10-D 1 bnc07004_10d-200807.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: June 02, 2008 to July 01, 2008 Commission File Number of issuing entity: 333-139693-20 BNC Mortgage Loan Trust 2007-4 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-139693 Structured Asset Securities Corporation (Exact name of depositor as specified in its charter) Lehman Brothers Holdings Inc. (Exact name of sponsor(s) as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) Not Applicable (I.R.S. Employer Identification No.) 745 Seventh Avenue New York, NY 10019 (Address of principal executive offices of the issuing entity) (Zip Code) (212) 526-7000 (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)) A1 _____ _____ __X___ ____________ A2 _____ _____ __X___ ____________ A2A _____ _____ __X___ ____________ A2B _____ _____ __X___ ____________ A3 _____ _____ __X___ ____________ A3A _____ _____ __X___ ____________ A3B _____ _____ __X___ ____________ A4 _____ _____ __X___ ____________ A4A _____ _____ __X___ ____________ A4B _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M1A _____ _____ __X___ ____________ M1B _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M2A _____ _____ __X___ ____________ M2B _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M3A _____ _____ __X___ ____________ M3B _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M4A _____ _____ __X___ ____________ M4B _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M5A _____ _____ __X___ ____________ M5B _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M6A _____ _____ __X___ ____________ M6B _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ M9 _____ _____ __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 July 25, 2008, a distribution was made to holders of the certificates issued by BNC Mortgage Loan Trust 2007-4. 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 the certificates issued by BNC Mortgage Loan Trust 2007-4, relating to the July 25, 2008 distribution. (99.2) Risk Management Group Risk Manager (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. BNC Mortgage Loan Trust 2007-4 (Issuing Entity) Aurora Loan Services LLC (Master Servicer) /s/ Michele Olds Michele Olds, Vice President Servicer Oversight Date: August 01, 2008 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of the certificates issued by BNC Mortgage Loan Trust 2007-4, relating to the July 25, 2008 distribution. EX-99.2 Risk Management Group Risk Manager

Certificateholder Distribution Summary Class CUSIP Certificate Original Actual Pass-Through Certificate Certificate Rate Balance Balance A1 05570GAA1 5.12500% 209,550,000.00 209,550,000.00 A2 05570GAB9 6.01500% 45,455,000.00 45,455,000.00 A2-A 05570GBN2 4.76500% 0.00 0.00 A2-B 05570GBP7 1.25000% 0.00 0.00 A3 05570GAC7 5.76500% 75,129,000.00 75,129,000.00 A3-A 05570GAV5 4.76500% 0.00 0.00 A3-B 05570GAW3 1.00000% 0.00 0.00 A4 05570GAD5 6.01500% 96,481,000.00 96,481,000.00 A4-A 05570GAX1 4.76500% 0.00 0.00 A4-B 05570GAY9 1.25000% 0.00 0.00 M1 05570GAE3 6.01500% 21,653,000.00 21,653,000.00 M1-A 05570GAZ6 4.76500% 0.00 0.00 M1-B 05570GBA0 1.25000% 0.00 0.00 M2 05570GAF0 6.01500% 14,178,000.00 14,178,000.00 M2-A 05570GBB8 4.76500% 0.00 0.00 M2-B 05570GBC6 1.25000% 0.00 0.00 M3 05570GAG8 6.51500% 6,702,000.00 6,702,000.00 M3-A 05570GBD4 4.76500% 0.00 0.00 M3-B 05570GBE2 1.75000% 0.00 0.00 M4 05570GAH6 6.01500% 6,960,000.00 6,960,000.00 M4-A 05570GBF9 4.76500% 0.00 0.00 M4-B 05570GBG7 1.25000% 0.00 0.00 M5 05570GAJ2 6.01500% 6,186,000.00 6,186,000.00 M5-A 05570GBH5 4.76500% 0.00 0.00 M5-B 05570GBJ1 1.25000% 0.00 0.00 M6 05570GAK9 6.01500% 4,124,000.00 4,124,000.00 M6-A 05570GBK8 4.76500% 0.00 0.00 M6-B 05570GBL6 1.25000% 0.00 0.00 M7 05570GAL7 6.00000% 3,867,000.00 3,867,000.00 M8 05570GAM5 6.00000% 3,093,000.00 3,093,000.00 M9 05570GAN3 6.00000% 2,578,000.00 2,578,000.00 B1 05570GAQ6 6.01500% 2,578,000.00 2,578,000.00 B2 05570GAR4 6.01500% 5,671,000.00 5,671,000.00 B3 05570GAS2 6.01500% 5,929,000.00 5,929,000.00 X BNCMOR074X 0.00000% 5,413,921.44 5,413,921.44 R BNCMOR074R 0.00000% 0.00 0.00 P BNCMOR074P 0.00000% 100.00 100.00 LT-R BNCMOR074LTR 0.00000% 0.00 0.00 Totals 515,548,021.44 515,548,021.44

Certificateholder Distribution Summary (Continued) Class Ending Ending Interest Principal Certificate Balance Total Distribution Distribution Balance Factor Distribution A1 507,140.10 2,052,864.22 207,497,135.78 0.9902034635 2,560,004.32 A2 129,111.14 0.00 45,455,000.00 1.0000000000 129,111.14 A2-A 0.00 0.00 0.00 0.0000000000 0.00 A2-B 0.00 0.00 0.00 0.0000000000 0.00 A3 204,528.27 3,032,516.42 72,096,483.58 0.9596358740 3,237,044.69 A3-A 0.00 0.00 0.00 0.0000000000 0.00 A3-B 0.00 0.00 0.00 0.0000000000 0.00 A4 274,046.24 0.00 96,481,000.00 1.0000000000 274,046.24 A4-A 0.00 0.00 0.00 0.0000000000 0.00 A4-B 0.00 0.00 0.00 0.0000000000 0.00 M1 61,503.54 0.00 21,653,000.00 1.0000000000 61,503.54 M1-A 0.00 0.00 0.00 0.0000000000 0.00 M1-B 0.00 0.00 0.00 0.0000000000 0.00 M2 40,271.43 0.00 14,178,000.00 1.0000000000 40,271.43 M2-A 0.00 0.00 0.00 0.0000000000 0.00 M2-B 0.00 0.00 0.00 0.0000000000 0.00 M3 20,618.89 0.00 6,702,000.00 1.0000000000 20,618.89 M3-A 0.00 0.00 0.00 0.0000000000 0.00 M3-B 0.00 0.00 0.00 0.0000000000 0.00 M4 19,769.30 0.00 6,960,000.00 1.0000000000 19,769.30 M4-A 0.00 0.00 0.00 0.0000000000 0.00 M4-B 0.00 0.00 0.00 0.0000000000 0.00 M5 17,570.82 0.00 6,186,000.00 1.0000000000 17,570.82 M5-A 0.00 0.00 0.00 0.0000000000 0.00 M5-B 0.00 0.00 0.00 0.0000000000 0.00 M6 11,713.88 0.00 4,124,000.00 1.0000000000 11,713.88 M6-A 0.00 0.00 0.00 0.0000000000 0.00 M6-B 0.00 0.00 0.00 0.0000000000 0.00 M7 19,335.00 0.00 3,867,000.00 1.0000000000 19,335.00 M8 15,465.00 0.00 3,093,000.00 1.0000000000 15,465.00 M9 12,890.00 0.00 2,578,000.00 1.0000000000 12,890.00 B1 7,322.59 0.00 2,578,000.00 1.0000000000 7,322.59 B2 16,108.00 0.00 5,671,000.00 1.0000000000 16,108.00 B3 16,840.83 0.00 5,929,000.00 1.0000000000 16,840.83 X 1,759,195.11 0.00 5,413,921.44 1.0000000000 1,759,195.11 R 0.00 0.00 0.00 0.0000000000 0.00 P 59,657.10 0.00 100.00 1.0000000000 59,657.10 LT-R 0.00 0.00 0.00 0.0000000000 0.00 Totals 3,193,087.24 5,085,380.64 510,462,640.80 8,278,467.88

