2007 8 8.596% 13,882.01 Group 6 0011696255 293,~~145~~059.2907 01-Jul-2007 13 7.795% 58,~~347~~911.7968 Group 6 0011697169 ~~445~~444,~~003~~877.0314 01-~~Sep~~Nov-2007 0 8.145% 5,~~673~~669.2368 Group 6 0011698866 ~~526~~525,~~163~~815.4834 01-Nov-2006 911 7.770% 2531,~~538~~912.4172 Group 6 ~~0011706465~~0011712556 ~~415~~587,~~437~~717.6888 01-~~Jan~~Feb-2007 7 8 7.~~395~~645% 2134,~~877~~944.2038 Group 6 0011716063 459,~~561~~478.7510 01-Jan-2007 79 9.070% 32,830.51 Group 6 0011716347 407,162.89 01-May-2007 5 8.590% 19,234.68 Group 6 0011720506 354,168.74 01-Nov-2007 0 6.990% 3,833.29 Group 6 0011721112 541,815.00 01-Dec-2006 10 7.875% 33,356.98 Group 6 0011722333 319,027.26 01-Jan-2007 9 8.845% 22,~~266~~214.7393 Group 6 ~~0011720967~~0011724508 ~~438~~190,~~007~~814.5241 01-Jan-2007 79 9.900% 14,987.38 Group 6 0011726009 287,731.00 01-Feb-2007 8 9.~~925~~570% 2421,~~666~~756.8547 Group 6 ~~0011729864~~0011726350 ~~310~~505,864.6310 01-Jan-2007 79 9.250% 36,902.83 Group 6 0011726848 182,536.46 01-May-2007 5 8.690% 8,742.70 Group 6 0011729864 310,800.72 01-Feb-2007 8 8.750% 1721,~~105~~379.2542 Group 6 0011732066 493,623.69 01-Dec-2006 10 8.220% 31,778.02 Group 6 0011734458 155,944.75 01-May-2007 5 8.500% 7,277.78 Group 6 0011734506 381,418.08 01-Mar-2007 7 6.895% 18,312.21 Group 6 0011739243 97,565.21 01-May-2007 5 8.595% 4,619.02 Group 6 0011742806 128,~~632~~451.7795 01-~~Sep~~Nov-2007 0 8.200% 1,~~652~~650.5120 Group 7 ~~0011706468~~0011696234 ~~551~~174,~~000~~365.0002 01-~~Jul~~Oct-2007 10 8.270% 2,260.50 Group 7 0011697949 484,455.~~425~~69 01-Mar-2007 7 6.000% 920,~~539~~037.1902 Group 7 0011711591 323,975.00 01-Apr-2007 46 6.645% 913,~~954~~272.1216 Group 7 0011723285 410,~~800~~575.7750 01-Sep-2007 01 6.065% 35,~~811~~715.7327 Group 7 0011743597 311,~~550~~465.5424 01-~~Jan~~Feb-2007 78 7.988% 1519,~~561~~449.9685 Group 8 0011695318 110,~~884~~795.7354 01-~~Sep~~Nov-2007 0 11.250% 1,~~988~~986.8329 Group 8 0011708207 28,053.18 01-Apr-2007 46 9.875% 1,~~317~~755.2557 Group 8 0011711824 37,~~801~~768.2960 01-Jun-2007 24 10.625% 1,~~277~~914.1389 Group 8 0011716066 85,996.47 01-Feb-2007 68 11.250% 67,~~165~~706.66 Group 8 0011720524 88,540.18 01-Nov-2007 0 10.750% 1,513.52 Group 8 ~~0011720310~~0011723295 ~~107~~102,~~106~~360.7769 01-~~Jan~~Sep-2007 71 129.875% 82,~~846~~401.4850 Group 8 ~~0011720326~~0011726172 84128,~~837~~278.8081 01-~~Dec~~Apr-~~2006~~2007 86 10.~~990~~750% 58,~~943~~782.3244 Group 8 ~~0011723295~~0011726351 ~~102~~125,~~463~~996.5313 01-~~Sep~~Jan-2007 0 9 11.~~875~~125% 111,~~602~~179.1856 Group 8 ~~0011726172~~0011726849 ~~128~~45,~~386~~719.3917 01-~~Apr~~Sep-2007 41 109.~~750~~990% 61,~~589~~085.6275 Group 8 0011729861 77,~~569~~524.1932 01-~~Jan~~Mar-2007 7 12.500% 6,~~213~~987.3006 Group 8 0011734518 95,163.33 01-Apr-2007 6 10.500% 6,351.37 Group 8 0011739134 210,000.00 01-~~Sep~~Nov-2007 0 6.495% 2,098.26

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Group 1 0 0.00 0.00 0.000% Group 2 04 0125,759.0010 041,190.0022 0.~~000~~029% Group 3 0 0.00 0.00 0.000% Group 4 3041 ~~789~~1,~~368~~072,570.1655 ~~833~~1,~~195~~111,486.0560 1.~~294~~782% Group 5 0 0.00 0.00 0.000% Group 6 43 01,183,466.0014 10281,~~762~~212.5728 0.~~002~~063% Group 7 01 0.00 05,130.0045 0.~~000~~006% Group 8 67109 24,~~315~~278,~~176~~891.2141 24,~~434~~429,~~879~~830.3045 23.~~018~~885% Total ~~101~~158 36,~~104~~660,~~544~~687.3720 35,~~278~~868,~~836~~850.9200 0.~~353~~643%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term Group 2 0011701875 400,000.00 7.750% CA 80.00 360 Group 2 0011711641 125,910.00 8.570% TX 90.00 360 Group 2 0011723825 315,000.00 8.470% MA 90.00 360 Group 2 0011731397 228,000.00 8.395% FL 80.00 360 Group 4 0011636308 43,000.00 12.875% AZ 20.00 180 Group 4 0011662211 67,000.00 12.250% NJ 20.00 360 Group 4 0011667837 58,000.00 11.875% FL 20.00 360 Group 4 0011677748 68,000.00 11.250% CA 20.00 360 Group 4 ~~0011683288~~0011685531 50,175.00 12.500% WA 15.00 360 Group 4 0011692325 75,~~000~~300.00 910.~~875~~250% CA 20.00 360 Group 4 0011694212 47,000.00 12.375% NJ 20.00 360 Group 4 ~~0011697752~~0011698394 6837,000.00 1012.~~990~~250% CAFL 20.00 360 Group 4 ~~0011702209~~0011700375 7363,~~000~~500.00 1210.~~950~~875% CA 20.00 360 Group 4 0011702237 70,200.00 11.250% CA 20.00 360 Group 4 0011704566 54,400.00 11.000% CA 20.00 360 Group 4 0011705890 44,000.00 12.550% VA 20.00 360 Group 4 0011707161 43,000.00 12.375% FL 20.00 360 Group 4 0011707336 49,500.00 10.875% CA 15.00 360 Group 4 0011708607 77,500.00 11.500% CA 20.00 180 Group 4 ~~0011709893~~0011710470 6077,000.00 1011.~~990~~250% CA 20.00 360 Group 4 0011711190 75,000.00 10.990% CA 20.00 360 Group 4 0011712499 31,200.00 12.750% NM 20.00 360 Group 4 0011712509 50,000.00 12.625% VA 20.00 360 Group 4 0011712826 66,250.00 10.990% CT 17.70 360 Group 4 ~~0011714464~~0011715527 1660,~~200~~000.00 911.~~000~~250% TNCA 20.00 360 Group 4 ~~0011715527~~0011715735 6071,~~000~~980.00 1110.~~250~~650% CADC 20.00 360 Group 4 0011720404 40,000.00 12.875% FL 20.00 360 Group 4 0011721157 19,950.00 8.875% TN 20.00 360 Group 4 0011721840 67,400.00 12.750% FL 20.00 360 Group 4 0011722334 80,000.00 10.990% CA 20.00 360 Group 4 ~~0011723800~~0011723050 5179,000.00 1210.~~500~~750% NVCA 20.00 360 Group 4 ~~0011725888~~0011723270 2652,000.00 812.~~750~~500% TNVA 20.00 ~~360~~180 Group 4 ~~0011726600~~0011723800 4951,~~390~~000.00 1012.~~625~~500% WANV 20.00 360 Group 4 ~~0011726736~~0011725784 2274,~~780~~000.00 911.~~990~~250% TXCA 20.00 360 Group 4 ~~0011727829~~0011725826 5362,~~000~~980.00 12.~~875~~125% NYVA 20.00 360 Group 4 ~~0011728051~~0011725888 7026,000.00 108.~~990~~750% ILTN 20.00 360 Group 4 ~~0011731398~~0011726600 5749,~~000~~390.00 1210.~~000~~625% FLWA 20.00 360 Group 4 ~~0011731436~~0011727829 7653,~~400~~000.00 12.875% RINY 20.00 360 Group 4 ~~0011731693~~0011731398 4757,~~980~~000.00 12.~~875~~000% AZFL 20.00 360 Group 4 ~~0011734682~~0011731436 7276,~~600~~400.00 1012.875% CARI 20.00 360 Group 4 ~~0011734758~~0011731693 7447,~~800~~980.00 1112.~~250~~875% CAAZ 20.00 360 Group 4 ~~0011735306~~0011734758 2374,~~000~~800.00 11.~~500~~250% WACA 20.00 360 Group 4 ~~0011735516~~0011735306 8023,000.00 1011.~~350~~500% MAWA 20.00 360 Group 4 ~~0011741990~~0011735475 7172,~~400~~180.00 10.~~990~~875% CA 20.00 360 Group 4 ~~0011745056~~0011749215 7174,~~105~~000.00 1110.~~250~~350% CADC 20.00 360 Group 6 ~~0011646944~~0011691192 ~~494~~656,000.00 97.~~320~~900% CA 7680.00 360 Group 6 ~~0011655282~~0011720967 ~~463~~440,~~200~~800.00 78.~~650~~925% CA 80.00 360 Group 6 ~~0011660394~~0011726120 ~~169~~87,~~600~~259.00 8.~~526~~695% TX 80.00 360 Group 67 ~~0011722570~~0011713908 ~~520~~660,000.00 87.~~500~~950% CANY 80.00 360 Group 8 ~~0011562492~~0011637855 9258,~~000~~500.00 1012.~~990~~250% CAMA 2015.00 180 Group 8 ~~0011646945~~0011674247 ~~156~~106,000.00 1112.~~250~~875% CAFL 2420.00 360 Group 8 ~~0011655283~~0011675829 ~~115~~83,~~800~~000.00 1012.~~990~~875% CAFL 20.00 360 Group 8 ~~0011667279~~0011683237 ~~120~~105,000.00 1110.~~250~~750% CA 20.00 360 Group 8 ~~0011670955~~0011684580 5015,000.00 12.~~759~~000% FLMS 2021.0060 360 Group 8 ~~0011683237~~0011685475 ~~105~~111,000.00 10.~~750~~490% CA 20.00 360 Group 8 ~~0011683446~~0011685624 ~~108~~88,~~000~~600.00 1210.500% NY 20.00 360 Group 8 ~~0011685624~~0011686166 88103,~~600~~000.00 1012.~~500~~875% NYVA 20.00 360 Group 8 ~~0011686166~~0011688105 ~~103~~130,000.00 12.~~875~~625% VAFL 20.00 360 Group 8 0011689194 100,000.00 11.250% CA 20.00 360 Group 8 0011689763 94,000.00 11.250% CA 20.00 360 Group 8 0011690546 116,400.00 12.625% FL 20.00 360 Group 8 0011691190 164,000.00 11.250% CA 20.00 360 Group 8 0011692113 134,000.00 10.990% CA 20.00 360 Group 8 0011692671 39,980.00 12.875% NJ 20.00 360 Group 8 0011693008 76,000.00 10.375% CA 20.00 360 Group 8 0011693814 51,480.00 9.990% TX 20.00 360 Group 8 ~~0011697931~~0011696513 8523,~~000~~830.00 10.