10-D 1 cit07am2_10d-200711.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: October 26, 2007 to November 26, 2007 Commission File Number of issuing entity: 333-138237-08 Citigroup Mortgage Loan Trust 2007-AMC2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-138237 Citigroup Mortgage Loan Trust Inc. (Exact name of depositor as specified in its charter) Citigroup Global Markets Realty Corp. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199187 54-2199188 54-2199189 54-2199190 54-2199705 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3-A _____ _____ __X___ ____________ A-3-B _____ _____ __X___ ____________ A-3-C _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ R-X _____ _____ __X___ ____________ CE-1 _____ _____ __X___ ____________ CE-2 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 26, 2007 a distribution was made to holders of Citigroup Mortgage Loan Trust 2007-AMC2. 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 Citigroup Mortgage Loan Trust 2007-AMC2, relating to the November 26, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Citigroup Mortgage Loan Trust 2007-AMC2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: December 3, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Citigroup Mortgage Loan Trust 2007-AMC2, relating to the November 26, 2007 distribution. EX-99.1 Citigroup Mortgage Loan Trust Inc. Asset Backed Pass-Through Certificates Distribution Date: 11/26/2007 Citigroup Mortgage Loan Trust Inc. Asset Backed Pass-Through Certificates Series 2007-AMC2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 17311XAS4 1011/2423/2007 5.~~27125~~01250% ~~602~~594,~~456~~722,~~868~~524.2926 2,~~646~~649,~~417~~819.3125 A-2 17311XAT2 1011/2423/2007 5.~~27125~~01250% ~~143~~142,~~517~~342,~~266~~367.9644 ~~630~~634,~~429~~214.4933 A-3-A 17311XAA3 1011/2423/2007 54.~~21125~~95250% ~~462~~455,~~976~~687,~~059~~214.7008 2,~~010~~006,~~569~~036.9938 A-3-B 17311XAB1 1011/2423/2007 5.~~31125~~05250% 330,788,000.00 1,~~464~~485,~~081~~605.4766 A-3-C 17311XAC9 1011/2423/2007 5.~~38125~~12250% 77,013,000.00 ~~345~~350,~~355~~665.1786 M-1 17311XAD7 1011/2423/2007 5.~~40125~~14250% 72,745,000.00 ~~327~~332,~~428~~525.2848 M-2 17311XAE5 1011/2423/2007 5.~~42125~~16250% 67,234,000.00 ~~303~~308,~~743~~529.6036 M-3 17311XAF2 1011/2423/2007 5.~~47125~~21250% 38,577,000.00 ~~175~~178,~~887~~740.0110 M-4 17311XAG0 1011/2423/2007 5.~~60125~~34250% 35,271,000.00 ~~164~~167,~~634~~498.7406 M-5 17311XAH8 1011/2423/2007 5.~~67125~~41250% 33,066,000.00 ~~156~~159,~~271~~084.2920 M-6 17311XAJ4 1011/2423/2007 5.~~70125~~44250% 31,963,000.00 ~~151~~154,~~857~~629.5489 M-7 17311XAK1 1011/2423/2007 6.~~28125~~02250% 28,658,000.00 ~~150~~153,~~006~~415.7283 M-8 17311XAL9 1011/2423/2007 76.~~13125~~87250% 25,350,000.00 ~~150~~154,~~647~~860.6633 M-9 17311XAM7 1011/2423/2007 7.~~63125~~37250% 20,942,000.00 ~~133~~137,~~178~~239.0391 M-10 17311XAU9 1011/2423/2007 7.~~63125~~37250% 25,351,000.00 ~~161~~166,~~216~~133.5255 R-X 17311XAR6 0910/2831/2007 0.00000% 0.00 0.00 CE-1 17311XAN5 0910/2831/2007 0.00000% 69,438,526.62 13,~~563~~353,~~347~~184.6561 CE-2 17311X9A5 0910/2831/2007 0.00000% 0.00 ~~272~~271,~~910~~506.6269 P 17311XAP0 0910/2831/2007 0.00000% 100.00 82100,~~024~~629.3899 R 17311XAQ8 0910/2831/2007 0.00000% 0.00 0.00 Totals 2,~~065~~049,~~346~~148,~~821~~732.5740 1012,~~890~~764,~~007~~319.4748

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 78,~~734~~573,~~344~~832.0384 0.00 ~~594~~586,~~722~~148,~~524~~691.2642 1011,~~380~~223,~~761~~652.3409 0.00 A-2 12,~~174~~490,~~899~~418.5377 0.00 ~~142~~139,~~342~~851,~~367~~948.4467 13,~~805~~124,~~329~~633.0210 0.00 A-3-A 7,~~288~~894,~~845~~540.6222 0.00 ~~455~~447,~~687~~792,~~214~~673.0886 9,~~299~~900,~~415~~576.6160 0.00 A-3-B 0.00 0.00 330,788,000.00 1,~~464~~485,~~081~~605.4766 0.00 A-3-C 0.00 0.00 77,013,000.00 ~~345~~350,~~355~~665.1786 0.00 M-1 0.00 0.00 72,745,000.00 ~~327~~332,~~428~~525.2848 0.00 M-2 0.00 0.00 67,234,000.00 ~~303~~308,~~743~~529.6036 0.00 M-3 0.00 0.00 38,577,000.00 ~~175~~178,~~887~~740.0110 0.00 M-4 0.00 0.00 35,271,000.00 ~~164~~167,~~634~~498.7406 0.00 M-5 0.00 0.00 33,066,000.00 ~~156~~159,~~271~~084.2920 0.00 M-6 0.00 0.00 31,963,000.00 ~~151~~154,~~857~~629.5489 0.00 M-7 0.00 0.00 28,658,000.00 ~~150~~153,~~006~~415.7283 0.00 M-8 0.00 0.00 25,350,000.00 ~~150~~154,~~647~~860.6633 0.00 M-9 0.00 0.00 20,942,000.00 ~~133~~137,~~178~~239.0391 0.00 M-10 0.00 0.00 25,351,000.00 ~~161~~166,~~216~~133.5255 0.00 R-X 0.00 0.00 0.00 0.00 0.00 CE-1 0.00 0.00 69,438,526.62 13,~~563~~353,~~347~~184.6561 0.00 CE-2 0.00 0.00 0.00 ~~272~~271,~~910~~506.6269 0.00 P 0.00 0.00 100.00 82100,~~024~~629.3899 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 1618,~~198~~958,~~089~~791.1883 0.00 2,~~049~~030,~~148~~189,~~732~~940.4057 2731,~~088~~723,~~096~~111.6531 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 666,686,000.00 ~~602~~594,~~456~~722,~~868~~524.2926 0.00 78,~~734~~573,~~344~~832.0384 0.00 A-2 158,870,000.00 ~~143~~142,~~517~~342,~~266~~367.9644 0.00 12,~~174~~490,~~899~~418.5377 0.00 A-3-A 522,445,000.00 ~~462~~455,~~976~~687,~~059~~214.7008 0.00 7,~~288~~894,~~845~~540.6222 0.00 A-3-B 330,788,000.00 330,788,000.00 0.00 0.00 0.00 A-3-C 77,013,000.00 77,013,000.00 0.00 0.00 0.00 M-1 72,745,000.00 72,745,000.00 0.00 0.00 0.00 M-2 67,234,000.00 67,234,000.00 0.00 0.00 0.00 M-3 38,577,000.00 38,577,000.00 0.00 0.00 0.00 M-4 35,271,000.00 35,271,000.00 0.00 0.00 0.00 M-5 33,066,000.00 33,066,000.00 0.00 0.00 0.00 M-6 31,963,000.00 31,963,000.00 0.00 0.00 0.00 M-7 28,658,000.00 28,658,000.00 0.00 0.00 0.00 M-8 25,350,000.00 25,350,000.00 0.00 0.00 0.00 M-9 20,942,000.00 20,942,000.00 0.00 0.00 0.00 M-10 25,351,000.00 25,351,000.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 CE-1 69,436,515.38 69,438,526.62 0.00 0.00 0.00 CE-2 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 2,204,395,615.38 2,~~065~~049,~~346~~148,~~821~~732.5740 0.00 1618,~~198~~958,~~089~~791.1883 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00 78,~~734~~573,~~344~~832.0384 ~~594~~586,~~722~~148,~~524~~691.2642 0.~~89205792~~87919754 78,~~734~~573,~~344~~832.0384 A-2 0.00 12,~~174~~490,~~899~~418.5377 ~~142~~139,~~342~~851,~~367~~948.4467 0.~~89596757~~88029174 12,~~174~~490,~~899~~418.5377 A-3-A 0.00 7,~~288~~894,~~845~~540.6222 ~~455~~447,~~687~~792,~~214~~673.0886 0.~~87222045~~85710969 7,~~288~~894,~~845~~540.6222 A-3-B 0.00 0.00 330,788,000.00 1.00000000 0.00 A-3-C 0.00 0.00 77,013,000.00 1.00000000 0.00 M-1 0.00 0.00 72,745,000.00 1.00000000 0.00 M-2 0.00 0.00 67,234,000.00 1.00000000 0.00 M-3 0.00 0.00 38,577,000.00 1.00000000 0.00 M-4 0.00 0.00 35,271,000.00 1.00000000 0.00 M-5 0.00 0.00 33,066,000.00 1.00000000 0.00 M-6 0.00 0.00 31,963,000.00 1.00000000 0.00 M-7 0.00 0.00 28,658,000.00 1.00000000 0.00 M-8 0.00 0.00 25,350,000.00 1.00000000 0.00 M-9 0.00 0.00 20,942,000.00 1.00000000 0.00 M-10 0.00 0.00 25,351,000.00 1.00000000 0.00 R-X 0.00 0.00 0.00 0.00000000 0.00 CE-1 0.00 0.00 69,438,526.62 1.00002897 0.00 CE-2 0.00 0.00 0.00 0.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 1618,~~198~~958,~~089~~791.1883 2,~~049~~030,~~148~~189,~~732~~940.4057 0.~~92957395~~92097350 1618,~~198~~958,~~089~~791.1883

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 666,686,000.00 ~~903~~892.~~65909632~~05791671 0.00000000 1112.~~60117961~~86037631 0.00000000 A-2 158,870,000.00 ~~903~~895.~~36291912~~96756745 0.00000000 715.~~39535173~~67582785 0.00000000 A-3-A 522,445,000.00 ~~886~~872.~~17186441~~22045207 0.00000000 1315.~~95141234~~11075849 0.00000000 A-3-B 330,788,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3-C 77,013,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 72,745,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 67,234,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 38,577,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 35,271,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 33,066,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 31,963,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 28,658,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 25,350,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 20,942,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 25,351,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 CE-1 69,436,515.38 1000.02896516 0.00000000 0.00000000 0.00000000 CE-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 1112.~~60117961~~86037631 ~~892~~879.~~05791671~~19754040 0.~~89205792~~87919754 1112.~~60117961~~86037631 A-2 0.00000000 715.~~39535173~~67582785 ~~895~~880.~~96756745~~29173960 0.~~89596757~~88029174 715.~~39535173~~67582785 A-3-A 0.00000000 1315.~~95141234~~11075849 ~~872~~857.~~22045207~~10969358 0.~~87222045~~85710969 1315.~~95141234~~11075849 A-3-B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-3-C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CE-1 0.00000000 0.00000000 1000.02896516 1.00002897 0.00000000 CE-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0910/25/07 - 1011/2425/07 3032 5.~~27125~~01250% ~~602~~594,~~456~~722,~~868~~524.2926 2,~~646~~649,~~417~~819.3125 0.00 A-2 0910/25/07 - 1011/2425/07 3032 5.~~27125~~01250% ~~143~~142,~~517~~342,~~266~~367.9644 ~~630~~634,~~429~~214.4933 0.00 A-3-A 0910/25/07 - 1011/2425/07 3032 54.~~21125~~95250% ~~462~~455,~~976~~687,~~059~~214.7008 2,~~010~~006,~~569~~036.9938 0.00 A-3-B 0910/25/07 - 1011/2425/07 3032 5.~~31125~~05250% 330,788,000.00 1,~~464~~485,~~081~~605.4766 0.00 A-3-C 0910/25/07 - 1011/2425/07 3032 5.~~38125~~12250% 77,013,000.00 ~~345~~350,~~355~~665.1786 0.00 M-1 0910/25/07 - 1011/2425/07 3032 5.~~40125~~14250% 72,745,000.00 ~~327~~332,~~428~~525.2848 0.00 M-2 0910/25/07 - 1011/2425/07 3032 5.~~42125~~16250% 67,234,000.00 ~~303~~308,~~743~~529.6036 0.00 M-3 0910/25/07 - 1011/2425/07 3032 5.~~47125~~21250% 38,577,000.00 ~~175~~178,~~887~~740.0110 0.00 M-4 0910/25/07 - 1011/2425/07 3032 5.~~60125~~34250% 35,271,000.00 ~~164~~167,~~634~~498.7406 0.00 M-5 0910/25/07 - 1011/2425/07 3032 5.~~67125~~41250% 33,066,000.00 ~~156~~159,~~271~~084.2920 0.00 M-6 0910/25/07 - 1011/2425/07 3032 5.~~70125~~44250% 31,963,000.00 ~~151~~154,~~857~~629.5489 0.00 M-7 0910/25/07 - 1011/2425/07 3032 6.~~28125~~02250% 28,658,000.00 ~~150~~153,~~006~~415.7283 0.00 M-8 0910/25/07 - 1011/2425/07 3032 76.~~13125~~87250% 25,350,000.00 ~~150~~154,~~647~~860.6633 0.00 M-9 0910/25/07 - 1011/2425/07 3032 7.~~63125~~37250% 20,942,000.00 ~~133~~137,~~178~~239.0391 37,~~299~~624.6983 M-10 0910/25/07 - 1011/2425/07 3032 7.~~63125~~37250% 25,351,000.00 ~~161~~166,~~216~~133.5255 39,~~994~~230.3911 R-X N/A N/A 0.00000% 0.00 0.00 0.00 CE-1 N/A N/A 0.00000% 69,438,526.62 0.00 0.00 CE-2 N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 89,~~971~~038,~~724~~998.8219 716,~~294~~854.0894

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 2,~~646~~649,~~417~~819.3125 0.00 ~~594~~586,~~722~~148,~~524~~691.2642 A-2 0.00 0.00 ~~630~~634,~~429~~214.4933 0.00 ~~142~~139,~~342~~851,~~367~~948.4467 A-3-A 0.00 0.00 2,~~010~~006,~~569~~036.9938 0.00 ~~455~~447,~~687~~792,~~214~~673.0886 A-3-B 0.00 0.00 1,~~464~~485,~~081~~605.4766 0.00 330,788,000.00 A-3-C 0.00 0.00 ~~345~~350,~~355~~665.1786 0.00 77,013,000.00 M-1 0.00 0.00 ~~327~~332,~~428~~525.2848 0.00 72,745,000.00 M-2 0.00 0.00 ~~303~~308,~~743~~529.6036 0.00 67,234,000.00 M-3 0.00 0.00 ~~175~~178,~~887~~740.0110 0.00 38,577,000.00 M-4 0.00 0.00 ~~164~~167,~~634~~498.7406 0.00 35,271,000.00 M-5 0.00 0.00 ~~156~~159,~~271~~084.2920 0.00 33,066,000.00 M-6 0.00 0.00 ~~151~~154,~~857~~629.5489 0.00 31,963,000.00 M-7 0.00 0.00 ~~150~~153,~~006~~415.7283 0.00 28,658,000.00 M-8 0.00 0.00 ~~150~~154,~~647~~860.6633 0.00 25,350,000.00 M-9 37,~~299~~624.6983 0.00 ~~133~~137,~~178~~239.0391 0.00 20,942,000.00 M-10 39,~~994~~230.3911 0.00 ~~161~~166,~~216~~133.5255 0.00 25,351,000.00 R-X 0.00 0.00 0.00 0.00 0.00 CE-1 0.00 0.00 13,~~563~~353,~~347~~184.6561 0.00 69,438,526.62 CE-2 0.00 0.00 ~~272~~271,~~910~~506.6269 0.00 0.00 P 0.00 0.00 82100,~~024~~629.3899 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 716,~~294~~854.0894 0.00 1012,~~890~~764,~~007~~319.4748 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 666,686,000.00 5.~~27125~~01250% ~~903~~892.~~65909632~~05791671 3.~~96951085~~97461361 0.00000000 A-2 158,870,000.00 5.~~27125~~01250% ~~903~~895.~~36291912~~96756745 3.~~96820979~~99203330 0.00000000 A-3-A 522,445,000.00 54.~~21125~~95250% ~~886~~872.~~17186441~~22045207 3.~~84838594~~83970826 0.00000000 A-3-B 330,788,000.00 5.~~31125~~05250% 1000.00000000 4.~~42604166~~49111110 0.00000000 A-3-C 77,013,000.00 5.~~38125~~12250% 1000.00000000 4.~~48437498~~55333333 0.00000000 M-1 72,745,000.00 5.~~40125~~14250% 1000.00000000 4.~~50104172~~57111114 0.00000000 M-2 67,234,000.00 5.~~42125~~16250% 1000.00000000 4.~~51770830~~58888895 0.00000000 M-3 38,577,000.00 5.~~47125~~21250% 1000.00000000 4.~~55937502~~63333333 0.00000000 M-4 35,271,000.00 5.~~60125~~34250% 1000.00000000 4.~~66770832~~74888889 0.00000000 M-5 33,066,000.00 5.~~67125~~41250% 1000.00000000 4.~~72604155~~81111111 0.00000000 M-6 31,963,000.00 5.~~70125~~44250% 1000.00000000 4.~~75104152~~83777774 0.00000000 M-7 28,658,000.00 6.~~28125~~02250% 1000.00000000 5.~~23437504~~35333345 0.00000000 M-8 25,350,000.00 76.~~13125~~87250% 1000.00000000 56.~~94270848~~10888876 0.00000000 M-9 20,942,000.00 7.~~63125~~37250% 1000.00000000 6.~~35937494~~55333349 0.~~15756327~~36409273 M-10 25,351,000.00 7.~~63125~~37250% 1000.00000000 6.~~35937517~~55333320 0.~~15756341~~36409254 R-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 CE-1 69,436,515.38 0.00000% 1000.02896516 0.00000000 0.00000000 CE-2 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 3.~~96951085~~97461361 0.00000000 ~~892~~879.~~05791671~~19754040 A-2 0.00000000 0.00000000 3.~~96820979~~99203330 0.00000000 ~~895~~880.~~96756745~~29173960 A-3-A 0.00000000 0.00000000 3.~~84838594~~83970826 0.00000000 ~~872~~857.~~22045207~~10969358 A-3-B 0.00000000 0.00000000 4.~~42604166~~49111110 0.00000000 1000.00000000 A-3-C 0.00000000 0.00000000 4.~~48437498~~55333333 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~50104172~~57111114 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~51770830~~58888895 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~55937502~~63333333 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~66770832~~74888889 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~72604155~~81111111 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 4.~~75104152~~83777774 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~23437504~~35333345 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 56.~~94270848~~10888876 0.00000000 1000.00000000 M-9 0.~~15756327~~36409273 0.00000000 6.~~35937494~~55333349 0.00000000 1000.00000000 M-10 0.~~15756341~~36409254 0.00000000 6.~~35937517~~55333320 0.00000000 1000.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CE-1 0.00000000 0.00000000 2248.~~51477686~~29137222 0.00000000 1000.02896516 CE-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~820243~~1006299.~~80000000~~90000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2932,~~478~~665,~~928~~050.5949 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 4,~~819~~944,~~639~~954.0134 Gains & Subsequent Recoveries (Realized Losses) (2290,~~273,605~~165.0781) Prepayment Penalties 82100,~~024~~629.3899 Swap/Cap Payments 0.00 Total Deposits 3237,~~106~~420,~~986~~469.9101 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 4,~~134~~819,~~233~~639.3701 Total Administration Fees ~~884~~877,~~656~~718.8969 Payment of Interest and Principal 2731,~~088~~723,~~096~~111.6531 Total Withdrawals (Pool Distribution Amount) 3237,~~106~~420,~~986~~469.9101 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~860~~853,~~561~~811.1896 Credit Risk Manager Fee - Clayton Fixed Income Services 2423,~~095~~906.7173 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~884~~877,~~656~~718.8969 *Servicer Payees include: COUNTRYWIDE HOME LOANS SERVICING LP; GMAC MORTGAGE, ~~CORPORATION~~LLC; OCWEN LOAN SERVICING, LLC

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Cap Termination Reserve Account 0.00 0.00 0.00 0.00 Net WAC Rate Carryover Reserve Account 0.00 716,~~294~~854.0994 716,~~294~~854.0994 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Trust Account - Citibank, N.A. 0.00 0.00 0.00

Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~077571~~072269 8.~~038880~~035011 Weighted Average Net Rate 7.~~577571~~572269 7.~~538880~~535011 Weighted Average Pass-Through Rate 7.~~563571~~558269 7.~~524880~~521011 Weighted Average Remaining Term ~~348~~ 347 346 Principal And Interest Constant 5,~~588~~539,~~259~~019.2140 1,~~342~~334,~~282~~321.75 Beginning Loan Count 4,~~305~~269 ~~979~~972 Loans Paid in Full 3638 711 Ending Loan Count 4,~~269~~231 ~~972~~961 Beginning Scheduled Balance ~~773~~766,~~562~~748,~~490~~598.9481 ~~184~~183,~~295~~247,~~601~~652.2961 Ending Scheduled Balance ~~766~~758,~~748~~278,~~598~~753.8122 ~~183~~180,~~247~~793,~~652~~323.6166 Actual Ending Collateral Balance ~~767~~758,~~379~~946,~~185~~298.5600 ~~183~~180,~~408~~957,~~566~~715.1561 Scheduled Principal 381,~~171~~185.0903 107,~~674~~324.1735 Unscheduled Principal 68,~~432~~088,~~721~~660.0456 ~~940~~2,~~274~~347,004.5160 Negative Amortized Principal 0.00 0.00 Scheduled Interest 5,~~207~~157,~~088~~834.1237 1,~~234~~226,~~608~~997.5840 Servicing Fees ~~322~~319,~~317~~478.7058 76,~~789~~353.8418 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 98,~~024~~945.8940 2,~~150~~137.1289 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 4,~~875~~829,~~745~~410.5339 1,~~155~~148,~~668~~506.6233 Realized Loss Amount ~~122~~20,~~768~~488.2465 ~~30,820~~0.6900 Cumulative Realized Loss ~~313~~334,~~542~~030.1075 30,820.69 Percentage of Cumulative Losses 0.~~0375~~0399 0.0155 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 4342,~~612~~048.7354 918,~~530~~725.8323 Prepayment Penalty Paid Count 76 45 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group III Total Collateral Description Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~911658~~903672 7.~~985152~~978503 Weighted Average Net Rate 7.~~411657~~403672 7.~~485152~~478503 Weighted Average Pass-Through Rate 7.~~397658~~389672 7.~~471152~~464503 Weighted Average Remaining Term ~~349~~ 348 347 Principal And Interest Constant 7,~~758~~696,~~427~~039.5424 14,~~688~~569,~~969~~380.5039 Beginning Loan Count 4,~~477~~433 9,~~761~~674 Loans Paid in Full 4437 8786 Ending Loan Count 4,~~433~~396 9,~~674~~588 Beginning Scheduled Balance 1,~~107~~099,~~488~~152,~~729~~480.3497 2,~~065~~049,~~346~~148,~~821~~732.5739 Ending Scheduled Balance 1,~~099~~091,~~152~~117,~~480~~863.9768 2,~~049~~030,~~148~~189,~~732~~940.3956 Actual Ending Collateral Balance 1,~~100~~092,~~035~~074,~~996~~549.5071 2,~~050~~031,~~823~~978,~~748~~563.2132 Scheduled Principal 456,~~701~~588.2868 945,~~546~~098.5406 Unscheduled Principal 7,~~879~~578,~~547~~028.0961 1518,~~252~~013,~~542~~693.6477 Negative Amortized Principal 0.00 0.00 Scheduled Interest 7,~~301~~239,~~726~~450.2656 13,~~743~~624,~~422~~282.9633 Servicing Fees ~~461~~457,~~453~~980.6420 ~~860~~853,~~561~~811.1896 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 12,~~920~~823.7044 2423,~~095~~906.7173 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 6,~~827~~768,~~351~~646.92 12,~~858~~746,~~766~~563.0764 Realized Loss Amount 2269,~~120,016~~677.1416 2290,~~273,605~~165.0781 Cumulative Realized Loss 3,~~705~~974,~~022~~700.8804 4,~~049~~339,~~385~~551.6748 Percentage of Cumulative Losses 0.~~3172~~3403 0.~~1837~~1969 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 2839,~~880~~856.8222 82100,~~024~~629.3899 Prepayment Penalty Paid Count 106 2117 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cashflow 13,~~570~~370,~~641~~039.7355 Extraordinary Trust Fund Expenses 0.00 Relief Act Interest Shortfalls 0326.0032 Informational Reporting Senior Enhancement % 2122.~~891804~~096239% Delinquency % 1518.~~419705~~064564% Significance % 0.~~010888%~~010345 Structural Reporting Overcollateralization Increase Amount 0.00 Overcollateralization Amount 69,438,526.62 Overcollateralization Deficiency Amount 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Target Amount 69,438,526.62 Trigger Event Reporting Optional Termination Date NO Stepdown Date NO Delinquency Trigger Trigger Result Fail Threshold Value 8.~~525144~~592533% Calculated Value 1518.~~419705~~064564% Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.450000% Calculated Value 0.~~174940~~187403% Trigger Event Trigger Result Pass

Delinquency Status 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 1215 0 0 1215 2,~~119~~884,~~278~~835.4039 0.00 0.00 2,~~119~~884,~~278~~835.4039 30 Days ~~579~~569 01 1418 0 ~~593~~588 ~~129~~123,~~575~~532,~~746~~612.7321 0264,179.0072 23,~~901~~796,~~216~~767.1142 0.00 ~~132~~127,~~476~~593,~~962~~559.8435 60 Days ~~234~~254 52 ~~120~~112 0 ~~359~~368 4954,~~012~~628,~~048~~750.4440 1415,~~206,249~~586.0308 3229,~~672~~646,~~243~~714.8068 0.00 8284,~~890~~691,~~541~~051.2716 90 Days ~~104~~85 35 ~~133~~173 21 ~~242~~264 1815,~~381~~462,~~058~~023.5688 ~~965~~1,~~953~~044,616.0717 3546,~~288~~108,~~428~~724.1022 ~~324~~157,~~956~~031.8112 5462,~~960~~772,~~396~~395.5439 120 Days 6785 79 ~~112~~122 64 ~~192~~220 1013,~~818~~615,~~453~~191.9525 ~~819~~1,~~669~~828,446.1428 34,~~471~~367,~~841~~776.8874 1693,~~013,512~~343.1403 4750,~~123~~504,~~477~~757.1130 150 Days 48 6 ~~137~~111 89 ~~199~~174 67,~~436~~477,~~199~~266.2838 ~~817~~669,~~326~~130.2109 3835,~~878~~150,~~216~~754.2118 1,~~258~~553,~~848~~931.5442 4744,~~390~~851,~~590~~082.2407 180+ Days 5792 914 ~~205~~271 3496 ~~305~~473 610,~~357~~062,~~656~~717.5834 13,~~204~~279,~~276~~542.36 65 80,~~278~~785,~~252~~513.6576 827,~~676~~094,~~606~~283.8748 81121,~~516~~222,~~792~~057.4623 Totals 1,~~089~~133 4252 ~~721~~807 50110 12,~~902~~102 ~~220~~224,~~581~~778,~~163~~561.5446 710,~~132~~386,~~752~~336.2138 ~~209~~229,~~490~~856,~~198~~251.7500 1129,~~273~~498,~~924~~589.3605 ~~448~~494,~~478~~519,~~038~~737.8689 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.~~124044~~156446% 0.000000% 0.000000% 0.~~124044~~156446% 0.~~103338~~141972% 0.000000% 0.000000% 0.~~103338~~141972% 30 Days 5.~~985115~~934501% 0.~~000000~~010430% 0.~~144718~~187735% 0.000000% 6.~~129833~~132666% 6.~~318229~~079425% 0.~~000000~~013001% 0.~~141466~~186851% 0.000000% 6.~~459695~~279277% 60 Days 2.~~418855~~649145% 0.~~051685~~020859% 1.~~240438~~168127% 0.000000% 3.~~710978~~838131% 2.~~389871~~688451% 0.~~058818~~020452% 1.~~593128~~459007% 0.000000% 4.~~041817~~167911% 90 Days 10.~~075047~~886525% 0.~~031011~~052149% 1.~~374819~~804339% 0.~~020674~~010430% 2.~~501551~~753442% 0.~~896277~~760934% 0.~~047101~~051409% 12.~~720695~~269154% 0.~~015845~~007728% 23.~~679918~~089225% 120 Days 0.~~692578~~886525% 0.~~072359~~093867% 1.~~157742~~272424% 0.~~062022~~041719% 12.~~984701~~294535% 0.~~527517~~670046% 0.~~039968~~089984% 1.~~680878~~691345% 0.~~049420~~034122% 2.~~297783~~485497% 150 Days 0.~~496175~~500626% 0.~~062022~~062578% 1.~~416167~~157697% 0.~~082696~~093867% 21.~~057060~~814768% 0.~~313835~~367980% 0.~~039854~~032930% 1.~~895737~~729878% 0.~~061383~~076474% 2.~~310808~~207262% 180+ Days 0.~~589208~~959533% 0.~~093033~~146016% 2.~~119082~~826450% 01.~~351458~~001252% 34.~~152781~~933250% 0.~~310005~~495218% 0.~~058722~~161397% 3.~~183026~~975707% 01.~~423079~~333394% 35.~~974832~~965715% Totals 11.~~256977~~816854% 0.~~434153~~542345% 78.~~452967~~416771% 01.~~516849~~147267% 1921.~~660947~~923237% 1011.~~755735~~062054% 0.~~347799~~511144% 1011.~~214929~~311943% 01.~~549727~~451718% 2124.~~868190~~336858%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 4,~~819~~944,~~639~~954.0134

