10-D 1 abs07he2_10d-200710.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: September 26, 2007 to October 25, 2007 Commission File Number of issuing entity: 333-131465-09 Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2007-HE2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131465 Asset Backed Securities Corporation (Exact name of depositor as specified in its charter) DLJ Mortgage Capital, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199805 54-2199806 54-2199807 (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___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ X _____ _____ __X___ ____________ R _____ _____ __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 October 25, 2007 a distribution was made to holders of Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2007-HE2. 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 Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2007-HE2, relating to the October 25, 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. Asset Backed Securities Corporation (Depositor) /s/ Kevin Steele Kevin Steele, Vice President Date: November 02, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2007-HE2, relating to the October 25, 2007 distribution. EX-99.1 Asset Backed Securities Corp Home Equity Loan Trust Asset Backed Pass-Through Certificates Distribution Date: 10/25/2007 Asset Backed Securities Corp Home Equity Loan Trust Asset Backed Pass-Through Certificates Series 2007-HE2 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 04544TAA9 0910/24/2007 5.~~70500~~33125% ~~103~~101,~~355~~852,~~409~~779.4453 ~~474~~452,~~989~~502.8819 A-2 04544TAB7 0910/24/2007 5.~~58500~~21125% 7977,~~797~~106,~~519~~207.1798 ~~359~~334,~~011~~849.2677 A-3 04544TAC5 0910/24/2007 5.~~66500~~29125% 20,998,000.00 9592,~~823~~588.7906 A-4 04544TAD3 0910/24/2007 5.~~73500~~36125% 30,073,000.00 ~~138~~134,~~933~~357.0839 A-5 04544TAE1 0910/24/2007 5.~~79500~~42125% 13,461,000.00 6260,~~838~~812.5787 M-1 04544TAF8 0910/24/2007 5.~~81500~~44125% 16,449,000.00 7774,~~052~~585.1493 M-2 04544TAG6 0910/24/2007 5.~~83500~~46125% 16,449,000.00 7774,~~317~~860.1508 M-3 04544TAH4 0910/24/2007 5.~~88500~~51125% 5,022,000.00 23,~~807~~064.7758 M-4 04544TAJ0 0910/24/2007 65.~~05500~~68125% 5,022,000.00 2423,~~495~~776.5003 M-5 04544TAK7 0910/24/2007 65.~~25500~~88125% 5,714,000.00 28,~~791~~004.4255 M-6 04544TAL5 0910/24/2007 6.~~65500~~28125% 3,809,000.00 2019,~~419~~937.9473 M-7 04544TAM3 0910/24/2007 76.~~25500~~88125% 5,195,000.00 3029,~~361~~790.1708 M-8 04544TAN1 0910/24/2007 7.~~50500~~13125% 4,675,000.00 2827,~~263~~782.6216 M-9 04544TAP6 0910/24/2007 7.~~50500~~13125% 5,021,000.00 3029,~~355~~838.4334 M-10 04544TAQ4 0910/24/2007 7.~~50500~~13125% 6,752,000.00 40,~~820~~125.5317 P 04544TAS0 0809/3128/2007 0.00000% 100.00 373,~~309~~876.0789 X 04544TAR2 0809/3128/2007 0.00000% 14,371,415.96 ~~472,~~629,984.4511 R 04544TAT8 0809/3128/2007 0.00000% 0.00 0.00 Totals ~~336~~331,~~164~~970,~~444~~503.5747 2,~~023~~080,~~219~~735.7793

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 162,~~502,629~~642.9125 0.00 101,~~852~~790,~~779~~137.5328 1515,~~977,619~~144.7944 0.00 A-2 21,~~691~~384,~~311~~849.1926 0.00 7775,~~106~~721,~~207~~358.9872 31,~~050~~719,~~322~~699.4503 0.00 A-3 0.00 0.00 20,998,000.00 9592,~~823~~588.7906 0.00 A-4 0.00 0.00 30,073,000.00 ~~138~~134,~~933~~357.0839 0.00 A-5 0.00 0.00 13,461,000.00 6260,~~838~~812.5787 0.00 M-1 0.00 0.00 16,449,000.00 7774,~~052~~585.1493 0.00 M-2 0.00 0.00 16,449,000.00 7774,~~317~~860.1508 0.00 M-3 0.00 0.00 5,022,000.00 23,~~807~~064.7758 0.00 M-4 0.00 0.00 5,022,000.00 2423,~~495~~776.5003 0.00 M-5 0.00 0.00 5,714,000.00 28,~~791~~004.4255 0.00 M-6 0.00 0.00 3,809,000.00 2019,~~419~~937.9473 0.00 M-7 0.00 0.00 5,195,000.00 3029,~~361~~790.1708 0.00 M-8 0.00 0.00 4,675,000.00 2827,~~263~~782.6216 0.00 M-9 0.00 0.00 5,021,000.00 3029,~~355~~838.4334 0.00 M-10 0.00 0.00 6,752,000.00 40,~~820~~125.5317 0.00 P 0.00 0.00 100.00 373,~~309~~876.0789 0.00 X 0.00 0.00 14,371,415.96 ~~472,~~629,984.4511 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 41,~~193~~447,~~941~~491.1051 0.00 ~~331~~330,~~970~~523,~~503~~011.4796 63,~~217~~528,~~160~~227.8744 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 107,228,000.00 ~~103~~101,~~355~~852,~~409~~779.4453 0.00 162,~~502,629~~642.9125 0.00 A-2 86,060,000.00 7977,~~797~~106,~~519~~207.1798 0.00 21,~~691~~384,~~311~~849.1926 0.00 A-3 20,998,000.00 20,998,000.00 0.00 0.00 0.00 A-4 30,073,000.00 30,073,000.00 0.00 0.00 0.00 A-5 13,461,000.00 13,461,000.00 0.00 0.00 0.00 M-1 16,449,000.00 16,449,000.00 0.00 0.00 0.00 M-2 16,449,000.00 16,449,000.00 0.00 0.00 0.00 M-3 5,022,000.00 5,022,000.00 0.00 0.00 0.00 M-4 5,022,000.00 5,022,000.00 0.00 0.00 0.00 M-5 5,714,000.00 5,714,000.00 0.00 0.00 0.00 M-6 3,809,000.00 3,809,000.00 0.00 0.00 0.00 M-7 5,195,000.00 5,195,000.00 0.00 0.00 0.00 M-8 4,675,000.00 4,675,000.00 0.00 0.00 0.00 M-9 5,021,000.00 5,021,000.00 0.00 0.00 0.00 M-10 6,752,000.00 6,752,000.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 X 14,371,079.73 14,371,415.96 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 346,299,179.73 ~~336~~331,~~164~~970,~~444~~503.5747 0.00 41,~~193~~447,~~941~~491.1051 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00 162,~~502,629~~642.9125 101,~~852~~790,~~779~~137.5328 0.~~94987111~~94928691 162,~~502,629~~642.9125 A-2 0.00 21,~~691~~384,~~311~~849.1926 7775,~~106~~721,~~207~~358.9872 0.~~89595873~~87986705 21,~~691~~384,~~311~~849.1926 A-3 0.00 0.00 20,998,000.00 1.00000000 0.00 A-4 0.00 0.00 30,073,000.00 1.00000000 0.00 A-5 0.00 0.00 13,461,000.00 1.00000000 0.00 M-1 0.00 0.00 16,449,000.00 1.00000000 0.00 M-2 0.00 0.00 16,449,000.00 1.00000000 0.00 M-3 0.00 0.00 5,022,000.00 1.00000000 0.00 M-4 0.00 0.00 5,022,000.00 1.00000000 0.00 M-5 0.00 0.00 5,714,000.00 1.00000000 0.00 M-6 0.00 0.00 3,809,000.00 1.00000000 0.00 M-7 0.00 0.00 5,195,000.00 1.00000000 0.00 M-8 0.00 0.00 4,675,000.00 1.00000000 0.00 M-9 0.00 0.00 5,021,000.00 1.00000000 0.00 M-10 0.00 0.00 6,752,000.00 1.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 X 0.00 0.00 14,371,415.96 1.00002340 0.00 R 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 41,~~193~~447,~~941~~491.1051 ~~331~~330,~~970~~523,~~503~~011.4796 0.~~95862342~~95444353 41,~~193~~447,~~941~~491.1051