~~625~~990% NY 20.00 360 Group 8 0011697950 122,000.00 9.375% CA 20.00 360 Group 8 0011698622 66,200.00 12.500% FL 20.00 360 Group 8 0011698867 132,000.00 11.250% CA 20.00 360 Group 8 0011699970 62,400.00 11.640% MA 20.00 360 Group 8 0011700248 105,000.00 11.490% FL 20.00 360 Group 8 0011700752 48,255.00 12.375% FL 20.00 360 Group 8 ~~0011702320~~0011701877 50100,000.00 10.990% CA 20.00 360 Group 8 0011701992 60,800.00 10.990% CA 20.00 360 Group 8 0011702106 131,000.00 10.500% NV 20.00 360 Group 8 0011703836 88,000.00 10.990% CA 20.00 360 Group 8 0011704997 61,000.00 11.125% FL 20.00 360 Group 8 ~~0011707418~~0011705613 ~~166~~97,400.00 10.990% CA 20.00 360 Group 8 0011705717 39,000.00 11.250% CA 20.00 360 Group 8 0011705772 110,000.00 12.875% AZ 20.00 360 Group 8 0011706394 60,000.00 10.990% DC 20.00 360 Group 8 0011706670 107,000.00 11.250% CA 20.00 360 Group 8 0011707425 124,000.00 11.250% CA 20.00 360 Group 8 ~~0011708309~~0011707477 ~~115~~80,200.00 11.250% CA 20.00 360 Group 8 0011707678 63,000.00 910.990% TXIL 20.00 360 Group 8 0011708055 126,998.00 10.990% CA 20.00 360 Group 8 0011708634 122,000.00 10.625% CA 20.00 360 Group 8 0011709300 37,980.00 10.875% FL 20.00 360 Group 8 0011709789 99,940.00 12.375% NY 20.00 360 Group 8 0011709913 80,000.00 11.000% CA 20.00 360 Group 8 0011709959 130,000.00 10.625% NY 20.60 360 Group 8 0011709991 94,000.00 9.990% TX 20.00 360 Group 8 0011710108 43,000.00 12.875% MS 20.00 360 Group 8 0011710338 153,000.00 11.250% CA 20.00 360 Group 8 0011710668 110,000.00 12.675% NJ 20.00 360 Group 8 0011710999 82,680.00 12.125% NY 20.00 360 Group 8 0011711516 99,600.00 11.250% CA 20.00 360 Group 8 0011711535 100,000.00 11.625% MD 20.00 360 Group 8 0011711537 78,400.00 9.990% TX 20.00 360 Group 8 ~~0011712559~~0011712676 ~~146~~149,000.00 9.000% TX 21.30 360 Group 8 0011712887 134,000.00 11.~~250~~125% CANY 20.00 360 Group 8 ~~0011714857~~0011713909 ~~163~~165,000.00 11.~~250~~125% CANY 20.00 360 Group 8 ~~0011715258~~0011714405 6926,000.00 129.~~375~~990% NJTX 20.00 360 Group 8 ~~0011715396~~0011714783 9975,800.00 1110.~~125~~950% WACA 20.00 360 Group 8 0011715258 69,000.00 12.375% NJ 20.00 360 Group 8 0011715427 66,000.00 12.000% NJ 20.00 180 Group 8 0011715447 138,000.00 10.990% NY 20.00 360 Group 8 0011715809 100,000.00 12.875% FL 20.00 360 Group 8 0011716125 61,400.00 11.250% CA 20.00 360 Group 8 0011716544 83,000.00 11.250% CA 20.00 360 Group 8 0011716635 115,180.00 10.547% MN 20.00 360 Group 8 ~~0011716940~~0011717367 6588,000.00 1112.~~250~~500% CANY 20.00 360 Group 8 ~~0011717031~~0011717938 ~~109~~80,000.00 1112.~~250~~675% CAVA 20.00 360 Group 8 ~~0011717367~~0011718205 8867,000.00 10.875% GA 20.00 360 Group 8 0011718357 64,300.00 12.~~500~~000% NYWA 20.00 360 Group 8 ~~0011717958~~0011719088 ~~103~~146,000.00 1110.~~500~~990% MAFL 20.00 360 Group 8 0011719571 100,000.00 12.625% NY 20.00 360 Group 8 ~~0011719715~~0011720310 95107,400.00 12.~~625~~875% NYMD 20.00 360 Group 8 0011720406 128,000.00 10.625% CA 20.00 360 Group 8 0011720528 92,000.00 12.875% MD 20.00 360 Group 8 0011720968 110,200.00 10.990% CA 20.00 360 Group 8 0011721113 136,000.00 10.990% CA 20.00 360 Group 8 0011721458 39,000.00 12.375% FL 20.00 360 Group 8 0011722342 18,000.00 11.375% LA 20.00 360 Group 8 0011722571 130,000.00 11.250% CA 20.00 360 Group 8 0011722683 76,000.00 12.375% VA 20.00 360 Group 8 0011722719 34,000.00 12.375% FL 20.00 360 Group 8 0011722920 62,000.00 11.250% CA 20.00 360 Group 8 0011723570 82,000.00 11.250% CA 20.00 360 Group 8 0011724088 120,000.00 10.875% CA 20.00 360 Group 8 0011724509 48,000.00 12.625% FL 20.00 360 Group 8 0011725649 56,000.00 11.250% CA 20.00 360 Group 8 0011726684 122,000.00 11.375% FL 20.00 360 Group 8 ~~0011728341~~0011727887 5396,~~600~~000.00 12.~~875~~625% NV 20.00 360 Group 8 0011728759 58,800.00 12.000% FL 20.00 360 Group 8 0011729712 90,000.00 11.250% CA 20.00 360 Group 8 ~~0011730310~~0011729799 ~~132~~146,~~000~~400.00 10.990% CA 20.00 360 Group 8 0011731114 72,000.00 10.500% CA 20.00 360 Group 8 0011731839 74,250.00 11.250% CA 15.00 360 Group 8 0011733124 90,000.00 10.990% VA 20.00 360 Group 8 0011733230 134,000.00 9.875% NY 20.00 360 Group 8 0011733692 92,900.00 11.250% CA 20.00 360 Group 8 0011733876 76,000.00 12.625% MD 20.00 360 Group 8 0011734183 59,000.00 10.875% FL 20.00 360 Group 8 0011734210 44,000.00 9.970% TX 20.00 360 Group 8 0011734459 39,000.00 12.625% FL 20.00 360 Group 8 0011735119 149,800.00 11.250% CA 20.00 360 Group 8 0011736343 83,000.00 10.650% DC 20.00 360 Group 8 0011736547 118,000.00 12.250% NY 20.00 360 Group 8 0011736770 86,000.00 11.250% CA 20.00 360 Group 8 0011738214 86,000.00 10.450% VA 20.00 360 Group 8 0011738621 100,000.00 12.375% VA 20.00 360 Group 8 0011742091 90,000.00 10.990% NY 20.00 360 Group 8 0011743531 98,000.00 10.625% CA 20.00 360 Group 8 0011743598 78,000.00 10.625% CA 20.00 360 Group 8 ~~0011743754~~0011745679 68128,000.00 1110.~~100~~990% MDCA 20.00 360 Group 8 0011750529 112,000.00 12.250% NY 20.00 360

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) Group 42 ~~0011677748~~0011701875 0.00 101,484.5003 7028,~~624~~826.9864 Group 42 ~~0011683288~~0011711641 74125,~~895~~759.4610 7937,~~833~~480.0773 7937,~~833~~480.0773 Group 42 ~~0011694212~~0011723825 0.00 10675.50 91,174.25 Group 2 0011731397 0.00 1,549.96 48,~~931~~396.9189 Group 4 ~~0011697752~~0011636308 6742,~~926~~915.4298 7345,~~035~~144.9044 7345,~~035~~144.9044 Group 4 ~~0011702209~~0011662211 7266,~~913~~907.7748 7670,~~184~~393.2256 7670,~~184~~393.2256 Group 4 ~~0011702237~~0011667837 7057,~~103~~912.8499 7562,~~483~~043.8806 7562,~~483~~043.8806 Group 4 ~~0011704566~~0011677748 0.00 ~~265~~(410.7146) 5670,~~623~~338.5769 Group 4 ~~0011708607~~0011685531 050,095.0090 1052,420.5013 8152,~~975~~420.0513 Group 4 ~~0011709893~~0011692325 5975,~~935~~172.09 6278,~~258~~453.8795 6278,~~258~~453.8795 Group 4 ~~0011711190~~0011694212 0.00 ~~710~~(497.5006) 8149,~~288~~281.5499 Group 4 ~~0011712826~~0011698394 0.00 10650.5000 6939,~~271~~452.9013 Group 4 ~~0011714464~~0011700375 1663,~~173~~355.2589 1666,~~793~~025.4191 1666,~~793~~025.4191 Group 4 ~~0011715527~~0011702237 0.00 ~~315~~700.7100 6376,~~197~~312.2772 Group 4 ~~0011720404~~0011704566 390.00 (518.06) 56,~~971~~375.4689 42Group 4 0011705890 43,~~562~~954.8876 45,928.72 45,928.72 Group 4 0011707161 42,~~562~~965.8871 45,504.19 45,504.19 Group 4 ~~0011722334~~0011707336 049,407.0066 1051,293.5047 8251,~~889~~293.3647 Group 4 ~~0011723800~~0011708607 0.00 10(767.5048) 5381,~~617~~327.2207 Group 4 ~~0011725888~~0011710470 0.00 10(747.5087) 2679,~~741~~311.9229 Group 4 ~~0011726600~~0011711190 0.00 10(1,427.5036) 5180,~~724~~690.6056 Group 4 ~~0011726736~~0011712499 2231,~~749~~152.19 26,107.85 26,107.85 Group 4 0011712509 49,949.45 2352,~~705~~325.4172 2352,~~705~~325.4172 Group 4 ~~0011727829~~0011712826 0.00 10(630.5041) 5568,~~268~~651.99 Group 4 0011715527 0.00 (582.76) 62,985.61 Group 4 ~~0011728051~~0011715735 6971,~~924~~896.2520 7276,~~609~~474.5626 7276,~~609~~474.5626 Group 4 ~~0011731398~~0011720404 0.00 10650.5000 5943,~~846~~232.3972 Group 4 ~~0011731436~~0011721157 019,893.0025 1520,800.92 20,800.92 Group 4 0011721840 67,333.74 71,533.53 7971,~~679~~533.2953 Group 4 ~~0011731693~~0011722334 0.00 10(761.5025) 5082,~~289~~428.7811 Group 4 ~~0011734682~~0011723050 7278,~~519~~848.4760 7583,~~818~~207.18 7583,~~818~~207.18 Group 4 ~~0011734758~~0011723270 51,932.09 54,370.64 54,370.64 Group 4 0011723800 0.00 ~~260~~(544.5030) 7753,~~925~~312.0612 Group 4 ~~0011735306~~0011725784 0.00 1015.5017 2479,~~385~~464.7447 Group 4 ~~0011735516~~0011725826 7962,~~900~~926.6687 8265,~~784~~490.3134 8265,~~784~~490.3134 Group 4 ~~0011741990~~0011725888 710.00 (204.54) 26,~~322~~552.7555 74Group 4 0011726600 0.00 (874.11) 51,~~058~~002.2768 74Group 4 0011727829 0.00 (81.11) 55,~~058~~207.27 Group 4 ~~0011745056~~0011731398 ~~71,032~~0.2900 ~~76,372~~63.9669 7660,~~372~~271.9628 Group 64 ~~0011646944~~0011731436 0.00 7(837.68) 78,~~678~~852.7011 ~~104~~Group 4 0011731693 0.00 (526.07) 49,~~954~~880.2371 Group 64 ~~0011655282~~0011734758 0.00 10(726.50) ~~134~~77,~~532~~203.8977 Group 64 ~~0011660394~~0011735306 0.00 2(227.77) 24,~~416~~168.8747 7Group 4 0011735475 