10-D 1 nel07001_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: 333-132109-07 Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-132109 Nomura Home Equity Loan, Inc. (Exact name of depositor as specified in its charter) Nomura Credit & 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) 54-2198599 54-2198600 54-2198601 54-2198602 54-2198603 54-2198833 54-2198834 54-2198835 54-2198836 54-2198837 54-2198838 54-2198839 (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)) I-A-1 _____ _____ __X___ ____________ I-A-2 _____ _____ __X___ ____________ I-A-3 _____ _____ __X___ ____________ I-A-4 _____ _____ __X___ ____________ I-M-1 _____ _____ __X___ ____________ I-M-2 _____ _____ __X___ ____________ I-M-3 _____ _____ __X___ ____________ II-1-A _____ _____ __X___ ____________ II-2-A-1A _____ _____ __X___ ____________ II-2-A-1B _____ _____ __X___ ____________ II-2-A-2 _____ _____ __X___ ____________ II-2-A-3 _____ _____ __X___ ____________ II-2-A-4A _____ _____ __X___ ____________ II-2-A-4B _____ _____ __X___ ____________ II-M-1 _____ _____ __X___ ____________ II-M-2 _____ _____ __X___ ____________ II-M-3 _____ _____ __X___ ____________ II-M-4 _____ _____ __X___ ____________ II-M-5 _____ _____ __X___ ____________ II-M-6 _____ _____ __X___ ____________ II-M-7 _____ _____ __X___ ____________ II-M-8 _____ _____ __X___ ____________ I-R _____ _____ __X___ ____________ I-R-X _____ _____ __X___ ____________ I-P _____ _____ __X___ ____________ I-X _____ _____ __X___ ____________ II-R _____ _____ __X___ ____________ II-R-X _____ _____ __X___ ____________ II-P _____ _____ __X___ ____________ II-X _____ _____ __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 Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-1. 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 Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-1, 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. Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: November 5, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-1, relating to the October 25, 2007 distribution. EX-99.1 Nomura Home Equity Loan, Inc. Asset-Backed Certificates Distribution Date: 10/25/2007 Nomura Home Equity Loan, Inc. Asset-Backed Certificates Series 2007-1 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 I-A-1 65537KAV2 0409/3028/2007 6.05800% ~~146~~118,~~749~~794,~~430~~444.3184 ~~740~~599,~~840~~713.0496 I-A-2 65537KAW0 0409/3028/2007 5.87000% 29,345,000.00 143,545.96 I-A-3 65537KAX8 0409/3028/2007 5.99200% 84,528,000.00 422,076.48 I-A-4 65537KAY6 0510/24/2007 5.~~72000~~53125% 111,610,000.00 ~~532~~514,~~007~~452.6734 I-M-1 65537KAZ3 0409/3028/2007 6.43500% 15,865,000.00 85,076.06 I-M-2 65537KBA7 0409/3028/2007 6.35000% 9,308,000.00 49,254.83 I-M-3 65537KBB5 0510/24/2007 76.~~07000~~88125% 5,500,000.00 3231,~~404~~539.1706 II-1-A 65537KAA8 0510/24/2007 5.~~48000~~29125% 9793,~~934~~329,~~571~~281.1136 ~~447~~411,~~234~~523.5480 II-2-A-1A 65537KAB6 0510/24/2007 5.~~48000~~29125% ~~264~~248,~~125~~575,~~082~~950.7679 1,~~206~~096,~~171~~064.2158 II-2-A-1B 65537KAC4 0510/24/2007 5.~~53000~~34125% 2927,~~347~~619,~~231~~550.4209 ~~135~~122,~~241~~935.8277 II-2-A-2 65537KAD2 0510/24/2007 5.~~40000~~21125% 8980,~~439~~438,~~358~~887.5548 ~~402~~349,~~477~~322.1163 II-2-A-3 65537KAE0 0510/24/2007 5.~~48000~~29125% 28,817,000.00 ~~131~~127,~~597~~064.6396 II-2-A-4A 65537KAF7 0510/24/2007 5.~~55000~~36125% 31,167,000.00 ~~144~~139,~~147~~245.3807 II-2-A-4B 65537KAG5 0510/24/2007 5.~~61000~~42125% 3,463,000.00 1615,~~189~~644.5282 II-M-1 65537KAH3 0510/24/2007 5.~~62000~~43125% 8,100,000.00 3736,~~935~~660.0094 II-M-2 65537KAJ9 0510/24/2007 5.~~63000~~44125% 7,800,000.00 3635,~~595~~368.0012 II-M-3 65537KAK6 0510/24/2007 5.~~67000~~48125% 5,100,000.00 2423,~~097~~295.5031 II-M-4 65537KAL4 0510/24/2007 5.~~75000~~56125% 3,900,000.00 18,~~687~~074.5006 II-M-5 65537KAM2 0510/24/2007 5.~~77000~~58125% 3,600,000.00 1716,~~310~~743.0075 II-M-6 65537KAN0 0510/24/2007 5.~~82000~~63125% 3,300,000.00 1615,~~005~~485.0094 II-M-7 65537KAP5 0510/24/2007 6.~~27000~~08125% 3,000,000.00 15,~~675~~203.0013 II-M-8 65537KAQ3 0510/24/2007 7.~~32000~~13125% 3,900,000.00 23,~~790~~176.0056 I-R 65537KBE9 0409/3028/2007 0.00000% 0.00 0.00 I-R-X 65537KBF6 0409/3028/2007 0.00000% 0.00 0.00 I-P 65537KBC3 0409/3028/2007 0.00000% 100.00 ~~34,225~~0.8900 I-X 65537KBD1 0409/3028/2007 0.00000% 13,~~589~~879,~~129~~387.8322 0.00 II-R 65537KAT7 0409/3028/2007 0.00000% 0.00 0.00 II-R-X 65537KAU4 0409/3028/2007 0.00000% 0.00 0.00 II-P 65537KAS9 0409/3028/2007 0.00000% 100.00 ~~17,410~~0.00 II-X 65537KAR1 0409/3028/2007 0.00000% 4,500,288.96 ~~529~~542,~~765~~143.1968 Totals ~~991~~935,~~988~~440,~~292~~990.9474 54,~~259~~833,~~760~~611.5081

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A-1 62,~~289~~957,~~805~~052.3287 0.00 ~~140~~115,~~459~~837,~~624~~391.9897 73,~~030~~556,~~645~~766.3683 0.00 I-A-2 0.00 0.00 29,345,000.00 143,545.96 0.00 I-A-3 0.00 0.00 84,528,000.00 422,076.48 0.00 I-A-4 0.00 0.00 111,610,000.00 ~~532~~514,~~007~~452.6734 0.00 I-M-1 0.00 0.00 15,865,000.00 85,076.06 0.00 I-M-2 0.00 0.00 9,308,000.00 49,254.83 0.00 I-M-3 0.00 0.00 5,500,000.00 3231,~~404~~539.1706 0.00 II-1-A ~~644~~19,~~426~~794.7733 0.00 9793,~~290~~309,~~144~~487.3403 1431,~~091,661~~318.3113 0.00 II-2-A-1A 3299,~~193,420~~662.8269 0.00 ~~260~~248,~~931~~276,~~661~~288.9410 41,~~399~~395,~~592~~727.0327 0.00 II-2-A-1B ~~354~~33,~~824~~295.5485 0.00 2827,~~992~~586,~~406~~254.8823 ~~490~~156,~~066~~231.3662 0.00 II-2-A-2 1173,~~848,482~~456.0797 0.00 8780,~~590~~265,~~876~~430.4851 2522,~~250,959~~779.1860 0.00 II-2-A-3 0.00 0.00 28,817,000.00 ~~131~~127,~~597~~064.6396 0.00 II-2-A-4A 0.00 0.00 31,167,000.00 ~~144~~139,~~147~~245.3807 0.00 II-2-A-4B 0.00 0.00 3,463,000.00 1615,~~189~~644.5282 0.00 II-M-1 0.00 0.00 8,100,000.00 3736,~~935~~660.0094 0.00 II-M-2 0.00 0.00 7,800,000.00 3635,~~595~~368.0012 0.00 II-M-3 0.00 0.00 5,100,000.00 2423,~~097~~295.5031 0.00 II-M-4 0.00 0.00 3,900,000.00 18,~~687~~074.5006 0.00 II-M-5 0.00 0.00 3,600,000.00 1716,~~310~~743.0075 0.00 II-M-6 0.00 0.00 3,300,000.00 1615,~~005~~485.0094 0.00 II-M-7 0.00 0.00 3,000,000.00 15,~~675~~203.0013 0.00 II-M-8 0.00 0.00 3,900,000.00 23,~~790~~176.0056 0.00 I-R 0.00 0.00 0.00 0.00 0.00 I-R-X 0.00 0.00 0.00 0.00 0.00 I-P 0.00 0.00 100.00 ~~34,225~~0.8900 0.00 I-X 0.00 0.00 24,~~070~~356,~~260~~725.9920 0.00 0.00 II-R 0.00 0.00 0.00 0.00 0.00 II-R-X 0.00 0.00 0.00 0.00 0.00 II-P 0.00 0.00 100.00 ~~17,410~~0.00 0.00 II-X 0.00 0.00 4,500,288.96 ~~529~~542,~~765~~143.1968 0.00 Totals 123,~~330~~483,~~959~~262.5271 0.00 ~~980~~932,~~138~~435,~~464~~066.5700 178,~~590~~316,~~720~~874.0252 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 166,917,000.00 ~~146~~118,~~749~~794,~~430~~444.3184 0.00 0.00 0.00 I-A-2 29,345,000.00 29,345,000.00 0.00 0.00 0.00 I-A-3 84,528,000.00 84,528,000.00 0.00 0.00 0.00 I-A-4 111,610,000.00 111,610,000.00 0.00 0.00 0.00 I-M-1 15,865,000.00 15,865,000.00 0.00 0.00 0.00 I-M-2 9,308,000.00 9,308,000.00 0.00 0.00 0.00 I-M-3 5,500,000.00 5,500,000.00 0.00 0.00 0.00 II-1-A 100,548,000.00 9793,~~934~~329,~~571~~281.1136 0.00 ~~644~~19,~~426~~794.7733 0.00 II-2-A-1A 270,000,000.00 ~~264~~248,~~125~~575,~~082~~950.7679 0.00 3299,~~193,420~~662.8269 0.00 II-2-A-1B 30,000,000.00 2927,~~347~~619,~~231~~550.4209 0.00 ~~354~~33,~~824~~295.5485 0.00 II-2-A-2 92,840,000.00 8980,~~439~~438,~~358~~887.5548 0.00 1173,~~848,482~~456.0797 0.00 II-2-A-3 28,817,000.00 28,817,000.00 0.00 0.00 0.00 II-2-A-4A 31,167,000.00 31,167,000.00 0.00 0.00 0.00 II-2-A-4B 3,463,000.00 3,463,000.00 0.00 0.00 0.00 II-M-1 8,100,000.00 8,100,000.00 0.00 0.00 0.00 II-M-2 7,800,000.00 7,800,000.00 0.00 0.00 0.00 II-M-3 5,100,000.00 5,100,000.00 0.00 0.00 0.00 II-M-4 3,900,000.00 3,900,000.00 0.00 0.00 0.00 II-M-5 3,600,000.00 3,600,000.00 0.00 0.00 0.00 II-M-6 3,300,000.00 3,300,000.00 0.00 0.00 0.00 II-M-7 3,000,000.00 3,000,000.00 0.00 0.00 0.00 II-M-8 3,900,000.00 3,900,000.00 0.00 0.00 0.00 I-R 0.00 0.00 0.00 0.00 0.00 I-R-X 0.00 0.00 0.00 0.00 0.00 I-P 100.00 100.00 0.00 0.00 0.00 I-X 669.72 13,~~589~~879,~~129~~387.8322 0.00 0.00 0.00 II-R 0.00 0.00 0.00 0.00 0.00 II-R-X 0.00 0.00 0.00 0.00 0.00 II-P 100.00 100.00 0.00 0.00 0.00 II-X 4,503,527.80 4,500,288.96 0.00 0.00 0.00 Totals 1,023,112,397.52 ~~991~~935,~~988~~440,~~292~~990.9474 0.00 6526,~~041,154~~209.2084 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 0.00 62,~~289~~957,~~805~~052.3287 ~~140~~115,~~459~~837,~~624~~391.9897 0.~~84149383~~69398199 62,~~289~~957,~~805~~052.3287 I-A-2 0.00 0.00 29,345,000.00 1.00000000 0.00 I-A-3 0.00 0.00 84,528,000.00 1.00000000 0.00 I-A-4 0.00 0.00 111,610,000.00 1.00000000 0.00 I-M-1 0.00 0.00 15,865,000.00 1.00000000 0.00 I-M-2 0.00 0.00 9,308,000.00 1.00000000 0.00 I-M-3 0.00 0.00 5,500,000.00 1.00000000 0.00 II-1-A 0.00 ~~644~~19,~~426~~794.7733 9793,~~290~~309,~~144~~487.3403 0.~~96759900~~92800938 ~~644~~19,~~426~~794.7733 II-2-A-1A 0.00 3299,~~193,420~~662.8269 ~~260~~248,~~931~~276,~~661~~288.9410 0.~~96641356~~91954181 3299,~~193,420~~662.8269 II-2-A-1B 0.00 ~~354~~33,~~824~~295.5485 2827,~~992~~586,~~406~~254.8823 0.~~96641356~~91954181 ~~354~~33,~~824~~295.5485 II-2-A-2 0.00 1173,~~848,482~~456.0797 8780,~~590~~265,~~876~~430.4851 0.~~94346054~~86455655 1173,~~848,482~~456.0797 II-2-A-3 0.00 0.00 28,817,000.00 1.00000000 0.00 II-2-A-4A 0.00 0.00 31,167,000.00 1.00000000 0.00 II-2-A-4B 0.00 0.00 3,463,000.00 1.00000000 0.00 II-M-1 0.00 0.00 8,100,000.00 1.00000000 0.00 II-M-2 0.00 0.00 7,800,000.00 1.00000000 0.00 II-M-3 0.00 0.00 5,100,000.00 1.00000000 0.00 II-M-4 0.00 0.00 3,900,000.00 1.00000000 0.00 II-M-5 0.00 0.00 3,600,000.00 1.00000000 0.00 II-M-6 0.00 0.00 3,300,000.00 1.00000000 0.00 II-M-7 0.00 0.00 3,000,000.00 1.00000000 0.00 II-M-8 0.00 0.00 3,900,000.00 1.00000000 0.00 I-R 0.00 0.00 0.00 0.00000000 0.00 I-R-X 0.00 0.00 0.00 0.00000000 0.00 I-P 0.00 0.00 100.00 1.00000000 0.00 I-X 0.00 0.00 24,~~070~~356,~~260~~725.9920 36,~~091~~505.~~23363495~~29355552 0.00 II-R 0.00 0.00 0.00 0.00000000 0.00 II-R-X 0.00 0.00 0.00 0.00000000 0.00 II-P 0.00 0.00 100.00 1.00000000 0.00 II-X 0.00 0.00 4,500,288.96 0.99928082 0.00 Totals 0.00 123,~~330~~483,~~959~~262.5271 ~~980~~932,~~138~~435,~~464~~066.5700 0.~~95799686~~91137109 123,~~330~~483,~~959~~262.5271