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I 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 68 0 0 68 ~~916~~1,~~572~~526,841.1117 0.00 0.00 ~~916~~1,~~572~~526,841.1117 30 Days ~~257~~249 0 47 0 ~~261~~256 4948,~~136~~223,~~885~~166.11 0.00 ~~644~~1,~~690~~471,244.8374 0.00 49,~~781~~694,~~575~~410.9485 60 Days ~~102~~105 41 4150 0 ~~147~~156 1918,~~698~~920,~~012~~395.2076 ~~718~~121,~~249~~040.0343 89,~~604~~413,~~950~~288.4119 0.00 2928,~~021~~454,~~211~~724.6438 90 Days 3331 12 5468 1 89102 6,~~331~~185,~~187~~255.4120 39414,~~819~~357.8858 1114,~~065~~405,~~943~~192.2977 ~~123~~157,~~015~~031.1312 1721,~~559~~161,~~965~~836.7167 120 Days 2431 14 3040 52 6077 35,~~581~~698,~~522~~187.8789 ~~105~~401,~~410~~805.9215 68,~~892~~972,~~157~~997.4006 ~~637~~383,~~887~~860.7036 1115,~~216~~456,~~978~~850.8946 150 Days 1113 43 4230 56 6252 21,~~169~~476,~~432~~247.6632 ~~612~~427,~~534~~247.8513 97,~~553~~079,~~484~~317.2571 ~~719~~916,~~481~~760.9832 139,~~054~~899,~~933~~572.7448 180+ Days 613 24 5880 931 75128 ~~716~~1,~~876~~685,912.6952 ~~142~~844,~~854~~516.6201 1418,~~679~~598,~~463~~678.7134 16,~~637~~948,~~843~~256.3396 1728,~~177~~077,~~038~~363.3583 Totals ~~433~~442 1822 ~~229~~275 2040 ~~700~~779 8182,~~633~~189,~~916~~164.9480 23,~~535~~735,~~441~~807.4147 5159,~~440~~940,~~689~~718.8981 38,~~118~~405,~~228~~908.1476 ~~138~~154,~~728~~271,~~276~~599.3884 0-29 Days 0.~~140548~~189081% 0.000000% 0.000000% 0.~~140548~~189081% 0.~~119442~~201179% 0.000000% 0.000000% 0.~~119442~~201179% 30 Days 65.~~020145~~885134% 0.000000% 0.~~093699~~165446% 0.000000% 6.~~113844~~050579% 6.~~403208~~353963% 0.000000% 0.~~084012~~193854% 0.000000% 6.~~487220~~547816% 60 Days 2.~~389318~~481683% 0.~~093699~~023635% 01.~~960412~~181754% 0.000000% 3.~~443429~~687072% 2.~~566920~~492982% 0.~~093598~~015948% 1.~~121343~~240310% 0.000000% 3.~~781861~~749241% 90 Days 0.~~773015~~732687% 0.~~023425~~047270% 1.~~264933~~607185% 0.~~023425~~023635% 2.~~084797~~410778% 0.~~825040~~814979% 0.~~005189~~054596% 1.~~442044~~898052% 0.~~016031~~020691% 2.~~288304~~788318% 120 Days 0.~~562193~~732687% 0.~~023425~~094540% 0.~~702741~~945403% 0.~~117123~~047270% 1.~~405481~~819901% 0.~~466721~~750803% 0.~~013736~~052943% 01.~~898142~~182297% 0.~~083125~~050578% 12.~~461726~~036620% 150 Days 0.~~257672~~307256% 0.~~093699~~070905% 0.~~983837~~709052% 0.~~117123~~141810% 1.~~452331~~229024% 0.~~282707~~194513% 0.~~079822~~056295% 10.~~244950~~932782% 0.~~093758~~120794% 1.~~701236~~304384% 180+ Days 0.~~140548~~307256% 0.~~046849~~094540% 1.~~358632~~890806% 0.~~210822~~732687% 13.~~756852~~025290% 0.~~093419~~222139% 0.~~018616~~111275% 12.~~912935~~450592% 0.~~213433~~915514% 23.~~238403~~699519% Totals 10.~~142891~~446703% 0.~~421644~~519972% 56.~~364254~~499645% 0.~~468494~~945403% 1618.~~397283~~411723% 10.~~638016~~829378% 0.~~330403~~492236% 67.~~703425~~897887% 01.~~406348~~107576% 1820.~~078191~~327077% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II 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 21 0 0 21 ~~438~~174,~~355~~047.8318 0.00 0.00 ~~438~~174,~~355~~047.8318 30 Days 4238 01 63 0 4842 87,~~965~~418,~~617~~530.7574 0264,179.0072 1378,~~178,269~~780.2765 0.00 108,~~143~~061,~~887~~491.0211 60 Days 89 0 2219 0 3028 21,~~040~~772,~~447~~037.8773 0.00 43,~~532~~903,~~877~~010.8592 0.00 65,~~573~~675,~~325~~048.7265 90 Days 21 01 1918 10 2220 ~~273~~372,~~375~~600.6100 0264,000.00 43,~~591~~786,~~351~~531.5395 ~~201,941~~0.6800 54,~~066~~423,~~668~~131.8295 120 Days 1 0 114 72 117 9128,050.33 0.00 ~~128~~3,~~084.19 1~~531,~~764,603~~564.0714 ~~375~~309,~~624~~482.4467 23,~~268~~969,~~311~~097.7014 150 Days 20 1 7 1 119 ~~96,691~~0.1900 54,~~447~~306.7690 1,~~842~~881,~~239~~610.1195 ~~127~~375,~~212~~624.3744 2,~~120~~311,~~590~~542.4329 180+ Days 56 01 1114 69 2230 ~~340~~375,~~294~~420.0326 061,564.0096 23,~~284~~150,~~645~~960.3768 1,~~031~~554,~~328~~735.6715 35,~~656~~142,~~268~~681.0705 Totals 5955 45 7275 912 ~~144~~147 1110,~~716~~066,~~426~~639.4506 ~~620~~818,~~887~~098.7876 16,~~193~~632,~~986~~459.2029 12,~~736~~239,~~107~~842.1626 3029,~~267~~757,~~407~~039.5937 0-29 Days 0.~~205761~~104058% 0.000000% 0.000000% 0.~~205761~~104058% 0.~~239005~~096181% 0.000000% 0.000000% 0.~~239005~~096181% 30 Days 43.~~320988~~954214% 0.~~000000~~104058% 0.~~617284~~312175% 0.000000% 4.~~938272~~370447% 4.~~888331~~099593% 0.~~000000~~145990% 0.~~642429~~209320% 0.000000% 54.~~530760~~454903% 60 Days 0.~~823045~~936524% 0.000000% 21.~~263374~~977107% 0.000000% 32.~~086420~~913632% 10.~~112515~~979255% 0.000000% 2.~~471465~~156864% 0.000000% 3.~~583980~~136119% 90 Days 0.~~205761~~104058% 0.~~000000~~104058% 1.~~954733~~873049% 0.~~102881~~000000% 2.~~263374~~081165% 0.~~149053~~205904% 0.~~000000~~145890% 2.~~503346~~092495% 0.~~110105~~000000% 2.~~762504~~444290% 120 Days 0.~~000000~~104058% 0.~~102881~~000000% 01.~~720165~~456816% 0.~~102881~~208117% 01.~~925926~~768991% 0.~~000000~~070763% 0.~~069835~~000000% 01.~~962116~~951596% 0.~~204802~~171025% 12.~~236753~~193384% 150 Days 0.~~205761~~000000% 0.~~102881~~104058% 0.~~720165~~728408% 0.~~102881~~104058% 10.~~131687~~936524% 0.~~052719~~000000% 0.~~029687~~030011% 1.~~004446~~039807% 0.~~069360~~207576% 1.~~156211~~277394% 180+ Days 0.~~514403~~624350% 0.~~000000~~104058% 1.~~131687~~456816% 0.~~617284~~936524% 23.~~263374~~121748% 0.~~185539~~207463% 0.~~000000~~034022% 1.~~245659~~741269% 0.~~562312~~859170% 12.~~993510~~841924% Totals 65.~~069959~~723205% 0.~~411523~~520291% 7.~~407407~~804370% 01.~~925926~~248699% 1415.~~814815~~296566% 65.~~388157~~562979% 0.~~338527~~452094% 89.~~829460~~191351% 01.~~946579~~237771% 16.~~502723~~444195% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group III 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 46 0 0 46 ~~764~~1,~~350~~183,947.4604 0.00 0.00 ~~764~~1,~~350~~183,947.4604 30 Days ~~280~~282 0 48 0 ~~284~~290 7167,~~473~~890,~~243~~915.8736 0.00 1,~~078~~946,~~256~~742.0103 0.00 7269,~~551~~837,~~499~~657.8839 60 Days ~~124~~140 1 5743 0 ~~182~~184 2733,~~273~~936,~~588~~316.3791 ~~488~~294,~~000~~545.0065 1916,~~534~~330,415.5457 0.00 4750,~~296~~561,~~003~~278.9113 90 Days 6953 2 6087 0 ~~131~~142 118,~~776~~904,~~495~~168.5468 ~~926~~366,~~133~~258.1959 1927,~~631~~916,~~133~~999.2850 0.00 3237,~~333~~187,~~762~~426.0177 120 Days 4353 5 7568 0 ~~123~~126 7,~~236~~788,~~931~~953.0803 ~~586~~1,~~174~~426,641.0313 2521,~~815~~863,~~081~~215.4154 0.00 3331,~~638~~078,~~186~~809.5270 150 Days 35 12 8874 2 ~~126~~113 46,~~170~~001,~~075~~019.4306 ~~150~~187,~~343~~576.6006 2726,~~482~~189,~~492~~825.8552 ~~412~~261,~~154~~546.1966 32,~~215~~639,~~066~~967.0730 180+ Days 4673 79 ~~136~~177 1956 ~~208~~315 58,~~300~~001,~~485~~384.8656 12,~~061~~373,~~421~~461.7468 4859,~~314~~035,~~143~~874.5774 618,~~007~~591,~~434~~291.8737 6088,~~683~~002,~~486~~012.0435 Totals ~~597~~636 2025 ~~420~~457 2158 1,~~058~~176 ~~127~~132,~~230~~522,~~820~~757.1560 35,~~976~~832,~~423~~430.0215 ~~141~~153,~~855~~283,~~522~~072.6690 618,~~419~~852,~~589~~838.0603 ~~279~~310,~~482~~491,~~354~~098.8968 0-29 Days 0.~~090232~~136488% 0.000000% 0.000000% 0.~~090232~~136488% 0.~~069484~~108413% 0.000000% 0.000000% 0.~~069484~~108413% 30 Days 6.~~316264~~414923% 0.000000% 0.~~090232~~181984% 0.000000% 6.~~406497~~596906% 6.~~497355~~216692% 0.000000% 0.~~098020~~178261% 0.000000% 6.~~595375~~394953% 60 Days 23.~~797203~~184713% 0.~~022558~~022748% 10.~~285811~~978162% 0.000000% 4.~~105572~~185623% 23.~~479336~~107509% 0.~~044362~~026971% 1.~~775798~~495357% 0.000000% 4.~~299496~~629838% 90 Days 1.~~556508~~205641% 0.~~045116~~045496% 1.~~353485~~979072% 0.000000% 23.~~955109~~230209% 10.~~070555~~815344% 0.~~084191~~033538% 12.~~784590~~556327% 0.000000% 23.~~939337~~405210% 120 Days 01.~~969998~~205641% 0.~~112790~~113740% 1.~~691857~~546861% 0.000000% 2.~~774645~~866242% 0.~~657881~~713225% 0.~~053287~~130636% 2.~~346749~~001989% 0.000000% 32.~~057917~~845851% 150 Days 0.~~789533~~796178% 0.~~022558~~045496% 1.~~985112~~683348% 0.~~045116~~045496% 2.~~842319~~570519% 0.~~379085~~549506% 0.~~013667~~017176% 2.~~498327~~398172% 0.~~037467~~023950% 2.~~928547~~988804% 180+ Days 1.~~037672~~660601% 0.~~157907~~204732% 34.~~067900~~026388% 01.~~428604~~273885% 47.~~692082~~165605% 0.~~481847~~732678% 0.~~096490~~217335% 45.~~392051~~405847% 01.~~546113~~702383% 58.~~516500~~058242% Totals 1314.~~467178~~467698% 0.~~451162~~568699% 910.~~474397~~395814% 01.~~473720~~319381% 2326.~~866456~~751592% 1112.~~566060~~134955% 0.~~361481~~534069% 1214.~~895535~~035953% 01.~~583580~~726333% 2528.~~406655~~431310%

180+ Delinquency Summary Summary Group I Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 ~~156~~180 4043,~~519~~387,~~270~~477.6676 12.~~976~~135 3658 711,~~803~~923,~~514~~254.4244 1.~~017~~571 210 - 239 ~~146~~147 37,436,512.58 1.842 32 7,000,429.77 0.922 240 - 269 143 39,~~965~~365,~~025~~570.4756 1.~~949~~937 3837 8,~~965~~746,~~857~~013.8756 1.~~168~~152 ~~240~~270 - ~~269~~299 3 1,032,496.33 0.~~050~~051 1 407,666.06 0.~~053~~054 Total ~~305~~473 81121,~~516~~222,~~792~~057.4623 35.~~975~~965 75128 1728,~~177~~077,~~038~~363.3583 23.~~238~~699

180+ Delinquency Summary (continued) Group II Group III Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 8 1,486,412.98 0.821 114 29,977,810.34 2.745 210 - 239 13 2,279,820.87 1.~~243~~260 ~~107~~102 3028,~~435~~156,~~935~~261.3794 2.~~767~~578 ~~210~~240 - ~~239~~269 9 1,376,447.20 0.~~750~~761 9997 29,~~622~~243,~~720~~109.4080 2.~~693~~678 ~~240~~270 - ~~269~~299 0 0.00 0.000 2 624,830.27 0.057 Total 2230 35,~~656~~142,~~268~~681.0705 12.~~993~~842 ~~208~~315 6088,~~683~~002,~~486~~012.0435 58.~~517~~058 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2562 ~~Nov~~Dec-06 0.000% Original Principal Balance 718,~~386~~958,~~585~~734.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 718,~~379~~943,~~070~~963.7705 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current REO Total ~~Mar~~Apr-07 0.000% Loans in REO 50110 ~~Apr~~May-07 0.000% Original Principal Balance 1129,~~286~~525,~~766~~540.00 ~~May~~Jun-07 0.000% Current Actual Balance 1129,~~273~~498,~~924~~589.3605 ~~Jun-07 0.000%~~ Jul-07 0.010% Aug-07 0.039% Sep-07 0.188% Oct-07 0.550% Nov-07 1.452% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 34 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~518~~898,~~300~~000.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~517~~897,~~844~~519.0174 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current REO Total ~~Mar~~Apr-07 0.000% Loans in REO 711 ~~Apr~~May-07 0.000% Original Principal Balance ~~960~~1,858,200.00 ~~May~~Jun-07 0.000% Current Actual Balance ~~958~~1,~~564~~856,084.3913 ~~Jun-07 0.000%~~ Jul-07 0.000% Aug-07 0.050% Sep-07 0.221% Oct-07 0.406% Nov-07 1.108% *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 REO History* New REO Loans Month REO Percentage Loans in REO 21 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~357~~107,~~950~~840.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~356~~107,~~672~~540.1899 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current REO Total ~~Mar~~Apr-07 0.000% Loans in REO 12 ~~Apr~~May-07 0.000% Original Principal Balance ~~128~~236,~~800~~640.00 ~~May~~Jun-07 0.000% Current Actual Balance ~~128~~236,~~573~~114.1918 ~~Jun-07 0.000%~~ Jul-07 0.111% Aug-07 0.113% Sep-07 0.500% Oct-07 0.947% Nov-07 1.238% *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 III 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 21 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~357~~111,~~750~~000.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~357~~110,~~367~~730.6788 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current REO Total ~~Mar~~Apr-07 0.000% Loans in REO 56 ~~Apr~~May-07 0.000% Original Principal Balance ~~807~~918,372.00 ~~May~~Jun-07 0.000% Current Actual Balance ~~806~~917,~~482~~212.0795 ~~Jun-07 0.000%~~ Jul-07 0.000% Aug-07 0.019% Sep-07 0.114% Oct-07 0.584% Nov-07 1.726% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Group I 0221864888 Nov-2007 01-Dec-2006 CA 90.00 387,900.00 Group I 0221864934 Nov-2007 01-Dec-2006 CA 80.00 324,000.00 Group I 0221865494 Nov-2007 01-Dec-2006 AZ 79.54 401,680.00 Group I 0221866007 Oct-2007 01-Dec-2006 MN 90.00 176,400.00 Group I 0221866093 Sep-2007 01-Dec-2006 MI 85.00 124,100.00 Group I 0221866297 Nov-2007 01-Dec-2006 AZ 90.00 157,500.00 Group I 0221866457 Sep-2007 01-Dec-2006 AZ 90.00 123,750.00 Group I 0221867129 Nov-2007 01-Dec-2006 MI 85.00 70,550.00 Group I 0221867190 Nov-2007 01-Dec-2006 CA 80.00 352,000.00 Group I 0221867215 Sep-2007 01-Dec-2006 MI 90.00 144,000.00 Group I 0221868005 Sep-2007 01-Dec-2006 MO 90.00 90,000.00 Group I 0221868509 Nov-2007 01-Dec-2006 AZ 80.00 280,000.00 Group I 0221868529 Nov-2007 01-Dec-2006 CA 80.00 396,000.00 Group I 0221868617 Nov-2007 01-Dec-2006 AZ 84.35 116,400.00 Group I 0221868879 Nov-2007 01-Dec-2006 RI 80.00 216,000.00 Group I 0221869003 Oct-2007 01-Dec-2006 MO 90.00 123,300.00 Group I 0221869135 Nov-2007 01-Dec-2006 AZ 90.00 335,700.00 Group I 0221869203 Nov-2007 01-Dec-2006 AZ 90.00 270,409.00 Group I 0221869266 Nov-2007 01-Dec-2006 CA 90.00 238,500.00 Group I 0221869646 Sep-2007 01-Dec-2006 AZ 85.00 174,250.00 Group I 0221869663 Aug-2007 01-Dec-2006 MI 74.05 137,000.00 Group I 0221869791 Oct-2007 01-Dec-2006 CA 75.00 232,500.00 Group I 0221870538 Nov-2007 01-Dec-2006 MN 80.00 143,760.00 Group I 0221870559 Nov-2007 01-Dec-2006 CA 80.00 388,000.00 Group I 0221870786 Sep-2007 01-Dec-2006 NC 91.64 50,400.00 Group I 0221871588 Oct-2007 01-Dec-2006 CA 80.00 352,000.00 Group I 0221871922 Sep-2007 01-Dec-2006 MO 89.00 80,100.00 Group I 0221872405 Sep-2007 01-Oct-2006 MO 90.00 61,200.00 Group I 0221940934 Sep-2007 01-Dec-2006 TX 90.00 63,000.00 Group I 0221944957 Sep-2007 01-Dec-2006 MO 90.00 238,500.00 Group I 0221946127 Nov-2007 01-Jan-2007 CA 80.00 256,000.00 Group I 0221946345 Oct-2007 01-Jan-2007 MA 80.00 166,400.00 Group I 0221947297 Nov-2007 01-Jan-2007 MN 79.07 102,000.00 Group I 0221947522 Nov-2007 01-Jan-2007 AZ 80.00 272,000.00 Group I 0221948317 Sep-2007 01-Jan-2007 MI 85.00 169,915.00 Group I 0221948713 Nov-2007 01-Jan-2007 CO 85.00 261,800.00 Group I 0221949530 Nov-2007 01-Jan-2007 CA 80.00 324,000.00 Group I 0221949909 Aug-2007 01-Jan-2007 MI 80.00 256,000.00 Group I 0221950522 Oct-2007 01-Jan-2007 CO 80.00 184,000.00 Group I 0221951089 Oct-2007 01-Dec-2006 CO 90.00 175,500.00 Group II 0221865174 Oct-2007 01-Dec-2006 CA 80.00 320,000.00 Group II 0221865668 Oct-2007 01-Dec-2006 MD 73.11 155,000.00 Group II 0221866095 Nov-2007 01-Dec-2006 FL 90.00 172,800.00 Group II 0221866643 Sep-2007 01-Dec-2006 FL 90.00 376,200.00 Group II 0221867303 Nov-2007 01-Dec-2006 AZ 78.60 224,000.00 Group II 0221869232 Sep-2007 01-Dec-2006 CO 85.00 127,500.00 Group II 0221869378 Oct-2007 01-Oct-2006 MO 90.00 202,950.00 Group II 0221940093 Oct-2007 01-Jan-2007 MD 80.00 138,400.00 Group II 0221944245 Nov-2007 01-Jan-2007 GA 80.00 107,840.00 Group II 0221944548 Jul-2007 01-Jan-2007 MI 80.00 128,800.00 Group II 0221946813 Sep-2007 01-Dec-2006 AZ 95.00 209,000.00 Group II 0221950251 Jul-2007 01-Nov-2006 MI 89.67 81,600.00 Group III 0221773568 Nov-2007 01-Nov-2006 CA 90.00 310,500.00 Group III 0221773661 Nov-2007 01-Nov-2006 FL 95.00 115,900.00 Group III 0221777839 Nov-2007 01-Nov-2006 CA 80.00 360,000.00 Group III 0221864778 Nov-2007 01-Dec-2006 AZ 80.00 212,000.00 Group III 0221865170 Oct-2007 01-Dec-2006 CO 80.00 560,000.00 Group III 0221865701 Nov-2007 01-Dec-2006 MD 80.00 472,000.00 Group III 0221865847 Nov-2007 01-Dec-2006 CA 80.00 308,800.00 Group III 0221866046 Oct-2007 01-Dec-2006 FL 80.00 215,225.00 Group III 0221866089 Sep-2007 01-Dec-2006 TX 80.00 111,422.00 Group III 0221866263 Sep-2007 01-Nov-2006 AZ 90.00 274,500.00 Group III 0221866370 Oct-2007 01-Dec-2006 CA 80.00 636,000.00 Group III 0221866822 Oct-2007 01-Dec-2006 CA 80.00 608,000.00 Group III 0221866931 Nov-2007 01-Dec-2006 CA 85.00 565,250.00 Group III 0221867336 Nov-2007 01-Dec-2006 CA 80.00 228,000.00 Group III 0221867691 Oct-2007 01-Dec-2006 CO 80.00 160,000.00 Group III 0221867709 Nov-2007 01-Dec-2006 CA 80.00 336,000.00 Group III 0221868494 Oct-2007 01-Dec-2006 TX 80.00 244,800.00 Group III 0221868731 Sep-2007 01-Dec-2006 AZ 80.00 207,344.00 Group III 0221868841 Nov-2007 01-Dec-2006 CA 80.00 544,000.00 Group III 0221869247 Oct-2007 01-Dec-2006 CA 80.00 264,000.00 Group III ~~0221870082~~0221869311 ~~Oct~~Nov-2007 01-Dec-2006 WACA 80.00 ~~551~~540,~~960~~000.00 Group III ~~0221870306~~0221870270 ~~Oct~~Nov-2007 01-Dec-2006 COCA 80.00 ~~168~~252,000.00 Group III 0221870585 Aug-2007 01-Dec-2006 MO 95.00 213,750.00 Group III 0221870636 Nov-2007 01-Dec-2006 CA 80.00 198,400.00 Group III 0221871028 Nov-2007 01-Dec-2006 WY 85.00 85,000.00 Group III 0221871067 Nov-2007 01-Dec-2006 CA 80.00 441,600.00 Group III 0221871195 Nov-2007 01-Dec-2006 OK 95.00 85,500.00 Group III 0221871246 Nov-2007 01-Dec-2006 CA 80.00 280,000.00 Group III 0221871821 Nov-2007 01-Dec-2006 TX 82.22 111,000.00 Group III 0221872287 Oct-2007 01-Dec-2006 CA 80.00 472,000.00 Group III 0221873114 Nov-2007 01-Dec-2006 NV 80.00 700,000.00 Group III 0221940000 Nov-2007 01-Jan-2007 CA 80.00 198,320.00 Group III 0221940740 Nov-2007 01-Jan-2007 CA 80.00 496,000.00 Group III 0221940845 Nov-2007 01-Jan-2007 CA 80.00 332,000.00 Group III 0221941102 Nov-2007 01-Jan-2007 FL 80.00 270,400.00 Group III 0221941118 Nov-2007 01-Jan-2007 CA 80.00 672,000.00 Group III 0221941804 Nov-2007 01-Jan-2007 CA 100.00 425,000.00 Group III 0221942045 Nov-2007 01-Jan-2007 AZ 90.00 346,500.00 Group III 0221942878 Nov-2007 01-Jan-2007 CA 80.00 436,000.00 Group III 0221943668 Oct-2007 01-Jan-2007 CA 80.00 519,200.00 Group III 0221944652 Oct-2007 01-Jan-2007 LA 75.00 112,950.00 Group III 0221944935 Nov-2007 01-Jan-2007 FL 80.00 600,000.00 Group III 0221945065 Nov-2007 01-Jan-2007 CA 80.00 426,400.00 Group III 0221945524 Nov-2007 01-Dec-2006 TX 95.00 83,600.00 Group III 0221945671 Nov-2007 01-Jan-2007 CA 80.00 417,600.00 Group III 0221946115 Nov-2007 01-Jan-2007 CA 80.00 288,000.00 Group III 0221946151 Nov-2007 01-Jan-2007 TX 95.00 102,125.00 Group III 0221947068 Nov-2007 01-Jan-2007 FL 80.00 448,000.00 Group III 0221947184 Sep-2007 01-Jan-2007 TN 95.00 124,450.00 Group III 0221947333 Nov-2007 01-Dec-2006 CA 90.00 540,000.00 Group III 0221948551 Sep-2007 01-Jan-2007 CO 90.00 153,000.00 Group III 0221948700 Oct-2007 01-Jan-2007 AZ 80.00 152,000.00 Group III 0221948909 Nov-2007 01-Jan-2007 CA 80.00 424,000.00 Group III 0221949013 Oct-2007 01-Jan-2007 CA 80.00 496,000.00 Group III 0221949423 Nov-2007 01-Jan-2007 MA 80.00 296,000.00 Group III 0221949569 Nov-2007 01-Jan-2007 CA 90.00 162,000.00 Group III 0221950158 Nov-2007 01-Jan-2007 NC 90.91 50,000.00 Group III 0221950449 Sep-2007 01-Jan-2007 MA 80.00 180,400.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0221864888 387,242.77 01-Feb-2007 7 8.875% 21,564.20 Group I 0221864934 324,000.00 01-Jan-2007 8 7.100% 14,256.00 Group I 0221865494 401,442.34 01-Jan-2007 8 7.900% 19,771.33 Group I 0221866007 176,314.86 01-Jan-2007 78 8.600% 89,~~320~~507.5396 Group I 0221866093 123,944.38 01-Jan-2007 78 8.350% 56,~~657~~463.3337 Group I 0221866297 157,031.12 01-Jun-2007 3 7.950% 4,875.90 Group I 0221866457 123,511.61 01-Feb-2007 7 8.250% 6,362.38 Group I 0221867129 70,430.13 01-Mar-2007 6 10.250% 4,570.88 Group I 0221867190 351,703.52 01-Jan-2007 8 10.250% 522,~~568~~805.9778 Group I 0221867215 143,809.10 01-Mar-2007 56 11.400% 910,~~134~~437.3744 Group I 0221868005 89,782.08 01-Apr-2007 45 9.650% 4,~~102~~784.88 Group I 0221868509 278,872.62 01-Apr-2007 5 7.150% 10,790.97 Group I 0221868529 395,410.38 01-Jan-2007 8 7.500% 18,374.79 Group I 0221868617 116,269.08 01-Mar-2007 6 8.100% 5,884.99 Group I 0221868879 215,806.04 01-Jan-2007 8 9.950% 13,560.97 Group I 0221869003 123,015.13 01-May-2007 34 10.750% 56,~~249~~298.5417 Group I 0221869135 335,368.45 01-Jan-2007 8 9.500% 20,065.51 Group I 0221869203 270,312.08 01-Jan-2007 8 9.600% 16,382.20 Group I 0221869266 238,374.70 01-Mar-2007 6 10.650% 16,122.30 Group I 0221869646 174,127.05 01-Feb-2007 67 8.700% 89,~~320~~508.9953 Group I 0221869663 136,906.04 01-Jan-2007 78 11.200% 89,~~530~~746.0381 Group I 0221869791 232,186.34 01-Feb-2007 67 9.962% 1214,~~791~~615.6655 Group I 0221870538 143,760.00 01-Jan-2007 8 6.750% 5,990.00 Group I 0221870559 387,713.94 01-Feb-2007 7 8.550% 20,783.56 Group I 0221870786 50,300.66 01-Mar-2007 56 9.550% 23,~~651~~029.3937 Group I 0221871588 352,000.00 01-Feb-2007 67 6.900% 1315,~~141~~018.3164 Group I 0221871922 79,929.14 01-Apr-2007 45 10.250% 34,~~892~~539.2593 Group I 0221872405 60,937.54 01-Apr-2007 45 8.550% 2,~~448~~856.8304 Group I 0221940934 62,918.33 01-Feb-2007 67 10.150% 34,~~535~~039.4457 Group I 0221944957 237,719.31 01-Apr-2007 45 9.650% 1012,~~864~~671.8889 Group I 0221946127 255,915.33 01-Jan-2007 8 7.500% 11,920.47 Group I 0221946345 166,253.72 01-Mar-2007 56 7.950% 8,248.58 Group I 0221947297 101,798.37 01-Mar-2007 6 8.150% 5,172.80 Group I 0221947522 271,384.52 01-Mar-2007 6 7.450% 12,~~218~~540.6105 Group I 0221948317 169,519.63 01-Apr-2007 45 8.750% 8,143.43 Group I 0221948713 260,845.23 01-May-2007 4 7.650% 9,307.69 Group I 0221949530 324,000.00 01-Mar-2007 6 6.750% 13,~~982~~499.2187 Group I 0221949909 255,934.72 01-Jan-2007 78 8.400% 1113,~~778~~459.9281 Group I 0221950522 183,843.07 01-Mar-2007 56 8.050% 89,~~089~~243.6797 Group I 0221951089 175,275.43 01-Mar-2007 56 7.650% 78,~~303~~345.2215 Group II 0221865174 319,583.09 01-Feb-2007 67 6.550% 1112,~~258~~864.5804 Group II 0221865668 154,730.50 01-Feb-2007 67 8.750% 8,487.23 Group II 0221866095 172,483.70 01-Feb-2007 7 8.500% 9,~~428~~173.6004 Group II 0221866643 375,624.44 01-Apr-2007 45 8.750% 1518,~~485~~064.9960 Group II 0221867303 223,710.41 01-Jan-2007 8 8.200% 11,441.73 Group II 0221869232 127,212.37 01-Mar-2007 56 8.900% 67,~~222~~109.5031 Group II 0221869378 201,941.68 01-May-2007 34 8.500% 68,~~722~~064.6755 Group II 0221940093 138,203.16 01-Feb-2007 67 7.750% 56,~~827~~657.8795 Group II 0221944245 107,540.99 01-May-2007 4 9.000% 4,563.93 Group II 0221944548 128,573.19 01-Feb-2007 67 6.650% 45,~~595~~250.9814 Group II 0221946813 208,734.79 01-Feb-2007 67 10.250% 1113,~~850~~540.9994 Group II 0221950251 81,503.94 01-Jan-2007 78 10.600% 45,~~792~~475.1458 Group III 0221773568 310,500.00 01-Mar-2007 6 7.250% 13,972.48 Group III 0221773661 115,663.44 01-Feb-2007 7 9.400% 6,846.37 Group III 0221777839 359,053.21 01-Feb-2007 7 8.150% 18,255.57 Group III 0221864778 211,664.64 01-Apr-2007 5 7.700% 8,881.20 Group III 0221865170 558,782.40 01-Feb-2007 67 7.650% 2326,~~236~~545.4583 Group III 0221865701 472,000.00 01-Feb-2007 7 7.400% 21,712.00 Group III 0221865847 308,800.00 01-Feb-2007 7 6.850% 13,072.48 Group III 0221866046 214,810.42 01-Feb-2007 67 8.250% 911,~~685~~065.5242 Group III 0221866089 111,236.09 01-Feb-2007 67 8.950% 56,~~470~~250.4308 Group III 0221866263 274,191.36 01-Feb-2007 67 8.100% 1213,~~141~~874.7219 Group III 0221866370 635,634.41 01-Jan-2007 78 8.000% 2731,~~767~~730.9500 Group III 0221866822 607,465.78 01-Feb-2007 67 7.950% 2630,~~367~~129.7088 Group III 0221866931 563,822.62 01-Mar-2007 6 8.350% 29,439.30 Group III 0221867336 227,670.55 01-Jan-2007 8 7.650% 10,807.95 Group III 0221867691 159,881.11 01-Jan-2007 78 7.100% 67,~~143~~020.7000 Group III 0221867709 336,000.00 01-Jan-2007 8 7.625% 15,960.00 Group III 0221868494 244,520.73 01-Mar-2007 56 8.050% 1012,~~759~~294.6489 Group III 0221868731 207,344.00 01-Feb-2007 67 6.850% 78,~~680~~777.4060 Group III 0221868841 544,000.00 01-Jan-2007 8 6.750% 22,666.64 Group III 0221869247 264,000.00 01-Jan-2007 78 7.500% 1012,~~780~~320.00 Group III ~~0221870082~~0221869311 ~~551~~540,~~664~~000.9000 01-Jan-2007 7 8 9.~~250~~350% 2431,~~905~~860.5800 Group III ~~0221870306~~0221870270 ~~167~~251,~~633~~861.4629 01-~~Mar~~Jan-2007 58 98.~~075~~150% 812,~~371~~824.0094 Group III 0221870585 213,538.89 01-Jan-2007 78 9.500% 12,776.30 Group III 0221870636 198,010.00 01-Feb-2007 7 8.150% 10,067.78 Group III 0221871028 84,742.72 01-Mar-2007 6 7.450% 3,915.70 Group III 0221871067 441,600.00 01-Feb-2007 7 7.000% 19,136.00 Group III 0221871195 85,435.82 01-Mar-2007 6 9.475% 5,108.44 Group III 0221871246 279,881.69 01-Jan-2007 8 9.050% 15,934.11 Group III 0221871821 110,~~182~~730.2088 01-Mar-2007 6 8.550% 5,929.52 Group III 0221872287 471,609.00 01-Feb-2007 67 8.150% 2124,021.6526 Group III 0221873114 700,000.00 01-Mar-2007 6 8.000% 35,000.00 Group III 0221940000 198,320.00 01-Jan-2007 8 8.000% 9,916.00 Group III 0221940740 496,000.00 01-Jan-2007 8 6.850% 20,997.28 Group III 0221940845 332,000.00 01-Jan-2007 8 7.350% 15,161.36 Group III 0221941102 270,020.91 01-Feb-2007 7 7.800% 13,098.45 Group III 0221941118 671,785.56 01-Jan-2007 8 7.625% 31,852.44 Group III 0221941804 424,948.23 01-Jan-2007 8 10.850% 29,301.10 Group III 0221942045 346,407.69 01-Jan-2007 8 8.250% 17,870.81 Group III 0221942878 435,839.77 01-Feb-2007 7 7.350% 19,904.27 Group III 0221943668 518,874.64 01-Feb-2007 67 7.700% 2124,~~764~~869.7896 Group III 0221944652 112,846.94 01-Feb-2007 67 9.875% 7,037.98 Group III 0221944935 599,522.55 01-Jan-2007 8 7.150% 26,459.80 Group III 0221945065 426,400.00 01-Feb-2007 7 6.500% 17,~~159~~056.7200 Group III 0221945524 83,471.54 01-Mar-2007 6 10.725% 5,682.02 Group III 0221945671 417,600.00 01-Feb-2007 7 7.375% 19,140.00 Group III 0221946115 287,788.99 01-Feb-2007 7 7.150% 12,737.10 Group III 0221946151 102,037.11 01-Feb-2007 7 10.150% 6,551.25 Group III 0221947068 447,878.90 01-Jan-2007 8 8.200% 22,956.04 Group III 0221947184 124,339.42 01-Feb-2007 67 10.000% 67,~~877~~858.8656 Group III 0221947333 539,861.57 01-Jan-2007 8 10.700% 36,683.72 Group III 0221948551 152,966.33 01-Jan-2007 78 8.900% 78,~~486~~555.8946 Group III 0221948700 152,000.00 01-Feb-2007 67 6.900% 56,~~674~~485.6936 Group III 0221948909 423,883.71 01-Jan-2007 8 8.150% 21,584.61 Group III 0221949013 496,000.00 01-Feb-2007 67 7.700% 2023,~~832~~808.00 Group III 0221949423 295,591.24 01-Feb-2007 7 7.875% 14,486.87 Group III 0221949569 161,870.68 01-Feb-2007 7 10.500% 10,771.32 Group III 0221950158 49,882.02 01-Apr-2007 5 8.700% 2,381.68 Group III 0221950449 180,249.18 01-Jan-2007 78 6.900% 67,~~700~~654.5846