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 107,228,000.00 ~~963~~949.~~88452121~~87111137 0.00000000 140.~~01340984~~58419676 0.00000000 A-2 86,060,000.00 ~~927~~895.~~23122438~~95872624 0.00000000 3116.~~27249814~~09167162 0.00000000 A-3 20,998,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 30,073,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-5 13,461,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 16,449,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 16,449,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 5,022,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 5,022,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 5,714,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 3,809,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 5,195,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 4,675,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 5,021,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 6,752,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 14,371,079.73 1000.02339629 0.00000000 0.00000000 0.00000000 R 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 140.~~01340984~~58419676 949.~~87111137~~28691461 0.~~94987111~~94928691 140.~~01340984~~58419676 A-2 0.00000000 3116.~~27249814~~09167162 ~~895~~879.~~95872624~~86705461 0.~~89595873~~87986705 3116.~~27249814~~09167162 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 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.02339629 1.00002340 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 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 0809/2725/07 - 0910/24/07 2930 5.~~70500~~33125% ~~103~~101,~~355~~852,~~409~~779.4453 ~~474~~452,~~989~~502.8819 0.00 A-2 0809/2725/07 - 0910/24/07 2930 5.~~58500~~21125% 7977,~~797~~106,~~519~~207.1798 ~~359~~334,~~011~~849.2677 0.00 A-3 0809/2725/07 - 0910/24/07 2930 5.~~66500~~29125% 20,998,000.00 9592,~~823~~588.7906 0.00 A-4 0809/2725/07 - 0910/24/07 2930 5.~~73500~~36125% 30,073,000.00 ~~138~~134,~~933~~357.0839 0.00 A-5 0809/2725/07 - 0910/24/07 2930 5.~~79500~~42125% 13,461,000.00 6260,~~838~~812.5787 0.00 M-1 0809/2725/07 - 0910/24/07 2930 5.~~81500~~44125% 16,449,000.00 7774,~~052~~585.1493 0.00 M-2 0809/2725/07 - 0910/24/07 2930 5.~~83500~~46125% 16,449,000.00 7774,~~317~~860.1508 0.00 M-3 0809/2725/07 - 0910/24/07 2930 5.~~88500~~51125% 5,022,000.00 23,~~807~~064.7758 0.00 M-4 0809/2725/07 - 0910/24/07 2930 65.~~05500~~68125% 5,022,000.00 2423,~~495~~776.5003 0.00 M-5 0809/2725/07 - 0910/24/07 2930 65.~~25500~~88125% 5,714,000.00 28,~~791~~004.4255 0.00 M-6 0809/2725/07 - 0910/24/07 2930 6.~~65500~~28125% 3,809,000.00 2019,~~419~~937.9473 0.00 M-7 0809/2725/07 - 0910/24/07 2930 76.~~25500~~88125% 5,195,000.00 3029,~~361~~790.1708 0.00 M-8 0809/2725/07 - 0910/24/07 2930 7.~~50500~~13125% 4,675,000.00 2827,~~263~~782.6216 0.00 M-9 0809/2725/07 - 0910/24/07 2930 7.~~50500~~13125% 5,021,000.00 3029,~~355~~838.4334 0.00 M-10 0809/2725/07 - 0910/24/07 2930 7.~~50500~~13125% 6,752,000.00 40,~~820~~125.5317 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 X N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 1,~~513~~446,~~281~~874.2593 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 ~~474~~452,~~989~~502.8819 0.00 101,~~852~~790,~~779~~137.5328 A-2 0.00 0.00 ~~359~~334,~~011~~849.2677 0.00 7775,~~106~~721,~~207~~358.9872 A-3 0.00 0.00 9592,~~823~~588.7906 0.00 20,998,000.00 A-4 0.00 0.00 ~~138~~134,~~933~~357.0839 0.00 30,073,000.00 A-5 0.00 0.00 6260,~~838~~812.5787 0.00 13,461,000.00 M-1 0.00 0.00 7774,~~052~~585.1493 0.00 16,449,000.00 M-2 0.00 0.00 7774,~~317~~860.1508 0.00 16,449,000.00 M-3 0.00 0.00 23,~~807~~064.7758 0.00 5,022,000.00 M-4 0.00 0.00 2423,~~495~~776.5003 0.00 5,022,000.00 M-5 0.00 0.00 28,~~791~~004.4255 0.00 5,714,000.00 M-6 0.00 0.00 2019,~~419~~937.9473 0.00 3,809,000.00 M-7 0.00 0.00 3029,~~361~~790.1708 0.00 5,195,000.00 M-8 0.00 0.00 2827,~~263~~782.6216 0.00 4,675,000.00 M-9 0.00 0.00 3029,~~355~~838.4334 0.00 5,021,000.00 M-10 0.00 0.00 40,~~820~~125.5317 0.00 6,752,000.00 P 0.00 0.00 373,~~309~~876.0789 0.00 100.00 X 0.00 0.00 ~~472,~~629,984.4511 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 2,~~023~~080,~~219~~735.7793 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-1 107,228,000.00 5.~~70500~~33125% ~~963~~949.~~88452121~~87111137 4.~~42971873~~22000028 0.00000000 A-2 86,060,000.00 5.~~58500~~21125% ~~927~~895.~~23122438~~95872624 43.~~17163909~~89088740 0.00000000 A-3 20,998,000.00 5.~~66500~~29125% 1000.00000000 4.~~56347224~~40937518 0.00000000 A-4 30,073,000.00 5.~~73500~~36125% 1000.00000000 4.~~61986100~~46770824 0.00000000 A-5 13,461,000.00 5.~~79500~~42125% 1000.00000000 4.~~66819478~~51770819 0.00000000 M-1 16,449,000.00 5.~~81500~~44125% 1000.00000000 4.~~68430543~~53437473 0.00000000 M-2 16,449,000.00 5.~~83500~~46125% 1000.00000000 4.~~70041644~~55104140 0.00000000 M-3 5,022,000.00 5.~~88500~~51125% 1000.00000000 4.~~74069494~~59270808 0.00000000 M-4 5,022,000.00 65.~~05500~~68125% 1000.00000000 4.~~87763839~~73437475 0.00000000 M-5 5,714,000.00 65.~~25500~~88125% 1000.00000000 54.~~03875044~~90104130 0.00000000 M-6 3,809,000.00 6.~~65500~~28125% 1000.00000000 5.~~36097138~~23437385 0.00000000 M-7 5,195,000.00 76.~~25500~~88125% 1000.00000000 5.~~84430606~~73437536 0.00000000 M-8 4,675,000.00 7.~~50500~~13125% 1000.00000000 65.~~04569412~~94270802 0.00000000 M-9 5,021,000.00 7.~~50500~~13125% 1000.00000000 65.~~04569408~~94270862 0.00000000 M-10 6,752,000.00 7.~~50500~~13125% 1000.00000000 65.~~04569461~~94270883 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 X 14,371,079.73 0.00000% 0.00000000 0.00000000 0.00000000 R 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 4.~~42971873~~22000028 0.00000000 949.~~87111137~~28691461 A-2 0.00000000 0.00000000 43.~~17163909~~89088740 0.00000000 ~~895~~879.~~95872624~~86705461 A-3 0.00000000 0.00000000 4.~~56347224~~40937518 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 4.~~61986100~~46770824 0.00000000 1000.00000000 A-5 0.00000000 0.00000000 4.~~66819478~~51770819 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~68430543~~53437473 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~70041644~~55104140 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~74069494~~59270808 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~87763839~~73437475 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 54.~~03875044~~90104130 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~36097138~~23437385 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~84430606~~73437536 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 65.~~04569412~~94270802 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 65.~~04569408~~94270862 0.00000000 1000.00000000 M-10 0.00000000 0.00000000 65.~~04569461~~94270883 0.00000000 1000.00000000 P 0.00000000 0.00000000 ~~373090~~38768.~~70000000~~90000000 0.00000000 1000.00000000 X 0.00000000 0.00000000 3243.~~88753934~~83693653 0.00000000 0.00000000 R 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 63,~~292~~612,~~702~~419.3731 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~470~~505,~~208~~915.7445 Gains & Subsequent Recoveries (Realized Losses) ~~(170,978~~0.~~92)~~00 Prepayment Penalties 373,~~309~~876.0789 Swap/Cap Payments 6718,~~486~~481.4927 Total Deposits 64,~~696~~140,~~727~~692.7592 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~335~~470,~~308~~208.3874 Total Administration Fees ~~144~~142,~~258~~256.5074 Payment of Interest and Principal 63,~~217~~528,~~160~~227.8744 Total Withdrawals (Pool Distribution Amount) 64,~~696~~140,~~727~~692.7592 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest. NOTE: CSi is Credit Suisse International **Loan Performance Advisor is Office Tiger Global Real Estate Services, Inc.