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A1 05570GAA1 01/24/2008 5.12500% 209,550,000.00 507,140.10 A2 05570GAB9 01/24/2008 6.01500% 45,455,000.00 129,111.14 A2-A 05570GBN2 01/24/2008 4.76500% 45,455,000.00 102,280.06 A2-B 05570GBP7 01/24/2008 1.25000% 0.00 26,831.08 A3 05570GAC7 01/24/2008 5.76500% 75,129,000.00 204,528.27 A3-A 05570GAV5 01/24/2008 4.76500% 75,129,000.00 169,050.68 A3-B 05570GAW3 01/24/2008 1.00000% 0.00 35,477.58 A4 05570GAD5 01/24/2008 6.01500% 96,481,000.00 274,046.24 A4-A 05570GAX1 01/24/2008 4.76500% 96,481,000.00 217,095.65 A4-B 05570GAY9 01/24/2008 1.25000% 0.00 56,950.59 M1 05570GAE3 01/24/2008 6.01500% 21,653,000.00 61,503.54 M1-A 05570GAZ6 01/24/2008 4.76500% 21,653,000.00 48,722.26 M1-B 05570GBA0 01/24/2008 1.25000% 0.00 12,781.28 M2 05570GAF0 01/24/2008 6.01500% 14,178,000.00 40,271.43 M2-A 05570GBB8 01/24/2008 4.76500% 14,178,000.00 31,902.47 M2-B 05570GBC6 01/24/2008 1.25000% 0.00 8,368.96 M3 05570GAG8 01/24/2008 6.51500% 6,702,000.00 20,618.89 M3-A 05570GBD4 01/24/2008 4.76500% 6,702,000.00 15,080.43 M3-B 05570GBE2 01/24/2008 1.75000% 0.00 5,538.46 M4 05570GAH6 01/24/2008 6.01500% 6,960,000.00 19,769.30 M4-A 05570GBF9 01/24/2008 4.76500% 6,960,000.00 15,660.97 M4-B 05570GBG7 01/24/2008 1.25000% 0.00 4,108.33 M5 05570GAJ2 01/24/2008 6.01500% 6,186,000.00 17,570.82 M5-A 05570GBH5 01/24/2008 4.76500% 6,186,000.00 13,919.36 M5-B 05570GBJ1 01/24/2008 1.25000% 0.00 3,651.46 M6 05570GAK9 01/24/2008 6.01500% 4,124,000.00 11,713.88 M6-A 05570GBK8 01/24/2008 4.76500% 4,124,000.00 9,279.57 M6-B 05570GBL6 01/24/2008 1.25000% 0.00 2,434.31 M7 05570GAL7 01/08/2008 6.00000% 3,867,000.00 19,335.00 M8 05570GAM5 01/08/2008 6.00000% 3,093,000.00 15,465.00 M9 05570GAN3 01/08/2008 6.00000% 2,578,000.00 12,890.00 B1 05570GAQ6 01/24/2008 6.01500% 2,578,000.00 7,322.59 B2 05570GAR4 01/24/2008 6.01500% 5,671,000.00 16,108.00 B3 05570GAS2 01/24/2008 6.01500% 5,929,000.00 16,840.83 X BNCMOR074X 12/31/2007 0.00000% 5,413,921.44 1,759,195.11 R BNCMOR074R 01/08/2008 0.00000% 0.00 0.00 P BNCMOR074P 12/31/2007 0.00000% 100.00 59,657.10 LTR BNCMOR074LTR 12/31/2007 0.00000% 0.00 0.00 Totals 792,416,021.44 3,972,220.74

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 2,052,864.22 0.00 207,497,135.78 2,560,004.32 0.00 A2 0.00 0.00 45,455,000.00 129,111.14 0.00 A2-A 0.00 0.00 45,455,000.00 102,280.06 0.00 A2-B 0.00 0.00 0.00 26,831.08 0.00 A3 3,032,516.42 0.00 72,096,483.58 3,237,044.69 0.00 A3-A 3,032,516.42 0.00 72,096,483.58 3,201,567.10 0.00 A3-B 0.00 0.00 0.00 35,477.58 0.00 A4 0.00 0.00 96,481,000.00 274,046.24 0.00 A4-A 0.00 0.00 96,481,000.00 217,095.65 0.00 A4-B 0.00 0.00 0.00 56,950.59 0.00 M1 0.00 0.00 21,653,000.00 61,503.54 0.00 M1-A 0.00 0.00 21,653,000.00 48,722.26 0.00 M1-B 0.00 0.00 0.00 12,781.28 0.00 M2 0.00 0.00 14,178,000.00 40,271.43 0.00 M2-A 0.00 0.00 14,178,000.00 31,902.47 0.00 M2-B 0.00 0.00 0.00 8,368.96 0.00 M3 0.00 0.00 6,702,000.00 20,618.89 0.00 M3-A 0.00 0.00 6,702,000.00 15,080.43 0.00 M3-B 0.00 0.00 0.00 5,538.46 0.00 M4 0.00 0.00 6,960,000.00 19,769.30 0.00 M4-A 0.00 0.00 6,960,000.00 15,660.97 0.00 M4-B 0.00 0.00 0.00 4,108.33 0.00 M5 0.00 0.00 6,186,000.00 17,570.82 0.00 M5-A 0.00 0.00 6,186,000.00 13,919.36 0.00 M5-B 0.00 0.00 0.00 3,651.46 0.00 M6 0.00 0.00 4,124,000.00 11,713.88 0.00 M6-A 0.00 0.00 4,124,000.00 9,279.57 0.00 M6-B 0.00 0.00 0.00 2,434.31 0.00 M7 0.00 0.00 3,867,000.00 19,335.00 0.00 M8 0.00 0.00 3,093,000.00 15,465.00 0.00 M9 0.00 0.00 2,578,000.00 12,890.00 0.00 B1 0.00 0.00 2,578,000.00 7,322.59 0.00 B2 0.00 0.00 5,671,000.00 16,108.00 0.00 B3 0.00 0.00 5,929,000.00 16,840.83 0.00 X 0.00 0.00 5,413,921.44 1,759,195.11 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 59,657.10 0.00 LTR 0.00 0.00 0.00 0.00 0.00 Totals 8,117,897.06 0.00 784,298,124.38 12,090,117.80 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class CUSIP Certificate Original Actual Scheduled Unscheduled Pass-Through Certificate Certificate Principal Principal Rate Balance Balance Distribution Distribution A1 05570GAA1 5.12500% 209,550,000.00 209,550,000.00 0.00 2,052,864.22 A2 05570GAB9 6.01500% 45,455,000.00 45,455,000.00 0.00 0.00 A2-A 05570GBN2 4.76500% 0.00 0.00 0.00 0.00 A2-B 05570GBP7 1.25000% 0.00 0.00 0.00 0.00 A3 05570GAC7 5.76500% 75,129,000.00 75,129,000.00 0.00 3,032,516.42 A3-A 05570GAV5 4.76500% 0.00 0.00 0.00 0.00 A3-B 05570GAW3 1.00000% 0.00 0.00 0.00 0.00 A4 05570GAD5 6.01500% 96,481,000.00 96,481,000.00 0.00 0.00 A4-A 05570GAX1 4.76500% 0.00 0.00 0.00 0.00 A4-B 05570GAY9 1.25000% 0.00 0.00 0.00 0.00 M1 05570GAE3 6.01500% 21,653,000.00 21,653,000.00 0.00 0.00 M1-A 05570GAZ6 4.76500% 0.00 0.00 0.00 0.00 M1-B 05570GBA0 1.25000% 0.00 0.00 0.00 0.00 M2 05570GAF0 6.01500% 14,178,000.00 14,178,000.00 0.00 0.00 M2-A 05570GBB8 4.76500% 0.00 0.00 0.00 0.00 M2-B 05570GBC6 1.25000% 0.00 0.00 0.00 0.00 M3 05570GAG8 6.51500% 6,702,000.00 6,702,000.00 0.00 0.00 M3-A 05570GBD4 4.76500% 0.00 0.00 0.00 0.00 M3-B 05570GBE2 1.75000% 0.00 0.00 0.00 0.00 M4 05570GAH6 6.01500% 6,960,000.00 6,960,000.00 0.00 0.00 M4-A 05570GBF9 4.76500% 0.00 0.00 0.00 0.00 M4-B 05570GBG7 1.25000% 0.00 0.00 0.00 0.00 M5 05570GAJ2 6.01500% 6,186,000.00 6,186,000.00 0.00 0.00 M5-A 05570GBH5 4.76500% 0.00 0.00 0.00 0.00 M5-B 05570GBJ1 1.25000% 0.00 0.00 0.00 0.00 M6 05570GAK9 6.01500% 4,124,000.00 4,124,000.00 0.00 0.00 M6-A 05570GBK8 4.76500% 0.00 0.00 0.00 0.00 M6-B 05570GBL6 1.25000% 0.00 0.00 0.00 0.00 M7 05570GAL7 6.00000% 3,867,000.00 3,867,000.00 0.00 0.00 M8 05570GAM5 6.00000% 3,093,000.00 3,093,000.00 0.00 0.00 M9 05570GAN3 6.00000% 2,578,000.00 2,578,000.00 0.00 0.00 B1 05570GAQ6 6.01500% 2,578,000.00 2,578,000.00 0.00 0.00 B2 05570GAR4 6.01500% 5,671,000.00 5,671,000.00 0.00 0.00 B3 05570GAS2 6.01500% 5,929,000.00 5,929,000.00 0.00 0.00 X BNCMOR074X 0.00000% 5,413,921.44 5,413,921.44 0.00 0.00 R BNCMOR074R 0.00000% 0.00 0.00 0.00 0.00 P BNCMOR074P 0.00000% 100.00 100.00 0.00 0.00 LT-R BNCMOR074LTR 0.00000% 0.00 0.00 0.00 0.00 Totals 515,548,021.44 515,548,021.44 0.00 5,085,380.64

