10-D 1 abs07he2_10d-200712.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: November 27, 2007 to December 26, 2007 Commission File Number of issuing entity: 333-131465-09 Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2007-HE2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131465 Asset Backed Securities Corporation (Exact name of depositor as specified in its charter) DLJ Mortgage Capital, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199805 54-2199806 54-2199807 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ A-5 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ X _____ _____ __X___ ____________ R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On December 26, 2007 a distribution was made to holders of Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2007-HE2. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2007-HE2, relating to the December 26, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Asset Backed Securities Corporation (Depositor) /s/ Kevin Steele Kevin Steele, Vice President Date: January 04, 2008 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2007-HE2, relating to the December 26, 2007 distribution. EX-99.1 Asset Backed Securities Corp Home Equity Loan Trust Asset Backed Pass-Through Certificates Distribution Date: 12/26/2007 Asset Backed Securities Corp Home Equity Loan Trust Asset Backed Pass-Through Certificates Series 2007-HE2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 04544TAA9 1012/24/2007 54.~~33125~~98313% 101,~~852~~407,~~779~~456.5340 ~~452~~421,~~502~~105.1945 A-2 04544TAB7 1012/24/2007 54.~~21125~~86313% 7774,~~106~~346,~~207~~610.9859 ~~334~~301,~~849~~297.7769 A-3 04544TAC5 1012/24/2007 54.~~29125~~94313% 20,998,000.00 9286,~~588~~496.0654 A-4 04544TAD3 1012/24/2007 5.~~36125~~01313% 30,073,000.00 ~~134~~125,~~357~~633.3922 A-5 04544TAE1 1012/24/2007 5.~~42125~~07313% 13,461,000.00 6056,~~812~~907.8784 M-1 04544TAF8 1012/24/2007 5.~~44125~~09313% 16,449,000.00 7469,~~585~~814.9308 M-2 04544TAG6 1012/24/2007 5.~~46125~~11313% 16,449,000.00 7470,~~860~~088.0823 M-3 04544TAH4 1012/24/2007 5.~~51125~~16313% 5,022,000.00 2321,~~064~~607.5870 M-4 04544TAJ0 1012/24/2007 5.~~68125~~33313% 5,022,000.00 2322,~~776~~319.0315 M-5 04544TAK7 1012/24/2007 5.~~88125~~53313% 5,714,000.00 2826,~~004~~346.5592 M-6 04544TAL5 1012/24/2007 65.~~28125~~93313% 3,809,000.00 1918,~~937~~832.7374 M-7 04544TAM3 1012/24/2007 6.~~88125~~53313% 5,195,000.00 2928,~~790~~283.0801 M-8 04544TAN1 1012/24/2007 76.~~13125~~78313% 4,675,000.00 2726,~~782~~425.1694 M-9 04544TAP6 1012/24/2007 76.~~13125~~78313% 5,021,000.00 2928,~~838~~381.3475 M-10 04544TAQ4 1012/24/2007 76.~~13125~~78313% 6,752,000.00 4038,~~125~~166.1741 P 04544TAS0 0911/2830/2007 0.00000% 100.00 315,~~876~~552.8997 X 04544TAR2 0911/2830/2007 0.00000% 14,371,415.96 ~~629~~589,~~984~~989.1102 R 04544TAT8 0911/2830/2007 0.00000% 0.00 0.00 Totals ~~331~~328,~~970~~765,~~503~~582.4795 21,~~080~~947,~~735~~248.9366

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 62913,~~642~~911.2546 0.00 ~~101~~100,~~790~~493,~~137~~544.2894 ~~515~~1,~~144~~335,016.4491 0.00 A-2 12,~~384~~769,~~849~~468.2686 0.00 7571,~~721~~577,~~358~~141.7274 13,~~719~~070,~~699~~766.0355 0.00 A-3 0.00 0.00 20,998,000.00 9286,~~588~~496.0654 0.00 A-4 0.00 0.00 30,073,000.00 ~~134~~125,~~357~~633.3922 0.00 A-5 0.00 0.00 13,461,000.00 6056,~~812~~907.8784 0.00 M-1 0.00 0.00 16,449,000.00 7469,~~585~~814.9308 0.00 M-2 0.00 0.00 16,449,000.00 7470,~~860~~088.0823 0.00 M-3 0.00 0.00 5,022,000.00 2321,~~064~~607.5870 0.00 M-4 0.00 0.00 5,022,000.00 2322,~~776~~319.0315 0.00 M-5 0.00 0.00 5,714,000.00 2826,~~004~~346.5592 0.00 M-6 0.00 0.00 3,809,000.00 1918,~~937~~832.7374 0.00 M-7 0.00 0.00 5,195,000.00 2928,~~790~~283.0801 0.00 M-8 0.00 0.00 4,675,000.00 2726,~~782~~425.1694 0.00 M-9 0.00 0.00 5,021,000.00 2928,~~838~~381.3475 0.00 M-10 0.00 0.00 6,752,000.00 4038,~~125~~166.1741 0.00 P 0.00 0.00 100.00 315,~~876~~552.8997 0.00 X 0.00 0.00 14,371,415.96 ~~629~~589,~~984~~989.1102 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 13,~~447~~683,~~491~~380.5132 0.00 ~~330~~325,~~523~~082,~~011~~202.9664 35,~~528~~630,~~227~~628.4498 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 107,228,000.00 101,~~852~~407,~~779~~456.5340 0.00 62913,~~642~~911.2546 0.00 A-2 86,060,000.00 7774,~~106~~346,~~207~~610.9859 0.00 12,~~384~~769,~~849~~468.2686 0.00 A-3 20,998,000.00 20,998,000.00 0.00 0.00 0.00 A-4 30,073,000.00 30,073,000.00 0.00 0.00 0.00 A-5 13,461,000.00 13,461,000.00 0.00 0.00 0.00 M-1 16,449,000.00 16,449,000.00 0.00 0.00 0.00 M-2 16,449,000.00 16,449,000.00 0.00 0.00 0.00 M-3 5,022,000.00 5,022,000.00 0.00 0.00 0.00 M-4 5,022,000.00 5,022,000.00 0.00 0.00 0.00 M-5 5,714,000.00 5,714,000.00 0.00 0.00 0.00 M-6 3,809,000.00 3,809,000.00 0.00 0.00 0.00 M-7 5,195,000.00 5,195,000.00 0.00 0.00 0.00 M-8 4,675,000.00 4,675,000.00 0.00 0.00 0.00 M-9 5,021,000.00 5,021,000.00 0.00 0.00 0.00 M-10 6,752,000.00 6,752,000.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 X 14,371,079.73 14,371,415.96 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 346,299,179.73 ~~331~~328,~~970~~765,~~503~~582.4795 0.00 13,~~447~~683,~~491~~380.5132 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 62913,~~642~~911.2546 ~~101~~100,~~790~~493,~~137~~544.2894 0.~~94928691~~93719500 62913,~~642~~911.2546 A-2 0.00 12,~~384~~769,~~849~~468.2686 7571,~~721~~577,~~358~~141.7274 0.~~87986705~~83171208 12,~~384~~769,~~849~~468.2686 A-3 0.00 0.00 20,998,000.00 1.00000000 0.00 A-4 0.00 0.00 30,073,000.00 1.00000000 0.00 A-5 0.00 0.00 13,461,000.00 1.00000000 0.00 M-1 0.00 0.00 16,449,000.00 1.00000000 0.00 M-2 0.00 0.00 16,449,000.00 1.00000000 0.00 M-3 0.00 0.00 5,022,000.00 1.00000000 0.00 M-4 0.00 0.00 5,022,000.00 1.00000000 0.00 M-5 0.00 0.00 5,714,000.00 1.00000000 0.00 M-6 0.00 0.00 3,809,000.00 1.00000000 0.00 M-7 0.00 0.00 5,195,000.00 1.00000000 0.00 M-8 0.00 0.00 4,675,000.00 1.00000000 0.00 M-9 0.00 0.00 5,021,000.00 1.00000000 0.00 M-10 0.00 0.00 6,752,000.00 1.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 X 0.00 0.00 14,371,415.96 1.00002340 0.00 R 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 13,~~447~~683,~~491~~380.5132 ~~330~~325,~~523~~082,~~011~~202.9664 0.~~95444353~~93873223 13,~~447~~683,~~491~~380.5132 NOTE: Accretion amount also includes Net Negative Amortization, if applicable.

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 107,228,000.00 ~~949~~945.~~87111137~~71806245 0.00000000 08.~~58419676~~52306730 0.00000000 A-2 86,060,000.00 ~~895~~863.~~95872624~~89275610 0.00000000 1632.~~09167162~~18067465 0.00000000 A-3 20,998,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 30,073,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-5 13,461,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 16,449,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 16,449,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 5,022,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 5,022,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 5,714,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 3,809,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 5,195,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 4,675,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 5,021,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 6,752,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 14,371,079.73 1000.02339629 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 08.~~58419676~~52306730 ~~949~~937.~~28691461~~19499515 0.~~94928691~~93719500 08.~~58419676~~52306730 A-2 0.00000000 1632.~~09167162~~18067465 ~~879~~831.~~86705461~~71208157 0.~~87986705~~83171208 1632.~~09167162~~18067465 A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.02339629 1.00002340 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: Accretion amount also includes Net Negative Amortization, if applicable. NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0911/2526/07 - 1012/2425/07 30 54.~~33125~~98313% 101,~~852~~407,~~779~~456.5340 ~~452~~421,~~502~~105.1945 0.00 A-2 0911/2526/07 - 1012/2425/07 30 54.~~21125~~86313% 7774,~~106~~346,~~207~~610.9859 ~~334~~301,~~849~~297.7769 0.00 A-3 0911/2526/07 - 1012/2425/07 30 54.~~29125~~94313% 20,998,000.00 9286,~~588~~496.0654 0.00 A-4 0911/2526/07 - 1012/2425/07 30 5.~~36125~~01313% 30,073,000.00 ~~134~~125,~~357~~633.3922 0.00 A-5 0911/2526/07 - 1012/2425/07 30 5.~~42125~~07313% 13,461,000.00 6056,~~812~~907.8784 0.00 M-1 0911/2526/07 - 1012/2425/07 30 5.~~44125~~09313% 16,449,000.00 7469,~~585~~814.9308 0.00 M-2 0911/2526/07 - 1012/2425/07 30 5.~~46125~~11313% 16,449,000.00 7470,~~860~~088.0823 0.00 M-3 0911/2526/07 - 1012/2425/07 30 5.~~51125~~16313% 5,022,000.00 2321,~~064~~607.5870 0.00 M-4 0911/2526/07 - 1012/2425/07 30 5.~~68125~~33313% 5,022,000.00 2322,~~776~~319.0315 0.00 M-5 0911/2526/07 - 1012/2425/07 30 5.~~88125~~53313% 5,714,000.00 2826,~~004~~346.5592 0.00 M-6 0911/2526/07 - 1012/2425/07 30 65.~~28125~~93313% 3,809,000.00 1918,~~937~~832.7374 0.00 M-7 0911/2526/07 - 1012/2425/07 30 6.~~88125~~53313% 5,195,000.00 2928,~~790~~283.0801 0.00 M-8 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 4,675,000.00 2726,~~782~~425.1694 0.00 M-9 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 5,021,000.00 2928,~~838~~381.3475 0.00 M-10 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 6,752,000.00 4038,~~125~~166.1741 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 X N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 1,~~446~~341,~~874~~706.9367 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 ~~452~~421,~~502~~105.1945 0.00 ~~101~~100,~~790~~493,~~137~~544.2894 A-2 0.00 0.00 ~~334~~301,~~849~~297.7769 0.00 7571,~~721~~577,~~358~~141.7274 A-3 0.00 0.00 9286,~~588~~496.0654 0.00 20,998,000.00 A-4 0.00 0.00 ~~134~~125,~~357~~633.3922 0.00 30,073,000.00 A-5 0.00 0.00 6056,~~812~~907.8784 0.00 13,461,000.00 M-1 0.00 0.00 7469,~~585~~814.9308 0.00 16,449,000.00 M-2 0.00 0.00 7470,~~860~~088.0823 0.00 16,449,000.00 M-3 0.00 0.00 2321,~~064~~607.5870 0.00 5,022,000.00 M-4 0.00 0.00 2322,~~776~~319.0315 0.00 5,022,000.00 M-5 0.00 0.00 2826,~~004~~346.5592 0.00 5,714,000.00 M-6 0.00 0.00 1918,~~937~~832.7374 0.00 3,809,000.00 M-7 0.00 0.00 2928,~~790~~283.0801 0.00 5,195,000.00 M-8 0.00 0.00 2726,~~782~~425.1694 0.00 4,675,000.00 M-9 0.00 0.00 2928,~~838~~381.3475 0.00 5,021,000.00 M-10 0.00 0.00 4038,~~125~~166.1741 0.00 6,752,000.00 P 0.00 0.00 315,~~876~~552.8997 0.00 100.00 X 0.00 0.00 ~~629~~589,~~984~~989.1102 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 21,~~080~~947,~~735~~248.9366 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 107,228,000.00 54.~~33125~~98313% ~~949~~945.~~87111137~~71806245 43.~~22000028~~92719672 0.00000000 A-2 86,060,000.00 54.~~21125~~86313% ~~895~~863.~~95872624~~89275610 3.~~89088740~~50101894 0.00000000 A-3 20,998,000.00 54.~~29125~~94313% 1000.00000000 4.~~40937518~~11927517 0.00000000 A-4 30,073,000.00 5.~~36125~~01313% 1000.00000000 4.~~46770824~~17760849 0.00000000 A-5 13,461,000.00 5.~~42125~~07313% 1000.00000000 4.~~51770819~~22760865 0.00000000 M-1 16,449,000.00 5.~~44125~~09313% 1000.00000000 4.~~53437473~~24427503 0.00000000 M-2 16,449,000.00 5.~~46125~~11313% 1000.00000000 4.~~55104140~~26094170 0.00000000 M-3 5,022,000.00 5.~~51125~~16313% 1000.00000000 4.~~59270808~~30260852 0.00000000 M-4 5,022,000.00 5.~~68125~~33313% 1000.00000000 4.~~73437475~~44427519 0.00000000 M-5 5,714,000.00 5.~~88125~~53313% 1000.00000000 4.~~90104130~~61094155 0.00000000 M-6 3,809,000.00 65.~~28125~~93313% 1000.00000000 54.~~23437385~~94427409 0.00000000 M-7 5,195,000.00 6.~~88125~~53313% 1000.00000000 5.~~73437536~~44427526 0.00000000 M-8 4,675,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270802~~65260749 0.00000000 M-9 5,021,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270862~~65260904 0.00000000 M-10 6,752,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270883~~65260812 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 X 14,371,079.73 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 43.~~22000028~~92719672 0.00000000 ~~949~~937.~~28691461~~19499515 A-2 0.00000000 0.00000000 3.~~89088740~~50101894 0.00000000 ~~879~~831.~~86705461~~71208157 A-3 0.00000000 0.00000000 4.~~40937518~~11927517 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 4.~~46770824~~17760849 0.00000000 1000.00000000 A-5 0.00000000 0.00000000 4.~~51770819~~22760865 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~53437473~~24427503 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~55104140~~26094170 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~59270808~~30260852 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~73437475~~44427519 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~90104130~~61094155 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 54.~~23437385~~94427409 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~73437536~~44427526 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~94270802~~65260749 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 5.~~94270862~~65260904 0.00000000 1000.00000000 M-10 0.00000000 0.00000000 5.~~94270883~~65260812 0.00000000 1000.00000000 P 0.00000000 0.00000000 ~~38768~~155529.~~90000000~~70000000 0.00000000 1000.00000000 X 0.00000000 0.00000000 4341.~~83693653~~05391043 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 35,~~612~~787,~~419~~075.3103 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~505~~647,~~915~~926.4566 Gains & Subsequent Recoveries (Realized Losses) 0(33,734.0094) Prepayment Penalties 315,~~876~~552.8997 Swap/Cap Payments ~~18,481~~0.2700 Total Deposits 46,~~140~~416,~~692~~819.9272 Withdrawals Swap Payments 065,624.0054 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~470~~580,~~208~~041.7487 Total Administration Fees ~~142~~140,~~256~~524.7433 Payment of Interest and Principal 35,~~528~~630,~~227~~628.4498 Total Withdrawals (Pool Distribution Amount) 46,~~140~~416,~~692~~819.9272 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest. NOTE: CSi is Credit Suisse International **Loan Performance Advisor is Office Tiger Global Real Estate Services, Inc.