ADMINISTRATION FEES Gross Servicing Fee* ~~140~~138,~~056~~107.4411 Loan Performance Advisor Fee** 4,~~202~~149.0663 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~144~~142,~~258~~256.5074 *Servicer Payees include: SELECT PORTFOLIO SERVICING,INC

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Supplemental Interest Account 1,000.00 6718,~~486~~481.4927 6718,~~486~~481.4927 1,000.00 Net WAC Reserve Fund 1,000.00 0.00 0.00 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Swap Agreement - CSi 1,~~362~~294,~~919~~634.7986 1,~~295~~276,~~433~~153.3059 6718,~~486~~481.4927

Collateral Statement Group Group 1 - Fixed Group 1 - ARM Collateral Description Mixed Fixed Mixed ARM and Balloon Weighted Average Coupon Rate 8.~~105925~~110675 7.~~732249~~719184 Weighted Average Net Rate 7.~~605925~~610675 7.~~232249~~219184 Weighted Average Pass-Through Rate 7.~~590925~~595675 7.~~217249~~204184 Weighted Average Remaining Term ~~353~~352 ~~353~~352 Principal And Interest Constant ~~713~~705,~~371~~794.0720 ~~998~~982,~~514~~617.6663 Beginning Loan Count ~~481~~477 ~~496~~489 Loans Paid in Full 40 76 Ending Loan Count 477 ~~489~~483 Beginning Scheduled Balance ~~100~~99,~~273~~109,~~300~~016.8770 ~~147~~144,~~154~~979,~~185~~991.2141 Ending Scheduled Balance 99,~~109~~070,~~016~~495.7083 ~~144~~143,~~979~~626,~~991~~394.4171 Actual Ending Collateral Balance ~~100~~99,~~019~~118,~~458~~515.1693 ~~146~~143,~~727~~705,~~818~~333.4362 Scheduled Principal 3635,~~031~~926.1971 50,~~320~~011.6455 Unscheduled Principal 12,~~128,252~~594.9816 21,~~123~~303,~~873~~585.1615 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~677~~669,~~339~~867.8849 ~~948~~932,~~194~~606.0208 Servicing Fees 41,~~780~~295.5442 6160,~~314~~408.2433 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 1,~~253~~238.4286 1,~~839~~812.4325 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 ~~634~~627,~~305~~333.9221 ~~885~~870,~~040~~385.3550 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 ~~22,925.54~~ 0.00 3,876.89 Prepayment Penalty Paid Count 2 0 1 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 2 - Fixed Group 2 - ARM Collateral Description Mixed Fixed Mixed ARM and Balloon Weighted Average Coupon Rate 87.~~007757~~973947 8.~~428959~~338605 Weighted Average Net Rate 7.~~507757~~475781 7.~~929255~~842418 Weighted Average Pass-Through Rate 7.~~492757~~460781 7.~~914255~~827418 Weighted Average Remaining Term ~~352~~ 351 350 Principal And Interest Constant ~~289~~285,~~032~~940.9199 ~~372~~364,~~501~~480.0862 Beginning Loan Count ~~271~~270 ~~346~~341 Loans Paid in Full 10 50 Ending Loan Count 270 341 Beginning Scheduled Balance 39,~~880~~602,~~520~~198.0242 48,~~856~~279,~~438~~296.4794 Ending Scheduled Balance 39,~~602~~578,~~198~~077.4204 48,~~279~~248,~~296~~044.9438 Actual Ending Collateral Balance 39,~~626~~604,~~379~~839.2270 48,~~422~~280,~~371~~785.9894 Scheduled Principal 22,~~904~~786.9712 2928,~~327~~995.0064 Unscheduled Principal ~~255~~1,~~416~~335.6326 ~~547~~2,~~814~~256.5392 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~266~~263,~~127~~154.9487 ~~343~~335,~~174~~484.0898 Servicing Fees 16,~~616~~440.8840 2019,~~344~~962.7896 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 ~~498~~495.5103 ~~610~~603.7149 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 ~~249~~246,~~012~~219.5544 ~~322~~314,~~218~~918.5953 Realized Loss Amount 0.00 ~~170,978~~0.9200 Cumulative Realized Loss 0.00 170,978.92 Percentage of Cumulative Losses 0.0000 0.3448 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~6,839~~0.9100 ~~7,543~~0.6200 Prepayment Penalty Paid Count 10 10 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Fixed Mixed & ARM & Balloon Weighted Average Coupon Rate 7.~~977652~~956539 Weighted Average Net Rate 7.~~477696~~457312 Weighted Average Pass-Through Rate 7.~~462696~~442312 Weighted Average Remaining Term ~~353~~352 Principal And Interest Constant 2,~~373~~338,~~419~~833.7244 Beginning Loan Count 1,~~594~~577 Loans Paid in Full 176 Ending Loan Count 1,~~577~~571 Beginning Scheduled Balance ~~336~~331,~~164~~970,~~444~~503.5747 Ending Scheduled Balance ~~331~~330,~~970~~523,~~503~~011.4796 Actual Ending Collateral Balance ~~334~~330,~~796~~709,~~027~~475.7919 Scheduled Principal ~~138~~137,~~583~~720.8002 Unscheduled Principal 41,~~055~~309,~~357~~771.3049 Negative Amortized Principal 0.00 Scheduled Interest 2,~~234~~201,~~835~~113.9242 Servicing Fees ~~140~~138,~~056~~107.4411 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 4,~~202~~149.0763 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~090~~058,~~577~~856.4168 Realized Loss Amount ~~170,978~~0.9200 Cumulative Realized Loss 170,978.92 Percentage of Cumulative Losses 0.0494 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 373,~~309~~876.0789 Prepayment Penalty Paid Count 41 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cash ~~640~~629,~~160~~984.8611 Extraordinary Trust Fund Expenses 0.00 Informational Reporting A-1 PTR for Next Distribution 5.~~331250~~072500% A-2 PTR for Next Distribution 54.~~211250~~952500% A-3 PTR for Next Distribution 5.~~291250~~032500% A-4 PTR for Next Distribution 5.~~361250~~102500% A-5 PTR for Next Distribution 5.~~421250~~162500% M-1 PTR for Next Distribution 5.~~441250~~182500% M-10 PTR for Next Distribution 76.~~131250~~872500% M-2 PTR for Next Distribution 5.~~461250~~202500% M-3 PTR for Next Distribution 5.~~511250~~252500% M-4 PTR for Next Distribution 5.~~681250~~422500% M-5 PTR for Next Distribution 5.~~881250~~622500% M-6 PTR for Next Distribution 6.~~281250~~022500% M-7 PTR for Next Distribution 6.~~881250~~872500% M-8 PTR for Next Distribution 76.~~131250~~872500% M-9 PTR for Next Distribution 76.~~131250~~872500% Miscellaneous Reporting Subgroup 1 Net Wac Rate 7.~~818836~~556237% Subgroup 2 Net Wac Rate 7.~~641943~~357569% Subordinate Net WAC Rate 7.~~715513~~440329% Credit Enhancement % 26.652794% Delinquency % 57.~~190615~~932253% Structural Reporting Extra Principal Distribution ~~167,531~~0.4100 Overcollateralization Amount 14,371,415.96 Overcollateralization ~~Deficiency~~Increase Amount 0.00 Overcollateralization ~~Increase~~Deficiency Amount 0.00 Overcollateralization Release Amount 0.00 Overcollateralization Target Amount 14,371,415.96 Trigger Event Reporting Optional Termination Date NO Stepdown Date NO Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.350000% Calculated Value 0.048378% Delinquency Trigger Trigger Result Pass Threshold Value 8.~~342334~~378868% Calculated Value 57.~~190615~~932253% Trigger Event Trigger Result Pass

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 185,~~242,858~~772.8864 0.00 0.00 185,~~242,858~~772.8864 30 Days 7160 10 0 0 7260 1715,~~231~~369,~~461~~503.9894 ~~243,535~~0.3300 0.00 0.00 1715,~~474~~369,~~997~~503.3194 60 Days 4143 01 0 0 4144 911,~~837~~617,~~615~~042.2698 0243,535.0033 0.00 0.00 911,~~837~~860,~~615~~578.2631 90 Days 1016 0 1223 0 2239 23,~~070~~016,~~422~~448.3005 0.00 35,~~370~~957,~~944~~588.5642 0.00 58,~~441~~974,~~366~~036.8647 120 Days 19 0 111 0 220 ~~175~~1,~~888~~462,809.9795 0.00 ~~314~~3,~~400~~067,467.0071 0.00 ~~490~~4,~~288~~530,277.9766 150 Days 01 0 01 0 02 0488,807.0004 0.00 0314,400.00 0.00 0803,207.0004 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~123~~129 2 1335 0 ~~138~~166 2931,~~315~~954,~~388~~611.5196 1329,~~486,394~~307.2197 39,~~685~~339,~~344~~456.5613 0.00 3441,~~487~~623,~~127~~376.2806 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.~~063412~~063654% 0.000000% 0.000000% 0.~~063412~~063654% 0.~~371229~~025936% 0.000000% 0.000000% 0.~~371229~~025936% 30 Days 43.~~502219~~819223% 0.~~063412~~000000% 0.000000% 0.000000% 43.~~565631~~819223% 54.~~146854~~647434% 0.~~072741~~000000% 0.000000% 0.000000% 54.~~219595~~647434% 60 Days 2.~~599873~~737110% 0.~~000000~~063654% 0.000000% 0.000000% 2.~~599873~~800764% 23.~~938391~~512764% 0.~~000000~~073640% 0.000000% 0.000000% 23.~~938391~~586404% 90 Days 01.~~634115~~018460% 0.000000% 01.~~760938~~464036% 0.000000% 12.~~395054~~482495% 0.~~618413~~912114% 0.000000% 1.~~006865~~801457% 0.000000% 12.~~625278~~713571% 120 Days 0.~~063412~~572884% 0.000000% 0.~~063412~~700191% 0.000000% 01.~~126823~~273074% 0.~~052536~~442325% 0.000000% 0.~~093908~~927542% 0.000000% 01.~~146444~~369866% 150 Days 0.~~000000~~063654% 0.000000% 0.~~000000~~063654% 0.000000% 0.~~000000~~127307% 0.~~000000~~147806% 0.000000% 0.~~000000~~095068% 0.000000% 0.~~000000~~242874% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 78.~~799620~~211330% 0.~~126823~~127307% 02.~~824350~~227880% 0.000000% 810.~~750793~~566518% 89.~~756194~~662442% 0.~~443970~~099576% 12.~~100773~~824067% 0.000000% 1012.~~300937~~586085% 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 ~~470~~505,~~208~~915.7445