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 166,917,000.00 ~~879~~711.~~17605942~~69769910 0.00000000 0.00000000 0.00000000 I-A-2 29,345,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-3 84,528,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-4 111,610,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-1 15,865,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-2 9,308,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-3 5,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-1-A 100,548,000.00 ~~974~~928.~~00814646~~20624339 0.00000000 60.~~40914558~~19686448 0.00000000 II-2-A-1A 270,000,000.00 ~~978~~920.~~24104726~~65166959 0.00000000 111.~~82748452~~10986181 0.00000000 II-2-A-1B 30,000,000.00 ~~978~~920.~~24104733~~65166967 0.00000000 111.~~82748467~~10986167 0.00000000 II-2-A-2 92,840,000.00 ~~963~~866.~~37094517~~42489746 0.00000000 191.~~91040575~~86834306 0.00000000 II-2-A-3 28,817,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-2-A-4A 31,167,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-2-A-4B 3,463,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-1 8,100,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-2 7,800,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-3 5,100,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-4 3,900,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-5 3,600,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-6 3,300,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-7 3,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-M-8 3,900,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-R-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-X 669.72 ~~2372827~~5792550.~~19644030~~94666428 0.00000000 0.00000000 0.00000000 II-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-R-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-X 4,503,527.80 999.28082158 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 I-A-1 0.00000000 3717.~~68223321~~71570823 ~~841~~693.~~49382615~~98199087 0.~~84149383~~69398199 3717.~~68223321~~71570823 I-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-1-A 0.00000000 60.~~40914558~~19686448 ~~967~~928.~~59900088~~00937890 0.~~96759900~~92800938 60.~~40914558~~19686448 II-2-A-1A 0.00000000 111.~~82748452~~10986181 ~~966~~919.~~41356274~~54180778 0.~~96641356~~91954181 111.~~82748452~~10986181 II-2-A-1B 0.00000000 111.~~82748467~~10986167 ~~966~~919.~~41356267~~54180767 0.~~96641356~~91954181 111.~~82748467~~10986167 II-2-A-2 0.00000000 191.~~91040575~~86834306 ~~943~~864.~~46053942~~55655439 0.~~94346054~~86455655 191.~~91040575~~86834306 II-2-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-2-A-4A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-2-A-4B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-X 0.00000000 0.00000000 ~~3091233~~6505293.~~63495192~~55551574 ~~3091~~6505.~~23363495~~29355552 0.00000000 II-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-X 0.00000000 0.00000000 999.28082158 0.99928082 0.00000000 NOTE: All classes per $25,000 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 I-A-1 0409/01/07 - 0409/30/07 30 6.05800% ~~146~~118,~~749~~794,~~430~~444.3184 ~~740~~599,~~840~~713.0496 0.00 I-A-2 0409/01/07 - 0409/30/07 30 5.87000% 29,345,000.00 143,545.96 0.00 I-A-3 0409/01/07 - 0409/30/07 30 5.99200% 84,528,000.00 422,076.48 0.00 I-A-4 0409/25/07 - 0510/24/07 30 5.~~72000~~53125% 111,610,000.00 ~~532~~514,~~007~~452.6734 0.00 I-M-1 0409/01/07 - 0409/30/07 30 6.43500% 15,865,000.00 85,076.06 0.00 I-M-2 0409/01/07 - 0409/30/07 30 6.35000% 9,308,000.00 49,254.83 0.00 I-M-3 0409/25/07 - 0510/24/07 30 76.~~07000~~88125% 5,500,000.00 3231,~~404~~539.1706 0.00 II-1-A 0409/25/07 - 0510/24/07 30 5.~~48000~~29125% 9793,~~934~~329,~~571~~281.1136 ~~447~~411,~~234~~523.5480 0.00 II-2-A-1A 0409/25/07 - 0510/24/07 30 5.~~48000~~29125% ~~264~~248,~~125~~575,~~082~~950.7679 1,~~206~~096,~~171~~064.2158 0.00 II-2-A-1B 0409/25/07 - 0510/24/07 30 5.~~53000~~34125% 2927,~~347~~619,~~231~~550.4209 ~~135~~122,~~241~~935.8277 0.00 II-2-A-2 0409/25/07 - 0510/24/07 30 5.~~40000~~21125% 8980,~~439~~438,~~358~~887.5548 ~~402~~349,~~477~~322.1163 0.00 II-2-A-3 0409/25/07 - 0510/24/07 30 5.~~48000~~29125% 28,817,000.00 ~~131~~127,~~597~~064.6396 0.00 II-2-A-4A 0409/25/07 - 0510/24/07 30 5.~~55000~~36125% 31,167,000.00 ~~144~~139,~~147~~245.3807 0.00 II-2-A-4B 0409/25/07 - 0510/24/07 30 5.~~61000~~42125% 3,463,000.00 1615,~~189~~644.5382 0.00 II-M-1 0409/25/07 - 0510/24/07 30 5.~~62000~~43125% 8,100,000.00 3736,~~935~~660.0094 0.00 II-M-2 0409/25/07 - 0510/24/07 30 5.~~63000~~44125% 7,800,000.00 3635,~~595~~368.0012 0.00 II-M-3 0409/25/07 - 0510/24/07 30 5.~~67000~~48125% 5,100,000.00 2423,~~097~~295.5031 0.00 II-M-4 0409/25/07 - 0510/24/07 30 5.~~75000~~56125% 3,900,000.00 18,~~687~~074.5006 0.00 II-M-5 0409/25/07 - 0510/24/07 30 5.~~77000~~58125% 3,600,000.00 1716,~~310~~743.0075 0.00 II-M-6 0409/25/07 - 0510/24/07 30 5.~~82000~~63125% 3,300,000.00 1615,~~005~~485.0094 0.00 II-M-7 0409/25/07 - 0510/24/07 30 6.~~27000~~08125% 3,000,000.00 15,~~675~~203.0013 0.00 II-M-8 0409/25/07 - 0510/24/07 30 7.~~32000~~13125% 3,900,000.00 23,~~790~~176.0056 2,~~527~~241.7116 I-R N/A N/A 0.00000% 0.00 0.00 0.00 I-R-X N/A N/A 0.00000% 0.00 0.00 0.00 I-P N/A N/A 0.00000% 100.00 0.00 0.00 I-X N/A N/A 0.00000% ~~404~~378,~~494~~829,~~560~~832.1406 0.00 0.00 II-R N/A N/A 0.00000% 0.00 0.00 0.00 II-R-X N/A N/A 0.00000% 0.00 0.00 0.00 II-P N/A N/A 0.00000% 100.00 0.00 0.00 II-X N/A N/A 0.00000% ~~587~~556,~~493~~610,~~532~~958.8068 0.00 0.00 Totals 4,~~678~~291,~~359~~468.4313 2,~~527~~241.7116

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 I-A-1 0.00 0.00 ~~740~~599,~~840~~713.0496 0.00 ~~140~~115,~~459~~837,~~624~~391.9897 I-A-2 0.00 0.00 143,545.96 0.00 29,345,000.00 I-A-3 0.00 0.00 422,076.48 0.00 84,528,000.00 I-A-4 0.00 0.00 ~~532~~514,~~007~~452.6734 0.00 111,610,000.00 I-M-1 0.00 0.00 85,076.06 0.00 15,865,000.00 I-M-2 0.00 0.00 49,254.83 0.00 9,308,000.00 I-M-3 0.00 0.00 3231,~~404~~539.1706 0.00 5,500,000.00 II-1-A 0.00 0.00 ~~447~~411,~~234~~523.5480 0.00 9793,~~290~~309,~~144~~487.3403 II-2-A-1A 0.00 0.00 1,~~206~~096,~~171~~064.2158 0.00 ~~260~~248,~~931~~276,~~661~~288.9410 II-2-A-1B 0.00 0.00 ~~135~~122,~~241~~935.8277 0.00 2827,~~992~~586,~~406~~254.8823 II-2-A-2 0.00 0.00 ~~402~~349,~~477~~322.1163 0.00 8780,~~590~~265,~~876~~430.4851 II-2-A-3 0.00 0.00 ~~131~~127,~~597~~064.6396 0.00 28,817,000.00 II-2-A-4A 0.00 0.00 ~~144~~139,~~147~~245.3807 0.00 31,167,000.00 II-2-A-4B 0.00 0.00 1615,~~189~~644.5282 0.00 3,463,000.00 II-M-1 0.00 0.00 3736,~~935~~660.0094 0.00 8,100,000.00 II-M-2 0.00 0.00 3635,~~595~~368.0012 0.00 7,800,000.00 II-M-3 0.00 0.00 2423,~~097~~295.5031 0.00 5,100,000.00 II-M-4 0.00 0.00 18,~~687~~074.5006 0.00 3,900,000.00 II-M-5 0.00 0.00 1716,~~310~~743.0075 0.00 3,600,000.00 II-M-6 0.00 0.00 1615,~~005~~485.0094 0.00 3,300,000.00 II-M-7 0.00 0.00 15,~~675~~203.0013 0.00 3,000,000.00 II-M-8 2,~~527~~241.7116 0.00 23,~~790~~176.0056 0.00 3,900,000.00 I-R 0.00 0.00 0.00 0.00 0.00 I-R-X 0.00 0.00 0.00 0.00 0.00 I-P 0.00 0.00 ~~34,225~~0.8900 0.00 100.00 I-X 0.00 0.00 0.00 0.00 ~~398~~376,~~685~~350,~~885~~117.9817 II-R 0.00 0.00 0.00 0.00 0.00 II-R-X 0.00 0.00 0.00 0.00 0.00 II-P 0.00 0.00 ~~17,410~~0.00 0.00 100.00 II-X 0.00 0.00 ~~529~~542,~~765~~143.1968 0.00 ~~581~~556,~~452~~084,~~378~~748.6083 Totals 2,~~527~~241.7116 0.00 54,~~259~~833,~~760~~611.5081 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 I-A-1 166,917,000.00 6.05800% ~~879~~711.~~17605942~~69769910 43.~~43837380~~59288724 0.00000000 I-A-2 29,345,000.00 5.87000% 1000.00000000 4.89166672 0.00000000 I-A-3 84,528,000.00 5.99200% 1000.00000000 4.99333333 0.00000000 I-A-4 111,610,000.00 5.~~72000~~53125% 1000.00000000 4.~~76666670~~60937497 0.00000000 I-M-1 15,865,000.00 6.43500% 1000.00000000 5.36249984 0.00000000 I-M-2 9,308,000.00 6.35000% 1000.00000000 5.29166631 0.00000000 I-M-3 5,500,000.00 76.~~07000~~88125% 1000.00000000 5.~~89166727~~73437455 0.00000000 II-1-A 100,548,000.00 5.~~48000~~29125% ~~974~~928.~~00814646~~20624339 4.~~44797052~~09280940 0.00000000 II-2-A-1A 270,000,000.00 5.~~48000~~29125% ~~978~~920.~~24104726~~65166959 4.~~46730078~~05949844 0.00000000 II-2-A-1B 30,000,000.00 5.~~53000~~34125% ~~978~~920.~~24104733~~65166967 4.~~50806067~~09785900 0.00000000 II-2-A-2 92,840,000.00 5.~~40000~~21125% ~~963~~866.~~37094517~~42489746 43.~~33516922~~76263065 0.00000000 II-2-A-3 28,817,000.00 5.~~48000~~29125% 1000.00000000 4.~~56666655~~40937502 0.00000000 II-2-A-4A 31,167,000.00 5.~~55000~~36125% 1000.00000000 4.~~62500016~~46770847 0.00000000 II-2-A-4B 3,463,000.00 5.~~61000~~42125% 1000.00000000 4.~~67500144~~51770719 0.00000000 II-M-1 8,100,000.00 5.~~62000~~43125% 1000.00000000 4.~~68333333~~52604198 0.00000000 II-M-2 7,800,000.00 5.~~63000~~44125% 1000.00000000 4.~~69166667~~53437436 0.00000000 II-M-3 5,100,000.00 5.~~67000~~48125% 1000.00000000 4.~~72500000~~56770784 0.00000000 II-M-4 3,900,000.00 5.~~75000~~56125% 1000.00000000 4.~~79166667~~63437436 0.00000000 II-M-5 3,600,000.00 5.~~77000~~58125% 1000.00000000 4.~~80833333~~65104167 0.00000000 II-M-6 3,300,000.00 5.~~82000~~63125% 1000.00000000 4.~~85000000~~69270909 0.00000000 II-M-7 3,000,000.00 6.~~27000~~08125% 1000.00000000 5.~~22500000~~06771000 0.00000000 II-M-8 3,900,000.00 7.~~32000~~13125% 1000.00000000 65.~~10000000~~94270769 0.~~64813077~~57465641 I-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 I-R-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 I-P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 I-X 669.72 0.00000% ~~603975631~~565654052.~~81628100~~52941500 0.00000000 0.00000000 II-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 II-R-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 II-P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 II-X 4,503,527.80 0.00000% ~~130451~~123594.~~84994750~~43160982 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 I-A-1 0.00000000 0.00000000 43.~~43837380~~59288724 0.00000000 ~~841~~693.~~49382615~~98199087 I-A-2 0.00000000 0.00000000 4.89166672 0.00000000 1000.00000000 I-A-3 0.00000000 0.00000000 4.99333333 0.00000000 1000.00000000 I-A-4 0.00000000 0.00000000 4.~~76666670~~60937497 0.00000000 1000.00000000 I-M-1 0.00000000 0.00000000 5.36249984 0.00000000 1000.00000000 I-M-2 0.00000000 0.00000000 5.29166631 0.00000000 1000.00000000 I-M-3 0.00000000 0.00000000 5.~~89166727~~73437455 0.00000000 1000.00000000 II-1-A 0.00000000 0.00000000 4.~~44797052~~09280940 0.00000000 ~~967~~928.~~59900088~~00937890 II-2-A-1A 0.00000000 0.00000000 4.~~46730078~~05949844 0.00000000 ~~966~~919.~~41356274~~54180778 II-2-A-1B 0.00000000 0.00000000 4.~~50806067~~09785900 0.00000000 ~~966~~919.~~41356267~~54180767 II-2-A-2 0.00000000 0.00000000 43.~~33516922~~76263065 0.00000000 ~~943~~864.~~46053942~~55655439 II-2-A-3 0.00000000 0.00000000 4.~~56666655~~40937502 0.00000000 1000.00000000 II-2-A-4A 0.00000000 0.00000000 4.~~62500016~~46770847 0.00000000 1000.00000000 II-2-A-4B 0.00000000 0.00000000 4.~~67499856~~51770719 0.00000000 1000.00000000 II-M-1 0.00000000 0.00000000 4.~~68333333~~52604198 0.00000000 1000.00000000 II-M-2 0.00000000 0.00000000 4.~~69166667~~53437436 0.00000000 1000.00000000 II-M-3 0.00000000 0.00000000 4.~~72500000~~56770784 0.00000000 1000.00000000 II-M-4 0.00000000 0.00000000 4.~~79166667~~63437436 0.00000000 1000.00000000 II-M-5 0.00000000 0.00000000 4.~~80833333~~65104167 0.00000000 1000.00000000 II-M-6 0.00000000 0.00000000 4.~~85000000~~69270909 0.00000000 1000.00000000 II-M-7 0.00000000 0.00000000 5.~~22500000~~06771000 0.00000000 1000.00000000 II-M-8 0.~~64813077~~57465641 0.00000000 65.~~10000000~~94270769 0.00000000 1000.00000000 I-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-P 0.00000000 0.00000000 ~~342258~~0.~~90000000~~00000000 0.00000000 1000.00000000 I-X 0.00000000 0.00000000 0.00000000 0.00000000 ~~595302344~~561951438.~~23341100~~16819000 II-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-P 0.00000000 0.00000000 ~~174100~~0.00000000 0.00000000 1000.00000000 II-X 0.00000000 0.00000000 ~~117~~120.~~63337844~~38199920 0.00000000 ~~129110~~123477.~~42285561~~58768803 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $25,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 178,~~309~~565,~~749~~732.7811 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~462,779~~0.1700 Servicer Advances ~~900~~1,~~015~~455,577.4286 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~51,635~~0.8900 Swap/Cap Payments 0.00 Total Deposits 1810,~~724~~021,~~180~~309.2697 Withdrawals Swap Payments ~~189~~224,~~882~~275.3797 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~706~~1,~~364~~256,330.4046 Total Administration Fees ~~237~~223,~~213~~829.4702 Payment of Interest and Principal 178,~~590~~316,~~720~~874.0252 Total Withdrawals (Pool Distribution Amount) 1810,~~724~~021,~~180~~309.2697 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~206~~195,~~830~~049.9449 Lender Paid Mortgage Insurance* 2220,~~115~~984.9619 Master Servicing Fee - Wells Fargo Bank, N.A. 87,~~266~~795.5734 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~237~~223,~~213~~829.4702 *Servicer Payees include: GMAC MORTGAGE CORPORATION; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Shortfall Reserve Fund 1,000.00 2,~~527~~241.7116 2,~~527~~241.7116 1,000.00 Final Maturity Reserve Trust 1,000.00 0.00 0.00 1,000.00 Class I-P Certificate Account 100.00 0.00 0.00 100.00 Class II-P Certificate Account 100.00 0.00 0.00 100.00 Net WAC Reserve Fund ~~1,000~~32.0083 0.00 0.00 ~~1,000~~32.0083 Supplemental Interest Trust 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Class I-A-4 Cap- HSBC Bank USA, N.A. 0.00 0.00 0.00 Class I-M-3 Cap- HSBC Bank USA, N.A. 0.00 0.00 0.00 Group I Swap Agreement- HSBC Bank USA, N.A. 0.00 0.00 0.00 Group II Swap Agreement- ABN AMRO Bank N.V. 21,~~349~~859,~~242~~904.2871 2,~~539~~084,~~124~~180.6568 (~~189~~224,~~882~~275.3797)