ADMINISTRATION FEES Gross Servicing Fee* ~~138~~136,~~107~~414.1176 Loan Performance Advisor Fee** 4,~~149~~109.6357 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~142~~140,~~256~~524.7433 *Servicer Payees include: SELECT PORTFOLIO SERVICING,INC

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Supplemental Interest Account 1,000.00 ~~18,481~~0.2700 ~~18,481~~0.2700 1,000.00 Net WAC Reserve Fund 1,000.00 0.00 0.00 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Swap Agreement - CSi 1,~~294~~167,~~634~~166.8616 1,~~276~~232,~~153~~790.5970 18(65,~~481~~624.2754)

Collateral Statement Group Group 1 - Fixed Group 1 - ARM Collateral Description Mixed Fixed Mixed ARM and Balloon Weighted Average Coupon Rate 8.~~110675~~106021 7.~~719184~~701216 Weighted Average Net Rate 7.~~610675~~606020 7.~~219184~~201554 Weighted Average Pass-Through Rate 7.~~595675~~591021 7.~~204184~~186554 Weighted Average Remaining Term ~~352~~350 ~~352~~350 Principal And Interest Constant ~~705~~703,~~794~~060.2096 ~~982~~964,~~617~~058.6346 Beginning Loan Count ~~477~~475 ~~489~~478 Loans Paid in Full 06 6 Ending Loan Count ~~477~~469 ~~483~~472 Beginning Scheduled Balance 9998,~~109~~711,~~016~~702.7065 ~~144~~142,~~979~~511,~~991~~728.4113 Ending Scheduled Balance 9997,~~070~~830,~~495~~841.8314 ~~143~~140,~~626~~716,~~394~~595.7124 Actual Ending Collateral Balance 9998,~~118~~077,~~515~~065.9300 ~~143~~141,~~705~~230,~~333~~985.6204 Scheduled Principal 3536,~~926~~261.7172 5049,~~011~~463.5576 Unscheduled Principal 2844,~~594~~599.1679 1,~~303~~745,~~585~~669.1513 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~669~~666,~~867~~799.4924 ~~932~~914,~~606~~594.0870 Servicing Fees 41,~~295~~129.4288 6059,~~408~~339.3373 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 1,~~238~~233.8690 1,~~812~~781.2540 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 ~~627~~624,~~333~~435.2146 ~~870~~853,~~385~~473.5057 Realized Loss Amount 0.00 033,734.0094 Cumulative Realized Loss 0.00 033,734.0094 Percentage of Cumulative Losses 0.0000 0.~~0000~~0221 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 07,829.0050 37,~~876~~723.8947 Prepayment Penalty Paid Count 02 12 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 2 - Fixed Group 2 - ARM Collateral Description Mixed Fixed Mixed ARM and Balloon Weighted Average Coupon Rate 7.~~973947~~954318 8.~~338605~~168635 Weighted Average Net Rate 7.~~475781~~457019 7.~~842418~~679682 Weighted Average Pass-Through Rate 7.~~460781~~442019 7.~~827418~~664682 Weighted Average Remaining Term ~~351~~349 ~~350~~348 Principal And Interest Constant 285,~~940~~262.9911 ~~364~~355,~~480~~772.6225 Beginning Loan Count 270 ~~341~~340 Loans Paid in Full 0 04 Ending Loan Count 270 ~~341~~336 Beginning Scheduled Balance 39,~~602~~554,~~198~~189.4234 4847,~~279~~987,~~296~~962.9483 Ending Scheduled Balance 39,~~578~~529,~~077~~509.0462 4847,~~248~~005,~~044~~256.3863 Actual Ending Collateral Balance 39,~~604~~560,~~839~~443.7056 4847,~~280~~090,~~785~~810.9426 Scheduled Principal 2223,~~786~~073.1227 2829,~~995~~108.6477 Unscheduled Principal 1,~~335~~606.2645 2953,~~256~~597.9243 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~263~~262,~~154~~188.8784 ~~335~~326,~~484~~663.9848 Servicing Fees 16,~~440~~391.4090 19,~~962~~553.9625 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 ~~495~~494.0343 ~~603~~599.4985 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 ~~246~~245,~~219~~302.4451 ~~314~~306,~~918~~510.5338 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 170,978.92 Percentage of Cumulative Losses 0.0000 0.3448 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Fixed Mixed & ARM & Balloon Weighted Average Coupon Rate 7.~~956539~~921436 Weighted Average Net Rate 7.~~457312~~423520 Weighted Average Pass-Through Rate 7.~~442312~~408520 Weighted Average Remaining Term ~~352~~350 Principal And Interest Constant 2,~~338~~308,~~833~~153.4478 Beginning Loan Count 1,~~577~~563 Loans Paid in Full 616 Ending Loan Count 1,~~571~~547 Beginning Scheduled Balance ~~331~~328,~~970~~765,~~503~~582.4795 Ending Scheduled Balance ~~330~~325,~~523~~082,~~011~~202.9663 Actual Ending Collateral Balance ~~330~~325,~~709~~959,~~475~~303.1986 Scheduled Principal 137,~~720~~907.0252 Unscheduled Principal 13,~~309~~545,~~771~~472.4980 Negative Amortized Principal 0.00 Scheduled Interest 2,~~201~~170,~~113~~246.4226 Servicing Fees ~~138~~136,~~107~~414.1176 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 4,~~149~~109.6358 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~058~~029,~~856~~721.6892 Realized Loss Amount 033,734.0094 Cumulative Realized Loss ~~170~~204,~~978~~713.9286 Percentage of Cumulative Losses 0.~~0494~~0591 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 315,~~876~~552.8997 Prepayment Penalty Paid Count 14 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cash ~~629~~623,~~984~~723.1196 Extraordinary Trust Fund Expenses 0.00 Informational Reporting A-1 PTR for Next Distribution 5.~~072500~~065000% A-2 PTR for Next Distribution 4.~~952500~~945000% A-3 PTR for Next Distribution 5.~~032500~~025000% A-4 PTR for Next Distribution 5.~~102500~~095000% A-5 PTR for Next Distribution 5.~~162500~~155000% M-1 PTR for Next Distribution 5.~~182500~~175000% M-10 PTR for Next Distribution 6.~~872500~~865000% M-2 PTR for Next Distribution 5.~~202500~~195000% M-3 PTR for Next Distribution 5.~~252500~~245000% M-4 PTR for Next Distribution 5.~~422500~~415000% M-5 PTR for Next Distribution 5.~~622500~~615000% M-6 PTR for Next Distribution 6.~~022500~~015000% M-7 PTR for Next Distribution 6.~~872500~~615000% M-8 PTR for Next Distribution 6.~~872500~~865000% M-9 PTR for Next Distribution 6.~~872500~~865000% Miscellaneous Reporting Subgroup 1 Net Wac Rate 7.~~556237~~318339% Subgroup 2 Net Wac Rate 7.~~357569~~068988% Subordinate Net WAC Rate 7.~~440329~~172862% Credit Enhancement % 26.~~652794~~912615% Delinquency % 715.~~932253~~380406% Structural Reporting Extra Principal Distribution 033,734.0094 Overcollateralization Amount 14,371,415.96 Overcollateralization Increase Amount 0.00 Overcollateralization Deficiency Amount 033,734.0094 Overcollateralization Release Amount 0.00 Overcollateralization Target Amount 14,371,415.96 Trigger Event Reporting Optional Termination Date NO Stepdown Date NO Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.350000% Calculated Value 0.~~048378~~058119% Delinquency Trigger Trigger Result ~~Pass~~Fail Threshold Value 8.~~378868~~575909% Calculated Value 715.~~932253~~380406% Trigger Event Trigger Result ~~Pass~~Fail

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 1 0 03 ~~1 85~~206,~~772~~339.6454 0214,811.0024 0.00 85421,~~772~~150.6478 30 Days 6077 0 0 0 6077 1516,~~369~~937,~~503~~093.9485 0.00 0.00 0.00 1516,~~369~~937,~~503~~093.9485 60 Days 4367 1 0 0 4468 1114,~~617~~424,~~042~~705.9876 ~~243~~111,~~535~~560.3391 0.00 0.00 1114,~~860~~536,~~578~~266.3167 90 Days 1619 01 2318 0 3938 34,~~016~~408,~~448~~275.0539 0140,855.0090 56,~~957~~829,~~588~~152.4212 0.00 811,~~974~~378,~~036~~283.4741 120 Days 920 01 1118 0 2039 13,~~462~~714,~~809~~754.9588 0326,365.0028 36,~~067~~466,~~467~~733.7170 0.00 410,~~530~~507,~~277~~853.6686 150 Days 110 0 1 020 2 ~~488~~33 1,~~807~~889,183.0417 0327,999.0001 ~~314~~5,~~400~~541,027.0041 0323,148.0059 ~~803~~8,~~207~~081,358.0418 180+ Days 08 0 010 03 021 01,382,542.0017 0.00 02,801,163.0040 0974,004.0030 05,157,709.0087 Totals ~~129~~201 26 3567 05 ~~166~~279 3142,~~954~~756,~~611~~555.9622 ~~329~~1,~~307~~113,120.9764 921,~~339~~852,~~456~~887.1387 01,297,152.0089 4167,~~623~~019,~~376~~716.0662 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.~~063654~~129282% 0.~~000000~~064641% 0.000000% 0.~~063654~~193924% 0.~~025936~~063302% 0.~~000000~~065901% 0.000000% 0.~~025936~~129203% 30 Days 34.~~819223~~977376% 0.000000% 0.000000% 0.000000% 34.~~819223~~977376% 45.~~647434~~196076% 0.000000% 0.000000% 0.000000% 45.~~647434~~196076% 60 Days 24.~~737110~~330963% 0.~~063654~~064641% 0.000000% 0.000000% 24.~~800764~~395604% 34.~~512764~~425309% 0.~~073640~~034225% 0.000000% 0.000000% 34.~~586404~~459534% 90 Days 1.~~018460~~228184% 0.~~000000~~064641% 1.~~464036~~163542% 0.000000% 2.~~482495~~456367% 01.~~912114~~352401% 0.~~000000~~043213% 12.~~801457~~095093% 0.000000% 23.~~713571~~490707% 120 Days 01.~~572884~~292825% 0.~~000000~~064641% 01.~~700191~~163542% 0.000000% 12.~~273074~~521008% 01.~~442325~~139638% 0.~~000000~~100125% 01.~~927542~~983908% 0.000000% 13.~~369866~~223670% 150 Days 0.~~063654~~646412% 0.~~000000~~064641% 01.~~063654~~292825% 0.~~000000~~129282% 02.~~127307~~133161% 0.~~147806~~579576% 0.~~000000~~100626% 01.~~095068~~699914% 0.~~000000~~099138% 02.~~242874~~479254% 180+ Days 0.~~000000~~517130% 0.000000% 0.~~000000~~646412% 0.~~000000~~193924% 01.~~000000~~357466% 0.~~000000~~424146% 0.000000% 0.~~000000~~859360% 0.~~000000~~298812% 01.~~000000~~582317% Totals 812.~~211330~~992889% 0.~~127307~~387847% 24.~~227880~~330963% 0.~~000000~~323206% 1018.~~566518~~034906% 913.~~662442~~117145% 0.~~099576~~341491% 26.~~824067~~704177% 0.~~000000~~397949% 1220.~~586085~~560762% Please refer to CTSLink.com for a list of delinquency code descriptions.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~505~~647,~~915~~926.4566