Principal Distribution Statement (Continued) Class Total Ending Ending Total Realized Principal Certificate Certificate Principal Acretion Loss Reduction Balance Factor (1) Distribution A1 0.00 0.00 2,052,864.22 207,497,135.78 0.9902034635 2,052,864.22 A2 0.00 0.00 0.00 45,455,000.00 1.0000000000 0.00 A2-A 0.00 0.00 0.00 0.00 0.0000000000 0.00 A2-B 0.00 0.00 0.00 0.00 0.0000000000 0.00 A3 0.00 0.00 3,032,516.42 72,096,483.58 0.9596358740 3,032,516.42 A3-A 0.00 0.00 0.00 0.00 0.0000000000 0.00 A3-B 0.00 0.00 0.00 0.00 0.0000000000 0.00 A4 0.00 0.00 0.00 96,481,000.00 1.0000000000 0.00 A4-A 0.00 0.00 0.00 0.00 0.0000000000 0.00 A4-B 0.00 0.00 0.00 0.00 0.0000000000 0.00 M1 0.00 0.00 0.00 21,653,000.00 1.0000000000 0.00 M1-A 0.00 0.00 0.00 0.00 0.0000000000 0.00 M1-B 0.00 0.00 0.00 0.00 0.0000000000 0.00 M2 0.00 0.00 0.00 14,178,000.00 1.0000000000 0.00 M2-A 0.00 0.00 0.00 0.00 0.0000000000 0.00 M2-B 0.00 0.00 0.00 0.00 0.0000000000 0.00 M3 0.00 0.00 0.00 6,702,000.00 1.0000000000 0.00 M3-A 0.00 0.00 0.00 0.00 0.0000000000 0.00 M3-B 0.00 0.00 0.00 0.00 0.0000000000 0.00 M4 0.00 0.00 0.00 6,960,000.00 1.0000000000 0.00 M4-A 0.00 0.00 0.00 0.00 0.0000000000 0.00 M4-B 0.00 0.00 0.00 0.00 0.0000000000 0.00 M5 0.00 0.00 0.00 6,186,000.00 1.0000000000 0.00 M5-A 0.00 0.00 0.00 0.00 0.0000000000 0.00 M5-B 0.00 0.00 0.00 0.00 0.0000000000 0.00 M6 0.00 0.00 0.00 4,124,000.00 1.0000000000 0.00 M6-A 0.00 0.00 0.00 0.00 0.0000000000 0.00 M6-B 0.00 0.00 0.00 0.00 0.0000000000 0.00 M7 0.00 0.00 0.00 3,867,000.00 1.0000000000 0.00 M8 0.00 0.00 0.00 3,093,000.00 1.0000000000 0.00 M9 0.00 0.00 0.00 2,578,000.00 1.0000000000 0.00 B1 0.00 0.00 0.00 2,578,000.00 1.0000000000 0.00 B2 0.00 0.00 0.00 5,671,000.00 1.0000000000 0.00 B3 0.00 0.00 0.00 5,929,000.00 1.0000000000 0.00 X 0.00 0.00 0.00 5,413,921.44 1.0000000000 0.00 R 0.00 0.00 0.00 0.00 0.0000000000 0.00 P 0.00 0.00 0.00 100.00 1.0000000000 0.00 LT-R 0.00 0.00 0.00 0.00 0.0000000000 0.00 Totals 0.00 0.00 5,085,380.64 510,462,640.80 0.9901359710 5,085,380.64

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 209,550,000.00 209,550,000.00 0.00 2,052,864.22 0.00 A2 45,455,000.00 45,455,000.00 0.00 0.00 0.00 A2-A 45,455,000.00 45,455,000.00 0.00 0.00 0.00 A2-B 0.00 0.00 0.00 0.00 0.00 A3 75,129,000.00 75,129,000.00 0.00 3,032,516.42 0.00 A3-A 75,129,000.00 75,129,000.00 0.00 3,032,516.42 0.00 A3-B 0.00 0.00 0.00 0.00 0.00 A4 96,481,000.00 96,481,000.00 0.00 0.00 0.00 A4-A 96,481,000.00 96,481,000.00 0.00 0.00 0.00 A4-B 0.00 0.00 0.00 0.00 0.00 M1 21,653,000.00 21,653,000.00 0.00 0.00 0.00 M1-A 21,653,000.00 21,653,000.00 0.00 0.00 0.00 M1-B 0.00 0.00 0.00 0.00 0.00 M2 14,178,000.00 14,178,000.00 0.00 0.00 0.00 M2-A 14,178,000.00 14,178,000.00 0.00 0.00 0.00 M2-B 0.00 0.00 0.00 0.00 0.00 M3 6,702,000.00 6,702,000.00 0.00 0.00 0.00 M3-A 6,702,000.00 6,702,000.00 0.00 0.00 0.00 M3-B 0.00 0.00 0.00 0.00 0.00 M4 6,960,000.00 6,960,000.00 0.00 0.00 0.00 M4-A 6,960,000.00 6,960,000.00 0.00 0.00 0.00 M4-B 0.00 0.00 0.00 0.00 0.00 M5 6,186,000.00 6,186,000.00 0.00 0.00 0.00 M5-A 6,186,000.00 6,186,000.00 0.00 0.00 0.00 M5-B 0.00 0.00 0.00 0.00 0.00 M6 4,124,000.00 4,124,000.00 0.00 0.00 0.00 M6-A 4,124,000.00 4,124,000.00 0.00 0.00 0.00 M6-B 0.00 0.00 0.00 0.00 0.00 M7 3,867,000.00 3,867,000.00 0.00 0.00 0.00 M8 3,093,000.00 3,093,000.00 0.00 0.00 0.00 M9 2,578,000.00 2,578,000.00 0.00 0.00 0.00 B1 2,578,000.00 2,578,000.00 0.00 0.00 0.00 B2 5,671,000.00 5,671,000.00 0.00 0.00 0.00 B3 5,929,000.00 5,929,000.00 0.00 0.00 0.00 X 5,413,921.44 5,413,921.44 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 LTR 0.00 0.00 0.00 0.00 0.00 Totals 792,416,021.44 792,416,021.44 0.00 8,117,897.06 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00 2,052,864.22 207,497,135.78 0.99020346 2,052,864.22 A2 0.00 0.00 45,455,000.00 1.00000000 0.00 A2-A 0.00 0.00 45,455,000.00 1.00000000 0.00 A2-B 0.00 0.00 0.00 0.00000000 0.00 A3 0.00 3,032,516.42 72,096,483.58 0.95963587 3,032,516.42 A3-A 0.00 3,032,516.42 72,096,483.58 0.95963587 3,032,516.42 A3-B 0.00 0.00 0.00 0.00000000 0.00 A4 0.00 0.00 96,481,000.00 1.00000000 0.00 A4-A 0.00 0.00 96,481,000.00 1.00000000 0.00 A4-B 0.00 0.00 0.00 0.00000000 0.00 M1 0.00 0.00 21,653,000.00 1.00000000 0.00 M1-A 0.00 0.00 21,653,000.00 1.00000000 0.00 M1-B 0.00 0.00 0.00 0.00000000 0.00 M2 0.00 0.00 14,178,000.00 1.00000000 0.00 M2-A 0.00 0.00 14,178,000.00 1.00000000 0.00 M2-B 0.00 0.00 0.00 0.00000000 0.00 M3 0.00 0.00 6,702,000.00 1.00000000 0.00 M3-A 0.00 0.00 6,702,000.00 1.00000000 0.00 M3-B 0.00 0.00 0.00 0.00000000 0.00 M4 0.00 0.00 6,960,000.00 1.00000000 0.00 M4-A 0.00 0.00 6,960,000.00 1.00000000 0.00 M4-B 0.00 0.00 0.00 0.00000000 0.00 M5 0.00 0.00 6,186,000.00 1.00000000 0.00 M5-A 0.00 0.00 6,186,000.00 1.00000000 0.00 M5-B 0.00 0.00 0.00 0.00000000 0.00 M6 0.00 0.00 4,124,000.00 1.00000000 0.00 M6-A 0.00 0.00 4,124,000.00 1.00000000 0.00 M6-B 0.00 0.00 0.00 0.00000000 0.00 M7 0.00 0.00 3,867,000.00 1.00000000 0.00 M8 0.00 0.00 3,093,000.00 1.00000000 0.00 M9 0.00 0.00 2,578,000.00 1.00000000 0.00 B1 0.00 0.00 2,578,000.00 1.00000000 0.00 B2 0.00 0.00 5,671,000.00 1.00000000 0.00 B3 0.00 0.00 5,929,000.00 1.00000000 0.00 X 0.00 0.00 5,413,921.44 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 LTR 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 8,117,897.06 784,298,124.38 0.98975551 8,117,897.06