72,~~001~~072.8076 75,810.22 75,810.22 Group 4 0011749215 73,876.94 76,444.44 76,444.44 Group 6 ~~0011722570~~0011691192 0656,000.00 ~~656~~135,205.5012 38135,~~589~~205.9512 Group 86 ~~0011562492~~0011720967 91440,~~728~~309.4406 98100,~~554~~340.0600 98100,~~554~~340.0600 Group 86 ~~0011646945~~0011726120 87,157.08 45,667.16 45,667.16 Group 7 0011713908 0.00 105,130.5045 ~~161~~92,~~805~~190.6239 Group 8 ~~0011655283~~0011637855 0.00 1015.5017 ~~118~~60,~~776~~851.4114 Group 8 ~~0011667279~~0011674247 ~~119~~105,~~835~~846.6735 ~~124~~113,~~451~~433.3179 ~~124~~113,~~451~~433.3179 Group 8 ~~0011670955~~0011675829 ~~49,950~~0.9400 ~~52,690~~150.3100 5287,~~690~~243.3119 Group 8 0011683237 ~~104~~0.00 250.00 111,~~839~~963.7122 ~~112~~Group 8 0011684580 14,~~378~~967.0927 ~~112~~15,~~378~~836.0960 15,836.60 Group 8 ~~0011683446~~0011685475 ~~107~~110,~~887~~729.7017 ~~112~~115,~~499~~580.3803 ~~112~~115,~~499~~580.3803 Group 8 0011685624 ~~88,493~~0.4400 ~~91,711~~250.6400 91,~~711~~972.6414 Group 8 0011686166 0.00 10(1,129.5033) ~~108~~107,~~601~~602.6852 Group 8 0011688105 0.00 600.00 135,911.69 Group 8 0011689194 0.00 ~~119~~(971.5026) ~~105~~104,~~640~~714.9153 Group 8 0011689763 0.00 ~~119~~(912.5099) ~~101~~100,~~205~~742.9596 Group 8 0011690546 0.00 21(2,057.0018) ~~121~~119,~~261~~311.6093 Group 8 0011691190 163,717.91 169,877.56 169,877.56 Group 8 0011692113 0.00 10(1,275.5010) ~~141~~140,~~218~~243.6959 Group 8 ~~0011693008~~0011692671 7539,~~906~~931.1194 7841,~~549~~766.9288 41,766.88 Group 8 0011693008 0.00 250.00 78,~~549~~820.9230 Group 8 0011693814 ~~51,410~~0.9700 ~~53,240~~150.6700 53,~~240~~308.6753 Group 8 ~~0011697931~~0011696513 8423,~~900~~741.4924 ~~87,920~~193.7445 87193.45 Group 8 0011697950 0.00 15.17 125,~~920~~517.7418 Group 8 0011698622 0.00 ~~107~~(56.0052) 70,~~527~~700.7641 Group 8 0011698867 0.00 (1,282.07) 135,748.10 Group 8 0011699970 62,281.5010 ~~136~~64,~~869~~821.6712 64,821.12 Group 8 0011700248 0.00 10(1,039.5000) ~~110~~109,~~003~~564.53 Group 8 0011700752 0.00 ~~1,003~~139.4467 51,~~202~~355.0858 Group 8 ~~0011702320~~0011701877 490.00 300.00 104,~~945~~739.9272 51Group 8 0011701992 60,~~789~~666.7564 5162,~~789~~918.7506 62,918.06 Group 8 0011702106 130,619.74 135,704.22 135,704.22 Group 8 0011703836 0.00 (1,674.76) 90,748.47 Group 8 0011704997 0.00 ~~117~~63.5031 63,~~316~~502.5604 Group 8 ~~0011707418~~0011705613 ~~165~~97,~~820~~222.4174 ~~171~~101,~~906~~048.7703 ~~171~~101,~~906~~048.7703 Group 8 ~~0011707425~~0011705717 038,907.0022 ~~715~~40,381.7116 ~~129~~40,~~245~~381.1516 Group 8 ~~0011708309~~0011705772 ~~114~~109,~~845~~840.7755 ~~118~~114,~~682~~704.68 ~~118~~114,~~682~~704.68 Group 8 ~~0011708634~~0011706394 59,890.82 62,317.42 62,317.42 Group 8 0011706670 0.00 ~~109~~15.17 110,888.68 Group 8 0011707425 0.00 ~~130~~(1,~~707~~204.9536) 128,769.89 Group 8 ~~0011709300~~0011707477 3780,~~937~~062.8708 4183,~~149~~542.5819 4183,~~149~~542.5819 Group 8 0011707678 62,885.34 65,322.78 65,322.78 Group 8 0011708055 126,719.39 132,658.08 132,658.08 Group 8 0011708634 0.00 (2,254.80) 128,580.79 Group 8 0011709300 0.00 650.00 42,170.08 Group 8 0011709789 0.00 (1,056.93) 103,191.90 Group 8 0011709913 0.00 ~~104~~(38.19) 85,~~141~~726.1690 Group 8 0011709959 129,331.09 133,928.40 133,928.40 Group 8 0011709991 0.00 10(824.5022) 9796,~~056~~243.7604 Group 8 0011710108 0.00 (~~891~~471.4247) 44,~~268~~088.28 Group 8 0011710338 152,948.35 169,060.08 169,060.08 Group 8 0011710668 109,861.79 116,041.03 116,041.03 Group 8 0011710999 82,545.09 85,895.50 85,895.50 Group 8 0011711516 99,428.67 103,170.95 103,170.95 Group 8 0011711535 99,841.51 104,791.48 104,791.48 Group 8 0011711537 0.00 10(687.5044) 80,~~988~~315.2194 Group 8 ~~0011712559~~0011712676 ~~145~~148,~~850~~670.7475 ~~156~~153,~~795~~142.8325 ~~156~~153,~~795~~142.8325 Group 8 ~~0011714857~~0011712887 ~~162~~133,~~833~~953.3550 ~~168~~139,~~951~~518.5799 ~~168~~139,~~951~~518.5799 Group 8 ~~0011715258~~0011713909 0.00 ~~260~~2,220.5000 173,182.53 Group 8 0011714405 25,896.60 26,778.72 26,~~072~~778.2772 Group 8 ~~0011715396~~0011714783 9975,~~695~~689.1420 ~~103~~78,~~910~~470.0267 ~~103~~78,~~910~~470.0267 Group 8 0011715258 0.00 (729.72) 71,607.72 Group 8 0011715427 0.00 10(678.5088) 69,~~975~~335.6125 Group 8 0011715447 0.00 10(1,313.5016) ~~143~~141,~~016~~703.7054 Group 8 0011715809 0.00 10(446.5044) ~~105~~104,~~327~~896.3104 Group 8 0011716125 61,315.93 63,939.12 63,939.12 Group 8 0011716544 0.00 ~~819~~(806.5015) 87,~~688~~711.0023 Group 8 0011716635 0.00 10(1,057.5065) ~~123~~122,~~353~~645.91 Group 8 ~~0011716940~~0011717367 640.00 (939.19) 90,~~933~~675.5540 67Group 8 0011717938 79,~~382~~899.4550 6783,~~382~~665.4520 83,665.20 Group 8 ~~0011717031~~0011718205 ~~108~~66,~~888~~925.5868 ~~117~~69,~~060~~365.2852 ~~117~~69,~~060~~365.2852 Group 8 ~~0011717367~~0011718357 064,206.0014 1068,095.5072 9168,~~633~~095.2372 Group 8 ~~0011717958~~0011719088 ~~102~~145,~~900~~662.3027 ~~106~~153,~~858~~683.0278 ~~106~~153,~~858~~683.0278 Group 8 0011719571 0.00 101,076.5097 ~~104~~105,~~272~~578.7518 Group 8 ~~0011719715~~0011720310 95107,~~328~~349.0321 99118,~~363~~684.7857 99118,~~363~~684.7857 Group 8 0011720406 0.00 15(1,182.7184) ~~137~~136,~~130~~247.4258 Group 8 0011720528 0.00 (1,008.72) 97,077.75 Group 8 0011720968 0.00 10(1,048.5063) ~~115~~114,~~174~~426.9633 Group 8 0011721113 0.00 ~~269~~(1,294.5013) ~~146~~145,~~178~~334.1502 Group 8 0011721458 38,958.31 41,915.43 41,915.43 Group 8 0011722342 17,976.01 18,907.09 18,907.09 Group 8 0011722571 0.00 ~~310~~(1,262.5064) ~~135~~134,~~096~~148.1366 Group 8 ~~0011724509~~0011722683 470.00 (803.75) 78,558.49 Group 8 0011722719 33,963.8067 5236,~~113~~090.3993 5236,~~113~~090.3993 Group 8 ~~0011726684~~0011722920 61,915.10 64,370.27 64,370.27 Group 8 0011723570 81,858.98 86,475.12 86,475.12 Group 8 0011724088 119,821.71 124,552.00 124,552.00 Group 8 0011724509 0.00 10650.5000 ~~133~~52,~~407~~879.67 Group 8 0011725649 55,903.65 58,019.29 58,019.29 Group 8 ~~0011728341~~0011726684 0.00 (1,196.53) 132,~~561~~221.7726 56Group 8 0011727887 95,~~482~~878.4501 56101,~~482~~052.4517 101,052.17 Group 8 0011728759 0.00 1045.5018 61,~~255~~423.6500 Group 8 0011729712 0.00 250.00 97,022.10 Group 8 0011729799 146,133.57 154,280.71 154,280.71 Group 8 0011731114 71,913.42 77,314.21 77,314.21 Group 8 0011731839 74,122.29 76,920.93 76,920.93 Group 8 0011733124 89,~~907~~868.98 9694,~~663~~125.1087 9694,~~663~~125.1087 Group 8 ~~0011730310~~0011733230 ~~131,857~~0.1900 (913.59) 137,~~915~~652.1848 ~~137~~Group 8 0011733692 92,~~915~~772.1878 97,658.30 97,658.30 Group 8 ~~0011733230~~0011733876 0.00 10(818.5049) ~~138~~78,~~463~~602.0739 Group 8 0011734183 0.00 ~~655~~(556.2131) 62,~~842~~375.1956 Group 8 0011734210 43,900.39 45,767.81 45,767.81 Group 8 0011734459 0.00 10(420.5002) 40,~~747~~453.1294 Group 8 0011735119 0.00 10(1,454.5095) ~~155~~154,~~486~~331.3136 Group 8 0011736343 82,870.56 85,835.21 85,835.21 Group 8 0011736547 0.00 10(1,236.5052) ~~122~~121,~~906~~772.4997 Group 8 0011736770 85,852.11 89,194.55 89,194.55 Group 8 0011738214 85,860.02 89,129.20 89,129.20 Group 8 0011738621 0.00 10(1,057.5057) ~~106~~105,~~170~~123.5548 Group 8 0011742091 0.00 10(606.5041) 9392,~~380~~891.0581 Group 8 0011743531 0.00 10(905.5062) ~~102~~101,~~419~~623.7008 Group 8 0011743598 0.00 10(420.5080) 83,~~613~~343.8606 Group 8 ~~0011743754~~0011745679 67127,~~952~~767.3407 71132,~~730~~710.1866 71132,~~730~~710.1866 Group 8 0011750529 0.00 10(823.5064) ~~116~~115,~~555~~746.0760