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 - Fixed - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 01 0 01 0.00 0214,811.0024 0.00 0214,811.0024 30 Days 1625 0 0 0 1625 35,~~688~~375,~~413~~674.5393 0.00 0.00 0.00 35,~~688~~375,~~413~~674.5393 60 Days 1214 10 0 0 1314 2,~~607~~729,~~996~~676.7423 ~~243,535~~0.3300 0.00 0.00 2,~~851~~729,~~532~~676.0723 90 Days 35 0 76 0 1011 ~~482~~1,~~908~~193,377.4569 0.00 1,~~451~~808,~~553~~589.5222 0.00 13,~~934~~001,~~461~~966.9791 120 Days 4 0 56 0 910 1834,~~056,620~~147.2490 0.00 1,~~480~~377,~~967~~004.0399 0.00 2,~~537~~211,~~587~~152.2789 150 Days 01 01 06 0 08 0238,293.0008 0327,999.0001 01,123,554.0051 0.00 01,689,846.0060 180+ Days 02 0 04 02 08 0487,545.0042 0.00 01,214,662.0072 0659,604.0030 02,361,812.0044 Totals 3551 1 1223 02 4877 710,~~835~~858,~~938~~715.9625 ~~243~~327,~~535~~999.3301 25,~~932~~738,~~520~~622.5568 0659,604.0030 1117,~~011~~584,~~994~~941.8424 0-29 Days 0.000000% 0.~~000000~~213220% 0.000000% 0.~~000000~~213220% 0.000000% 0.~~000000~~219023% 0.000000% 0.~~000000~~219023% 30 Days 35.~~354298~~330490% 0.000000% 0.000000% 0.000000% 35.~~354298~~330490% 35.~~721215~~481072% 0.000000% 0.000000% 0.000000% 35.~~721215~~481072% 60 Days 2.~~515723~~985075% 0.~~209644~~000000% 0.000000% 0.000000% 2.~~725367~~985075% 2.~~631190~~783195% 0.~~245701~~000000% 0.000000% 0.000000% 2.~~876891~~783195% 90 Days 01.~~628931~~066098% 0.000000% 1.~~467505~~279318% 0.000000% 2.~~096436~~345416% 01.~~487203~~216775% 0.000000% 1.~~464463~~844049% 0.000000% 13.~~951666~~060825% 120 Days 0.~~838574~~852878% 0.000000% 1.~~048218~~279318% 0.000000% 12.~~886792~~132196% 10.~~066017~~850503% 0.000000% 1.~~494138~~404003% 0.000000% 2.~~560155~~254506% 150 Days 0.~~000000~~213220% 0.~~000000~~213220% 01.~~000000~~279318% 0.000000% 01.~~000000~~705757% 0.~~000000~~242965% 0.~~000000~~334430% 01.~~000000~~145583% 0.000000% 01.~~000000~~722978% 180+ Days 0.~~000000~~426439% 0.000000% 0.~~000000~~852878% 0.~~000000~~426439% 01.~~000000~~705757% 0.~~000000~~497104% 0.000000% 01.~~000000~~238478% 0.~~000000~~672537% 02.~~000000~~408119% Totals 710.~~337526~~874200% 0.~~209644~~213220% 24.~~515723~~904051% 0.~~000000~~426439% 1016.~~062893~~417910% 711.~~905626~~071615% 0.~~245701~~334430% 25.~~958600~~851136% 0.~~000000~~672537% 1117.~~109927~~929718% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 - ARM - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 85,~~772~~593.6418 0.00 0.00 85,~~772~~593.6418 30 Days 2832 0 0 0 2832 109,~~092~~613,~~966~~836.6776 0.00 0.00 0.00 109,~~092~~613,~~966~~836.6776 60 Days 1729 0 0 0 1729 79,~~491~~075,~~855~~251.7107 0.00 0.00 0.00 79,~~491~~075,~~855~~251.7107 90 Days 48 01 1210 0 1619 12,~~238~~781,~~464~~602.8773 0140,855.0090 34,~~870~~766,~~578~~768.0993 0.00 57,~~109~~689,~~042~~227.9656 120 Days 5 1 09 4 0 515 ~~125~~1,~~416~~930,647.7019 0326,365.0028 14,~~331~~322,~~762~~418.8145 0.00 16,~~457~~579,~~179~~430.5192 150 Days 13 0 11 1 015 ~~2 488~~1,~~807~~030,780.0426 0.00 ~~314~~3,~~400~~637,765.0095 0231,314.0015 ~~803~~4,~~207~~899,860.0436 180+ Days 02 0 04 01 07 0614,223.0074 0.00 01,331,762.0081 0314,400.00 02,260,386.0055 Totals 5179 13 1734 02 69118 1925,~~437~~046,~~510~~341.9975 85552,~~772~~814.6436 514,~~516~~058,~~740~~716.9014 0545,714.0015 2540,~~040~~203,~~024~~586.5340 0-29 Days 0.~~207039~~211864% 0.000000% 0.000000% 0.~~207039~~211864% 0.~~059686~~060605% 0.000000% 0.000000% 0.~~059686~~060605% 30 Days 56.~~797101~~779661% 0.000000% 0.000000% 0.000000% 56.~~797101~~779661% 76.~~023377~~807172% 0.000000% 0.000000% 0.000000% 76.~~023377~~807172% 60 Days 36.~~519669~~144068% 0.000000% 0.000000% 0.000000% 36.~~519669~~144068% 56.~~213346~~425822% 0.000000% 0.000000% 0.000000% 56.~~213346~~425822% 90 Days 01.~~828157~~694915% 0.~~000000~~211864% 2.~~484472~~118644% 0.000000% 34.~~312629~~025424% 01.~~861809~~969541% 0.~~000000~~099734% 23.~~693413~~375158% 0.000000% 35.~~555222~~444434% 120 Days 01.~~207039~~059322% 0.~~000000~~211864% 01.~~828157~~906780% 0.000000% 13.~~035197~~177966% 01.~~087274~~367014% 0.~~000000~~231086% 03.~~926732~~060531% 0.000000% 14.~~014005~~658631% 150 Days 0.~~207039~~635593% 0.000000% 02.~~207039~~330508% 0.~~000000~~211864% 03.~~414079~~177966% 0.~~340145~~729854% 0.000000% 02.~~218781~~575756% 0.~~000000~~163784% 03.~~558926~~469395% 180+ Days 0.~~000000~~423729% 0.000000% 0.~~000000~~847458% 0.~~000000~~211864% 01.~~000000~~483051% 0.~~000000~~434907% 0.000000% 0.~~000000~~942968% 0.~~000000~~222614% 01.~~000000~~600489% Totals 1016.~~559006~~737288% 0.~~207039~~635593% 37.~~519669~~203390% 0.~~000000~~423729% 1425.~~285714~~000000% 1317.~~525950~~734311% 0.~~059686~~391426% 39.~~838926~~954413% 0.~~000000~~386398% 1728.~~424562~~466548% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 - Fixed - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 0120,746.0036 0.00 0.00 0120,746.0036 30 Days 46 0 0 0 46 ~~318~~809,~~551~~738.0349 0.00 0.00 0.00 ~~318~~809,~~551~~738.0349 60 Days 47 01 0 0 48 ~~469~~678,~~691~~907.6036 0111,560.0091 0.00 0.00 ~~469~~790,~~691~~468.6027 90 Days 51 0 21 0 72 ~~785~~30,~~302~~530.6972 0.00 ~~402~~148,~~827~~951.7397 0.00 1179,~~188,130~~482.4269 120 Days 13 0 21 0 34 ~~107~~297,~~787~~157.6964 0.00 ~~254~~191,~~737~~310.8726 0.00 ~~362~~488,~~525~~467.5690 150 Days 03 0 03 0 06 0358,685.0029 0.00 0779,706.0095 0.00 01,138,392.0024 180+ Days 01 0 02 0 03 0107,787.0069 0.00 0254,737.0087 0.00 0362,525.0056 Totals 1421 02 47 0 1830 12,~~681~~282,~~333~~807.0119 0232,307.0027 ~~657~~1,~~565~~374,707.6005 0.00 23,~~338~~889,~~898~~821.6151 0-29 Days 0.~~000000~~370370% 0.000000% 0.000000% 0.~~000000~~370370% 0.~~000000~~305220% 0.000000% 0.000000% 0.~~000000~~305220% 30 Days 12.~~481481~~222222% 0.000000% 0.000000% 0.000000% 12.~~481481~~222222% 02.~~804323~~046839% 0.000000% 0.000000% 0.000000% 02.~~804323~~046839% 60 Days 12.~~481481~~592593% 0.~~000000~~370370% 0.000000% 0.000000% 12.~~481481~~962963% 1.~~185945~~716127% 0.~~000000~~282001% 0.000000% 0.000000% 1.~~185945~~998128% 90 Days 10.~~851852~~370370% 0.000000% 0.~~740741~~370370% 0.000000% 20.~~592593~~740741% 10.~~982845~~077175% 0.000000% 10.~~017117~~376517% 0.000000% 20.~~999963~~453692% 120 Days 01.~~370370~~111111% 0.000000% 0.~~740741~~370370% 0.000000% 1.~~111111~~481481% 0.~~272158~~751148% 0.000000% 0.~~643199~~483590% 0.000000% 01.~~915357~~234738% 150 Days 01.~~000000~~111111% 0.000000% 01.~~000000~~111111% 0.000000% 02.~~000000~~222222% 0.~~000000~~906677% 0.000000% 01.~~000000~~970926% 0.000000% 02.~~000000~~877602% 180+ Days 0.~~000000~~370370% 0.000000% 0.~~000000~~740741% 0.000000% 01.~~000000~~111111% 0.~~000000~~272463% 0.000000% 0.~~000000~~643921% 0.000000% 0.~~000000~~916384% Totals 57.~~185185~~777778% 0.~~000000~~740741% 12.~~481481~~592593% 0.000000% 611.~~666667~~111111% 45.~~245272~~770429% 0.~~000000~~587221% 13.~~660316~~474954% 0.000000% 59.~~905588~~832603% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 - ARM - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1214 0 0 0 1214 1,~~269~~137,~~572~~843.7167 0.00 0.00 0.00 1,~~269~~137,~~572~~843.7167 60 Days 1017 0 0 0 1017 1,~~047~~940,~~498~~871.9310 0.00 0.00 0.00 1,~~047~~940,~~498~~871.9310 90 Days 45 0 21 0 6 ~~509~~402,~~772~~764.0425 0.00 ~~232~~104,~~629~~842.0800 0.00 ~~742~~507,~~401~~606.1225 120 Days 38 0 02 0 310 ~~172~~652,~~985~~802.3215 0.00 0576,000.00 0.00 ~~172~~1,~~985~~228,802.3215 150 Days 03 0 0 01 04 0261,424.0054 0.00 0.00 091,834.0044 0353,258.0098 180+ Days 03 0 0 0 03 0172,985.0032 0.00 0.00 0.00 0172,985.0032 Totals 2950 0 23 01 3154 24,~~999~~568,~~829~~691.0003 0.00 ~~232~~680,~~629~~842.0800 091,834.0044 35,~~232~~341,~~458~~367.0847 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 34.~~519062~~166667% 0.000000% 0.000000% 0.000000% 34.~~519062~~166667% 2.~~629561~~416275% 0.000000% 0.000000% 0.000000% 2.~~629561~~416275% 60 Days 25.~~932551~~059524% 0.000000% 0.000000% 0.000000% 25.~~932551~~059524% 24.~~169598~~121550% 0.000000% 0.000000% 0.000000% 24.~~169598~~121550% 90 Days 1.~~173021~~488095% 0.000000% 0.~~586510~~297619% 0.000000% 1.~~759531~~785714% 10.~~055849~~855293% 0.000000% 0.~~481825~~222638% 0.000000% 1.~~537674~~077931% 120 Days 02.~~879765~~380952% 0.000000% 0.~~000000~~595238% 0.000000% 02.~~879765~~976190% 01.~~358290~~386262% 0.000000% 01.~~000000~~223169% 0.000000% 02.~~358290~~609431% 150 Days 0.~~000000~~892857% 0.000000% 0.000000% 0.~~000000~~297619% 01.~~000000~~190476% 0.~~000000~~555150% 0.000000% 0.000000% 0.~~000000~~195016% 0.~~000000~~750165% 180+ Days 0.~~000000~~892857% 0.000000% 0.000000% 0.000000% 0.~~000000~~892857% 0.~~000000~~367344% 0.000000% 0.000000% 0.000000% 0.~~000000~~367344% Totals 814.~~504399~~880952% 0.000000% 0.~~586510~~892857% 0.~~000000~~297619% 916.~~090909~~071429% 69.~~213298~~701874% 0.000000% 01.~~481825~~445807% 0.~~000000~~195016% 611.~~695123~~342696% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~REO~~180+ ~~Detail~~Delinquency -Summary ~~All~~Summary ~~Mortgage~~Group ~~Loans~~1 ~~in REO during Current Period Summary~~ - NoFixed ~~REO~~Days ~~Information~~Number toof ~~report~~Outstanding ~~this~~Percentage ~~period.~~of ~~Group~~Number 1of -Outstanding ~~Fixed~~Percentage -of NoDelinquent ~~REO~~Loans ~~Information~~Actual toBalance(%) ~~report~~Loans ~~this~~Actual ~~period.~~Balance(%) ~~Group~~Balance($) 1Balance($) -180 ~~ARM~~ - No209 ~~REO~~20 ~~Information~~4,843,309.87 to1.486 ~~report~~8 ~~this period~~2,361,812.44 ~~Group~~ 2.408 -210 ~~Fixed~~ - No239 ~~REO~~1 ~~Information~~314,400.00 to0.096 ~~report~~0 ~~this~~0.00 ~~period~~0.000 ~~Group~~Total 221 -5,157,709.87 ~~ARM~~1.582 -8 No2,361,812.44 ~~REO Information to report this period~~2.408