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure ~~192~~218 ~~Nov~~Dec-06 0.000% Original Principal Balance 5457,~~097~~372,~~834~~164.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 5357,~~979~~225,~~496~~136.1981 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current Foreclosure Total ~~Mar~~Apr-07 0.000% Loans in Foreclosure ~~721~~807 ~~Apr~~May-07 0.000% Original Principal Balance ~~209~~230,~~808~~278,~~183~~108.00 ~~May~~Jun-07 02.~~000~~103% Current Actual Balance ~~209~~229,~~490~~856,~~198~~251.7500 ~~Jun-07 2.103%~~ Jul-07 5.554% Aug-07 7.077% Sep-07 8.530% Oct-07 10.215% Nov-07 11.312% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 717 ~~Nov~~Dec-06 0.000% Original Principal Balance 12,~~361~~932,~~140~~290.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 12,~~353~~921,~~832~~274.0115 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current Foreclosure Total ~~Mar~~Apr-07 0.000% Loans in Foreclosure 3138 ~~Apr~~May-07 0.000% Original Principal Balance 68,~~658~~139,~~175~~865.00 ~~May~~Jun-07 01.~~000~~299% Current Actual Balance 68,~~635~~111,~~589~~486.2225 ~~Jun-07 1.299%~~ Jul-07 3.500% Aug-07 4.519% Sep-07 5.521% Oct-07 6.703% Nov-07 7.898% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 9 ~~Nov~~Dec-06 0.000% Original Principal Balance 1,~~212~~653,~~210~~650.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 1,~~207~~645,~~018~~173.2328 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current Foreclosure Total ~~Mar~~Apr-07 0.000% Loans in Foreclosure 2025 ~~Apr~~May-07 0.000% Original Principal Balance 34,~~204~~448,~~800~~860.00 ~~May~~Jun-07 02.~~000~~057% Current Actual Balance 34,~~195~~431,~~190~~433.2712 ~~Jun-07 2.057%~~ Jul-07 2.768% Aug-07 5.261% Sep-07 6.727% Oct-07 8.829% Nov-07 9.191% *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 III 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1513 ~~Nov~~Dec-06 0.000% Original Principal Balance 43,~~391~~248,~~575~~820.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 43,~~375~~234,~~023~~434.3450 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current Foreclosure Total ~~Mar~~Apr-07 0.000% Loans in Foreclosure 4450 ~~Apr~~May-07 0.000% Original Principal Balance 1113,~~555~~549,~~397~~597.00 ~~May~~Jun-07 02.~~000~~677% Current Actual Balance 1113,~~517~~499,~~194~~607.2521 ~~Jun-07 2.677%~~ Jul-07 7.466% Aug-07 9.179% Sep-07 10.931% Oct-07 12.896% Nov-07 14.036% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I 0221078185 Jun-2007 01-Aug-2006 NJ 68.58 298,335.00 Group I 0221078317 Aug-2007 01-Jul-2006 NJ 90.00 409,500.00 Group I 0221180682 Jun-2007 01-Aug-2006 FL 73.44 235,000.00 Group I 0221180775 Jun-2007 01-Aug-2006 NY 80.00 392,000.00 Group I 0221180867 Oct-2007 01-Aug-2006 NJ 80.00 164,000.00 Group I 0221864795 Jul-2007 01-Dec-2006 CA 80.00 384,000.00 Group I 0221864807 Aug-2007 01-Dec-2006 AZ 90.00 176,400.00 Group I 0221864810 Jul-2007 01-Dec-2006 NY 95.00 242,250.00 Group I 0221864858 Oct-2007 01-Dec-2006 MI 90.00 68,400.00 Group I 0221864867 Oct-2007 01-Oct-2006 LA 78.87 76,500.00 Group I 0221864888 Jul-2007 01-Dec-2006 CA 90.00 387,900.00 Group I 0221864934 Jul-2007 01-Dec-2006 CA 80.00 324,000.00 Group I 0221864958 Oct-2007 01-Dec-2006 MI 95.00 123,500.00 Group I 0221865102 Sep-2007 01-Dec-2006 MO 90.00 74,250.00 Group I 0221865165 Oct-2007 01-Dec-2006 IL 80.00 119,200.00 Group I 0221865167 Oct-2007 01-Dec-2006 FL 89.83 265,000.00 Group I 0221865178 Jul-2007 01-Dec-2006 CA 90.00 324,000.00 Group I 0221865202 Jun-2007 01-Dec-2006 IL 75.00 375,000.00 Group I 0221865233 Oct-2007 01-Dec-2006 IL 90.00 220,500.00 Group I 0221865266 Jul-2007 01-Dec-2006 AZ 75.00 177,450.00 Group I 0221865298 Jul-2007 01-Dec-2006 CA 90.00 337,500.00 Group I 0221865304 Aug-2007 01-Dec-2006 FL 90.00 144,000.00 Group I 0221865309 Sep-2007 01-Dec-2006 FL 80.00 111,120.00 Group I 0221865395 Oct-2007 01-Dec-2006 IL 85.00 187,000.00 Group I 0221865420 Sep-2007 01-Dec-2006 MN 90.00 151,200.00 Group I 0221865456 Oct-2007 01-Dec-2006 FL 90.00 207,900.00 Group I 0221865494 Jun-2007 01-Dec-2006 AZ 79.54 401,680.00 Group I 0221865511 Oct-2007 01-Dec-2006 FL 80.00 198,400.00 Group I 0221865720 Oct-2007 01-Dec-2006 IL 95.00 76,000.00 Group I 0221865760 Sep-2007 01-Nov-2006 NV 87.40 319,000.00 Group I 0221865768 Oct-2007 01-Dec-2006 AZ 90.00 390,600.00 Group I 0221865790 Sep-2007 01-Dec-2006 IN 85.00 84,915.00 Group I 0221865823 Aug-2007 01-Dec-2006 NV 90.00 247,500.00 Group I 0221865827 Jun-2007 01-Dec-2006 CA 90.00 351,000.00 Group I 0221865905 Oct-2007 01-Dec-2006 IL 85.00 141,100.00 Group I 0221866042 Sep-2007 01-Dec-2006 AZ 79.75 126,000.00 Group I 0221866281 Jun-2007 01-Dec-2006 NV 80.00 232,000.00 Group I 0221866289 Jun-2007 01-Dec-2006 CA 80.00 296,000.00 Group I 0221866372 Jun-2007 01-Dec-2006 CA 90.00 396,000.00 Group I 0221866443 Oct-2007 01-Dec-2006 IL 100.00 145,000.00 Group I 0221866480 Oct-2007 01-Dec-2006 WA 90.00 175,500.00 Group I 0221866589 Oct-2007 01-Dec-2006 IL 90.00 148,500.00 Group I 0221866610 Jul-2007 01-Dec-2006 NV 80.00 392,000.00 Group I 0221866621 Oct-2007 01-Dec-2006 NJ 65.00 123,500.00 Group I 0221866624 Oct-2007 01-Dec-2006 FL 90.00 199,890.00 Group I 0221866635 Jul-2007 01-Dec-2006 FL 90.00 190,800.00 Group I 0221866668 Aug-2007 01-Dec-2006 CA 87.18 340,000.00 Group I 0221866717 Sep-2007 01-Dec-2006 IL 80.00 124,000.00 Group I 0221866739 Oct-2007 01-Dec-2006 FL 90.00 125,910.00 Group I 0221866767 Jul-2007 01-Dec-2006 MO 90.00 360,000.00 Group I 0221866790 Jun-2007 01-Dec-2006 FL 75.00 236,250.00 Group I 0221866828 Aug-2007 01-Dec-2006 MN 80.00 130,400.00 Group I 0221866849 Sep-2007 01-Dec-2006 IL 80.00 201,600.00 Group I 0221866940 Sep-2007 01-Dec-2006 IL 80.00 100,000.00 Group I 0221867118 Oct-2007 01-Dec-2006 CA 61.64 225,000.00 Group I 0221867129 Sep-2007 01-Dec-2006 MI 85.00 70,550.00 Group I 0221867140 Oct-2007 01-Dec-2006 IL 90.00 207,000.00 Group I 0221867141 Aug-2007 01-Dec-2006 IN 75.00 57,750.00 Group I 0221867188 Sep-2007 01-Dec-2006 AZ 90.00 247,500.00 Group I 0221867190 Jun-2007 01-Dec-2006 CA 80.00 352,000.00 Group I 0221867195 Aug-2007 01-Dec-2006 FL 80.00 220,000.00 Group I 0221867282 Jul-2007 01-Dec-2006 FL 90.00 259,200.00 Group I 0221867454 Jul-2007 01-Dec-2006 FL 85.00 238,000.00 Group I 0221867540 Aug-2007 01-Oct-2006 FL 89.23 174,000.00 Group I 0221867547 Sep-2007 01-Dec-2006 NY 70.00 245,000.00 Group I 0221867673 Aug-2007 01-Dec-2006 TX 80.00 108,000.00 Group I 0221867706 Oct-2007 01-Dec-2006 TX 95.00 143,531.00 Group I 0221867784 Oct-2007 01-Dec-2006 FL 83.00 332,000.00 Group I 0221867865 Oct-2007 01-Dec-2006 AZ 80.00 140,000.00 Group I 0221867952 Oct-2007 01-Dec-2006 FL 70.83 255,000.00 Group I 0221868060 Jul-2007 01-Dec-2006 IL 75.00 109,500.00 Group I 0221868365 Aug-2007 01-Dec-2006 GA 90.00 103,950.00 Group I 0221868396 Oct-2007 01-Dec-2006 CA 80.00 304,000.00 Group I 0221868482 Jun-2007 01-Dec-2006 FL 80.00 192,000.00 Group I 0221868509 Aug-2007 01-Dec-2006 AZ 80.00 280,000.00 Group I 0221868512 Sep-2007 01-Dec-2006 FL 68.30 209,000.00 Group I 0221868529 Jun-2007 01-Dec-2006 CA 80.00 396,000.00 Group I 0221868617 Jul-2007 01-Dec-2006 AZ 84.35 116,400.00 Group I 0221868796 Jul-2007 01-Dec-2006 FL 66.04 105,000.00 Group I 0221868879 Jul-2007 01-Dec-2006 RI 80.00 216,000.00 Group I 0221868968 Sep-2007 01-Dec-2006 IL 80.00 240,000.00 Group I 0221869017 Oct-2007 01-Dec-2006 CA 80.00 96,000.00 Group I 0221869135 Jul-2007 01-Dec-2006 AZ 90.00 335,700.00 Group I 0221869203 Jul-2007 01-Dec-2006 AZ 90.00 270,409.00 Group I 0221869255 Sep-2007 01-Dec-2006 IN 90.00 55,800.00 Group I 0221869261 Sep-2007 01-Dec-2006 MD 78.67 295,000.00 Group I 0221869262 Jul-2007 01-Dec-2006 IL 80.00 141,280.00 Group I 0221869266 Jul-2007 01-Dec-2006 CA 90.00 238,500.00 Group I 0221869275 Jun-2007 01-Dec-2006 OK 85.00 65,450.00 Group I 0221869296 Oct-2007 01-Dec-2006 NC 85.00 310,250.00 Group I 0221869325 Aug-2007 01-Dec-2006 MI 80.00 187,200.00 Group I 0221869412 Aug-2007 01-Dec-2006 FL 74.18 250,000.00 Group I 0221869434 Jul-2007 01-Dec-2006 AZ 90.00 243,000.00 Group I 0221869483 Jul-2007 01-Dec-2006 FL 90.00 279,000.00 Group I 0221869506 Aug-2007 01-Dec-2006 CA 85.00 345,950.00 Group I 0221869767 Jul-2007 01-Dec-2006 FL 80.00 308,000.00 Group I 0221869971 Aug-2007 01-Dec-2006 AZ 80.00 176,800.00 Group I 0221870053 Aug-2007 01-Dec-2006 FL 95.00 170,050.00 Group I 0221870137 Jul-2007 01-Dec-2006 WI 80.00 200,000.00 Group I 0221870192 Oct-2007 01-Dec-2006 CA 95.00 394,250.00 Group I 0221870194 Oct-2007 01-Dec-2006 IL 80.00 133,520.00 Group I 0221870278 Oct-2007 01-Dec-2006 TX 80.00 180,000.00 Group I 0221870321 Oct-2007 01-Dec-2006 CA 85.00 497,250.00 Group I 0221870417 Sep-2007 01-Nov-2006 RI 80.00 185,600.00 Group I 0221870458 Jun-2007 01-Dec-2006 IL 90.00 270,000.00 Group I 0221870490 Sep-2007 01-Dec-2006 FL 80.00 180,000.00 Group I 0221870494 Oct-2007 01-Dec-2006 MO 90.00 105,300.00 Group I 0221870537 Oct-2007 01-Dec-2006 FL 60.61 320,000.00 Group I 0221870538 Jun-2007 01-Dec-2006 MN 80.00 143,760.00 Group I 0221870559 Jul-2007 01-Dec-2006 CA 80.00 388,000.00 Group I 0221870584 Sep-2007 01-Dec-2006 CA 85.00 272,000.00 Group I 0221870676 Oct-2007 01-Dec-2006 CA 90.00 270,000.00 Group I 0221870681 Jun-2007 01-Dec-2006 FL 72.38 417,000.00 Group I 0221870838 Oct-2007 01-Dec-2006 WI 79.97 63,900.00 Group I 0221870999 Oct-2007 01-Dec-2006 CA 80.00 348,000.00 Group I 0221871019 Jun-2007 01-Dec-2006 AZ 80.00 210,000.00 Group I 0221871215 Jul-2007 01-Dec-2006 FL 95.00 213,750.00 Group I 0221871382 Oct-2007 01-Dec-2006 WI 90.00 189,000.00 Group I 0221871384 Sep-2007 01-Dec-2006 FL 80.00 136,000.00 Group I 0221871446 Sep-2007 01-Dec-2006 NC 80.00 112,000.00 Group I 0221871549 Aug-2007 01-Dec-2006 TX 80.00 132,000.00 Group I 0221871569 Jul-2007 01-Dec-2006 IL 90.00 202,500.00 Group I 0221871756 Sep-2007 01-Dec-2006 RI 75.00 185,250.00 Group I 0221871757 Oct-2007 01-Dec-2006 CA 74.01 240,000.00 Group I 0221871899 Jun-2007 01-Dec-2006 LA 89.98 190,300.00 Group I 0221872004 Oct-2007 01-Dec-2006 FL 90.00 225,000.00 Group I 0221872084 Sep-2007 01-Dec-2006 IL 90.00 171,000.00 Group I 0221872089 Oct-2007 01-Dec-2006 FL 85.00 352,750.00 Group I 0221872107 Sep-2007 01-Dec-2006 CA 90.00 209,790.00 Group I 0221872212 Oct-2007 01-Dec-2006 FL 39.13 54,000.00 Group I 0221872362 Oct-2007 01-Dec-2006 CT 70.00 147,000.00 Group I 0221872371 Sep-2007 01-Dec-2006 CA 85.00 446,250.00 Group I 0221872504 Aug-2007 01-Dec-2006 RI 89.24 257,000.00 Group I 0221872524 Oct-2007 01-Dec-2006 NY 87.69 399,000.00 Group I 0221872553 Jul-2007 01-Nov-2006 CA 80.00 268,000.00 Group I 0221872581 Jun-2007 01-Dec-2006 FL 80.00 320,000.00 Group I 0221872600 Jul-2007 01-Dec-2006 IL 95.00 190,000.00 Group I 0221872613 Aug-2007 01-Dec-2006 FL 83.33 175,000.00 Group I 0221872723 Oct-2007 01-Dec-2006 HI 80.00 504,000.00 Group I 0221872802 Sep-2007 01-Dec-2006 SC 80.00 113,600.00 Group I 0221872834 Aug-2007 01-Dec-2006 MD 80.00 380,000.00 Group I 0221872879 Aug-2007 01-Dec-2006 WA 89.34 320,000.00 Group I 0221872900 Oct-2007 01-Dec-2006 IL 90.00 153,000.00 Group I 0221872905 Oct-2007 01-Dec-2006 NJ 94.98 255,500.00 Group I 0221872943 Oct-2007 01-Dec-2006 WI 85.00 85,850.00 Group I 0221873038 Sep-2007 01-Dec-2006 IL 90.00 315,000.00 Group I 0221873041 Oct-2007 01-Dec-2006 MD 80.00 320,000.00 Group I 0221873137 Oct-2007 01-Dec-2006 MD 74.39 227,250.00 Group I 0221873156 Oct-2007 01-Dec-2006 MD 70.00 157,500.00 Group I 0221873199 Oct-2007 01-Dec-2006 CA 90.00 387,000.00 Group I 0221873238 Sep-2007 01-Dec-2006 FL 53.24 197,000.00 Group I 0221940274 Jun-2007 01-Jan-2007 OH 90.00 81,900.00 Group I 0221940374 Jun-2007 01-Dec-2006 WA 89.89 244,500.00 Group I 0221940451 Jul-2007 01-Jan-2007 NJ 80.00 223,920.00 Group I 0221940659 Jul-2007 01-Nov-2006 AZ 88.64 292,500.00 Group I 0221940694 Oct-2007 01-Dec-2006 WI 89.11 90,000.00 Group I 0221940754 Sep-2007 01-Jan-2007 PA 80.00 53,600.00 Group I 0221940840 Jul-2007 01-Dec-2006 LA 65.00 59,800.00 Group I 0221940935 Oct-2007 01-Jan-2007 CA 75.00 221,250.00 Group I 0221941021 Oct-2007 01-Dec-2006 NJ 85.00 412,250.00 Group I 0221941237 Sep-2007 01-Aug-2006 FL 90.00 110,610.00 Group I 0221941303 Sep-2007 01-Jan-2007 CT 75.00 126,000.00 Group I 0221941440 Aug-2007 01-Jan-2007 FL 85.00 165,750.00 Group I 0221941612 Sep-2007 01-Jan-2007 WI 95.00 139,991.00 Group I 0221941785 Jul-2007 01-Jan-2007 OH 85.00 96,050.00 Group I 0221941953 Jun-2007 01-Dec-2006 SC 90.00 207,000.00 Group I 0221942143 Aug-2007 01-Jan-2007 MS 90.00 70,200.00 Group I 0221942192 Oct-2007 01-Jan-2007 NJ 80.00 264,000.00 Group I 0221942219 Jun-2007 01-Jan-2007 MT 80.00 128,000.00 Group I 0221942311 Oct-2007 01-Dec-2006 IL 95.00 177,650.00 Group I 0221942596 Oct-2007 01-Jan-2007 CA 67.42 300,000.00 Group I 0221942688 Oct-2007 01-Dec-2006 CA 80.00 263,200.00 Group I 0221943084 Sep-2007 01-Jan-2007 AZ 90.00 280,800.00 Group I 0221943122 Oct-2007 01-Dec-2006 AZ 95.00 304,000.00 Group I 0221943165 Jul-2007 01-Dec-2006 CA 90.00 364,500.00 Group I 0221943738 Jun-2007 01-Jan-2007 FL 95.00 408,500.00 Group I 0221943838 Oct-2007 01-Oct-2006 MN 95.00 342,000.00 Group I 0221943842 Jun-2007 01-Jan-2007 WI 80.00 220,000.00 Group I 0221943962 Sep-2007 01-Dec-2006 AZ 90.00 328,500.00 Group I 0221943995 Aug-2007 01-Jan-2007 WI 80.00 192,000.00 Group I 0221944034 Sep-2007 01-Dec-2006 FL 87.19 139,500.00 Group I 0221944359 Sep-2007 01-Jan-2007 OK 80.00 69,600.00 Group I 0221944408 Aug-2007 01-Dec-2006 CA 95.00 228,000.00 Group I 0221945005 Oct-2007 01-Jan-2007 CA 75.00 371,250.00 Group I 0221945415 Sep-2007 01-Dec-2006 FL 90.00 345,600.00 Group I 0221945453 Sep-2007 01-Jan-2007 MD 70.00 247,100.00 Group I 0221945466 Sep-2007 01-Jan-2007 IN 89.66 130,000.00 Group I 0221945600 Jul-2007 01-Jan-2007 IL 80.00 292,000.00 Group I 0221945752 Sep-2007 01-Dec-2006 CT 90.00 153,000.00 Group I 0221945928 Oct-2007 01-Jan-2007 NJ 90.00 328,050.00 Group I 0221945931 Jul-2007 01-Oct-2006 OH 100.00 111,000.00 Group I 0221945995 Sep-2007 01-Dec-2006 CA 55.69 181,000.00 Group I 0221945996 Sep-2007 01-Dec-2006 TX 90.00 128,610.00 Group I 0221946127 Jul-2007 01-Jan-2007 CA 80.00 256,000.00 Group I 0221946132 Aug-2007 01-Oct-2006 CA 95.00 337,250.00 Group I 0221946145 Oct-2007 01-Jan-2007 MO 75.00 93,750.00 Group I 0221946190 Sep-2007 01-Jan-2007 CA 80.00 396,000.00 Group I 0221946257 Aug-2007 01-Jan-2007 FL 90.00 247,500.00 Group I 0221946323 Sep-2007 01-Jan-2007 IL 80.00 166,400.00 Group I 0221946328 Oct-2007 01-Dec-2006 MD 95.00 256,500.00 Group I 0221946560 Jul-2007 01-Jan-2007 RI 95.00 228,000.00 Group I 0221946622 Oct-2007 01-Dec-2006 FL 93.83 228,000.00 Group I 0221946701 Sep-2007 01-Jan-2007 FL 89.18 120,000.00 Group I 0221946850 Jul-2007 01-Dec-2006 CA 80.00 324,000.00 Group I 0221947157 Jun-2007 01-Oct-2006 MO 90.00 56,700.00 Group I 0221947297 Aug-2007 01-Jan-2007 MN 79.07 102,000.00 Group I 0221947312 Aug-2007 01-Jan-2007 CA 58.46 380,000.00 Group I 0221947378 Oct-2007 01-Jan-2007 AZ 60.00 142,800.00 Group I 0221947522 Aug-2007 01-Jan-2007 AZ 80.00 272,000.00 Group I 0221947835 Jun-2007 01-Dec-2006 CO 90.00 234,000.00 Group I 0221947991 Aug-2007 01-Jan-2007 FL 94.55 295,000.00 Group I 0221948007 Jul-2007 01-Nov-2006 IN 90.00 76,500.00 Group I 0221948070 Sep-2007 01-Jan-2007 FL 56.00 294,000.00 Group I 0221948376 Jun-2007 01-Dec-2006 NV 95.00 270,750.00 Group I 0221948713 Sep-2007 01-Jan-2007 CO 85.00 261,800.00 Group I 0221948850 Jun-2007 01-Dec-2006 FL 85.00 177,650.00 Group I 0221948887 Oct-2007 01-Dec-2006 NJ 92.21 345,800.00 Group I 0221949426 Sep-2007 01-Dec-2006 IN 90.00 57,960.00 Group I 0221949530 Sep-2007 01-Jan-2007 CA 80.00 324,000.00 Group I 0221949557 Jul-2007 01-Dec-2006 CA 84.00 369,600.00 Group I 0221949635 Aug-2007 01-Jan-2007 MN 80.00 156,000.00 Group I 0221949750 Jul-2007 01-Jan-2007 CT 80.00 158,400.00 Group I 0221950564 Sep-2007 01-Jan-2007 NJ 50.63 200,000.00 Group I 0221950608 Oct-2007 01-Jan-2007 FL 80.00 208,000.00 Group I 0221950671 Sep-2007 01-Jan-2007 FL 80.00 332,000.00 Group I 0221950728 Oct-2007 01-Jan-2007 FL 80.00 147,120.00 Group I 0221950864 Sep-2007 01-Jan-2007 NJ 80.00 292,000.00 Group I 0221951060 Jul-2007 01-Dec-2006 FL 84.80 173,000.00 Group I 0221951094 Oct-2007 01-Jan-2007 CA 70.00 315,000.00 Group II 0221864805 Sep-2007 01-Dec-2006 CA 74.24 245,000.00 Group II 0221864947 Sep-2007 01-Dec-2006 CA 80.00 340,000.00 Group II 0221865483 Oct-2007 01-Dec-2006 FL 76.00 228,000.00 Group II 0221865777 Oct-2007 01-Nov-2006 AZ 75.00 171,000.00 Group II 0221865922 Sep-2007 01-Dec-2006 FL 75.00 302,250.00 Group II 0221866065 Sep-2007 01-Dec-2006 FL 90.00 224,100.00 Group II 0221866095 Jun-2007 01-Dec-2006 FL 90.00 172,800.00 Group II 0221866150 Sep-2007 01-Dec-2006 SC 85.00 76,500.00 Group II 0221866189 Sep-2007 01-Dec-2006 MD 79.70 161,000.00 Group II 0221866262 Oct-2007 01-Dec-2006 FL 69.63 94,000.00 Group II 0221866293 Oct-2007 01-Dec-2006 MI 90.00 297,000.00 Group II 0221866326 Jul-2007 01-Oct-2006 NY 65.38 68,000.00 Group II 0221866343 Aug-2007 01-Dec-2006 FL 95.00 237,500.00 Group II 0221866390 Sep-2007 01-Dec-2006 WA 90.00 301,500.00 Group II 0221866651 Sep-2007 01-Dec-2006 FL 80.00 116,000.00 Group II 0221866888 Jul-2007 01-Dec-2006 CA 79.29 448,000.00 Group II 0221867303 Jun-2007 01-Dec-2006 AZ 78.60 224,000.00 Group II 0221867523 Oct-2007 01-Dec-2006 NJ 82.05 212,500.00 Group II 0221867733 Sep-2007 01-Oct-2006 NJ 95.00 283,100.00 Group II 0221867825 Aug-2007 01-Dec-2006 FL 66.38 265,500.00 Group II 0221867855 Oct-2007 01-Dec-2006 CA 63.11 325,000.00 Group II 0221868566 Oct-2007 01-Dec-2006 MD 80.00 264,000.00 Group II 0221868568 Oct-2007 01-Dec-2006 MD 87.47 155,700.00 Group II 0221868603 Jun-2007 01-Dec-2006 FL 65.00 109,200.00 Group II 0221868640 Jun-2007 01-Dec-2006 NV 95.00 361,000.00 Group II 0221868672 Oct-2007 01-Dec-2006 IL 89.84 115,000.00 Group II 0221868980 Oct-2007 01-Dec-2006 FL 90.00 283,500.00 Group II 0221869006 Oct-2007 01-Dec-2006 SC 89.25 178,500.00 Group II 0221870114 Aug-2007 01-Dec-2006 FL 90.00 144,000.00 Group II 0221870385 Oct-2007 01-Dec-2006 OK 85.00 79,050.00 Group II 0221870386 Jul-2007 01-Dec-2006 NJ 66.67 270,000.00 Group II 0221870759 Oct-2007 01-Dec-2006 FL 80.00 200,000.00 Group II 0221870927 Sep-2007 01-Dec-2006 CA 68.97 300,000.00 Group II 0221871021 Aug-2007 01-Dec-2006 IL 89.90 347,000.00 Group II 0221871042 Jul-2007 01-Dec-2006 NJ 75.61 124,000.00 Group II 0221871108 Oct-2007 01-Dec-2006 IN 85.00 108,460.00 Group II 0221871275 Sep-2007 01-Dec-2006 FL 95.00 256,500.00 Group II 0221871315 Oct-2007 01-Dec-2006 AZ 80.00 160,000.00 Group II 0221871480 Jun-2007 01-Dec-2006 FL 80.00 340,000.00 Group II 0221871523 Jun-2007 01-Dec-2006 MN 90.00 292,500.00 Group II 0221871844 Oct-2007 01-Dec-2006 OH 79.76 67,000.00 Group II 0221872002 Oct-2007 01-Dec-2006 CA 70.00 392,000.00 Group II 0221872006 Jun-2007 01-Dec-2006 MN 76.19 80,000.00 Group II 0221872051 Aug-2007 01-Oct-2006 CA 78.99 312,000.00 Group II 0221872446 Aug-2007 01-Dec-2006 CA 80.00 240,000.00 Group II 0221872506 Sep-2007 01-Dec-2006 CA 80.00 376,000.00 Group II 0221872595 Jun-2007 01-Dec-2006 KY 95.00 80,750.00 Group II 0221872793 Jul-2007 01-Dec-2006 FL 70.00 210,000.00 Group II 0221873108 Oct-2007 01-Dec-2006 FL 90.00 294,300.00 Group II 0221939532 Sep-2007 01-Jan-2007 FL 76.92 160,000.00 Group II 0221939705 Oct-2007 01-Jan-2007 NV 80.00 208,000.00 Group II 0221939937 Aug-2007 01-Dec-2006 IL 95.00 365,750.00 Group II 0221940090 Oct-2007 01-Dec-2006 FL 95.00 299,250.00 Group II 0221940824 Aug-2007 01-Jan-2007 NJ 75.00 210,000.00 Group II 0221940984 Sep-2007 01-Jan-2007 AZ 80.00 145,600.00 Group II 0221941655 Oct-2007 01-Jan-2007 MD 90.00 282,600.00 Group II 0221942286 Jun-2007 01-Dec-2006 FL 95.00 192,850.00 Group II 0221942922 Sep-2007 01-Jan-2007 CA 73.68 280,000.00 Group II 0221944245 Sep-2007 01-Jan-2007 GA 80.00 107,840.00 Group II 0221945273 Oct-2007 01-Jan-2007 MD 70.00 126,700.00 Group II 0221945290 Aug-2007 01-Oct-2006 RI 95.00 247,000.00 Group II 0221945653 Oct-2007 01-Jan-2007 NY 88.00 165,000.00 Group II 0221946369 Aug-2007 01-Jan-2007 NM 85.00 212,500.00 Group II 0221946720 Aug-2007 01-Jan-2007 WI 85.00 229,415.00 Group II 0221946799 Jun-2007 01-Jan-2007 CA 55.38 180,000.00 Group II 0221947531 Aug-2007 01-Jan-2007 FL 84.17 303,000.00 Group II 0221947736 Jul-2007 01-Jan-2007 CA 37.44 234,000.00 Group II 0221948068 Oct-2007 01-Jan-2007 CA 80.00 348,000.00 Group II 0221949562 Oct-2007 01-Dec-2006 LA 80.00 288,000.00 Group II 0221950025 Jun-2007 01-Jan-2007 KY 90.00 99,000.00 Group II 0221950190 Sep-2007 01-Jan-2007 FL 80.00 400,000.00 Group II 0221950724 Oct-2007 01-Jan-2007 NV 95.00 213,750.00 Group III 0221078018 Oct-2007 01-Jul-2006 CT 85.00 565,250.00 Group III 0221078301 Aug-2007 01-Jul-2006 NY 80.00 540,000.00 Group III 0221078343 Jul-2007 01-Aug-2006 TX 39.39 91,000.00 Group III 0221180670 Oct-2007 01-Aug-2006 CA 80.00 420,000.00 Group III 0221180732 Oct-2007 01-Aug-2006 TX 80.00 127,920.00 Group III 0221771492 Jul-2007 01-Nov-2006 FL 95.00 242,250.00 Group III 0221771883 Oct-2007 01-Nov-2006 FL 85.00 252,450.00 Group III 0221772034 Sep-2007 01-Nov-2006 KS 80.00 106,080.00 Group III 0221772458 Jul-2007 01-Nov-2006 WA 90.00 219,600.00 Group III 0221772615 Aug-2007 01-Nov-2006 WI 95.00 275,500.00 Group III 0221773395 Jul-2007 01-Nov-2006 IL 80.00 212,000.00 Group III 0221773568 Sep-2007 01-Nov-2006 CA 90.00 310,500.00 Group III 0221773661 Jul-2007 01-Nov-2006 FL 95.00 115,900.00 Group III 0221773932 Aug-2007 01-Nov-2006 CA 80.00 328,000.00 Group III 0221776458 Sep-2007 01-Nov-2006 IL 80.00 139,920.00 Group III 0221776707 Oct-2007 01-Nov-2006 WI 100.00 115,000.00 Group III 0221776874 Aug-2007 01-Nov-2006 CA 80.00 632,000.00 Group III 0221776995 Jul-2007 01-Nov-2006 CA 80.00 404,000.00 Group III 0221777168 Sep-2007 01-Nov-2006 ME 90.00 450,000.00 Group III 0221777839 Jul-2007 01-Nov-2006 CA 80.00 360,000.00 Group III 0221778731 Sep-2007 01-Nov-2006 MN 90.00 220,500.00 Group III 0221864777 Oct-2007 01-Dec-2006 NY 80.00 310,800.00 Group III 0221864778 Aug-2007 01-Dec-2006 AZ 80.00 212,000.00 Group III 0221864781 Sep-2007 01-Dec-2006 LA 90.00 202,500.00 Group III 0221864782 Oct-2007 01-Dec-2006 CA 95.00 346,750.00 Group III 0221864797 Sep-2007 01-Dec-2006 CA 80.00 584,000.00 Group III 0221864813 Oct-2007 01-Dec-2006 NY 80.00 272,000.00 Group III 0221864846 Aug-2007 01-Dec-2006 CA 80.00 528,000.00 Group III 0221864909 Jul-2007 01-Dec-2006 MS 80.00 109,600.00 Group III 0221864913 Oct-2007 01-Dec-2006 WA 85.00 637,500.00 Group III 0221865018 Oct-2007 01-Dec-2006 FL 95.00 360,050.00 Group III 0221865019 Oct-2007 01-Dec-2006 IL 80.00 220,000.00 Group III 0221865063 Oct-2007 01-Oct-2006 WI 80.00 184,000.00 Group III 0221865113 Oct-2007 01-Dec-2006 OR 80.00 360,560.00 Group III 0221865136 Jul-2007 01-Dec-2006 CA 80.00 232,000.00 Group III 0221865195 Jun-2007 01-Dec-2006 FL 80.00 211,239.00 Group III 0221865278 Jun-2007 01-Dec-2006 NJ 80.00 375,200.00 Group III 0221865283 Jul-2007 01-Dec-2006 FL 80.00 456,000.00 Group III 0221865360 Jul-2007 01-Dec-2006 NJ 90.00 333,000.00 Group III 0221865368 Oct-2007 01-Dec-2006 IN 90.00 70,200.00 Group III 0221865386 Aug-2007 01-Dec-2006 FL 80.00 360,000.00 Group III 0221865426 Aug-2007 01-Dec-2006 UT 80.00 207,200.00 Group III 0221865430 Oct-2007 01-Dec-2006 FL 90.00 281,700.00 Group III 0221865488 Jun-2007 01-Dec-2006 FL 80.00 284,000.00 Group III 0221865580 Oct-2007 01-Oct-2006 TX 95.00 315,400.00 Group III 0221865644 Oct-2007 01-Dec-2006 CA 80.00 236,000.00 Group III 0221865662 Sep-2007 01-Dec-2006 FL 82.00 123,000.00 Group III 0221865695 Aug-2007 01-Dec-2006 TX 80.00 84,000.00 Group III 0221865701 Jun-2007 01-Dec-2006 MD 80.00 472,000.00 Group III 0221865707 Oct-2007 01-Dec-2006 AZ 80.00 181,600.00 Group III 0221865735 Jun-2007 01-Nov-2006 IL 80.00 158,400.00 Group III 0221865780 Oct-2007 01-Dec-2006 CA 90.00 420,300.00 Group III 0221865787 Jul-2007 01-Dec-2006 CA 80.00 226,400.00 Group III 0221865811 Sep-2007 01-Dec-2006 CA 80.00 412,000.00 Group III 0221865815 Oct-2007 01-Dec-2006 FL 80.00 212,000.00 Group III 0221865816 Aug-2007 01-Sep-2006 NV 20.00 112,000.00 Group III 0221865820 Jun-2007 01-Dec-2006 FL 80.00 236,000.00 Group III 0221865839 Aug-2007 01-Dec-2006 CA 80.00 572,000.00 Group III 0221865847 Jun-2007 01-Dec-2006 CA 80.00 308,800.00 Group III 0221865857 Oct-2007 01-Dec-2006 WA 87.00 435,000.00 Group III 0221865923 Sep-2007 01-Dec-2006 CA 80.00 601,834.00 Group III 0221866020 Sep-2007 01-Dec-2006 CA 80.00 267,920.00 Group III 0221866027 Jun-2007 01-Dec-2006 CA 80.00 512,000.00 Group III 0221866039 Jul-2007 01-Dec-2006 IL 80.00 260,000.00 Group III 0221866064 Jul-2007 01-Nov-2006 IL 80.00 160,000.00 Group III 0221866172 Jun-2007 01-Dec-2006 CA 80.00 260,000.00 Group III 0221866259 Aug-2007 01-Dec-2006 CA 80.00 180,000.00 Group III 0221866280 Oct-2007 01-Dec-2006 CA 80.00 320,000.00 Group III 0221866317 Jul-2007 01-Oct-2006 FL 66.19 184,000.00 Group III 0221866335 Oct-2007 01-Dec-2006 CA 80.00 260,000.00 Group III 0221866348 Sep-2007 01-Dec-2006 CA 80.00 648,000.00 Group III 0221866382 Sep-2007 01-Nov-2006 FL 80.00 181,520.00 Group III 0221866385 Jun-2007 01-Dec-2006 FL 100.00 175,000.00 Group III 0221866387 Oct-2007 01-Dec-2006 NY 80.00 448,000.00 Group III 0221866406 Jul-2007 01-Dec-2006 CA 80.00 449,600.00 Group III 0221866420 Jul-2007 01-Dec-2006 NY 80.00 436,800.00 Group III 0221866484 Jul-2007 01-Dec-2006 FL 80.00 264,000.00 Group III 0221866541 Jul-2007 01-Dec-2006 CA 100.00 340,000.00 Group III 0221866553 Jul-2007 01-Nov-2006 CA 80.00 320,000.00 Group III 0221866625 Aug-2007 01-Dec-2006 FL 80.00 268,000.00 Group III 0221866649 Jul-2007 01-Dec-2006 CA 80.00 351,200.00 Group III 0221866682 Sep-2007 01-Dec-2006 CA 80.00 372,000.00 Group III 0221866719 Oct-2007 01-Dec-2006 TX 80.00 276,000.00 Group III 0221866731 Sep-2007 01-Dec-2006 CA 80.00 316,000.00 Group III 0221866748 Jul-2007 01-Dec-2006 CA 80.00 358,400.00 Group III 0221866775 Jul-2007 01-Nov-2006 CA 80.00 256,000.00 Group III 0221866850 Sep-2007 01-Dec-2006 CA 80.00 400,000.00 Group III 0221866863 Jun-2007 01-Dec-2006 CA 95.00 237,500.00 Group III 0221866901 Oct-2007 01-Dec-2006 CA 80.00 485,600.00 Group III 0221866931 Jun-2007 01-Dec-2006 CA 85.00 565,250.00 Group III 0221866934 Oct-2007 01-Dec-2006 IN 90.00 82,800.00 Group III 0221866967 Jul-2007 01-Dec-2006 CA 80.00 272,000.00 Group III 0221866975 Jun-2007 01-Dec-2006 CA 80.00 336,000.00 Group III 0221867029 Jun-2007 01-Dec-2006 CA 80.00 270,400.00 Group III 0221867035 Sep-2007 01-Dec-2006 CA 87.35 445,500.00 Group III 0221867074 Aug-2007 01-Dec-2006 CA 80.00 415,620.00 Group III 0221867093 Aug-2007 01-Dec-2006 FL 80.00 384,000.00 Group III 0221867243 Sep-2007 01-Dec-2006 CA 80.00 300,000.00 Group III 0221867254 Jun-2007 01-Dec-2006 CT 80.00 168,000.00 Group III 0221867277 Oct-2007 01-Dec-2006 FL 90.00 594,000.00 Group III 0221867297 Jun-2007 01-Nov-2006 CA 80.00 516,000.00 Group III 0221867336 Jun-2007 01-Dec-2006 CA 80.00 228,000.00 Group III 0221867343 Jun-2007 01-Dec-2006 CA 80.00 520,000.00 Group III 0221867385 Aug-2007 01-Oct-2006 FL 90.00 414,900.00 Group III 0221867392 Jul-2007 01-Dec-2006 FL 80.00 376,000.00 Group III 0221867427 Sep-2007 01-Dec-2006 AZ 80.00 88,000.00 Group III 0221867428 Oct-2007 01-Dec-2006 FL 80.00 152,000.00 Group III 0221867432 Sep-2007 01-Dec-2006 FL 90.00 210,321.00 Group III 0221867441 Oct-2007 01-Dec-2006 CA 80.00 189,560.00 Group III 0221867450 Oct-2007 01-Dec-2006 CO 83.02 176,000.00 Group III 0221867521 Sep-2007 01-Dec-2006 CA 80.00 264,000.00 Group III 0221867527 Oct-2007 01-Dec-2006 IL 65.00 325,000.00 Group III 0221867528 Jul-2007 01-Dec-2006 CA 80.00 232,000.00 Group III 0221867567 Aug-2007 01-Dec-2006 TX 90.00 171,000.00 Group III 0221867587 Jul-2007 01-Dec-2006 FL 80.00 162,800.00 Group III 0221867618 Aug-2007 01-Dec-2006 CA 80.00 244,000.00 Group III 0221867657 Aug-2007 01-Dec-2006 CA 80.00 439,192.00 Group III 0221867669 Jun-2007 01-Dec-2006 AZ 80.00 360,000.00 Group III 0221867686 Sep-2007 01-Dec-2006 CA 90.00 450,000.00 Group III 0221867709 Jul-2007 01-Dec-2006 CA 80.00 336,000.00 Group III 0221867711 Aug-2007 01-Dec-2006 CA 80.00 361,600.00 Group III 0221867715 Sep-2007 01-Oct-2006 NY 20.00 98,000.00 Group III 0221867745 Sep-2007 01-Dec-2006 IL 80.00 132,000.00 Group III 0221867885 Sep-2007 01-Dec-2006 CA 80.00 265,600.00 Group III 0221867948 Sep-2007 01-Dec-2006 IL 80.00 137,600.00 Group III 0221868011 Aug-2007 01-Dec-2006 FL 80.00 323,200.00 Group III 0221868022 Jun-2007 01-Dec-2006 CA 80.00 484,000.00 Group III 0221868048 Jun-2007 01-Dec-2006 TX 90.00 261,000.00 Group III 0221868088 Oct-2007 01-Dec-2006 CA 80.00 440,000.00 Group III 0221868107 Aug-2007 01-Dec-2006 FL 80.00 175,920.00 Group III 0221868204 Jul-2007 01-Nov-2006 CA 80.00 328,000.00 Group III 0221868255 Jul-2007 01-Dec-2006 FL 80.00 252,000.00 Group III 0221868265 Jul-2007 01-Dec-2006 CA 80.00 312,000.00 Group III 0221868333 Oct-2007 01-Dec-2006 CA 80.00 460,000.00 Group III 0221868337 Aug-2007 01-Dec-2006 CA 80.00 304,441.00 Group III 0221868339 Oct-2007 01-Dec-2006 CA 74.58 440,000.00 Group III 0221868391 Aug-2007 01-Dec-2006 CA 75.00 367,500.00 Group III 0221868413 Jul-2007 01-Nov-2006 CA 80.00 416,000.00 Group III 0221868488 Jul-2007 01-Nov-2006 CA 80.00 504,000.00 Group III 0221868498 Oct-2007 01-Oct-2006 IL 75.00 206,250.00 Group III 0221868506 Jul-2007 01-Dec-2006 FL 90.00 166,500.00 Group III 0221868524 Oct-2007 01-Dec-2006 CA 80.00 312,000.00 Group III 0221868540 Oct-2007 01-Dec-2006 CA 80.00 440,000.00 Group III 0221868542 Oct-2007 01-Dec-2006 IL 80.00 180,000.00 Group III 0221868563 Jun-2007 01-Dec-2006 IL 54.00 110,700.00 Group III 0221868567 Sep-2007 01-Dec-2006 CA 80.00 224,400.00 Group III 0221868571 Jul-2007 01-Nov-2006 IL 75.00 225,000.00 Group III 0221868575 Oct-2007 01-Dec-2006 CA 80.00 288,000.00 Group III 0221868609 Sep-2007 01-Dec-2006 CA 80.00 409,600.00 Group III 0221868677 Jun-2007 01-Dec-2006 FL 80.00 225,600.00 Group III 0221868686 Aug-2007 01-Dec-2006 CA 80.00 252,000.00 Group III 0221868697 Aug-2007 01-Oct-2006 OH 90.00 112,500.00 Group III 0221868706 Jul-2007 01-Dec-2006 CA 80.00 512,000.00 Group III 0221868740 Aug-2007 01-Dec-2006 CA 80.00 420,000.00 Group III 0221868771 Jul-2007 01-Dec-2006 FL 80.00 272,000.00 Group III 0221868789 Oct-2007 01-Nov-2006 CA 80.00 264,000.00 Group III 0221868811 Sep-2007 01-Dec-2006 IL 80.00 292,000.00 Group III 0221868826 Jul-2007 01-Dec-2006 WI 65.00 83,200.00 Group III 0221868829 Oct-2007 01-Dec-2006 LA 45.95 51,000.00 Group III 0221868841 Jun-2007 01-Dec-2006 CA 80.00 544,000.00 Group III 0221868853 Aug-2007 01-Dec-2006 CA 80.00 256,000.00 Group III 0221868998 Sep-2007 01-Dec-2006 CA 80.00 616,000.00 Group III 0221869018 Oct-2007 01-Dec-2006 CA 80.00 471,200.00 Group III 0221869047 Aug-2007 01-Dec-2006 CA 80.00 432,000.00 Group III 0221869180 Jul-2007 01-Dec-2006 FL 89.40 268,200.00 Group III 0221869182 Jul-2007 01-Dec-2006 FL 80.00 424,000.00 Group III 0221869194 Jul-2007 01-Dec-2006 FL 80.00 464,000.00 Group III 0221869202 Sep-2007 01-Dec-2006 AZ 80.00 155,200.00 Group III 0221869209 Jul-2007 01-Dec-2006 CA 80.00 252,000.00 Group III 0221869228 Jul-2007 01-Dec-2006 FL 85.00 168,300.00 Group III 0221869285 Oct-2007 01-Dec-2006 FL 80.00 520,000.00 Group III 0221869311 Jun-2007 01-Dec-2006 CA 80.00 540,000.00 Group III 0221869428 Oct-2007 01-Dec-2006 WA 80.00 351,960.00 Group III 0221869431 Oct-2007 01-Dec-2006 FL 20.00 67,000.00 Group III 0221869539 Aug-2007 01-Dec-2006 AZ 80.00 427,200.00 Group III 0221869552 Jun-2007 01-Oct-2006 OH 85.00 57,800.00 Group III 0221869554 Sep-2007 01-Dec-2006 LA 80.00 100,000.00 Group III 0221869556 Jul-2007 01-Dec-2006 CA 80.00 396,000.00 Group III 0221869579 Oct-2007 01-Dec-2006 MA 75.00 506,250.00 Group III 0221869612 Oct-2007 01-Dec-2006 CA 20.00 146,000.00 Group III 0221869613 Oct-2007 01-Dec-2006 CA 80.00 132,000.00 Group III 0221869653 Sep-2007 01-Dec-2006 CA 80.00 600,000.00 Group III 0221869662 Aug-2007 01-Dec-2006 LA 90.00 67,500.00 Group III 0221869667 Jul-2007 01-Dec-2006 CA 80.00 259,200.00 Group III 0221869668 Oct-2007 01-Dec-2006 FL 85.00 747,405.00 Group III 0221869678 Jul-2007 01-Dec-2006 CA 90.00 301,500.00 Group III 0221869703 Oct-2007 01-Dec-2006 FL 90.00 153,000.00 Group III 0221869741 Jul-2007 01-Dec-2006 CA 80.00 200,000.00 Group III 0221869763 Aug-2007 01-Nov-2006 CA 80.00 399,200.00 Group III 0221869793 Aug-2007 01-Dec-2006 CA 80.00 424,000.00 Group III 0221869887 Oct-2007 01-Dec-2006 MA 63.92 225,000.00 Group III 0221869919 Aug-2007 01-Dec-2006 CA 80.00 304,000.00 Group III 0221869932 Jul-2007 01-Oct-2006 FL 80.00 235,200.00 Group III 0221869951 Jul-2007 01-Dec-2006 CA 80.00 642,400.00 Group III 0221869954 Oct-2007 01-Dec-2006 FL 80.00 160,800.00 Group III 0221869995 Oct-2007 01-Oct-2006 CA 80.00 416,000.00 Group III 0221869999 Jul-2007 01-Nov-2006 CA 80.00 478,400.00 Group III 0221870017 Jul-2007 01-Dec-2006 CA 80.00 496,000.00 Group III 0221870036 Sep-2007 01-Dec-2006 CA 80.00 416,000.00 Group III 0221870142 Oct-2007 01-Dec-2006 CA 80.00 330,400.00 Group III 0221870158 Sep-2007 01-Dec-2006 CA 89.64 493,000.00 Group III 0221870182 Jul-2007 01-Dec-2006 FL 80.00 162,400.00 Group III 0221870198 Jun-2007 01-Dec-2006 CA 80.00 420,000.00 Group III 0221870210 Sep-2007 01-Dec-2006 UT 90.00 329,400.00 Group III 0221870214 Jun-2007 01-Dec-2006 FL 80.00 412,000.00 Group III 0221870246 Sep-2007 01-Dec-2006 CA 80.00 432,000.00 Group III 0221870270 Jun-2007 01-Dec-2006 CA 80.00 252,000.00 Group III 0221870275 Jul-2007 01-Dec-2006 CA 80.00 432,000.00 Group III 0221870322 Aug-2007 01-Dec-2006 CA 80.00 424,000.00 Group III 0221870329 Jul-2007 01-Dec-2006 FL 90.00 405,000.00 Group III 0221870340 Jul-2007 01-Dec-2006 FL 80.00 183,200.00 Group III 0221870464 Jun-2007 01-Dec-2006 MO 50.91 84,000.00 Group III 0221870519 Oct-2007 01-Dec-2006 CA 80.00 518,016.00 Group III 0221870545 Sep-2007 01-Dec-2006 AZ 95.00 258,400.00 Group III 0221870636 Jun-2007 01-Dec-2006 CA 80.00 198,400.00 Group III 0221870638 Aug-2007 01-Dec-2006 NJ 80.00 520,000.00 Group III 0221870646 Jun-2007 01-Dec-2006 CA 80.00 700,000.00 Group III 0221870669 Sep-2007 01-Dec-2006 CA 80.00 574,400.00 Group III 0221870725 Sep-2007 01-Dec-2006 CA 90.00 675,000.00 Group III 0221870791 Sep-2007 01-Dec-2006 CA 90.00 368,100.00 Group III 0221870797 Sep-2007 01-Dec-2006 NV 90.00 190,800.00 Group III 0221870827 Jul-2007 01-Dec-2006 FL 80.00 559,200.00 Group III 0221870853 Jul-2007 01-Dec-2006 CA 80.00 376,000.00 Group III 0221870874 Aug-2007 01-Dec-2006 CA 80.00 679,920.00 Group III 0221870935 Jun-2007 01-Dec-2006 CA 80.00 500,000.00 Group III 0221870986 Jun-2007 01-Dec-2006 CA 100.00 430,000.00 Group III 0221870987 Sep-2007 01-Dec-2006 CA 95.00 325,850.00 Group III 0221871028 Jul-2007 01-Dec-2006 WY 85.00 85,000.00 Group III 0221871043 Oct-2007 01-Dec-2006 FL 80.00 680,000.00 Group III 0221871067 Jun-2007 01-Dec-2006 CA 80.00 441,600.00 Group III 0221871076 Jul-2007 01-Dec-2006 FL 80.00 328,000.00 Group III 0221871114 Jun-2007 01-Dec-2006 FL 80.00 360,400.00 Group III 0221871129 Aug-2007 01-Dec-2006 NY 80.00 400,000.00 Group III 0221871188 Oct-2007 01-Dec-2006 CA 80.00 344,000.00 Group III 0221871195 Jul-2007 01-Dec-2006 OK 95.00 85,500.00 Group III 0221871225 Jul-2007 01-Dec-2006 FL 90.00 252,000.00 Group III 0221871240 Sep-2007 01-Dec-2006 FL 80.00 156,000.00 Group III 0221871246 Jun-2007 01-Dec-2006 CA 80.00 280,000.00 Group III 0221871324 Jun-2007 01-Dec-2006 CA 80.00 186,000.00 Group III 0221871370 Sep-2007 01-Dec-2006 TX 80.00 129,600.00 Group III 0221871542 Jun-2007 01-Dec-2006 FL 80.00 193,600.00 Group III 0221871590 Jun-2007 01-Nov-2006 CA 80.00 696,000.00 Group III 0221871610 Oct-2007 01-Dec-2006 CA 87.50 630,000.00 Group III 0221871628 Aug-2007 01-Dec-2006 IA 90.00 117,000.00 Group III 0221871683 Aug-2007 01-Dec-2006 FL 90.00 438,291.00 Group III 0221871694 Aug-2007 01-Dec-2006 CA 80.00 264,000.00 Group III 0221871731 Sep-2007 01-Dec-2006 FL 80.00 164,000.00 Group III 0221871798 Oct-2007 01-Dec-2006 LA 90.00 101,700.00 Group III 0221871812 Jul-2007 01-Dec-2006 FL 85.00 408,000.00 Group III 0221871821 Aug-2007 01-Dec-2006 TX 82.22 111,000.00 Group III 0221871843 Aug-2007 01-Dec-2006 CA 85.00 208,250.00 Group III 0221871863 Sep-2007 01-Jan-2007 CA 90.00 495,000.00 Group III 0221871923 Jul-2007 01-Dec-2006 AZ 80.00 204,280.00 Group III 0221871931 Jul-2007 01-Dec-2006 MO 95.00 273,483.00 Group III 0221871948 Aug-2007 01-Dec-2006 CA 90.00 409,500.00 Group III 0221871958 Sep-2007 01-Dec-2006 FL 80.00 204,000.00 Group III 0221871994 Jun-2007 01-Dec-2006 NV 80.00 236,000.00 Group III 0221872000 Aug-2007 01-Dec-2006 LA 90.00 126,000.00 Group III 0221872033 Oct-2007 01-Dec-2006 CA 80.00 344,000.00 Group III 0221872041 Jul-2007 01-Dec-2006 FL 80.00 264,000.00 Group III 0221872044 Sep-2007 01-Dec-2006 CA 20.00 76,110.00 Group III 0221872086 Jul-2007 01-Dec-2006 FL 90.00 346,500.00 Group III 0221872090 Jul-2007 01-Dec-2006 FL 80.00 360,000.00 Group III 0221872112 Jun-2007 01-Dec-2006 CA 85.00 425,000.00 Group III 0221872186 Aug-2007 01-Dec-2006 CT 85.00 208,250.00 Group III 0221872194 Sep-2007 01-Dec-2006 AZ 75.00 487,500.00 Group III 0221872228 Jul-2007 01-Dec-2006 NY 80.00 592,000.00 Group III 0221872257 Jun-2007 01-Dec-2006 IL 80.00 288,000.00 Group III 0221872301 Oct-2007 01-Dec-2006 AR 62.86 110,000.00 Group III 0221872340 Jul-2007 01-Nov-2006 CA 80.00 640,000.00 Group III 0221872344 Aug-2007 01-Dec-2006 CA 80.00 637,600.00 Group III 0221872383 Sep-2007 01-Dec-2006 FL 80.00 399,200.00 Group III 0221872443 Jun-2007 01-Dec-2006 NV 89.73 249,999.00 Group III 0221872525 Jun-2007 01-Dec-2006 FL 80.00 478,400.00 Group III 0221872541 Aug-2007 01-Dec-2006 CA 80.00 652,000.00 Group III 0221872742 Aug-2007 01-Dec-2006 CA 80.00 676,000.00 Group III 0221872744 Sep-2007 01-Dec-2006 CA 80.00 466,400.00 Group III 0221872762 Jul-2007 01-Dec-2006 CA 80.00 592,000.00 Group III 0221872769 Oct-2007 01-Dec-2006 NY 69.39 340,000.00 Group III 0221872799 Aug-2007 01-Dec-2006 CA 80.00 208,000.00 Group III 0221872823 Aug-2007 01-Dec-2006 CA 80.00 452,000.00 Group III 0221872911 Jul-2007 01-Dec-2006 FL 80.00 235,992.00 Group III 0221872965 Jul-2007 01-Dec-2006 FL 100.00 389,000.00 Group III 0221872974 Aug-2007 01-Dec-2006 CA 80.00 340,000.00 Group III 0221872978 Jul-2007 01-Dec-2006 AZ 90.00 274,500.00 Group III 0221872985 Sep-2007 01-Dec-2006 CA 80.00 399,200.00 Group III 0221872988 Jun-2007 01-Dec-2006 FL 80.00 492,000.00 Group III 0221873019 Aug-2007 01-Dec-2006 CA 80.00 336,800.00 Group III 0221873114 Aug-2007 01-Dec-2006 NV 80.00 700,000.00 Group III 0221873143 Jul-2007 01-Dec-2006 CA 90.00 607,500.00 Group III 0221873166 Sep-2007 01-Dec-2006 NV 80.00 327,992.00 Group III 0221873169 Oct-2007 01-Dec-2006 CA 90.00 333,000.00 Group III 0221939434 Oct-2007 01-Jan-2007 MS 80.00 74,880.00 Group III 0221939550 Sep-2007 01-Dec-2006 CA 95.00 641,250.00 Group III 0221939655 Jul-2007 01-Jan-2007 WI 65.00 224,250.00 Group III 0221939879 Jul-2007 01-Dec-2006 CA 90.00 535,500.00 Group III 0221940000 Jun-2007 01-Jan-2007 CA 80.00 198,320.00 Group III 0221940375 Oct-2007 01-Jan-2007 CA 80.00 286,800.00 Group III 0221940484 Jun-2007 01-Jan-2007 CA 95.00 479,750.00 Group III 0221940498 Jun-2007 01-Jan-2007 CA 80.00 782,000.00 Group III 0221940530 Aug-2007 01-Dec-2006 CA 86.52 527,000.00 Group III 0221940708 Oct-2007 01-Jan-2007 NY 80.00 557,440.00 Group III 0221940740 Jul-2007 01-Jan-2007 CA 80.00 496,000.00 Group III 0221940845 Jul-2007 01-Jan-2007 CA 80.00 332,000.00 Group III 0221941037 Jul-2007 01-Jan-2007 CA 80.00 311,040.00 Group III 0221941102 Jun-2007 01-Jan-2007 FL 80.00 270,400.00 Group III 0221941118 Jul-2007 01-Jan-2007 CA 80.00 672,000.00 Group III 0221941148 Oct-2007 01-Jan-2007 CA 80.00 420,000.00 Group III 0221941263 Sep-2007 01-Jan-2007 CA 85.00 518,500.00 Group III 0221941275 Aug-2007 01-Jan-2007 CA 80.00 580,000.00 Group III 0221941335 Aug-2007 01-Jan-2007 NY 80.00 258,880.00 Group III 0221941488 Sep-2007 01-Jan-2007 NM 94.94 323,000.00 Group III 0221941661 Sep-2007 01-Jan-2007 CA 80.00 584,000.00 Group III 0221941719 Sep-2007 01-Dec-2006 NJ 94.84 588,000.00 Group III 0221941768 Oct-2007 01-Jan-2007 CA 90.00 522,000.00 Group III 0221941804 Jul-2007 01-Jan-2007 CA 100.00 425,000.00 Group III 0221941912 Aug-2007 01-Jan-2007 CA 80.00 380,000.00 Group III 0221941942 Aug-2007 01-Jan-2007 FL 80.00 180,000.00 Group III 0221942028 Jul-2007 01-Jan-2007 CA 80.00 432,800.00 Group III 0221942045 Jul-2007 01-Jan-2007 AZ 90.00 346,500.00 Group III 0221942109 Jul-2007 01-Jan-2007 CA 80.00 301,600.00 Group III 0221942118 Aug-2007 01-Jan-2007 CA 75.00 277,500.00 Group III 0221942147 Jun-2007 01-Dec-2006 CA 90.00 675,000.00 Group III 0221942544 Jul-2007 01-Oct-2006 NY 90.00 585,000.00 Group III 0221942549 Jul-2007 01-Jan-2007 FL 80.00 160,000.00 Group III 0221942706 Oct-2007 01-Jan-2007 MN 80.00 192,000.00 Group III 0221942742 Oct-2007 01-Jan-2007 NJ 63.73 650,000.00 Group III 0221942878 Jul-2007 01-Jan-2007 CA 80.00 436,000.00 Group III 0221942902 Jul-2007 01-Dec-2006 CA 80.00 299,425.00 Group III 0221942981 Aug-2007 01-Jan-2007 CO 80.00 224,800.00 Group III 0221943007 Oct-2007 01-Jan-2007 CA 80.00 600,000.00 Group III 0221943263 Aug-2007 01-Jan-2007 CA 80.00 344,000.00 Group III 0221943514 Sep-2007 01-Jan-2007 FL 80.00 196,000.00 Group III 0221943551 Aug-2007 01-Jan-2007 FL 80.00 184,000.00 Group III 0221943557 Jul-2007 01-Jan-2007 FL 100.00 429,000.00 Group III 0221943742 Aug-2007 01-Jan-2007 FL 80.00 228,000.00 Group III 0221943945 Oct-2007 01-Jan-2007 CA 80.00 704,000.00 Group III 0221943952 Jul-2007 01-Dec-2006 CA 95.00 332,500.00 Group III 0221944098 Aug-2007 01-Jan-2007 IL 90.00 252,000.00 Group III 0221944166 Jul-2007 01-Jan-2007 CO 85.00 525,300.00 Group III 0221944215 Oct-2007 01-Jan-2007 FL 80.00 341,600.00 Group III 0221944268 Jul-2007 01-Jan-2007 CA 80.00 408,000.00 Group III 0221944344 Jun-2007 01-Nov-2006 IL 85.00 67,150.00 Group III 0221944383 Oct-2007 01-Dec-2006 CA 90.00 805,500.00 Group III 0221944428 Oct-2007 01-Jan-2007 UT 80.00 306,080.00 Group III 0221944935 Jun-2007 01-Jan-2007 FL 80.00 600,000.00 Group III 0221945065 Jul-2007 01-Jan-2007 CA 80.00 426,400.00 Group III 0221945185 Oct-2007 01-Jan-2007 NY 80.00 320,000.00 Group III 0221945314 Jul-2007 01-Jan-2007 FL 80.00 160,000.00 Group III 0221945503 Oct-2007 01-Jan-2007 CA 80.00 368,000.00 Group III 0221945524 Jul-2007 01-Dec-2006 TX 95.00 83,600.00 Group III 0221945583 Jul-2007 01-Jan-2007 MD 68.97 100,000.00 Group III 0221945641 Jul-2007 01-Dec-2006 CA 80.00 352,000.00 Group III 0221945652 Oct-2007 01-Jan-2007 FL 80.00 310,400.00 Group III 0221945671 Jul-2007 01-Jan-2007 CA 80.00 417,600.00 Group III 0221945887 Jun-2007 01-Jan-2007 NY 95.00 413,250.00 Group III 0221946115 Jun-2007 01-Jan-2007 CA 80.00 288,000.00 Group III 0221946151 Aug-2007 01-Jan-2007 TX 95.00 102,125.00 Group III 0221946311 Sep-2007 01-Jan-2007 FL 90.00 321,750.00 Group III 0221946334 Jun-2007 01-Jan-2007 FL 80.00 280,000.00 Group III 0221946556 Oct-2007 01-Jan-2007 IL 95.00 237,500.00 Group III 0221946698 Oct-2007 01-Jan-2007 CA 90.00 495,000.00 Group III 0221946705 Sep-2007 01-Nov-2006 FL 95.00 494,000.00 Group III 0221946732 Jul-2007 01-Jan-2007 CA 80.00 270,400.00 Group III 0221946870 Oct-2007 01-Jan-2007 TX 100.00 164,000.00 Group III 0221946929 Aug-2007 01-Jan-2007 NY 80.00 368,880.00 Group III 0221946978 Sep-2007 01-Jan-2007 FL 70.00 142,800.00 Group III 0221947068 Jun-2007 01-Jan-2007 FL 80.00 448,000.00 Group III 0221947073 Oct-2007 01-Jan-2007 CA 88.55 441,000.00 Group III 0221947333 Jun-2007 01-Dec-2006 CA 90.00 540,000.00 Group III 0221947379 Jul-2007 01-Jan-2007 FL 80.00 200,000.00 Group III 0221947391 Oct-2007 01-Jan-2007 CA 80.00 536,000.00 Group III 0221947493 Aug-2007 01-Jan-2007 FL 80.00 158,320.00 Group III 0221947637 Oct-2007 01-Jan-2007 CA 80.00 456,000.00 Group III 0221947657 Aug-2007 01-Oct-2006 IA 90.00 58,950.00 Group III 0221947704 Oct-2007 01-Jan-2007 FL 80.00 229,600.00 Group III 0221947719 Aug-2007 01-Jan-2007 LA 85.00 208,250.00 Group III 0221947783 Jul-2007 01-Jan-2007 IL 80.00 346,400.00 Group III 0221947798 Sep-2007 01-Jan-2007 MD 85.00 221,000.00 Group III 0221947910 Jul-2007 01-Jan-2007 CA 90.00 612,000.00 Group III 0221948017 Jul-2007 01-Jan-2007 FL 80.00 197,600.00 Group III 0221948146 Jul-2007 01-Jan-2007 IL 90.00 326,700.00 Group III 0221948173 Sep-2007 01-Jan-2007 FL 80.00 272,000.00 Group III 0221948216 Aug-2007 01-Jan-2007 CA 80.00 452,000.00 Group III 0221948292 Sep-2007 01-Oct-2006 CA 100.00 435,000.00 Group III 0221948321 Aug-2007 01-Jan-2007 CA 80.00 679,200.00 Group III 0221948498 Jun-2007 01-Jan-2007 IL 80.00 560,000.00 Group III 0221948580 Oct-2007 01-Dec-2006 IL 95.00 247,000.00 Group III 0221948844 Oct-2007 01-Jan-2007 CA 80.00 380,000.00 Group III 0221948871 Sep-2007 01-Jan-2007 TX 90.00 211,500.00 Group III 0221948909 Jul-2007 01-Jan-2007 CA 80.00 424,000.00 Group III 0221948938 Oct-2007 01-Jan-2007 FL 80.00 520,000.00 Group III 0221949057 Aug-2007 01-Jan-2007 FL 95.00 274,550.00 Group III 0221949175 Sep-2007 01-Jan-2007 TX 80.00 82,400.00 Group III 0221949292 Aug-2007 01-Jan-2007 NV 80.00 220,000.00 Group III 0221949314 Aug-2007 01-Jan-2007 MA 90.00 259,200.00 Group III 0221949423 Jun-2007 01-Jan-2007 MA 80.00 296,000.00 Group III 0221949444 Jun-2007 01-Dec-2006 CA 95.00 641,250.00 Group III 0221949500 Jul-2007 01-Jan-2007 NY 80.00 472,000.00 Group III 0221949545 Sep-2007 01-Jan-2007 FL 80.00 185,600.00 Group III 0221949569 Jul-2007 01-Jan-2007 CA 90.00 162,000.00 Group III 0221949680 Sep-2007 01-Jan-2007 FL 80.00 272,000.00 Group III 0221949744 Jul-2007 01-Jan-2007 FL 100.00 490,000.00 Group III 0221949767 Jul-2007 01-Jan-2007 FL 80.00 320,000.00 Group III 0221949866 Sep-2007 01-Jan-2007 IL 80.00 205,600.00 Group III 0221949957 Oct-2007 01-Dec-2006 CA 80.00 503,932.00 Group III 0221949959 Oct-2007 01-Jan-2007 FL 79.99 191,900.00 Group III 0221950045 Jun-2007 01-Jan-2007 CA 80.00 384,000.00 Group III 0221950158 Aug-2007 01-Jan-2007 NC 90.91 50,000.00 Group III 0221950371 Oct-2007 01-Jan-2007 CA 80.00 464,000.00 Group III 0221950387 Sep-2007 01-Dec-2006 PA 90.00 73,800.00 Group III 0221950636 Oct-2007 01-Jan-2007 CA 80.00 309,600.00 Group III 0221950853 Oct-2007 01-Jan-2007 NY 90.00 441,000.00 Group III 0221950881 Jul-2007 01-Jan-2007 FL 80.00 212,800.00 Group III 0221950920 Oct-2007 01-Jan-2007 FL 73.77 135,000.00 Group III 0221950955 Jun-2007 01-Jan-2007 FL 80.00 328,000.00 Group III 0221950966 Jul-2007 01-Jan-2007 IL 80.00 169,600.00 Group III 0221951013 Jul-2007 01-Jan-2007 CA 80.00 328,000.00 Group III 0221951067 Jul-2007 01-Jan-2007 AZ 80.00 1,120,000.00 Group III 0221951133 Aug-2007 01-Dec-2006 IL 92.01 144,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0221078185 295,538.25 01-Jun-2007 2 6.950% 6,345.55 Group I 0221078317 407,666.06 01-Dec-2006 8 7.550% 16,686.78 Group I 0221180682 233,734.33 01-Mar-2007 5 8.100% 10,340.32 Group I 0221180775 390,884.46 01-Feb-2007 6 6.990% 14,774.31 Group I 0221180867 162,658.59 01-Jun-2007 2 7.650% 3,872.15 Group I 0221864795 384,000.00 01-Mar-2007 5 8.600% 18,144.00 Group I 0221864807 176,233.44 01-Mar-2007 5 8.700% 8,423.67 Group I 0221864810 241,866.35 01-Feb-2007 6 9.200% 12,247.95 Group I 0221864858 67,455.18 01-May-2007 3 10.750% 2,866.90 Group I 0221864867 76,153.23 01-May-2007 3 8.950% 2,677.85 Group I 0221864888 387,242.77 01-Feb-2007 6 8.875% 18,874.31 Group I 0221864934 324,000.00 01-Jan-2007 7 7.100% 12,474.00 Group I 0221864958 123,352.68 01-May-2007 3 9.350% 4,546.78 Group I 0221865102 74,046.24 01-Apr-2007 4 9.050% 3,160.98 Group I 0221865165 118,655.46 01-May-2007 3 7.450% 3,430.67 Group I 0221865167 264,278.79 01-Jun-2007 2 6.990% 5,713.79 Group I 0221865178 323,793.89 01-Feb-2007 6 9.050% 16,135.08 Group I 0221865202 373,931.00 01-Mar-2007 5 7.750% 15,779.36 Group I 0221865233 219,378.16 01-Jun-2007 2 7.700% 5,259.13 Group I 0221865266 177,234.24 01-Jan-2007 7 8.500% 8,245.06 Group I 0221865298 337,403.46 01-Jan-2007 7 10.350% 19,372.32 Group I 0221865304 144,000.00 01-Mar-2007 5 8.250% 6,510.00 Group I 0221865309 111,120.00 01-Apr-2007 4 7.450% 3,861.42 Group I 0221865395 186,633.13 01-May-2007 3 8.550% 6,256.74 Group I 0221865420 150,720.50 01-May-2007 3 9.250% 5,488.97 Group I 0221865456 207,599.08 01-May-2007 3 8.650% 7,046.19 Group I 0221865494 401,442.34 01-Jan-2007 7 7.900% 17,302.61 Group I 0221865511 198,027.70 01-Jun-2007 2 8.300% 5,146.57 Group I 0221865720 75,920.08 01-May-2007 3 10.100% 3,035.83 Group I 0221865760 317,851.49 01-May-2007 3 9.400% 11,774.34 Group I 0221865768 389,193.75 01-Jun-2007 2 9.400% 11,536.81 Group I 0221865790 84,613.39 01-May-2007 3 8.700% 2,887.32 Group I 0221865823 247,075.53 01-Apr-2007 4 8.450% 9,814.71 Group I 0221865827 350,704.98 01-Feb-2007 6 8.100% 15,530.01 Group I 0221865905 140,895.67 01-Jun-2007 2 9.312% 4,137.29 Group I 0221866042 125,738.15 01-Feb-2007 6 7.875% 5,393.94 Group I 0221866281 231,707.34 01-Mar-2007 5 7.700% 9,722.24 Group I 0221866289 295,710.40 01-Jan-2007 7 9.550% 15,571.65 Group I 0221866372 395,827.64 01-Jan-2007 7 8.950% 19,489.14 Group I 0221866443 144,576.95 01-Jun-2007 2 10.400% 4,767.93 Group I 0221866480 175,277.44 01-May-2007 3 9.100% 6,278.03 Group I 0221866589 148,317.53 01-Feb-2007 6 10.400% 8,550.81 Group I 0221866610 391,619.63 01-Feb-2007 6 7.600% 16,198.04 Group I 0221866621 123,000.10 01-Jul-2007 1 9.498% 2,765.43 Group I 0221866624 199,187.25 01-May-2007 3 8.750% 6,838.76 Group I 0221866635 190,282.74 01-Mar-2007 5 8.000% 8,307.42 Group I 0221866668 339,999.17 01-Mar-2007 5 7.550% 13,982.43 Group I 0221866717 123,590.97 01-Apr-2007 4 8.150% 4,719.30 Group I 0221866739 125,356.00 01-Jun-2007 2 8.900% 3,506.83 Group I 0221866767 359,700.00 01-Jan-2007 7 10.300% 20,518.52 Group I 0221866790 236,108.20 01-Jan-2007 7 7.850% 10,107.54 Group I 0221866828 130,400.00 01-Apr-2007 4 7.050% 4,270.62 Group I 0221866849 200,934.98 01-Apr-2007 4 8.150% 7,672.66 Group I 0221866940 99,662.58 01-May-2007 3 8.950% 3,501.35 Group I 0221867118 225,000.00 01-May-2007 3 7.950% 6,984.40 Group I 0221867129 70,430.13 01-Mar-2007 5 10.250% 4,000.42 Group I 0221867140 206,257.70 01-May-2007 3 9.250% 7,511.50 Group I 0221867141 57,633.26 01-Apr-2007 4 11.300% 3,109.39 Group I 0221867188 247,119.54 01-Apr-2007 4 7.800% 9,012.72 Group I 0221867190 351,703.52 01-Jan-2007 7 10.250% 19,959.55 Group I 0221867195 219,697.77 01-Mar-2007 5 7.400% 8,833.46 Group I 0221867282 259,200.00 01-Mar-2007 5 9.750% 13,986.00 Group I 0221867454 237,838.06 01-Mar-2007 5 9.800% 12,895.91 Group I 0221867540 173,557.47 01-Mar-2007 5 10.300% 9,908.48 Group I 0221867547 245,000.00 01-May-2007 3 6.675% 6,303.65 Group I 0221867673 107,875.86 01-Mar-2007 5 12.050% 7,261.59 Group I 0221867706 143,132.96 01-Jun-2007 2 10.638% 4,833.93 Group I 0221867784 330,574.94 01-Jun-2007 2 8.545% 8,856.46 Group I 0221867865 139,178.22 01-May-2007 3 6.850% 3,675.89 Group I 0221867952 254,440.69 01-May-2007 3 7.200% 7,097.77 Group I 0221868060 109,309.92 01-Mar-2007 5 10.150% 6,144.93 Group I 0221868365 103,611.13 01-Jun-2007 2 9.875% 3,235.49 Group I 0221868396 302,768.11 01-May-2007 3 8.400% 9,953.62 Group I 0221868482 191,852.09 01-Feb-2007 6 8.400% 8,831.83 Group I 0221868509 278,872.62 01-Apr-2007 4 7.150% 9,253.29 Group I 0221868512 208,180.41 01-Jul-2007 1 9.650% 4,759.69 Group I 0221868529 395,410.38 01-Jan-2007 7 7.500% 16,084.25 Group I 0221868617 116,269.08 01-Mar-2007 5 8.100% 5,150.13 Group I 0221868796 104,865.30 01-Mar-2007 5 11.550% 6,752.67 Group I 0221868879 215,806.04 01-Jan-2007 7 9.950% 11,868.69 Group I 0221868968 240,000.00 01-Apr-2007 4 8.300% 9,360.00 Group I 0221869017 95,861.28 01-Jan-2007 7 7.650% 3,983.41 Group I 0221869135 335,368.45 01-Jan-2007 7 9.500% 17,561.94 Group I 0221869203 270,312.08 01-Jan-2007 7 9.600% 14,335.79 Group I 0221869255 55,600.94 01-May-2007 3 9.450% 2,071.25 Group I 0221869261 293,869.33 01-Apr-2007 4 7.400% 10,118.44 Group I 0221869262 141,279.23 01-Feb-2007 6 7.400% 5,686.45 Group I 0221869266 238,374.70 01-Mar-2007 5 10.650% 14,108.00 Group I 0221869275 65,339.14 01-Feb-2007 6 10.350% 3,747.78 Group I 0221869296 309,186.91 01-May-2007 3 8.875% 10,776.55 Group I 0221869325 186,678.31 01-Apr-2007 4 8.975% 7,899.09 Group I 0221869412 249,742.30 01-Mar-2007 5 8.400% 11,499.80 Group I 0221869434 242,777.09 01-Jan-2007 7 9.850% 13,210.09 Group I 0221869483 278,728.74 01-Mar-2007 5 8.600% 13,160.03 Group I 0221869506 345,571.73 01-Apr-2007 4 8.975% 14,635.34 Group I 0221869767 307,605.89 01-Mar-2007 5 7.650% 12,817.08 Group I 0221869971 176,169.65 01-Mar-2007 5 8.250% 7,957.29 Group I 0221870053 169,783.27 01-Mar-2007 5 8.750% 8,164.81 Group I 0221870137 199,730.32 01-Jan-2007 7 7.993% 8,699.80 Group I 0221870192 393,444.06 01-May-2007 3 7.450% 11,385.48 Group I 0221870194 132,913.07 01-May-2007 3 7.475% 3,856.74 Group I 0221870278 179,646.44 01-May-2007 3 11.500% 8,228.15 Group I 0221870321 496,225.40 01-Jun-2007 2 7.975% 12,358.64 Group I 0221870417 185,010.09 01-Apr-2007 4 9.480% 8,296.01 Group I 0221870458 269,710.02 01-Jan-2007 7 9.100% 13,493.00 Group I 0221870490 178,513.41 01-Jul-2007 1 5.900% 2,407.37 Group I 0221870494 104,983.03 01-May-2007 3 9.500% 3,932.78 Group I 0221870537 319,114.87 01-Jun-2007 2 10.650% 10,790.04 Group I 0221870538 143,760.00 01-Jan-2007 7 6.750% 5,241.25 Group I 0221870559 387,713.94 01-Feb-2007 6 8.550% 18,187.97 Group I 0221870584 272,000.00 01-Apr-2007 4 6.950% 8,772.00 Group I 0221870676 269,625.99 01-May-2007 3 8.800% 9,320.12 Group I 0221870681 415,942.96 01-Feb-2007 6 6.875% 15,414.26 Group I 0221870838 63,665.10 01-Jun-2007 2 9.300% 1,865.98 Group I 0221870999 346,280.14 01-May-2007 3 7.050% 9,434.51 Group I 0221871019 209,580.87 01-Feb-2007 6 8.075% 9,235.47 Group I 0221871215 213,601.78 01-Jan-2007 7 11.150% 13,246.13 Group I 0221871382 188,447.71 01-May-2007 3 10.450% 7,805.98 Group I 0221871384 134,996.91 01-Jul-2007 1 6.500% 2,023.02 Group I 0221871446 111,602.19 01-May-2007 3 8.700% 3,808.40 Group I 0221871549 131,478.43 01-Jun-2007 2 8.950% 3,700.05 Group I 0221871569 202,419.30 01-Feb-2007 6 10.600% 11,919.31 Group I 0221871756 185,022.35 01-Feb-2007 6 10.400% 10,666.88 Group I 0221871757 238,564.09 01-Jun-2007 2 6.875% 5,062.77 Group I 0221871899 190,080.84 01-Jan-2007 7 8.775% 9,148.21 Group I 0221872004 224,674.28 01-May-2007 3 8.650% 7,625.76 Group I 0221872084 170,726.32 01-Feb-2007 6 9.150% 8,595.57 Group I 0221872089 351,231.83 01-May-2007 3 7.750% 10,594.39 Group I 0221872107 209,071.11 01-May-2007 3 8.875% 7,287.08 Group I 0221872212 53,716.21 01-Jun-2007 2 8.450% 1,422.08 Group I 0221872362 146,398.28 01-Apr-2007 4 8.850% 6,102.93 Group I 0221872371 445,012.82 01-Apr-2007 4 9.000% 18,885.89 Group I 0221872504 256,395.88 01-Mar-2007 5 8.700% 12,241.93 Group I 0221872524 397,971.72 01-Mar-2007 5 8.250% 17,955.77 Group I 0221872553 267,823.90 01-Mar-2007 5 7.500% 10,936.17 Group I 0221872581 319,311.16 01-Feb-2007 6 7.700% 13,371.50 Group I 0221872600 189,830.29 01-Jan-2007 7 9.975% 10,467.85 Group I 0221872613 174,752.69 01-Mar-2007 5 7.300% 6,924.33 Group I 0221872723 504,000.00 01-Apr-2007 4 6.500% 15,120.00 Group I 0221872802 113,232.79 01-Apr-2007 4 8.250% 4,380.44 Group I 0221872834 379,901.04 01-Mar-2007 5 6.250% 12,743.00 Group I 0221872879 318,992.37 01-Mar-2007 5 7.250% 12,529.83 Group I 0221872900 152,321.54 01-May-2007 3 7.600% 4,499.29 Group I 0221872905 255,079.44 01-Jun-2007 2 8.750% 7,012.11 Group I 0221872943 85,246.07 01-May-2007 3 9.625% 3,231.65 Group I 0221873038 313,892.13 01-Apr-2007 4 8.650% 12,771.25 Group I 0221873041 320,000.00 01-May-2007 3 8.050% 10,066.70 Group I 0221873137 226,702.92 01-May-2007 3 7.550% 6,654.82 Group I 0221873156 156,964.88 01-Jun-2007 2 10.375% 5,163.35 Group I 0221873199 386,598.84 01-Jun-2007 2 10.300% 12,625.98 Group I 0221873238 195,819.16 01-Jun-2007 2 6.900% 4,171.95 Group I 0221940274 81,840.67 01-Feb-2007 6 10.950% 4,981.39 Group I 0221940374 244,234.26 01-Feb-2007 6 7.200% 9,531.29 Group I 0221940451 223,613.19 01-May-2007 3 8.200% 7,170.20 Group I 0221940659 291,674.81 01-Jun-2007 2 7.350% 6,656.27 Group I 0221940694 89,566.12 01-Jun-2007 2 8.450% 2,371.71 Group I 0221940754 53,433.49 01-Jun-2007 2 9.350% 1,570.70 Group I 0221940840 59,658.51 01-May-2007 3 11.800% 2,807.08 Group I 0221940935 220,750.87 01-Apr-2007 4 8.900% 9,258.05 Group I 0221941021 411,644.52 01-May-2007 3 8.600% 13,885.97 Group I 0221941237 110,051.92 01-May-2007 3 9.550% 4,145.45 Group I 0221941303 125,812.58 01-Mar-2007 5 9.500% 6,595.03 Group I 0221941440 165,511.11 01-Mar-2007 5 9.650% 8,821.02 Group I 0221941612 139,653.43 01-Jun-2007 2 10.550% 4,675.46 Group I 0221941785 95,719.16 01-Jun-2007 2 8.850% 2,661.81 Group I 0221941953 206,855.01 01-Feb-2007 6 8.725% 9,915.18 Group I 0221942143 70,004.24 01-Jun-2007 2 9.900% 2,191.88 Group I 0221942192 263,269.20 01-Jun-2007 2 9.900% 8,243.17 Group I 0221942219 127,911.91 01-Jan-2007 7 7.875% 5,483.49 Group I 0221942311 177,650.00 01-May-2007 3 9.075% 6,347.30 Group I 0221942596 299,332.72 01-Jun-2007 2 7.150% 6,631.42 Group I 0221942688 262,563.45 01-May-2007 3 6.850% 6,941.23 Group I 0221943084 280,217.02 01-Apr-2007 4 9.300% 12,313.02 Group I 0221943122 303,800.77 01-Feb-2007 6 8.950% 14,961.35 Group I 0221943165 364,500.00 01-Jan-2007 7 6.650% 13,076.42 Group I 0221943738 408,500.00 01-Feb-2007 6 8.800% 19,778.22 Group I 0221943838 341,270.88 01-Jun-2007 2 8.750% 9,381.45 Group I 0221943842 219,844.31 01-Jan-2007 7 7.737% 9,247.34 Group I 0221943962 328,500.00 01-Apr-2007 4 7.550% 11,579.58 Group I 0221943995 191,602.98 01-Mar-2007 5 7.900% 8,253.31 Group I 0221944034 139,418.22 01-Feb-2007 6 9.325% 7,171.34 Group I 0221944359 69,481.74 01-Apr-2007 4 10.250% 3,383.50 Group I 0221944408 228,000.00 01-Jun-2007 2 10.000% 7,220.00 Group I 0221945005 370,475.20 01-Apr-2007 4 9.275% 16,232.71 Group I 0221945415 345,204.19 01-Apr-2007 4 8.850% 14,403.82 Group I 0221945453 246,718.73 01-Apr-2007 4 10.700% 12,570.09 Group I 0221945466 130,000.00 01-May-2007 3 7.600% 3,845.80 Group I 0221945600 291,811.88 01-Jan-2007 7 8.200% 13,063.98 Group I 0221945752 152,433.92 01-May-2007 3 8.500% 5,074.66 Group I 0221945928 327,472.06 01-Jun-2007 2 7.990% 8,172.21 Group I 0221945931 110,898.76 01-Mar-2007 5 10.200% 6,272.02 Group I 0221945995 180,272.84 01-May-2007 3 8.850% 6,264.47 Group I 0221945996 128,165.86 01-Jun-2007 2 9.600% 3,884.69 Group I 0221946127 255,915.33 01-Jan-2007 7 7.500% 10,432.21 Group I 0221946132 336,550.08 01-Apr-2007 4 7.950% 12,526.84 Group I 0221946145 93,515.70 01-May-2007 3 9.500% 3,503.23 Group I 0221946190 396,000.00 01-May-2007 3 8.100% 12,540.00 Group I 0221946257 247,309.34 01-Mar-2007 5 8.400% 11,387.82 Group I 0221946323 166,040.09 01-Jun-2007 2 7.250% 3,733.83 Group I 0221946328 255,486.50 01-Jun-2007 2 8.950% 7,189.87 Group I 0221946560 227,911.71 01-Jan-2007 7 10.620% 13,427.52 Group I 0221946622 228,000.00 01-May-2007 3 7.600% 6,745.00 Group I 0221946701 120,000.00 01-Apr-2007 4 7.750% 4,350.00 Group I 0221946850 324,000.00 01-Mar-2007 5 6.700% 11,718.00 Group I 0221947157 56,547.59 01-Feb-2007 6 9.150% 2,846.90 Group I 0221947297 101,798.37 01-Mar-2007 5 8.150% 4,526.92 Group I 0221947312 379,222.13 01-Mar-2007 5 7.950% 16,445.73 Group I 0221947378 142,255.27 01-Jun-2007 2 8.350% 3,718.67 Group I 0221947522 271,384.52 01-Mar-2007 5 7.450% 10,976.86 Group I 0221947835 233,125.35 01-May-2007 3 8.450% 7,712.31 Group I 0221947991 294,420.08 01-Mar-2007 5 8.150% 13,111.95 Group I 0221948007 76,419.18 01-Jan-2007 7 11.100% 4,716.58 Group I 0221948070 293,597.19 01-May-2007 3 8.200% 9,414.28 Group I 0221948376 270,572.56 01-Feb-2007 6 8.950% 13,324.96 Group I 0221948713 260,845.23 01-May-2007 3 7.650% 7,759.35 Group I 0221948850 177,489.98 01-Jan-2007 7 6.500% 6,198.20 Group I 0221948887 344,794.17 01-Jun-2007 2 6.750% 7,178.61 Group I 0221949426 57,800.95 01-Apr-2007 4 9.050% 2,467.48 Group I 0221949530 324,000.00 01-Mar-2007 5 6.750% 11,812.37 Group I 0221949557 369,207.17 01-Jan-2007 7 9.150% 18,578.53 Group I 0221949635 155,723.12 01-Mar-2007 5 8.650% 7,389.80 Group I 0221949750 158,283.61 01-Jan-2007 7 7.550% 6,484.99 Group I 0221950564 199,522.88 01-Jun-2007 2 10.600% 6,713.11 Group I 0221950608 207,720.22 01-Jun-2007 2 8.900% 5,814.15 Group I 0221950671 330,714.90 01-May-2007 3 7.350% 9,424.12 Group I 0221950728 147,120.00 01-Jun-2007 2 7.350% 3,359.24 Group I 0221950864 291,550.33 01-May-2007 3 7.800% 8,862.38 Group I 0221951060 172,627.50 01-Mar-2007 5 9.125% 8,670.81 Group I 0221951094 314,001.80 01-May-2007 3 8.600% 10,584.70 Group II 0221864805 244,670.43 01-May-2007 3 8.900% 8,559.49 Group II 0221864947 340,000.00 01-May-2007 3 7.350% 9,704.15 Group II 0221865483 227,051.72 01-Jun-2007 2 8.700% 6,200.33 Group II 0221865777 170,656.44 01-Jun-2007 2 9.300% 5,004.33 Group II 0221865922 301,097.11 01-May-2007 3 8.350% 9,835.40 Group II 0221866065 223,775.59 01-May-2007 3 8.650% 7,595.25 Group II 0221866095 172,483.70 01-Feb-2007 6 8.500% 8,028.99 Group II 0221866150 76,147.01 01-May-2007 3 7.400% 2,185.74 Group II 0221866189 160,501.77 01-Jul-2007 1 7.950% 2,988.41 Group II 0221866262 93,601.81 01-Jun-2007 2 8.610% 2,527.97 Group II 0221866293 296,523.55 01-Jun-2007 2 8.838% 8,238.46 Group II 0221866326 67,742.65 01-Jun-2007 2 10.400% 2,234.01 Group II 0221866343 236,841.55 01-Apr-2007 4 9.000% 10,051.32 Group II 0221866390 301,134.29 01-May-2007 3 9.250% 10,974.24 Group II 0221866651 115,561.41 01-Jul-2007 1 9.825% 2,692.69 Group II 0221866888 447,570.80 01-Mar-2007 5 8.650% 21,262.50 Group II 0221867303 223,710.41 01-Jan-2007 7 8.200% 10,014.94 Group II 0221867523 211,585.44 01-May-2007 3 7.750% 6,382.16 Group II 0221867733 281,606.09 01-May-2007 3 8.600% 9,492.07 Group II 0221867825 264,756.27 01-Apr-2007 4 8.950% 11,169.72 Group II 0221867855 323,894.79 01-Jun-2007 2 6.600% 6,581.44 Group II 0221868566 264,000.00 01-Jun-2007 2 7.150% 5,852.00 Group II 0221868568 155,369.74 01-Jul-2007 1 8.350% 3,048.29 Group II 0221868603 108,761.87 01-May-2007 3 8.100% 3,439.36 Group II 0221868640 361,000.00 01-Jan-2007 7 7.950% 15,688.47 Group II 0221868672 114,606.96 01-Jun-2007 2 9.650% 3,492.84 Group II 0221868980 281,973.12 01-Jul-2007 1 8.100% 5,353.74 Group II 0221869006 178,182.13 01-Jul-2007 1 8.950% 3,763.23 Group II 0221870114 143,515.29 01-Apr-2007 4 8.050% 5,408.28 Group II 0221870385 78,756.38 01-Jun-2007 2 9.250% 2,295.15 Group II 0221870386 269,222.55 01-Mar-2007 5 7.700% 11,282.19 Group II 0221870759 199,057.51 01-Jun-2007 2 8.700% 5,435.83 Group II 0221870927 299,497.86 01-May-2007 3 8.150% 9,540.99 Group II 0221871021 346,175.86 01-Mar-2007 5 8.650% 16,427.49 Group II 0221871042 123,696.29 01-Mar-2007 5 8.500% 5,761.54 Group II 0221871108 108,077.50 01-Jun-2007 2 9.500% 3,239.77 Group II 0221871275 255,432.39 01-May-2007 3 8.400% 8,396.97 Group II 0221871315 159,583.38 01-Jun-2007 2 7.150% 3,535.40 Group II 0221871480 339,550.72 01-Apr-2007 4 8.325% 13,275.88 Group II 0221871523 292,299.63 01-Feb-2007 6 8.800% 14,138.84 Group II 0221871844 66,697.72 01-Jun-2007 2 8.300% 1,732.42 Group II 0221872002 391,125.34 01-Jun-2007 2 7.700% 9,382.37 Group II 0221872006 79,820.75 01-Feb-2007 6 7.500% 3,249.34 Group II 0221872051 311,359.85 01-Apr-2007 4 7.990% 11,651.55 Group II 0221872446 239,621.17 01-Apr-2007 4 8.900% 10,058.19 Group II 0221872506 376,000.00 01-May-2007 3 7.650% 11,201.65 Group II 0221872595 80,622.03 01-Feb-2007 6 9.200% 4,082.66 Group II 0221872793 209,767.25 01-Mar-2007 5 8.150% 9,352.87 Group II 0221873108 293,755.68 01-Jun-2007 2 8.350% 7,683.45 Group II 0221939532 159,404.74 01-May-2007 3 7.550% 4,675.34 Group II 0221939705 208,000.00 01-Jan-2007 7 7.350% 8,311.31 Group II 0221939937 365,556.28 01-Feb-2007 6 9.663% 19,525.02 Group II 0221940090 298,492.63 01-Jun-2007 2 7.250% 6,712.32 Group II 0221940824 209,889.98 01-Jan-2007 7 9.200% 10,623.28 Group II 0221940984 145,187.83 01-May-2007 3 9.700% 5,559.99 Group II 0221941655 281,944.48 01-Jun-2007 2 7.000% 6,105.16 Group II 0221942286 192,553.98 01-Feb-2007 6 9.350% 9,919.59 Group II 0221942922 279,081.06 01-May-2007 3 8.900% 9,760.81 Group II 0221944245 107,540.99 01-May-2007 3 9.000% 3,804.38 Group II 0221945273 126,437.25 01-Jun-2007 2 11.250% 4,528.23 Group II 0221945290 245,980.99 01-Jun-2007 2 9.990% 7,775.58 Group II 0221945653 163,798.89 01-Jun-2007 2 8.850% 4,554.81 Group II 0221946369 212,252.53 01-Mar-2007 5 10.650% 12,551.99 Group II 0221946720 228,958.22 01-Apr-2007 4 9.500% 10,289.88 Group II 0221946799 179,421.07 01-May-2007 3 8.275% 5,804.78 Group II 0221947531 302,540.81 01-May-2007 3 7.850% 9,259.54 Group II 0221947736 233,553.83 01-Mar-2007 5 8.300% 10,605.88 Group II 0221948068 347,481.31 01-Jun-2007 2 8.550% 9,320.50 Group II 0221949562 286,681.10 01-Jul-2007 1 8.900% 6,016.71 Group II 0221950025 98,708.61 01-Feb-2007 6 8.875% 4,810.90 Group II 0221950190 398,466.95 01-May-2007 3 7.400% 11,437.85 Group II 0221950724 213,610.87 01-Jun-2007 2 11.300% 7,688.71 Group III 0221078018 559,283.19 01-Jun-2007 2 6.800% 11,728.64 Group III 0221078301 535,918.04 01-Apr-2007 4 7.550% 18,853.57 Group III 0221078343 90,590.84 01-Mar-2007 5 8.990% 4,478.56 Group III 0221180670 418,538.80 01-Jun-2007 2 7.790% 10,165.46 Group III 0221180732 126,924.15 01-Jun-2007 2 7.900% 3,127.27 Group III 0221771492 241,552.47 01-Feb-2007 6 7.700% 10,115.05 Group III 0221771883 252,009.46 01-May-2007 3 8.550% 8,448.45 Group III 0221772034 105,869.12 01-May-2007 3 8.100% 3,350.56 Group III 0221772458 218,861.68 01-Mar-2007 5 8.700% 10,450.21 Group III 0221772615 274,734.58 01-Mar-2007 5 8.990% 13,582.70 Group III 0221773395 211,999.98 01-Mar-2007 5 7.400% 8,533.00 Group III 0221773568 310,500.00 01-Mar-2007 5 7.250% 12,225.92 Group III 0221773661 115,663.44 01-Feb-2007 6 9.400% 5,992.20 Group III 0221773932 327,999.97 01-Apr-2007 4 7.450% 11,397.96 Group III 0221776458 139,429.68 01-Mar-2007 5 7.850% 5,965.05 Group III 0221776707 114,618.93 01-Jun-2007 2 10.450% 3,799.03 Group III 0221776874 631,999.97 01-Mar-2007 5 6.950% 23,779.00 Group III 0221776995 404,000.00 01-Feb-2007 6 8.250% 18,264.19 Group III 0221777168 448,736.68 01-Mar-2007 5 8.950% 22,080.37 Group III 0221777839 359,053.21 01-Feb-2007 6 8.150% 15,979.18 Group III 0221778731 219,954.75 01-Mar-2007 5 9.550% 11,593.86 Group III 0221864777 309,037.50 01-Jun-2007 2 7.150% 6,841.72 Group III 0221864778 211,664.64 01-Apr-2007 4 7.700% 7,613.71 Group III 0221864781 202,263.10 01-Jun-2007 2 9.900% 6,335.92 Group III 0221864782 346,390.58 01-Jun-2007 2 10.300% 11,312.82 Group III 0221864797 584,000.00 01-May-2007 3 7.575% 17,215.85 Group III 0221864813 271,988.00 01-May-2007 3 6.650% 6,969.70 Group III 0221864846 526,618.40 01-Mar-2007 5 8.175% 23,529.44 Group III 0221864909 109,510.13 01-May-2007 3 10.550% 4,584.44 Group III 0221864913 637,500.00 01-Jun-2007 2 8.275% 16,521.84 Group III 0221865018 358,662.62 01-May-2007 3 8.300% 11,641.05 Group III 0221865019 219,265.10 01-Apr-2007 4 8.225% 8,454.89 Group III 0221865063 182,913.94 01-May-2007 3 7.650% 5,440.95 Group III 0221865113 358,285.04 01-Jun-2007 2 6.600% 7,274.95 Group III 0221865136 232,000.00 01-Feb-2007 6 7.287% 9,185.05 Group III 0221865195 210,761.00 01-Feb-2007 6 7.450% 8,518.10 Group III 0221865278 374,157.60 01-Apr-2007 4 8.990% 15,860.14 Group III 0221865283 455,836.55 01-Jan-2007 7 9.600% 24,174.94 Group III 0221865360 332,276.95 01-Feb-2007 6 7.825% 14,157.01 Group III 0221865368 69,955.67 01-May-2007 3 8.800% 2,416.38 Group III 0221865386 359,512.41 01-Mar-2007 5 7.450% 14,560.00 Group III 0221865426 206,595.16 01-Apr-2007 4 8.750% 8,509.17 Group III 0221865430 281,059.68 01-Apr-2007 4 9.950% 13,264.38 Group III 0221865488 283,750.73 01-Feb-2007 6 7.950% 12,316.51 Group III 0221865580 314,088.29 01-Apr-2007 4 8.700% 12,857.65 Group III 0221865644 235,402.69 01-Jun-2007 2 7.250% 5,293.61 Group III 0221865662 122,721.91 01-Jun-2007 2 7.650% 2,923.41 Group III 0221865695 83,846.23 01-Mar-2007 5 9.900% 4,591.02 Group III 0221865701 472,000.00 01-Feb-2007 6 7.400% 18,998.00 Group III 0221865707 180,977.64 01-Jun-2007 2 6.150% 3,405.85 Group III 0221865735 158,256.91 01-Feb-2007 6 8.850% 7,701.23 Group III 0221865780 419,566.53 01-Jun-2007 2 8.550% 11,254.01 Group III 0221865787 226,287.48 01-Jan-2007 7 8.500% 10,546.59 Group III 0221865811 410,836.42 01-Apr-2007 4 8.775% 16,974.28 Group III 0221865815 211,463.41 01-Jun-2007 2 7.250% 4,755.27 Group III 0221865816 111,836.52 01-Jan-2007 7 12.000% 7,490.79 Group III 0221865820 236,000.00 01-Feb-2007 6 7.800% 10,049.69 Group III 0221865839 572,000.00 01-Apr-2007 4 7.350% 19,591.02 Group III 0221865847 308,800.00 01-Feb-2007 6 6.850% 11,438.42 Group III 0221865857 434,607.07 01-Mar-2007 5 8.850% 21,154.20 Group III 0221865923 601,834.00 01-Apr-2007 4 7.750% 21,816.48 Group III 0221866020 267,356.60 01-May-2007 3 7.350% 7,625.29 Group III 0221866027 512,000.00 01-Jan-2007 7 9.600% 27,178.69 Group III 0221866039 259,273.52 01-Mar-2007 5 7.850% 11,092.34 Group III 0221866064 159,813.46 01-Jan-2007 7 6.950% 6,000.99 Group III 0221866172 260,000.00 01-Feb-2007 6 7.500% 10,616.69 Group III 0221866259 179,999.30 01-Mar-2007 5 7.750% 7,612.50 Group III 0221866280 320,000.00 01-Jun-2007 2 8.200% 8,213.36 Group III 0221866317 183,755.08 01-Feb-2007 6 8.300% 8,351.63 Group III 0221866335 260,000.00 01-Jun-2007 2 7.700% 6,240.00 Group III 0221866348 647,753.76 01-May-2007 3 7.600% 19,162.70 Group III 0221866382 181,520.00 01-Apr-2007 4 7.050% 5,944.80 Group III 0221866385 174,882.57 01-Jan-2007 7 11.300% 10,998.40 Group III 0221866387 447,122.16 01-Jun-2007 2 8.150% 11,396.66 Group III 0221866406 449,600.00 01-Jan-2007 7 6.750% 16,391.69 Group III 0221866420 435,388.01 01-Feb-2007 6 6.100% 14,165.40 Group III 0221866484 264,000.00 01-Mar-2007 5 6.825% 9,740.50 Group III 0221866541 339,804.02 01-Jan-2007 7 11.990% 22,741.21 Group III 0221866553 320,000.00 01-Jan-2007 7 7.990% 13,981.38 Group III 0221866625 267,438.57 01-Apr-2007 4 6.700% 8,281.69 Group III 0221866649 349,757.91 01-Apr-2007 4 7.050% 11,430.35 Group III 0221866682 371,049.23 01-May-2007 3 6.650% 9,499.82 Group III 0221866719 274,847.23 01-May-2007 3 7.900% 8,462.24 Group III 0221866731 315,310.08 01-Apr-2007 4 6.550% 9,527.46 Group III 0221866748 358,098.03 01-Jan-2007 7 6.650% 12,819.09 Group III 0221866775 255,974.56 01-Feb-2007 6 6.450% 8,884.40 Group III 0221866850 400,000.00 01-Apr-2007 4 7.100% 13,200.00 Group III 0221866863 237,340.81 01-Mar-2007 5 9.850% 12,938.21 Group III 0221866901 484,607.29 01-May-2007 3 7.450% 14,023.56 Group III 0221866931 563,822.62 01-Mar-2007 5 8.350% 25,767.93 Group III 0221866934 82,479.50 01-Jun-2007 2 9.050% 2,348.63 Group III 0221866967 271,685.19 01-Mar-2007 5 8.000% 11,875.59 Group III 0221866975 335,743.23 01-Jan-2007 7 7.000% 12,705.36 Group III 0221867029 270,273.28 01-Jan-2007 7 8.700% 12,912.49 Group III 0221867035 445,500.00 01-May-2007 3 7.050% 12,158.40 Group III 0221867074 415,620.00 01-Apr-2007 4 6.750% 12,988.08 Group III 0221867093 384,000.00 01-Mar-2007 5 5.900% 12,096.00 Group III 0221867243 299,387.92 01-Apr-2007 4 7.000% 9,730.14 Group III 0221867254 167,907.53 01-Jan-2007 7 8.150% 7,482.30 Group III 0221867277 593,216.71 01-Jun-2007 2 9.500% 17,791.26 Group III 0221867297 516,000.00 01-Feb-2007 6 7.950% 22,424.50 Group III 0221867336 227,670.55 01-Jan-2007 7 7.650% 9,460.56 Group III 0221867343 520,000.00 01-Jan-2007 7 6.500% 18,200.00 Group III 0221867385 412,809.98 01-Apr-2007 4 7.750% 14,936.34 Group III 0221867392 375,645.43 01-Feb-2007 6 7.700% 15,756.73 Group III 0221867427 87,887.87 01-Apr-2007 4 8.450% 3,491.26 Group III 0221867428 151,484.87 01-Jun-2007 2 9.700% 4,642.03 Group III 0221867432 209,767.34 01-Apr-2007 4 9.250% 9,164.80 Group III 0221867441 189,560.00 01-May-2007 3 7.500% 5,528.85 Group III 0221867450 175,947.82 01-Jun-2007 2 7.200% 3,929.52 Group III 0221867521 264,000.00 01-May-2007 3 7.600% 7,810.00 Group III 0221867527 323,548.62 01-Jun-2007 2 8.350% 8,457.80 Group III 0221867528 231,485.38 01-Feb-2007 6 7.550% 9,490.91 Group III 0221867567 170,447.24 01-Apr-2007 4 8.250% 6,593.79 Group III 0221867587 162,657.10 01-Feb-2007 6 7.950% 7,060.31 Group III 0221867618 243,909.93 01-Apr-2007 4 7.100% 8,049.04 Group III 0221867657 437,621.94 01-Apr-2007 4 7.750% 15,834.55 Group III 0221867669 359,810.31 01-Jan-2007 7 8.300% 16,349.21 Group III 0221867686 450,000.00 01-May-2007 3 6.600% 11,437.50 Group III 0221867709 336,000.00 01-Jan-2007 7 7.625% 13,965.00 Group III 0221867711 361,600.00 01-Mar-2007 5 6.750% 13,183.31 Group III 0221867715 97,847.24 01-Mar-2007 5 12.550% 6,873.02 Group III 0221867745 131,501.56 01-May-2007 3 8.400% 4,322.95 Group III 0221867885 265,487.20 01-May-2007 3 6.900% 7,079.65 Group III 0221867948 137,040.48 01-Apr-2007 4 7.100% 4,512.85 Group III 0221868011 322,792.33 01-Mar-2007 5 7.700% 13,544.10 Group III 0221868022 484,000.00 01-Jan-2007 7 5.750% 14,822.50 Group III 0221868048 260,570.54 01-Mar-2007 5 10.400% 15,028.67 Group III 0221868088 439,275.72 01-Jun-2007 2 8.750% 12,075.67 Group III 0221868107 175,920.00 01-Apr-2007 4 7.200% 5,893.32 Group III 0221868204 327,435.02 01-Mar-2007 5 7.400% 13,165.21 Group III 0221868255 252,000.00 01-Feb-2007 6 7.300% 9,996.00 Group III 0221868265 312,000.00 01-Jan-2007 7 7.562% 12,852.84 Group III 0221868333 460,000.00 01-Jun-2007 2 7.750% 11,116.64 Group III 0221868337 304,441.00 01-Jul-2007 1 8.100% 5,784.39 Group III 0221868339 438,860.27 01-Mar-2007 5 8.225% 19,736.49 Group III 0221868391 366,687.96 01-Mar-2007 5 9.000% 18,150.46 Group III 0221868413 416,000.00 01-Feb-2007 6 7.500% 16,986.69 Group III 0221868488 503,415.04 01-Feb-2007 6 7.990% 21,968.74 Group III 0221868498 205,784.85 01-Jul-2007 1 9.000% 4,371.93 Group III 0221868506 166,408.44 01-Mar-2007 5 10.500% 9,702.97 Group III 0221868524 312,000.00 01-May-2007 3 6.600% 7,930.00 Group III 0221868540 440,000.00 01-Mar-2007 5 5.650% 13,218.38 Group III 0221868542 179,380.02 01-May-2007 3 8.850% 6,233.51 Group III 0221868563 110,517.22 01-Feb-2007 6 9.000% 5,467.38 Group III 0221868567 223,572.82 01-Apr-2007 4 7.600% 7,921.75 Group III 0221868571 224,475.45 01-Jan-2007 7 7.300% 8,868.57 Group III 0221868575 288,000.00 01-May-2007 3 7.375% 8,250.00 Group III 0221868609 408,923.83 01-Apr-2007 4 7.550% 14,402.33 Group III 0221868677 224,772.67 01-Feb-2007 6 7.300% 8,887.19 Group III 0221868686 252,000.00 01-Mar-2007 5 7.000% 9,555.00 Group III 0221868697 112,127.39 01-Apr-2007 4 9.800% 5,207.48 Group III 0221868706 512,000.00 01-Feb-2007 6 8.000% 22,400.00 Group III 0221868740 419,405.02 01-Mar-2007 5 8.600% 19,803.06 Group III 0221868771 271,712.59 01-Feb-2007 6 7.300% 10,762.35 Group III 0221868789 264,000.00 01-Jun-2007 2 7.500% 6,160.00 Group III 0221868811 291,184.16 01-Mar-2007 5 7.850% 12,457.55 Group III 0221868826 83,078.83 01-Feb-2007 6 9.600% 4,401.25 Group III 0221868829 50,736.08 01-Jul-2007 1 8.300% 988.68 Group III 0221868841 544,000.00 01-Jan-2007 7 6.750% 19,833.31 Group III 0221868853 255,992.85 01-Mar-2007 5 6.900% 9,557.10 Group III 0221868998 614,998.72 01-Mar-2007 5 6.800% 22,572.95 Group III 0221869018 468,198.23 01-Jun-2007 2 6.550% 9,428.69 Group III 0221869047 431,755.62 01-Apr-2007 4 8.850% 18,025.80 Group III 0221869180 268,200.00 01-Mar-2007 5 7.450% 10,873.31 Group III 0221869182 423,329.86 01-Jan-2007 7 7.200% 16,478.12 Group III 0221869194 462,595.70 01-Mar-2007 5 7.450% 18,710.58 Group III 0221869202 154,968.13 01-Apr-2007 4 7.900% 5,729.42 Group III 0221869209 252,000.00 01-Mar-2007 5 7.850% 10,804.50 Group III 0221869228 168,223.42 01-Jan-2007 7 8.800% 8,135.29 Group III 0221869285 519,141.61 01-Apr-2007 4 7.550% 18,284.20 Group III 0221869311 540,000.00 01-Jan-2007 7 9.350% 27,877.50 Group III 0221869428 351,960.00 01-May-2007 3 9.350% 12,978.36 Group III 0221869431 66,883.29 01-May-2007 3 12.050% 3,216.81 Group III 0221869539 425,783.70 01-Apr-2007 4 8.125% 16,205.19 Group III 0221869552 57,676.70 01-Feb-2007 6 10.250% 3,274.50 Group III 0221869554 99,728.90 01-Mar-2007 5 8.000% 4,353.99 Group III 0221869556 396,000.00 01-Mar-2007 5 7.750% 16,747.50 Group III 0221869579 505,391.96 01-Jun-2007 2 8.650% 13,724.65 Group III 0221869612 145,709.62 01-May-2007 3 11.450% 6,643.40 Group III 0221869613 131,354.64 01-Jun-2007 2 7.900% 3,236.57 Group III 0221869653 600,000.00 01-Feb-2007 6 7.475% 24,412.50 Group III 0221869662 67,327.77 01-Apr-2007 4 9.400% 2,992.13 Group III 0221869667 259,200.00 01-Mar-2007 5 7.850% 11,113.20 Group III 0221869668 746,274.73 01-May-2007 3 8.500% 24,862.86 Group III 0221869678 300,959.36 01-Feb-2007 6 8.600% 14,185.31 Group III 0221869703 152,343.47 01-Jun-2007 2 8.550% 4,083.97 Group III 0221869741 199,891.51 01-Jan-2007 7 8.200% 8,965.95 Group III 0221869763 398,286.85 01-Apr-2007 4 7.050% 13,031.07 Group III 0221869793 423,999.33 01-Apr-2007 4 7.450% 14,733.96 Group III 0221869887 223,761.04 01-Jun-2007 2 7.300% 5,065.72 Group III 0221869919 304,000.00 01-Mar-2007 5 6.850% 11,260.62 Group III 0221869932 235,200.00 01-Feb-2007 6 8.125% 10,461.50 Group III 0221869951 642,400.00 01-Jan-2007 7 7.675% 26,887.07 Group III 0221869954 160,044.74 01-Jun-2007 2 8.100% 4,050.22 Group III 0221869995 415,032.33 01-Jun-2007 2 8.450% 10,993.92 Group III 0221869999 478,400.00 01-Mar-2007 5 8.750% 23,023.00 Group III 0221870017 496,000.00 01-Feb-2007 6 7.500% 20,253.31 Group III 0221870036 415,857.00 01-Apr-2007 4 6.875% 13,253.93 Group III 0221870142 330,400.00 01-Jun-2007 2 6.350% 6,442.80 Group III 0221870158 493,000.00 01-May-2007 3 7.300% 13,968.30 Group III 0221870182 162,400.00 01-Mar-2007 5 8.300% 7,389.20 Group III 0221870198 420,000.00 01-Mar-2007 5 7.500% 17,150.00 Group III 0221870210 328,467.66 01-Apr-2007 4 8.900% 13,775.44 Group III 0221870214 412,000.00 01-Jan-2007 7 6.900% 15,381.31 Group III 0221870246 432,000.00 01-May-2007 3 5.750% 9,450.00 Group III 0221870270 251,861.29 01-Jan-2007 7 8.150% 11,223.45 Group III 0221870275 432,000.00 01-Mar-2007 5 6.500% 15,120.00 Group III 0221870322 424,000.00 01-Apr-2007 4 7.225% 14,256.96 Group III 0221870329 404,634.41 01-Jan-2007 7 6.400% 13,894.05 Group III 0221870340 183,200.00 01-Jan-2007 7 7.300% 7,266.98 Group III 0221870464 83,832.74 01-Mar-2007 5 9.500% 4,394.43 Group III 0221870519 518,016.00 01-Jun-2007 2 7.250% 11,655.36 Group III 0221870545 258,121.86 01-May-2007 3 9.650% 9,837.24 Group III 0221870636 198,010.00 01-Feb-2007 6 8.150% 8,812.34 Group III 0221870638 519,904.34 01-Dec-2006 8 9.500% 27,263.92 Group III 0221870646 699,606.26 01-Jan-2007 7 8.075% 30,869.21 Group III 0221870669 574,400.00 01-Apr-2007 4 8.100% 21,827.22 Group III 0221870725 673,481.85 01-Apr-2007 4 10.000% 31,952.99 Group III 0221870791 368,100.00 01-May-2007 3 7.050% 10,046.05 Group III 0221870797 190,573.99 01-Apr-2007 4 8.700% 7,808.74 Group III 0221870827 558,892.22 01-Jan-2007 7 8.150% 24,905.31 Group III 0221870853 375,823.78 01-Jan-2007 7 8.700% 17,955.23 Group III 0221870874 679,920.00 01-Apr-2007 4 6.350% 19,887.66 Group III 0221870935 499,031.54 01-Jan-2007 7 7.400% 20,007.47 Group III 0221870986 429,681.74 01-Jan-2007 7 10.850% 25,892.28 Group III 0221870987 325,607.14 01-Apr-2007 4 10.250% 15,867.19 Group III 0221871028 84,742.72 01-Mar-2007 5 7.450% 3,427.60 Group III 0221871043 677,701.11 01-Jun-2007 2 6.200% 12,866.72 Group III 0221871067 441,600.00 01-Feb-2007 6 7.000% 16,744.00 Group III 0221871076 327,703.92 01-Jan-2007 7 6.400% 11,252.45 Group III 0221871114 359,836.00 01-Jan-2007 7 7.250% 14,111.71 Group III 0221871129 399,752.97 01-Feb-2007 6 9.150% 20,153.75 Group III 0221871188 344,000.00 01-Jun-2007 2 6.750% 7,166.68 Group III 0221871195 85,435.82 01-Mar-2007 5 9.475% 4,470.33 Group III 0221871225 251,805.90 01-Mar-2007 5 9.387% 13,046.02 Group III 0221871240 156,000.00 01-Jun-2007 2 6.800% 3,276.00 Group III 0221871246 279,881.69 01-Jan-2007 7 9.050% 13,943.91 Group III 0221871324 186,000.00 01-Feb-2007 6 7.100% 7,161.00 Group III 0221871370 129,225.86 01-May-2007 3 9.700% 4,948.71 Group III 0221871542 193,046.03 01-Feb-2007 6 6.250% 6,449.81 Group III 0221871590 694,440.67 01-Jan-2007 7 7.500% 28,247.25 Group III 0221871610 629,164.96 01-May-2007 3 8.950% 22,141.72 Group III 0221871628 116,897.36 01-Mar-2007 5 8.950% 5,758.15 Group III 0221871683 437,189.84 01-Mar-2007 5 8.375% 20,044.35 Group III 0221871694 264,000.00 01-Mar-2007 5 8.250% 11,935.00 Group III 0221871731 163,346.63 01-May-2007 3 8.650% 5,540.08 Group III 0221871798 101,468.20 01-Mar-2007 5 8.850% 4,933.62 Group III 0221871812 407,523.92 01-Jan-2007 7 8.700% 19,434.67 Group III 0221871821 110,730.88 01-Mar-2007 5 8.550% 5,189.98 Group III 0221871843 207,781.59 01-Apr-2007 4 10.000% 9,858.08 Group III 0221871863 495,000.00 01-Apr-2007 4 7.700% 17,820.00 Group III 0221871923 203,290.00 01-May-2007 3 7.150% 5,623.46 Group III 0221871931 273,038.88 01-Mar-2007 5 10.600% 16,066.76 Group III 0221871948 409,049.38 01-Apr-2007 4 8.950% 17,272.52 Group III 0221871958 203,582.94 01-May-2007 3 7.450% 5,891.27 Group III 0221871994 236,000.00 01-Feb-2007 6 7.850% 10,118.50 Group III 0221872000 125,710.52 01-Apr-2007 4 9.900% 5,901.35 Group III 0221872033 343,792.68 01-Jun-2007 2 6.500% 6,875.84 Group III 0221872041 264,000.00 01-Feb-2007 6 7.575% 10,895.50 Group III 0221872044 76,010.21 01-Mar-2007 5 11.450% 4,850.16 Group III 0221872086 345,815.38 01-Feb-2007 6 8.125% 15,339.87 Group III 0221872090 359,201.47 01-Feb-2007 6 7.550% 14,727.27 Group III 0221872112 424,538.15 01-Mar-2007 5 8.225% 19,114.74 Group III 0221872186 207,734.01 01-Apr-2007 4 9.750% 9,595.86 Group III 0221872194 486,120.27 01-Apr-2007 4 8.900% 20,387.15 Group III 0221872228 591,487.86 01-Feb-2007 6 8.000% 25,846.92 Group III 0221872257 287,203.37 01-Mar-2007 5 7.900% 12,371.11 Group III 0221872301 109,567.47 01-May-2007 3 8.200% 3,510.53 Group III 0221872340 640,000.00 01-Mar-2007 5 8.288% 29,075.20 Group III 0221872344 637,600.00 01-Apr-2007 4 7.900% 23,591.16 Group III 0221872383 397,677.30 01-May-2007 3 8.350% 12,990.24 Group III 0221872443 249,702.74 01-Jan-2007 7 8.625% 11,798.77 Group III 0221872525 478,400.00 01-Jan-2007 7 7.050% 18,278.89 Group III 0221872541 651,250.15 01-Apr-2007 4 8.800% 27,010.82 Group III 0221872742 675,261.56 01-Mar-2007 5 8.200% 30,304.91 Group III 0221872744 466,392.68 01-May-2007 3 7.600% 13,797.45 Group III 0221872762 592,000.00 01-Feb-2007 6 7.975% 25,813.62 Group III 0221872769 339,069.33 01-May-2007 3 6.400% 8,327.65 Group III 0221872799 208,000.00 01-Mar-2007 5 7.200% 8,129.31 Group III 0221872823 451,179.57 01-Mar-2007 5 6.400% 15,506.46 Group III 0221872911 235,784.74 01-Jan-2007 7 6.500% 8,233.95 Group III 0221872965 388,464.92 01-Feb-2007 6 10.250% 22,055.13 Group III 0221872974 340,000.00 01-Mar-2007 5 6.600% 12,098.31 Group III 0221872978 273,914.99 01-Feb-2007 6 7.750% 11,550.47 Group III 0221872985 398,595.05 01-Apr-2007 4 7.850% 14,636.95 Group III 0221872988 490,830.08 01-Feb-2007 6 7.200% 19,120.82 Group III 0221873019 336,800.00 01-Apr-2007 4 7.975% 12,587.94 Group III 0221873114 700,000.00 01-Mar-2007 5 8.000% 30,625.00 Group III 0221873143 607,209.38 01-Feb-2007 6 10.000% 33,627.33 Group III 0221873166 327,522.25 01-Apr-2007 4 8.050% 12,354.83 Group III 0221873169 332,418.92 01-Jun-2007 2 8.550% 8,916.45 Group III 0221939434 74,676.64 01-May-2007 3 9.100% 2,672.89 Group III 0221939550 640,538.78 01-May-2007 3 9.550% 24,144.38 Group III 0221939655 223,942.60 01-Mar-2007 5 9.887% 12,245.18 Group III 0221939879 535,135.84 01-Apr-2007 4 10.550% 26,881.09 Group III 0221940000 198,320.00 01-Jan-2007 7 8.000% 8,676.50 Group III 0221940375 286,800.00 01-Jun-2007 2 7.100% 6,309.60 Group III 0221940484 479,613.06 01-Feb-2007 6 10.350% 27,541.56 Group III 0221940498 782,000.00 01-Jun-2007 2 6.350% 15,249.00 Group III 0221940530 526,388.33 01-Mar-2007 5 7.990% 22,978.17 Group III 0221940708 557,371.49 01-Jun-2007 2 7.375% 12,773.47 Group III 0221940740 496,000.00 01-Jan-2007 7 6.850% 18,372.62 Group III 0221940845 332,000.00 01-Jan-2007 7 7.350% 13,266.19 Group III 0221941037 311,040.00 01-Mar-2007 5 6.100% 10,160.64 Group III 0221941102 270,020.91 01-Feb-2007 6 7.800% 11,465.36 Group III 0221941118 671,785.56 01-Jan-2007 7 7.625% 27,875.54 Group III 0221941148 420,000.00 01-Apr-2007 4 7.500% 14,700.00 Group III 0221941263 517,294.08 01-Jul-2007 1 7.550% 9,114.18 Group III 0221941275 580,000.00 01-Apr-2007 4 7.500% 20,299.98 Group III 0221941335 257,927.07 01-Apr-2007 4 6.450% 7,655.25 Group III 0221941488 322,772.12 01-Mar-2007 5 8.700% 15,428.07 Group III 0221941661 584,000.00 01-May-2007 3 7.100% 16,060.00 Group III 0221941719 587,408.47 01-May-2007 3 9.875% 22,937.66 Group III 0221941768 521,337.86 01-Jun-2007 2 9.100% 14,940.12 Group III 0221941804 424,948.23 01-Jan-2007 7 10.850% 25,640.13 Group III 0221941912 379,625.13 01-Apr-2007 4 8.550% 15,270.20 Group III 0221941942 180,000.00 01-Mar-2007 5 7.050% 6,877.50 Group III 0221942028 432,800.00 01-Mar-2007 5 7.850% 18,556.30 Group III 0221942045 346,407.69 01-Jan-2007 7 8.250% 15,639.15 Group III 0221942109 301,600.00 01-Mar-2007 5 6.600% 10,731.91 Group III 0221942118 277,500.00 01-Apr-2007 4 7.550% 9,781.86 Group III 0221942147 673,994.97 01-Jan-2007 7 7.500% 27,416.36 Group III 0221942544 583,596.32 01-Jan-2007 7 8.600% 27,489.05 Group III 0221942549 159,917.91 01-Jan-2007 7 9.300% 8,187.49 Group III 0221942706 192,000.00 01-Jun-2007 2 7.800% 4,672.00 Group III 0221942742 647,557.67 01-May-2007 3 7.500% 18,857.90 Group III 0221942878 435,839.77 01-Feb-2007 6 7.350% 17,416.35 Group III 0221942902 299,425.00 01-Feb-2007 6 6.500% 10,479.91 Group III 0221942981 224,800.00 01-Mar-2007 5 6.550% 7,933.52 Group III 0221943007 599,288.33 01-Jun-2007 2 9.325% 17,623.67 Group III 0221943263 344,000.00 01-Apr-2007 4 7.400% 11,868.00 Group III 0221943514 195,947.55 01-May-2007 3 7.800% 5,960.41 Group III 0221943551 181,943.89 01-Apr-2007 4 8.500% 7,224.95 Group III 0221943557 428,425.87 01-Mar-2007 5 10.000% 23,709.13 Group III 0221943742 227,528.55 01-Mar-2007 5 7.900% 9,800.80 Group III 0221943945 704,000.00 01-Jun-2007 2 8.750% 19,360.00 Group III 0221943952 332,068.46 01-Mar-2007 5 7.600% 13,739.42 Group III 0221944098 251,366.86 01-Apr-2007 4 8.375% 9,881.58 Group III 0221944166 522,970.67 01-Jun-2007 2 7.600% 12,362.82 Group III 0221944215 341,600.00 01-Jun-2007 2 6.050% 6,319.60 Group III 0221944268 407,636.72 01-Mar-2007 5 7.900% 17,580.26 Group III 0221944344 67,024.48 01-Feb-2007 6 9.800% 3,629.03 Group III 0221944383 804,772.39 01-Feb-2007 6 7.850% 34,461.93 Group III 0221944428 306,079.77 01-Jun-2007 2 7.750% 7,396.96 Group III 0221944935 599,522.55 01-Jan-2007 7 7.150% 23,161.98 Group III 0221945065 426,400.00 01-Feb-2007 6 6.500% 14,924.00 Group III 0221945185 319,414.12 01-May-2007 3 7.450% 9,243.24 Group III 0221945314 159,899.74 01-Feb-2007 6 7.700% 6,707.18 Group III 0221945503 368,000.00 01-Jun-2007 2 6.750% 7,666.68 Group III 0221945524 83,471.54 01-Mar-2007 5 10.725% 4,972.78 Group III 0221945583 99,844.87 01-Mar-2007 5 9.300% 5,117.18 Group III 0221945641 352,000.00 01-Feb-2007 6 5.900% 11,088.00 Group III 0221945652 310,400.00 01-Jun-2007 2 7.375% 7,113.36 Group III 0221945671 417,600.00 01-Feb-2007 6 7.375% 16,747.50 Group III 0221945887 413,184.65 01-Jan-2007 7 10.000% 22,878.67 Group III 0221946115 287,788.99 01-Feb-2007 6 7.150% 11,147.09 Group III 0221946151 102,037.11 01-Feb-2007 6 10.150% 5,733.65 Group III 0221946311 321,750.00 01-May-2007 3 7.700% 9,652.50 Group III 0221946334 279,654.25 01-Feb-2007 6 8.425% 12,895.43 Group III 0221946556 237,115.93 01-Mar-2007 5 9.100% 11,875.51 Group III 0221946698 494,430.71 01-May-2007 3 8.800% 17,090.95 Group III 0221946705 493,433.30 01-Apr-2007 4 9.437% 22,038.10 Group III 0221946732 270,301.23 01-Jan-2007 7 7.150% 10,465.90 Group III 0221946870 163,737.97 01-May-2007 3 10.550% 6,850.88 Group III 0221946929 367,976.51 01-Mar-2007 5 7.050% 14,024.50 Group III 0221946978 142,620.77 01-Apr-2007 4 11.650% 7,944.60 Group III 0221947068 447,878.90 01-Jan-2007 7 8.200% 20,089.39 Group III 0221947073 440,605.99 01-May-2007 3 9.650% 16,791.90 Group III 0221947333 539,861.57 01-Jan-2007 7 10.700% 32,100.46 Group III 0221947379 199,859.55 01-Feb-2007 6 7.300% 7,916.37 Group III 0221947391 536,000.00 01-May-2007 3 7.350% 15,298.35 Group III 0221947493 157,836.06 01-Apr-2007 4 7.400% 5,434.65 Group III 0221947637 456,000.00 01-May-2007 3 8.125% 14,487.50 Group III 0221947657 58,803.96 01-May-2007 3 11.800% 2,766.87 Group III 0221947704 228,669.47 01-Jun-2007 2 8.050% 5,748.82 Group III 0221947719 207,916.72 01-Mar-2007 5 9.150% 10,473.86 Group III 0221947783 346,174.55 01-Jan-2007 7 8.150% 15,396.57 Group III 0221947798 220,481.46 01-May-2007 3 9.800% 8,535.35 Group III 0221947910 611,905.41 01-Jan-2007 7 10.075% 34,150.28 Group III 0221948017 197,600.00 01-Jan-2007 7 7.100% 7,607.60 Group III 0221948146 326,129.05 01-Mar-2007 5 8.725% 15,619.26 Group III 0221948173 271,298.58 01-Apr-2007 4 8.247% 10,491.33 Group III 0221948216 450,779.38 01-Mar-2007 5 6.550% 15,864.82 Group III 0221948292 434,703.49 01-Mar-2007 5 11.150% 26,996.29 Group III 0221948321 677,452.90 01-Mar-2007 5 6.800% 24,830.85 Group III 0221948498 559,659.00 01-Feb-2007 6 7.800% 23,802.43 Group III 0221948580 246,662.86 01-May-2007 3 8.850% 8,577.77 Group III 0221948844 380,000.00 01-Jun-2007 2 8.350% 9,943.36 Group III 0221948871 211,130.97 01-Apr-2007 4 10.125% 10,149.23 Group III 0221948909 423,883.71 01-Jan-2007 7 8.150% 18,889.26 Group III 0221948938 519,464.05 01-Apr-2007 4 8.400% 20,505.24 Group III 0221949057 274,110.41 01-Mar-2007 5 9.150% 13,808.36 Group III 0221949175 82,171.90 01-Jun-2007 2 9.900% 2,572.87 Group III 0221949292 219,911.36 01-Jan-2007 7 6.800% 8,065.13 Group III 0221949314 258,685.30 01-Jun-2007 2 11.450% 9,437.13 Group III 0221949423 295,591.24 01-Feb-2007 6 7.875% 12,680.60 Group III 0221949444 640,924.13 01-Feb-2007 6 9.800% 34,745.77 Group III 0221949500 472,000.00 01-Jan-2007 7 6.750% 17,208.31 Group III 0221949545 184,989.12 01-Apr-2007 4 7.025% 6,022.55 Group III 0221949569 161,870.68 01-Feb-2007 6 10.500% 9,426.90 Group III 0221949680 271,172.80 01-May-2007 3 8.550% 9,084.17 Group III 0221949744 489,645.11 01-Feb-2007 6 10.950% 29,803.28 Group III 0221949767 319,675.94 01-Mar-2007 5 7.450% 12,946.76 Group III 0221949866 205,600.00 01-May-2007 3 8.425% 6,789.05 Group III 0221949957 502,644.08 01-May-2007 3 6.650% 12,868.97 Group III 0221949959 191,178.92 01-May-2007 3 7.500% 5,567.43 Group III 0221950045 383,689.68 01-Feb-2007 6 6.800% 14,077.33 Group III 0221950158 49,882.02 01-Apr-2007 4 8.700% 2,042.07 Group III 0221950371 463,202.80 01-May-2007 3 8.800% 16,011.73 Group III 0221950387 73,610.02 01-Apr-2007 4 9.375% 3,262.10 Group III 0221950636 309,095.94 01-Feb-2007 6 7.050% 11,770.72 Group III 0221950853 440,123.60 01-Jun-2007 2 7.550% 10,337.63 Group III 0221950881 211,157.40 01-Mar-2007 5 7.700% 8,876.15 Group III 0221950920 134,413.16 01-Jun-2007 2 7.700% 3,222.30 Group III 0221950955 327,496.80 01-Feb-2007 6 7.350% 13,045.15 Group III 0221950966 169,562.39 01-Jan-2007 7 8.875% 8,274.40 Group III 0221951013 327,999.95 01-Jan-2007 7 7.750% 13,871.62 Group III 0221951067 1,118,439.53 01-Apr-2007 4 7.350% 38,272.35 Group III 0221951133 143,662.13 01-Apr-2007 4 9.800% 6,672.17