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.331% Current Month 18.964% 3 Month Average 0.335% 3 Month Average 21.474% 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 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.015% N/A Jun-2007 1.477% N/A Jul-2007 0.090% N/A Jul-2007 7.410% N/A Aug-2007 0.359% N/A Aug-2007 25.496% N/A Sep-2007 0.314% N/A Sep-2007 19.962% N/A Oct-2007 0.331% N/A Oct-2007 18.964% 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 3.902% Current Month 90.319% 3 Month Average 3.946% 3 Month Average 85.210% 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 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.186% N/A Jun-2007 37.038% N/A Jul-2007 1.080% N/A Jul-2007 36.360% N/A Aug-2007 4.227% N/A Aug-2007 81.407% N/A Sep-2007 3.709% N/A Sep-2007 83.905% N/A Oct-2007 3.902% N/A Oct-2007 90.319% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 - No Realized Loss Information to report this period. Group 2 - No Realized Loss Information to report this period. Group 3 - No Realized Loss Information to report this period. Group 4 MDR SDA Current Month 1.207% Current Month 65.428% 3 Month Average 0.911% 3 Month Average 54.207% 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 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.073% N/A Jul-2007 5.921% N/A Aug-2007 0.510% N/A Aug-2007 35.603% N/A Sep-2007 1.016% N/A Sep-2007 61.589% N/A Oct-2007 1.207% N/A Oct-2007 65.428% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 13.564% Current Month 105.034% 3 Month Average 10.352% 3 Month Average 104.908% 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 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% 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 0.872% N/A Jul-2007 104.706% N/A Aug-2007 5.955% N/A Aug-2007 105.040% N/A Sep-2007 11.536% N/A Sep-2007 104.649% N/A Oct-2007 13.564% N/A Oct-2007 105.034% 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 5 - No Realized Loss Information to report this period. Group 6 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.072% 3 Month Average 4.909% 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 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.145% N/A Jul-2007 11.810% N/A Aug-2007 0.102% N/A Aug-2007 7.336% N/A Sep-2007 0.115% N/A Sep-2007 7.392% N/A Oct-2007 0.000% N/A Oct-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.000% Current Month 17.321% 3 Month Average 0.865% 3 Month Average 18.307% 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 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% 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 1.726% N/A Jul-2007 15.262% N/A Aug-2007 1.219% N/A Aug-2007 20.933% N/A Sep-2007 1.375% N/A Sep-2007 16.667% N/A Oct-2007 0.000% N/A Oct-2007 17.321% 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 7 - No Realized Loss Information to report this period. Group 8 MDR SDA Current Month 1.875% Current Month 99.205% 3 Month Average 1.770% 3 Month Average 105.317% 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 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.114% N/A Jun-2007 10.923% N/A Jul-2007 0.120% N/A Jul-2007 9.887% N/A Aug-2007 2.025% N/A Aug-2007 132.006% N/A Sep-2007 1.410% N/A Sep-2007 84.740% N/A Oct-2007 1.875% N/A Oct-2007 99.205% 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 20.321% Current Month 103.570% 3 Month Average 19.252% 3 Month Average 102.632% 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 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 1.364% N/A Jun-2007 37.038% N/A Jul-2007 1.432% N/A Jul-2007 71.075% N/A Aug-2007 21.768% N/A Aug-2007 101.546% N/A Sep-2007 15.668% N/A Sep-2007 102.780% N/A Oct-2007 20.321% N/A Oct-2007 103.570% 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).

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1 0 0.00 0.00 0 0.00 0.00 Group 2 57 1,~~434~~153,~~600~~120.00 1,~~430~~147,~~295~~285.9746 0 0.00 0.00 Group 3 0 0.00 0.00 0 0.00 0.00 Group 4 24 44253,~~380~~980.00 44253,~~203~~432.0157 0 0.00 0.00 Group 5 0 0.00 0.00 0 0.00 0.00 Group 6 46 ~~819~~1,~~350~~377,805.00 ~~816~~1,~~185~~372,634.9960 0 0.00 0.00 Group 7 01 0133,000.00 0132,663.0019 0 0.00 0.00 Group 8 3 ~~209~~378,~~520~~700.00 ~~208~~377,~~517~~126.4494 0 0.00 0.00 Total 1421 23,~~507~~296,~~850~~605.00 23,~~499~~283,~~202~~142.4176 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 ~~108~~74.0538 Group 2 0 0.00 0.00 01 0125,910.00 0124,971.0051 82,~~079~~703.7137 Group 3 0 0.00 0.00 0 0.00 0.00 ~~658~~819.7749 Group 4 0 0.00 0.00 1319 ~~790~~1,~~285~~074,165.00 ~~787~~1,~~785~~070,843.7078 54,~~410~~710.1522 Group 5 0 0.00 0.00 0 0.00 0.00 23,~~799~~132.0242 Group 6 0 0.00 0.00 03 01,184,059.00 01,180,367.0002 3,~~672~~668.3601 Group 7 0 0.00 0.00 0 0.00 0.00 ~~828~~680.5266 Group 8 0 0.00 0.00 2550 24,~~317~~286,~~860~~338.00 24,~~311~~271,~~027~~398.7024 43,~~677~~182.8770 Total 0 0.00 0.00 3873 36,~~108~~670,~~145~~472.00 36,~~098~~647,~~813~~580.4055 2618,~~234~~971.4525

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 2 ~~0011688261~~0011626582 ILFL 8072.70 01-Dec-2006 160,000.00 159,105.40 Group 2 0011702064 CA 52.30 01-~~Oct~~Dec-2006 ~~200~~345,000.00 ~~199~~343,~~443~~716.8379 Group 2 ~~0011709997~~0011706717 ILVA 7095.00 01-Dec-2006 ~~166~~125,~~600~~400.00 ~~166~~124,~~236~~261.34 Group 2 0011711641 TX 90.00 01-Dec-2006 125,910.00 124,889.62 Group 2 ~~0011720042~~0011712486 CANM 6580.00 01-Dec-2006 ~~243~~124,~~750~~800.00 ~~243~~123,~~020~~844.1589 Group 2 ~~0011729725~~0011724355 NJGA 7780.3000 01-Dec-2006 ~~344~~83,920.00 83,270.69 Group 2 0011731010 MD 80.00 01-Dec-2006 124,000.00 ~~343~~123,~~453~~561.0890 Group 2 ~~0011739306~~0011734698 NYRI 8571.70 01-Dec-2006 190,000.00 189,019.95 Group 4 0011636308 AZ 20.00 01-Sep-2006 43,000.00 42,859.68 Group 4 0011662211 NJ 20.00 01-Dec-2006 ~~480~~67,~~250~~000.00 ~~477~~66,~~706~~810.4912 Group 4 ~~0011677656~~0011667837 LAFL 20.00 01-Nov-2006 2458,~~380~~000.00 2457,~~284~~764.0355 Group 4 ~~0011683288~~0011685531 WA 15.00 01-Nov-2006 50,175.00 50,026.12 Group 4 0011692325 CA 20.00 01-~~Dec~~Nov-2006 75,300.00 75,005.94 Group 4 0011697575 LA 22.10 01-Nov-2006 15,000.00 7414,~~607~~924.8240 Group 4 ~~0011697752~~0011700375 CA 20.00 01-Nov-2006 63,500.00 63,230.76 Group 4 0011705890 VA 20.00 01-Dec-2006 6844,000.00 6743,~~720~~895.0850 Group 4 ~~0011702209~~0011707161 CAFL 20.00 01-~~Oct~~Nov-2006 7343,000.00 7242,~~822~~906.7816 Group 4 ~~0011702237~~0011707336 CA 2015.00 01-Nov-2006 7049,500.00 49,330.74 Group 4 0011712499 NM 20.00 01-Dec-2006 31,200.00 6931,~~900~~111.4003 Group 4 ~~0011709893~~0011712509 CAVA 20.00 01-Dec-2006 6050,000.00 5949,~~822~~883.8823 Group 4 ~~0011714464~~0011715735 DC 20.00 01-Dec-2006 71,980.00 71,661.56 Group 4 0011721157 TN 20.00 01-Dec-2006 1619,~~200~~950.00 1619,~~127~~810.3020 Group 4 ~~0011718055~~0011721840 FL 20.00 01-Dec-2006 67,400.00 67,228.94 Group 4 0011723050 CA 20.00 01-Dec-2006 79,000.00 1978,~~901~~624.1996 Group 4 ~~0011720404~~0011723270 FLVA 20.00 01-Dec-2006 4052,000.00 3951,~~901~~860.2057 Group 4 ~~0011726736~~0011724354 TXGA 20.00 01-Dec-2006 2220,~~780~~980.00 2220,~~686~~903.0457 Group 4 ~~0011728051~~0011725826 ILVA 20.00 01-Dec-2006 7062,~~000~~980.00 62,834.69 Group 4 0011734450 CA 49.40 01-Dec-2006 168,~~793~~000.3200 167,757.75 Group 4 ~~0011734682~~0011735475 CA 20.00 01-Dec-2006 72,~~600~~180.00 7271,~~351~~904.7246 Group 4 ~~0011735516~~0011736306 MAMD 20.00 01-Dec-2006 8050,000.00 7949,~~729~~801.2952 Group 4 ~~0011741990~~0011749215 CADC 20.00 01-Dec-2006 7174,~~400~~000.00 7173,~~189~~717.2205 Group 46 ~~0011745056~~0011650521 NJ 46.70 01-Oct-2006 70,000.00 69,835.10 Group 6 0011654295 NY 84.90 01-Oct-2006 522,000.00 520,903.63 Group 6 0011690643 NJ 95.00 01-Dec-2006 247,000.00 244,752.67 Group 6 0011691192 CA 2080.00 01-Nov-2006 656,000.00 656,000.00 Group 6 0011691805 MI 95.00 01-Dec-2006 7143,~~105~~605.00 7043,~~828~~188.1647 Group 6 ~~0011715786~~0011697512 MD 80.00 01-~~Dec~~Nov-2006 ~~104~~235,~~000~~200.00 ~~103~~234,~~360~~690.3886 Group 6 ~~0011726919~~0011720967 VACA 6080.00 01-Dec-2006 ~~325~~440,~~000~~800.00 ~~324~~437,~~049~~474.1089 Group 6 ~~0011732516~~0011726120 TX 80.00 01-Dec-2006 ~~105~~87,~~600~~259.00 ~~104~~86,~~976~~569.4146 Group 6 ~~0011733261~~0011726873 MDFL 8580.00 01-Jan-2007 260,000.00 258,832.90 Group 7 0011717046 FL 95.00 01-Dec-2006 ~~284~~133,~~750~~000.00 ~~283~~132,~~478~~636.5281 Group 8 ~~0011562492~~0011674247 FL 20.00 01-Nov-2006 106,000.00 105,654.22 Group 8 0011684580 MS 21.60 01-Nov-2006 15,000.00 14,943.72 Group 8 0011685475 CA 20.00 