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 - Fixed - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2116 10 0 0 2216 43,~~048~~688,~~680~~413.1053 ~~243,535~~0.3300 0.00 0.00 43,~~292~~688,~~215~~413.4353 60 Days 12 01 0 0 1213 2,~~563~~607,~~007~~996.8374 0243,535.0033 0.00 0.00 2,~~563~~851,~~007~~532.8307 90 Days 3 0 57 0 810 ~~895~~482,~~270~~908.8345 0.00 1,~~480~~451,~~967~~553.0352 0.00 21,~~376~~934,~~237~~461.8697 120 Days 14 0 05 0 19 ~~175~~1,~~888~~056,620.9724 0.00 01,480,967.0003 0.00 ~~175~~2,~~888~~537,587.9727 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 3735 1 512 0 4348 7,~~682~~835,~~847~~938.7396 243,535.33 12,~~480~~932,~~967~~520.0355 0.00 911,~~407~~011,~~350~~994.0984 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 43.~~402516~~354298% 0.~~209644~~000000% 0.000000% 0.000000% 43.~~612159~~354298% 43.~~047892~~721215% 0.~~243488~~000000% 0.000000% 0.000000% 43.~~291380~~721215% 60 Days 2.515723% 0.~~000000~~209644% 0.000000% 0.000000% 2.~~515723~~725367% 2.~~562509~~631190% 0.~~000000~~245701% 0.000000% 0.000000% 2.~~562509~~876891% 90 Days 0.628931% 0.000000% 1.~~048218~~467505% 0.000000% 12.~~677149~~096436% 0.~~895097~~487203% 0.000000% 1.~~480679~~464463% 0.000000% 21.~~375776~~951666% 120 Days 0.~~209644~~838574% 0.000000% 01.~~000000~~048218% 0.000000% 01.~~209644~~886792% 01.~~175855~~066017% 0.000000% 01.~~000000~~494138% 0.000000% 02.~~175855~~560155% 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 7.~~756813~~337526% 0.209644% 12.~~048218~~515723% 0.000000% 910.~~014675~~062893% 7.~~681353~~905626% 0.~~243488~~245701% 12.~~480679~~958600% 0.000000% 911.~~405520~~109927% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 - ARM - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 185,~~242,858~~772.8864 0.00 0.00 185,~~242,858~~772.8864 30 Days 28 0 0 0 28 10,~~983~~092,~~821~~966.2867 0.00 0.00 0.00 10,~~983~~092,~~821~~966.2867 60 Days 17 0 0 0 17 57,~~409~~491,~~776~~855.5271 0.00 0.00 0.00 57,~~409~~491,~~776~~855.5271 90 Days 34 0 512 0 816 ~~894~~1,~~378~~238,464.4687 0.00 13,~~635~~870,~~239~~578.6609 0.00 25,~~529~~109,~~618~~042.1296 120 Days 01 0 14 0 15 0125,416.0070 0.00 ~~314~~1,~~400~~331,762.0081 0.00 ~~314~~1,~~400~~457,179.0051 150 Days 01 0 01 0 02 0488,807.0004 0.00 0314,400.00 0.00 0803,207.0004 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4851 1 617 0 5569 1719,~~287~~437,~~976~~510.2699 185,~~242,858~~772.8864 15,~~949~~516,~~639~~740.6690 0.00 2025,~~480~~040,~~474~~024.8053 0-29 Days 0.~~204499~~207039% 0.000000% 0.000000% 0.~~204499~~207039% 0.~~847051~~059686% 0.000000% 0.000000% 0.~~847051~~059686% 30 Days 5.~~725971~~797101% 0.000000% 0.000000% 0.000000% 5.~~725971~~797101% 7.~~485848~~023377% 0.000000% 0.000000% 0.000000% 7.~~485848~~023377% 60 Days 3.~~476483~~519669% 0.000000% 0.000000% 0.000000% 3.~~476483~~519669% 35.~~686947~~213346% 0.000000% 0.000000% 0.000000% 35.~~686947~~213346% 90 Days 0.~~613497~~828157% 0.000000% 12.~~022495~~484472% 0.000000% 13.~~635992~~312629% 0.~~609549~~861809% 0.000000% 12.~~114471~~693413% 0.000000% 13.~~724021~~555222% 120 Days 0.~~000000~~207039% 0.000000% 0.~~204499~~828157% 0.000000% 01.~~204499~~035197% 0.~~000000~~087274% 0.000000% 0.~~214274~~926732% 0.000000% 01.~~214274~~014005% 150 Days 0.~~000000~~207039% 0.000000% 0.~~000000~~207039% 0.000000% 0.~~000000~~414079% 0.~~000000~~340145% 0.000000% 0.~~000000~~218781% 0.000000% 0.~~000000~~558926% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 910.~~815951~~559006% 0.~~204499~~207039% 13.~~226994~~519669% 0.000000% 1114.~~247444~~285714% 1113.~~782344~~525950% 0.~~847051~~059686% 13.~~328746~~838926% 0.000000% 1317.~~958140~~424562% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 - Fixed - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 64 0 0 0 64 ~~648~~318,~~924~~551.6903 0.00 0.00 0.00 ~~648~~318,~~924~~551.6903 60 Days 74 0 0 0 74 1469,~~188,130~~691.4260 0.00 0.00 0.00 1469,~~188,130~~691.4260 90 Days 15 0 2 0 37 ~~107~~785,~~787~~302.69 0.00 ~~254~~402,~~737~~827.8773 0.00 ~~362~~1,~~525~~188,130.5642 120 Days 01 0 02 0 03 0107,787.0069 0.00 0254,737.0087 0.00 0362,525.0056 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 24 0 1618 1,~~944~~681,~~842~~333.8001 0.00 ~~254~~657,~~737~~565.8760 0.00 2,~~199~~338,~~580~~898.6761 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 21.~~222222~~481481% 0.000000% 0.000000% 0.000000% 21.~~222222~~481481% 10.~~637608~~804323% 0.000000% 0.000000% 0.000000% 10.~~637608~~804323% 60 Days 21.~~592593~~481481% 0.000000% 0.000000% 0.000000% 21.~~592593~~481481% 21.~~998332~~185945% 0.000000% 0.000000% 0.000000% 21.~~998332~~185945% 90 Days 01.~~370370~~851852% 0.000000% 0.740741% 0.000000% 12.~~111111~~592593% 01.~~272010~~982845% 0.000000% 01.~~642849~~017117% 0.000000% 02.~~914859~~999963% 120 Days 0.~~000000~~370370% 0.000000% 0.~~000000~~740741% 0.000000% 01.~~000000~~111111% 0.~~000000~~272158% 0.000000% 0.~~000000~~643199% 0.000000% 0.~~000000~~915357% 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 5.185185% 0.000000% 01.~~740741~~481481% 0.000000% 56.~~925926~~666667% 4.~~907950~~245272% 0.000000% 01.~~642849~~660316% 0.000000% 5.~~550799~~905588% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 - ARM - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1612 0 0 0 1612 1,~~550~~269,~~035~~572.9171 0.00 0.00 0.00 1,~~550~~269,~~035~~572.9171 60 Days 510 0 0 0 510 ~~676~~1,~~700~~047,498.4993 0.00 0.00 0.00 ~~676~~1,~~700~~047,498.4993 90 Days 34 0 02 0 36 ~~172~~509,~~985~~772.3204 0.00 0232,629.0008 0.00 ~~172~~742,~~985~~401.3212 120 Days 03 0 0 0 03 0172,985.0032 0.00 0.00 0.00 0172,985.0032 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 2429 0 02 0 2431 2,~~399~~999,~~721~~829.7200 0.00 0232,629.0008 0.00 23,~~399~~232,~~721~~458.7208 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 43.~~692082~~519062% 0.000000% 0.000000% 0.000000% 43.~~692082~~519062% 32.~~201074~~629561% 0.000000% 0.000000% 0.000000% 32.~~201074~~629561% 60 Days 12.~~466276~~932551% 0.000000% 0.000000% 0.000000% 12.~~466276~~932551% 12.~~397496~~169598% 0.000000% 0.000000% 0.000000% 12.~~397496~~169598% 90 Days 01.~~879765~~173021% 0.000000% 0.~~000000~~586510% 0.000000% 01.~~879765~~759531% 01.~~357243~~055849% 0.000000% 0.~~000000~~481825% 0.000000% 01.~~357243~~537674% 120 Days 0.~~000000~~879765% 0.000000% 0.000000% 0.000000% 0.~~000000~~879765% 0.~~000000~~358290% 0.000000% 0.000000% 0.000000% 0.~~000000~~358290% 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 78.~~038123~~504399% 0.000000% 0.~~000000~~586510% 0.000000% 79.~~038123~~090909% 46.~~955812~~213298% 0.000000% 0.~~000000~~481825% 0.000000% 46.~~955812~~695123% Please refer to CTSLink.com for a list of delinquency code descriptions.