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1421 ~~Nov~~Dec-06 0.000% Original Principal Balance 25,~~567~~243,~~190~~500.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 25,~~557~~231,~~995~~654.2471 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current Bankruptcy Total ~~Mar~~Apr-07 0.~~000~~013% Loans in Bankruptcy 4252 ~~Apr~~May-07 0.~~013~~095% Original Principal Balance 710,~~155~~419,~~055~~865.00 ~~May~~Jun-07 0.~~095~~087% Current Actual Balance 710,~~132~~386,~~752~~336.2138 ~~Jun-07 0.087%~~ Jul-07 0.102% Aug-07 0.126% Sep-07 0.254% Oct-07 0.348% Nov-07 0.511% *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 53 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~641~~474,~~900~~200.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~638~~472,~~740~~556.5571 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current Bankruptcy Total ~~Mar~~Apr-07 0.000% Loans in Bankruptcy 911 ~~Apr~~May-07 0.~~000~~070% Original Principal Balance ~~970~~1,~~780~~420,980.00 ~~May~~Jun-07 0.~~070~~085% Current Actual Balance ~~966~~1,~~445~~414,865.9793 ~~Jun-07 0.085%~~ Jul-07 0.108% Aug-07 0.164% Sep-07 0.233% Oct-07 0.330% Nov-07 0.492% *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 01 ~~Nov~~Dec-06 0.000% Original Principal Balance 061,600.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 061,564.0096 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current Bankruptcy Total ~~Mar~~Apr-07 0.000% Loans in Bankruptcy 12 ~~Apr~~May-07 0.~~000~~066% Original Principal Balance 55116,~~000~~600.00 ~~May~~Jun-07 0.~~066~~230% Current Actual Balance 54115,~~447~~871.7686 ~~Jun-07 0.230%~~ Jul-07 0.233% Aug-07 0.377% Sep-07 0.476% Oct-07 0.339% Nov-07 0.452% *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 III 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 43 ~~Nov~~Dec-06 0.000% Original Principal Balance 1471,~~016,550~~400.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 1468,~~013,111~~723.4332 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% Current Bankruptcy Total ~~Mar~~Apr-07 0.~~000~~024% Loans in Bankruptcy 1011 ~~Apr~~May-07 0.~~024~~118% Original Principal Balance 12,~~868~~116,~~550~~950.00 ~~May~~Jun-07 0.~~118~~064% Current Actual Balance 12,~~860~~106,~~527~~188.4289 ~~Jun-07 0.064%~~ Jul-07 0.076% Aug-07 0.056% Sep-07 0.231% Oct-07 0.361% Nov-07 0.534% *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 0221180833 Oct-2007 01-Aug-2006 NJ 90.00 256,500.00 Group I 0221864795 Nov-2007 01-Dec-2006 CA 80.00 384,000.00 Group I 0221865420 Nov-2007 01-Dec-2006 MN 90.00 151,200.00 Group I 0221866159 Sep-2007 01-Dec-2006 CA 85.00 399,500.00 Group I ~~0221866168~~0221866353 ~~Oct~~Nov-2007 01-~~Oct~~Dec-2006 MAIL 8590.00 ~~183~~298,~~940~~800.00 Group I 0221866908 May-2007 01-Dec-2006 MD 80.00 89,600.00 Group I 0221866940 Nov-2007 01-Dec-2006 IL 80.00 100,000.00 Group I 0221867011 Aug-2007 01-Dec-2006 MD 75.12 157,000.00 Group I 0221867966 Oct-2007 01-Dec-2006 MI 80.00 159,600.00 Group I 0221869261 Nov-2007 01-Dec-2006 MD 78.67 295,000.00 Group I 0221870288 Oct-2007 01-Nov-2006 IL 20.00 55,400.00 Group I 0221871446 Nov-2007 01-Dec-2006 NC 80.00 112,000.00 Group I 0221871470 Sep-2007 01-Dec-2006 IL 88.30 234,000.00 Group I 0221871633 Oct-2007 01-Dec-2006 PA 79.94 130,500.00 Group I ~~0221941904~~0221872789 ~~Sep~~Nov-2007 01-Dec-2006 CAIL 84.86 314,000.00 Group I 0221873047 Nov-2007 01-Dec-2006 NC 20.00 2428,000.00 Group I 0221942599 Sep-2007 01-Jan-2007 IL 90.00 121,410.00 Group I 0221944174 Sep-2007 01-Nov-2006 IL 20.00 41,800.00 Group I 0221946954 Sep-2007 01-Dec-2006 TX 90.00 70,200.00 Group I 0221947521 May-2007 01-Jan-2007 LA 85.00 106,080.00 Group I 0221947556 Oct-2007 01-Dec-2006 MI 20.00 39,900.00 Group I ~~0221948443~~0221950244 ~~Oct~~Sep-2007 01-~~Jan~~Dec-~~2007~~2006 FLIL 7080.00 ~~119~~204,000.00 Group III ~~0221950023~~0221866899 ~~Aug~~Nov-2007 01-Dec-2006 FL 9020.00 ~~152~~61,~~100~~600.00 Group ~~I 0221950244 Sep-2007 01-Dec-2006 IL 80.00 204,000.00 Group~~ II 0221867463 Sep-2007 01-Dec-2006 WI 75.00 175,425.00 Group II ~~0221867930~~0221868490 ~~May~~Jun-2007 01-Dec-2006 FLMN 9068.0083 ~~128~~265,~~250~~000.00 Group II ~~0221868490~~0221868566 ~~Jun~~Nov-2007 01-Dec-2006 MNMD 6880.8300 ~~265~~264,000.00 Group II 0221871274 Aug-2007 01-Dec-2006 MD 68.75 55,000.00 Group III 0221078136 ~~Oct~~Nov-2007 01-Jul-2006 MI 90.00 283,500.00 Group III 0221180810 Oct-2007 01-Aug-2006 TX 90.00 137,700.00 Group III 0221772890 Sep-2007 01-Nov-2006 MD 75.00 136,500.00 Group III 0221774641 Nov-2007 01-Nov-2006 NE 90.00 85,500.00 Group III 0221866064 Nov-2007 01-Nov-2006 IL 80.00 160,000.00 Group III 0221866090 Sep-2007 01-Dec-2006 CA 20.00 83,400.00 Group III ~~0221866780~~0221866585 ~~Sep~~Nov-2007 01-~~Nov~~Dec-2006 CA 2080.00 97312,000.00 Group III 0221868510 Jul-2007 01-Dec-2006 GA 78.16 118,800.00 Group III 0221868651 Oct-2007 01-Dec-2006 FL 80.00 144,000.00 Group III ~~0221870551~~0221869620 ~~Oct~~Nov-2007 01-~~Dec~~Nov-2006 CAFL 8020.00 ~~569~~55,~~600~~900.00 Group III ~~0221871734~~0221870551 ~~Sep~~Oct-2007 01-Dec-2006 CA 80.00 ~~333~~569,600.00 Group III ~~0221872129~~0221870658 ~~Sep~~Nov-2007 01-Dec-2006 TXCA 8020.00 ~~150~~78,~~800~~000.00 Group III ~~0221872724~~0221870853 ~~Sep~~Nov-2007 01-Dec-2006 HICA 2080.00 ~~126~~376,000.00 Group III 0221872813 Sep-2007 01-Oct-2006 IN 90.00 69,300.00 Group III 0221872971 Oct-2007 01-Dec-2006 FL 95.00 223,250.00 Group III ~~0221942302~~0221942147 ~~Sep~~Nov-2007 01-~~Jan~~Dec-~~2007~~2006 CA 8090.00 ~~488~~675,000.00 Group III 0221944653 Oct-2007 01-Jan-2007 LA 80.00 359,200.00 Group III 0221944903 Nov-2007 01-Jan-2007 NJ 80.00 296,000.00 Group III 0221945152 Oct-2007 01-Dec-2006 PA 95.00 102,600.00 Group III 0221945657 May-2007 01-Jan-2007 CO 80.00 125,600.00 Group III ~~0221946923~~0221947173 Sep-2007 01-Jan-2007 TXAZ 80.00 176,000.00 Group III ~~0221947173~~0221947222 ~~Sep~~Oct-2007 01-Nov-2006 CA 20.00 86,000.00 Group III 0221947910 Nov-2007 01-Jan-2007 AZCA 8090.00 ~~176~~612,000.00 Group III ~~0221947222~~0221948580 ~~Oct~~Nov-2007 01-~~Nov~~Dec-2006 CAIL 2095.00 86247,000.00 Group III 0221950637 Nov-2007 01-Jan-2007 MA 90.00 337,500.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I 0221180833 255,627.79 01-Jun-2007 23 7.850% 7,823.51 Group I 0221864795 384,000.00 01-Mar-2007 6 8.600% 20,~~259~~736.8300 Group I 0221865420 150,720.50 01-May-2007 4 9.250% 6,584.93 Group I 0221866159 399,500.00 01-~~Aug~~Sep-2007 0 6.000% 3,662.08 Group I ~~0221866168~~0221866353 ~~182~~298,~~796~~049.8722 01-~~Jun~~Oct-2007 20 8.~~000~~900% 4,~~564~~173.9818 Group I 0221866908 8887,~~233~~294.2556 01-~~Nov~~Dec-2007 (2) 10.750% 0.00 Group I 0221866940 99,662.58 01-May-2007 4 8.950% 4,201.08 Group I 0221867011 156,649.45 01-Mar-2007 56 8.950% 78,~~708~~806.1472 Group I 0221867966 158,729.79 01-Jun-2007 23 7.350% 34,~~619~~523.9409 Group I 0221869261 293,869.33 01-Apr-2007 5 7.400% 11,800.12 Group I 0221870288 55,~~163~~140.6643 01-~~Sep~~Oct-2007 0 10.850% 951.7838 Group I 0221871446 111,602.19 01-May-2007 4 8.700% 4,568.66 Group I 0221871470 233,797.79 01-Mar-2007 56 9.000% 1113,~~584~~238.7218 Group I 0221871633 129,~~399~~286.4304 01-~~Sep~~Oct-2007 0 7.000% 1,~~402~~401.4421 Group I ~~0221941904~~0221872789 23313,~~986~~308.4979 01-~~Jan~~Oct-2007 70 129.~~100~~350% 14,621.1179 Group I 0221873047 27,966.88 01-Apr-2007 5 12.950% 2,029.66 Group I 0221942599 121,~~094~~040.5843 01-~~Jun~~Jul-2007 2 10.200% 3,~~912~~910.7498 Group I 0221944174 41,~~658~~644.5692 01-~~Sep~~Oct-2007 0 11.900% 791.6438 Group I 0221946954 70,068.77 01-Mar-2007 56 9.800% 34,~~795~~336.7087 Group I 0221947521 105,410.92 01-Apr-2007 45 9.250% 45,~~605~~371.0802 Group I 0221947556 39,819.88 01-May-2007 34 11.400% 12,~~807~~168.2342 Group I ~~0221948443~~0221950244 ~~118~~202,~~868~~617.1321 01-~~Feb~~Sep-2007 60 8.~~950~~100% 52,~~845~~565.8759 Group III ~~0221950023~~0221866899 ~~152~~61,~~018~~564.8496 01-~~Mar~~Jan-2007 ~~5 10.600%~~ 8~~,952.72~~ ~~Group I 0221950244 202,617~~12.~~21 01-Sep-2007 0 8.100~~050% 24,~~567~~732.4076 Group II 0221867463 174,~~176~~047.1118 01-~~Sep~~Oct-2007 0 7.875% 2,~~141~~140.7012 Group II ~~0221867930~~0221868490 ~~128~~264,~~084~~179.1972 01-~~Apr~~Aug-2007 41 87.~~400~~450% 54,~~055~~588.9449 Group II ~~0221868490~~0221868566 264,~~179~~000.7200 01-~~Aug~~Jun-2007 03 7.~~450~~150% 37,~~059~~315.5400 Group II 0221871274 54,~~447~~306.7690 01-~~Mar~~Apr-2007 5 9.700% 2,~~899~~891.0328 Group III 0221078136 280,~~419~~203.9469 01-~~Sep~~Oct-2007 0 7.850% 3,~~436~~433.4682 Group III 0221180810 136,~~559~~473.9190 01-~~Sep~~Oct-2007 0 8.850% 1,~~901~~899.0587 Group III 0221772890 136,210.65 01-Feb-2007 67 9.200% 7,880.63 Group III 0221774641 84,926.16 01-Sep-2007 0 8.650% 1,153.21 Group III 0221866064 159,813.46 01-Jan-2007 8 6.950% 6,~~897~~856.4987 Group III 0221866090 83,328.48 01-Feb-2007 67 12.050% 56,~~609~~410.0615 Group III ~~0221866780~~0221866585 96310,~~796~~514.6065 01-~~Apr~~Jun-2007 43 117.~~200~~750% 59,~~173~~373.8871 Group III 0221868510 118,503.14 01-Apr-2007 45 9.500% 56,~~325~~211.7270 Group III 0221868651 143,898.41 01-Feb-2007 67 8.700% 67,~~876~~857.4684 Group III ~~0221870551~~0221869620 ~~568~~55,~~124~~743.0594 01-~~May~~Jun-2007 3 611.~~600~~250% 142,~~427~~495.0003 Group III ~~0221871734~~0221870551 ~~333~~568,~~600~~124.0005 01-~~Feb~~May-2007 64 76.~~975~~600% 1417,~~546~~308.3552 Group III ~~0221872129~~0221870658 ~~150~~77,~~343~~845.6008 01-~~Mar~~May-2007 54 711.450% 64,~~080~~258.9358 Group III ~~0221872724~~0221870853 ~~125~~375,~~801~~823.3778 01-~~Apr~~Jan-2007 48 118.~~650~~700% 720,~~007~~517.6472 Group III 0221872813 69,072.92 01-Apr-2007 45 9.850% 3,~~225~~761.2080 Group III 0221872971 222,~~511~~435.6623 01-~~Sep~~Oct-2007 0 7.600% 2,~~633~~632.5161 Group III ~~0221942302~~0221942147 ~~488~~673,~~000~~994.0097 01-~~Jun~~Jan-2007 28 67.~~900~~500% 1031,~~410~~320.6869 Group III 0221944653 358,009.14 01-May-2007 34 8.125% 1113,~~358~~625.7072 Group III ~~0221945152~~0221944903 ~~102~~294,~~570~~545.7165 01-~~Jan~~Jul-2007 72 107.~~350~~875% 57,~~889~~233.1902 Group III ~~0221945657~~0221945152 ~~124~~102,~~858~~570.9571 01-~~Sep~~Jan-2007 0 8 10.~~250~~350% 16,~~613~~729.3299 Group III ~~0221946923~~0221945657 ~~175~~124,~~897~~773.6876 01-~~Jan~~Oct-2007 70 8.~~700~~250% 81,~~388~~612.7022 Group III 0221947173 176,000.00 01-~~Apr~~May-2007 4 8.000% 6,600.00 Group III 0221947222 85,915.81 01-Jan-2007 78 11.450% 56,~~478~~260.7989 Group III 0221947910 611,905.41 01-Jan-2007 8 10.075% 39,025.69 Group III 0221948580 246,662.86 01-May-2007 4 8.850% 10,292.10 Group III 0221950637 335,134.30 01-Oct-2007 0 8.100% 4,246.53