Collateral Statement Group Group I Group II Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 7.~~668560~~651286 7.~~213238~~209493 Weighted Average Net Rate 7.~~418364~~401079 6.~~963033~~959276 Weighted Average Pass-Through Rate 7.~~376127~~359896 6.~~930054~~925259 Weighted Average Remaining Term ~~352~~347 ~~355~~350 Principal And Interest Constant 2,~~769~~593,~~575~~636.5774 3,~~594~~404,~~358~~144.2326 Beginning Loan Count 1,~~682~~582 1,~~716~~639 Loans Paid in Full 268 122 Ending Loan Count 1,~~656~~574 1,~~704~~637 Beginning Scheduled Balance ~~404~~378,~~494~~829,~~560~~832.1406 ~~587~~556,~~493~~610,~~532~~958.8068 Ending Scheduled Balance ~~398~~376,~~685~~350,~~885~~117.9817 ~~581~~556,~~452~~084,~~378~~748.6083 Actual Ending Collateral Balance ~~398~~376,~~847~~571,~~025~~751.0241 ~~581~~556,~~521~~179,~~035~~722.2969 Scheduled Principal ~~184~~178,~~666~~190.6750 6260,~~915~~075.8141 Unscheduled Principal 52,~~624~~301,~~007~~524.4939 5466,~~978,238~~134.3944 Negative Amortized Principal 0.00 0.00 Scheduled Interest 2,~~584~~415,~~908~~446.9024 3,~~531~~344,~~442~~068.4285 Servicing Fees 8478,~~335~~988.7022 ~~122~~116,~~495~~061.2427 Master Servicing Fees 3,~~370~~156.7992 4,~~895~~638.7842 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 109,~~866~~844.2718 11,~~249~~140.6901 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~486~~323,~~336~~456.1492 3,~~392~~212,~~801~~229.7115 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0148,459.0054 Percentage of Cumulative Losses 0.0000 0.~~0000~~0247 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~34,225~~0.8900 ~~17,410~~0.00 Prepayment Penalty Paid Count 90 20 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~398901~~388408 Weighted Average Net Rate 7.~~148699~~138195 Weighted Average Pass-Through Rate 7.~~111946~~101276 Weighted Average Remaining Term ~~353~~349 Principal And Interest Constant 65,~~363~~997,~~933~~781.8000 Beginning Loan Count 3,~~398~~221 Loans Paid in Full 3810 Ending Loan Count 3,~~360~~211 Beginning Scheduled Balance ~~991~~935,~~988~~440,~~092~~790.9474 Ending Scheduled Balance ~~980~~932,~~138~~434,~~264~~866.5800 Actual Ending Collateral Balance ~~980~~932,~~368~~751,~~060~~474.3110 Scheduled Principal ~~247~~238,~~582~~265.4891 Unscheduled Principal 112,~~602~~767,~~245~~658.8883 Negative Amortized Principal 0.00 Scheduled Interest 65,~~116~~759,~~351~~515.3209 Servicing Fees ~~206~~195,~~830~~049.9449 Master Servicing Fees 87,~~266~~795.5734 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 2220,~~115~~984.9619 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5,~~879~~535,~~137~~686.8507 Realized Loss Amount 0.00 Cumulative Realized Loss 0148,459.0054 Percentage of Cumulative Losses 0.~~0000~~0145 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~51,635~~0.8900 Prepayment Penalty Paid Count 110 Special Servicing Fee 0.00

Collateral Statement By Subgroup Group Group I Group II-1 Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 7.~~668560~~651286 7.~~276196~~276189 Weighted Average Net Rate 7.~~418364~~401079 7.~~025053~~024995 Weighted Average Pass-Through Rate 7.~~376127~~359896 6.~~983172~~981709 Weighted Average Remaining Term ~~351~~346 ~~354~~349 Principal And Interest Constant 2,~~769~~593,~~575~~636.5774 ~~659~~630,~~835~~985.6581 Beginning Loan Count 1,~~682~~582 ~~462~~439 Loans Paid in Full 268 30 Ending Loan Count 1,~~656~~574 ~~459~~439 Beginning Scheduled Balance ~~404~~378,~~494~~829,~~560~~832.1406 ~~105~~101,~~735~~128,~~604~~978.0337 Ending Scheduled Balance ~~398~~376,~~685~~350,~~885~~117.9817 ~~105~~101,~~091~~109,~~177~~184.2604 Actual Ending Collateral Balance ~~398~~376,~~847~~571,~~025~~751.0241 ~~105~~101,~~109~~136,~~300~~564.8088 Scheduled Principal ~~184~~178,~~666~~190.6750 1817,~~708~~791.1617 Unscheduled Principal 52,~~624~~301,~~007~~524.4939 ~~625~~2,~~718~~003.6116 Negative Amortized Principal 0.00 0.00 Scheduled Interest 2,~~584~~415,~~908~~446.9024 ~~641~~613,~~127~~194.4964 Servicing Fees 8478,~~335~~988.70 22 21,~~129~~169.0019 Master Servicing Fees 3,~~370~~156.7992 ~~881~~842.1374 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 109,~~866~~844.2718 2,~~809~~805.09 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~486~~323,~~336~~456.1492 ~~615~~588,~~308~~377.2762 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 044,292.0064 Percentage of Cumulative Losses 0.0000 0.~~0000~~0409 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~34,225~~0.8900 ~~(3,120~~0.00) Prepayment Penalty Paid Count 90 10 Special Servicing Fee 0.00 0.00

Collateral Statement By Subgroup Group Group II-2 Collateral Description Mixed ARM Weighted Average Coupon Rate 7.~~199421~~194684 Weighted Average Net Rate 6.~~949421~~944684 Weighted Average Pass-Through Rate 6.~~918396~~912725 Weighted Average Remaining Term ~~354~~349 Principal And Interest Constant 2,~~934~~773,~~522~~158.5845 Beginning Loan Count 1,~~254~~200 Loans Paid in Full 92 Ending Loan Count 1,~~245~~198 Beginning Scheduled Balance 455,481,~~757,928~~980.7731 Ending Scheduled Balance ~~476~~454,~~361~~975,~~201~~564.3479 Actual Ending Collateral Balance ~~476~~455,~~411~~043,~~734~~157.4981 Scheduled Principal 4442,~~207~~284.6524 Unscheduled Principal 5464,~~352,519~~131.7828 Negative Amortized Principal 0.00 Scheduled Interest 2,~~890~~730,~~314~~874.9321 Servicing Fees ~~100~~94,~~366~~892.2408 Master Servicing Fees 43,~~014~~795.6568 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 8,~~440~~334.6092 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~777~~623,~~493~~851.4453 Realized Loss Amount 0.00 Cumulative Realized Loss 0104,166.0090 Percentage of Cumulative Losses 0.~~0000~~0212 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~20,530~~0.00 Prepayment Penalty Paid Count 10 Special Servicing Fee 0.00

Additional Reporting - Group Level Cash Reporting Group I Monthly Excess Cashflow ~~481~~477,~~131~~337.1698 Group II Monthly Excess Cashflow ~~532~~544,~~292~~384.9083 Informational Reporting Group I Rolling 3 Month Delinquency ~~Rate~~% 18.~~919686~~656710% Senior Enhancement % 89.~~212797~~307749% Group II Rolling 3 Month Delinquency ~~Rate~~% 315.~~678125~~236396% Senior Enhancement % 417.~~107436~~768652% Structural Reporting Group I Overcollateralization Increase Amount ~~481~~477,~~131~~337.1698 Overcollateralization Amount 24,~~070~~356,~~260~~725.9920 Overcollateralization Deficiency Amount 41,~~122~~832,~~364~~107.7133 Overcollateralization Release Amount 0.00 Targeted Overcollateralization Amount 5,711,494.54 Group II Overcollateralization Increase Amount 0.00 Overcollateralization Amount 4,500,288.96 Overcollateralization Deficiency Amount 0.00 Overcollateralization Release Amount 0.00 Targeted Overcollateralization Amount 4,500,288.96 Trigger Event Reporting Group I Stepdown Date NO Optional Termination Date NO Trigger Event ~~Pass~~Fail Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.750000% Calculated Value 0.000000% Delinquency Trigger Trigger Result ~~Pass~~Fail Threshold Value 34.~~850770~~403532% Calculated Value 08.~~713303~~510435% Group II Stepdown Date NO Optional Termination Date NO Trigger Event ~~Pass~~Fail Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.250000% Calculated Value 0.~~000000~~040880% Delinquency Trigger Trigger Result ~~Pass~~Fail Threshold Value 163.~~442975~~107461% Calculated Value 315.~~678125~~236396%

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 23 0 10 3 ~~656~~535,~~452~~911.5798 0.00 ~~236,000~~0.00 ~~892~~535,~~452~~911.5798 30 Days 72102 02 0 0 72104 2833,~~829~~924,~~133~~495.8055 0412,982.0021 0.00 0.00 2834,~~829~~337,~~133~~477.8076 60 Days 968 01 414 0 5073 319,~~978~~834,~~033~~619.5266 059,585.0010 16672,~~529,914~~378.6086 0.00 20,~~507~~566,~~948~~583.1262 90 Days 39 0 5349 01 5659 ~~718~~2,~~400~~590,575.0039 0.00 2414,~~936~~683,~~761~~601.9791 0537,719.0056 2517,~~655~~811,~~161~~896.9786 120 Days 04 0 1 041 1 047 1,194,779.0093 0134,800.00 ~~671~~16,~~000~~406,497.4854 0105,600.00 ~~671~~17,~~000~~841,677.4847 150 Days 0 02 055 0 057 0.00 0789,821.0003 024,488,447.0081 0.00 025,278,268.0084 180+ Days 01 03 068 050 0122 0191,961.0083 01,718,249.0098 030,753,034.0058 020,637,262.0009 053,300,508.0048 Totals 84184 212 95217 152 ~~182~~465 3357,~~525~~736,~~567~~432.3236 ~~656~~3,~~452~~651,350.5730 4287,~~137~~003,~~677~~960.0570 ~~236~~21,~~000~~280,581.0065 76169,~~555~~672,~~696~~325.9401 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.~~059524~~093429% 0.000000% 0.~~029762~~000000% 0.~~089286~~093429% 0.~~066960~~057455% 0.000000% 0.~~024073~~000000% 0.~~091032~~057455% 30 Days 23.~~142857~~176581% 0.~~000000~~062286% 0.000000% 0.000000% 23.~~142857~~238866% 23.~~940644~~637035% 0.~~000000~~044276% 0.000000% 0.000000% 23.~~940644~~681310% 60 Days 02.~~267857~~117720% 0.~~000000~~031143% 10.~~220238~~124572% 0.000000% 12.~~488095~~273435% 02.~~405769~~126464% 0.~~000000~~006388% 10.~~686093~~072086% 0.000000% 2.~~091862~~204937% 90 Days 0.~~089286~~280287% 0.000000% 1.~~577381~~526004% 0.~~000000~~031143% 1.~~666667~~837434% 0.~~073279~~277735% 0.000000% 21.~~543612~~574224% 0.~~000000~~057649% 21.~~616891~~909608% 120 Days 0.~~000000~~124572% 0.~~000000~~031143% 01.~~029762~~276861% 0.~~000000~~031143% 01.~~029762~~463718% 0.~~000000~~128092% 0.~~000000~~014452% 01.~~068444~~758936% 0.~~000000~~011321% 01.~~068444~~912801% 150 Days 0.000000% 0.~~000000~~062286% 01.~~000000~~712862% 0.000000% 01.~~000000~~775148% 0.000000% 0.~~000000~~084676% 02.~~000000~~625399% 0.000000% 02.~~000000~~710075% 180+ Days 0.~~000000~~031143% 0.~~000000~~093429% 02.~~000000~~117720% 01.~~000000~~557147% 03.~~000000~~799439% 0.~~000000~~020580% 0.~~000000~~184213% 03.~~000000~~297023% 02.~~000000~~212515% 05.~~000000~~714331% Totals 25.~~500000~~730302% 0.~~059524~~373715% 26.~~827381~~758019% 01.~~029762~~619433% 514.~~416667~~481470% 36.~~419692~~189905% 0.~~066960~~391460% 49.~~298149~~327668% 02.~~024073~~281485% 718.~~808873~~190518% 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 ~~900~~1,~~015~~455,577.4286