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary (continued) Group 1 - ~~All~~ARM ~~Mortgage~~Group ~~Loans~~2 in- ~~REO~~Fixed ~~during~~Days ~~Current~~Number ~~Period~~of ~~Month~~Outstanding ~~Loan~~Percentage ~~First~~of ~~Original~~Number ~~Loan~~of ~~Entered~~Outstanding ~~Payment~~Percentage ~~LTV~~of atDelinquent ~~Principal~~Loans ~~Group~~Actual ~~Number~~Balance(%) ~~REO~~Loans ~~Date~~Actual ~~State~~Balance(%) ~~Origination~~Balance($) Balance($) No180 ~~REO~~- ~~Loans~~209 ~~this~~6 ~~Period~~1,945,986.55 1.378 3 362,525.56 0.916 210 - 239 1 314,400.00 0.223 0 0.00 0.000 Total 7 2,260,386.55 1.601 3 362,525.56 0.916

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary (continued) Group 2 - ~~All~~ARM ~~Mortgage~~Days ~~Loans~~Number inof ~~REO~~Outstanding ~~during~~Percentage ~~Current~~of ~~Period~~Delinquent Loans Actual Balance(~~continued~~%) ~~Current~~Balance($) ~~Paid~~180 ~~Current~~- ~~Approximate~~209 ~~Loan~~3 ~~Actual~~172,985.32 To0.367 ~~Months~~210 ~~Loan~~- ~~Delinquent~~239 ~~Group~~0 ~~Number~~0.00 ~~Balance~~0.000 ~~Date~~Total ~~Delinquent~~3 ~~Rate~~172,985.32 ~~Interest~~0.367 NoThis ~~REO~~report ~~Loans~~includes ~~this~~all ~~Period~~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 ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 234 ~~Nov~~Jan-0607 0.000% Original Principal Balance 51,~~966~~027,~~290~~320.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 51,~~957~~026,~~588~~402.4290 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current ~~Foreclosure~~REO Total ~~Mar~~May-07 0.000% Loans in ~~Foreclosure~~REO 355 ~~Apr~~Jun-07 0.000% Original Principal Balance 91,~~350~~298,~~440~~070.00 ~~May~~Jul-07 0.000% Current Actual Balance 91,~~339~~297,~~456~~152.1389 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.~~093~~000% ~~Sep~~Nov-07 10.~~101~~082% ~~Oct~~Dec-07 20.~~824~~398% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 - Fixed 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 71 ~~Nov~~Jan-0607 0.000% Original Principal Balance 1389,~~452,950~~000.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 1388,~~451,553~~854.5231 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current ~~Foreclosure~~REO Total ~~Mar~~May-07 0.000% Loans in ~~Foreclosure~~REO 122 ~~Apr~~Jun-07 0.000% Original Principal Balance 2659,~~934,700~~750.00 ~~May~~Jul-07 0.000% Current Actual Balance 2659,~~932,520~~604.5530 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.000% ~~Sep~~Nov-07 10.~~481~~274% ~~Oct~~Dec-07 20.~~959~~673% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 - ARM 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 122 ~~Nov~~Jan-0607 0.000% Original Principal Balance 3546,~~877,340~~320.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 3545,~~870,578~~714.0915 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current ~~Foreclosure~~REO Total ~~Mar~~May-07 0.000% Loans in ~~Foreclosure~~REO 172 ~~Apr~~Jun-07 0.000% Original Principal Balance 5546,~~524,940~~320.00 ~~May~~Jul-07 0.000% Current Actual Balance 5545,~~516,740~~714.9015 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.~~214~~000% ~~Sep~~Nov-07 10.~~329~~000% ~~Oct~~Dec-07 30.~~839~~386% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 - Fixed ~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Nov~~-06 ~~0.000%~~No ~~Original~~REO ~~Principal~~Information ~~Balance~~to 403,000.00 Dec-06 0.000% Current Actual Balance 402,827.73 Jan-07 0.000% Feb-07 0.000% Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure 4 Apr-07 0.000% Original Principal Balance 657,800.00 May-07 0.000% Current Actual Balance 657,565.60 Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.643% Oct-07 1.660% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~The~~this ~~monthly bond remittance report can be viewed online at www~~period.~~ctslink.com.~~ Group 2 - ARM 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 21 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~233~~92,000.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~232~~91,~~629~~834.0844 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current ~~Foreclosure~~REO Total ~~Mar~~May-07 0.000% Loans in ~~Foreclosure~~REO 21 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~233~~92,000.00 ~~May~~Jul-07 0.000% Current Actual Balance ~~232~~91,~~629~~834.0844 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.000% ~~Sep~~Nov-07 0.000% ~~Oct~~Dec-07 0.~~482~~195% *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~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FCREO Date State Origination Balance Group 1 - Fixed ~~0411662723 Sep-2007 01-Dec-2006 WA 90.00 270,000.00 Group 1 - Fixed~~ 0411662744 ~~Sep~~Nov-2007 01-Dec-2006 CO 95.00 270,750.00 Group 1 - Fixed 0411663161 Sep-2007 01-Feb-2007 CA 60.00 165,000.00 Group 1 - Fixed 0411663317 Oct-2007 01-Feb-2007 IN 95.00 56,050.00 Group 1 - Fixed 0411663415 Oct-2007 01-Mar-2007 OR 80.00 328,000.00 Group 1 - Fixed 0411663525 Oct-2007 01-Mar-2007 MS 95.00 134,900.00 Group 1 - Fixed 0411663793 Sep-2007 01-Mar-2007 CA 90.00 387,000.00 Group 1 - Fixed 0411663919 Oct-2007 01-Mar-2007 AZ 63.91 170,000.00 Group 1 - Fixed 0411663998 Oct-2007 01-Mar-2007 FL 95.00 228,000.00 Group 1 - Fixed 0411664006 ~~Sep~~Dec-2007 01-Mar-2007 CA 89.84 389,000.00 Group 1 - ~~Fixed 0411664293 Oct-2007 01-Mar-2007 FL 80.00 192,000.00 Group 1 - Fixed 0411976215 Oct-2007 01-Dec-2006 CA 80.00 344,000.00 Group 1 -~~ ARM ~~0411662621~~0411662814 ~~Oct-2007 01-~~Dec-~~2006 MA 75.00 210,000.00 Group 1 - ARM 0411662705 Oct-~~2007 01-~~Dec-2006 IL 90.00 288,000.00 Group 1 - ARM 0411662814 Oct-2007 01-~~Feb-2007 TX 80.00 231,920.00 Group 1 - ARM 0411663052 ~~Aug~~Dec-2007 01-Feb-2007 CA 80.00 314,400.00 Group 1 - ARM 0411663061 Sep-2007 01-Feb-2007 CA 80.00 199,200.00 Group 1 - ARM 0411663106 Oct-2007 01-Feb-2007 AZ 75.00 280,500.00 Group 1 - ARM 0411663125 Sep-2007 01-Mar-2007 FL 80.00 448,000.00 Group 1 - ARM 0411663150 Oct-2007 01-Mar-2007 FL 80.00 151,920.00 Group 1 - ARM 0411663221 Oct-2007 01-Mar-2007 FL 80.00 248,000.00 Group 1 - ARM 0411663339 Oct-2007 01-Mar-2007 CA 80.00 328,000.00 Group 1 - ARM 0411663600 Oct-2007 01-Mar-2007 CA 80.00 520,000.00 Group 1 - ARM 0411663656 Oct-2007 01-Mar-2007 CA 80.00 228,000.00 Group 1 - ARM 0411663696 Sep-2007 01-Mar-2007 FL 80.00 488,000.00 Group 1 - ARM 0411663783 Sep-2007 01-Mar-2007 NV 80.00 198,000.00 Group 1 - ARM 0411663913 Oct-2007 01-Mar-2007 FL 89.90 178,000.00 Group 1 - ARM 0411664323 Oct-2007 01-Mar-2007 CA 69.36 763,000.00 Group 1 - ARM 0411976198 Oct-2007 01-Dec-2006 CA 75.00 450,000.00 Group 2 - Fixed 0411662549 Oct-2007 01-Nov-2006 MS 76.47 52,000.00 Group 2 - Fixed 0411662841 Sep-2007 01-Mar-2007 OH 41.67 50,000.00 Group 2 - Fixed 0411663967 Sep-2007 01-Mar-2007 FL 80.00 204,800.00 Group 2 - Fixed 0411664007 Oct-2007 01-Mar-2007 CA 86.67 351,000.00 Group 2 - ARM ~~0411663302 Oct-2007 01-Mar-2007 FL 55.29 141,000.00 Group 2 - ARM~~ 0411664125 ~~Oct~~Dec-2007 01-Mar-2007 TX 80.00 92,000.00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 1 - Fixed ~~0411662723 269,362.73 01-Apr-2007 4 10.650% 13,660.80 Group 1 - Fixed~~ 0411662744 270,749.99 01-Apr-2007 46 9.400% 1216,~~048~~064.4256 Group 1 - Fixed 0411663161 165,000.00 01-Apr-2007 4 8.250% 6,393.78 Group 1 - Fixed 0411663317 55,939.55 01-May-2007 3 9.550% 2,107.26 Group 1 - Fixed 0411663415 327,999.01 01-May-2007 3 7.100% 9,019.95 Group 1 - Fixed 0411663525 134,707.63 01-May-2007 3 9.700% 5,158.75 Group 1 - Fixed 0411663793 387,000.00 01-Apr-2007 4 8.200% 14,899.50 Group 1 - Fixed 0411663919 169,769.65 01-May-2007 3 10.150% 6,820.10 Group 1 - Fixed 0411663998 228,000.00 01-May-2007 3 8.100% 7,220.00 Group 1 - Fixed 0411664006 388,854.31 01-Apr-2007 46 10.800% 2026,~~021~~692.7127 Group 1 - ~~Fixed 0411664293 191,840.94 01-May-2007 3 8.150% 6,111.48 Group 1 - Fixed 0411976215 343,296.74 01-May-2007 3 7.450% 9,934.33 Group 1 -~~ ARM ~~0411662621 209,182.60 01-May-2007 3 8.250% 6,745.79 Group 1 - ARM 0411662705 286,934.40 01-May-2007 3 8.500% 9,552.25 Group 1 - ARM~~ 0411662814 231,314.15 01-May-2007 35 8.200% 710,~~411~~368.4294 Group 1 - ARM 0411663052 314,400.00 01-Mar-2007 57 6.600% 912,~~589~~785.~~20 Group 1 - ARM 0411663061 199,200.00 01-Apr-2007 4 6.600% 6,075.~~60 Group 1 - ARM 0411663106 280,202.36 01-May-2007 3 8.300% 9,101.62 Group 1 - ARM 0411663125 447,592.39 01-Apr-2007 4 7.825% 16,384.62 Group 1 - ARM 0411663150 151,595.73 01-May-2007 3 7.750% 4,572.81 Group 1 - ARM 0411663221 247,812.11 01-May-2007 3 8.462% 8,216.92 Group 1 - ARM 0411663339 328,000.00 01-May-2007 3 7.150% 9,088.30 Group 1 - ARM 0411663600 519,997.07 01-May-2007 3 7.400% 14,949.90 Group 1 - ARM 0411663656 227,424.87 01-May-2007 3 6.900% 6,054.26 Group 1 - ARM 0411663696 486,970.42 01-Apr-2007 4 7.800% 17,753.14 Group 1 - ARM 0411663783 198,000.00 01-Apr-2007 4 8.062% 7,486.38 Group 1 - ARM 0411663913 177,868.75 01-May-2007 3 8.550% 5,963.02 Group 1 - ARM 0411664323 761,545.20 01-May-2007 3 8.300% 24,718.03 Group 1 - ARM 0411976198 448,700.85 01-May-2007 3 9.700% 17,182.98 Group 2 - Fixed 0411662549 51,827.73 01-May-2007 3 9.800% 2,006.35 Group 2 - Fixed 0411662841 49,937.87 01-Apr-2007 4 10.350% 2,457.68 Group 2 - Fixed 0411663967 204,800.00 01-Apr-2007 4 7.500% 7,168.02 Group 2 - Fixed 0411664007 351,000.00 01-May-2007 3 8.550% 11,773.15 Group 2 - ARM ~~0411663302 140,794.64 01-May-2007 3 9.600% 5,333.13 Group 2 - ARM~~ 0411664125 91,834.44 01-May-2007 35 9.650% 34,~~497~~894.7032