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Group I 638 ~~126~~112,~~759~~190.0849 ~~122~~20,~~768~~488.2465 0.~~047~~008% Group II 10 ~~178,122~~0.9600 ~~30,820~~0.6900 0.~~047~~000% Group III 3652 2254,~~228,682~~591.4877 2269,~~120,016~~677.1416 0.~~666~~088% Total 4390 2366,~~533,564~~782.5226 2290,~~273,605~~165.0781 0.~~111~~014%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term Group I 0221865022 27,980.00 11.950% NM 20.00 360 Group I 0221865066 279,300.00 8.150% IL 70.00 360 Group I 0221865069 168,000.00 7.850% CT 80.00 360 Group I 0221865558 339,000.00 7.000% CA 60.33 360 Group I 0221866795 335,540.00 6.850% CA 64.53 360 Group I 0221867044 112,500.00 10.675% OH 75.00 360 Group I 0221867305 22,000.00 12.250% NC 20.00 180 Group I 0221868270 217,000.00 8.700% NM 70.00 360 Group I 0221868539 230,000.00 7.350% NJ 41.82 360 Group I 0221868552 85,500.00 9.700% TN 90.00 360 Group I 0221868711 267,000.00 8.450% MA 84.76 360 Group I 0221868814 161,500.00 10.200% NM 95.00 360 Group I 0221868851 77,000.00 12.050% FL 20.00 360 Group I 0221869272 220,000.00 10.250% NC 88.71 360 Group I 0221869307 88,200.00 8.600% LA 70.00 360 Group I 0221869768 178,400.00 8.950% NJ 80.00 360 Group I 0221869842 280,000.00 7.850% CA 74.67 360 Group I 0221869881 92,750.00 8.075% IN 70.00 360 Group I 0221870372 592,000.00 8.800% NJ 78.93 360 Group I 0221870600 335,000.00 8.400% CA 63.45 360 Group I 0221870727 335,000.00 7.900% CA 74.44 360 Group I 0221871276 332,000.00 6.900% MA 84.69 360 Group I 0221871995 156,000.00 8.500% NM 80.83 360 Group I 0221872114 165,000.00 7.950% NJ 60.00 360 Group I 0221873173 72,900.00 11.850% CA 18.00 360 Group I 0221873174 202,500.00 8.975% CT 90.00 360 Group I 0221939405 70,000.00 11.750% MA 20.00 360 Group I ~~0221950874~~0221939833 39170,~~600~~000.00 107.~~100~~200% CTNJ 2085.00 360 Group III ~~0221866599~~0221939842 ~~178~~236,000.00 8.900% CA 80.00 360 Group I 0221941979 318,750.00 8.700% NJ 75.00 360 Group I 0221944276 55,000.00 11.850% CA 16.67 360 Group I 0221945417 228,500.00 8.200% NJ 87.88 360 Group I 0221946478 185,000.00 9.850% MA 88.10 360 Group I 0221947093 250,000.~~300~~00 9.500% FLCT 8522.73 360 Group I 0221947145 250,000.00 8.350% NM 88.97 360 Group I 0221948883 214,700.00 9.150% NM 95.00 360 Group I 0221949017 190,000.00 7.990% NJ 58.46 360 Group I 0221950899 247,800.00 7.250% CA 57.63 360 Group III 0221865201 109,800.00 10.300% FL 20.00 360 Group III 0221865477 110,400.00 11.200% CA 20.00 360 Group III 0221865962 67,600.00 12.350% CA 20.00 360 Group III 0221866038 87,000.00 11.050% AZ 20.00 360 Group III 0221866100 81,600.00 11.850% CA 20.00 360 Group III 0221866126 90,100.00 12.300% FL 20.00 360 Group III 0221866223 56,600.00 11.450% AZ 20.00 360 Group III 0221866349 268,000.00 9.200% CA 80.00 360 Group III 0221866393 64,000.00 11.850% CA 20.00 360 Group III 0221866588 60,000.00 11.750% CA 20.00 360 Group III ~~0221867447~~0221867221 ~~129~~98,~~800~~400.00 117.~~450~~975% CAAL 2080.00 360 Group III ~~0221867571~~0221867359 3991,~~600~~702.00 1210.~~250~~100% ILCA 20.00 360 Group III ~~0221867572~~0221867430 ~~140~~692,000.00 108.~~700~~750% CA 2088.0072 360 Group III ~~0221868514~~0221867447 56129,~~400~~800.00 11.~~400~~450% FLCA 20.00 360 Group III ~~0221868707~~0221867572 ~~128~~140,000.00 1110.~~200~~700% CA 20.00 360 Group III ~~0221868992~~0221868119 ~~148~~434,000.00 129.~~100~~450% NYCA 2065.76 360 Group III 0221868145 323,000.00 7.700% NJ 84.55 360 Group III ~~0221869477~~0221868514 56,~~600~~400.00 11.~~450~~400% CAFL 20.00 360 Group III ~~0221869502~~0221870169 50670,000.00 117.~~750~~500% CA 2063.0081 360 Group III 0221870440 42,000.00 11.450% CT 20.00 360 Group III 0221870549 105,000.00 12.050% CA 20.00 360 Group III 0221870655 125,000.00 11.450% CA 20.00 360 Group III 0221870744 154,000.00 10.800% CA 20.00 360 Group III 0221870852 125,000.00 11.200% CA 20.00 360 Group III ~~0221872367~~0221871118 ~~148~~441,000.00 8.950% CA 89.09 360 Group III 0221871943 109,800.00 12.~~050~~000% CA 20.00 360 Group III 0221872165 289,000.00 6.800% CA 58.98 360 Group III 0221872497 88,000.00 11.850% CA 20.00 360 Group III ~~0221872688~~0221872631 ~~224~~680,~~100~~000.00 96.~~750~~250% NVCA 9072.73 360 Group III 0221872709 250,000.00 7.500% CA 54.95 360 Group III 0221872836 145,000.00 11.050% CA 20.00 360 Group III ~~0221872947~~0221873004 91100,000.00 128.650% CA 26.46 360 Group III 0221873025 451,250.00 8.500% FLCA 2095.00 360 Group III 0221939999 121,800.00 12.600% CA 20.00 360 Group III 0221940807 500,000.00 9.950% CA 88.50 360 Group III 0221941069 312,000.00 7.750% NJ 80.00 360 Group III 0221942327 78,000.00 11.400% FL 20.00 360 Group III 0221942419 339,200.00 8.300% CA 80.00 360 Group III 0221942805 94,000.00 11.800% CA 20.00 360 Group III 0221944229 196,000.00 9.100% CA 70.00 360 Group III 0221944994 126,000.00 11.800% CA 20.00 360 Group III 0221945757 138,000.00 12.350% CA 20.00 360 Group III 0221946232 119,000.00 11.650% CA 20.00 360 Group III 0221946541 391,200.00 9.700% CA 80.00 360 Group III 0221946700 101,000.00 11.200% CA 20.00 360 Group III 0221948986 123,000.00 12.100% CA 20.00 360 Group III ~~0221949619~~0221949199 ~~219~~151,~~492~~149.00 8.~~950~~250% FLPA 8566.82 360 Group III 0221949395 59,400.00 10.800% MA 20.00 360 Group III 0221950046 123,000.00 12.650% NY 20.00 360 Group III 0221950563 164,000.00 12.050% CA 20.00 360 Group III 0221950953 162,400.00 9.800% IN 94.97 360 Group III 0221951113 71,000.00 12.100% CA 20.00 360