01-~~Jul~~Dec-2006 92111,000.00 91110,~~436~~443.3357 Group 8 ~~0011667279~~0011691190 CA 20.00 01-Nov-2006 ~~120~~164,000.00 ~~119~~163,~~621~~422.4535 Group 8 ~~0011670955~~0011692671 FLNJ 20.00 01-Nov-2006 5039,~~000~~980.00 4939,~~886~~881.6024 Group 8 ~~0011677646~~0011696513 LANY 20.00 01-Dec-2006 23,830.00 23,712.99 Group 8 0011697514 MD 20.00 01-Nov-2006 58,800.00 58,548.59 Group 8 0011699970 MA 20.00 01-Nov-2006 62,400.00 62,176.63 Group 8 0011701992 CA 20.00 01-Nov-2006 60,800.00 60,549.80 Group 8 0011702106 NV 20.00 01-Nov-2006 131,000.00 130,337.92 Group 8 0011705613 CA 20.00 01-Dec-2006 97,~~520~~400.00 9697,~~774~~037.5622 Group 8 ~~0011683237~~0011705717 CA 20.00 01-Dec-2006 39,000.00 38,835.72 Group 8 0011705772 AZ 20.00 01-Nov-2006 ~~105~~110,000.00 ~~104~~109,~~501~~699.4864 Group 8 ~~0011683446~~0011706394 NYDC 20.00 01-Nov-2006 ~~108~~60,000.00 ~~107~~59,~~740~~776.55 Group 8 0011707477 CA 20.00 01-Nov-2006 80,200.00 79,917.56 Group 8 0011707678 IL 20.00 01-Dec-2006 63,000.00 62,765.33 Group 8 ~~0011685624~~0011708055 CA 20.00 01-Nov-2006 126,998.00 126,425.14 Group 8 0011709959 NY 20.60 01-Nov-2006 130,000.00 129,045.01 Group 8 0011710338 CA 20.00 01-Dec-2006 88153,~~600~~000.00 88152,~~309~~347.5416 Group 8 ~~0011693008~~0011710668 NJ 20.00 01-Dec-2006 110,000.00 109,686.06 Group 8 0011710999 NY 20.00 01-Dec-2006 82,680.00 82,420.74 Group 8 0011711516 CA 20.00 01-Dec-2006 7699,600.00 99,249.14 Group 8 0011711535 MD 20.00 01-Nov-2006 100,000.00 7599,~~744~~640.1595 Group 8 ~~0011693814~~0011712676 TX 21.30 01-Dec-2006 149,000.00 148,245.12 Group 8 0011712887 NY 20.00 01-Dec-2006 51134,~~480~~000.00 51133,~~292~~714.0547 Group 8 ~~0011697931~~0011714405 CATX 20.00 01-Dec-2006 8526,000.00 8425,~~728~~833.6861 Group 8 ~~0011702320~~0011714783 CA 20.00 01-Dec-2006 5075,~~000~~800.00 4975,~~852~~544.4291 Group 8 ~~0011707418~~0011716125 CA 20.00 01-Dec-2006 ~~166~~61,400.00 61,206.34 Group 8 0011717938 VA 20.00 01-Dec-2006 80,000.00 ~~165~~79,~~509~~793.9758 Group 8 ~~0011708309~~0011718205 TXGA 20.00 01-Dec-2006 ~~115~~67,000.00 ~~114~~66,~~580~~797.0424 Group 8 ~~0011709300~~0011718357 FLWA 20.00 01-~~Nov~~Dec-2006 3764,~~980~~300.00 3764,~~804~~066.4265 Group 8 ~~0011712559~~0011719088 CAFL 20.00 01-Dec-2006 146,000.00 145,~~431~~264.6762 Group 8 ~~0011714857~~0011720310 CAMD 20.00 01-Dec-2006 ~~163~~107,400.00 107,078.37 Group 8 0011721458 FL 20.00 01-Dec-2006 39,000.00 ~~162~~38,~~545~~869.62 Group 8 0011722080 NJ 79.70 01-Dec-2006 254,900.00 253,728.14 Group 8 ~~0011715396~~0011722342 WALA 20.00 01-Dec-2006 9918,~~800~~000.00 9917,~~513~~944.8071 Group 8 ~~0011715792~~0011722719 MDFL 20.00 01-Dec-2006 2634,000.00 2533,~~929~~916.0310 Group 8 ~~0011716940~~0011722920 CA 20.00 01-Dec-2006 6562,000.00 6461,~~818~~804.5741 Group 8 ~~0011717031~~0011723570 CA 20.00 01-Dec-2006 ~~109~~82,000.00 ~~108~~81,~~575~~650.7516 Group 8 ~~0011717958~~0011724088 MACA 20.00 01-Dec-2006 ~~103~~120,000.00 ~~102~~119,~~727~~589.6660 Group 8 ~~0011719715~~0011725649 NYCA 20.00 01-Dec-2006 9556,~~400~~000.00 9555,~~202~~802.9270 Group 8 ~~0011724509~~0011726874 FL 20.00 01-Jan-2007 65,000.00 64,712.58 Group 8 0011727887 NV 20.00 01-Dec-2006 4896,000.00 4795,~~861~~722.5393 Group 8 ~~0011728341~~0011729799 NVCA 20.00 01-Dec-2006 53146,~~600~~400.00 53145,~~495~~739.2756 Group 8 ~~0011729712~~0011731114 CA 20.00 01-Dec-2006 72,000.00 71,639.67 Group 8 0011731839 CA 15.00 01-Dec-2006 74,250.00 73,988.49 Group 8 0011733124 VA 20.00 01-Dec-2006 90,000.00 89,~~649~~664.6018 Group 8 ~~0011729726~~0011733692 NJCA 1920.00 01-Dec-2006 92,900.00 92,572.81 Group 8 0011734210 TX 20.00 01-Dec-2006 44,000.00 43,775.30 Group 8 0011736343 DC 20.00 01-Dec-2006 83,000.00 82,702.19 Group 8 0011736770 CA 20.00 01-Dec-2006 86,000.00 85,~~715~~697.3315 Group 8 ~~0011730310~~0011738214 CAVA 20.00 01-Dec-2006 ~~132~~86,000.00 ~~131~~85,~~559~~678.5808 Group 8 ~~0011743754~~0011745679 MDCA 20.00 01-~~Jan~~Dec-~~2007~~2006 68128,000.00 67127,~~778~~523.4526

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 2 ~~0011688261~~0011626582 Loan Paid in Full 0 910.~~150~~375% 360 12 Group 2 ~~0011709997~~0011702064 Loan Paid in Full 50 98.~~375~~145% 360 1012 Group 2 ~~0011720042~~0011706717 Loan Paid in Full 0 8.000% 360 12 Group 2 0011711641 Liquidation 8 8.570% 360 12 Group 2 0011712486 Loan Paid in Full 6 9.145% 360 12 Group 2 0011724355 Loan Paid in Full 0 8.~~295~~800% 360 1012 Group 2 ~~0011729725~~0011731010 Loan Paid in Full 0 78.~~725~~325% 360 1012 Group 2 ~~0011739306~~0011734698 Loan Paid in Full 0 6.980% 360 12 Group 4 0011636308 Liquidation 5 12.875% 180 15 Group 4 0011662211 Liquidation 5 12.250% 360 12 Group 4 0011667837 Liquidation 6 11.875% 360 13 Group 4 0011685531 Liquidation 5 12.500% 360 13 Group 4 0011692325 Liquidation 7 10.250% 360 13 Group 4 ~~0011677656~~0011697575 Loan Paid in Full 0 11.~~625~~375% 360 1113 Group 4 ~~0011683288~~0011700375 Liquidation 5 910.875% 360 1013 Group 4 ~~0011697752~~0011705890 Liquidation 56 1012.~~990~~550% 360 12 Group 4 0011707161 Liquidation 8 12.375% 360 13 Group 4 0011707336 Liquidation 6 10.875% 360 13 Group 4 ~~0011702209~~0011712499 Liquidation 56 12.~~950~~750% 360 12 Group 4 ~~0011702237~~0011712509 Liquidation 56 1112.~~250~~625% 360 1112 Group 4 ~~0011709893~~0011715735 Liquidation 57 10.~~990~~650% 360 1012 Group 4 ~~0011714464~~0011721157 Liquidation 5 98.~~000~~875% 360 12 Group 4 0011721840 Liquidation 6 12.750% 360 12 Group 4 0011723050 Liquidation 5 10.750% 360 12 Group 4 ~~0011718055~~0011723270 Liquidation 5 12.500% 180 12 Group 4 0011724354 Loan Paid in Full 0 1012.~~125~~375% 360 1012 Group 4 ~~0011720404~~0011725826 Liquidation 57 12.~~875~~125% 360 1012 Group 4 ~~0011726736~~0011734450 ~~Liquidation~~Loan 5Paid 9in Full 0 8.~~990~~445% 360 1012 Group 4 ~~0011728051~~0011735475 Liquidation 56 10.~~990~~875% 360 1012 Group 4 ~~0011734682~~0011736306 ~~Liquidation~~Loan 5Paid 10in Full 0 12.~~875~~750% 360 1012 Group 4 ~~0011735516~~0011749215 Liquidation 56 10.350% 360 1012 Group 46 ~~0011741990~~0011650521 ~~Liquidation~~Loan 5Paid in Full 0 10.220% 360 14 Group 6 0011654295 Loan Paid in Full 0 7.845% 360 14 Group 6 0011690643 Loan Paid in Full 1 7.990% 360 1012 Group 46 ~~0011745056~~0011691192 Liquidation 57 117.~~250~~900% 360 1013 Group 6 ~~0011715786~~0011691805 Loan Paid in Full ~~(1)~~0 9.~~070~~400% 360 1012 Group 6 ~~0011726919~~0011697512 Loan Paid in Full 02 7.570% 360 13 Group 6 0011720967 Liquidation 8 8.~~375~~925% 360 1012 Group 6 ~~0011732516~~0011726120 Liquidation 8 8.695% 360 12 Group 6 0011726873 Loan Paid in Full 0 97.~~275~~195% 360 1011 Group 67 ~~0011733261~~0011717046 Loan Paid in Full 0(1) 7.~~080~~000% 360 1012 Group 8 ~~0011562492~~0011674247 Liquidation 5 12.875% 360 13 Group 8 0011684580 Liquidation 5 12.000% 360 13 Group 8 0011685475 Liquidation 6 10.~~990~~490% ~~180~~360 1512 Group 8 ~~0011667279~~0011691190 Liquidation 56 11.250% 360 1113 Group 8 ~~0011670955~~0011692671 Liquidation 56 12.~~759~~875% 360 1113 Group 8 ~~0011677646~~0011696513 Liquidation 0 10.990% 360 12 Group 8 0011697514 Loan Paid in Full 02 812.~~445~~000% 360 1113 Group 8 ~~0011683237~~0011699970 Liquidation 5 1011.~~750~~640% 360 1113 Group 8 ~~0011683446~~0011701992 Liquidation 5 1210.~~500~~990% 360 1113 Group 8 ~~0011685624~~0011702106 Liquidation 5 10.500% 360 1013 Group 8 ~~0011693008~~0011705613 Liquidation 5 10.~~375~~990% 360 1012 Group 8 ~~0011693814~~0011705717 Liquidation 5 911.~~990~~250% 360 1012 Group 8 ~~0011697931~~0011705772 Liquidation 5 1012.~~625~~875% 360 1013 Group 8 ~~0011702320~~0011706394 Liquidation 56 10.990% 360 1013 Group 8 ~~0011707418~~0011707477 Liquidation 6 11.250% 360 13 Group 8 0011707678 Liquidation 5 10.990% 360 1012 Group 8 ~~0011708309~~0011708055 Liquidation 5 910.990% 360 1013 Group 8 ~~0011709300~~0011709959 Liquidation 6 10.~~875~~625% 360 1113 Group 8 ~~0011712559~~0011710338 Liquidation 59 11.250% 360 1012 Group 8 ~~0011714857~~0011710668 Liquidation 5 1112.