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 121 ~~Nov~~Jan-0607 0.000% Original Principal Balance 867,~~400~~654,330.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 857,~~772~~640,876.6493 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Mar~~May-07 0.000% Loans in ~~Bankruptcy~~Foreclosure 267 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~330~~21,~~400~~883,150.00 ~~May~~Jul-07 0.000% Current Actual Balance ~~329~~21,~~307~~852,887.9787 ~~Jun~~Aug-07 0.~~000~~093% ~~Jul~~Sep-07 01.~~000~~101% ~~Aug~~Oct-07 02.~~000~~824% ~~Sep~~Nov-07 04.~~444~~752% ~~Oct~~Dec-07 06.~~100~~704% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 - Fixed 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 07 ~~Nov~~Jan-0607 0.000% Original Principal Balance 02,054,375.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 02,052,124.0055 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Mar~~May-07 0.000% Loans in ~~Bankruptcy~~Foreclosure 123 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~244~~5,~~000~~744,475.00 ~~May~~Jul-07 0.000% Current Actual Balance ~~243~~5,~~535~~738,622.3368 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 01.~~000~~481% ~~Aug~~Oct-07 02.~~000~~959% ~~Sep~~Nov-07 04.~~243~~126% ~~Oct~~Dec-07 05.~~246~~851% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 - ARM 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 110 ~~Nov~~Jan-0607 0.000% Original Principal Balance 864,~~400~~776,620.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 854,~~772~~766,768.6493 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Mar~~May-07 0.000% Loans in ~~Bankruptcy~~Foreclosure 34 Jun-07 0.000% Original Principal Balance 14,081,540.00 Jul-07 0.000% Current Actual Balance 14,058,716.14 Aug-07 0.214% Sep-07 1.329% ~~Apr~~Oct-07 3.839% Nov-07 7.127% Dec-07 9.954% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 - Fixed 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Jan-07 0.000% Original Principal Balance 86718,~~400~~335.00 ~~May~~Feb-07 0.000% Current Actual Balance 85717,~~772~~141.6445 Mar-07 0.000% Apr-07 0.000% Current Foreclosure Total May-07 0.000% Loans in Foreclosure 7 Jun-07 0.000% Original Principal Balance 1,376,135.00 Jul-07 0.000% Current Actual Balance 1,374,707.05 Aug-07 0.000% Sep-07 0.~~847~~643% Oct-07 01.~~060~~660% Nov-07 1.661% Dec-07 3.475% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 - ~~Fixed~~ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jan-07 No0.000% ~~Bankruptcy~~Original ~~Information~~Principal toBalance ~~report~~105,000.00 ~~this~~Feb-07 ~~period~~0.000% ~~Group~~Current 2Actual Balance 104,842.00 Mar-07 ~~ARM~~0.000% Apr-07 No0.000% ~~Bankruptcy~~Current ~~Information~~Foreclosure toTotal May-07 0.000% Loans in Foreclosure 3 Jun-07 0.000% Original Principal Balance 681,000.00 Jul-07 0.000% Current Actual Balance 680,842.00 Aug-07 0.000% Sep-07 0.000% Oct-07 0.482% Nov-07 1.530% Dec-07 1.446% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com.

