EX-99.2 2 bnc07004_ex992-200803.txt EX-99.2 Contact Us: (logo) RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Bankruptcy Report Date: 4/1/2008 10:12:24 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008
Investor Ln Nbr Chapter Current Value Confirmation Date Current UPB Plan Paid to Loan Number Filing Date Sr/Jr Lien Bal Prepetition Due Date Servicer Name Date Originator 124662883 13 $369,000.00 $252,330.47 24506230 2/12/2008 $0.00 Chase 124952441 7 $175,000.00 $137,980.29 24678310 1/2/2008 $0.00 Chase Bankruptcy Report Date: 4/1/2008 10:12:24 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 (cont.) Investor Ln Nbr Post Petition Due End Date Amount Last Paid Last Payment Date Loan Number Date Dismissal Date Servicer Name Originator 124662883 $1,556.04 2/29/2008 24506230 Chase 124952441 $1,089.47 11/2/2007 24678310 Chase
Contact Us: (logo) RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Default Summary Dashboard (OTS) Date: 4/1/2008 10:11:33 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008
Delinquencies Per Servicer CURRENT 30 60 90+ Total Count UPB Count UPB Count UPB Count UPB Count UPB Delinquent N/A N/A 53 $14,494,607.42 16 $4,434,764.29 0 $0.00 69 $18,929,371.71 Foreclosure 0 $0.00 0 $0.00 0 $0.00 4 $1,411,932.14 4 $1,411,932.14 Bankruptcy 0 $0.00 1 $252,330.47 1 $137,980.29 0 $0.00 2 $390,310.76 REO N/A N/A 0 $0.00 0 $0.00 0 $0.00 0 $0.00 FB(Contractual) 1 $234,758.68 0 $0.00 0 $0.00 0 $0.00 1 $234,758.68 Total 1 $234,758.68 54 $14,746,937.89 17 $4,572,744.58 4 $1,411,932.14 76 $20,966,373.29 Trustee Per Servicer CURRENT 30 60 90+ Total Count UPB Count UPB Count UPB Count UPB Count UPB Delinquent 0 $0.00 53 $14,478,025.98 16 $4,429,162.75 0 $0.00 69 $18,907,188.73 Foreclosure 0 $0.00 0 $0.00 0 $0.00 4 $1,409,951.79 4 $1,409,951.79 Bankruptcy 0 $0.00 1 $251,729.32 1 $137,939.93 0 $0.00 2 $389,669.25 REO 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 FB(Contractual) 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 Total 0 $0.00 54 $14,729,755.30 17 $4,567,102.68 4 $1,409,951.79 75 $20,706,809.77
Trustee Report We have reconciled the trust report to the data received from the servicer and have identified the following: THERE ARE NO REPORTING VARIANCES FOR THE MARCH DISTRIBUTION. Contact Us: (logo) RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com
Delinquency Report Date: 4/1/2008 10:12:35 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 Investor Ln Nbr Lien State First Pmt Cont. Due Date Orig. Value Orig. Amount Loan Number Position FICO(Date) Last Paid Dt. Valuation Date Current Current Bal Servicer Name Aging/Delinquency Value Originator 124255803 1 CT 5/1/2007 1/1/2008 $285,000.00 $203,000.00 24273914 DELINQ(57/57) 557() 2/6/2008 $285,000.00 $201,820.30 Chase 124258500 1 OR 5/1/2007 1/1/2008 $315,000.00 $267,750.00 24307233 DELINQ(57/57) 724() 2/15/2008 $315,000.00 $267,112.84 Chase 124270000 1 CA 5/1/2007 12/1/2007 $380,000.00 $194,658.00 24313553 DELINQ(87/87) 578() 11/19/2007 $380,000.00 $192,792.22 Chase 124281445 1 VA 5/1/2007 1/1/2008 $167,000.00 $139,400.00 