~~250~~675% 360 1012 Group 8 ~~0011715396~~0011710999 Liquidation 5 1112.125% 360 1012 Group 8 ~~0011715792~~0011711516 ~~Loan~~Liquidation ~~Paid~~5 in11.250% ~~Full~~360 ~~(1)~~12 Group 8 0011711535 Liquidation 6 11.625% 360 13 Group 8 0011712676 Liquidation 6 9.000% 360 12 Group 8 0011712887 Liquidation 9 11.~~875~~125% 360 1012 Group 8 ~~0011716940~~0011714405 Liquidation 5 119.~~250~~990% 360 12 Group 8 0011714783 Liquidation 6 10.950% 360 12 Group 8 ~~0011717031~~0011716125 Liquidation 56 11.250% 360 1012 Group 8 ~~0011717958~~0011717938 Liquidation 5 1112.~~500~~675% 360 12 Group 8 0011718205 Liquidation 7 10.875% 360 12 Group 8 ~~0011719715~~0011718357 Liquidation 5 12.~~625~~000% 360 1012 Group 8 ~~0011724509~~0011719088 Liquidation 5 10.990% 360 12 Group 8 0011720310 Liquidation 8 12.~~625~~875% 360 1012 Group 8 ~~0011728341~~0011721458 Liquidation 6 12.375% 360 12 Group 8 0011722080 Loan Paid in Full 0 7.395% 360 12 Group 8 0011722342 Liquidation 6 11.375% 360 12 Group 8 0011722719 Liquidation 6 12.375% 360 12 Group 8 0011722920 Liquidation 6 11.250% 360 12 Group 8 0011723570 Liquidation 5 11.250% 360 12 Group 8 0011724088 Liquidation 6 10.875% 360 1012 Group 8 ~~0011729712~~0011725649 Liquidation 5 11.250% 360 1012 Group 8 ~~0011729726~~0011726874 Loan Paid in Full 0 11.125% 360 11 Group 8 0011727887 Liquidation 5 12.~~000~~625% 360 1012 Group 8 ~~0011730310~~0011729799 Liquidation 5 10.990% 360 12 Group 8 0011731114 Liquidation 7 10.500% 360 12 Group 8 ~~0011743754~~0011731839 Liquidation 5 11.~~100~~250% 360 12 Group 8 0011733124 Liquidation 6 10.990% 360 12 Group 8 0011733692 Liquidation 6 11.250% 360 12 Group 8 0011734210 Liquidation 5 9.970% 360 12 Group 8 0011736343 Liquidation 6 10.650% 360 12 Group 8 0011736770 Liquidation 5 11.250% 360 12 Group 8 0011738214 Liquidation 6 10.450% 360 12 Group 8 0011745679 Liquidation 5 10.990% 360 12

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group 1 0 0.00 0.00 0.00 Group 2 03 0627,349.0084 021,643.0037 0.00 Group 3 0 0.00 0.00 0.00 Group 4 2 44182,~~203~~707.0117 15,~~291~~815.7975 0.00 Group 5 0 0.00 0.00 0.00 Group 6 12 ~~324~~302,~~138~~146.5850 67,~~484~~880.5527 0.00 Group 7 01 0132,663.0019 03,712.0066 0.00 Group 8 1 9664,~~839~~737.1057 2,~~905~~879.1741 0.00 Total 49 ~~465~~1,~~180~~309,604.6927 1041,~~681~~931.5146 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Group 42 ~~0011677656~~0011626582 0911/19/2007 24159,~~292~~177.83 7,962.48 0.00 Group 2 0011702064 12/10/2007 343,819.55 11,192.03 0.00 Group 2 0011706717 11/23/2007 124,352.46 ~~485~~2,488.8586 0.00 Group 4 ~~0011718055~~0011697575 0912/2012/2007 1914,~~910~~929.5599 ~~805~~149.9430 0.00 Group 4 0011734450 11/28/2007 167,777.18 5,666.45 0.00 Group 6 ~~0011726919~~0011691805 0911/19/2007 ~~324~~43,~~138~~213.5844 432.13 0.00 Group 6 0011726873 11/16/2007 258,~~484~~933.5506 7,448.14 0.00 Group 87 ~~0011677646~~0011717046 0912/03/2007 132,663.19 3,712.66 0.00 Group 8 0011726874 11/16/2007 9664,~~839~~737.1057 2,~~905~~879.1741 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 01.~~601~~079% Current Month 612.~~979~~201% Current Month ~~339~~496.~~126~~433% 3 Month Average 0.~~699~~811% 3 Month Average 89.~~060~~285% 3 Month Average ~~444~~406.~~366~~567% 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 9.335% N/A Mar-2007 1,416.649% N/A Apr-2007 5.891% N/A Apr-2007 685.962% N/A May-2007 8.171% N/A May-2007 771.799% N/A Jun-2007 9.621% N/A Jun-2007 764.671% N/A Jul-2007 8.508% N/A Jul-2007 583.501% N/A Aug-2007 10.494% N/A Aug-2007 632.892% N/A Sep-2007 6.708% N/A Sep-2007 361.079% N/A Oct-2007 6.979% N/A Oct-2007 339.126% N/A Nov-2007 8.674% N/A Nov-2007 384.143% N/A Dec-2007 12.201% N/A Dec-2007 496.433% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 0.001% Current Month 0.~~014~~010% Current Month 0.~~677~~394% 3 Month Average 0.~~001~~338% 3 Month Average 03.~~015~~840% 3 Month Average 0171.~~827~~630% 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 38.285% N/A Mar-2007 6,003.759% N/A Apr-2007 0.082% N/A Apr-2007 9.824% N/A May-2007 0.022% N/A May-2007 2.137% N/A Jun-2007 35.593% N/A Jun-2007 2,872.536% N/A Jul-2007 0.076% N/A Jul-2007 5.266% N/A Aug-2007 0.014% N/A Aug-2007 0.835% N/A Sep-2007 0.018% N/A Sep-2007 0.970% N/A Oct-2007 0.014% N/A Oct-2007 0.677% N/A Nov-2007 11.496% N/A Nov-2007 513.818% N/A Dec-2007 0.010% N/A Dec-2007 0.394% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 0.~~965~~876% Current Month 10.~~990~~023% Current Month ~~531~~406.~~855~~325% 3 Month Average 01.~~938~~059% 3 Month Average 1011.~~677~~974% 3 Month Average ~~580~~532.~~222~~048% 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 13.177% N/A Mar-2007 1,971.002% N/A Apr-2007 3.568% N/A Apr-2007 411.016% N/A May-2007 3.127% N/A May-2007 292.669% N/A Jun-2007 18.252% N/A Jun-2007 1,441.592% N/A Jul-2007 12.803% N/A Jul-2007 872.964% N/A Aug-2007 12.671% N/A Aug-2007 760.395% N/A Sep-2007 8.368% N/A Sep-2007 448.417% N/A Oct-2007 10.990% N/A Oct-2007 531.855% N/A Nov-2007 14.911% N/A Nov-2007 657.965% N/A Dec-2007 10.023% N/A Dec-2007 406.325% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 SMM CPR PSA Current Month 0.003% Current Month 0.~~031~~039% Current Month 1.~~521~~609% 3 Month Average 0.~~003~~528% 3 Month Average 05.~~040~~811% 3 Month Average 2259.~~206~~297% 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 18.457% N/A Mar-2007 2,872.339% N/A Apr-2007 16.555% N/A Apr-2007 1,970.370% N/A May-2007 0.159% N/A May-2007 15.238% N/A Jun-2007 18.764% N/A Jun-2007 1,512.112% N/A Jul-2007 20.038% N/A Jul-2007 1,389.906% N/A Aug-2007 0.035% N/A Aug-2007 2.160% N/A Sep-2007 0.054% N/A Sep-2007 2.937% N/A Oct-2007 0.031% N/A Oct-2007 1.521% N/A Nov-2007 17.364% N/A Nov-2007 774.759% N/A Dec-2007 0.039% N/A Dec-2007 1.609% 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 4 SMM CPR PSA Current Month 12.~~284~~085% Current Month 1422.~~361~~344% Current Month ~~692~~903.~~689~~271% 3 Month Average 1.~~275~~436% 3 Month Average 1415.~~243~~803% 3 Month Average ~~771~~688.~~450~~896% 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 3.675% N/A Mar-2007 546.228% N/A Apr-2007 3.280% N/A Apr-2007 375.919% N/A May-2007 3.131% N/A May-2007 291.845% N/A Jun-2007 3.182% N/A Jun-2007 250.017% N/A Jul-2007 8.835% N/A Jul-2007 600.105% N/A Aug-2007 16.755% N/A Aug-2007 1,001.690% N/A Sep-2007 11.612% N/A Sep-2007 619.970% N/A Oct-2007 14.361% N/A Oct-2007 692.689% N/A Nov-2007 10.703% N/A Nov-2007 470.729% N/A Dec-2007 22.344% N/A Dec-2007 903.271% 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 5 SMM CPR PSA Current Month 0.~~009~~011% Current Month 0.~~113~~127% Current Month 5.~~519~~172% 3 Month Average 0.~~010~~011% 3 Month Average 0.~~116~~127% 3 Month Average 65.~~330~~662% 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 0.135% N/A Mar-2007 20.680% N/A Apr-2007 13.104% N/A Apr-2007 1,536.261% N/A May-2007 0.117% N/A May-2007 11.104% N/A Jun-2007 0.138% N/A Jun-2007 10.985% N/A Jul-2007 0.159% N/A Jul-2007 10.913% N/A Aug-2007 0.123% N/A Aug-2007 7.454% N/A Sep-2007 0.111% N/A Sep-2007 6.015% N/A Oct-2007 0.113% N/A Oct-2007 5.519% N/A Nov-2007 0.142% N/A Nov-2007 6.294% N/A Dec-2007 0.127% N/A Dec-2007 5.172% 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 6 SMM CPR PSA Current Month 0.~~183~~573% Current Month 26.~~170~~660% Current Month ~~105~~270.~~278~~678% 3 Month Average 0.~~338~~355% 3 Month Average 34.~~974~~164% 3 Month Average ~~223~~179.~~012~~303% 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 8.640% N/A Mar-2007 1,305.112% N/A Apr-2007 5.997% N/A Apr-2007 695.413% N/A May-2007 13.199% N/A May-2007 1,243.020% N/A Jun-2007 7.049% N/A Jun-2007 558.814% N/A Jul-2007 8.972% N/A Jul-2007 614.053% N/A Aug-2007 6.129% N/A Aug-2007 368.985% N/A Sep-2007 3.624% N/A Sep-2007 194.773% N/A Oct-2007 2.170% N/A Oct-2007 105.278% N/A Nov-2007 3.662% N/A Nov-2007 161.955% N/A Dec-2007 6.660% N/A Dec-2007 270.678% 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 7 SMM CPR PSA Current Month 0.~~001~~158% Current Month 01.~~012~~885% Current Month 077.~~575~~291% 3 Month Average 0.~~133~~312% 3 Month Average 13.~~567~~607% 3 Month Average 95158.