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) Group I 0221865022 270.00 10.50 19,~~955~~703.4619 Group I 0221865066 0.00 2,211.59 2,211.59 Group I 0221865069 0.00 24.00 24.00 Group I 0221865558 0.00 22.00 22.00 Group I 0221866795 0.00 22.00 22.00 Group I 0221867044 112,190.49 19,~~692~~526.6907 19,~~692~~526.6907 Group I 0221867305 ~~21,869~~0.6500 22(2,~~899~~207.0951) 2220,~~899~~691.0958 Group I 0221868270 0.00 9.00 9.00 Group I 0221868539 0.00 20.00 20.00 Group I 0221868552 0.00 34.00 34.00 Group I 0221868711 0.00 75.00 75.00 Group I 0221868814 0.00 9.00 9.00 Group I 0221868851 ~~76,933~~0.9700 ~~80,144~~10.9650 80,~~144~~155.9646 Group I ~~0221873173~~0221869272 0.00 22.00 22.00 Group I 0221869307 0.00 43.00 43.00 Group I 0221869768 0.00 10.5000 10.00 Group I 0221869842 0.00 22.00 22.00 Group I 0221869881 0.00 12.00 12.00 Group I 0221870372 0.00 20.00 20.00 Group I 0221870600 0.00 22.00 22.00 Group I 0221870727 0.00 22.00 22.00 Group I 0221871276 0.00 26.00 26.00 Group I 0221871995 0.00 9.00 9.00 Group I 0221872114 0.00 20.00 20.00 Group I 0221873173 0.00 109.00 75,~~748~~857.33 Group I 0221873174 0.00 43.00 43.00 Group I 0221939405 0.00 10109.5000 72,~~797~~906.90 Group I ~~0221950874~~0221939833 0.00 1020.00 20.00 Group I 0221939842 0.00 7.00 7.00 Group I 0221941979 0.00 20.00 20.00 Group I 0221944276 0.00 22.00 22.00 Group I 0221945417 0.00 22.00 22.00 Group I 0221946478 0.00 26.50 ~~42,259~~26.1350 Group III ~~0221866599~~0221947093 ~~178,122~~0.9600 ~~30,820~~65.6900 ~~30,820~~65.6900 Group I 0221947145 0.00 9.00 9.00 Group I 0221948883 0.00 9.00 9.00 Group I 0221949017 0.00 20.00 20.00 Group I 0221950899 0.00 13.00 13.00 Group III 0221865201 ~~109,615~~0.4000 ~~117,252~~10.9750 117,~~252~~263.9747 Group III 0221865477 ~~110,285~~0.8700 ~~114,525~~10.1950 114,~~525~~535.1969 Group III 0221865962 ~~67,545~~0.7700 ~~73,225~~10.7950 73,~~225~~236.7929 Group III 0221866038 ~~86,875~~0.5500 ~~90,205~~10.8750 90,~~205~~216.8737 Group III 0221866100 ~~81,502~~0.00 ~~85,653~~119.0350 85,~~653~~772.0353 Group III 0221866126 0.00 1045.50 93,~~864~~909.2979 Group III 0221866223 ~~56,525~~0.7800 ~~58,814~~10.2650 58,~~814~~824.2676 Group III ~~0221866393~~0221866349 ~~63,923~~0.00 10.00 ~~66,462~~10.0600 Group III 0221866393 0.00 10.50 66,~~462~~472.0656 Group III 0221866588 0.00 10.50 62,~~415~~426.9242 Group III ~~0221867447~~0221867221 ~~129,672~~0.9700 ~~134,634~~19.8400 ~~134,634~~19.8400 Group III ~~0221867571~~0221867359 ~~39,556~~0.4600 ~~41,285~~22.6700 ~~41,285~~22.6700 Group III ~~0221867572~~0221867430 ~~139,673~~0.0800 ~~144,775~~10.9000 ~~144,775~~10.9000 Group III ~~0221868514~~0221867447 ~~56,344~~0.1800 ~~58,606~~10.3450 58134,~~606~~645.34 Group III ~~0221868707~~0221867572 ~~127,867~~0.7000 ~~137,418~~10.3650 ~~137~~144,~~418~~786.3640 Group III ~~0221868992~~0221868119 ~~147,874~~0.4900 ~~153,851~~22.3300 ~~153,851~~22.3300 Group III ~~0221869477~~0221868145 0.00 20.00 20.00 Group III 0221868514 0.00 10.50 58,~~736~~616.1784 Group III ~~0221869502~~0221870169 0.00 10.5000 ~~52,430~~10.1700 Group III 0221870440 0.00 10115.50 43,~~694~~809.0454 Group III 0221870549 ~~104,909~~0.9700 ~~111,350~~10.2850 111,~~350~~360.2878 Group III 0221870655 0.00 10119.50 134,~~437~~557.5606 Group III 0221870744 153,767.44 159,315.55 159,315.55 Group III 0221870852 0.00 10119.50 ~~131~~132,~~950~~069.2676 Group III ~~0221872367~~0221871118 ~~147,873~~0.0900 ~~155,308~~12.3400 ~~155~~12.00 Group III 0221871943 0.00 119.50 114,~~308~~324.3421 Group III 0221872165 0.00 22.00 22.00 Group III 0221872497 0.00 10119.50 91,~~544~~663.1868 Group III ~~0221872688~~0221872631 0.00 ~~36,288~~22.4600 ~~36,288~~22.4600 Group III 0221872709 0.00 22.00 22.00 Group III 0221872836 0.00 10119.50 150,~~355~~475.5707 Group III ~~0221872947~~0221873004 0.00 ~~(99,403~~22.~~34)~~00 ~~(319~~22.~~09)~~00 Group III 0221873025 0.00 22.00 22.00 Group III 0221939999 0.00 10119.50 129,~~494~~613.3383 Group III 0221940807 0.00 22.00 22.00 Group III 0221941069 0.00 20.00 20.00 Group III 0221942327 ~~77,896~~0.5800 ~~83,931~~10.7350 83,~~931~~942.7323 Group III 0221942419 0.00 22.00 22.00 Group III 0221942805 ~~93,856~~0.6300 ~~97,804~~10.7350 97,~~804~~815.7323 Group III 0221944229 0.00 38.00 38.00 Group III 0221944994 ~~125,847~~0.0100 ~~130,943~~10.8450 130,~~943~~954.8434 Group III 0221945757 0.00 22.00 22.00 Group III 0221946232 ~~118,812~~0.3900 10.50 123,~~548~~558.1868 ~~123~~Group III 0221946541 0.00 22.00 22.00 Group III 0221946700 100,~~548~~824.1833 108,467.11 108,467.11 Group III 0221948986 0.00 10109.5000 ~~127~~128,~~974~~083.49 Group III ~~0221949619~~0221949199 ~~219,348~~0.1400 22.00 22.00 Group III 0221949395 0.00 75~~,222~~.0500 75~~,222~~.0500 Group III 0221950046 ~~122,876~~0.3200 ~~128,173~~10.7650 128,~~173~~184.7626 Group III 0221950563 0.00 10.50 177,~~133~~143.2171 Group III 0221950953 0.00 12.00 12.00 Group III 0221951113 0.00 10119.50 76,~~780~~900.5202