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 209,550,000.00 1000.00000000 0.00000000 9.79653648 0.00000000 A2 45,455,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A2-A 45,455,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A2-B 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A3 75,129,000.00 1000.00000000 0.00000000 40.36412597 0.00000000 A3-A 75,129,000.00 1000.00000000 0.00000000 40.36412597 0.00000000 A3-B 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A4 96,481,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4-A 96,481,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4-B 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M1 21,653,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1-A 21,653,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1-B 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M2 14,178,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2-A 14,178,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2-B 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M3 6,702,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3-A 6,702,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3-B 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M4 6,960,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4-A 6,960,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4-B 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M5 6,186,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5-A 6,186,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5-B 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M6 4,124,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6-A 4,124,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6-B 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M7 3,867,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 3,093,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 2,578,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 2,578,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 5,671,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B3 5,929,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 5,413,921.44 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 LTR 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 A1 0.00000000 9.79653648 990.20346352 0.99020346 9.79653648 A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A2-A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A2-B 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A3 0.00000000 40.36412597 959.63587403 0.95963587 40.36412597 A3-A 0.00000000 40.36412597 959.63587403 0.95963587 40.36412597 A3-B 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4-A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4-B 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M1-A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M1-B 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2-A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2-B 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3-A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3-B 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4-A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4-B 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5-A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5-B 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6-A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6-B 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 LTR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class CUSIP Current Beginning Current Accrued Payment of Current Certificate Certificate/ Interest Unpaid Interest Interest Rate Notional Balance Shortfall(1) Shortfall(1) A1 05570GAA1 5.12500% 209,550,000.00 507,140.10 0.00 0.00 A2 05570GAB9 6.01500% 45,455,000.00 129,111.14 0.00 0.00 A2-A 05570GBN2 4.76500% 0.00 0.00 0.00 0.00 A2-B 05570GBP7 1.25000% 0.00 0.00 0.00 0.00 A3 05570GAC7 5.76500% 75,129,000.00 204,528.27 0.00 0.00 A3-A 05570GAV5 4.76500% 0.00 0.00 0.00 0.00 A3-B 05570GAW3 1.00000% 0.00 0.00 0.00 0.00 A4 05570GAD5 6.01500% 96,481,000.00 274,046.24 0.00 0.00 A4-A 05570GAX1 4.76500% 0.00 0.00 0.00 0.00 A4-B 05570GAY9 1.25000% 0.00 0.00 0.00 0.00 M1 05570GAE3 6.01500% 21,653,000.00 61,503.54 0.00 0.00 M1-A 05570GAZ6 4.76500% 0.00 0.00 0.00 0.00 M1-B 05570GBA0 1.25000% 0.00 0.00 0.00 0.00 M2 05570GAF0 6.01500% 14,178,000.00 40,271.43 0.00 0.00 M2-A 05570GBB8 4.76500% 0.00 0.00 0.00 0.00 M2-B 05570GBC6 1.25000% 0.00 0.00 0.00 0.00 M3 05570GAG8 6.51500% 6,702,000.00 20,618.89 0.00 0.00 M3-A 05570GBD4 4.76500% 0.00 0.00 0.00 0.00 M3-B 05570GBE2 1.75000% 0.00 0.00 0.00 0.00 M4 05570GAH6 6.01500% 6,960,000.00 19,769.30 0.00 0.00 M4-A 05570GBF9 4.76500% 0.00 0.00 0.00 0.00 M4-B 05570GBG7 1.25000% 0.00 0.00 0.00 0.00 M5 05570GAJ2 6.01500% 6,186,000.00 17,570.82 0.00 0.00 M5-A 05570GBH5 4.76500% 0.00 0.00 0.00 0.00 M5-B 05570GBJ1 1.25000% 0.00 0.00 0.00 0.00 M6 05570GAK9 6.01500% 4,124,000.00 11,713.88 0.00 0.00 M6-A 05570GBK8 4.76500% 0.00 0.00 0.00 0.00 M6-B 05570GBL6 1.25000% 0.00 0.00 0.00 0.00 M7 05570GAL7 6.00000% 3,867,000.00 19,335.00 0.00 0.00 M8 05570GAM5 6.00000% 3,093,000.00 15,465.00 0.00 0.00 M9 05570GAN3 6.00000% 2,578,000.00 12,890.00 0.00 0.00 B1 05570GAQ6 6.01500% 2,578,000.00 7,322.59 0.00 0.00 B2 05570GAR4 6.01500% 5,671,000.00 16,108.00 0.00 0.00 B3 05570GAS2 6.01500% 5,929,000.00 16,840.83 0.00 0.00 X BNCMOR074X 0.00000% 5,413,921.44 0.00 0.00 0.00 R BNCMOR074R 0.00000% 0.00 0.00 0.00 0.00 P BNCMOR074P 0.00000% 100.00 0.00 0.00 0.00 LT-R BNCMOR074LTR 0.00000% 0.00 0.00 0.00 0.00 Totals 515,548,021.44 1,374,235.03 0.00 0.00

Interest Distribution Statement (Continued) Class Non-Supported Total Remaining Ending Interest Interest Unpaid Interest Certificate/ Shortfall Distribution Shortfall(1) Notional Balance A1 0.00 507,140.10 0.00 207,497,135.78 A2 0.00 129,111.14 0.00 45,455,000.00 A2-A 0.00 0.00 0.00 0.00 A2-B 0.00 0.00 0.00 0.00 A3 0.00 204,528.27 0.00 72,096,483.58 A3-A 0.00 0.00 0.00 0.00 A3-B 0.00 0.00 0.00 0.00 A4 0.00 274,046.24 0.00 96,481,000.00 A4-A 0.00 0.00 0.00 0.00 A4-B 0.00 0.00 0.00 0.00 M1 0.00 61,503.54 0.00 21,653,000.00 M1-A 0.00 0.00 0.00 0.00 M1-B 0.00 0.00 0.00 0.00 M2 0.00 40,271.43 0.00 14,178,000.00 M2-A 0.00 0.00 0.00 0.00 M2-B 0.00 0.00 0.00 0.00 M3 0.00 20,618.89 0.00 6,702,000.00 M3-A 0.00 0.00 0.00 0.00 M3-B 0.00 0.00 0.00 0.00 M4 0.00 19,769.30 0.00 6,960,000.00 M4-A 0.00 0.00 0.00 0.00 M4-B 0.00 0.00 0.00 0.00 M5 0.00 17,570.82 0.00 6,186,000.00 M5-A 0.00 0.00 0.00 0.00 M5-B 0.00 0.00 0.00 0.00 M6 0.00 11,713.88 0.00 4,124,000.00 M6-A 0.00 0.00 0.00 0.00 M6-B 0.00 0.00 0.00 0.00 M7 0.00 19,335.00 0.00 3,867,000.00 M8 0.00 15,465.00 0.00 3,093,000.00 M9 0.00 12,890.00 0.00 2,578,000.00 B1 0.00 7,322.59 0.00 2,578,000.00 B2 0.00 16,108.00 0.00 5,671,000.00 B3 0.00 16,840.83 0.00 5,929,000.00 X 0.00 1,759,195.11 0.00 5,413,921.44 R 0.00 0.00 0.00 0.00 P 0.00 59,657.10 0.00 100.00 LT-R 0.00 0.00 0.00 0.00 Totals 0.00 3,193,087.24 0.00