~~608~~843% 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 8.102% N/A Mar-2007 1,267.699% N/A Apr-2007 7.150% N/A Apr-2007 853.631% N/A May-2007 2.569% N/A May-2007 247.615% N/A Jun-2007 5.589% N/A Jun-2007 451.522% N/A Jul-2007 2.908% N/A Jul-2007 202.206% N/A Aug-2007 4.681% N/A Aug-2007 285.783% N/A Sep-2007 0.009% N/A Sep-2007 0.468% N/A Oct-2007 0.012% N/A Oct-2007 0.575% N/A Nov-2007 8.924% N/A Nov-2007 398.662% N/A Dec-2007 1.885% N/A Dec-2007 77.291% 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 8 SMM CPR PSA Current Month 23.~~048~~918% Current Month 2138.~~992~~100% Current Month 1,~~073~~555.~~614~~943% 3 Month Average 2.~~140~~508% 3 Month Average 2225.~~812~~755% 3 Month Average 1,~~253~~131.~~574~~061% 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 8.128% N/A Mar-2007 1,252.240% N/A Apr-2007 5.182% N/A Apr-2007 610.345% N/A May-2007 5.757% N/A May-2007 548.646% N/A Jun-2007 11.415% N/A Jun-2007 913.921% N/A Jul-2007 4.988% N/A Jul-2007 344.345% N/A Aug-2007 26.706% N/A Aug-2007 1,619.478% N/A Sep-2007 19.740% N/A Sep-2007 1,067.629% N/A Oct-2007 21.992% N/A Oct-2007 1,073.614% N/A Nov-2007 17.172% N/A Nov-2007 763.627% N/A Dec-2007 38.100% N/A Dec-2007 1,555.943% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 3 1,~~442~~441,~~294~~368.5634 0.~~155~~158 0 0.00 0.000 5.500 5.749 18 7,~~400~~398,~~735~~218.1056 0.~~796~~811 2 685,~~875~~563.4521 7.~~302~~378 5.750 5.999 46 15,~~348~~340,~~697~~194.5296 1.~~651~~682 3 1,080,~~507~~294.1082 11.~~504~~626 6.000 6.249 54 21,~~079~~065,~~032~~479.2201 2.~~267~~309 1 370,~~911~~706.4295 3.~~949~~989 6.250 6.499 85 27,~~777~~759,~~473~~578.2796 23.~~987~~043 3 ~~775~~774,~~505~~657.0827 8.~~256~~337 6.500 6.749 132 41,~~443~~416,~~925~~315.5779 4.~~457~~540 5 1,~~486~~485,~~150~~407.1664 15.~~822~~985 6.750 6.999 ~~228~~227 71,~~352~~116,~~668~~330.9906 7.~~674~~796 7 1,~~978~~976,~~252~~744.1084 21.~~062~~273 7.000 7.249 ~~159~~156 4443,~~309~~686,~~695~~030.8860 4.~~765~~789 2 ~~299~~298,~~019~~502.5102 3.~~184~~212 7.250 7.499 ~~249~~247 7675,~~093~~493,~~251~~467.4864 8.~~184~~275 4 1,~~037~~036,~~193~~811.0818 11.~~043~~158 7.500 7.749 ~~295~~292 8180,~~846~~738,~~807~~394.4113 8.~~803~~850 0 0.00 0.000 7.750 7.999 ~~423~~412 ~~119~~116,~~947~~518,~~563~~023.3770 12.~~900~~772 21 ~~317~~222,~~479~~204.1263 32.~~380~~391 8.000 8.249 ~~209~~204 5251,~~406~~279,~~467~~958.4297 5.~~636~~621 2 512,~~370~~290.9418 5.~~455~~513 8.250 8.499 ~~269~~264 6463,~~185~~154,~~506~~917.1506 6.~~903~~923 2 ~~479~~478,~~053~~873.2922 5.~~100~~153 8.500 8.749 ~~240~~236 5655,~~048~~438,~~008~~935.9597 6.~~028~~077 0 0.00 0.000 8.750 8.999 ~~283~~280 57,~~636~~059,~~764~~590.8263 6.~~199~~255 1 178,~~216~~181.7580 1.~~897~~918 9.000 9.249 ~~113~~111 22,~~934~~647,~~020~~600.1672 2.~~467~~483 1 107,~~641~~515.5287 1.~~146~~157 9.250 9.499 ~~170~~166 27,~~962~~526,~~306~~182.0025 3.~~007~~017 0 0.00 0.000 9.500 9.749 123 18,~~200~~187,~~020~~370.3048 1.~~957~~994 0 0.00 0.000 9.750 9.999 ~~250~~247 24,~~619~~456,~~864~~339.4154 2.~~648~~681 1 84,~~559~~476.6025 0.~~900~~909 10.000 10.249 4948 5,~~176~~103,~~834~~299.5813 0.~~557~~559 0 0.00 0.000 10.250 10.499 6560 6,~~868~~359,~~023~~452.26 0.~~739~~697 0 0.00 0.000 10.500 10.749 ~~145~~137 13,~~747~~034,~~147~~971.9382 1.~~478~~429 0 0.00 0.000 10.750 10.999 ~~322~~300 2221,~~945~~119,~~479~~559.6990 2.~~468~~315 0 0.00 0.000 11.000 11.249 8379 65,~~317~~870,~~963~~427.1148 0.~~679~~644 0 0.00 0.000 11.250 11.499 ~~190~~174 1412,~~122~~851,~~231~~880.4820 1.~~519~~409 0 0.00 0.000 11.500 11.749 7674 54,~~040~~874,~~196~~730.9641 0.~~542~~534 0 0.00 0.000 11.750 11.999 8685 5,~~433~~370,~~804~~853.2070 0.~~584~~589 0 0.00 0.000 12.000 12.249 2621 1,~~429~~146,~~886~~300.7516 0.~~154~~126 0 0.00 0.000 12.250 12.499 9080 54,~~517~~890,~~179~~913.0760 0.~~593~~536 0 0.00 0.000 12.500 12.749 9486 54,~~401~~786,~~774~~800.5283 0.~~581~~525 0 0.00 0.000 12.750 12.999 ~~103~~94 54,~~631~~992,~~260~~268.3816 0.~~606~~547 0 0.00 0.000 >= 13.000 2 ~~137~~136,~~246~~964.8590 0.015 0 0.00 0.000 Total 4,~~680~~543 ~~929~~912,~~804~~262,~~132~~719.3692 100.000 3635 9,~~392~~292,~~735~~229.1288 100.000

Interest Rate Stratification (continued) Group 2 Group 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 1 ~~258~~257,~~308~~991.1230 1.~~015~~031 5.500 5.749 0 0.00 0.000 1 396,800.00 1.~~559~~585 5.750 5.999 1 ~~317~~316,~~181~~818.1801 0.~~215~~220 3 ~~874~~872,~~146~~823.3114 3.~~435~~487 6.000 6.249 10 3,~~235~~232,~~216~~857.6482 2.~~193~~243 5 1,~~103~~101,~~261~~850.7440 4.~~336~~403 6.250 6.499 9 2,~~113~~111,~~440~~918.3607 1.~~433~~465 14 3,~~423~~420,~~955~~731.6320 13.~~455~~668 6.500 6.749 24 5,~~848~~845,~~294~~121.9374 34.~~965~~055 13 3,~~042~~040,~~854~~722.6620 1112.~~958~~150 6.750 6.999 4443 9,~~946~~750,~~671~~385.3487 6.~~743~~764 12 3,~~433~~432,~~892~~323.3620 13.~~494~~714 7.000 7.249 25 5,~~817~~812,~~666~~893.6041 34.~~944~~032 9 1,~~928~~926,~~218~~642.9822 7.~~577~~698 7.250 7.499 5453 12,~~778~~477,~~588~~477.2945 8.~~663~~656 9 2,~~376~~374,~~287~~904.6917 9.~~338~~489 7.500 7.749 74 16,~~020~~009,~~975~~113.1315 1011.~~862~~105 8 1,~~737~~736,~~339~~277.2217 6.~~827~~938 7.750 7.999 ~~111~~109 2322,~~326~~805,~~623~~277.9161 15.~~815~~820 1615 3,~~281~~018,~~989~~684.60 12.~~897~~062 8.000 8.249 5552 109,~~318~~688,~~923~~267.1870 6.~~996~~721 43 ~~545~~405,~~610~~727.6911 21.~~144~~621 8.250 8.499 7672 1211,~~672~~840,~~063~~119.0541 8.~~591~~213 3 257,~~626~~140.5918 1.~~012~~027 8.500 8.749 7169 12,~~680~~363,~~849~~403.2696 8.~~597~~576 5 534,~~752~~245.6211 2.~~101~~135 8.750 8.999 7877 12,~~729~~638,~~967~~350.0377 8.~~630~~767 4 745,~~755~~476.7705 2.~~931~~979 9.000 9.249 2625 3,~~600~~474,~~549~~342.5432 2.~~441~~410 5 ~~633~~632,~~272~~960.1420 2.~~489~~529 9.250 9.499 3938 54,~~107~~970,~~913~~243.2769 3.~~463~~448 3 520,~~919~~516.1200 2.~~047~~080 9.500 9.749 28 3,~~691~~688,~~491~~758.7916 2.~~503~~559 0 0.00 0.000 9.750 9.999 22 3,~~379~~377,~~584~~964.5992 2.~~291~~343 2 202,~~740~~536.1817 0.~~797~~809 10.000 10.249 9 1,~~797~~796,~~576~~310.1322 1.~~219~~246 0 0.00 0.000 10.250 10.499 76 1880,~~040,497~~744.8855 0.~~705~~611 1 93,~~362~~351.1397 0.~~367~~373 10.500 10.749 4 584,~~962~~635.7003 0.~~397~~406 1 55,~~718~~668.1247 0.~~219~~222 10.750 10.999 3 491,~~304~~197.1762 0.~~333~~341 0 0.00 0.000 11.000 11.249 0 0.00 0.000 0 0.00 0.000 11.250 11.499 0 0.00 0.000 0 0.00 0.000 11.500 11.749 0 0.00 0.000 0 0.00 0.000 11.750 11.999 0 0.00 0.000 0 0.00 0.000 12.000 12.249 0 0.00 0.000 0 0.00 0.000 12.250 12.499 0 0.00 0.000 0 0.00 0.000 12.500 12.749 0 0.00 0.000 0 0.00 0.000 12.750 12.999 0 0.00 0.000 0 0.00 0.000 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total ~~770~~753 ~~147~~144,~~500~~156,~~340~~201.9748 100.000 ~~119~~117 25,~~446~~027,~~811~~370.6786 100.000

Interest Rate Stratification (continued) Group 4 Group 5 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 2 1,183,~~986~~377.4404 3.~~997~~996 5.500 5.749 0 0.00 0.000 10 4,~~251~~250,~~401~~647.1573 14.~~351~~355 5.750 5.999 1 249,~~992~~687.7254 0.~~388~~400 12 4,~~407~~405,~~094~~613.6416 14.~~877~~879 6.000 6.249 1 66,~~596~~454.4544 0.~~103~~107 8 5,~~357~~353,~~713~~489.1077 18.~~085~~080 6.250 6.499 4 ~~798~~797,~~453~~179.9952 1.~~240~~278 6 2,~~334~~332,~~057~~941.0773 7.879 6.500 6.749 10 2,~~276~~273,~~469~~191.4054 3.~~536~~644 4 1,~~624~~623,~~613~~973.1730 5.484 6.750 6.999 14 3,~~783~~776,~~617~~256.7796 56.~~877~~053 13 4,~~449~~447,~~362~~533.2790 15.~~019~~020 7.000 7.249 1615 32,~~176~~973,~~073~~531.4679 4.~~934~~767 5 2,~~233~~232,~~494~~127.3815 7.~~539~~538 7.250 7.499 15 3,~~306~~302,~~550~~494.1257 5.~~136~~294 4 1,~~695~~694,~~030~~422.6800 5.722 7.500 7.749 8 1,~~309~~307,~~554~~363.66 2.~~034~~096 1 270,~~789~~370.0406 0.~~914~~913 7.750 7.999 3029 4,~~700~~461,~~664~~328.7593 7.~~302~~152 2 400,~~341~~269.0973 1.~~351~~352 8.000 8.249 13 2,~~409~~407,~~755~~046.4023 3.~~743~~859 3 600,~~488~~173.1760 2.027 8.250 8.499 2019 32,~~079~~910,~~261~~086.6635 4.