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~122~~026% Current Month 71.~~310~~419% 3 Month Average 0.~~070~~079% 3 Month Average 4.~~405~~878% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.089% N/A Sep-2007 5.904% N/A Oct-2007 0.122% N/A Oct-2007 7.310% N/A Nov-2007 0.026% N/A Nov-2007 1.419% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 10.~~460~~312% Current Month 8722.~~791~~378% 3 Month Average 0.~~840~~944% 3 Month Average 6168.~~168~~628% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 ~~N/A~~0.000% N/A May-2007 0.000% N/A May-2007 ~~N/A~~0.000% N/A Jun-2007 0.000% N/A Jun-2007 ~~N/A~~0.000% N/A Jul-2007 0.000% N/A Jul-2007 ~~N/A~~0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 1.061% N/A Sep-2007 95.714% N/A Oct-2007 1.460% N/A Oct-2007 87.791% N/A Nov-2007 0.312% N/A Nov-2007 22.378% 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 MDR SDA Current Month 0.~~016~~015% Current Month 0.~~982~~798% 3 Month Average 0.~~013~~018% 3 Month Average 01.~~844~~110% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.023% N/A Sep-2007 1.551% N/A Oct-2007 0.016% N/A Oct-2007 0.982% N/A Nov-2007 0.015% N/A Nov-2007 0.798% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.~~196~~175% Current Month ~~101~~20.~~426~~089% 3 Month Average 0.~~158~~217% 3 Month Average 6875.~~677~~373% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.278% N/A Sep-2007 104.605% N/A Oct-2007 0.196% N/A Oct-2007 101.426% N/A Nov-2007 0.175% N/A Nov-2007 19.997% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.~~096~~000% Current Month 50.~~833~~000% 3 Month Average 0.032% 3 Month Average 1.944% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.096% N/A Oct-2007 5.833% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 10.~~151~~000% Current Month 17.303% 3 Month Average 0.384% 3 Month Average 511.~~768~~535% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 1.151% N/A Oct-2007 17.303% N/A Nov-2007 0.000% N/A Nov-2007 17.303% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group III MDR SDA Current Month 0.~~201~~038% Current Month 112.~~911~~083% 3 Month Average 0.~~117~~130% 3 Month Average 7.~~269~~963% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 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 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.150% N/A Sep-2007 9.895% N/A Oct-2007 0.201% N/A Oct-2007 11.911% N/A Nov-2007 0.038% N/A Nov-2007 2.083% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 20.~~385~~459% Current Month ~~127~~86.~~536~~144% 3 Month Average 1.~~389~~542% 3 Month Average 84112.~~194~~909% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 ~~N/A~~0.000% N/A May-2007 0.000% N/A May-2007 ~~N/A~~0.000% N/A Jun-2007 0.000% N/A Jun-2007 ~~N/A~~0.000% N/A Jul-2007 0.000% N/A Jul-2007 ~~N/A~~0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 1.783% N/A Sep-2007 105.675% N/A Oct-2007 2.385% N/A Oct-2007 102.365% N/A Nov-2007 0.459% N/A Nov-2007 78.954% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 3337 68,~~305~~007,~~380~~344.00 67,~~279~~962,~~988~~579.7124 0 0.00 0.00 Group II 611 ~~768~~2,~~229~~348,190.00 ~~757~~2,~~749~~334,947.9205 0 0.00 0.00 Group III 2334 57,~~637~~186,~~030~~041.00 57,~~611~~135,~~834~~566.3010 0 0.00 0.00 Total 6282 1217,~~710~~541,~~639~~575.00 1217,~~649~~433,~~572~~092.9339 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 31 ~~126~~112,~~980~~500.00 ~~126~~112,~~453~~004.9582 2818,~~993~~250.5499 Group II 0 0.00 0.00 10 ~~178,500~~0.00 ~~177,729~~0.8200 513,~~881~~278.9402 Group III 0 0.00 0.00 213 2423,~~231,292~~000.00 2421,~~225,155~~057.8331 4526,~~935~~330.1950 Total 0 0.00 0.00 254 2535,~~536,772~~500.00 2533,~~529,339~~062.6013 8057,~~810~~859.6751