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class I-A-2 826,850,397.52 80.81717719% ~~810~~787,~~333~~252,~~839~~674.5903 8284.~~67546211~~42977657% 23.~~993965~~147137% 0.000000% Class I-A-3 742,322,397.52 72.55532671% ~~725~~702,~~805~~724,~~839~~674.5903 7475.~~05137273~~36447849% 89.~~624089~~065298% 0.000000% Class I-A-4 630,712,397.52 61.64645471% ~~614~~591,~~195~~114,~~839~~674.5903 6263.~~66420380~~39474162% 11.~~387169~~969737% 0.000000% Class I-M-1 614,847,397.52 60.09579389% ~~598~~575,~~330~~249,~~839~~674.5903 61.~~04555461~~69328229% 1.~~618649~~701459% 0.000000% Class I-M-2 605,539,397.52 59.18602075% ~~589~~565,~~022~~941,~~839~~674.5903 60.~~09589268~~69503562% 0.~~949662~~998247% 0.000000% Class I-M-3 600,039,397.52 58.64844530% ~~583~~560,~~522~~441,~~839~~674.5903 5960.~~53474736~~10518208% 0.~~561145~~589854% 0.000000% Class II-1-A 499,491,397.52 48.82078415% ~~486~~467,~~232~~132,~~695~~187.2500 4950.~~60858206~~09810380% 910.~~926165~~007078% 0.000000% Class II-2-A-2 106,651,397.52 10.42421328% ~~108~~111,~~717~~004,~~749~~214.9516 11.~~09208301~~90476871% 8.~~936584~~608154% 0.000000% Class II-2-A-3 77,834,397.52 7.60761114% 7982,~~900~~187,~~749~~214.9516 8.~~15198762~~81425793% 23.~~940095~~090511% 0.000000% Class II-M-1 35,104,397.52 3.43113860% 3739,~~170~~457,~~749~~214.9516 34.~~79239861~~23163221% 0.~~826414~~868693% 0.000000% Class II-M-2 27,304,397.52 2.66875887% 2931,~~370~~657,~~749~~214.9516 23.~~99659252~~39511266% 0.~~795806~~836520% 0.000000% Class II-M-3 22,204,397.52 2.17027982% 2426,~~270~~557,~~749~~214.9516 2.~~47625777~~84815756% 0.~~520335~~546955% 0.000000% Class II-M-4 18,304,397.52 1.78908995% 2022,~~370~~657,~~749~~214.9516 2.~~07835473~~42989779% 0.~~397903~~418260% 0.000000% Class II-M-5 14,704,397.52 1.43722238% 1619,~~770~~057,~~749~~214.9516 12.~~71105961~~04381184% 0.~~367295~~386086% 0.000000% Class II-M-6 11,404,397.52 1.11467711% 1315,~~470~~757,~~749~~214.9516 1.~~37437242~~68989972% 0.~~336687~~353912% 0.000000% Class II-M-7 8,404,397.52 0.82145414% 1012,~~470~~757,~~749~~214.9516 1.~~06829315~~36816143% 0.~~306079~~321738% 0.000000% Class II-M-8 4,504,397.52 0.44026428% 68,~~570~~857,~~749~~214.9516 0.~~67039011~~94990165% 0.~~397903~~418260% 0.000000% Class I-R 4,504,397.52 0.44026428% 68,~~570~~857,~~749~~214.9516 0.~~67039011~~94990165% 0.000000% 0.000000% Class I-P 4,504,297.52 0.44025450% 68,~~570~~857,~~649~~114.9516 0.~~67037990~~94989092% 0.~~000010~~000011% 0.000000% Class I-X 4,503,627.80 0.44018904% 4,500,388.96 0.~~45915858~~48264915% 0.~~211221~~467242% 0.000000% Class II-R 4,503,627.80 0.44018904% 4,500,388.96 0.~~45915858~~48264915% 0.000000% 0.000000% Class II-P 4,503,527.80 0.44017927% 4,500,288.96 0.~~45914838~~48263843% 0.~~000010~~000011% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 12 0 0 12 ~~497~~363,~~252~~911.5798 0.00 0.00 ~~497~~363,~~252~~911.5798 30 Days 3352 01 0 0 3353 1013,~~082~~623,~~596~~119.0504 0160,000.00 0.00 0.00 1013,~~082~~783,~~596~~119.0504 60 Days 428 01 111 0 1530 16,~~146~~893,~~083~~378.5293 059,585.0010 3152,~~591,240~~378.0087 0.00 47,~~737~~105,~~323~~342.5290 90 Days 26 0 619 0 825 ~~246~~1,~~400~~686,175.0039 0.00 14,~~511~~520,~~362~~936.6631 0.00 16,~~757~~207,~~762~~111.6670 120 Days 01 0 1 016 1 019 181,829.0094 0134,800.00 ~~671~~4,~~000~~960,551.4824 0105,600.00 ~~671~~5,~~000~~382,781.4818 150 Days 0 02 025 0 027 0.00 0789,821.0003 07,879,340.0044 0.00 08,669,161.0047 180+ Days 0 0 026 010 036 0.00 0.00 08,108,574.0047 03,079,233.0039 011,187,807.0086 Totals 3987 17 1887 011 58192 1122,~~475~~384,~~079~~503.5730 ~~497~~1,~~252~~508,118.5711 525,~~773~~621,~~603~~781.1433 03,184,833.0039 1752,~~745~~699,~~935~~236.2813 0-29 Days 0.~~060386~~127065% 0.000000% 0.000000% 0.~~060386~~127065% 0.~~124673~~096638% 0.000000% 0.000000% 0.~~124673~~096638% 30 Days 13.~~992754~~303685% 0.~~000000~~063532% 0.000000% 0.000000% 13.~~992754~~367217% 23.~~527936~~617669% 0.~~000000~~042489% 0.000000% 0.000000% 23.~~527936~~660157% 60 Days 01.~~241546~~778907% 0.~~000000~~063532% 0.~~664251~~063532% 0.000000% 01.~~905797~~905972% 01.~~287349~~830562% 0.~~000000~~015823% 0.~~900405~~040465% 0.000000% 1.~~187755~~886850% 90 Days 0.~~120773~~381194% 0.000000% 01.~~362319~~207116% 0.000000% 01.~~483092~~588310% 0.~~061778~~447770% 0.000000% 01.~~378933~~200551% 0.000000% 01.~~440711~~648321% 120 Days 0.~~000000~~063532% 0.~~000000~~063532% 01.~~060386~~016518% 0.~~000000~~063532% 01.~~060386~~207116% 0.~~000000~~048286% 0.~~000000~~035797% 01.~~168235~~317292% 0.~~000000~~028042% 01.~~168235~~429417% 150 Days 0.000000% 0.~~000000~~127065% 01.~~000000~~588310% 0.000000% 01.~~000000~~715375% 0.000000% 0.~~000000~~209740% 02.~~000000~~092388% 0.000000% 02.~~000000~~302127% 180+ Days 0.000000% 0.000000% 01.~~000000~~651842% 0.~~000000~~635324% 02.~~000000~~287166% 0.000000% 0.000000% 02.~~000000~~153261% 0.~~000000~~817702% 02.~~000000~~970963% Totals 25.~~355072~~527319% 0.~~060386~~444727% 15.~~086957~~527319% 0.~~000000~~698856% 312.~~502415~~198221% 25.~~877063~~944286% 0.~~124673~~400486% 16.~~447573~~803957% 0.~~000000~~845744% 413.~~449309~~994474% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - 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 ~~2 159~~172,~~200~~000.00 0.00 ~~236,000~~0.00 ~~395~~172,~~200~~000.00 30 Days 3950 01 0 0 3951 1820,~~746~~301,~~537~~376.7551 0252,982.0021 0.00 0.00 1820,~~746~~554,~~537~~358.7572 60 Days 540 0 303 0 3543 212,~~831~~941,~~950~~240.0073 0.00 12519,~~938,674~~999.6099 0.00 1513,~~770~~461,~~624~~240.6072 90 Days 13 0 4730 01 4834 ~~472~~904,~~000~~400.00 0.00 2310,~~425~~162,~~399~~665.3160 0537,719.0056 2311,~~897~~604,~~399~~785.3116 120 Days 03 0 025 0 028 01,012,949.0099 0.00 011,445,946.0030 0.00 012,458,896.0029 150 Days 0 0 030 0 030 0.00 0.00 016,609,107.0037 0.00 016,609,107.0037 180+ Days 01 03 042 040 086 0191,961.0083 01,718,249.0098 022,644,460.0011 017,558,028.0070 042,112,700.0062 Totals 4597 15 77130 141 ~~124~~273 2235,~~050~~351,~~487~~929.7506 ~~159~~2,~~200~~143,232.0019 3661,~~364~~382,~~073~~179.9137 ~~236~~18,~~000~~095,748.0026 58116,~~809~~973,~~761~~088.6688 0-29 Days 0.~~058685~~061087% 0.000000% 0.~~058685~~000000% 0.~~117371~~061087% 0.~~027376~~030925% 0.000000% 0.~~040583~~000000% 0.~~067960~~030925% 30 Days 23.~~288732~~054368% 0.~~000000~~061087% 0.000000% 0.000000% 23.~~288732~~115455% 3.~~223708~~650147% 0.~~000000~~045486% 0.000000% 0.000000% 3.~~223708~~695633% 60 Days 02.~~293427~~443494% 0.000000% 10.~~760563~~183262% 0.000000% 2.~~053991~~626756% 02.~~486990~~326809% 0.000000% 20.~~224971~~093495% 0.000000% 2.~~711961~~420304% 90 Days 0.~~058685~~183262% 0.000000% 21.~~758216~~832621% 0.~~000000~~061087% 2.~~816901~~076970% 0.~~081166~~162609% 0.000000% 41.~~028298~~827227% 0.~~000000~~096681% 42.~~109464~~086517% 120 Days 0.~~000000~~183262% 0.000000% 01.~~000000~~527184% 0.000000% 01.~~000000~~710446% 0.~~000000~~182126% 0.000000% 02.~~000000~~057958% 0.000000% 02.~~000000~~240085% 150 Days 0.000000% 0.000000% 01.~~000000~~832621% 0.000000% 01.~~000000~~832621% 0.000000% 0.000000% 02.~~000000~~986284% 0.000000% 02.~~000000~~986284% 180+ Days 0.~~000000~~061087% 0.~~000000~~183262% 02.~~000000~~565669% 02.~~000000~~443494% 05.~~000000~~253513% 0.~~000000~~034514% 0.~~000000~~308938% 04.~~000000~~071429% 03.~~000000~~156898% 07.~~000000~~571779% Totals 25.~~640845~~925473% 0.~~058685~~305437% 47.~~518779~~941356% 02.~~058685~~504582% 716.~~276995~~676848% 36.~~791864~~356206% 0.~~027376~~385349% 611.~~253269~~036393% 03.~~040583~~253579% 1021.~~113093~~031527% Please refer to CTSLink.com for a list of delinquency code descriptions.

Delinquency Status By Subgroup DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 12 0 0 12 ~~497~~363,~~252~~911.5798 0.00 0.00 ~~497~~363,~~252~~911.5798 30 Days 3352 01 0 0 3353 1013,~~082~~623,~~596~~119.0504 0160,000.00 0.00 0.00 1013,~~082~~783,~~596~~119.0504 60 Days 428 01 111 0 1530 16,~~146~~893,~~083~~378.5293 059,585.0010 3152,~~591,240~~378.0087 0.00 47,~~737~~105,~~323~~342.5290 90 Days 26 0 619 0 825 ~~246~~1,~~400~~686,175.0039 0.00 14,~~511~~520,~~362~~936.6631 0.00 16,~~757~~207,~~762~~111.6670 120 Days 01 0 1 016 1 019 181,829.0094 0134,800.00 ~~671~~4,~~000~~960,551.4824 0105,600.00 ~~671~~5,~~000~~382,781.4818 150 Days 0 02 025 0 027 0.00 0789,821.0003 07,879,340.0044 0.00 08,669,161.0047 180+ Days 0 0 026 010 036 0.00 0.00 08,108,574.0047 03,079,233.0039 011,187,807.0086 Totals 3987 17 1887 011 58192 1122,~~475~~384,~~079~~503.5730 ~~497~~1,~~252~~508,118.5711 525,~~773~~621,~~603~~781.1433 03,184,833.0039 1752,~~745~~699,~~935~~236.2813 0-29 Days 0.~~060386~~127065% 0.000000% 0.000000% 0.~~060386~~127065% 0.~~124673~~096638% 0.000000% 0.000000% 0.~~124673~~096638% 30 Days 13.~~992754~~303685% 0.~~000000~~063532% 0.000000% 0.000000% 13.~~992754~~367217% 23.~~527936~~617669% 0.~~000000~~042489% 0.000000% 0.000000% 23.~~527936~~660157% 60 Days 01.~~241546~~778907% 0.~~000000~~063532% 0.~~664251~~063532% 0.000000% 01.~~905797~~905972% 01.~~287349~~830562% 0.~~000000~~015823% 0.~~900405~~040465% 0.000000% 1.~~187755~~886850% 90 Days 0.~~120773~~381194% 0.000000% 01.~~362319~~207116% 0.000000% 01.~~483092~~588310% 0.~~061778~~447770% 0.000000% 01.~~378933~~200551% 0.000000% 01.~~440711~~648321% 120 Days 0.~~000000~~063532% 0.~~000000~~063532% 01.~~060386~~016518% 0.~~000000~~063532% 01.~~060386~~207116% 0.~~000000~~048286% 0.~~000000~~035797% 01.~~168235~~317292% 0.~~000000~~028042% 01.~~168235~~429417% 150 Days 0.000000% 0.~~000000~~127065% 01.~~000000~~588310% 0.000000% 01.~~000000~~715375% 0.000000% 0.~~000000~~209740% 02.~~000000~~092388% 0.000000% 02.~~000000~~302127% 180+ Days 0.000000% 0.000000% 01.~~000000~~651842% 0.~~000000~~635324% 02.~~000000~~287166% 0.000000% 0.000000% 02.~~000000~~153261% 0.~~000000~~817702% 02.~~000000~~970963% Totals 25.~~355072~~527319% 0.~~060386~~444727% 15.~~086957~~527319% 0.~~000000~~698856% 312.~~502415~~198221% 25.~~877063~~944286% 0.~~124673~~400486% 16.~~447573~~803957% 0.~~000000~~845744% 413.~~449309~~994474% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-1 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 10 10 0.00 0.00 ~~236,000~~0.00 ~~236,000~~0.00 30 Days 712 01 0 0 713 2,~~155~~731,~~020~~150.2238 0252,982.0021 0.00 0.00 2,~~155~~984,~~020~~132.2259 60 Days 112 0 50 0 612 ~~170~~2,~~000~~585,938.0007 0.00 ~~1,219,970~~0.2000 0.00 12,~~389~~585,~~970~~938.2007 90 Days 03 0 9 0 912 0904,400.00 0.00 2,~~566~~472,~~972~~046.9094 0.00 23,~~566~~376,~~972~~446.9094 120 Days 01 0 03 0 04 096,000.00 0.00 0866,207.0076 0.00 0962,207.0076 150 Days 0 0 02 0 02 0.00 0.00 0533,080.0089 0.00 0533,080.0089 180+ Days 0 01 09 05 015 0.00 0201,499.0099 02,585,950.0010 01,455,992.0090 04,243,442.0099 Totals 828 02 1423 15 2358 26,~~325~~317,~~020~~488.2245 0454,482.0020 36,~~786~~457,~~943~~285.1069 ~~236~~1,~~000~~455,992.0090 614,~~347~~685,~~963~~249.3224 0-29 Days 0.000000% 0.000000% 0.~~217865~~000000% 0.~~217865~~000000% 0.000000% 0.000000% 0.~~224528~~000000% 0.~~224528~~000000% 30 Days 12.~~525054~~733485% 0.~~000000~~227790% 0.000000% 0.000000% 12.~~525054~~961276% 2.~~050266~~700458% 0.~~000000~~250139% 0.000000% 0.000000% 2.~~050266~~950597% 60 Days 02.~~217865~~733485% 0.000000% 10.~~089325~~000000% 0.000000% 12.~~307190~~733485% 02.~~161736~~556877% 0.000000% 10.~~160668~~000000% 0.000000% 12.~~322405~~556877% 90 Days 0.~~000000~~683371% 0.000000% 12.~~960784~~050114% 0.000000% 12.~~960784~~733485% 0.~~000000~~894236% 0.000000% 2.~~442194~~444266% 0.000000% 23.~~442194~~338503% 120 Days 0.~~000000~~227790% 0.000000% 0.~~000000~~683371% 0.000000% 0.~~000000~~911162% 0.~~000000~~094921% 0.000000% 0.~~000000~~856473% 0.000000% 0.~~000000~~951395% 150 Days 0.000000% 0.000000% 0.~~000000~~455581% 0.000000% 0.~~000000~~455581% 0.000000% 0.000000% 0.~~000000~~527090% 0.000000% 0.~~000000~~527090% 180+ Days 0.000000% 0.~~000000~~227790% 02.~~000000~~050114% 01.~~000000~~138952% 03.~~000000~~416856% 0.000000% 0.~~000000~~199236% 02.~~000000~~556889% 01.~~000000~~439631% 04.~~000000~~195756% Totals 16.~~742919~~378132% 0.~~000000~~455581% 35.~~050109~~239180% 01.~~217865~~138952% 513.~~010893~~211845% 26.~~212002~~246493% 0.~~000000~~449375% 36.~~602862~~384719% 01.~~224528~~439631% 614.~~039393~~520218% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-2 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 ~~159~~172,~~200~~000.00 0.00 0.00 ~~159~~172,~~200~~000.00 30 Days 3238 0 0 0 3238 1617,~~591~~570,~~517~~226.5313 0.00 0.00 0.00 1617,~~591~~570,~~517~~226.5313 60 Days 428 0 253 0 2931 210,~~661~~355,~~950~~302.0066 0.00 11519,~~718,704~~999.4099 0.00 1410,~~380~~875,~~654~~302.4065 90 Days 10 0 3821 01 3922 ~~472,000~~0.00 0.00 207,~~858~~690,~~426~~618.4166 0537,719.0056 218,~~330~~228,~~426~~338.4122 120 Days 02 0 022 0 024 0916,949.0099 0.00 010,579,738.0054 0.00 011,496,688.0053 150 Days 0 0 028 0 028 0.00 0.00 016,076,026.0048 0.00 016,076,026.0048 180+ Days 01 02 033 035 071 0191,961.0083 01,516,749.0099 020,058,510.0001 016,102,035.0080 037,869,257.0063 Totals 3769 13 63107 036 ~~101~~215 1929,~~725~~034,~~467~~440.5361 ~~159~~1,~~200~~688,749.0099 3254,~~577~~924,~~130~~893.8168 016,639,755.0036 52102,~~461~~287,~~798~~839.3464 0-29 Days 0.~~080321~~083472% 0.000000% 0.000000% 0.~~080321~~083472% 0.~~033416~~037799% 0.000000% 0.000000% 0.~~033416~~037799% 30 Days 23.~~570281~~171953% 0.000000% 0.000000% 0.000000% 23.~~570281~~171953% 3.~~482601~~861222% 0.000000% 0.000000% 0.000000% 3.~~482601~~861222% 60 Days 02.~~321285~~337229% 0.000000% 20.~~008032~~250417% 0.000000% 2.~~329317~~587646% 02.~~558750~~275675% 0.000000% 20.~~459785~~114275% 0.000000% 32.~~018535~~389950% 90 Days 0.~~080321~~000000% 0.000000% 31.~~052209~~752922% 0.~~000000~~083472% 31.~~132530~~836394% 0.~~099074~~000000% 0.000000% 41.~~378235~~690086% 0.~~000000~~118169% 41.~~477309~~808254% 120 Days 0.~~000000~~166945% 0.000000% 01.~~000000~~836394% 0.000000% 02.~~000000~~003339% 0.~~000000~~201508% 0.000000% 02.~~000000~~324997% 0.000000% 02.~~000000~~526505% 150 Days 0.000000% 0.000000% 02.~~000000~~337229% 0.000000% 02.~~000000~~337229% 0.000000% 0.000000% 03.~~000000~~532858% 0.000000% 03.~~000000~~532858% 180+ Days 0.~~000000~~083472% 0.~~000000~~166945% 02.~~000000~~754591% 02.~~000000~~921536% 05.~~000000~~926544% 0.~~000000~~042185% 0.~~000000~~333320% 04.~~000000~~408046% 03.~~000000~~538573% 08.~~000000~~322124% Totals 25.~~971888~~759599% 0.~~080321~~250417% 58.~~060241~~931553% 03.~~000000~~005008% 817.~~112450~~946578% 46.~~140424~~380591% 0.~~033416~~371119% 612.~~838020~~070260% 03.~~000000~~656742% 1122.~~011861~~478712% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*Group ~~New~~I ~~REO~~Days ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inNumber ~~REO~~of 1Outstanding ~~Jun-06~~Percentage ~~0.000%~~of ~~Original~~Delinquent ~~Principal~~Loans ~~Balance~~Actual ~~236,000.00 Jul-06 0.000~~Balance(%) ~~Current~~Loans Actual Balance ~~236,000.00 Aug-06 0.000~~(%) ~~Sep-06~~Balance($) ~~0.000%~~Balance($) ~~Current~~180 ~~REO Total Oct~~-06 ~~0.000%~~209 ~~Loans~~44 ~~in REO 1 Nov-06 0.000% Original Principal Balance 236~~18,~~000~~715,174.0028 ~~Dec-06 0~~2.~~000%~~006 ~~Current~~17 ~~Actual Balance 236~~5,~~000~~313,916.0042 ~~Jan-07 0~~1.~~000%~~411 ~~Feb-07~~210 ~~0.000% Mar~~-07 ~~0.000%~~239 ~~Apr-07~~41 017,717,307.~~000%~~82 ~~May-07 0~~1.~~024%~~899 *The12 ~~text reported in the above table is presented graphically on the monthly bond remittance report~~3,886,728.29 ~~The monthly bond remittance report can be viewed online at www~~1.~~ctslink.com.~~032 ~~Group~~240 I - No269 ~~REO~~36 ~~Information to report this period~~16,197,025.90 ~~Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO~~ 1 ~~Jun-06 0~~.~~000%~~736 ~~Original~~6 ~~Principal Balance 236~~1,~~000.00 Jul-06 0.000% Current Actual Balance 236~~316,~~000~~162.0067 ~~Aug-06~~ 0.~~000%~~350 ~~Sep-06~~270 ~~0.000% Current REO Total Oct~~-06 ~~0.000%~~299 ~~Loans in REO~~ 1 ~~Nov-06 0.000% Original Principal Balance 236~~671,000.0048 ~~Dec-06~~ 0.~~000%~~072 ~~Current~~1 ~~Actual Balance 236~~671,000.0048 ~~Jan-07~~ 0.~~000%~~178 ~~Feb-07~~Total ~~0.000%~~122 ~~Mar-07 0~~53,300,508.~~000%~~48 ~~Apr-07 0~~5.~~000%~~713 ~~May-07~~36 011,187,807.~~041%~~86 *The text reported in the above table is presented graphically on the monthly bond remittance report2. ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~971