~~783~~665 1 199,~~704~~429.1124 0.674 8.500 8.749 23 4,~~547~~542,~~274~~708.4819 7.~~063~~282 2 ~~616~~615,~~289~~968.4717 2.080 8.750 8.999 2524 2,~~381~~358,~~232~~398.5700 3.~~699~~781 0 0.00 0.000 9.000 9.249 16 1,~~036~~035,~~235~~040.3531 1.~~610~~659 0 0.00 0.000 9.250 9.499 25 2,~~121~~118,~~052~~657.8285 3.~~295~~396 0 0.00 0.000 9.500 9.749 18 1,~~561~~559,~~136~~206.9206 2.~~425~~499 0 0.00 0.000 9.750 9.999 63 2,~~490~~486,~~912~~791.6514 3.~~869~~986 0 0.00 0.000 10.000 10.249 13 905,~~946~~226.5176 1.~~407~~451 0 0.00 0.000 10.250 10.499 1715 1,~~152~~002,~~210~~505.7969 1.~~790~~607 0 0.00 0.000 10.500 10.749 3836 2,~~315~~217,~~081~~588.3465 3.~~596~~555 0 0.00 0.000 10.750 10.999 ~~128~~123 6,~~692~~389,~~540~~022.95 10.~~396~~242 0 0.00 0.000 11.000 11.249 25 1,~~112~~110,~~671~~961.8481 1.~~728~~781 0 0.00 0.000 11.250 11.499 5452 2,~~595~~504,~~454~~716.6516 4.~~032~~015 0 0.00 0.000 11.500 11.749 32 1,~~444~~443,~~717~~691.4221 2.~~244~~314 0 0.00 0.000 11.750 11.999 3837 1,~~821~~763,~~989~~052.0982 2.~~830~~826 0 0.00 0.000 12.000 12.249 98 ~~446~~383,~~639~~527.9746 0.~~694~~615 0 0.00 0.000 12.250 12.499 3733 1,~~528~~360,~~591~~153.5161 2.~~374~~180 0 0.00 0.000 12.500 12.749 5147 2,~~217~~018,~~429~~832.0268 3.~~444~~236 0 0.00 0.000 12.750 12.999 6157 2,~~849~~656,~~520~~935.6019 4.~~426~~259 0 0.00 0.000 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total ~~805~~776 6462,~~377~~381,~~628~~638.8607 100.000 73 29,~~624~~610,~~364~~336.7858 100.000

Interest Rate Stratification (continued) Group 6 Group 7 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 0 0.00 0.000 5.500 5.749 0 0.00 0.000 5 2,~~066~~065,~~658~~207.5062 2.~~436~~458 5.750 5.999 9 3,~~366~~363,~~041~~666.4413 0.~~751~~758 16 4,~~841~~839,~~152~~164.7695 5.~~706~~760 6.000 6.249 11 4,~~276~~273,~~095~~894.7013 0.~~955~~963 16 6,~~162~~159,~~778~~851.6570 7.~~263~~332 6.250 6.499 26 9,~~657~~652,~~939~~447.5331 2.~~156~~175 15 5,~~443~~441,~~310~~972.9378 6.~~415~~477 6.500 6.749 45 15,~~916~~909,~~946~~715.5815 3.~~553~~585 17 6,~~192~~190,~~816~~404.9205 7.~~299~~368 6.750 6.999 83 30,~~057~~042,~~967~~083.4408 6.~~710~~770 39 12,~~728~~721,~~236~~276.1725 15.~~001~~142 7.000 7.249 6261 1918,~~051~~782,~~864~~291.7598 4.~~253~~233 2423 8,~~158~~019,~~935~~742.8159 9.~~616~~546 7.250 7.499 120 39,~~059~~036,~~207~~751.3154 8.~~719~~797 29 10,~~047~~042,~~649~~895.0039 11.~~842~~954 7.500 7.749 ~~168~~165 5251,~~749~~663,~~314~~278.9657 11.~~776~~642 18 4,~~703~~701,~~839~~418.8465 5.~~544~~596 7.750 7.999 ~~216~~212 7170,~~879~~352,~~932~~641.5327 1615.~~046~~854 2423 109,~~046~~381,~~154~~932.7597 11.~~840~~167 8.000 8.249 ~~114~~113 3332,~~287~~937,~~095~~674.7372 7.~~431~~422 8 2,~~362~~361,~~830~~829.8481 2.~~785~~811 8.250 8.499 134 37,~~703~~681,~~461~~215.3852 8.~~417~~491 17 5,~~968~~965,~~595~~683.1350 7.~~034~~101 8.500 8.749 ~~120~~118 3433,~~198~~915,~~406~~040.4284 7.~~634~~643 7 1,~~662~~661,~~328~~348.3606 1.~~959~~977 8.750 8.999 ~~139~~138 3635,~~366~~908,~~195~~364.7883 8.~~118~~092 5 1,369,~~953~~187.56 1.~~615~~630 9.000 9.249 52 15,~~055~~047,~~696~~526.9752 3.~~361~~391 5 1,~~548~~547,~~912~~939.5878 1.~~825~~842 9.250 9.499 6362 16,~~670~~619,~~846~~749.0091 3.~~722~~745 3 336,~~472~~180.5867 0.~~397~~400 9.500 9.749 43 9,~~970~~965,~~292~~219.6207 2.~~226~~246 0 0.00 0.000 9.750 9.999 55 11,~~291~~283,~~085~~678.0125 2.~~521~~543 3 592,~~858~~376.9971 0.~~699~~705 10.000 10.249 1211 1,~~325~~254,~~251~~725.2282 0.~~296~~283 1 70,~~363~~295.6204 0.~~083~~084 10.250 10.499 8 1,~~637~~636,~~011~~375.9327 0.~~365~~369 2 478,~~781~~596.9630 0.~~564~~570 10.500 10.749 14 3,~~397~~395,~~124~~549.2544 0.~~758~~765 0 0.00 0.000 10.750 10.999 4 459,~~525~~223.4261 0.103 0 0.00 0.000 11.000 11.249 2 577,~~597~~521.3047 0.~~129~~130 1 66,~~424~~399.0485 0.~~078~~079 11.250 11.499 0 0.00 0.000 0 0.00 0.000 11.500 11.749 0 0.00 0.000 0 0.00 0.000 11.750 11.999 0 0.00 0.000 0 0.00 0.000 12.000 12.249 0 0.00 0.000 0 0.00 0.000 12.250 12.499 0 0.00 0.000 0 0.00 0.000 12.500 12.749 0 0.00 0.000 0 0.00 0.000 12.750 12.999 0 0.00 0.000 0 0.00 0.000 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~500~~486 ~~447~~443,~~954~~758,~~900~~634.2743 100.000 ~~255~~253 84,~~849~~013,~~054~~704.9923 100.000

Interest Rate Stratification (continued) Group 8 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.500 0 0.00 0.000 5.500 5.749 0 0.00 0.000 5.750 5.999 1 212,~~581~~127.3721 0.~~176~~186 6.000 6.249 2 506,~~458~~373.5280 0.~~420~~444 6.250 6.499 8 3,~~230~~227,~~810~~731.6808 2.~~678~~831 6.500 6.749 14 5,~~055~~047,~~779~~780.7517 4.~~190~~427 6.750 6.999 16 4,~~974~~969,~~669~~725.5496 4.~~123~~359 7.000 7.249 16 3,~~644~~640,~~422~~299.3944 3.~~020~~193 7.250 7.499 1413 5,~~792~~527,~~745~~711.3134 4.~~801~~848 7.500 7.749 18 5,~~054~~050,~~994~~572.5687 4.~~190~~429 7.750 7.999 2221 5,~~994~~875,~~377~~683.6296 45.~~968~~153 8.000 8.249 10 2,~~369~~366,~~392~~949.4762 12.~~964~~076 8.250 8.499 16 3,~~825~~822,~~740~~369.9464 3.~~171~~352 8.500 8.749 12 1,~~808~~806,~~108~~221.3464 1.~~499~~584 8.750 8.999 31 3,~~865~~861,~~443~~631.3662 3.~~204~~387 9.000 9.249 87 ~~951~~802,~~712~~275.0672 0.~~789~~704 9.250 9.499 3735 32,~~205~~960,~~102~~834.2113 2.~~656~~597 9.500 9.749 34 2,~~977~~974,~~098~~187.9719 2.~~467~~608 9.750 9.999 ~~104~~101 6,~~578~~428,~~123~~516.3910 5.~~452~~638 10.000 10.249 14 1,~~077~~076,~~697~~741.1029 0.~~893~~944 10.250 10.499 3028 2,~~466~~267,~~158~~878.5748 21.~~044~~989 10.500 10.749 8882 76,~~394~~781,~~261~~530.5223 65.~~128~~948 10.750 10.999 ~~187~~170 1513,~~302~~780,~~109~~115.1572 12.~~682~~085 11.000 11.249 5551 4,~~561~~115,~~269~~544.9335 3.~~780~~609 11.250 11.499 ~~136~~122 1110,~~526~~347,~~776~~164.8304 9.~~553~~075 11.500 11.749 4442 3,~~595~~431,~~479~~039.5420 23.~~980~~009 11.750 11.999 48 3,~~611~~607,~~815~~800.1188 23.~~993~~164 12.000 12.249 1713 ~~983~~762,~~246~~772.7870 0.~~815~~669 12.250 12.499 5347 3,~~988~~530,~~587~~759.5699 3.~~306~~097 12.500 12.749 4339 32,~~184~~767,~~345~~968.5015 2.~~639~~428 12.750 12.999 4237 2,~~781~~335,~~739~~332.7897 2.~~305~~048 >= 13.000 2 ~~137~~136,~~246~~964.8590 0.~~114~~120 Total 1,~~122~~050 ~~120~~114,~~658~~022,~~295~~604.7039 100.000

SUPPLEMENTAL REPORTING Distribution Date The 25th day of any month, or if such 25th day is not a Business Day, the Business Day immediately following such 25th day, commencing in March 2007. Interest Determination Date With respect to the Class A Certificates, the Mezzanine Certificates, REMIC II Regular Interest II-LTA1, REMIC II Regular Interest IILTA2, REMIC II Regular Interest II-LTA3, REMIC II Regular Interest II-LTA4, REMIC II Regular Interest II-LTA5, REMIC II Regular Interest II-LTM1, REMIC II Regular Interest IILTM2, REMIC II Regular Interest II-LTM3, REMIC II Regular Interest II-LTM4, REMIC II Regular Interest II-LTM5, REMIC II Regular Interest II-LTM6, REMIC II Regular Interest IILTM7 and REMIC II Regular Interest II-LTM8 and any Accrual Period therefor, the second London Business Day preceding the commencement of such Accrual Period. Closing Date February 27, 2007. Remittance Date With respect to any Distribution Date, the Business Day immediately preceding such Distribution Date. Determination Date With respect to any Distribution Date, the 15th day of the calendar month in which such Distribution Date occurs or, if such 15th day is not a Business Day, the Business Day immediately preceding such 15th day. Record Date With respect to each Distribution Date and any Book-Entry Certificate, the Business Day immediately preceding such Distribution Date. With respect to each Distribution Date and any other Certificates, including any Definitive Certificates, the last Business Day of the month immediately preceding the month in which such Distribution Date occurs. Repurchase Notice As of 911/30/2007, there are outstanding repurchase claims to WMC Mortgage Corp. totaling 122 loans for a Cut-off Date Principal Balance of $26,327,297.00.

Filing Compare · MASTR ASSET BACKED SECURITIES TRUST 2007-WMC1