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~Month Loan ~~Month~~First Original Loan ~~First~~Entered ~~State~~Payment LTV at ~~Original~~Principal Group Number ~~Entered~~FC ~~Payment~~Date State Origination ~~Principal~~Balance ~~Bankruptcy~~Group ~~Date~~1 ~~Balance~~- Fixed 0411662715 Dec-2007 01-Dec-2006 LA 95.00 163,875.00 Group 1 - Fixed ~~0411662756~~0411662723 Sep-2007 01-Dec-2006 WA 90.00 270,000.00 Group 1 - Fixed 0411662756 Dec-2007 01-Jan-2007 IL 80.00 244,000.00 Group 1 - Fixed 0411662822 Dec-2007 01-Mar-2007 AZ 95.00 237,500.00 Group 1 - Fixed 0411663055 Nov-2007 01-Feb-2007 CA 95.00 285,000.00 Group 1 - Fixed 0411663097 Nov-2007 01-Mar-2007 FL 95.00 276,450.00 Group 1 - Fixed 0411663161 Sep-2007 01-Feb-2007 CA 60.00 165,000.00 Group 1 - Fixed 0411663317 Oct-2007 01-Feb-2007 IN 95.00 56,050.00 Group 1 - Fixed 0411663525 Oct-2007 01-Mar-2007 MS 95.00 134,900.00 Group 1 - Fixed 0411663662 Dec-2007 01-Mar-2007 CA 80.00 416,000.00 Group 1 - Fixed 0411663793 Sep-2007 01-Mar-2007 CA 90.00 387,000.00 Group 1 - Fixed 0411663919 Oct-2007 01-Mar-2007 AZ 63.91 170,000.00 Group 1 - Fixed 0411663951 Nov-2007 01-Mar-2007 MI 100.00 76,000.00 Group 1 - Fixed 0411663997 Dec-2007 01-Mar-2007 CA 80.00 312,000.00 Group 1 - Fixed 0411663998 Oct-2007 01-Mar-2007 FL 95.00 228,000.00 Group 1 - Fixed 0411664034 Nov-2007 01-Mar-2007 IL 68.25 215,000.00 Group 1 - Fixed 0411664037 Dec-2007 01-Mar-2007 CA 95.00 361,000.00 Group 1 - Fixed 0411664081 Dec-2007 01-Mar-2007 IL 79.21 320,000.00 Group 1 - Fixed 0411664293 Oct-2007 01-Mar-2007 FL 80.00 192,000.00 Group 1 - Fixed 0411664347 Nov-2007 01-Mar-2007 FL 80.00 210,400.00 Group 1 - Fixed 0411976197 Nov-2007 01-Dec-2006 CA 90.00 393,300.00 Group 1 - Fixed 0411976215 Oct-2007 01-Dec-2006 CA 80.00 344,000.00 Group 1 - Fixed 0411976329 Nov-2007 01-Mar-2007 IL 88.31 287,000.00 Group 1 - ARM ~~0411662582~~0411662583 Nov-2007 01-Dec-2006 CA 90.00 945,000.00 Group 1 - ARM 0411662705 Oct-2007 01-Dec-2006 IL 90.00 288,000.00 Group 1 - ARM 0411662741 Dec-2007 01-Feb-2007 CA 80.00 372,000.00 Group 1 - ARM 0411662880 Nov-2007 01-Mar-2007 CA 80.00 208,000.00 Group 1 - ARM 0411662957 Nov-2007 01-Feb-2007 CA 80.00 391,200.00 Group 1 - ARM 0411662960 Dec-2007 01-Feb-2007 CA 80.00 319,200.00 Group 1 - ARM 0411663056 Nov-2007 01-Mar-2007 NY 80.00 260,000.00 Group 1 - ARM 0411663057 Dec-2007 01-Feb-2007 NV 80.00 263,200.00 Group 1 - ARM 0411663059 Nov-2007 01-Mar-2007 CA 80.00 520,000.00 Group 1 - ARM 0411663061 Sep-2007 01-Feb-2007 CA 80.00 199,200.00 Group 1 - ARM 0411663106 Oct-2007 01-Feb-2007 AZ 75.00 280,500.00 Group 1 - ARM 0411663125 Sep-2007 01-Mar-2007 FL 80.00 448,000.00 Group 1 - ARM 0411663150 Oct-2007 01-Mar-2007 FL 80.00 151,920.00 Group 1 - ARM 0411663221 Oct-2007 01-Mar-2007 FL 80.00 248,000.00 Group 1 - ARM 0411663326 Dec-2007 01-Feb-2007 CT 80.00 464,000.00 Group 1 - ARM 0411663339 Oct-2007 01-Mar-2007 CA 80.00 328,000.00 Group 1 - ARM 0411663503 Dec-2007 01-Feb-2007 CA 78.13 1,250,000.00 Group 1 - ARM 0411663544 Nov-2007 01-Mar-2007 CA 95.00 503,500.00 Group 1 - ARM 0411663546 Dec-2007 01-Mar-2007 CA 80.00 519,200.00 Group 1 - ARM 0411663573 Nov-2007 01-Mar-2007 NV 80.00 544,000.00 Group 1 - ARM 0411663600 Oct-2007 01-Mar-2007 CA 80.00 520,000.00 Group 1 - ARM 0411663656 Oct-2007 01-Mar-2007 CA 80.00 228,000.00 Group 1 - ARM 0411663696 Sep-2007 01-Mar-2007 FL 80.00 488,000.00 Group 1 - ARM 0411663710 Nov-2007 01-Mar-2007 CA 80.00 264,000.00 Group 1 - ARM 0411663730 Nov-2007 01-Mar-2007 FL 90.00 228,600.00 Group 1 - ARM 0411663783 Sep-2007 01-Mar-2007 NV 80.00 198,000.00 Group 1 - ARM 0411663913 Oct-2007 01-Mar-2007 FL 89.90 178,000.00 Group 1 - ARM 0411663918 Dec-2007 01-Mar-2007 CA 80.00 355,920.00 Group 1 - ARM 0411663943 Dec-2007 01-Mar-2007 IL 90.00 210,600.00 Group 1 - ARM 0411664323 Oct-2007 01-Mar-2007 CA 69.36 763,000.00 Group 1 - ARM 0411664340 Dec-2007 01-Mar-2007 CT 80.00 424,000.00 Group 1 - ARM 0411976180 Dec-2007 01-Nov-2006 AZ 90.00 598,500.00 Group 1 - ARM 0411976198 Oct-2007 01-Dec-2006 CA 75.00 450,000.00 Group 1 - ARM 0411976323 Nov-2007 01-Feb-2007 AZ 80.00 672,000.00 Group 2 - Fixed 0411662549 Oct-2007 01-Nov-2006 MS 76.47 52,000.00 Group 2 - Fixed 0411662841 Sep-2007 01-Mar-2007 OH 41.67 50,000.00 Group 2 - Fixed 0411663281 Dec-2007 01-Mar-2007 CA 77.00 377,300.00 Group 2 - Fixed 0411663967 Sep-2007 01-Mar-2007 FL 80.00 204,800.00 Group 2 - Fixed 0411664007 Oct-2007 01-Mar-2007 CA 86.67 351,~~400~~000.00 Group 2 - Fixed 0411664245 Dec-2007 01-Mar-2007 GA 84.51 149,335.00 Group 2 - Fixed 0411664338 Dec-2007 01-Mar-2007 WA 90.00 191,700.00 Group 2 - ARM 0411663178 Dec-2007 01-Mar-2007 FL 67.74 105,000.00 Group 2 - ARM 0411663238 Nov-2007 01-Mar-2007 FL 80.00 192,000.00 Group 2 - ARM 0411663355 Nov-2007 01-Mar-2007 CA 80.00 384,000.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period (continued) ~~Group~~Current ~~Loan~~Paid Current ~~Paid~~Approximate Loan Actual To Months ~~Current~~Loan ~~Approximate~~Delinquent Group Number ~~Actual~~Balance Date Delinquent ~~Loan~~ Rate ~~Delinquent~~Interest ~~Balance~~Group ~~Interest~~1 - Fixed 0411662715 163,198.08 01-Jul-2007 3 9.400% 6,045.38 Group 1 - Fixed 0411662723 269,362.73 01-Apr-2007 6 10.650% 18,207.13 Group 1 - Fixed 0411662756 243,535.33 01-Jun-2007 24 7.700% 8,760.09 Group 1 - Fixed 0411662822 237,449.64 01-Jul-2007 3 8.450% 7,858.89 Group 1 - Fixed 0411663055 285,000.00 01-Jun-2007 4 7.750% 10,331.28 Group 1 - Fixed 0411663097 276,450.00 01-Jun-2007 4 10.463% 13,771.32 Group 1 - Fixed 0411663161 165,000.00 01-Apr-2007 6 8.250% 8,525.04 Group 1 - Fixed 0411663317 55,939.55 01-May-2007 5 9.550% 2,~~842~~948.63 Group 1 - Fixed 0411663525 134,707.63 01-May-2007 5 9.700% 7,218.67 Group 1 - Fixed 0411663662 415,278.33 01-Jul-2007 3 7.450% 12,017.39 Group 1 - Fixed 0411663793 387,000.00 01-Apr-2007 6 8.200% 19,866.00 Group 1 - ~~ARM~~Fixed ~~0411662582~~0411663919 169,769.65 01-May-2007 5 10.150% 9,543.81 Group 1 - Fixed 0411663951 75,876.25 01-Jun-2007 4 10.450% 3,770.85 Group 1 - Fixed 0411663997 312,~~772~~000.6400 01-Jul-2007 3 6.450% 7,735.00 Group 1 - Fixed 0411663998 228,000.00 01-May-2007 5 8.100% 10,108.00 Group 1 - Fixed 0411664034 214,811.24 01-Oct-2007 (0 8.950% 3,022.18 Group 1) - Fixed 0411664037 361,000.00 01-Jul-2007 3 8.~~250~~800% 12,484.55 Group 1 - Fixed 0411664081 319,663.17 01-Jul-2007 3 9.100% 11,449.61 Group 1 - Fixed 0411664293 191,840.94 01-May-2007 5 8.150% 8,553.62 Group 1 - Fixed 0411664347 210,164.71 01-Jun-2007 4 8.200% 8,085.66 Group 1 - Fixed 0411976197 393,299.99 01-Apr-2007 6 8.050% 19,796.16 Group 1 - Fixed 0411976215 343,296.74 01-May-2007 5 7.450% 13,903.11 Group 1 - Fixed 0411976329 285,978.70 01-Jun-2007 4 6.625% 8,738.14 Group 1 - ARM 0411662583 943,594.77 01-Jun-2007 4 6.350% 27,600.18 Group 1 - ARM 0411662705 286,934.40 01-May-2007 5 8.500% 13,364.48 Group 1 - ARM 0411662741 371,117.08 01-Jul-2007 3 7.450% 10,739.35 Group 1 - ARM 0411662880 207,684.61 01-May-2007 5 8.150% 9,259.90 Group 1 - ARM 0411662957 391,200.00 01-Jun-2007 4 6.500% 11,736.00 Group 1 - ARM 0411662960 319,200.00 01-Jul-2007 3 7.500% 9,310.00 Group 1 - ARM 0411663056 260,000.00 01-Jun-2007 4 6.650% 7,995.00 Group 1 - ARM 0411663057 262,736.96 01-Jul-2007 3 7.990% 8,194.65 Group 1 - ARM 0411663059 518,549.96 01-Jun-2007 4 7.000% 16,852.86 Group 1 - ARM 0411663061 199,200.00 01-Apr-2007 6 6.600% 8,100.80 Group 1 - ARM 0411663106 280,202.36 01-May-2007 5 8.300% 12,738.75 Group 1 - ARM 0411663125 447,592.39 01-Apr-2007 6 7.825% 21,839.59 Group 1 - ARM 0411663150 151,595.73 01-May-2007 5 7.750% 6,397.22 Group 1 - ARM 0411663221 247,812.11 01-May-2007 5 8.462% 11,500.69 Group 1 - ARM 0411663326 464,000.00 01-Jul-2007 3 8.112% 14,716.55 Group 1 - ARM 0411663339 328,000.00 01-May-2007 5 7.150% 12,723.62 Group 1 - ARM 0411663503 1,242,858.88 01-Jul-2007 3 6.300% 29,976.87 Group 1 - ARM 0411663544 503,500.00 01-Jun-2007 4 8.400% 19,888.26 Group 1 - ARM 0411663546 519,200.00 01-Jul-2007 3 7.350% 14,818.85 Group 1 - ARM 0411663573 542,402.03 01-Jun-2007 4 7.600% 19,218.95 Group 1 - ARM 0411663600 519,997.07 01-May-2007 5 7.400% 20,929.86 Group 1 - ARM 0411663656 227,424.87 01-May-2007 5 6.900% 8,468.60 Group 1 - ARM 0411663696 486,970.42 01-Apr-2007 6 7.800% 23,654.34 Group 1 - ARM 0411663710 264,000.00 01-Jun-2007 4 7.500% 9,240.00 Group 1 - ARM 0411663730 228,265.35 01-Jun-2007 4 8.150% 8,724.89 Group 1 - ARM 0411663783 198,000.00 01-Apr-2007 6 8.062% 9,981.84 Group 1 - ARM 0411663913 177,868.75 01-May-2007 5 8.550% 8,346.09 Group 1 - ARM 0411663918 355,920.00 01-Jul-2007 3 6.600% 9,046.30 Group 1 - ARM 0411663943 209,926.08 01-Jul-2007 3 8.300% 6,813.53 Group 1 - ARM 0411664323 761,545.20 01-May-2007 5 8.300% 34,582.40 Group 1 - ARM 0411664340 423,309.93 01-Jul-2007 3 7.600% 12,514.55 Group 1 - ARM 0411976180 598,500.00 01-Jul-2007 3 8.550% 20,074.65 Group 1 - ARM 0411976198 448,700.85 01-May-2007 5 9.700% 24,043.93 Group 1 - ARM 0411976323 670,906.34 01-Jun-2007 4 7.600% 23,797.22 Group 2 - Fixed 0411662549 51,827.73 01-May-2007 5 9.800% 2,807.47 Group 2 - Fixed 0411662841 49,937.87 01-Apr-2007 6 10.350% 3,275.56 Group 2 - Fixed 0411663281 376,879.22 01-May-2007 5 10.850% 22,727.84 Group 2 - Fixed 0411663967 204,800.00 01-Apr-2007 6 7.500% 9,557.36 Group 2 - Fixed 0411664007 351,000.00 01-May-2007 5 8.550% 16,482.41 Group 2 - Fixed 0411664245 148,951.97 01-Jul-2007 3 9.375% 5,502.29 Group 2 - Fixed 0411664338 191,310.26 01-Jun-2007 4 9.400% 8,502.13 Group 2 - ARM 0411663178 104,842.00 01-Jul-2007 3 7.875% 3,219.72 Group 2 - ARM 0411663238 192,000.00 01-Jun-2007 4 6.850% 6,096.00 Group 2 - ARM 0411663355 384,000.00 01-Jun-2007 4 8.350% 15,072.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Realized~~Summary ~~Loss~~12 ~~Detail~~Month ~~Report~~Bankruptcy -History* New Bankruptcy Loans ~~with~~Month ~~Losses~~Bankruptcy ~~during~~Percentage Loans in Bankruptcy 1 Jan-07 0.000% Original Principal Balance 327,200.00 Feb-07 0.000% Current ~~Period~~Actual ~~Summary~~Balance #326,365.28 ~~Loans~~Mar-07 ~~Prior~~0.000% ~~Realized~~Apr-07 0.000% Current ~~with~~Bankruptcy ~~Actual~~Total ~~Loss/(Gain)~~May-07 ~~Loss~~0.000% ~~Group~~Loans ~~Losses~~in Bankruptcy 6 Jun-07 0.000% Original Principal Balance ~~Amount~~1,116,100.00 ~~Percentage~~Jul-07 0.000% Current Actual Balance 1,113,120.64 Aug-07 0.000% Sep-07 0.444% Oct-07 0.100% Nov-07 0.313% Dec-07 0.341% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 - Fixed 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-07 0.000% Original Principal Balance 0.00 Feb-07 0.000% Current Actual Balance 0.00 Mar-07 0.000% ~~Group~~Apr-07 0.000% Current Bankruptcy Total May-07 0.000% Loans in Bankruptcy 1 Jun-07 ~~ARM~~0.000% Original Principal Balance 328,000.00 Jul-07 0.000% Current Actual Balance 327,999.01 Aug-07 0.00000% Sep-07 0.243% Oct-07 0.246% Nov-07 0.579% Dec-07 0.334% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 - ARM 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jan-07 0.000% Original Principal Balance 327,200.00 Feb-07 0.000% ~~Group~~Current 2Actual Balance 326,365.28 Mar-07 ~~Fixed~~0.000% Apr-07 0.000% Current Bankruptcy Total May-07 0.00000% Loans in Bankruptcy 3 Jun-07 0.000% Original Principal Balance 554,600.00 Jul-07 0.000% Current Actual Balance 552,814.36 Aug-07 0.000% Sep-07 0.847% Oct-07 0.060% Nov-07 0.159% Dec-07 0.391% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 - ~~ARM~~Fixed 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-07 0.000% Original Principal Balance 0.00 Feb-07 0.000% Current Actual Balance 0.00 Mar-07 0.000% Apr-07 0.000% Current Bankruptcy Total May-07 0.000% Loans in Bankruptcy 2 Jun-07 0.000% Original Principal Balance 233,500.00 Jul-07 0.00000% Current Actual Balance 232,307.27 Aug-07 0.000% Sep-07 0.000% Oct-07 0.000% Nov-07 0.587% Dec-07 0.587% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 - ARM - No Bankruptcy Information to report this period.

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period ~~Original~~Group ~~Current~~Loan Month Loan ~~Principal~~First ~~Note~~State LTV at Original ~~Group~~ Number Entered Payment Origination Principal Bankruptcy Date Balance ~~Rate~~Group ~~State~~1 ~~Origination~~- ~~Term~~Fixed No0411663415 ~~Losses~~Nov-2007 ~~this~~01-Mar-2007 ~~Period~~OR 80.00 328,000.00 Group 1 - ARM 0411662582 Oct-2007 01-Nov-2006 FL 80.00 86,400.00 Group 1 - ARM 0411663516 Nov-2007 01-Mar-2007 WI 84.94 141,000.00 Group 1 - ARM 0411663940 Dec-2007 01-Mar-2007 FL 80.00 327,200.00 Group 2 - Fixed 0411664229 Nov-2007 01-Mar-2007 TN 90.00 121,500.00 Group 2 - Fixed 0411664278 Nov-2007 01-Feb-2007 MO 89.96 112,000.00

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period (continued) ~~Prior~~Group ~~Cumulative~~ Loan ~~Actual~~Current ~~Realized~~Paid ~~Realized~~To ~~Group~~Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance ~~Loss/~~Interest Group 1 - Fixed 0411663415 327,999.01 01-May-2007 5 7.100% 12,627.93 Group 1 - ARM 0411662582 85,593.18 01-Dec-2007 (~~Gain~~1) ~~Loss/~~8.250% 553.18 Group 1 - ARM 0411663516 140,855.90 01-Jul-2007 3 9.200% 5,103.87 Group 1 - ARM 0411663940 326,365.28 01-Jun-2007 4 8.300% 12,707.33 Group 2 - Fixed 0411664229 120,746.36 01-Dec-2007 (~~Gain~~1) No8.000% ~~Losses~~754.67 ~~this~~Group ~~Period~~2 - Fixed 0411664278 111,560.91 01-Aug-2007 2 9.040% 3,173.03

Realized Loss Detail Report - ~~Collateral~~Loans ~~Summary~~with ~~MDR~~Losses ~~SDA~~during Current ~~Month~~Period ~~0.000%~~Summary ~~Current~~# ~~Month~~Loans ~~0.000%~~Prior 3Realized ~~Month Average 0.017% 3 Month Average 1.474% 12 Month Average 0.000% 12 Month Average 0.000% MDR:~~ Current ~~vs.~~with ~~12mo~~Actual ~~Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N~~Loss/A(Gain) N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.050% N/A Sep-2007 4.423% N/A Oct-2007 0.000% N/A Oct-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.000% Current Month 101.890% 3 Month Average 0.199% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.000% N/A Aug-2007 N/A N/A Sep-2007 0.597% N/A Sep-2007 101.890% N/A Oct-2007 0.000% N/A Oct-2007 101.890% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1Losses -Balance ~~Fixed~~Amount -Percentage ~~No Realized Loss Information to report this period.~~ Group 1 - ~~ARM - No Realized Loss Information to report this period. Group 2 -~~ Fixed ~~- No Realized Loss Information to report this period. Group 2 - ARM MDR SDA Current Month~~ 0~~.000%~~ ~~Current Month~~ 0.~~000%~~00 ~~3 Month Average~~ 0.~~114%~~00 ~~3 Month Average 9.825% 12 Month Average~~ 0.000% 12Group ~~Month~~1 ~~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~~ARM ~~N/A~~1 Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0608,947.~~000%~~94 ~~N/A Jun-2007 0~~33,734.~~000%~~94 ~~N/A Jul-2007~~ 0.~~000~~024% ~~N/A~~Group ~~Jul-2007~~2 ~~0.000% N/A Aug~~-~~2007~~ ~~0.000%~~Fixed ~~N/A Aug-2007~~ 0~~.000%~~ ~~N/A Sep-2007~~ 0.~~343%~~00 ~~N/A Sep-2007 29.474% N/A Oct-2007~~ 0.~~000%~~00 ~~N/A Oct-2007~~ 0.000% ~~N/A~~Group *The2 text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.000% Current Month 101.890% 3 Month Average 1.347% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-~~2006~~ ~~N/A~~ARM N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0~~.000%~~ ~~N/A Jun-2007 N/A N/A Jul-2007~~ 0.~~000%~~00 ~~N/A Jul-2007 N/A N/A Aug-2007~~ 0.~~000%~~00 ~~N/A Aug-2007 N/A N/A Sep-2007 4.040% N/A Sep-2007 101.890% N/A Oct-2007~~ 0.000% ~~N/A~~Total Oct-2007 101.890% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1~~-((1-MDR)^12)~~ ~~SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0~~608,947.~~02)~~94 ~~else if WAS is greater than 30 and less than or equal to 60 then CDR / 0~~33,734.694 ~~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).~~010%