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~II ~~Loans~~Days inNumber ~~REO~~of ~~during~~Outstanding ~~Current~~Percentage ~~Period~~of ~~Month~~Delinquent ~~Loan~~Loans ~~First~~Actual ~~Original~~Balance(%) ~~Loan~~Balance($) ~~Entered~~180 ~~Payment~~- ~~LTV~~209 at27 ~~Principal~~13,401,257.86 ~~Group~~2.410 ~~Number~~210 ~~REO~~- ~~Date~~239 ~~State~~29 ~~Origination~~13,830,579.53 ~~Balance~~2.487 ~~Group~~240 II- ~~0171940645~~269 ~~May-2007~~30 0114,880,863.23 2.676 270 -~~Jan-2007~~ CO299 800 0.00 ~~236,~~0.000 Total 86 42,112,700.0062 7.573 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New -REO ~~All~~Loans ~~Mortgage~~Month REO Percentage Loans in REO ~~during~~11 ~~Current~~Nov-06 ~~Period~~0.000% ~~(continued)~~Original Principal Balance 3,670,520.00 Dec-06 0.000% Current ~~Paid~~Actual Balance 3,667,356.76 Jan-07 0.000% Feb-07 0.000% Current ~~Approximate~~REO ~~Loan~~Total Mar-07 0.000% Loans in REO 52 Apr-07 0.000% Original Principal Balance 21,290,920.00 May-07 0.024% Current Actual ToBalance ~~Months~~21,280,581.65 ~~Loan~~Jun-07 ~~Delinquent~~0.068% Jul-07 0.368% Aug-07 0.843% Sep-07 1.882% Oct-07 2.281% *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 ~~Number~~I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Nov-06 0.000% Original Principal Balance ~~Date~~209,850.00 ~~Delinquent~~Dec-06 ~~Rate~~0.000% ~~Interest~~Current Actual Balance 209,850.00 Jan-07 0.000% Feb-07 0.000% Current REO Total Mar-07 0.000% Loans in REO 11 Apr-07 0.000% Original Principal Balance 3,189,900.00 May-07 0.000% Current Actual Balance 3,184,833.39 Jun-07 0.087% Jul-07 0.249% Aug-07 0.340% Sep-07 0.785% Oct-07 0.846% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II ~~0171940645~~12 ~~236,~~Month REO History* New REO Loans Month REO Percentage Loans in REO 8 Nov-06 0.000% Original Principal Balance 3,288,750.00 01Dec-~~Apr~~06 0.000% Current Actual Balance 3,285,586.76 Jan-~~2007~~07 0.000% 7Feb-07 0.~~875~~000% 2Current REO Total Mar-07 0.000% Loans in REO 36 Apr-07 0.000% Original Principal Balance 16,~~999~~645,000.00 May-07 0.041% Current Actual Balance 16,639,755.36 Jun-07 0.055% Jul-07 0.451% Aug-07 1.187% Sep-07 2.630% Oct-07 3.254% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans in REO during Current Period Month ~~Foreclosure~~Loan ~~Percentage~~First ~~Loans~~Original inLoan ~~Foreclosure~~Entered 45Payment ~~Jun~~LTV at Principal Group Number REO Date State Origination Balance Group I 0171529124 Oct-062007 001-Sep-2006 AL 75.~~000%~~00 ~~Original~~104,250.00 ~~Principal~~Group ~~Balance~~I 190171551774 Sep-2007 01-Sep-2006 CA 80.00 477,~~287,720~~550.00 Group I 0171636420 Jul-062007 001-Sep-2006 GA 80.00 672,000%.00 ~~Current~~Group ~~Actual~~I ~~Balance~~0171636425 ~~19,276,915.07~~Sep-2007 01-Aug-062006 0CA 80.00 408,000%.00 Group I 0171653933 Sep-062007 001-Oct-2006 CA 80.00 320,000%.00 ~~Current~~Group ~~Foreclosure~~I ~~Total~~0171653934 Sep-2007 01-Oct-062006 0CA 80.00 232,000%.00 ~~Loans~~Group inI ~~Foreclosure~~0171752541 95Jun-2007 01-Nov-062006 0MA 75.~~000%~~00 ~~Original~~296,250.00 ~~Principal~~Group ~~Balance~~I 420171784830 Aug-2007 01-Nov-2006 MI 75.00 48,~~150,540~~750.00 ~~Dec-06~~Group ~~0.000%~~I ~~Current~~0171785138 ~~Actual~~Sep-2007 ~~Balance~~01-Oct-2006 42NV 95.00 237,~~137,677~~500.0500 ~~Jan~~Group I 0171785562 Oct-072007 001-Oct-2006 MI 80.~~000%~~00 ~~Feb~~105,600.00 Group I 0171802729 Aug-072007 001-Nov-2006 RI 80.00 288,000%.00 ~~Mar~~Group II 0171467985 Oct-072007 001-Sep-2006 ID 80.~~046%~~00 ~~Apr~~171,920.00 Group II 0171624920 Oct-072007 201-Oct-2006 ID 80.~~357%~~00 ~~May~~174,050.00 Group II 0171625027 Sep-072007 401-Oct-2006 NV 80.~~298%~~00 *The408,000.00 ~~text~~Group ~~reported~~II in0171710397 ~~the~~Sep-2007 ~~above~~01-Oct-2006 ~~table~~NV is80.00 ~~presented~~256,000.00 ~~graphically~~Group onII ~~the~~0171710501 ~~monthly~~Aug-2007 ~~bond~~01-Oct-2006 ~~remittance~~AZ ~~report~~80.00 ~~The~~252,000.00 ~~monthly~~Group ~~bond~~II ~~remittance~~0171806831 ~~report~~Sep-2007 ~~can~~01-Nov-2006 beCA ~~viewed~~80.00 ~~online~~360,000.00 atGroup ~~www~~II 0171807095 Jul-2007 01-Nov-2006 MN 80.~~ctslink~~00 792,000.~~com.~~00 Group III 120171809773 ~~Month~~Oct-2007 ~~Foreclosure~~01-Oct-2006 History*CA ~~New~~80.00 ~~Foreclosure~~279,200.00 ~~Loans~~Group ~~Month~~II ~~Foreclosure~~0171809867 ~~Percentage~~Sep-2007 ~~Loans~~01-Oct-2006 inCA ~~Foreclosure~~80.00 13233,600.00 ~~Jun~~Group II 0171811160 Oct-062007 001-Nov-2006 ID 80.~~000%~~00 ~~Original~~424,800.00 ~~Principal~~Group ~~Balance~~II 40171811177 Oct-2007 01-Nov-2006 NV 80.00 263,~~588,150~~200.00 ~~Jul~~Group II 0171811268 Aug-062007 001-Nov-2006 CA 80.00 708,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0171811302 4Aug-2007 01-Nov-2006 CO 80.00 631,~~582,240~~200.4700 Group II 0171811339 Aug-062007 ~~0.000% Sep~~01-06Nov-2006 0NV 80.~~000%~~00 ~~Current~~319,400.00 ~~Foreclosure~~Group ~~Total~~II 0171811358 Oct-062007 001-Nov-2006 VA 80.00 540,000%.00 ~~Loans~~Group inII ~~Foreclosure~~0171811399 18Sep-2007 01-Nov-062006 0CA 80.00 88,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0171812038 5Aug-2007 01-Nov-2006 CA 80.00 311,~~780,700~~200.00 ~~Dec~~Group II 0171812048 Sep-062007 001-Nov-2006 CA 80.00 440,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0171824450 ~~5,773,603.14~~Jun-2007 ~~Jan~~01-07Nov-2006 0VA 75.00 315,000%.00 ~~Feb~~Group II 0171862861 Sep-072007 001-Dec-2006 CA 80.00 460,000%.00 ~~Mar-07~~Group ~~0.112%~~II ~~Apr~~0171875184 Sep-072007 001-Dec-2006 NV 80.~~408%~~00 ~~May~~456,000.00 Group II 0171881691 Sep-072007 01-Dec-2006 NV 80.00 1,000,000.~~448%~~00 *TheGroup ~~text~~II ~~reported~~0171887054 inSep-2007 ~~the~~01-Dec-2006 ~~above~~CA ~~table~~80.00 is680,000.00 ~~presented~~Group ~~graphically~~II on0171910309 ~~the~~Sep-2007 ~~monthly~~01-Dec-2006 ~~bond~~CA ~~remittance~~80.00 ~~report~~608,000.00 ~~The~~Group ~~monthly~~II ~~bond~~0171910357 ~~remittance~~Aug-2007 ~~report~~01-Dec-2006 ~~can~~CA be80.00 ~~viewed~~600,000.00 ~~online~~Group atII ~~www~~0171910367 Sep-2007 01-Dec-2006 CA 74.~~ctslink~~73 412,500.~~com.~~00 Group II 120171910552 ~~Month~~Aug-2007 ~~Foreclosure~~01-Dec-2006 History*NV ~~New~~79.99 ~~Foreclosure~~437,550.00 ~~Loans~~Group ~~Month~~II ~~Foreclosure~~0171910566 ~~Percentage~~Aug-2007 ~~Loans~~01-Dec-2006 inNV ~~Foreclosure~~75.00 27341,250.00 ~~Jun-06~~Group ~~0.000%~~II ~~Original~~0171910632 ~~Principal~~Sep-2007 ~~Balance~~01-Dec-2006 13NV 80.00 215,~~478,650~~350.00 Group II 0171912026 Jul-062007 001-Dec-2006 AZ 80.00 468,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0171912043 ~~13,474,704.40~~Sep-2007 ~~Aug~~01-06Dec-2006 0CA 80.00 528,000%.00 Group II 0171918000 Sep-062007 001-Nov-2006 CA 80.00 222,000%.00 ~~Current~~Group ~~Foreclosure~~II ~~Total~~0171932044 ~~Oct~~Jul-062007 001-Dec-2006 AZ 80.00 580,000%.00 ~~Loans~~Group inII ~~Foreclosure~~0171932074 63Aug-2007 ~~Nov~~01-06Dec-2006 0NV 80.00 504,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0171932076 ~~32,581,920.00~~Jul-2007 01-Dec-062006 0TX 80.00 392,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0171932135 ~~32,577,130.81~~Sep-2007 ~~Jan~~01-07Dec-2006 0NV 80.~~000%~~00 ~~Feb-07 0~~309,300.~~000%~~00 ~~Mar~~Group II 0171932143 Sep-072007 001-Dec-2006 NV 80.00 568,000%.00 ~~Apr-07~~Group ~~3.699%~~II ~~May~~0171940675 Oct-072007 601-Jan-2007 MN 80.~~253%~~00 *The180,000.00 ~~text~~Group ~~reported~~II in0171968624 ~~the~~Sep-2007 ~~above~~01-Dec-2006 ~~table~~CA is80.00 ~~presented~~744,000.00 ~~graphically~~Group onII ~~the~~0171988040 ~~monthly~~Oct-2007 ~~bond~~01-Jan-2007 ~~remittance~~CA ~~report~~80.00 ~~The~~220,000.00 ~~monthly~~Group ~~bond~~II ~~remittance~~0172044415 ~~report~~Oct-2007 ~~can~~01-Feb-2007 beTX ~~viewed~~75.00 ~~online at www~~1,207,500.~~ctslink.com.~~00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Group I ~~0171337606~~0171529124 ~~May-2007 01-Jul-2006 NJ 80.00 252~~104,~~800~~250.00 ~~Group I 0171435277 Apr-2007~~ 01-~~Aug~~Jan-~~2006~~2007 NC7 807.00500% 945,~~800~~668.0056 Group I 0171551774 ~~May-2007 01-Sep-2006 CA 80.00 477~~476,~~550~~082.0084 ~~Group I 0171573014 May-2007~~ 01-~~Nov~~Jan-~~2006~~2007 NY7 558.81500% ~~240~~29,~~000~~382.0020 Group I ~~0171603148~~0171636420 ~~May-2007 01-Nov-2006 CA 80.00 840~~671,000.0048 ~~Group I 0171636420 May-2007~~ 01-~~Sep~~Nov-2006 GA9 809.00500% ~~672~~46,~~000~~406.0031 Group I 0171636425 ~~Apr-2007 01-Aug-2006 CA 80.00~~ 408,000.00 ~~Group I 0171639994 May-2007~~ 01-~~Oct~~Dec-2006 FL8 806.00875% ~~320~~20,~~000~~272.0050 Group I ~~0171653892~~0171653933 ~~May-2007~~319,292.94 01-~~Nov~~Jan-~~2006~~2007 NY7 759.00000% ~~356~~20,~~250~~905.0049 Group I ~~0171653922~~0171653934 ~~Apr-2007~~231,487.39 01-~~Sep~~Jan-~~2006~~2007 MN7 809.00000% ~~156~~15,~~000~~156.0049 Group I ~~0171653933~~0171752541 ~~May-2007~~295,851.11 01-~~Oct~~Dec-2006 CA8 808.00000% ~~320~~17,~~000~~136.0077 Group I ~~0171653934~~0171784830 ~~May-2007 01-Oct-2006 CA 80.00 232~~48,~~000~~704.0007 ~~Group I 0171676272 May-2007~~ 01-~~Nov~~Jan-~~2006~~2007 CA7 8011.00625% ~~320~~4,~~000~~149.0062 Group I ~~0171745150~~0171785138 ~~May-2007 01-Nov-2006 GA 80.00 220~~237,~~800~~065.0030 ~~Group I 0171752541 Apr-2007~~ 01-~~Nov~~Dec-2006 MA8 758.00500% ~~296~~14,~~250~~622.0007 Group I ~~0171784830~~0171785562 ~~May-2007 01-Nov-2006 MI 75.00 48~~105,~~750~~600.00 ~~Group I 0171785138~~ 01-Apr-2007 ~~01-Oct-2006~~4 ~~NV 95~~7.00500% ~~237~~3,~~500~~828.00 Group I 0171802729 ~~May-2007~~287,499.26 01-~~Nov~~Jan-~~2006~~2007 RI7 808.00750% ~~288~~18,~~000~~284.0014 Group II 0171467985 ~~May-2007 01-Sep-2006 ID 80.00~~ 171,920.00 ~~Group II 0171574438 May-2007~~ 01-~~Sep~~Jan-~~2006~~2007 CA7 808.00000% ~~947~~9,~~000~~992.0079 Group II 0171624920 ~~May-2007 01-Oct-2006 ID 80.00~~ 174,050.00 ~~Group II 0171625027 May-2007~~ 01-~~Oct~~Jan-~~2006~~2007 NV7 807.00250% ~~408~~9,~~000~~137.0061 Group II ~~0171641554~~0171625027 ~~Apr-2007~~407,661.56 01-~~Oct~~Jan-~~2006~~2007 NY7 548.79250% 224,~~000,000~~447.0010 Group II 0171710397 ~~May-2007 01-Oct-2006 NV 80.00 256~~255,~~000~~999.0096 ~~Group II 0171710462 May-2007~~ 01-~~Nov~~Jan-~~2006~~2007 FL7 807.00750% ~~880~~14,~~000~~400.00 Group II 0171710501 ~~May-2007 01-Oct-2006 AZ 80.00~~ 252,000.00 ~~Group II 0171711583 May-2007~~ 01-~~Nov~~Jan-~~2006~~2007 IL7 807.00000% ~~388~~12,~~000~~757.0050 Group II ~~0171718438~~0171806831 ~~Apr-2007 01-Nov-2006 FL 80.00 696~~360,000.00 ~~Group II 0171718455 May-2007~~ 01-~~Nov~~Dec-2006 CA8 757.00500% ~~948~~19,~~750~~575.00 Group II ~~0171718499~~0171807095 ~~Apr-2007 01-Nov-2006 NV 75.00 1~~792,~~050,~~000.00 ~~Group II 0171795419 Apr-2007~~ 01-Dec-2006 SC8 698.98375% 9048,~~900~~262.0050 Group II ~~0171806831~~0171809773 ~~Apr-2007 01-Nov-2006 CA 80.00 360~~279,~~000~~200.00 ~~Group II 0171807095 Apr-2007~~ 01-~~Nov~~Jan-~~2006~~2007 MN7 807.00375% ~~792~~14,~~000~~919.0075 Group II ~~0171809773~~0171809867 ~~May-2007 01-Oct-2006 CA 80.00 279~~233,~~200~~600.00 ~~Group II 0171809867 Apr-2007~~ 01-~~Oct~~Dec-2006 CA8 807.00375% ~~233~~12,~~600~~483.00 Group II 0171811160 ~~May-2007~~423,917.20 01-~~Nov~~Jan-~~2006~~2007 ID7 807.00875% ~~424~~24,~~800~~173.0050 Group II 0171811177 ~~May-2007~~263,200.00 01-~~Nov~~Jan-~~2006~~2007 NV7 808.00250% ~~263~~15,~~200~~792.0003 Group II 0171811268 ~~Apr-2007~~708,000.00 01-~~Nov~~Dec-2006 CA8 807.00750% ~~708~~39,~~000~~825.00 Group II 0171811302 ~~May-2007~~629,713.60 01-~~Nov~~Jan-~~2006~~2007 CO7 807.00250% ~~631~~32,~~200~~953.0017 Group II 0171811339 ~~Apr-2007 01-Nov-2006 NV 80.00~~ 319,400.00 ~~Group II 0171811399 Apr-2007~~ 01-~~Nov~~Dec-2006 CA8 807.00750% 8817,~~000~~966.0025 Group II ~~0171811483~~0171811358 ~~May-2007~~537,719.56 01-~~Nov~~May-~~2006~~2007 WA3 708.00625% ~~115~~18,~~500~~740.0062 Group II ~~0171811943~~0171811399 ~~Apr-2007~~88,000.00 01-~~Nov~~Dec-2006 FL8 798.75000% ~~252~~5,~~000~~115.0006 Group II 0171812038 ~~Apr-2007~~311,200.00 01-~~Nov~~Dec-2006 CA8 807.00500% ~~311~~16,~~200~~921.0053 Group II 0171812048 ~~May-2007 01-Nov-2006 CA 80.00~~ 440,000.00 ~~Group II 0171823870 May-2007~~ 01-~~Nov~~Jan-~~2006~~2007 IL7 908.00000% ~~247~~25,~~500~~574.0094 Group II 0171824450 ~~Apr-2007 01-Nov-2006 VA 75.00~~ 315,000.00 ~~Group II 0171841406 May-2007~~ 01-Dec-2006 IL8 806.00750% ~~527~~15,~~900~~356.0025 Group II 0171862861 ~~Apr-2007~~459,999.90 01-Dec-2006 CA8 807.00550% ~~460~~25,~~000~~185.0006 Group II 0171875184 ~~May-2007~~456,000.00 01-~~Dec~~Jan-~~2006~~2007 NV7 808.00000% ~~456~~26,~~000~~505.00 Group II 0171881691 ~~Apr-2007 01-Dec-2006 NV 80.00~~ 1,000,000.00 ~~Group II 0171887034 Apr-2007~~ 01-Dec-2006 FL8 657.00875% ~~120~~57,~~250~~187.0053 Group II 0171887054 ~~May-2007 01-Dec-2006 CA 80.00~~ 680,000.00 ~~Group II 0171887066 May-2007~~ 01-~~Dec~~Jan-~~2006 SC 57.14 80,000.00 Group II 0171903927 May-~~2007 ~~01-Dec-2006~~7 ~~IL 80~~7.00625% ~~460~~37,~~000~~612.0044 Group II 0171910309 ~~May-2007 01-Dec-2006 CA 80.00~~ 608,000.00 ~~Group II 0171910310 Apr-2007~~ 01-~~Dec~~Jan-~~2006~~2007 CA7 807.00375% ~~576~~32,~~000~~490.00 Group II 0171910357 ~~Apr-2007 01-Dec-2006 CA 80.00~~ 600,000.00 ~~Group II 0171910367 Apr-2007~~ 01-Dec-2006 CA8 747.73250% ~~412~~31,500.00 Group II ~~0171910508~~0171910367 ~~Apr-2007 01-Dec-2006 IL 80.00 308~~412,~~000.00 Group II 0171910520 May-2007 01-Dec-2006 TX 71.43 1,~~500~~,000~~.00 ~~Group II 0171910538 May-2007~~ 01-Dec-2006 FL8 807.00125% ~~284~~21,~~000~~269.0052 Group II 0171910552 ~~Apr-2007 01-Dec-2006 NV 79.99~~ 437,550.00 ~~Group II 0171910554 May-2007~~ 01-Dec-2006 MD8 807.00875% ~~316~~25,~~000~~022.0034 Group II ~~0171910565 Apr-2007 01-Dec-2006 IL 80.00 352,000.00 Group II~~ 0171910566 ~~Apr-2007 01-Dec-2006 NV 75.00~~ 341,250.00 ~~Group II 0171910602 Apr-2007~~ 01-Dec-2006 IL8 797.~~97 123,400.00 Group II 0171910610 May-2007 01-Dec-2006 CA 75.00 993,~~750~~.00~~% ~~Group II 0171910615 Apr-2007 01-Dec-2006 CA 80.00 568~~19,~~000~~195.0038 Group II ~~0171910631~~0171910632 ~~May-2007 01-Dec-2006 NV 79.99 201~~215,~~500~~322.0090 ~~Group II 0171910632 Apr-2007~~ 01-Dec-2006 NV8 808.00125% ~~215~~12,~~350~~717.0054 Group II 0171912026 ~~Apr-2007 01-Dec-2006 AZ 80.00~~ 468,000.00 ~~Group II 0171912031 Apr-2007~~ 01-Dec-2006 CA8 808.00375% ~~672~~28,~~000~~518.0075 Group II 0171912043 ~~Apr-2007~~528,000.00 01-Dec-2006 CA8 808.00250% ~~528~~31,~~000~~680.00 Group II 0171918000 ~~Apr-2007 01-Nov-2006 CA 80.00~~ 222,000.00 ~~Group II 0171918010 Apr-2007~~ 01-~~Nov~~Dec-2006 CA8 807.00000% ~~300~~11,~~000~~238.0075 Group II 0171932044 ~~Apr-2007 01-Dec-2006 AZ 80.00~~ 580,000.00 ~~Group II 0171932074 Apr-2007~~ 01-Dec-2006 NV8 808.00125% ~~504~~34,~~000~~256.0025 Group II ~~0171932076~~0171932074 ~~Apr-2007 01-Dec-2006 TX 80.00 392~~504,000.00 ~~Group II 0171932135 May-2007~~ 01-Dec-2006 NV8 807.00625% ~~309~~27,~~300~~877.0050 Group II ~~0171932143~~0171932076 ~~May-2007~~391,743.58 01-Dec-2006 NV8 808.00125% ~~568~~23,~~000~~059.0070 Group II ~~0171932147~~0171932135 ~~Apr-2007 01-Jan-2007 FL 79.99 214~~309,~~200~~300.00 ~~Group II 0171940602 Apr-2007~~ 01-Jan-2007 NV7 807.00875% ~~568~~17,~~000~~688.0006 Group II ~~0171940615~~0171932143 ~~Apr-2007 01-Jan-2007 CA 79.99 423~~568,~~750~~000.00 ~~Group II 0171940616 Apr-2007~~ 01-Jan-2007 MN7 807.00500% ~~209~~30,~~200~~885.0003 Group II ~~0171940671~~0171940675 ~~Apr-2007 01-Jan-2007 MN 80.00 232~~180,000.00 ~~Group II 0171957814 Apr-2007~~ 01-~~Jan~~Feb-2007 FL6 807.00250% ~~239~~8,~~200~~400.00 Group II 0171968624 ~~Apr-2007 01-Dec-2006 CA 80.00~~ 744,000.00 ~~Group II 0171968638 Apr-2007 07-Jan-2007 CA 77.04 416,000.00 Group II 0171968643 Apr-2007~~ 01-~~Jan~~Dec-~~2007~~2006 CA8 716.43875% ~~750~~36,~~000~~967.0050 Group II ~~0171972878~~0171988040 ~~May-2007 01-Jan-2007 NY 80.00 412~~220,000.00 ~~Group II 0171980474 Apr-2007~~ 01-Jan-2007 NY7 808.00375% ~~869~~13,~~520~~406.0031 Group II ~~0171987184~~0172044415 ~~May-2007 01-Jan-2007 GA 80.00 256~~1,~~000.00 Group II 0171988015 Apr-2007 01-Jan-2007 CA 80.00 608~~207,~~000~~500.00 ~~Group II 0171988040 May-2007~~ 01-~~Jan~~Feb-2007 CA6 807.00250% ~~220~~56,~~000~~350.00