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A1 01/08/08 - 01/24/08 17 5.12500% 209,550,000.00 507,140.10 0.00 A2 01/08/08 - 01/24/08 17 6.01500% 45,455,000.00 129,111.14 0.00 A2-A 01/08/08 - 01/24/08 17 4.76500% 45,455,000.00 102,280.06 0.00 A2-B 01/08/08 - 01/24/08 17 1.25000% 45,455,000.00 26,831.08 0.00 A3 01/08/08 - 01/24/08 17 5.76500% 75,129,000.00 204,528.27 0.00 A3-A 01/08/08 - 01/24/08 17 4.76500% 75,129,000.00 169,050.68 0.00 A3-B 01/08/08 - 01/24/08 17 1.00000% 75,129,000.00 35,477.58 0.00 A4 01/08/08 - 01/24/08 17 6.01500% 96,481,000.00 274,046.24 0.00 A4-A 01/08/08 - 01/24/08 17 4.76500% 96,481,000.00 217,095.65 0.00 A4-B 01/08/08 - 01/24/08 17 1.25000% 96,481,000.00 56,950.59 0.00 M1 01/08/08 - 01/24/08 17 6.01500% 21,653,000.00 61,503.54 0.00 M1-A 01/08/08 - 01/24/08 17 4.76500% 21,653,000.00 48,722.26 0.00 M1-B 01/08/08 - 01/24/08 17 1.25000% 21,653,000.00 12,781.28 0.00 M2 01/08/08 - 01/24/08 17 6.01500% 14,178,000.00 40,271.43 0.00 M2-A 01/08/08 - 01/24/08 17 4.76500% 14,178,000.00 31,902.47 0.00 M2-B 01/08/08 - 01/24/08 17 1.25000% 14,178,000.00 8,368.96 0.00 M3 01/08/08 - 01/24/08 17 6.51500% 6,702,000.00 20,618.89 0.00 M3-A 01/08/08 - 01/24/08 17 4.76500% 6,702,000.00 15,080.43 0.00 M3-B 01/08/08 - 01/24/08 17 1.75000% 6,702,000.00 5,538.46 0.00 M4 01/08/08 - 01/24/08 17 6.01500% 6,960,000.00 19,769.30 0.00 M4-A 01/08/08 - 01/24/08 17 4.76500% 6,960,000.00 15,660.97 0.00 M4-B 01/08/08 - 01/24/08 17 1.25000% 6,960,000.00 4,108.33 0.00 M5 01/08/08 - 01/24/08 17 6.01500% 6,186,000.00 17,570.82 0.00 M5-A 01/08/08 - 01/24/08 17 4.76500% 6,186,000.00 13,919.36 0.00 M5-B 01/08/08 - 01/24/08 17 1.25000% 6,186,000.00 3,651.46 0.00 M6 01/08/08 - 01/24/08 17 6.01500% 4,124,000.00 11,713.88 0.00 M6-A 01/08/08 - 01/24/08 17 4.76500% 4,124,000.00 9,279.57 0.00 M6-B 01/08/08 - 01/24/08 17 1.25000% 4,124,000.00 2,434.31 0.00 M7 12/01/07 - 12/30/07 30 6.00000% 3,867,000.00 19,335.00 0.00 M8 12/01/07 - 12/30/07 30 6.00000% 3,093,000.00 15,465.00 0.00 M9 12/01/07 - 12/30/07 30 6.00000% 2,578,000.00 12,890.00 0.00 B1 01/08/08 - 01/24/08 17 6.01500% 2,578,000.00 7,322.59 0.00 B2 01/08/08 - 01/24/08 17 6.01500% 5,671,000.00 16,108.00 0.00 B3 01/08/08 - 01/24/08 17 6.01500% 5,929,000.00 16,840.83 0.00 X N/A N/A 0.00000% 5,413,921.44 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 LTR N/A N/A 0.00000% 0.00 0.00 0.00 Totals 2,153,368.53 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 A1 0.00 0.00 507,140.10 0.00 207,497,135.78 A2 0.00 0.00 129,111.14 0.00 45,455,000.00 A2-A 0.00 0.00 102,280.06 0.00 45,455,000.00 A2-B 0.00 0.00 26,831.08 0.00 45,455,000.00 A3 0.00 0.00 204,528.27 0.00 72,096,483.58 A3-A 0.00 0.00 169,050.68 0.00 72,096,483.58 A3-B 0.00 0.00 35,477.58 0.00 72,096,483.58 A4 0.00 0.00 274,046.24 0.00 96,481,000.00 A4-A 0.00 0.00 217,095.65 0.00 96,481,000.00 A4-B 0.00 0.00 56,950.59 0.00 96,481,000.00 M1 0.00 0.00 61,503.54 0.00 21,653,000.00 M1-A 0.00 0.00 48,722.26 0.00 21,653,000.00 M1-B 0.00 0.00 12,781.28 0.00 21,653,000.00 M2 0.00 0.00 40,271.43 0.00 14,178,000.00 M2-A 0.00 0.00 31,902.47 0.00 14,178,000.00 M2-B 0.00 0.00 8,368.96 0.00 14,178,000.00 M3 0.00 0.00 20,618.89 0.00 6,702,000.00 M3-A 0.00 0.00 15,080.43 0.00 6,702,000.00 M3-B 0.00 0.00 5,538.46 0.00 6,702,000.00 M4 0.00 0.00 19,769.30 0.00 6,960,000.00 M4-A 0.00 0.00 15,660.97 0.00 6,960,000.00 M4-B 0.00 0.00 4,108.33 0.00 6,960,000.00 M5 0.00 0.00 17,570.82 0.00 6,186,000.00 M5-A 0.00 0.00 13,919.36 0.00 6,186,000.00 M5-B 0.00 0.00 3,651.46 0.00 6,186,000.00 M6 0.00 0.00 11,713.88 0.00 4,124,000.00 M6-A 0.00 0.00 9,279.57 0.00 4,124,000.00 M6-B 0.00 0.00 2,434.31 0.00 4,124,000.00 M7 0.00 0.00 19,335.00 0.00 3,867,000.00 M8 0.00 0.00 15,465.00 0.00 3,093,000.00 M9 0.00 0.00 12,890.00 0.00 2,578,000.00 B1 0.00 0.00 7,322.59 0.00 2,578,000.00 B2 0.00 0.00 16,108.00 0.00 5,671,000.00 B3 0.00 0.00 16,840.83 0.00 5,929,000.00 X 0.00 0.00 1,759,195.11 0.00 5,413,921.44 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 59,657.10 0.00 100.00 LTR 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 3,972,220.74 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 A1 209,550,000.00 5.12500% 1000.00000000 2.42013887 0.00000000 A2 45,455,000.00 6.01500% 1000.00000000 2.84041668 0.00000000 A2-A 45,455,000.00 4.76500% 1000.00000000 2.25013882 0.00000000 A2-B 0.00 1.25000% 1000.00000000 0.59027786 0.00000000 A3 75,129,000.00 5.76500% 1000.00000000 2.72236114 0.00000000 A3-A 75,129,000.00 4.76500% 1000.00000000 2.25013883 0.00000000 A3-B 0.00 1.00000% 1000.00000000 0.47222218 0.00000000 A4 96,481,000.00 6.01500% 1000.00000000 2.84041666 0.00000000 A4-A 96,481,000.00 4.76500% 1000.00000000 2.25013889 0.00000000 A4-B 0.00 1.25000% 1000.00000000 0.59027777 0.00000000 M1 21,653,000.00 6.01500% 1000.00000000 2.84041657 0.00000000 M1-A 21,653,000.00 4.76500% 1000.00000000 2.25013901 0.00000000 M1-B 0.00 1.25000% 1000.00000000 0.59027756 0.00000000 M2 14,178,000.00 6.01500% 1000.00000000 2.84041684 0.00000000 M2-A 14,178,000.00 4.76500% 1000.00000000 2.25013895 0.00000000 M2-B 0.00 1.25000% 1000.00000000 0.59027790 0.00000000 M3 6,702,000.00 6.51500% 1000.00000000 3.07652790 0.00000000 M3-A 6,702,000.00 4.76500% 1000.00000000 2.25013876 0.00000000 M3-B 0.00 1.75000% 1000.00000000 0.82638914 0.00000000 M4 6,960,000.00 6.01500% 1000.00000000 2.84041667 0.00000000 M4-A 6,960,000.00 4.76500% 1000.00000000 2.25013937 0.00000000 M4-B 0.00 1.25000% 1000.00000000 0.59027730 0.00000000 M5 6,186,000.00 6.01500% 1000.00000000 2.84041707 0.00000000 M5-A 6,186,000.00 4.76500% 1000.00000000 2.25013902 0.00000000 M5-B 0.00 1.25000% 1000.00000000 0.59027805 0.00000000 M6 4,124,000.00 6.01500% 1000.00000000 2.84041707 0.00000000 M6-A 4,124,000.00 4.76500% 1000.00000000 2.25013822 0.00000000 M6-B 0.00 1.25000% 1000.00000000 0.59027886 0.00000000 M7 3,867,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 M8 3,093,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 M9 2,578,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 B1 2,578,000.00 6.01500% 1000.00000000 2.84041505 0.00000000 B2 5,671,000.00 6.01500% 1000.00000000 2.84041615 0.00000000 B3 5,929,000.00 6.01500% 1000.00000000 2.84041660 0.00000000 X 5,413,921.44 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 LTR 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 A1 0.00000000 0.00000000 2.42013887 0.00000000 990.20346352 A2 0.00000000 0.00000000 2.84041668 0.00000000 1000.00000000 A2-A 0.00000000 0.00000000 2.25013882 0.00000000 1000.00000000 A2-B 0.00000000 0.00000000 0.59027786 0.00000000 1000.00000000 A3 0.00000000 0.00000000 2.72236114 0.00000000 959.63587403 A3-A 0.00000000 0.00000000 2.25013883 0.00000000 959.63587403 A3-B 0.00000000 0.00000000 0.47222218 0.00000000 959.63587403 A4 0.00000000 0.00000000 2.84041666 0.00000000 1000.00000000 A4-A 0.00000000 0.00000000 2.25013889 0.00000000 1000.00000000 A4-B 0.00000000 0.00000000 0.59027777 0.00000000 1000.00000000 M1 0.00000000 0.00000000 2.84041657 0.00000000 1000.00000000 M1-A 0.00000000 0.00000000 2.25013901 0.00000000 1000.00000000 M1-B 0.00000000 0.00000000 0.59027756 0.00000000 1000.00000000 M2 0.00000000 0.00000000 2.84041684 0.00000000 1000.00000000 M2-A 0.00000000 0.00000000 2.25013895 0.00000000 1000.00000000 M2-B 0.00000000 0.00000000 0.59027790 0.00000000 1000.00000000 M3 0.00000000 0.00000000 3.07652790 0.00000000 1000.00000000 M3-A 0.00000000 0.00000000 2.25013876 0.00000000 1000.00000000 M3-B 0.00000000 0.00000000 0.82638914 0.00000000 1000.00000000 M4 0.00000000 0.00000000 2.84041667 0.00000000 1000.00000000 M4-A 0.00000000 0.00000000 2.25013937 0.00000000 1000.00000000 M4-B 0.00000000 0.00000000 0.59027730 0.00000000 1000.00000000 M5 0.00000000 0.00000000 2.84041707 0.00000000 1000.00000000 M5-A 0.00000000 0.00000000 2.25013902 0.00000000 1000.00000000 M5-B 0.00000000 0.00000000 0.59027805 0.00000000 1000.00000000 M6 0.00000000 0.00000000 2.84041707 0.00000000 1000.00000000 M6-A 0.00000000 0.00000000 2.25013822 0.00000000 1000.00000000 M6-B 0.00000000 0.00000000 0.59027886 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 M8 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 M9 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 B1 0.00000000 0.00000000 2.84041505 0.00000000 1000.00000000 B2 0.00000000 0.00000000 2.84041615 0.00000000 1000.00000000 B3 0.00000000 0.00000000 2.84041660 0.00000000 1000.00000000 X 0.00000000 0.00000000 324.93916461 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 596571.00000000 0.00000000 1000.00000000 LTR 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 8,437,489.06 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 59,657.10 Swap/Cap Payments 0.00 Total Deposits 8,497,146.16 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees 218,678.28 Payment of Interest and Principal 8,278,467.88 Total Withdrawals (Pool Distribution Amount) 8,497,146.16 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00