~~Prepayment~~Realized ~~Detail~~Loss -Loan ~~Prepayments~~Detail ~~during~~Report ~~Current~~- ~~Period Summary~~ Loans ~~Paid~~With InLosses ~~Full~~during ~~Repurchased~~Current ~~Loans~~Period Original Current ~~Original~~Loan ~~Current~~ Principal ~~Scheduled~~Note ~~Principal~~LTV ~~Scheduled~~at Original Group ~~Count~~Number Balance ~~Balance~~Rate ~~Count~~State ~~Balance~~Origination ~~Balance~~Term Group 1 - ~~Fixed 0 0.00 0.00 0 0.00 0.00 Group 1 -~~ ARM 60411663021 1609,~~308,050~~000.00 ~~1,302,782.59 0 0.00 0.00 Group 2 - Fixed 0 0.00 0.00 0 0.00 0.00 Group 2 - ARM 0 0.00 0.00 0 0.00 0.00 Total~~ 6 ~~1,308,050~~.00600% ~~1,302,782.59~~CA ~~0 0~~78.0058 ~~0.00~~360

~~Prepayment~~Realized Loss Loan Detail Report - ~~Prepayments~~Loans With Losses during Current Period (continued) ~~Summary~~Prior ~~Substitution~~Cumulative ~~Loans~~Loan ~~Liquidated~~Actual ~~Loans~~Realized ~~Curtailments~~Realized ~~Original Current Original Current Principal Scheduled Principal Scheduled Curtailment~~ Group ~~Count~~Number Balance ~~Balance~~Loss/(Gain) ~~Count~~Loss/(Gain) ~~Balance Balance Amount~~ Group 1 - ~~Fixed 0 0.00 0.00 0 0.00 0.00 2,594.16 Group 1 -~~ ARM 00411663021 ~~0.00 0.00 0 0.00 0.00 1~~608,~~550~~947.5494 ~~Group 2 - Fixed 0 0.00 0.00 0 0.00 0.00 1~~33,~~335~~734.2694 ~~Group 2 - ARM 0 0.00 0.00 0 0.00 0.00 2~~33,~~256~~734.~~92 Total 0 0.00 0.00 0 0.00 0.00 7,736.88~~94

~~Prepayment~~Realized ~~Loan~~Loss ~~Detail~~Report - ~~Prepayments~~Collateral ~~during~~Summary MDR SDA Current ~~Period~~Month ~~First~~0.185% ~~Original~~Current ~~Loan~~Month ~~LTV~~11.291% at3 ~~Payment~~Month ~~Principal~~Average ~~Prepayment~~0.062% ~~Group~~3 ~~Number~~Month ~~State~~Average ~~Origination~~3.764% ~~Date~~12 ~~Balance~~Month ~~Amount~~Average ~~Group~~0.000% 112 -Month ~~ARM~~Average ~~0411663133~~0.000% NMMDR: 65Current vs.00 0112mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 ~~245,~~N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.050% N/A Sep-2007 4.00423% ~~243,477~~N/A Oct-2007 0.83000% ~~Group~~N/A 1Oct-2007 0.000% N/A Nov-2007 ~~ARM~~0.000% ~~0411663362~~N/A NJNov-2007 880.00000% 01N/A Dec-2007 0.185% N/A Dec-2007 11.291% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Current Month 2.200% Current Month (Cumulative) 26.355% 3 Month Average 0.733% 3 Month Average (Cumulative) 76.711% 12 Month Average 0.000% 12 Month Average (Cumulative) N/A CDR: Current vs. 12mo Average* Loss Severity: Curr Month(Cum) vs. 12mo Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. 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 ~~264,~~N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 0.00000% ~~262,633~~N/A Jul-2007 0.73000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.597% N/A Sep-2007 101.890% N/A Oct-2007 0.000% N/A Oct-2007 101.890% N/A Nov-2007 0.000% N/A Nov-2007 101.890% N/A Dec-2007 2.200% N/A Dec-2007 26.355% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 - Fixed - No Realized Loss Information to report this period. Group 1 - ARM ~~0411663391~~MDR UTSDA ~~100~~Current Month 0.00427% 01Current Month 25.772% 3 Month Average 0.142% 3 Month Average 8.591% 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. 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 ~~87,~~N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 0.00000% ~~86,920~~N/A Jul-2007 0.12000% ~~Group~~N/A 1Jul-2007 0.000% N/A Aug-2007 ~~ARM~~0.000% ~~0411663826~~N/A MDAug-2007 750.00000% 01N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.000% N/A Oct-2007 0.000% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A Dec-2007 0.427% N/A Dec-2007 25.772% 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 Loss Severity Current Month 5.009% Current Month (Cumulative) 5.540% 3 Month Average 1.670% 3 Month Average (Cumulative) 1.847% 12 Month Average 0.000% 12 Month Average (Cumulative) N/A CDR: Current vs. 12mo Average* Loss Severity: Curr Month(Cum) vs. 12mo Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. 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 ~~285,~~N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 0.00000% ~~283,662~~N/A Jul-2007 0.79000% 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 0.000% N/A Oct-2007 0.000% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A Dec-2007 5.009% N/A Dec-2007 5.540% 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 12 - Fixed - No Realized Loss Information to report this period. Group 2 - ARM ~~0411664017~~MDR NJSDA 62Current Month 0.00000% 01Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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. 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 ~~155,~~N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 0.00000% ~~154,523~~N/A Jul-2007 0.34000% ~~Group~~N/A 1Jul-2007 0.000% N/A Aug-2007 ~~ARM~~0.000% ~~0411664113~~N/A CAAug-2007 800.00000% 01N/A Sep-2007 0.343% N/A Sep-2007 29.474% N/A Oct-2007 0.000% N/A Oct-2007 0.000% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A Dec-2007 0.000% N/A Dec-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 Loss Severity Current Month 0.000% Current Month (Cumulative) 101.890% 3 Month Average 0.000% 3 Month Average (Cumulative) 101.890% 12 Month Average 0.000% 12 Month Average (Cumulative) N/A CDR: Current vs. 12mo Average* Loss Severity: Curr Month(Cum) vs. 12mo Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. 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 ~~272,~~N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 0.00000% ~~270,816~~N/A Jul-2007 0.80000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 4.040% N/A Sep-2007 101.890% N/A Oct-2007 0.000% N/A Oct-2007 101.890% N/A Nov-2007 0.000% N/A Nov-2007 101.890% N/A Dec-2007 0.000% N/A Dec-2007 101.890% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): Sum(Beg Scheduled Balance of Liquidated Loans) / Sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum(All Realized Losses) / Sum(Actual Liquidated Balance for loans that have experienced a loss). 3 Month Average and 12 Month Average will not have values until the 3rd and 12th month respectively.

Prepayment ~~Loan~~ Detail - Prepayments during Current Period ~~(continued)~~Summary ~~Current~~Loans ~~Loan~~Paid ~~PIF~~In ~~Months~~Full ~~Loan~~Repurchased Loans Original ~~Group~~Current ~~Number~~Original ~~Type~~Current ~~Delinquent~~Principal ~~Rate~~Scheduled ~~Term~~Principal ~~Seasoning~~Scheduled Group 1Count -Balance ~~ARM~~Balance ~~0411663133~~Count ~~Loan~~Balance ~~Paid~~Balance ~~in Full 0 7.850% 360 8~~ Group 1 - ~~ARM~~Fixed ~~0411663362~~6 ~~Loan~~846,750.00 ~~Paid~~842,857.17 in0 ~~Full~~ 0.00 80.~~300%~~00 ~~360 7~~ Group 1 - ARM ~~0411663391~~5 ~~Loan~~1,138,912.00 ~~Paid~~1,135,278.28 in0 ~~Full~~ 0.00 110.~~150%~~00 ~~360 7~~ Group 12 - ~~ARM~~Fixed ~~0411663826~~0 ~~Loan~~0.00 ~~Paid~~0.00 in0 ~~Full~~ 0.00 80.~~800%~~00 ~~360 7~~ Group 12 - ARM ~~0411664017~~4 ~~Loan~~953,980.00 ~~Paid~~946,263.63 in0 ~~Full~~ 0.00 100.~~800%~~00 ~~360~~Total 715 ~~Group~~2,939,642.00 12,924,399.08 ~~- ARM 0411664113 Loan Paid in Full~~ 0 90.~~150%~~00 ~~360 7~~0.00

Prepayment ~~Penalty~~ Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Prepayment~~(continued) ~~Prepayment~~ Summary ~~Loan~~Substitution ~~Prior~~Loans ~~Penalty~~Liquidated ~~Penalty~~Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance ~~Amount~~Balance ~~Waived~~Count Balance Balance Amount Group 1 - Fixed 0 0.00 0.00 0 0.00 0.00 2,151.27 Group 1 - ARM 0 0.00 0.00 1 86609,~~930~~000.4300 3608,~~876~~947.8994 0(1,329.0052) Group 2 - Fixed 0 0.00 0.00 0 0.00 0.00 1,606.45 Group 2 - ARM 0 0.00 0.00 0 0.00 0.00 8,056.58 Total 0 0.00 0.00 1 86609,~~930~~000.4300 3608,~~876~~947.8994 010,484.0078

Prepayment ~~Penalty~~ Loan Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Paid~~First InOriginal ~~Prepayment Prepayment~~ Loan ~~Full~~LTV ~~Prior~~at ~~Penalty~~Payment ~~Penalty~~Principal Prepayment Group Number State Origination Date Balance Amount ~~Waived~~Group 1 - Fixed 0411663046 NY 54.76 01-Mar-2007 230,000.00 228,278.38 Group 1 - Fixed 0411663301 LA 53.57 01-Mar-2007 75,000.00 74,580.52 Group 1 - Fixed 0411663315 WI 88.15 01-Feb-2007 119,000.00 118,234.47 Group 1 - Fixed 0411663323 CA 40.39 01-Mar-2007 105,000.00 104,494.36 Group 1 - Fixed 0411663983 MD 95.00 01-Mar-2007 232,750.00 232,750.08 Group 1 - Fixed 0411976207 IL 69.67 01-Dec-2006 85,000.00 84,110.71 Group 1 - ARM ~~0411663391~~0411663021 ~~09/26/~~CA 78.58 01-Feb-2007 86609,~~930~~000.4300 3612,~~876~~111.8961 0Group 1 - ARM 0411663347 WA 80.00 01-Mar-2007 199,920.00 199,254.17 Group 1 - ARM 0411663693 IL 75.00 01-Mar-2007 207,000.00 205,788.57 Group 1 - ARM 0411663763 CA 80.00 01-Mar-2007 239,992.00 239,992.00 Group 1 - ARM 0411664051 NC 81.85 01-Mar-2007 212,000.00 210,732.97 Group 1 - ARM 0411976214 UT 77.78 01-Jan-2007 280,000.00 279,119.33 Group 2 - ARM 0411663349 WA 100.00 01-Mar-2007 49,980.00 49,841.36 Group 2 - ARM 0411664168 NJ 77.73 01-Jan-2007 261,000.00 258,284.15 Group 2 - ARM 0411664173 NJ 84.82 01-Jan-2007 343,000.00 339,265.96 Group 2 - ARM 0411976243 NY 54.55 01-Jan-2007 300,000.00 298,149.38