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1223 ~~Oct~~Nov-06 0.000% Original Principal Balance 35,~~373~~966,~~750~~290.00 ~~Nov~~Dec-06 0.000% Current Actual Balance 35,~~370~~957,~~944~~588.5642 ~~Dec~~Jan-0607 0.000% ~~Jan~~Feb-07 0.000% Current Foreclosure Total ~~Feb~~Mar-07 0.000% Loans in Foreclosure 1335 ~~Mar~~Apr-07 0.000% Original Principal Balance 39,~~688~~350,~~150~~440.00 ~~Apr~~May-07 0.000% Current Actual Balance 39,~~685~~339,~~344~~456.5613 ~~May-07 0.000%~~ Jun-07 0.000% Jul-07 0.000% Aug-07 0.093% Sep-07 1.101% Oct-07 2.824% *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 - Fixed 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 57 ~~Oct~~Nov-06 0.000% Original Principal Balance 1,~~481~~452,~~750~~950.00 ~~Nov~~Dec-06 0.000% Current Actual Balance 1,~~480~~451,~~967~~553.0352 ~~Dec~~Jan-0607 0.000% ~~Jan~~Feb-07 0.000% Current Foreclosure Total ~~Feb~~Mar-07 0.000% Loans in Foreclosure 512 ~~Mar~~Apr-07 0.000% Original Principal Balance 12,~~481~~934,~~750~~700.00 ~~Apr~~May-07 0.000% Current Actual Balance 12,~~480~~932,~~967~~520.0355 ~~May-07 0.000%~~ Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 1.481% Oct-07 2.959% *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 - ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 512 ~~Oct~~Nov-06 0.000% Original Principal Balance 13,~~637~~877,~~200~~340.00 ~~Nov~~Dec-06 0.000% Current Actual Balance 13,~~635~~870,~~239~~578.6609 ~~Dec~~Jan-0607 0.000% ~~Jan~~Feb-07 0.000% Current Foreclosure Total ~~Feb~~Mar-07 0.000% Loans in Foreclosure 617 ~~Mar~~Apr-07 0.000% Original Principal Balance 15,~~951~~524,~~600~~940.00 ~~Apr~~May-07 0.000% Current Actual Balance 15,~~949~~516,~~639~~740.6690 ~~May-07 0.000%~~ Jun-07 0.000% Jul-07 0.000% Aug-07 0.214% Sep-07 1.329% Oct-07 3.839% *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 - Fixed 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 ~~Oct~~Nov-06 0.000% Original Principal Balance ~~254~~403,~~800~~000.00 ~~Nov~~Dec-06 0.000% Current Actual Balance ~~254~~402,~~737~~827.8773 ~~Dec~~Jan-0607 0.000% ~~Jan~~Feb-07 0.000% Current Foreclosure Total ~~Feb~~Mar-07 0.000% Loans in Foreclosure 24 ~~Mar~~Apr-07 0.000% Original Principal Balance ~~254~~657,800.00 ~~Apr~~May-07 0.000% Current Actual Balance ~~254~~657,~~737~~565.8760 ~~May~~Jun-07 0.000% ~~Jun~~Jul-07 0.000% ~~Jul~~Aug-07 0.000% ~~Aug~~Sep-07 0.~~000~~643% ~~Sep~~Oct-07 01.~~643~~660% *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 - ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Nov-06 No0.000% Original Principal Balance 233,000.00 Dec-06 0.000% Current Actual Balance 232,629.08 Jan-07 0.000% Feb-07 0.000% Current Foreclosure ~~Information~~Total toMar-07 0.000% Loans in Foreclosure 2 Apr-07 0.000% Original Principal Balance 233,000.00 May-07 0.000% Current Actual Balance 232,629.08 Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.000% Oct-07 0.482% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~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 1 - Fixed 0411662723 Sep-2007 01-Dec-2006 WA 90.00 270,000.00 Group 1 - Fixed 0411662744 Sep-2007 01-Dec-2006 CO 95.00 270,750.00 Group 1 - Fixed 0411663161 Sep-2007 01-Feb-2007 CA 60.00 165,000.00 Group 1 - Fixed 0411663317 Oct-2007 01-Feb-2007 IN 95.00 56,050.00 Group 1 - Fixed 0411663415 Oct-2007 01-Mar-2007 OR 80.00 328,000.00 Group 1 - Fixed 0411663525 Oct-2007 01-Mar-2007 MS 95.00 134,900.00 Group 1 - Fixed 0411663793 Sep-2007 01-Mar-2007 CA 90.00 387,000.00 Group 1 - Fixed 0411663919 Oct-2007 01-Mar-2007 AZ 63.91 170,000.00 Group 1 - Fixed 0411663998 Oct-2007 01-Mar-2007 FL 95.00 228,000.00 Group 1 - Fixed 0411664006 Sep-2007 01-Mar-2007 CA 89.84 389,000.00 Group 1 - Fixed 0411664293 Oct-2007 01-Mar-2007 FL 80.00 192,000.00 Group 1 - Fixed 0411976215 Oct-2007 01-Dec-2006 CA 80.00 344,000.00 Group 1 - ARM 0411662621 Oct-2007 01-Dec-2006 MA 75.00 210,000.00 Group 1 - ARM 0411662705 Oct-2007 01-Dec-2006 IL 90.00 288,000.00 Group 1 - ARM 0411662814 Oct-2007 01-Feb-2007 TX 80.00 231,920.00 Group 1 - ARM 0411663052 Aug-2007 01-Feb-2007 CA 80.00 314,400.00 Group 1 - ARM 0411663061 Sep-2007 01-Feb-2007 CA 80.00 199,200.00 Group 1 - ARM 0411663106 Oct-2007 01-Feb-2007 AZ 75.00 280,500.00 Group 1 - ARM 0411663125 Sep-2007 01-Mar-2007 FL 80.00 448,000.00 Group 1 - ARM ~~0411663505~~0411663150 ~~Sep~~Oct-2007 01-Mar-2007 MDFL 80.00 ~~304~~151,920.00 Group 1 - ARM 0411663221 Oct-2007 01-Mar-2007 FL 80.00 248,000.00 Group 1 - ARM 0411663339 Oct-2007 01-Mar-2007 CA 80.00 328,000.00 Group 1 - ARM 0411663600 Oct-2007 01-Mar-2007 CA 80.00 520,000.00 Group 1 - ARM 0411663656 Oct-2007 01-Mar-2007 CA 80.00 228,000.00 Group 1 - ARM 0411663696 Sep-2007 01-Mar-2007 FL 80.00 488,000.00 Group 1 - ARM 0411663783 Sep-2007 01-Mar-2007 NV 80.00 198,000.00 Group 1 - ARM 0411663913 Oct-2007 01-Mar-2007 FL 89.90 178,000.00 Group 1 - ARM 0411664323 Oct-2007 01-Mar-2007 CA 69.36 763,000.00 Group 1 - ARM 0411976198 Oct-2007 01-Dec-2006 CA 75.00 450,000.00 Group 2 - Fixed 0411662549 Oct-2007 01-Nov-2006 MS 76.47 52,000.00 Group 2 - Fixed 0411662841 Sep-2007 01-Mar-2007 OH 41.67 50,000.00 Group 2 - Fixed 0411663967 Sep-2007 01-Mar-2007 FL 80.00 204,800.00 Group 2 - Fixed 0411664007 Oct-2007 01-Mar-2007 CA 86.67 351,000.00 Group 2 - ARM 0411663302 Oct-2007 01-Mar-2007 FL 55.29 141,000.00 Group 2 - ARM 0411664125 Oct-2007 01-Mar-2007 TX 80.00 92,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 1 - Fixed 0411662723 269,362.73 01-Apr-2007 34 10.650% 1113,~~386~~660.2080 Group 1 - Fixed 0411662744 270,749.99 01-Apr-2007 34 9.400% 1012,~~040~~048.3542 Group 1 - Fixed 0411663161 165,000.00 01-Apr-2007 34 8.250% 6,393.78 Group 1 - Fixed 0411663317 55,939.55 01-May-2007 3 9.550% 2,107.26 Group 1 - Fixed 0411663415 327,999.01 01-May-2007 3 7.100% 9,019.95 Group 1 - Fixed 0411663525 134,707.63 01-May-2007 3 9.700% 5,~~328~~158.1575 Group 1 - Fixed 0411663793 387,000.00 01-Apr-2007 34 8.200% 1214,~~416~~899.2550 Group 1 - Fixed 0411663919 169,769.65 01-May-2007 3 10.150% 6,820.10 Group 1 - Fixed 0411663998 228,000.00 01-May-2007 3 8.100% 7,220.00 Group 1 - Fixed 0411664006 388,854.31 01-Apr-2007 34 10.800% 1620,~~685~~021.7771 Group 1 - Fixed 0411664293 191,840.94 01-May-2007 3 8.150% 6,111.48 Group 1 - Fixed 0411976215 343,296.74 01-May-2007 3 7.450% 9,934.33 Group 1 - ARM 0411662621 209,182.60 01-May-2007 3 8.250% 6,745.79 Group 1 - ARM 0411662705 286,934.40 01-May-2007 3 8.500% 9,552.25 Group 1 - ARM 0411662814 231,314.15 01-May-2007 3 8.200% 7,411.42 Group 1 - ARM 0411663052 314,400.00 01-Mar-2007 45 6.600% 79,~~991~~589.0020 Group 1 - ARM 0411663061 199,200.00 01-Apr-2007 34 6.600% 56,~~063~~075.0060 Group 1 - ARM 0411663106 280,202.36 01-May-2007 3 8.300% 9,101.62 Group 1 - ARM 0411663125 447,592.39 01-Apr-2007 34 7.825% 1316,~~655~~384.8462 Group 1 - ARM ~~0411663505~~0411663150 ~~303~~151,~~476~~595.8573 01-~~Apr~~May-2007 3 7.750% 4,572.81 Group 1 - ARM 0411663221 247,812.11 01-May-2007 3 8.~~800~~462% 108,~~487~~216.92 Group 1 - ARM 0411663339 328,000.00 01-May-2007 3 7.150% 9,088.30 Group 1 - ARM 0411663600 519,997.07 01-May-2007 3 7.400% 14,949.90 Group 1 - ARM 0411663656 227,424.87 01-May-2007 3 6.900% 6,054.26 Group 1 - ARM 0411663696 486,970.42 01-Apr-2007 34 7.800% 1417,~~799~~753.2814 Group 1 - ARM 0411663783 198,000.00 01-Apr-2007 34 8.062% 67,~~238~~486.6538 Group 1 - ARM 0411663913 177,868.75 01-May-2007 3 8.550% 5,963.02 Group 1 - ARM 0411664323 761,545.20 01-May-2007 3 8.300% 24,718.03 Group 1 - ARM 0411976198 448,700.85 01-May-2007 3 9.700% 17,182.98 Group 2 - Fixed 0411662549 51,827.73 01-May-2007 3 9.800% 2,006.35 Group 2 - Fixed 0411662841 49,937.87 01-Apr-2007 34 10.350% 2,~~048~~457.4768 Group 2 - Fixed 0411663967 204,800.00 01-Apr-2007 34 7.500% 7,168.02 Group 2 - Fixed 0411664007 351,000.00 01-May-2007 3 8.550% 11,773.15 Group 2 - ARM 0411663302 140,794.64 01-May-2007 3 9.600% 5,~~973~~333.3513 Group 2 - ARM 0411664125 91,834.44 01-May-2007 3 9.650% 3,497.70