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month -Foreclosure ~~All~~History* ~~Mortgage~~New Foreclosure Loans inMonth Foreclosure ~~during~~Percentage ~~Current~~Loans ~~Period~~in ~~(continued)~~Foreclosure ~~Current~~31 ~~Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0171337606 252,800.00 01~~Nov-~~Jan-2007~~06 ~~2 7~~0.~~875% 6,425.32 Group I 0171435277 94,800.00 01-Dec-2006 3 9.500% 2,923.00 Group I 0171551774 476,082.84 01-Jan-2007 2 8.500% 13,079.85 Group I 0171573014 239,512.88 01-Jan-2007 2 8.~~000% ~~6,181.03~~Original ~~Group~~Principal IBalance ~~0171603148 840~~10,~~000.00 01-Jan-2007 2 7.875% 21~~369,~~350~~150.00 ~~Group I 0171636420 671,000.48 01-Nov-2006 4 9.500% 20,652.24 Group I 0171636425 408,000.00 01-~~Dec-~~2006~~06 ~~3 6~~0.~~875~~000% ~~9,010.00~~Current ~~Group~~Actual IBalance ~~0171639994 319~~10,~~196.05 01-Jan-2007 2 8.375% 8~~359,~~636~~656.~~55 Group I 0171653892 356,238.67~~ 01~~-Jan-2007~~ ~~2 7.625% 8,757.52 Group I 0171653922 155,646.26 01-Dec-2006 3 8.875% 4,468.31 Group I 0171653933 319,292.94 01-~~Jan-~~2007~~07 ~~2 9~~0.000% ~~9,304.80 Group I 0171653934 231,487.39 01~~Feb-~~Jan-2007~~07 ~~2 9~~0.000% ~~6,745.99~~Current ~~Group~~Foreclosure ITotal ~~0171676272 319,999.99 01~~Mar-~~Dec-2006~~07 ~~3 7~~0.~~250~~046% ~~7,466.64~~Loans ~~Group~~in IForeclosure ~~0171745150~~217 ~~220,425.90 01~~Apr-~~Jan-2007 2 8.875% 6,331.75 Group I 0171752541 295,851.11 01-Dec-2006 3 8.000% 7,629.74 Group I 0171784830 48,704.~~07 ~~01-Jan-2007~~ 2 11.~~625~~357% ~~1,845.80~~Original ~~Group~~Principal IBalance ~~0171785138 237~~87,~~065.30 01-Dec-2006 3 8.500% 6~~066,~~509~~875.~~11 Group I 0171802729 287,499.26 01-Jan-2007 2 8.750% 8,138.58 Group II 0171467985 171,920.~~00 01May-~~Jan-2007~~07 ~~2 8.000%~~ 4~~,441~~.~~24 Group II 0171574438 947,000.00 01-Jan-2007 2 7.500~~298% ~~22,885.84~~Current ~~Group~~Actual IIBalance ~~0171624920 174~~87,~~050.00 01-Jan-2007 2 7.250% 4~~003,~~061~~960.1670 ~~Group II 0171625027 407,661.56 01~~Jun-~~Jan-2007~~07 ~~2 8~~3.~~250~~675% ~~10,858.40 Group II 0171641554 2,000,000.00 01~~Jul-~~Dec-2006~~07 3 7.~~000~~815% ~~45,000.00 Group II 0171710397 255,999.96 01~~Aug-~~Jan-2007~~07 2 7.~~750~~184% ~~6,400.00 Group II 0171710462 879,999.99 01~~Sep-~~Jan-2007~~07 2 8.~~500~~824% ~~24,200.00 Group II 0171710501 252,000.00 01~~Oct-~~Jan-2007~~07 ~~2 7.000% 5,670.00 Group II 0171711583 387,086.47 01-Jan-2007 2 7.250%~~ 9~~,021~~.~~20 Group II 0171718438 695,990.74 01-Dec-2006 3 7.375~~328% ~~16,529.76~~*The ~~Group~~text IIreported ~~0171718455~~in ~~948,749.99~~the ~~01-Jan-2007~~above 2table ~~8.375%~~is ~~25,695.28~~presented ~~Group~~graphically IIon ~~0171718499~~the ~~1,050,000.00~~monthly ~~01-Dec-2006~~bond 3remittance 7report.~~875%~~ ~~26,687.52~~The ~~Group~~monthly IIbond ~~0171795419~~remittance ~~90,900.00~~report ~~01-Dec-2006~~can 3be ~~7.250%~~viewed ~~2,121.00~~online ~~Group~~at ~~II 0171806831 360,000~~www.~~00 01-Dec-2006 3 7~~ctslink.~~500% 8,700~~com.00 Group III ~~0171807095~~12 ~~792,000.00~~Month ~~01-Dec-2006~~Foreclosure 3History* ~~8.375%~~New ~~21,450.00~~Foreclosure ~~Group~~Loans IIMonth ~~0171809773~~Foreclosure ~~279,200.00~~Percentage ~~01-Jan-2007~~Loans 2in ~~7.375%~~Foreclosure ~~6,631.00~~17 ~~Group II 0171809867 233,600.00 01~~Nov-~~Dec-2006~~06 ~~3 7~~0.~~375~~000% ~~5,548.00~~Original ~~Group~~Principal IIBalance ~~0171811160 423~~4,~~917.20 01-Jan-2007 2 7.875% 10~~479,~~763.15 Group II 0171811177 263,200.00 01-Jan-2007 2 8.250% 7,018.68 Group II 0171811268 708,000.00 01-Dec-2006 3 7.750% 17,~~700.00 ~~Group II 0171811302 629,713.60 01-Jan-2007 2 7.250% 14,675.69 Group II 0171811339 319,400.00 01-~~Dec-~~2006~~06 ~~3 7~~0.~~750% 7,985.00 Group II 0171811399 88,~~000~~.00 01-Dec-2006 3 8.000~~% ~~2,273.36~~Current ~~Group~~Actual IIBalance ~~0171811483 115~~4,~~481.44 01-Jan-2007 2 7.500% 2~~471,~~790~~899.8035 ~~Group II 0171811943 252,000.00 01-Dec-2006 3 7.750% 6,300.00 Group II 0171812038 311,200.00 01-Dec-2006 3 7.500% 7,520.68 Group II 0171812048 440,000.00 01-~~Jan-~~2007~~07 ~~2 8~~0.000% ~~11,366.64 Group II 0171823870 246,986.58 01~~Feb-~~Jan-2007~~07 ~~2 8~~0.~~500% 6,070.17 Group II 0171824450 315,~~000~~.00 01-Dec-2006 3 6.750~~% ~~6,825.00~~Current ~~Group~~Foreclosure IITotal ~~0171841406 527,900.00 01~~Mar-~~Jan-2007~~07 ~~2 7~~0.~~625~~112% ~~12,977.52~~Loans ~~Group~~in IIForeclosure ~~0171862861~~87 ~~459,999.90 01~~Apr-~~Dec-2006~~07 ~~3 7~~0.~~550~~408% ~~11,193.36~~Original ~~Group~~Principal IIBalance ~~0171875184 456,000.00 01-Jan-2007 2 8.000% 11,780.00 Group II 0171881691 1,000,000.00 01-Dec-2006 3 7.875%~~ 25,~~416.68 Group II 0171887034 120~~666,~~250~~220.00 01May-~~Dec-2006~~07 ~~3 7~~1.~~750~~448% ~~3,006.24~~Current ~~Group~~Actual IIBalance ~~0171887054 680~~25,~~000.00 01-Jan-2007 2 7.625% 16~~621,~~716~~781.6433 ~~Group II 0171887066 80,000.00 01~~Jun-~~Jan-2007~~07 ~~2 7.375%~~ 1~~,900~~.~~00 Group II 0171903927 460,000.00 01-Jan-2007 2 8.000~~374% ~~11,883.36 Group II 0171910309 608,000.00 01~~Jul-~~Jan-2007~~07 ~~2 7~~1.~~375~~235% ~~14,440.00 Group II 0171910310 575,516.09 01~~Aug-~~Dec-2006~~07 ~~3 6~~4.~~875~~152% ~~12,682.29 Group II 0171910357 600,000.00 01~~Sep-~~Dec-2006~~07 ~~3 7~~5.~~250~~909% ~~14,000.00 Group II 0171910367 412,500.00 01~~Oct-~~Dec-2006~~07 ~~3 7~~6.~~125~~804% ~~9,453.12~~*The ~~Group~~text IIreported ~~0171910508~~in ~~308,000.00~~the ~~01-Dec-2006~~above 3table ~~7.750%~~is ~~7,700.00~~presented ~~Group~~graphically IIon ~~0171910520~~the ~~1,500,000.00~~monthly ~~01-Dec-2006~~bond 3remittance 7report.~~625%~~ ~~36,875.00~~The ~~Group~~monthly IIbond ~~0171910538~~remittance ~~284,000.00~~report ~~01-Jan-2007~~can 2be ~~8.125%~~viewed ~~7,455.00~~online ~~Group~~at ~~II 0171910552 437,550~~www.~~00 01-Dec-2006 3 7~~ctslink.~~875% 11,121~~com.04 Group II ~~0171910554~~12 ~~315,563.63~~Month ~~01-Jan-2007~~Foreclosure 2History* ~~7.875%~~New ~~8,012.14~~Foreclosure ~~Group~~Loans IIMonth ~~0171910565~~Foreclosure ~~352,000.00~~Percentage ~~01-Dec-2006~~Loans 3in ~~9.000%~~Foreclosure ~~10,266.68~~12 ~~Group II 0171910566 341,250.00 01~~Nov-~~Dec-2006~~06 ~~3 7~~0.~~750% 8,531.28 Group II 0171910602 123,306.11 01-Dec-2006 3 7.375% 2,922.87 Group II 0171910610 993,749.99 01-Jan-2007 2 7.375% 23,601.56 Group II 0171910615 568,~~000~~.00 01-Dec-2006 3 7.375~~% ~~13,490.00~~Original ~~Group~~Principal IIBalance ~~0171910631 201,499.99 01-Jan-2007 2 8.125%~~ 5,~~289.36 Group II 0171910632 215~~148,~~322~~500.~~90 01-Dec-2006 3 8.125% 5,652.24 Group II 0171912026 468,000.~~00 ~~01-~~Dec-~~2006~~06 ~~3 8~~0.~~375% 12,675.00 Group II 0171912031 672,~~000~~.00 01-Dec-2006 3 8.000~~% ~~17,360.00~~Current ~~Group~~Actual IIBalance ~~0171912043 528~~5,~~000.00 01-Dec-2006 3 8.250% 14~~146,~~080~~806.0066 ~~Group II 0171918000 222,000.00 01~~Jan-~~Dec-2006~~07 ~~3 7~~0.000% ~~4,995.00 Group II 0171918010 300,000.00 01~~Feb-~~Dec-2006~~07 ~~3 8~~0.000% ~~7,750.00~~Current ~~Group~~Foreclosure IITotal ~~0171932044 580,000.00 01~~Mar-~~Dec-2006~~07 ~~3 8~~0.~~125~~000% ~~15,225.00~~Loans ~~Group~~in IIForeclosure ~~0171932074~~107 ~~504,000.00 01~~Apr-~~Dec-2006~~07 3 7.~~625~~699% ~~12,390.00~~Original ~~Group~~Principal IIBalance ~~0171932076 391~~54,~~743.58 01-Dec-2006 3 8.125% 10~~938,~~266~~805.~~20 Group II 0171932135 309,300.~~00 01May-~~Jan-2007~~07 ~~2 7~~6.~~875~~253% ~~7,861.36~~Current ~~Group~~Actual IIBalance ~~0171932143 568~~54,~~000.00 01-Jan-2007 2 7.500% 13~~924,~~726~~893.68 ~~Group II 0171932147 214,200.00 01~~Jun-~~Dec-2006~~07 ~~3 7.875%~~ 5~~,434~~.~~84 Group II 0171940602 568,000.00 01-Dec-2006 3 7.625~~265% ~~13,937.91 Group II 0171940615 423,749.99 01~~Jul-~~Dec-2006~~07 ~~3 8.125% 11,123.44 Group II 0171940616 209,200.00 01-Dec-2006 3 8.125%~~ 5~~,491~~.~~52 Group II 0171940671 232,000.00 01-Dec-2006 3 7.625~~592% ~~5,692.96 Group II 0171957814 239,200.00 01~~Aug-~~Dec-2006~~07 ~~3 8~~9.~~000~~260% ~~6,179.36 Group II 0171968624 744,000.00 01~~Sep-~~Dec-2006 3 6.875% 16,430.00 Group II 0171968638 416,000.00~~ 07~~-Dec-2006~~ ~~3 7~~10.~~000~~809% ~~9,360.00 Group II 0171968643 750,000.00 01~~Oct-~~Dec-2006~~07 ~~3 7~~11.~~125~~036% ~~17,187.52~~*The ~~Group~~text IIreported ~~0171972878~~in ~~411,694.20~~the ~~01-Jan-2007~~above 2table ~~7.500%~~is ~~9,938.07~~presented ~~Group~~graphically IIon ~~0171980474~~the ~~869,520.00~~monthly ~~01-Dec-2006~~bond 3remittance 7report.~~250%~~ ~~20,248.99~~The ~~Group~~monthly IIbond ~~0171987184~~remittance ~~256,000.00~~report ~~01-Dec-2006~~can 3be ~~7.750%~~viewed ~~6,400.00~~online ~~Group~~at ~~II 0171988015 608,000~~www.~~00 01-Dec-2006 3 8~~ctslink.~~250% 16,213~~com.~~32 Group II 0171988040 220,000.00 01-Jan-2007 2 8.375% 5,958.36~~