ADMINISTRATION FEES Gross Servicing Fee* 214,811.67 Credit Risk Manager's Fee - Risk Management Group, LLC 3,866.61 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 218,678.28 *Servicer Payees include: JPMORGAN CHASE BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 0.00 0.00 1,000.00 Swap Account 1,000.00 1,759,195.11 1,759,195.11 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Swap Agreement - Lehman Brothers 0.00 0.00 0.00

Collateral Statement Group Group 1 Group 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.812911 7.786868 Weighted Average Net Rate 7.312911 7.286868 Weighted Average Pass-Through Rate 7.312911 7.286868 Weighted Average Remaining Term 354 354 Principal And Interest Constant 2,133,480.88 1,409,125.20 Beginning Loan Count 1,319 570 Loans Paid in Full 9 7 Ending Loan Count 1,310 563 Beginning Scheduled Balance 308,162,955.49 207,385,065.95 Ending Scheduled Balance 306,110,091.27 204,352,549.53 Actual Ending Collateral Balance 306,238,564.40 204,417,805.47 Scheduled Principal 127,106.01 63,391.76 Unscheduled Principal 1,925,758.21 2,969,124.66 Negative Amortized Principal 0.00 0.00 Scheduled Interest 2,006,374.87 1,345,733.44 Servicing Fees 128,401.23 86,410.44 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,877,973.64 1,259,323.00 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 29,587.09 30,070.01 Prepayment Penalty Paid Count 5 3 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.802435 Weighted Average Net Rate 7.302435 Weighted Average Pass-Through Rate 7.302435 Weighted Average Remaining Term 354 Principal And Interest Constant 3,542,606.08 Beginning Loan Count 1,889 Loans Paid in Full 16 Ending Loan Count 1,873 Beginning Scheduled Balance 515,548,021.44 Ending Scheduled Balance 510,462,640.80 Actual Ending Collateral Balance 510,656,369.87 Scheduled Principal 190,497.77 Unscheduled Principal 4,894,882.87 Negative Amortized Principal 0.00 Scheduled Interest 3,352,108.31 Servicing Fees 214,811.67 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,137,296.64 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 59,657.10 Prepayment Penalty Paid Count 8 Special Servicing Fee 0.00

Collateral Statement By Subgroup Group Pool 1(A) Pool 1(B) Collateral Description Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.864174 7.765020 Weighted Average Net Rate 7.364174 7.265020 Weighted Average Pass-Through Rate 7.364174 7.265020 Weighted Average Remaining Term 353 352 Principal And Interest Constant 1,024,080.94 1,109,399.94 Beginning Loan Count 613 706 Loans Paid in Full 4 5 Ending Loan Count 609 701 Beginning Scheduled Balance 148,843,618.24 159,319,337.25 Ending Scheduled Balance 147,681,962.51 158,428,128.76 Actual Ending Collateral Balance 147,731,435.23 158,507,129.17 Scheduled Principal 48,637.56 78,468.45 Unscheduled Principal 1,113,018.17 812,740.04 Negative Amortized Principal 0.00 0.00 Scheduled Interest 975,443.38 1,030,931.49 Servicing Fees 62,018.17 66,383.06 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 913,425.21 964,548.43 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 9,880.00 19,707.09 Prepayment Penalty Paid Count 1 4 Special Servicing Fee 0.00 0.00

Collateral Statement By Subgroup Group Pool 2(A) Pool 2(B) Collateral Description Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.676691 7.906362 Weighted Average Net Rate 7.176691 7.406362 Weighted Average Pass-Through Rate 7.176691 7.406362 Weighted Average Remaining Term 354 352 Principal And Interest Constant 720,014.11 689,111.09 Beginning Loan Count 234 336 Loans Paid in Full 3 4 Ending Loan Count 231 332 Beginning Scheduled Balance 107,899,078.75 99,485,987.20 Ending Scheduled Balance 105,944,478.73 98,408,070.80 Actual Ending Collateral Balance 105,976,794.89 98,441,010.58 Scheduled Principal 29,757.54 33,634.22 Unscheduled Principal 1,924,842.48 1,044,282.18 Negative Amortized Principal 0.00 0.00 Scheduled Interest 690,256.57 655,476.87 Servicing Fees 44,957.95 41,452.49 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 645,298.62 614,024.38 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 16,435.01 13,635.00 Prepayment Penalty Paid Count 1 2 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Cash Reporting Monthly Excess Cashflow 1,759,195.11 Net Swap Payment - Lehman Brothers 0.00 Prepayment Premiums 59,657.10 Informational Reporting LIBOR Index 4.515000% Subordinate Net Funds Cap 12.886650% Pool 1 Net Funds Cap 12.905139% Pool 2 Net Funds Cap 12.859178% Senior Enhancement % 17.422043% Structural Reporting Overcollateralization Amount 5,414,021.44 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Release 0.00 Target Overcollateralization Amount 5,414,021.44 Trigger Event Reporting Initial Optional Termination Date Pass Stepdown Date Pass Trigger Event Pass Exchange Occuring This Cycle? NO Delinquency Event Trigger Result Pass Threshold Value 8.075117% Calculated Value 0.276229% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 3.250000% Calculated Value 0.000000% Trigger Event Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000%