~~Summary~~Prepayment ~~SMM~~Loan ~~CPR~~Detail ~~PSA~~- ~~Current~~Prepayments ~~Month~~during ~~0.395%~~ Current ~~Month~~Period ~~4.635%~~(continued) Current ~~Month~~Loan ~~299.139%~~PIF 3Months ~~Month~~Loan ~~Average~~Original ~~1.047%~~Group 3Number ~~Month~~Type ~~Average~~Delinquent ~~11.731%~~Rate 3Term ~~Month~~Seasoning ~~Average~~Group ~~927.939%~~1 ~~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~~Fixed ~~N/A~~0411663046 ~~Nov-2006~~Loan ~~N/A~~Paid ~~N/A~~in ~~Dec-2006~~Full N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 10.940% N/A Jun-2007 (1~~,457.285%~~) ~~N/A Jul-2007 3~~7.~~876% N/A Jul-2007 407.957% N/A Aug-2007 16.999% N/A Aug-2007 1,479.~~600% ~~N/A~~360 ~~Sep-2007~~9 ~~13.559%~~Group ~~N/A Sep-2007~~ 1~~,005.076%~~ ~~N/A Oct~~-~~2007~~ ~~4.635%~~Fixed ~~N/A~~0411663301 ~~Oct-2007~~Loan ~~299.139%~~Paid ~~N/A *The text reported~~ in ~~the~~Full ~~above~~0 ~~table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report~~9.050% ~~The~~360 ~~graphically~~9 ~~on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com.~~ Group 1 - Fixed ~~SMM~~0411663315 ~~CPR~~Loan ~~PSA~~Paid ~~Current~~in ~~Month~~Full ~~0.003%~~(2) ~~Current Month 0~~8.~~031~~850% ~~Current~~360 ~~Month~~10 ~~2.032%~~Group ~~3 Month Average~~ 1~~.001%~~ 3- ~~Month~~Fixed ~~Average~~0411663323 ~~11.021%~~Loan 3Paid ~~Month~~in ~~Average~~Full ~~905.908%~~4 ~~12 Month Average 0~~9.~~000~~775% 12360 ~~Month~~9 ~~Average~~Group ~~0.000%~~1 ~~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~~Fixed ~~N/A~~0411663983 ~~Nov-2006~~Loan ~~N/A~~Paid ~~N/A~~in ~~Dec-2006~~Full ~~N/A~~(1) ~~N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007~~ 8.~~121~~500% ~~N/A~~360 ~~Jun-2007~~9 Group 1~~,081.976%~~ ~~N/A Jul~~-~~2007~~ ~~3.053%~~Fixed ~~N/A~~0411976207 ~~Jul-2007~~Loan ~~321.571%~~Paid ~~N/A~~in ~~Aug-2007~~Full ~~20.330% N/A Aug-2007~~ (1~~,772~~) 7.~~101~~900% ~~N/A~~360 ~~Sep-2007~~ 12~~.701%~~ ~~N/A~~Group ~~Sep-2007~~1 ~~943.590% N/A Oct~~-~~2007~~ ~~0.031%~~ARM ~~N/A~~0411663021 ~~Oct-2007~~Liquidation 2 6.~~032~~600% ~~N/A~~360 *The10 text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 - ARM ~~SMM~~0411663347 ~~CPR~~Loan ~~PSA~~Paid ~~Current~~in ~~Month~~Full 0~~.899%~~ ~~Current Month 10~~7.~~275~~575% ~~Current~~360 ~~Month~~9 ~~665.782%~~Group ~~3 Month Average~~ 1~~.332%~~ 3- ~~Month~~ARM ~~Average~~0411663693 ~~14.802%~~Loan 3Paid ~~Month~~in ~~Average~~Full ~~1,148.827% 12 Month Average~~ 0~~.000%~~ ~~12 Month Average 0~~9.~~000~~200% 12360 ~~Month~~9 ~~Average~~Group ~~0.000%~~1 ~~CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov~~-~~2006~~ ~~N/A~~ARM ~~N/A~~0411663763 ~~Nov-2006~~Loan ~~N/A~~Paid ~~N/A~~in ~~Dec-2006~~Full ~~N/A~~2 N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 177.~~842~~850% ~~N/A~~360 ~~Jun-2007~~9 ~~2,403.527%~~Group ~~N/A~~1 ~~Jul~~-~~2007~~ ~~3.334%~~ARM ~~N/A~~0411664051 ~~Jul-2007~~Loan ~~353.994%~~Paid ~~N/A~~in ~~Aug-2007~~Full ~~18.118%~~0 ~~N/A Aug-2007 1,587~~8.~~764~~725% ~~N/A~~360 ~~Sep-2007~~9 ~~16.014%~~Group ~~N/A Sep-2007~~ 1~~,192.936%~~ ~~N/A Oct~~-~~2007~~ ~~10.275%~~ARM ~~N/A~~0411976214 ~~Oct-2007~~Loan ~~665.782%~~Paid ~~N/A *The text reported~~ in ~~the~~Full ~~above~~(1) ~~table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report~~8.500% ~~The~~360 ~~graphically~~11 ~~on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com.~~ Group 2 - ~~Fixed~~ARM ~~SMM~~0411663349 ~~CPR~~Loan ~~PSA~~Paid ~~Current~~in ~~Month~~Full 0~~.003%~~ ~~Current Month 0.040% Current Month 2.604% 3 Month Average 0.541% 3 Month Average 6.198% 3 Month Average 505.287%~~ 12 ~~Month Average 0~~.~~000~~350% 12360 ~~Month~~9 ~~Average~~Group ~~0.000%~~2 ~~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~~ARM ~~N/A~~0411664168 ~~Nov-2006~~Loan ~~N/A~~Paid ~~N/A~~in ~~Dec-2006~~Full N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0~~.011%~~ ~~N/A Jun-2007 1~~6.~~432~~875% ~~N/A~~360 ~~Jul-2007 10.940% N/A Jul-2007 1,145.135% N/A Aug-2007~~ 11~~.129%~~ N/A Aug-2007 965.004% N/A Sep-2007 7.425% N/A Sep-2007 548.252% N/A Oct-2007 0.040% N/A Oct-2007 2.604% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 - ARM ~~SMM~~0411664173 ~~CPR~~Loan ~~PSA~~Paid ~~Current~~in ~~Month~~Full 0~~.005%~~ ~~Current Month 0~~6.~~056~~750% ~~Current~~360 ~~Month~~11 ~~3.573%~~Group 3 Month Average 0.698% 3 Month Average 7.908% 3 Month Average 622.128% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 2~~.869%~~ ~~N/A Jun~~-~~2007~~ ~~371.194%~~ARM ~~N/A~~0411976243 ~~Jul-2007~~Loan ~~1.163%~~Paid ~~N/A Jul-2007 119.602% N/A Aug-2007 11.006% N/A Aug-2007 938.989% N/A Sep-2007 12.663% N/A Sep-2007 923.823% N/A Oct-2007 0.056% N/A Oct-2007 3.573% N/A *The text reported~~ in ~~the~~Full 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~~9.2525% *360 ~~MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))~~11

Prepayment Rates

Interest Rate Stratification Summary Group 1 - Fixed Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.250 0 0.00 0.000 0 0.00 0.000 5.250 5.749 1 ~~492~~491,~~521~~879.2130 0.~~149~~151 0 0.00 0.000 5.750 6.249 2 1,032,~~460~~279.5847 0.~~312~~318 1 182,~~957~~776.8473 0.~~185~~187 6.250 6.749 ~~127~~124 4140,~~478~~272,~~163~~013.2690 12.~~549~~388 32 8,~~339~~335,~~901~~274.4256 8.~~418~~520 6.750 7.249 ~~242~~240 6867,~~356~~764,~~912~~158.5636 20.~~681~~845 78 17,~~437~~423,~~751~~367.6329 17.~~601~~810 7.250 7.749 ~~289~~286 6665,~~549~~895,~~402~~857.2732 20.~~135~~271 9190 19,~~694~~448,~~383~~609.1890 19.~~879~~880 7.750 8.249 ~~242~~239 5453,~~138~~667,~~707~~460.7650 16.~~380~~509 8382 1716,~~035~~939,~~989~~528.7956 17.~~196~~315 8.250 8.749 ~~167~~162 3635,~~340~~329,~~225~~032.4169 10.~~995~~868 5855 11,~~896~~396,~~137~~078.90 12 11.~~008~~649 8.750 9.249 ~~133~~129 2221,~~201~~359,~~541~~625.8962 6.~~717~~571 5453 10,~~469~~386,~~296~~926.8497 10.~~568~~617 9.250 9.749 9593 16,~~456~~041,~~471~~357.9974 4.~~979~~935 4241 7,~~833~~723,~~240~~320.2670 7.~~907~~895 9.750 10.249 4443 6,~~213~~026,~~255~~453.4786 1.~~880~~854 2019 3,~~244~~060,~~750~~687.3061 3.~~275~~129 10.250 10.749 40 4,~~897~~893,~~006~~963.43 1.~~482~~505 13 2,~~113~~112,~~529~~284.5715 2.~~133~~159 10.750 11.249 73 4,~~796~~793,~~879~~327.5215 1.~~451~~474 2 380,~~554~~264.4915 0.~~384~~389 11.250 11.749 52 3,~~570~~568,~~616~~017.5322 1.~~080~~098 1 139,~~616~~523.5186 0.~~141~~143 11.750 12.249 4140 2,~~914~~862,~~416~~840.9969 0.~~882~~881 2 302,~~386~~198.1054 0.~~305~~309 12.250 12.749 23 1,~~084~~083,~~430~~935.0938 0.~~328~~333 0 0.00 0.000 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~571~~547 ~~330~~325,~~523~~082,~~011~~202.9663 100.000 ~~477~~469 9997,~~070~~830,~~495~~841.8314 100.000

Interest Rate Stratification (continued) Group 1 - ARM Group 2 - Fixed Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.250 0 0.00 0.000 0 0.00 0.000 5.250 5.749 1 ~~492~~491,~~521~~879.2130 0.~~343~~350 0 0.00 0.000 5.750 6.249 1 849,502.74 0.~~591~~604 0 0.00 0.000 6.250 6.749 5351 1918,~~108~~267,~~812~~911.2949 1312.~~305~~982 22 6,~~030~~021,~~827~~526.3628 15.~~238~~233 6.750 7.249 9392 3332,~~223~~947,~~648~~561.0335 23.~~132~~414 36 7,~~392~~382,~~648~~868.9585 18.~~679~~677 7.250 7.749 ~~114~~112 3231,~~001~~613,~~486~~213.8980 22.~~281~~466 44 8,~~255~~246,~~569~~184.0817 20.~~859~~861 7.750 8.249 9492 2726,~~313~~951,~~486~~602.8122 19.~~017~~153 35 5,~~495~~488,~~933~~422.4071 13.~~886~~884 8.250 8.749 5957 1615,~~082~~581,~~051~~382.4365 11.~~197~~073 28 4,~~376~~370,~~168~~829.9229 11.057 8.750 9.249 3836 6,~~919~~383,~~685~~809.3693 4.~~818~~537 19 2,~~441~~439,~~918~~149.6163 6.170 9.250 9.749 23 5,~~069~~065,~~161~~604.3764 3.~~529~~600 15 1,~~881~~880,~~846~~108.3754 4.~~755~~756 9.750 10.249 3 1,~~406~~405,~~861~~493.2012 0.~~980~~999 10 ~~602~~601,~~577~~992.5614 1.523 10.250 10.749 3 663,~~463~~257.2814 0.~~462~~471 6 648,~~673~~146.3918 1.~~639~~640 10.750 11.249 0 0.00 0.000 25 1,~~072~~071,~~478~~637.4997 2.~~710~~711 11.250 11.749 1 495,~~714~~376.1086 0.~~345~~352 13 492,~~594~~329.5647 1.245 11.750 12.249 0 0.00 0.000 9 595,~~894~~531.9318 1.~~506~~507 12.250 12.749 0 0.00 0.000 8 290,~~945~~783.4221 0.~~735~~736 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total ~~483~~472 ~~143~~140,~~626~~716,~~394~~595.7124 100.000 270 39,~~578~~529,~~077~~509.0462 100.000

Interest Rate Stratification (continued) Group 2 - ARM Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.250 0 0.00 0.000 5.250 5.749 0 0.00 0.000 5.750 6.249 0 0.00 0.000 6.250 6.749 2019 7,~~998~~647,~~622~~301.1957 16.~~578~~269 6.750 7.249 3534 10,~~302~~010,~~863~~360.9587 21.~~354~~296 7.250 7.749 40 6,~~597~~587,~~963~~849.1245 1314.~~675~~015 7.750 8.249 30 4,~~293~~287,~~297~~907.7601 89.~~898~~122 8.250 8.749 22 3,~~985~~980,~~867~~742.1663 8.~~261~~469 8.750 9.249 2221 2,~~370~~149,~~641~~739.0809 4.~~913~~573 9.250 9.749 1514 1,~~672~~372,~~223~~323.9986 32.~~466~~920 9.750 10.249 11 ~~959~~958,~~066~~280.4199 12.~~988~~039 10.250 10.749 18 1,~~471~~470,~~340~~275.1996 3.~~050~~128 10.750 11.249 46 3,~~343~~341,~~846~~425.5403 67.~~931~~109 11.250 11.749 37 2,~~442~~440,~~691~~787.3603 5.~~063~~193 11.750 12.249 3029 21,~~016~~965,~~135~~110.9697 4.~~179~~181 12.250 12.749 15 793,~~484~~152.6717 1.~~645~~687 >= 13.000 0 0.00 0.000 Total ~~341~~336 4847,~~248~~005,~~044~~256.3863 100.000

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