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jun-06 0.000% Original Principal Balance 500,000.00 Jul-06 0.000% Current Actual Balance 497,252.57 Aug-06 0.000% Sep-06 0.000% Current Bankruptcy Total Oct-06 0.000% Loans in Bankruptcy 2 Nov-06 0.000% Original Principal Balance 659,200.00 Dec-06 0.000% Current Actual Balance 656,452.57 Jan-07 0.000% Feb-07 0.016% Mar-07 0.016% Apr-07 0.016% May-07 0.067% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jun-06 0.000% Original Principal Balance 500,000.00 Jul-06 0.000% Current Actual Balance 497,252.57 Aug-06 0.000% Sep-06 0.000% Current Bankruptcy Total Oct-06 0.000% Loans in Bankruptcy 1 Nov-06 0.000% Original Principal Balance 500,000.00 Dec-06 0.000% Current Actual Balance 497,252.57 Jan-07 0.000% Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.125% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jun-06 0.000% Original Principal Balance 0.00 Jul-06 0.000% Current Actual Balance 0.00 Aug-06 0.000% Sep-06 0.000% Current Bankruptcy Total Oct-06 0.000% Loans in Bankruptcy 1 Nov-06 0.000% Original Principal Balance 159,200.00 Dec-06 0.000% Current Actual Balance 159,200.00 Jan-07 0.000% Feb-07 0.027% Mar-07 0.027% Apr-07 0.027% May-07 0.027% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I 0171785551 May-2007 01-Oct-2006 NH 74.52 500,000.00 Group II 0171910511 May-2007 01-Dec-2006 VA 80.00 159,200.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~6 ~~Current~~Nov-06 ~~Period~~0.000% ~~(continued)~~Original ~~Group~~Principal ~~Loan~~Balance 1,440,710.00 Dec-06 0.000% Current ~~Paid~~Actual ToBalance ~~Months~~1,437,466.11 Jan-07 0.000% Feb-07 0.016% Current ~~Approximate~~Bankruptcy ~~Number~~Total ~~Actual~~Mar-07 ~~Date~~0.016% ~~Delinquent~~Loans ~~Loan~~in ~~Rate~~Bankruptcy ~~Delinquent~~12 Apr-07 0.016% Original Principal Balance ~~Interest~~3,656,460.00 May-07 0.067% Current Actual Balance 3,651,350.30 Jun-07 0.079% Jul-07 0.140% Aug-07 0.150% Sep-07 0.432% Oct-07 0.391% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I ~~0171785551~~12 ~~497~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 5 Nov-06 0.000% Original Principal Balance 872,~~252~~710.5700 01Dec-06 0.000% Current Actual Balance 869,466.11 Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 7 Apr-07 0.000% Original Principal Balance 1,511,510.00 May-~~2007~~07 (0.125% Current Actual Balance 1),508,118.11 8Jun-07 0.000% ~~3,213~~Jul-07 0.69000% Aug-07 0.160% Sep-07 0.295% Oct-07 0.400% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II ~~0171910511~~12 ~~159~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Nov-06 0.000% Original Principal Balance 568,~~200~~000.00 01Dec-06 0.000% Current Actual Balance 568,000.00 Jan-07 0.000% Feb-07 0.027% Current Bankruptcy Total Mar-07 0.027% Loans in Bankruptcy 3 Apr-~~2007~~07 0.027% 7Original Principal Balance 1,688,750.~~500~~00 May-07 0.027% Current Actual Balance 1,~~923~~688,749.6699 Jun-07 0.134% Jul-07 0.237% Aug-07 0.144% Sep-07 0.525% Oct-07 0.385% *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.

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.024% 3 Month Average 1.408% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 NoN/A ~~Realized~~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 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.031% N/A Jul-2007 2.298% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.071% N/A Sep-2007 4.223% 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 ~~Information~~Severity toCurrent Month 0.000% Current Month 15.274% 3 Month Average 0.284% 3 Month Average 15.104% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.372% N/A Jul-2007 14.764% N/A Aug-2007 0.000% N/A Aug-2007 14.764% N/A Sep-2007 0.851% N/A Sep-2007 15.274% N/A Oct-2007 0.000% N/A Oct-2007 15.274% 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. ~~this~~The ~~period~~graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I - No Realized Loss Information to report this period. Group II MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.040% 3 Month Average 2.551% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 NoN/A ~~Realized~~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 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.053% N/A Jul-2007 4.277% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.120% N/A Sep-2007 7.654% 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 ~~Information~~Severity toCurrent Month 0.000% Current Month 15.501% 3 Month Average 0.477% 3 Month Average 15.255% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.628% N/A Jul-2007 14.764% N/A Aug-2007 0.000% N/A Aug-2007 14.764% N/A Sep-2007 1.430% N/A Sep-2007 15.501% N/A Oct-2007 0.000% N/A Oct-2007 15.501% 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. ~~this~~The ~~period~~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 I 258 52,~~177~~294,~~639~~622.00 52,~~142~~280,~~034~~869.8919 10 ~~460,000~~0.00 ~~460,000~~0.00 Group II 122 5444,~~844,500~~000.00 5442,~~836,861~~752.1849 0 0.00 0.00 Total 3710 112,~~022~~738,~~139~~622.00 102,~~978~~723,~~896~~621.0768 10 ~~460,000~~0.00 ~~460,000~~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 I 0 0.00 0.00 0 0.00 0.00 2521,~~871~~682.4982 Group II 0 0.00 0.00 0 0.00 0.00 ~~142~~23,~~502~~487.5272 Total 0 0.00 0.00 0 0.00 0.00 ~~168~~45,~~374~~170.0154

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0170581383~~0170815319 NYNM 4695.~~25 01-Jan-2006 185,000.~~00 ~~182,485.54 Group I 0171479494 RI 41.43~~ 01-~~Oct~~Feb-2006 ~~145~~138,~~000~~722.00 ~~144~~135,~~120~~109.0479 Group I ~~0171529107~~0171362968 OKMA 6775.~~74 01-Sep-2006 52,499.~~00 ~~52,204.55 Group I 0171529108 OK 70.00~~ 01-~~Sep~~Aug-2006 59121,500.00 59120,~~166~~393.2869 Group I ~~0171530798~~0171481349 IL 7587.0011 01-~~Sep-2006 90,750.00 90,172.94 Group I 0171540880 CA 80.00 01-~~Oct-2006 ~~720~~169,000.00 ~~720,000.00 Group I 0171585238 MD 80.00 01-Oct-2006 460,000.00 460,000.00 Group I 0171602759 ME 75.00 01-Sep-2006 168,750.00~~ 167,~~676~~679.9707 Group I ~~0171636344~~0171759419 TXPA 9290.~~01 01-Sep-2006 97,990.~~00 ~~97,441.22 Group I 0171641062 NJ 80.00~~ 01-~~Oct-2006 456,000.00 453,556.34 Group I 0171784799 NV 75.00 01-~~Nov-2006 ~~431~~50,~~250~~400.00 ~~429~~50,~~333~~019.8604 Group I ~~0171784809~~0171784820 MDCA 70.00 01-Oct-2006 ~~219~~910,~~450.00 218,953.31 Group I 0171784835 MA 37.50 01-Oct-2006 150,~~000.00 ~~149~~910,~~141.74 Group I 0171785053 NC 72.79 01-Oct-2006 107,~~000.00 ~~106,454.75~~ Group I ~~0171785086~~0171785237 VANY 8076.0070 01-Oct-2006 92395,000.00 91390,~~531~~640.1731 Group I ~~0171785175~~0171785311 AZMD 7287.~~08 01-Oct-2006 162,350.00 161,388.81 Group I 0171785177 NJ~~ 88~~.55~~ 01-Oct-2006 ~~321~~145,000.00 ~~320~~144,~~219~~364.5633 Group I ~~0171785181~~0171815306 FLMA 80100.00 01-Oct-2006 104,000.00 104,000.00 Group I 0171785381 NC 75.00 01-Oct-2006 37,500.00 37,327.35 Group I 0171785450 MD 80.00 01-Oct-2006 208,000.00 208,000.00 Group I 0171785572 LA 59.81 01-Oct-2006 125,000.00 116,250.42 Group I 0171802761 CT 80.00 01-Nov-2006 ~~228~~365,000.00 ~~227~~361,~~516~~635.6134 Group I 0171815273 FL 53.97 01-Nov-2006 197,000.00 194,279.64 Group I 0171815364 NC 80.00 01-Nov-2006 489,600.00 478,525.73 Group I 0171868872 NV 48.47 01-Dec-2006 190,000.00 189,140.61 Group I 0171868911 FL 51.66 01-Dec-2006 140,000.00 139,248.56 Group II ~~0171601809~~0171809854 ILIN 80.00 01-Oct-2006 ~~148~~132,000.00 ~~147~~130,~~186~~646.7172 Group II ~~0171710502~~0171932062 ~~UT 80.00 01-Oct-2006 960,000.00 954,097.99 Group II 0171718452~~ CA ~~75.00 01-Nov-2006 1,192,550.00 1,192,550.00 Group II 0171752588 AZ~~ 80.00 01-Dec-2006 ~~544~~312,000.00 ~~544~~312,000.00 Group II 0171784180 CA 46.97 01-Dec-2006 775,000.00 774,786.07 Group II 0171811274 TX 80.00 01-Nov-2006 244,000.00 244,000.00 Group II 0171811444 WA 80.00 01-Nov-2006 392,000.00 392,000.00 Group II 0171887031 GA 79.94 01-Dec-2006 60,750.00 60,525.26 Group II 0171903921 OR 63.51 01-Dec-2006 300,000.00 298,389.84 Group II 0171910306 CA 78.68 01-Dec-2006 417,000.00 417,000.00 Group II 0171940618 CA 80.00 01-Jan-2007 324,000.00 324,000.00 Group II 0171957581 VA 80.00 01-Jan-2007 487,200.00 487,200.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0170581383~~0170815319 Loan Paid in Full 0 7.~~375% 360 16 Group I 0171479494 Loan Paid in Full (1) 7.~~500% 360 720 Group I ~~0171529107~~0171362968 Loan Paid in Full 0 8.~~500% 360 8 Group I 0171529108 Loan Paid in Full 0 8.500% 360 8 Group I 0171530798 Loan Paid in Full 0 7.~~875% 360 814 Group I ~~0171540880~~0171481349 Loan Paid in Full 0 ~~9.000% 360 7 Group I 0171585238 Repurchase 3 7.500% 360 7 Group I 0171602759 Loan Paid in Full 0 7.875% 360~~ 8 ~~Group I 0171636344 Loan Paid in Full 0 8~~.750% 360 812 Group I ~~0171641062~~0171759419 Loan Paid in Full 0 8.~~125% 360 7 Group I 0171784799 Loan Paid in Full 0 8.375% 360 6 Group I 0171784809 Loan Paid in Full 0 8.125% 480 7 Group I 0171784835 Loan Paid in Full (2) 8.~~500% 360 711 Group I ~~0171785053~~0171784820 Loan Paid in Full ~~(1) 8.375% 180 7 Group I 0171785086 Loan Paid in Full~~ 0 8.~~375~~750% 360 712 Group I ~~0171785175~~0171785237 Loan Paid in Full 0 7.~~625~~000% 360 712 Group I ~~0171785177~~0171785311 Loan Paid in Full 0 7.~~875~~565% 480 712 Group I ~~0171785181~~0171815306 Loan Paid in Full ~~0 8.250% 360 7 Group I 0171785381 Loan Paid in Full~~ (1) ~~8.875% 360~~ 7 ~~Group I 0171785450 Loan Paid in Full 0 7~~.500% 360 711 Group III ~~0171785572~~0171809854 Loan Paid in Full ~~(1) 6.875% 360 7 Group I 0171802761 Loan Paid in Full~~ 0 7.~~875% 360 6 Group I 0171815273 Loan Paid in Full 0 6.375% 360 6 Group I 0171815364 Loan Paid in Full 0 7.125% 180 6 Group I 0171868872 Loan Paid in Full (1) 7.~~500% 360 512 Group ~~I 0171868911 Loan Paid in Full (1) 6.625% 360 5 Group~~ II ~~0171601809~~0171932062 Loan Paid in Full ~~0 8.000% 360 7 Group II 0171710502 Loan Paid in Full 0 7.750% 360 7 Group II 0171718452 Loan Paid in Full 0 7.750% 360~~ 6 ~~Group II 0171752588 Loan Paid in Full 0~~ 7.875% 360 5 Group II 0171784180 Loan Paid in Full 0 6.625% 360 5 Group II 0171811274 Loan Paid in Full 0 7.125% 360 6 Group II 0171811444 Loan Paid in Full 0 7.500% 360 6 Group II 0171887031 Loan Paid in Full 0 8.500% 360 5 Group II 0171903921 Loan Paid in Full 0 6.625% 360 5 Group II 0171910306 Loan Paid in Full 0 6.500% 360 5 Group II 0171940618 Loan Paid in Full 0 7.250% 360 4 Group II 0171957581 Loan Paid in Full (1) 6.000% 360 410