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 21 ~~Oct~~Nov-06 0.000% Original Principal Balance 186,~~494,000~~400.00 ~~Nov~~Dec-06 0.000% Current Actual Balance 185,~~486,394~~772.2164 ~~Dec~~Jan-0607 0.000% ~~Jan~~Feb-07 0.000% Current Bankruptcy Total ~~Feb~~Mar-07 0.000% Loans in Bankruptcy 2 ~~Mar~~Apr-07 0.000% Original Principal Balance 1330,~~494,000~~400.00 ~~Apr~~May-07 0.000% Current Actual Balance 1329,~~486,394~~307.2197 ~~May~~Jun-07 0.000% ~~Jun~~Jul-07 0.000% ~~Jul~~Aug-07 0.000% ~~Aug~~Sep-07 0.~~000~~444% ~~Sep~~Oct-07 0.~~444~~100% *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 - Fixed 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~Oct~~Nov-06 0.000% Original Principal Balance ~~244,000~~0.00 ~~Nov~~Dec-06 0.000% Current Actual Balance ~~243,535~~0.3300 ~~Dec~~Jan-0607 0.000% ~~Jan~~Feb-07 0.000% Current Bankruptcy Total ~~Feb~~Mar-07 0.000% Loans in Bankruptcy 1 ~~Mar~~Apr-07 0.000% Original Principal Balance 244,000.00 ~~Apr~~May-07 0.000% Current Actual Balance 243,535.33 ~~May~~Jun-07 0.000% ~~Jun~~Jul-07 0.000% ~~Jul~~Aug-07 0.000% ~~Aug~~Sep-07 0.~~000~~243% ~~Sep~~Oct-07 0.~~243~~246% *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 - ARM 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 ~~Oct~~Nov-06 0.000% Original Principal Balance 186,~~250,000~~400.00 ~~Nov~~Dec-06 0.000% Current Actual Balance 185,~~242,858~~772.8864 ~~Dec~~Jan-0607 0.000% ~~Jan~~Feb-07 0.000% Current Bankruptcy Total ~~Feb~~Mar-07 0.000% Loans in Bankruptcy 1 ~~Mar~~Apr-07 0.000% Original Principal Balance 186,~~250,000~~400.00 ~~Apr~~May-07 0.000% Current Actual Balance 185,~~242,858~~772.8864 ~~May~~Jun-07 0.000% ~~Jun~~Jul-07 0.000% ~~Jul~~Aug-07 0.000% ~~Aug~~Sep-07 0.~~000~~847% ~~Sep~~Oct-07 0.~~847~~060% *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 - Fixed - No Bankruptcy Information to report this period. Group 2 - ARM - 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 Group 1 - Fixed 0411662756 Sep-2007 01-Jan-2007 IL 80.00 244,000.00 Group 1 - ARM ~~0411663503~~0411662582 ~~Sep~~Oct-2007 01-~~Feb~~Nov-~~2007~~2006 CAFL 7880.1300 186,~~250,000~~400.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group 1 - Fixed 0411662756 243,535.33 01-Jun-2007 12 7.700% 45,~~382~~842.2200 Group 1 - ARM ~~0411663503~~0411662582 185,~~242,858~~772.8864 01-~~Jul~~Oct-2007 0(1) 68.~~300~~250% ~~12,008~~553.4595