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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 36 0 0 0 36 9,660,355.06 0.00 0.00 0.00 9,660,355.06 60 Days 2 0 0 0 2 1,410,046.03 0.00 0.00 0.00 1,410,046.03 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 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 38 0 0 0 38 11,070,401.09 0.00 0.00 0.00 11,070,401.09 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.922050% 0.000000% 0.000000% 0.000000% 1.922050% 1.892471% 0.000000% 0.000000% 0.000000% 1.892471% 60 Days 0.106781% 0.000000% 0.000000% 0.000000% 0.106781% 0.276229% 0.000000% 0.000000% 0.000000% 0.276229% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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% 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 2.028831% 0.000000% 0.000000% 0.000000% 2.028831% 2.168700% 0.000000% 0.000000% 0.000000% 2.168700% 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 380,363.05

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 29 0 0 0 29 7,045,784.31 0.00 0.00 0.00 7,045,784.31 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 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 29 0 0 0 29 7,045,784.31 0.00 0.00 0.00 7,045,784.31 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.213740% 0.000000% 0.000000% 0.000000% 2.213740% 2.301716% 0.000000% 0.000000% 0.000000% 2.301716% 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% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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% 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 2.213740% 0.000000% 0.000000% 0.000000% 2.213740% 2.301716% 0.000000% 0.000000% 0.000000% 2.301716% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 7 0 0 0 7 2,614,570.75 0.00 0.00 0.00 2,614,570.75 60 Days 2 0 0 0 2 1,410,046.03 0.00 0.00 0.00 1,410,046.03 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 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 9 0 0 0 9 4,024,616.78 0.00 0.00 0.00 4,024,616.78 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.243339% 0.000000% 0.000000% 0.000000% 1.243339% 1.279441% 0.000000% 0.000000% 0.000000% 1.279441% 60 Days 0.355240% 0.000000% 0.000000% 0.000000% 0.355240% 0.690007% 0.000000% 0.000000% 0.000000% 0.690007% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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% 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 1.598579% 0.000000% 0.000000% 0.000000% 1.598579% 1.969448% 0.000000% 0.000000% 0.000000% 1.969448% Please refer to CTSLink.com for a list of delinquency code descriptions.

Delinquency Status By Subgroup DELINQUENT BANKRUPTCY FORECLOSURE REO Total Pool 1(A) - 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 15 0 0 0 15 3,717,695.96 0.00 0.00 0.00 3,717,695.96 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 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 15 0 0 0 15 3,717,695.96 0.00 0.00 0.00 3,717,695.96 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.463054% 0.000000% 0.000000% 0.000000% 2.463054% 2.517366% 0.000000% 0.000000% 0.000000% 2.517366% 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% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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% 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 2.463054% 0.000000% 0.000000% 0.000000% 2.463054% 2.517366% 0.000000% 0.000000% 0.000000% 2.517366% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Pool 1(B) - 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 14 0 0 0 14 3,328,088.35 0.00 0.00 0.00 3,328,088.35 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 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 14 0 0 0 14 3,328,088.35 0.00 0.00 0.00 3,328,088.35 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.997147% 0.000000% 0.000000% 0.000000% 1.997147% 2.100693% 0.000000% 0.000000% 0.000000% 2.100693% 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% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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% 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 1.997147% 0.000000% 0.000000% 0.000000% 1.997147% 2.100693% 0.000000% 0.000000% 0.000000% 2.100693% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Pool 2(A) - 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 3 0 0 0 3 1,253,546.05 0.00 0.00 0.00 1,253,546.05 60 Days 2 0 0 0 2 1,410,046.03 0.00 0.00 0.00 1,410,046.03 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 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 5 0 0 0 5 2,663,592.08 0.00 0.00 0.00 2,663,592.08 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.298701% 0.000000% 0.000000% 0.000000% 1.298701% 1.183210% 0.000000% 0.000000% 0.000000% 1.183210% 60 Days 0.865801% 0.000000% 0.000000% 0.000000% 0.865801% 1.330929% 0.000000% 0.000000% 0.000000% 1.330929% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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% 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 2.164502% 0.000000% 0.000000% 0.000000% 2.164502% 2.514140% 0.000000% 0.000000% 0.000000% 2.514140% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Pool 2(B) - 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 4 0 0 0 4 1,361,024.70 0.00 0.00 0.00 1,361,024.70 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 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 4 0 0 0 4 1,361,024.70 0.00 0.00 0.00 1,361,024.70 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.204819% 0.000000% 0.000000% 0.000000% 1.204819% 1.383042% 0.000000% 0.000000% 0.000000% 1.383042% 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% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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% 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 1.204819% 0.000000% 0.000000% 0.000000% 1.204819% 1.383042% 0.000000% 0.000000% 0.000000% 1.383042% Please refer to CTSLink.com for a list of delinquency code descriptions.

REO Detail - All Mortgage Loans in REO during Current Period Summary - No REO Information to report this period. Group 1 - No REO Information to report this period. Group 2 - No REO Information to report this period.

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 No REO Loans this Period

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 No REO Loans this Period

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period Summary - No Foreclosure Information to report this period. Group 1 - No Foreclosure Information to report this period. Group 2 - No Foreclosure Information to report this period.

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 No Foreclosure Loans this Period

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 No Foreclosure Loans this Period

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Summary - No Bankruptcy Information to report this period. Group 1 - No Bankruptcy Information to report this period. Group 2 - No Bankruptcy Information to report this period.

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 No Bankruptcy Loans this Period

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 No Bankruptcy Loans this Period

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 0 0.00 0.00 0.000% Total 0 0.00 0.00 0.000%

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 No Losses this Period

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) No Losses this Period

Realized Loss Report - Collateral Summary - No Realized Loss Information to report this period. Group 1 - No Realized Loss Information to report this period. Group 2 - No Realized Loss Information to report this period. 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(All Realized Losses) / Sum(Actual Liquidated Balance for loans that have experienced a loss). 3 Month Average and 12 Month Average will not have values until the 3rd and 12th month respectively.

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1 9 1,919,801.00 1,915,747.70 0 0.00 0.00 Group 2 7 2,963,449.00 2,958,576.30 0 0.00 0.00 Total 16 4,883,250.00 4,874,324.00 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 10,676.12 Group 2 0 0.00 0.00 0 0.00 0.00 11,296.10 Total 0 0.00 0.00 0 0.00 0.00 21,972.22

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 0124427741 OR 80.00 01-Jun-2007 268,000.00 266,497.67 Group 1 0124446865 FL 48.28 01-Jun-2007 140,000.00 139,044.54 Group 1 0124663451 IL 38.46 01-Jun-2007 300,000.00 299,453.93 Group 1 0124668369 CA 68.42 01-Jul-2007 325,000.00 325,000.00 Group 1 0124681180 MA 57.03 01-Jul-2007 150,001.00 149,337.63 Group 1 0124683376 AZ 39.37 01-Jul-2007 106,300.00 105,864.58 Group 1 0124833658 RI 84.30 01-Aug-2007 188,000.00 187,723.84 Group 1 0124913591 CA 70.00 01-Sep-2007 332,500.00 332,270.84 Group 1 0124944745 CA 59.46 01-Oct-2007 110,000.00 109,889.06 Group 2 0124442005 NJ 46.00 01-Jun-2007 230,000.00 229,049.91 Group 2 0124667791 CA 74.67 01-Jul-2007 560,000.00 558,902.74 Group 2 0124673047 NY 69.15 01-Jul-2007 325,000.00 324,524.47 Group 2 0124687773 WA 80.00 01-Jun-2007 568,000.00 566,352.08 Group 2 0124693524 FL 80.00 01-Jun-2007 796,449.00 794,999.36 Group 2 0124782798 CA 52.00 01-Aug-2007 234,000.00 234,000.00 Group 2 0124881640 CA 72.25 01-Sep-2007 250,000.00 250,000.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 0124427741 Loan Paid in Full 0 7.900% 360 7 Group 1 0124446865 Loan Paid in Full 0 6.900% 360 7 Group 1 0124663451 Loan Paid in Full 0 8.875% 360 7 Group 1 0124668369 Loan Paid in Full 0 7.600% 360 6 Group 1 0124681180 Loan Paid in Full 0 8.400% 360 6 Group 1 0124683376 Loan Paid in Full 0 8.775% 360 6 Group 1 0124833658 Loan Paid in Full 0 8.600% 360 5 Group 1 0124913591 Loan Paid in Full 0 7.800% 360 4 Group 1 0124944745 Loan Paid in Full 0 8.475% 360 3 Group 2 0124442005 Loan Paid in Full 0 9.400% 360 7 Group 2 0124667791 Loan Paid in Full 0 8.150% 360 6 Group 2 0124673047 Loan Paid in Full 0 9.150% 360 6 Group 2 0124687773 Loan Paid in Full 0 7.250% 360 7 Group 2 0124693524 Loan Paid in Full 0 8.875% 360 7 Group 2 0124782798 Loan Paid in Full 0 6.875% 360 5 Group 2 0124881640 Loan Paid in Full 0 7.200% 360 4