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 90 ~~1,477,846~~0.4100 ~~34,225~~0.8900 0.00 Group II 20 ~~774,786~~0.0700 ~~17,410~~0.00 0.00 Total 110 ~~2,252,632~~0.4800 ~~51,635~~0.8900 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~~No IPrepayment ~~0171479494~~Penalties ~~05/09/2007~~this 144,232.45 2,882.00 0.00 Group I 0171529107 04/16/2007 52,238.20 1,775.30 0.00 Group I 0171529108 05/08/2007 59,204.42 2,009.00 0.00 Group I 0171784809 04/23/2007 219,016.87 7,117.09 0.00 Group I 0171815273 04/26/2007 194,382.83 4,975.22 0.00 Group I 0171815340 03/12/2007 0.00 (7,510.32) 0.00 Group I 0171815364 04/17/2007 480,110.03 13,615.60 0.00 Group I 0171868872 05/02/2007 189,286.08 5,673.00 0.00 Group I 0171868911 05/08/2007 139,375.53 3,689.00 0.00 Group II 0171784180 05/09/2007 774,786.07 20,530.00 0.00 Group II 0171871470 03/29/2007 0.00 (3,120.00) 0.00Period

Prepayment Rates

Summary SMM CPR PSA Current Month 10.~~170~~296% Current Month 133.~~170~~494% Current Month ~~1,081~~157.~~971~~719% 3 Month Average 10.~~133~~712% 3 Month Average 128.~~770~~162% 3 Month Average ~~1,270~~420.~~164~~344% 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. ~~Jun~~Nov-2006 N/A N/A ~~Jun~~Nov-2006 N/A N/A ~~Jul~~Dec-2006 N/A N/A ~~Jul~~Dec-2006 N/A N/A ~~Aug~~Jan-~~2006~~2007 N/A N/A ~~Aug~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Feb-~~2006~~2007 ~~N/A~~8.865% N/A ~~Sep~~Feb-~~2006~~2007 ~~N/A~~1,428.343% N/A ~~Oct~~Mar-~~2006~~2007 ~~N/A~~10.818% N/A ~~Oct~~Mar-~~2006~~2007 ~~N/A~~1,321.119% N/A ~~Nov~~Apr-~~2006~~2007 ~~N/A~~14.322% N/A ~~Nov~~Apr-~~2006~~2007 ~~N/A~~1,407.400% N/A ~~Dec~~May-~~2006~~2007 ~~N/A~~13.170% N/A ~~Dec~~May-~~2006~~2007 ~~N/A~~1,081.971% N/A ~~Jan~~Jun-2007 ~~N/A~~15.380% N/A ~~Jan~~Jun-2007 ~~N/A~~1,083.983% N/A ~~Feb~~Jul-2007 814.~~865~~714% N/A ~~Feb~~Jul-2007 ~~1,428~~909.~~343~~296% N/A ~~Mar~~Aug-2007 1011.~~818~~415% N/A ~~Mar~~Aug-2007 ~~1,321~~628.~~119~~194% N/A ~~Apr~~Sep-2007 149.~~322~~578% N/A ~~Apr~~Sep-2007 ~~1,407~~475.~~400~~118% N/A ~~May~~Oct-2007 133.~~170~~494% N/A ~~May~~Oct-2007 ~~1,081~~157.~~971~~719% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 10.~~391~~608% Current Month 157.~~473~~055% Current Month ~~1,075~~290.~~627~~036% 3 Month Average 1.~~530~~035% 3 Month Average 1611.~~872~~675% 3 Month Average ~~1,385~~536.~~943~~142% 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. ~~Jun~~Nov-2006 N/A N/A ~~Jun~~Nov-2006 N/A N/A ~~Jul~~Dec-2006 N/A N/A ~~Jul~~Dec-2006 N/A N/A ~~Aug~~Jan-~~2006~~2007 N/A N/A ~~Aug~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Feb-~~2006~~2007 ~~N/A~~12.703% N/A ~~Sep~~Feb-~~2006~~2007 ~~N/A~~1,513.255% N/A ~~Oct~~Mar-~~2006~~2007 ~~N/A~~15.619% N/A ~~Oct~~Mar-~~2006~~2007 ~~N/A~~1,505.165% N/A ~~Nov~~Apr-~~2006~~2007 ~~N/A~~19.524% N/A ~~Nov~~Apr-~~2006~~2007 ~~N/A~~1,577.037% N/A ~~Dec~~May-~~2006~~2007 ~~N/A~~15.473% N/A ~~Dec~~May-~~2006~~2007 ~~N/A~~1,075.627% N/A ~~Jan~~Jun-2007 ~~N/A~~10.194% N/A ~~Jan~~Jun-2007 ~~N/A~~622.646% N/A ~~Feb~~Jul-2007 1216.~~703~~636% N/A ~~Feb~~Jul-2007 ~~1,513~~906.~~255~~548% N/A ~~Mar~~Aug-2007 15.~~619~~042% N/A ~~Mar~~Aug-2007 ~~1,505~~739.~~165~~353% N/A ~~Apr~~Sep-2007 1912.~~524~~928% N/A ~~Apr~~Sep-2007 ~~1,577~~579.~~037~~038% N/A ~~May~~Oct-2007 157.~~473~~055% N/A ~~May~~Oct-2007 ~~1,075~~290.~~627~~036% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 10.~~018~~084% Current Month 111.~~551~~000% Current Month ~~1,084~~48.~~162~~365% 3 Month Average 0.~~857~~491% 3 Month Average 95.~~796~~685% 3 Month Average ~~1,132~~321.~~070~~441% 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. ~~Jun~~Nov-2006 N/A N/A ~~Jun~~Nov-2006 N/A N/A ~~Jul~~Dec-2006 N/A N/A ~~Jul~~Dec-2006 N/A N/A ~~Aug~~Jan-~~2006~~2007 N/A N/A ~~Aug~~Jan-~~2006~~2007 N/A N/A ~~Sep~~Feb-~~2006~~2007 ~~N/A~~6.067% N/A ~~Sep~~Feb-~~2006~~2007 ~~N/A~~1,298.215% N/A ~~Oct~~Mar-~~2006~~2007 ~~N/A~~7.308% N/A ~~Oct~~Mar-~~2006~~2007 ~~N/A~~1,096.024% N/A ~~Nov~~Apr-~~2006~~2007 ~~N/A~~10.530% N/A ~~Nov~~Apr-~~2006~~2007 ~~N/A~~1,216.024% N/A ~~Dec~~May-~~2006~~2007 ~~N/A~~11.551% N/A ~~Dec~~May-~~2006~~2007 ~~N/A~~1,084.162% N/A ~~Jan~~Jun-2007 ~~N/A~~18.774% N/A ~~Jan~~Jun-2007 ~~N/A~~1,480.735% N/A ~~Feb~~Jul-2007 613.~~067~~363% N/A ~~Feb~~Jul-2007 ~~1,298~~909.~~215~~762% N/A ~~Mar~~Aug-2007 78.~~308~~835% N/A ~~Mar~~Aug-2007 ~~1,096~~529.~~024~~619% N/A ~~Apr~~Sep-2007 107.~~530~~219% N/A ~~Apr~~Sep-2007 ~~1,216~~386.~~024~~340% N/A ~~May~~Oct-2007 111.~~551~~000% N/A ~~May~~Oct-2007 ~~1,084~~48.~~162~~365% 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))

Repurchases ~~Current~~Due to Breaches Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment ~~0171585238~~No ~~460,000.00~~Repurchases ~~7.500%~~Due ~~2,875.00~~to Breaches this Period

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

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 0 0.00 0.000 5.500 5.749 11 4,~~993~~985,~~420~~013.9963 0.~~509~~535 2 ~~910~~903,~~513~~895.3820 0.~~228~~240 5.750 5.999 26 12,~~122~~093,~~947~~805.0105 1.~~237~~297 4 1,~~951~~935,~~652~~417.5943 0.~~490~~514 6.000 6.249 7977 3029,~~836~~803,~~734~~404.6636 3.~~146~~196 14 4,~~398~~355,~~526~~789.2946 1.~~103~~157 6.250 6.499 ~~136~~133 5150,~~666~~258,~~023~~120.4672 5.~~271~~390 35 10,~~338~~270,~~554~~024.7021 2.~~593~~729 6.500 6.749 ~~231~~226 8481,919,~~568~~342.0590 8.~~664~~786 68 1918,~~039~~972,~~798~~525.4837 45.~~776~~041 6.750 6.999 ~~377~~362 ~~127~~122,~~023~~348,~~827~~195.4263 1213.~~960~~121 ~~150~~144 4241,~~876~~013,~~646~~495.8290 10.~~754~~898 7.000 7.249 ~~278~~266 8681,~~649~~253,~~369~~365.0956 8.~~841~~714 ~~127~~120 3633,~~678~~846,~~773~~811.9862 98.~~200~~993 7.250 7.499 ~~363~~348 ~~106~~101,~~298~~516,~~700~~259.3666 10.~~845~~887 ~~155~~148 3736,~~917~~288,~~347~~544.0571 9.~~511~~642 7.500 7.749 ~~452~~430 ~~132~~125,~~523~~647,~~268~~809.8057 13.~~521~~475 ~~214~~203 5554,~~970~~090,~~112~~072.6593 14.~~039~~372 7.750 7.999 ~~508~~485 ~~133~~126,~~720~~214,~~380~~743.3516 13.~~643~~536 ~~281~~267 6459,~~824~~730,~~460~~913.7308 1615.~~260~~871 8.000 8.249 ~~254~~242 6158,~~359~~014,~~353~~637.0876 6.~~260~~222 ~~145~~139 2927,~~337~~983,~~357~~985.6236 7.~~359~~436 8.250 8.499 ~~214~~199 5350,~~114~~504,~~295~~182.9257 5.~~419~~416 ~~111~~103 2423,~~200~~026,~~564~~094.4405 6.~~070~~118 8.500 8.749 ~~151~~145 3431,~~130~~925,~~980~~237.8930 3.~~482~~424 ~~104~~99 1917,~~250~~192,~~532~~911.5827 4.~~828~~568 8.750 8.999 ~~127~~117 2926,~~495~~302,~~212~~105.3923 32.~~009~~821 ~~104~~95 2119,~~978~~361,~~514~~761.5944 5.~~513~~145 9.000 9.249 6058 16,~~575~~233,~~463~~016.5558 1.~~691~~741 5553 15,~~495~~152,~~158~~976.9729 34.~~887~~026 9.250 9.499 5049 7,~~839~~716,~~701~~606.6682 0.~~800~~828 4746 7,~~395~~272,~~359~~884.2135 1.~~855~~932 9.500 9.749 2625 3,~~887~~734,~~391~~838.3964 0.~~397~~401 2423 3,~~576~~424,~~886~~333.3964 0.~~897~~910 9.750 9.999 64 1,~~736~~039,~~033~~923.0401 0.~~177~~112 53 1603,~~299,533~~423.0401 0.~~326~~160 10.000 10.249 3 316,~~842~~500.1866 0.~~032~~034 3 316,~~842~~500.1866 0.~~079~~084 10.250 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.749 2 224,~~998~~515.1450 0.~~023~~024 2 224,~~998~~515.1450 0.~~056~~060 10.750 10.999 31 ~~347~~149,~~484~~287.1304 0.~~035~~016 31 ~~347~~149,~~484~~287.1304 0.~~087~~040 11.000 11.249 1 185,~~746~~379.4977 0.~~019~~020 1 185,~~746~~379.4977 0.~~047~~049 11.250 11.499 0 0.00 0.000 0 0.00 0.000 11.500 11.749 21 ~~170~~48,~~521~~574.5388 0.~~017~~005 21 ~~170~~48,~~521~~574.5388 0.~~043~~013 11.750 11.999 0 0.00 0.000 0 0.00 0.000 >= 12.000 0 0.00 0.000 0 0.00 0.000 Total 3,~~360~~211 ~~980~~932,~~138~~434,~~264~~866.5800 100.000 1,~~656~~574 ~~398~~376,~~685~~350,~~885~~117.9817 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.500 0 0.00 0.000 5.500 5.749 9 4,~~082~~081,~~907~~118.6143 0.~~702~~734 5.750 5.999 22 10,~~171~~158,~~294~~387.4262 1.~~749~~827 6.000 6.249 6563 2625,~~438~~447,~~208~~614.3790 4.~~547~~576 6.250 6.499 ~~101~~98 4139,~~327~~988,~~468~~096.7651 7.~~108~~191 6.500 6.749 ~~163~~158 6562,~~879~~946,~~769~~817.5753 11.~~330~~320 6.750 6.999 ~~227~~218 8481,~~147~~334,~~180~~699.6073 14.~~472~~626 7.000 7.249 ~~151~~146 4947,~~970~~406,~~595~~553.1194 8.~~594~~525 7.250 7.499 ~~208~~200 6865,~~381~~227,~~353~~714.3195 11.~~760~~730 7.500 7.749 ~~238~~227 7671,~~553~~557,~~156~~736.1564 1312.~~166~~868 7.750 7.999 ~~227~~218 6866,~~895~~483,~~919~~830.6208 11.~~849~~956 8.000 8.249 ~~109~~103 3230,~~021~~030,~~995~~652.4640 5.~~507~~400 8.250 8.499 ~~103~~96 2827,~~913~~478,~~731~~088.4852 4.~~973~~941 8.500 8.749 4746 14,~~880~~732,~~448~~326.3103 2.~~559~~649 8.750 8.999 2322 76,~~516~~940,~~697~~343.8079 1.~~293~~248 9.000 9.249 5 1,080,~~304~~040.5829 0.~~186~~194 9.250 9.499 3 ~~444~~443,~~342~~722.4547 0.~~076~~080 9.500 9.749 2 310,505.00 0.~~053~~056 9.750 9.999 1 436,500.00 0.~~075~~078 10.000 10.249 0 0.00 0.000 10.250 10.499 0 0.00 0.000 10.500 10.749 0 0.00 0.000 10.750 10.999 0 0.00 0.000 11.000 11.249 0 0.00 0.000 11.250 11.499 0 0.00 0.000 11.500 11.749 0 0.00 0.000 11.750 11.999 0 0.00 0.000 >= 12.000 0 0.00 0.000 Total 1,~~704~~637 ~~581~~556,~~452~~084,~~378~~748.6083 100.000

Filing Compare · Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-1