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 - Fixed 0 0.00 0.00 0.000% Group 1 - ARM 0 0.00 0.00 0.000% Group 2 - Fixed 0 0.00 0.00 0.000% Group 2 - ARM 20 ~~167,808~~0.1100 ~~170,978~~0.9200 0.~~354~~000% Total 20 ~~167,808~~0.1100 ~~170,978~~0.9200 0.~~052~~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 ~~Group~~No 2Losses -this ~~ARM 0411662886 38,000.00 11.250% FL 100.00 360 Group 2 - ARM 0411662992 130,000.00 10.600% MS 100.00 360~~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) ~~Group~~No 2Losses -this ~~ARM 0411662886 37,961.15 37,894.90 37,894.90 Group 2 - ARM 0411662992 129,846.96 133,084.02 133,084.02~~Period

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~050~~000% Current Month 40.~~423~~000% 3 Month Average 0.017% 3 Month Average 1.474% 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. ~~Oct-2006 N/A N/A Oct-2006 N/A N/A~~ Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.050% N/A Sep-2007 4.423% 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.~~597~~000% Current Month 101.890% 3 Month Average 0.199% 3 Month Average 0.000% 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. ~~Oct-2006 N/A N/A Oct-2006 N/A N/A~~ Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.000% N/A Aug-2007 N/A N/A Sep-2007 0.597% N/A Sep-2007 101.890% N/A Oct-2007 0.000% N/A Oct-2007 101.890% 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 - Fixed - No Realized Loss Information to report this period. Group 1 - ARM - No Realized Loss Information to report this period. Group 2 - Fixed - No Realized Loss Information to report this period. Group 2 - ARM MDR SDA Current Month 0.~~343~~000% Current Month 290.~~474~~000% 3 Month Average 0.114% 3 Month Average 9.825% 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. ~~Oct-2006 N/A N/A Oct-2006 N/A N/A~~ Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.343% N/A Sep-2007 29.474% 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 40.~~040~~000% Current Month 101.890% 3 Month Average 1.347% 3 Month Average 0.000% 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. ~~Oct-2006 N/A N/A Oct-2006 N/A N/A~~ Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.000% N/A Aug-2007 N/A N/A Sep-2007 4.040% N/A Sep-2007 101.890% N/A Oct-2007 0.000% N/A Oct-2007 101.890% 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 - Fixed 40 ~~1,130,750~~0.00 ~~1,126,922~~0.1200 0 0.00 0.00 Group 1 - ARM 76 21,~~129~~308,~~420~~050.00 21,~~125~~302,~~051~~782.6859 0 0.00 0.00 Group 2 - Fixed 10 ~~255,000~~0.00 ~~253,664~~0.0100 0 0.00 0.00 Group 2 - ARM 30 ~~379,000~~0.00 ~~376,453~~0.4800 0 0.00 0.00 Total 156 31,~~894~~308,~~170~~050.00 31,~~882~~302,~~091~~782.2959 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 - Fixed 0 0.00 0.00 0 0.00 0.00 12,~~686~~594.4116 Group 1 - ARM 0 0.00 0.00 0 0.00 0.00 ~~(552~~1,550.~~24)~~54 Group 2 - Fixed 0 0.00 0.00 0 0.00 0.00 1,~~979~~335.6926 Group 2 - ARM 0 0.00 0.00 20 ~~168,000~~0.00 ~~167,611~~0.0200 42,~~179~~256.8392 Total 0 0.00 0.00 20 ~~168,000~~0.00 ~~167,611~~0.0200 7,~~293~~736.6988

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 - ~~Fixed~~ARM ~~0411662747~~0411663133 CANM 6465.00 01-~~Jan~~Feb-2007 ~~448~~245,~~000~~050.00 ~~446~~243,~~593~~477.0783 Group 1 - ~~Fixed~~ARM ~~0411662772~~0411663362 CONJ 9088.00 01-~~Jan-2007 261,000.00 259,506.05 Group 1 - Fixed 0411663677 CA 80.00 01-~~Mar-2007 ~~308~~264,000.00 ~~307~~262,~~422~~633.0473 Group 1 - ~~Fixed 0411664061 IL 56.03 01-Mar-2007 113,750.00 113,045.41 Group 1 -~~ ARM ~~0411662855~~0411663391 UT 95100.00 01-Mar-2007 ~~541~~87,~~500.00 541,291.30 Group 1 - ARM 0411662890 CA 80.00 01-Feb-2007 580,~~000.00 ~~577~~86,~~772~~920.6312 Group 1 - ARM ~~0411663022~~0411663826 NVMD 8075.00 01-Mar-2007 ~~136~~285,~~320.00 136,165.34 Group 1 - ARM 0411663404 IL 57.50 01-Mar-2007 230,~~000.00 ~~228~~283,~~841~~662.4179 Group 1 - ARM ~~0411663633~~0411664017 MANJ 7362.~~91 01-Mar-2007 425,000.~~00 ~~425,000.00 Group 1 - ARM 0411664195 NJ 58.70~~ 01-Mar-2007 ~~116~~155,000.00 ~~115~~154,~~168~~523.9234 Group 1 - ARM ~~0411976380~~0411664113 ~~MD 74.52 01-Mar-2007 100,600.00 100,185.80 Group 2 - Fixed 0411664327~~ CA 6080.00 01-Mar-2007 ~~255~~272,000.00 ~~253~~270,~~436~~816.94 Group 2 - ARM 0411662886 FL 100.00 01-Mar-2007 38,000.00 37,907.63 Group 2 - ARM 0411662992 MS 100.00 01-Mar-2007 130,000.00 129,636.51 Group 2 - ARM 0411663991 MD 76.67 01-Mar-2007 115,000.00 114,447.82 Group 2 - ARM 0411664252 MD 23.00 01-Mar-2007 60,000.00 58,839.66 Group 2 - ARM 0411976179 PA 85.00 01-Nov-2006 204,000.00 202,803.0880

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 - ~~Fixed~~ARM ~~0411662747~~0411663133 Loan Paid in Full ~~(1)~~0 7.~~100~~850% 360 8 Group 1 - ~~Fixed~~ARM ~~0411662772~~0411663362 Loan Paid in Full 0 8.~~400% 360 8 Group 1 - Fixed 0411663677 Loan Paid in Full 1 8.~~300% 360 67 Group 1 - ~~Fixed 0411664061 Loan Paid in Full (1) 6.700% 360 6 Group 1 -~~ ARM ~~0411662855~~0411663391 Loan Paid in Full 0 911.~~250~~150% 360 ~~6 Group 1 - ARM 0411662890 Loan Paid in Full 0 9.750% 360~~ 7 Group 1 - ARM ~~0411663022~~0411663826 Loan Paid in Full ~~(1) 10.100% 360 6 Group 1 - ARM 0411663404 Loan Paid in Full (1) 7.750% 360 6 Group 1 - ARM 0411663633 Loan Paid in Full~~ 0 68.~~525~~800% 360 ~~6 Group 1 - ARM 0411664195 Loan Paid in Full 0~~ 7~~.625%~~ ~~360 6~~ Group 1 - ARM ~~0411976380~~0411664017 Loan Paid in Full 0 ~~8.750% 360 6 Group 2 - Fixed 0411664327 Loan Paid in Full (1) 6.750% 360 6 Group 2 - ARM 0411662886 Liquidation 0 11.250% 360 6 Group 2 - ARM 0411662992 Liquidation 0~~ 10.~~600~~800% 360 67 Group ~~2 - ARM 0411663991 Loan Paid in Full (~~1) ~~7.990% 360 6 Group 2~~ - ARM ~~0411664252~~0411664113 Loan Paid in Full 0 ~~8.750% 180 6 Group 2 - ARM 0411976179 Loan Paid in Full 0~~ 9.~~300~~150% 360 107