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0221180886~~0221865685 TXMA 8071.0027 01-~~Aug~~Dec-2006 ~~124~~196,~~800~~000.00 ~~124~~193,~~152~~751.9427 Group I ~~0221865022~~0221866153 NMFL 2042.0074 01-Dec-2006 27210,~~980~~000.00 27207,~~912~~939.9296 Group I ~~0221865037~~0221867044 CTOH 9075.00 01-Dec-2006 ~~360~~112,~~000~~500.00 ~~357~~111,~~730~~957.9437 Group I ~~0221865164~~0221867118 NECA 7561.0064 01-Dec-2006 63225,000.00 62225,~~582~~000.1500 Group I ~~0221865344~~0221867452 MNNM 90.00 01-Dec-2006 ~~171~~99,~~000~~900.00 ~~171~~99,~~000~~641.0089 Group I ~~0221865680~~0221867559 NJUT 6780.4000 01-Dec-2006 ~~184~~320,000.00 ~~182~~317,~~592~~519.9033 Group I ~~0221865725~~0221867865 AZ 7980.3500 01-Dec-2006 ~~315~~140,000.00 ~~314~~138,~~420~~430.0426 Group I ~~0221866355~~0221868668 NMIL 8074.0040 01-~~Dec~~Nov-2006 ~~111~~373,~~920~~500.00 ~~111~~368,~~074~~988.2483 Group I ~~0221866516~~0221869033 IDNY 9075.00 01-Dec-2006 ~~146~~168,~~700~~750.00 ~~146~~167,~~467~~594.6773 Group I ~~0221866592~~0221869100 ILOR 90.00 01-Dec-2006 ~~369~~317,~~000~~700.00 ~~366~~315,~~502~~653.9008 Group I ~~0221867258~~0221869332 FLIL 5272.0558 01-Dec-2006 ~~101~~112,500.00 ~~100~~111,~~763~~666.0241 Group I ~~0221867305~~0221869489 NCWA 2075.00 01-Dec-2006 22246,000.00 21243,~~643~~861.3896 Group I ~~0221867908~~0221869914 IL 7585.00 01-Dec-2006 ~~136~~238,~~500~~000.00 ~~136~~238,~~079~~000.9000 Group I ~~0221868166~~0221869956 NYIL 9065.0022 01-Dec-2006 96150,~~300~~000.00 95148,~~693~~589.0297 Group I ~~0221868228~~0221870313 FL 8056.0044 01-Dec-2006 ~~172~~285,000.00 ~~171~~282,~~935~~909.9254 Group I ~~0221868851~~0221870526 FLNY 2080.00 01-Dec-2006 77336,000.00 76334,~~819~~636.4211 Group I ~~0221869165~~0221871397 IL 9573.0058 01-Dec-2006 ~~390~~310,~~450~~500.00 ~~390~~307,~~450~~761.0031 Group I ~~0221869219~~0221871436 CATX 6371.8839 01-Dec-2006 ~~255~~136,~~500~~000.00 ~~253~~134,~~753~~997.4437 Group I ~~0221869616~~0221871782 IL 8085.00 01-Dec-2006 ~~149~~110,~~600~~500.00 ~~148~~109,~~618~~811.6751 Group I ~~0221871617~~0221872197 MANJ 9048.0080 01-Dec-2006 ~~215~~122,~~910~~000.00 ~~215~~121,~~375~~357.3390 Group I ~~0221871868~~0221872217 ILOR 8590.00 01-~~Dec~~Oct-2006 ~~155~~200,~~550~~700.00 ~~154~~200,~~594~~131.2304 Group I ~~0221872127~~0221872976 CAIL 5290.6300 01-Dec-2006 ~~300~~175,~~000~~500.00 ~~296~~173,~~761~~929.7202 Group I ~~0221872418~~0221872980 FLIL 4390.1000 01-Dec-2006 ~~125~~216,~~000~~900.00 ~~124~~215,~~179~~260.3807 Group I ~~0221872781~~0221873060 NJNY 6375.5093 01-Dec-2006 ~~127~~394,000.00 ~~126~~394,~~313~~000.9500 Group I ~~0221872893~~0221939577 MDNJ 8995.6000 01-~~Dec~~Nov-2006 ~~336~~302,~~000~~100.00 ~~334~~300,~~547~~925.0657 Group I ~~0221873229~~0221940374 MDWA 8089.0089 01-Dec-2006 ~~182~~244,~~400~~500.00 ~~180~~243,~~861~~407.6882 Group I ~~0221942072~~0221941111 NJNM 7890.7800 01-Jan-2007 ~~189~~400,~~000~~500.00 ~~188~~400,~~611~~444.9984 Group I ~~0221943320~~0221941421 AZCA 7562.0069 01-Jan-2007 ~~285~~210,000.00 ~~284~~208,~~096~~087.6062 Group I ~~0221943914~~0221943558 UTIL 8595.00 01-~~Jan~~Dec-~~2007~~2006 ~~399~~104,500.00 ~~398~~104,~~670~~500.9500 Group I ~~0221944628~~0221945370 WACT 8077.0082 01-Jan-2007 ~~148~~245,~~000~~144.00 ~~146~~243,~~784~~168.1737 Group I ~~0221944813~~0221946051 AZNY 2073.0099 01-~~Dec~~Jan-~~2006~~2007 35276,000.00 34273,~~907~~558.4874 Group I ~~0221945107~~0221946124 MD 2080.00 01-Jan-2007 59188,000.00 58186,~~841~~369.6619 Group I ~~0221945297~~0221946191 LAPA 6590.4200 01-Jan-2007 ~~140~~135,000.00 ~~139~~134,~~522~~126.5694 Group I ~~0221947006~~0221946826 MIUT 7580.2400 01-Jan-2007 62178,~~000~~800.00 61177,~~560~~248.4393 Group I ~~0221947812~~0221947334 MD 8763.6024 01-~~Jan~~Dec-~~2007~~2006 ~~335~~172,000.00 ~~335~~170,~~000~~398.0082 Group I ~~0221950152~~0221948574 GAIL 4064.0939 01-~~Jan~~Dec-~~2007~~2006 63132,~~750~~000.00 62131,~~904~~081.8481 Group III ~~0221865272~~0221949732 ILNC 2080.00 01-~~Dec~~Jan-~~2006~~2007 3781,~~400~~600.00 3780,~~114~~951.2699 Group III ~~0221865401~~0221951138 PAMD 2275.7300 01-~~Dec~~Jan-~~2006~~2007 60252,~~000~~750.00 58252,~~117~~750.6800 Group II ~~0221866599~~0221867184 FLPA 8527.0065 01-Dec-2006 ~~178~~60,~~500~~000.00 ~~177~~58,~~649~~975.1543 Group II ~~0221871015~~0221867855 FLCA 4463.2911 01-~~Nov~~Dec-2006 ~~124~~325,000.00 ~~123~~323,~~033~~164.8321 Group II ~~0221872244~~0221868773 TNMA 7664.7255 01-Dec-2006 ~~136~~315,~~250~~000.00 ~~130~~313,~~506~~724.8300 Group II ~~0221872445~~0221868825 CAOH 5357.1382 01-Dec-2006 ~~297~~318,000.00 ~~295~~316,~~050~~919.2211 Group II ~~0221947949~~0221869878 GAPA 9070.00 01-~~Jan~~Dec-~~2007~~2006 ~~113~~77,~~579~~000.00 ~~112~~76,~~920~~698.6054 Group ~~III~~II ~~0221771693~~0221871414 CAMO 6585.00 01-~~Nov~~Dec-2006 ~~208~~131,~~000~~325.00 ~~206~~130,~~892~~481.4907 Group ~~III~~II ~~0221865099~~0221873053 COIL 8090.00 01-Dec-2006 ~~228~~301,~~000~~500.00 ~~228~~299,~~000~~572.0064 Group ~~III~~II ~~0221865201~~0221940955 FLMN 2070.0095 01-~~Nov~~Jan-~~2006~~2007 ~~109~~205,~~800~~750.00 ~~109~~204,~~226~~016.7278 Group ~~III~~II ~~0221865419~~0221946720 UTWI 85.1200 01-~~Dec~~Jan-~~2006~~2007 ~~183~~229,~~000~~415.00 ~~181~~228,~~684~~123.5334 Group ~~III~~II ~~0221865477~~0221947559 CAWY 2080.00 01-~~Dec~~Jan-~~2006~~2007 ~~110~~151,~~400~~200.00 ~~110~~149,~~088~~754.4495 Group ~~III~~II ~~0221865567~~0221950242 CAIL 6190.4100 01-~~Dec~~Nov-2006 ~~282~~234,~~500~~000.00 ~~280~~232,~~234~~296.5051 Group III ~~0221865703~~0221180670 SCCA ~~100~~80.00 01-~~Dec~~Aug-2006 ~~175~~420,000.00 ~~174~~417,~~661~~843.3624 Group III ~~0221865962~~0221776458 CAIL 2080.00 01-~~Dec~~Nov-2006 67139,~~600~~920.00 67138,~~392~~611.7414 Group III ~~0221865975~~0221864971 COFL 20.00 01-~~Dec~~Nov-2006 5750,~~000~~980.00 5650,~~758~~750.2363 Group III ~~0221866038~~0221865517 AZ 2059.0084 01-~~Nov~~Dec-2006 87112,~~000~~500.00 86111,~~713~~729.4409 Group III ~~0221866100~~0221865538 CAFL 2046.00 01-~~Nov~~Dec-2006 81345,~~600~~000.00 81341,~~347~~355.5888 Group III ~~0221866223~~0221865903 AZNM 2090.00 01-~~Nov~~Dec-2006 56100,~~600~~800.00 56100,~~428~~014.9564 Group III ~~0221866393~~0221866523 CAKY 20.00 01-Nov-2006 6435,~~000~~980.00 6335,~~822~~819.6484 Group III ~~0221866427~~0221866743 ILMD 9060.0029 01-Dec-2006 ~~207~~375,000.00 ~~205~~373,~~804~~459.5352 Group III ~~0221866695~~0221867353 PA 6890.8800 01-Dec-2006 ~~137~~100,~~750~~800.00 ~~136~~99,~~698~~915.6121 Group III ~~0221866949~~0221867582 CA 8020.00 01-Dec-2006 ~~632~~130,000.00 ~~632~~129,~~000~~420.0095 Group III ~~0221866998~~0221867586 GANM 8049.0026 01-Dec-2006 ~~180~~199,~~000~~500.00 ~~178~~198,~~706~~051.0444 Group III ~~0221867447~~0221867917 CAIL 2081.0060 01-Dec-2006 ~~129~~204,~~800~~000.00 ~~129~~202,~~453~~181.0509 Group III ~~0221867571~~0221868402 ILUT 2080.00 01-~~Nov~~Dec-2006 39200,~~600~~000.00 39198,~~499~~930.4993 Group III ~~0221867572~~0221868563 CAIL 2054.00 01-~~Sep~~Dec-2006 ~~140~~110,~~000~~700.00 ~~139~~109,~~387~~943.0267 Group III ~~0221867677~~0221869592 PASC 9089.0035 01-Dec-2006 ~~163~~166,~~710~~200.00 ~~162~~165,~~364~~536.4116 Group III ~~0221867687~~0221869632 NYMD 8084.0075 01-Dec-2006 ~~489~~250,~~600~~000.00 ~~485~~247,~~937~~695.0437 Group III ~~0221868030~~0221869887 ILMA 2063.0092 01-Dec-2006 62225,~~980~~000.00 62222,~~775~~843.9730 Group III ~~0221868514~~0221869889 FLIL 2090.00 01-Dec-2006 56190,~~400~~800.00 56190,~~247~~116.5673 Group III ~~0221868707~~0221870064 CALA 2060.0098 01-Dec-2006 ~~128~~150,000.00 ~~127~~148,~~496~~548.3113 Group III ~~0221868900~~0221870233 PANY 90.00 01-Dec-2006 ~~233~~328,~~370~~500.00 ~~231~~327,~~041~~131.5145 Group III ~~0221868992~~0221870236 NYIL 2082.0094 01-Dec-2006 ~~148~~141,000.00 ~~147~~138,~~656~~233.7376 Group III ~~0221869063~~0221870306 FLCO 80.00 01-Dec-2006 ~~364~~168,000.00 ~~363~~166,~~109~~868.7346 Group III ~~0221870089~~0221870744 ~~MI 90.00 01-Dec-2006 130,500.00 129,607.82 Group III 0221870549~~ CA 20.00 01-Dec-2006 ~~105~~154,000.00 ~~104~~153,~~689~~464.0678 Group III ~~0221870762~~0221870939 NJ 2074.0050 01-Dec-2006 56374,000.00 55369,~~759~~513.9229 Group III ~~0221871506~~0221870943 ILNY 80.00 01-Dec-2006 ~~251~~155,~~920~~051.00 ~~250~~153,~~127~~742.1387 Group III ~~0221872215~~0221871123 CAFL 4980.7000 01-Dec-2006 ~~250~~320,000.00 ~~248~~320,~~704~~000.6700 Group III ~~0221872367~~0221872031 CAGA 2080.00 01-Dec-2006 ~~148~~91,~~000~~600.00 ~~147~~90,~~607~~130.5597 Group III ~~0221872540~~0221872598 NJIL 8081.0043 01-Dec-2006 ~~224~~285,000.00 ~~222~~282,~~018~~396.1270 Group III ~~0221940239~~0221872797 MDIL 6879.3409 01-~~Jan~~Nov-~~2007~~2006 ~~168~~87,~~800~~000.00 ~~167~~86,~~545~~255.6664 Group III ~~0221942327~~0221872808 FLIL 2053.0099 01-~~Nov~~Dec-2006 78269,~~000~~900.00 77267,~~677~~184.6456 Group III ~~0221942805~~0221872886 CAIL 2090.00 01-Oct-2006 9476,~~000~~500.00 9375,~~706~~927.0584 Group III ~~0221943948~~0221942990 NJ 6970.9842 01-Jan-2007 ~~335~~669,~~900~~000.00 ~~335~~662,~~041~~164.1917 Group III ~~0221944994~~0221943221 CAMI 2078.0013 01-~~Nov~~Jan-~~2006~~2007 ~~126~~100,000.00 ~~125~~99,~~647~~281.1552 Group III ~~0221946232~~0221945907 CAGA 2085.00 01-~~Oct~~Jan-~~2006~~2007 ~~119~~75,~~000~~310.00 ~~118~~72,~~615~~860.5157 Group III ~~0221949619~~0221946700 FLCA 8520.00 01-~~Jan~~Nov-~~2007~~2006 ~~219~~101,~~492~~000.00 ~~218~~100,~~999~~525.7374 Group III ~~0221950046~~0221950783 NYMA 2095.00 01-~~Nov~~Dec-2006 ~~123~~475,000.00 ~~122~~473,~~714~~155.2583 Group III ~~0221950499~~0221950997 MD 8070.00 01-Jan-2007 ~~616~~231,000.00 ~~613~~230,~~720~~093.8300

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0221180886~~0221865685 Loan Paid in Full 0 6.950% 360 11 Group I 0221866153 Loan Paid in Full 0 7.~~450~~250% 360 1411 Group I ~~0221865022~~0221867044 Liquidation 52 1110.~~950~~675% 360 1011 Group I ~~0221865037~~0221867118 Loan Paid in Full 03 87.950% 360 1011 Group I ~~0221865164~~0221867452 Loan Paid in Full 0 89.~~700~~950% 360 1011 Group I ~~0221865344~~0221867559 Loan Paid in Full 0 8.~~600~~375% 360 1011 Group I ~~0221865680~~0221867865 Loan Paid in Full 03 76.~~990~~850% 360 1011 Group I ~~0221865725~~0221868668 Loan Paid in Full 0 98.~~950~~050% 360 1012 Group I ~~0221866355~~0221869033 Loan Paid in Full 50 8.~~050~~990% 360 1011 Group I ~~0221866516~~0221869100 Loan Paid in Full 0 109.~~450~~287% 360 1011 Group I ~~0221866592~~0221869332 Loan Paid in Full 0 8.600% 360 1011 Group I ~~0221867258~~0221869489 Loan Paid in Full 0 87.~~250~~800% 360 1011 Group I ~~0221867305~~0221869914 ~~Liquidation~~Loan 5Paid 12in Full 0 7.~~250~~137% ~~180~~360 1011 Group I ~~0221867908~~0221869956 Loan Paid in Full 0 87.~~200~~400% 360 1011 Group I ~~0221868166~~0221870313 Loan Paid in Full 0 8.~~950~~650% 360 1011 Group I ~~0221868228~~0221870526 Loan Paid in Full 01 87.~~500~~550% 360 1011 Group I ~~0221868851~~0221871397 ~~Liquidation~~Loan 5Paid 12in Full 0 7.~~050~~725% 360 1011 Group I ~~0221869165~~0221871436 Loan Paid in Full 0 8.~~350~~625% 360 1011 Group I ~~0221869219~~0221871782 Loan Paid in Full 10 89.~~550~~450% 360 1011 Group I ~~0221869616~~0221872197 Loan Paid in Full 0 97.~~150~~100% 360 1011 Group I ~~0221871617~~0221872217 Loan Paid in Full 30 89.~~950~~350% 360 1013 Group I ~~0221871868~~0221872976 Loan Paid in Full 20 97.~~075~~650% 360 1011 Group I ~~0221872127~~0221872980 Loan Paid in Full 0 68.~~550~~500% 360 1011 Group I ~~0221872418~~0221873060 Loan Paid in Full ~~(1)~~0 87.~~750~~000% 360 1011 Group I ~~0221872781~~0221939577 Loan Paid in Full 0 97.~~700~~990% 360 1012 Group I ~~0221872893~~0221940374 Loan Paid in Full 06 7.~~000~~200% 360 1011 Group I ~~0221873229~~0221941111 Loan Paid in Full 0 78.~~500~~725% 360 10 Group I ~~0221942072~~0221941421 Loan Paid in Full 30 97.~~250~~100% 360 910 Group I ~~0221943320~~0221943558 Loan Paid in Full 0(1) 79.~~750~~500% 360 911 Group I ~~0221943914~~0221945370 Loan Paid in Full 0 97.~~350~~725% 360 910 Group I ~~0221944628~~0221946051 Loan Paid in Full 0 7.~~125~~250% 360 910 Group I ~~0221944813~~0221946124 Loan Paid in Full 50 127.~~600~~350% 360 10 Group I ~~0221945107~~0221946191 Loan Paid in Full 0 129.~~500~~200% 360 910 Group I ~~0221945297~~0221946826 Loan Paid in Full 0 117.~~400~~350% 360 910 Group I ~~0221947006~~0221947334 Loan Paid in Full 0 7.~~875~~450% 360 911 Group I ~~0221947812~~0221948574 Loan Paid in Full 0 78.~~500~~912% 360 911 Group I ~~0221950152~~0221949732 Loan Paid in Full 0 107.~~250~~800% ~~240~~360 910 Group III ~~0221865272~~0221951138 Loan Paid in Full 0 126.~~650~~600% 360 10 Group II ~~0221865401~~0221867184 Loan Paid in Full 0 8.~~550~~500% ~~180~~360 1011 Group II ~~0221866599~~0221867855 ~~Liquidation~~Loan 3Paid 10in Full 2 6.~~300~~600% 360 1011 Group II ~~0221871015~~0221868773 Loan Paid in Full 0 87.~~350~~550% 360 11 Group II ~~0221872244~~0221868825 Loan Paid in Full (1) 612.~~375~~300% ~~180~~360 1011 Group II ~~0221872445~~0221869878 Loan Paid in Full 0 811.~~750~~650% 360 1011 Group II ~~0221947949~~0221871414 Loan Paid in Full 0 89.~~875~~300% 360 911 Group ~~III~~II ~~0221771693~~0221873053 Loan Paid in Full 0 109.~~600~~325% 360 11 Group ~~III~~II ~~0221865099~~0221940955 Loan Paid in Full 0 7.~~200~~500% 360 10 Group ~~III~~II ~~0221865201~~0221946720 ~~Liquidation~~Loan 5Paid 10in Full 4 9.~~300~~500% 360 1110 Group ~~III~~II ~~0221865419~~0221947559 Loan Paid in Full 0 86.~~300~~850% 360 10 Group ~~III~~II ~~0221865477~~0221950242 ~~Liquidation~~Loan 5Paid 11in Full 0 9.~~200~~100% 360 1012 Group III ~~0221865567~~0221180670 Loan Paid in Full 02 7.~~750~~790% 360 1015 Group III ~~0221865703~~0221776458 Loan Paid in Full 05 97.~~800~~850% 360 1012 Group III ~~0221865962~~0221864971 ~~Liquidation~~Loan 5Paid 12in Full 0 11.~~350~~400% 360 1012 Group III ~~0221865975~~0221865517 Loan Paid in Full 0 10.~~850~~250% 360 1011 Group III ~~0221866038~~0221865538 ~~Liquidation~~Loan 5Paid 11in Full 0 6.~~050~~900% 360 11 Group III ~~0221866100~~0221865903 ~~Liquidation~~Loan 5Paid 11in Full 0 8.~~850~~350% 360 11 Group III ~~0221866223~~0221866523 ~~Liquidation~~Loan 5Paid in Full 0 11.450% 360 1112 Group III ~~0221866393~~0221866743 ~~Liquidation~~Loan 5Paid 11in Full 0 7.~~850~~500% 360 11 Group III ~~0221866427~~0221867353 Loan Paid in Full 0 97.~~450~~750% 360 1011 Group III ~~0221866695~~0221867582 Loan Paid in Full 07 811.~~000~~050% 360 1011 Group III ~~0221866949~~0221867586 Loan Paid in Full 30 68.~~350~~700% 360 1011 Group III ~~0221866998~~0221867917 Loan Paid in Full 0 87.~~300~~900% 360 1011 Group III ~~0221867447~~0221868402 ~~Liquidation~~Loan 5Paid 11in Full 0 7.~~450~~100% 360 1011 Group III ~~0221867571~~0221868563 ~~Liquidation~~Loan 5Paid 12in Full 6 9.~~250~~000% 360 11 Group III ~~0221867572~~0221869592 ~~Liquidation~~Loan 5Paid 10in Full 0 7.~~700~~600% 360 1311 Group III ~~0221867677~~0221869632 Loan Paid in Full 0 7.~~625~~500% 360 1011 Group III ~~0221867687~~0221869887 Loan Paid in Full 02 87.~~100~~300% 360 1011 Group III ~~0221868030~~0221869889 Loan Paid in Full 10 127.~~100~~990% 360 1011 Group III ~~0221868514~~0221870064 ~~Liquidation~~Loan 5Paid 11in Full 0 7.~~400~~250% 360 1011 Group III ~~0221868707~~0221870233 ~~Liquidation~~Loan 5Paid 11in Full 0 7.~~200~~450% 360 1011 Group III ~~0221868900~~0221870236 Loan Paid in Full 0 68.625% ~~360~~240 1011 Group III ~~0221868992~~0221870306 Liquidation 5 129.~~100~~075% 360 1011 Group III ~~0221869063~~0221870744 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 6 8~~10.~~992~~800% 360 1011 Group III ~~0221870089~~0221870939 Loan Paid in Full 0 86.~~550~~125% 360 1011 Group III ~~0221870549~~0221870943 ~~Liquidation~~Loan 5Paid 12in Full 0 7.~~050~~950% 360 1011 Group III ~~0221870762~~0221871123 Loan Paid in Full 0 106.~~800~~995% 360 1011 Group III ~~0221871506~~0221872031 Loan Paid in Full 10 810.~~350~~250% ~~360~~240 1011 Group III ~~0221872215~~0221872598 Loan Paid in Full 0 97.~~900~~547% 360 1011 Group III ~~0221872367~~0221872797 ~~Liquidation~~Loan 5Paid 12in Full 0 8.~~050~~300% 360 1012 Group III ~~0221872540~~0221872808 Loan Paid in Full 0 7.~~250~~050% 360 1011 Group III ~~0221940239~~0221872886 Loan Paid in Full 0 79.~~650~~350% 360 913 Group III ~~0221942327~~0221942990 ~~Liquidation~~Loan 5Paid ~~11.400%~~in ~~360~~Full 110 ~~Group III 0221942805 Liquidation 5 11~~6.~~800~~500% 360 1210 Group III ~~0221943948~~0221943221 Loan Paid in Full 0 8.~~500~~350% 360 910 Group III ~~0221944994~~0221945907 ~~Liquidation~~Loan 5Paid 11in Full 0 8.~~800~~125% ~~360~~180 1110 Group III ~~0221946232~~0221946700 Liquidation 5 11.~~650~~200% 360 12 Group III ~~0221949619~~0221950783 ~~Liquidation~~Loan 4Paid ~~8.950%~~in ~~360~~Full 90 ~~Group III 0221950046 Liquidation 5 12~~7.~~650~~900% 360 11 Group III ~~0221950499~~0221950997 Loan Paid in Full 0 711.~~200~~450% 360 910

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 76 1,~~357~~364,~~506~~267.6616 4342,~~612~~048.7354 0.00 Group II 45 ~~371~~793,~~462~~789.6240 918,~~530~~725.8323 0.00 Group III 106 1,~~468~~390,~~090~~770.4916 2839,~~880~~856.8222 0.00 Total 2117 3,~~197~~548,~~059~~826.7772 82100,~~024~~629.3899 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 I ~~0221865037~~0221866153 0910/1324/2007 ~~357~~208,~~944~~115.9718 126,~~805~~021.5468 0.00 Group I ~~0221865344~~0221869489 10/1216/2007 ~~171~~244,~~000~~046.0055 27,~~451~~606.0017 0.00 Group I ~~0221868166~~0221870313 0910/1812/2007 95283,~~750~~090.2771 39,~~425~~793.4893 0.00 Group I ~~0221868228~~0221941421 0910/1812/2007 ~~171~~208,~~935~~266.9265 5,~~846~~908.3478 0.00 Group I ~~0221872127~~0221945370 0910/2510/2007 ~~297~~243,~~046~~353.4279 7,~~763~~512.2792 0.00 Group I ~~0221872418~~0221946826 0911/2515/2007 ~~124~~177,~~256~~394.7228 45,~~342~~205.4806 0.00 Group III ~~0221945297~~0221867184 10/0929/2007 ~~139~~59,~~572~~018.3673 62,~~978~~001.6294 0.00 Group II ~~0221865401~~0221867855 ~~09/~~10/26/2007 58323,~~294~~311.9493 18,~~979~~543.1155 0.00 Group II ~~0221867184~~0221869878 ~~Active 59,061.73 148.75 0.00 Group II 0221871015 09~~10/1902/2007 ~~123~~76,~~117~~725.4502 43,~~111~~575.6622 0.00 Group II ~~0221872244~~0221871414 0910/2518/2007 130,~~988~~554.5042 32,~~291~~087.3124 0.00 Group ~~III~~II ~~0221180713~~0221940955 ~~Active 141,872.79 3.02 0.00 Group III 0221771693~~ 10/0829/2007 ~~206~~204,~~982~~179.3830 82,~~774~~517.~~49 0.00 Group III 0221865099 09/~~28~~/2007~~ ~~228,000.00 6,566.40~~ 0.00 Group III ~~0221865419~~0221180670 10/1031/2007 ~~181~~417,~~808~~984.2816 613,~~026~~030.1429 0.00 Group III ~~0221865567~~0221865517 0911/1707/2007 ~~280~~111,~~447~~782.~~15 8,686.14 0.00 Group III 0221866695 10/01/2007 136,797.~~40 4,~~377~~578.7243 0.00 Group III ~~0221867677~~0221865538 0911/0708/2007 ~~162~~341,~~490~~663.6549 59,~~141~~406.1589 0.00 Group III ~~0221867945~~0221867353 0711/3112/2007 099,991.0058 (3,~~325~~093.~~54)~~47 0.00 Group III ~~0221870089~~0221871123 0910/2430/2007 ~~129~~320,~~691~~000.8400 18,~~036~~953.7560 0.00 Group III ~~0221940346~~0221943221 11/08/~~24/~~2007 099,348.0053 ~~(8,405~~793.~~45)~~54 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~739~~879% Current Month 810.~~514~~058% Current Month ~~426~~457.~~361~~810% 3 Month Average 0.~~806~~828% 3 Month Average 9.~~249~~491% 3 Month Average ~~520~~478.~~533~~390% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 15.978% N/A Apr-2007 2,003.086% N/A May-2007 11.562% N/A May-2007 1,159.104% N/A Jun-2007 11.268% N/A Jun-2007 940.985% N/A Jul-2007 12.268% N/A Jul-2007 877.955% N/A Aug-2007 9.332% N/A Aug-2007 584.238% N/A Sep-2007 9.901% N/A Sep-2007 550.999% N/A Oct-2007 8.514% N/A Oct-2007 426.361% N/A Nov-2007 10.058% N/A Nov-2007 457.810% 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 01.~~832~~055% Current Month 911.~~539~~955% Current Month ~~478~~544.~~026~~482% 3 Month Average 01.~~937~~038% 3 Month Average 1011.~~658~~753% 3 Month Average 596.~~070~~367% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 17.581% N/A Apr-2007 2,208.599% N/A May-2007 15.622% N/A May-2007 1,567.652% N/A Jun-2007 15.480% N/A Jun-2007 1,294.216% N/A Jul-2007 13.181% N/A Jul-2007 944.532% N/A Aug-2007 8.673% N/A Aug-2007 543.591% N/A Sep-2007 13.763% N/A Sep-2007 766.592% N/A Oct-2007 9.539% N/A Oct-2007 478.026% N/A Nov-2007 11.955% N/A Nov-2007 544.482% 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 01.~~510~~282% Current Month 514.~~957~~339% Current Month ~~301~~659.~~852~~745% 3 Month Average 0.~~963~~924% 3 Month Average 10.~~889~~476% 3 Month Average ~~639~~529.~~752~~767% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 13.479% N/A Apr-2007 1,742.537% N/A May-2007 13.914% N/A May-2007 1,428.697% N/A Jun-2007 14.707% N/A Jun-2007 1,252.919% N/A Jul-2007 15.378% N/A Jul-2007 1,119.815% N/A Aug-2007 15.577% N/A Aug-2007 989.700% N/A Sep-2007 11.133% N/A Sep-2007 627.705% N/A Oct-2007 5.957% N/A Oct-2007 301.852% N/A Nov-2007 14.339% N/A Nov-2007 659.745% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group III SMM CPR PSA Current Month 0.~~712~~690% Current Month 87.~~215~~970% Current Month ~~410~~361.~~337~~982% 3 Month Average 0.~~687~~665% 3 Month Average 7.~~934~~688% 3 Month Average ~~445~~384.~~148~~694% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A~~ Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 15.238% N/A Apr-2007 1,897.583% N/A May-2007 8.130% N/A May-2007 811.188% N/A Jun-2007 7.545% N/A Jun-2007 627.537% N/A Jul-2007 11.081% N/A Jul-2007 789.957% N/A Aug-2007 8.707% N/A Aug-2007 543.342% N/A Sep-2007 6.879% N/A Sep-2007 381.764% N/A Oct-2007 8.215% N/A Oct-2007 410.337% N/A Nov-2007 7.970% N/A Nov-2007 361.982% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 3 1,383,999.86 0.068 1 377,599.86 0.~~049~~050 5.500 5.999 59 23,~~264~~258,~~357~~840.1094 1.~~135~~146 17 5,~~389~~388,~~325~~285.9514 0.~~703~~711 6.000 6.499 ~~357~~356 121,~~931~~504,~~812~~144.4906 5.~~950~~985 122 31,~~405~~389,~~932~~418.8498 4.~~096~~140 6.500 6.999 1,~~124~~116 ~~318~~316,~~737~~192,~~542~~403.6994 15.~~555~~575 ~~459~~456 ~~104~~103,~~153~~513,~~169~~339.8707 13.~~584~~651 7.000 7.499 1,~~311~~295 ~~353~~349,~~024~~345,~~897~~935.8667 17.~~228~~208 ~~551~~540 ~~121~~119,~~604~~172,~~723~~987.5848 15.~~860~~716 7.500 7.999 1,~~658~~637 ~~400~~395,~~917~~536,~~450~~503.5736 19.~~565~~483 ~~759~~751 ~~151~~149,~~374~~380,~~333~~378.7108 19.~~742~~700 8.000 8.499 1,~~111~~105 ~~233~~232,~~936~~768,~~196~~149.5446 11.~~416~~465 ~~514~~512 9594,~~737~~995,~~950~~830.4968 12.~~486~~528 8.500 8.999 1,~~164~~154 ~~237~~235,~~403~~426,~~586~~248.3410 11.~~585~~596 ~~601~~594 ~~112~~110,~~234~~734,~~887~~873.0036 14.~~638~~603 9.000 9.499 ~~641~~631 ~~111~~110,~~883~~051,~~146~~386.6074 5.~~460~~421 ~~350~~346 5453,~~278~~490,~~578~~094.0499 7.~~079~~054 9.500 9.999 ~~583~~580 8786,~~353~~883,~~353~~141.9564 4.~~263~~280 ~~299~~297 4039,~~053~~831,~~165~~277.4805 5.~~224~~253 10.000 10.499 ~~311~~309 43,~~623~~401,~~596~~757.6294 2.~~129~~138 146 18,~~012~~004,~~275~~004.3085 2.~~349~~374 10.500 10.999 ~~282~~280 3635,~~155~~873,~~376~~390.0159 1.~~764~~767 ~~116~~115 13,~~617~~498,~~728~~612.7153 1.~~776~~780 11.000 11.499 ~~397~~392 33,~~670~~110,~~663~~322.6499 1.~~643~~631 125 8,~~092~~089,~~655~~459.9454 1.~~055~~067 11.500 11.999 ~~248~~247 18,~~669~~585,~~332~~848.3228 0.~~911~~915 88 5,~~223~~221,~~435~~411.4150 0.~~681~~689 12.000 12.499 ~~332~~331 21,~~852~~528,~~642~~623.9032 1.~~066~~060 87 3,~~807~~806,~~387~~180.2793 0.~~497~~502 12.500 12.999 92 5,~~286~~284,~~182~~664.8639 0.~~258~~260 34 1,~~385~~384,~~449~~999.3618 0.~~181~~183 13.000 13.499 1 54,~~594~~579.0428 0.003 0 0.00 0.000 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total 9,~~674~~588 2,~~049~~030,~~148~~189,~~732~~940.3956 100.000 4,~~269~~231 ~~766~~758,~~748~~278,~~598~~753.8122 100.000

Interest Rate Stratification (continued) Group II Group III Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 2 1,006,400.00 0.092 5.500 5.999 5 1,~~114~~113,~~433~~814.1653 0.~~608~~616 37 16,~~760~~756,~~597~~741.9927 1.~~525~~536 6.000 6.499 34 9,~~386~~380,~~863~~993.7532 5.~~123~~189 ~~201~~200 8180,~~139~~733,~~015~~731.9076 7.~~382~~399 6.500 6.999 ~~115~~113 26,~~584~~092,~~650~~549.4713 14.~~507~~432 ~~550~~547 ~~187~~186,~~999~~586,~~722~~515.3574 17.~~104~~100 7.000 7.499 120 25,~~157~~140,~~087~~640.5199 13.~~728~~906 ~~640~~635 ~~206~~205,~~263~~032,~~086~~307.7720 18.~~766~~791 7.500 7.999 ~~157~~155 32,~~851~~312,~~251~~151.6973 17.~~927~~872 ~~742~~731 ~~216~~213,~~691~~843,~~865~~973.1755 19.~~714~~599 8.000 8.499 144 26,~~976~~960,~~342~~851.4072 14.~~721~~913 ~~453~~449 ~~111~~110,~~221~~811,~~903~~467.6506 10.~~119~~156 8.500 8.999 ~~158~~157 2827,~~060~~975,~~354~~116.2127 15.~~313~~474 ~~405~~403 9796,~~108~~716,~~345~~258.1347 8.~~835~~864 9.000 9.499 8784 14,~~953~~283,~~422~~424.4727 87.~~160~~900 ~~204~~201 42,~~651~~277,~~146~~867.0948 3.~~880~~875 9.500 9.999 6160 9,~~886~~654,~~893~~289.3671 5.~~395~~340 223 37,~~413~~397,~~295~~574.1188 3.~~404~~427 10.000 10.499 24 2,~~723~~722,~~910~~576.0165 1.~~486~~506 ~~141~~139 22,~~887~~675,~~411~~176.3144 2.~~082~~078 10.500 10.999 19 1,~~981~~980,~~634~~877.2695 1.~~081~~096 ~~147~~146 20,~~556~~393,~~013~~900.0411 1.~~870~~869 11.000 11.499 21 1,~~843~~842,~~234~~629.0030 1.~~006~~019 ~~251~~246 23,~~734~~178,~~773~~234.7015 2.~~159~~124 11.500 11.999 87 ~~444~~367,~~539~~691.6026 0.~~243~~203 152 1312,~~001~~996,~~357~~745.3152 1.~~183~~191 12.000 12.499 1615 1844,~~162,213~~928.2257 0.~~634~~467 229 16,~~883~~877,~~042~~513.4182 1.~~536~~547 12.500 12.999 3 120,~~822~~788.5026 0.~~066~~067 55 3,~~779~~778,~~911~~876.0095 0.~~344~~346 13.000 13.499 0 0.00 0.000 1 54,~~594~~579.0428 0.005 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total ~~972~~961 ~~183~~180,~~247~~793,~~652~~323.6166 100.000 4,~~433~~396 1,~~099~~091,~~152~~117,~~480~~863.9768 100.000

Filing Compare · CITIGROUP MORTGAGE LOAN TRUST 2007-AMC2