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group 1 5 946,701.42 29,587.09 0.00 Group 2 3 1,050,562.44 30,070.01 0.00 Total 8 1,997,263.86 59,657.10 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 1 0124427741 12/31/2007 266,689.80 8,424.59 0.00 Group 1 0124446865 12/31/2007 139,166.38 3,839.42 0.00 Group 1 0124668369 12/31/2007 325,000.00 9,880.00 0.00 Group 1 0124683376 12/31/2007 105,928.15 3,717.59 0.00 Group 1 0124944745 12/31/2007 109,917.09 3,725.49 0.00 Group 2 0124687773 12/31/2007 566,562.44 16,435.01 0.00 Group 2 0124782798 12/31/2007 234,000.00 6,435.00 0.00 Group 2 0124881640 12/31/2007 250,000.00 7,200.00 0.00

Summary SMM CPR PSA Current Month 0.950% Current Month 10.821% Current Month 983.408% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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. Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 N/A N/A Jun-2007 N/A N/A Jul-2007 N/A N/A Jul-2007 N/A N/A Aug-2007 N/A N/A Aug-2007 N/A N/A Sep-2007 N/A N/A Sep-2007 N/A N/A Oct-2007 N/A N/A Oct-2007 N/A N/A Nov-2007 N/A N/A Nov-2007 N/A N/A Dec-2007 N/A N/A Dec-2007 N/A N/A Jan-2008 10.821% N/A Jan-2008 983.408% 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 0.625% Current Month 7.249% Current Month 655.768% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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. Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 N/A N/A Jun-2007 N/A N/A Jul-2007 N/A N/A Jul-2007 N/A N/A Aug-2007 N/A N/A Aug-2007 N/A N/A Sep-2007 N/A N/A Sep-2007 N/A N/A Oct-2007 N/A N/A Oct-2007 N/A N/A Nov-2007 N/A N/A Nov-2007 N/A N/A Dec-2007 N/A N/A Dec-2007 N/A N/A Jan-2008 7.249% N/A Jan-2008 655.768% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 1.432% Current Month 15.895% Current Month 1,454.751% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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. Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 N/A N/A Jun-2007 N/A N/A Jul-2007 N/A N/A Jul-2007 N/A N/A Aug-2007 N/A N/A Aug-2007 N/A N/A Sep-2007 N/A N/A Sep-2007 N/A N/A Oct-2007 N/A N/A Oct-2007 N/A N/A Nov-2007 N/A N/A Nov-2007 N/A N/A Dec-2007 N/A N/A Dec-2007 N/A N/A Jan-2008 15.895% N/A Jan-2008 1,454.751% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Modifications Beginning Current Loan Scheduled Scheduled Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment 0124794132 158,169.94 158,136.06 9.175% 9.175% 1,243.22 1,243.22

Substitutions Loans Repurchased Loans Substituted Current Current Loan Scheduled Current Current Loan Scheduled Current Current Number Balance Rate Payment Number Balance Rate Payment No Substitutions this Period

Repurchases Due to Breaches Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment No Repurchases Due to Breaches this Period

Repurchases Due to Other Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment No Repurchases Due to Other this Period

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($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 5 2,089,641.87 0.409 2 667,111.69 0.218 6.000 6.499 41 12,320,391.76 2.414 27 6,677,052.29 2.181 6.500 6.999 314 99,624,423.78 19.516 211 54,678,358.78 17.862 7.000 7.499 355 101,371,289.79 19.859 257 61,527,091.16 20.100 7.500 7.999 435 115,272,697.07 22.582 318 72,931,246.56 23.825 8.000 8.499 265 71,100,472.40 13.929 200 45,914,418.13 14.999 8.500 8.999 234 58,942,848.66 11.547 169 37,341,422.36 12.199 9.000 9.499 97 21,333,925.40 4.179 62 12,088,648.09 3.949 9.500 9.999 60 13,038,770.21 2.554 28 5,481,685.98 1.791 10.000 10.499 31 7,272,532.67 1.425 13 3,997,991.44 1.306 10.500 10.999 14 3,393,371.97 0.665 5 1,190,782.36 0.389 11.000 11.499 14 3,536,049.89 0.693 10 2,448,057.10 0.800 11.500 11.999 3 434,434.46 0.085 3 434,434.46 0.142 12.000 12.499 2 353,841.13 0.069 2 353,841.13 0.116 12.500 12.999 3 377,949.74 0.074 3 377,949.74 0.123 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total 1,873 510,462,640.80 100.000 1,310 306,110,091.27 100.000

Interest Rate Stratification (continued) Group 2 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 5.500 5.999 3 1,422,530.18 0.696 6.000 6.499 14 5,643,339.47 2.762 6.500 6.999 103 44,946,065.00 21.994 7.000 7.499 98 39,844,198.63 19.498 7.500 7.999 117 42,341,450.51 20.720 8.000 8.499 65 25,186,054.27 12.325 8.500 8.999 65 21,601,426.30 10.571 9.000 9.499 35 9,245,277.31 4.524 9.500 9.999 32 7,557,084.23 3.698 10.000 10.499 18 3,274,541.23 1.602 10.500 10.999 9 2,202,589.61 1.078 11.000 11.499 4 1,087,992.79 0.532 11.500 11.999 0 0.00 0.000 12.000 12.499 0 0.00 0.000 12.500 12.999 0 0.00 0.000 >= 13.000 0 0.00 0.000 Total 563 204,352,549.53 100.000

SUPPLEMENTAL REPORTING LIBOR With respect to the first Accrual Period, the Initial LIBOR Rate. With respect to each subsequent Accrual Period, a per annum rate determined on the LIBOR Determination Date in the following manner by the Trustee on the basis of the 'Interest Settlement Rate' set by the British Bankers' Association (the 'BBA') for one-month United States dollar deposits, as such rates appear on (1) the Bloomberg L.P. page 'US0001M' (as found on page 'BBAM') or (2) if such offered rates do not appear on the Bloomberg L.P. page 'US0001M,' the Reuters Screen 'LIBOR01,' in either case as of 11:00 a.m. (London time) on such LIBOR Determination Date. LIBOR Business Day Any day on which banks in London, England and The City of New York are open and conducting transactions in foreign currency and exchange. LIBOR Determination Date The second LIBOR Business Day immediately preceding the commencement of each Accrual Period for any LIBOR Certificate. Distribution Date The 25th day of each month or, if such 25th day is not a Business Day, the next succeeding Business Day, commencing in January 2008. Master Servicer Remittance Date With respect to each Distribution Date, one Business Day immediately preceding such Distribution Date. Servicer Remittance Date The day in each calendar month on which the Servicer is required to remit payments to the Collection Account, as specified in the Servicing Agreement, which is the 18th day of each calendar month (or, if such 18th day is not a Business Day, the next succeeding Business Day). Closing Date January 8, 2008. Record Date With respect to any Class of LIBOR Certificates and any Distribution Date, the close of business on the Business Day immediately preceding such Distribution Date. With respect to any Class of Fixed Rate Certificates and any Definitive Certificates and any Distribution Date, the last Business Day of the month immediately preceding the month in which the Distribution Date occurs (or, in the case of the first Distribution Date, the Closing Date). Determination Date With respect to each Distribution Date, the 18th day of the month in which such Distribution Date occurs, or, if such 18th day is not a Business Day, the next succeeding Business Day.

Filing Compare · BNC CORP Mortgage Loan Trust 2007-BNC4