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group 1 - Fixed 20 ~~754,097~~0.7300 ~~22,925~~0.5400 0.00 Group 1 - ARM 01 086,930.0043 03,876.0089 0.00 Group 2 - Fixed 10 ~~253,664~~0.0100 ~~6,839~~0.9100 0.00 Group 2 - ARM 10 ~~202,916~~0.1400 ~~7,543~~0.6200 0.00 Total 4 1 86,~~210,677~~930.8843 373,~~309~~876.0789 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 - ~~Fixed 0411662747 08/31/2007 446,591.41 12,710.08 0.00 Group 1 - Fixed 0411663677 08/31/2007 307,506.32 10,215.46 0.00 Group 2 - Fixed 0411664327 08/31/2007 253,664.01 6,839.91 0.00 Group 2 -~~ ARM ~~0411976179~~0411663391 0809/2326/2007 ~~202~~86,~~916~~930.1443 73,~~543~~876.6289 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 10.~~207~~395% Current Month 134.~~559~~635% Current Month ~~1,005~~299.~~076~~139% 3 Month Average 1.~~025~~047% 3 Month Average 11.~~478~~731% 3 Month Average ~~964~~927.~~211~~939% 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. ~~Oct-2006 N/A N/A Oct-2006 N/A N/A~~ Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 10.940% N/A Jun-2007 1,457.285% N/A Jul-2007 3.876% N/A Jul-2007 407.957% N/A Aug-2007 16.999% N/A Aug-2007 1,479.600% N/A Sep-2007 13.559% N/A Sep-2007 1,005.076% N/A Oct-2007 4.635% N/A Oct-2007 299.139% 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 - Fixed SMM CPR PSA Current Month 10.~~126~~003% Current Month 120.~~701~~031% Current Month ~~943~~2.~~590~~032% 3 Month Average 1.~~087~~001% 3 Month Average 1211.~~028~~021% 3 Month Average ~~1,012~~905.~~421~~908% 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. ~~Oct-2006 N/A N/A Oct-2006 N/A N/A~~ Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 8.121% N/A Jun-2007 1,081.976% N/A Jul-2007 3.053% N/A Jul-2007 321.571% N/A Aug-2007 20.330% N/A Aug-2007 1,772.101% N/A Sep-2007 12.701% N/A Sep-2007 943.590% N/A Oct-2007 0.031% N/A Oct-2007 2.032% 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 - ARM SMM CPR PSA Current Month 10.~~444~~899% Current Month 1610.~~014~~275% Current Month ~~1,192~~665.~~936~~782% 3 Month Average 1.~~126~~332% 3 Month Average 1214.~~489~~802% 3 Month Average 1,~~044~~148.~~898~~827% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2006 N/A N/A Oct-2006 N/A N/A~~ Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 17.842% N/A Jun-2007 2,403.527% N/A Jul-2007 3.334% N/A Jul-2007 353.994% N/A Aug-2007 18.118% N/A Aug-2007 1,587.764% N/A Sep-2007 16.014% N/A Sep-2007 1,192.936% N/A Oct-2007 10.275% N/A Oct-2007 665.782% 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 - Fixed SMM CPR PSA Current Month 0.~~641~~003% Current Month 70.~~425~~040% Current Month ~~548~~2.~~252~~604% 3 Month Average 0.~~860~~541% 3 Month Average 96.~~831~~198% 3 Month Average ~~886~~505.~~130~~287% 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. ~~Oct-2006 N/A N/A Oct-2006 N/A N/A~~ Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.011% N/A Jun-2007 1.432% N/A Jul-2007 10.940% N/A Jul-2007 1,145.135% N/A Aug-2007 11.129% N/A Aug-2007 965.004% N/A Sep-2007 7.425% N/A Sep-2007 548.252% N/A Oct-2007 0.040% N/A Oct-2007 2.604% 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 - ARM SMM CPR PSA Current Month 10.~~122~~005% Current Month 120.~~663~~056% Current Month ~~923~~3.~~823~~573% 3 Month Average 0.~~729~~698% 3 Month Average 87.~~278~~908% 3 Month Average ~~660~~622.~~805~~128% 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. ~~Oct-2006 N/A N/A Oct-2006 N/A N/A~~ Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 2.869% N/A Jun-2007 371.194% N/A Jul-2007 1.163% N/A Jul-2007 119.602% N/A Aug-2007 11.006% N/A Aug-2007 938.989% N/A Sep-2007 12.663% N/A Sep-2007 923.823% N/A Oct-2007 0.056% N/A Oct-2007 3.573% 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 - Fixed Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.250 0 0.00 0.000 0 0.00 0.000 5.250 5.749 1 492,~~844~~521.4821 0.~~148~~149 0 0.00 0.000 5.750 6.249 2 1,032,~~550~~460.4458 0.~~311~~312 1 ~~183~~182,~~047~~957.7084 0.185 6.250 6.749 127 41,~~496~~478,~~660~~163.1326 12.~~500~~549 32 8,~~342~~339,~~238~~901.1542 8.~~417~~418 6.750 7.249 242 68,~~388~~356,~~491~~912.5856 20.~~601~~681 78 17,~~445~~437,~~151~~751.9263 17.~~602~~601 7.250 7.749 289 66,~~577~~549,~~900~~402.3427 20.~~055~~135 91 19,~~702~~694,~~160~~383.4418 19.879 7.750 8.249 ~~244~~242 54,~~670~~138,~~497~~707.7476 16.~~468~~380 83 17,~~043~~035,~~037~~989.5379 17.196 8.250 8.749 ~~168~~167 36,~~638~~340,~~704~~225.6641 1110.~~037~~995 58 11,~~900~~896,~~991~~137.9590 12.008 8.750 9.249 ~~134~~133 22,~~483~~201,~~611~~541.3189 6.~~773~~717 54 10,~~473~~469,~~425~~296.0684 10.568 9.250 9.749 95 16,~~462~~456,~~603~~471.8399 4.~~959~~979 42 7,~~835~~833,~~919~~240.1026 7.~~906~~907 9.750 10.249 44 6,~~215~~213,~~928~~255.2047 1.~~872~~880 20 3,~~246~~244,~~063~~750.2330 3.275 10.250 10.749 4140 54,~~053~~897,~~177~~006.4043 1.~~522~~482 13 2,~~114~~113,~~143~~529.3157 2.133 10.750 11.249 7473 4,~~885~~796,~~678~~879.8952 1.~~472~~451 2 380,~~697~~554.6749 0.384 11.250 11.749 52 3,~~571~~570,~~819~~616.4153 1.~~076~~080 1 139,~~662~~616.1651 0.141 11.750 12.249 41 2,~~915~~914,~~329~~416.1699 0.~~878~~882 2 302,~~478~~386.4810 0.305 12.250 12.749 23 1,084,~~705~~430.9009 0.~~327~~328 0 0.00 0.000 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~577~~571 ~~331~~330,~~970~~523,~~503~~011.4796 100.000 477 99,~~109~~070,~~016~~495.7083 100.000

Interest Rate Stratification (continued) Group 1 - ARM Group 2 - Fixed Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.250 0 0.00 0.000 0 0.00 0.000 5.250 5.749 1 492,~~844~~521.4821 0.~~340~~343 0 0.00 0.000 5.750 6.249 1 849,502.74 0.~~586~~591 0 0.00 0.000 6.250 6.749 53 19,~~114~~108,~~746~~812.5929 13.~~184~~305 22 6,~~035~~030,~~340~~827.6836 15.~~240~~238 6.750 7.249 93 33,~~233~~223,~~645~~648.0203 2223.~~923~~132 36 7,~~397~~392,~~309~~648.0195 18.679 7.250 7.749 114 32,~~012~~001,~~237~~486.8689 22.~~080~~281 44 8,~~260~~255,~~513~~569.9308 20.859 7.750 8.249 9694 27,~~832~~313,~~123~~486.0381 19.~~197~~017 35 5,~~499~~495,~~710~~933.1540 13.~~887~~886 8.250 8.749 6059 16,~~371~~082,~~202~~051.7743 11.~~292~~197 28 4,~~378~~376,~~689~~168.2992 11.057 8.750 9.249 3938 76,~~194~~919,~~310~~685.4936 4.~~962~~818 19 2,~~443~~441,~~287~~918.6261 6.170 9.250 9.749 23 5,~~070~~069,~~873~~161.4037 3.~~498~~529 15 1,~~882~~881,~~704~~846.9837 4.~~754~~755 9.750 10.249 3 1,~~407~~406,~~536~~861.7220 0.~~971~~980 10 602,~~874~~577.0956 1.~~522~~523 10.250 10.749 43 ~~818~~663,~~157~~463.5828 0.~~564~~462 6 648,~~933~~673.4739 1.639 10.750 11.249 10 ~~86,930~~0.4300 0.~~060~~000 25 1,~~073~~072,~~005~~478.4849 2.~~709~~710 11.250 11.749 1 495,~~880~~714.3010 0.~~342~~345 13 492,~~730~~594.4256 1.~~244~~245 11.750 12.249 0 0.00 0.000 9 ~~596~~595,~~074~~894.0593 1.~~505~~506 12.250 12.749 0 0.00 0.000 8 ~~291~~290,~~025~~945.2542 0.735 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total ~~489~~483 ~~144~~143,~~979~~626,~~991~~394.4171 100.000 270 39,~~602~~578,~~198~~077.4204 100.000

Interest Rate Stratification (continued) Group 2 - ARM Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.250 0 0.00 0.000 5.250 5.749 0 0.00 0.000 5.750 6.249 0 0.00 0.000 6.250 6.749 20 87,~~004~~998,~~334~~622.7119 16.~~579~~578 6.750 7.249 35 10,~~312~~302,~~385~~863.6395 21.~~360~~354 7.250 7.749 40 6,~~602~~597,~~988~~963.1112 13.~~677~~675 7.750 8.249 30 4,~~295~~293,~~627~~297.0376 8.~~897~~898 8.250 8.749 22 3,~~987~~985,~~820~~867.6516 8.~~260~~261 8.750 9.249 22 2,~~372~~370,~~588~~641.1408 4.~~914~~913 9.250 9.749 15 1,~~673~~672,~~106~~223.3599 3.~~465~~466 9.750 10.249 11 959,~~454~~066.1641 1.~~987~~988 10.250 10.749 18 1,471,~~943~~340.0419 3.~~049~~050 10.750 11.249 46 3,~~345~~343,~~045~~846.3154 6.~~929~~931 11.250 11.749 37 2,~~443~~442,~~546~~691.5336 5.~~061~~063 11.750 12.249 30 2,016,~~776~~135.6396 4.~~177~~179 12.250 12.749 15 793,~~680~~484.6567 1.~~644~~645 >= 13.000 0 0.00 0.000 Total 341 48,~~279~~248,~~296~~044.9438 100.000

Filing Compare · Asset Backed Securities CORP Home Equity Loan Trust, Series AMQ 2007-HE2