24281420 DELINQ(57/57) 591() 1/31/2008 $167,000.00 $139,157.14 Chase 124418591 1 NY 6/1/2007 1/1/2008 $340,000.00 $289,000.00 24409898 DELINQ(57/57) 1/9/2008 $340,000.00 $288,445.48 Chase 124421520 1 CA 5/1/2007 1/1/2008 $450,000.00 $290,000.00 24350092 DELINQ(57/57) 701() 12/5/2007 $450,000.00 $289,248.33 Chase 124433426 1 VA 6/1/2007 1/1/2008 $204,000.00 $160,000.00 24382624 DELINQ(57/57) 565() 2/7/2008 $204,000.00 $159,999.85 Chase 124436676 1 AZ 6/1/2007 1/1/2008 $205,000.00 $153,600.00 24366643 DELINQ(57/57) 586() 2/6/2008 $205,000.00 $153,271.24 Chase 124439126 1 CA 6/1/2007 1/1/2008 $260,000.00 $164,000.00 24361669 DELINQ(57/57) 728() 12/31/2007 $260,000.00 $163,609.26 Chase 124447087 1 FL 6/1/2007 12/1/2007 $330,000.00 $214,000.00 24439325 DELINQ(87/87) 508() 1/31/2008 $330,000.00 $213,644.35 Chase 124450131 1 CA 5/1/2007 12/1/2007 $400,000.00 $280,000.00 24362188 DELINQ(87/87) 746() 11/8/2007 $400,000.00 $279,348.76 Chase 124660051 1 CA 7/1/2007 1/1/2008 $320,000.00 $256,000.00 24505505 DELINQ(57/57) 649() 12/13/2007 $320,000.00 $256,000.00 Chase 124660408 1 VA 7/1/2007 1/1/2008 $895,000.00 $716,000.00 24428799 DELINQ(57/57) 642() 12/31/2007 $895,000.00 $716,000.00 Chase 124662099 1 MD 7/1/2007 1/1/2008 $205,000.00 $140,000.00 24506115 DELINQ(57/57) 461() 1/31/2008 $205,000.00 $139,269.90 Chase 124663923 1 IL 7/1/2007 1/1/2008 $542,000.00 $419,000.00 24467748 DELINQ(57/57) 524() 2/29/2008 $542,000.00 $417,888.16 Chase 124665126 1 FL 6/1/2007 12/1/2007 $290,000.00 $246,500.00 24485617 DELINQ(87/87) 637() 11/4/2007 $290,000.00 $246,375.76 Chase 124667486 1 CA 7/1/2007 1/1/2008 $560,000.00 $341,000.00 24507378 DELINQ(57/57) 557() 1/15/2008 $560,000.00 $340,429.25 Chase 124670456 1 CA 7/1/2007 12/1/2007 $490,000.00 $367,500.00 24451445 DELINQ(87/87) 553() 11/16/2007 $490,000.00 $366,708.64 Chase 124671140 1 CT 7/1/2007 1/1/2008 $780,000.00 $624,000.00 24468472 DELINQ(57/57) 637() 12/31/2007 $780,000.00 $621,458.35 Chase 124671199 1 CT 7/1/2007 12/1/2007 $270,000.00 $180,000.00 24486425 DELINQ(87/87) 572() 11/15/2007 $270,000.00 $179,639.88 Chase 124671538 1 HI 7/1/2007 1/1/2008 $555,000.00 $151,000.00 24508350 DELINQ(57/57) 567() 2/26/2008 $555,000.00 $150,406.28 Chase 124672130 1 NY 6/1/2007 12/1/2007 $520,000.00 $350,000.00 24440430 DELINQ(87/87) 551() 1/9/2008 $520,000.00 $348,648.62 Chase 124672593 1 NY 7/1/2007 1/1/2008 $450,000.00 $292,500.00 24451700 DELINQ(57/57) 622() 12/27/2007 $450,000.00 $292,238.36 Chase 124678269 1 FL 7/1/2007 1/1/2008 $340,000.00 $253,000.00 24487134 DELINQ(57/57) 477() 2/29/2008 $340,000.00 $252,464.21 Chase 124681503 1 NY 7/1/2007 1/1/2008 $540,000.00 $375,000.00 24487449 DELINQ(57/57) 522() 1/31/2008 $540,000.00 $373,218.01 Chase 124682923 1 AZ 7/1/2007 1/1/2008 $200,000.00 $154,000.00 24469942 DELINQ(57/57) 586() 2/6/2008 $200,000.00 $153,726.94 Chase 124684739 1 GA 7/1/2007 12/1/2007 $150,000.00 $127,500.00 24452989 DELINQ(87/87) 768() 11/10/2007 $150,000.00 $127,184.71 Chase 124686171 1 AZ 7/1/2007 12/1/2007 $234,000.00 $186,867.00 24487910 DELINQ(87/87) 424() 10/31/2007 $234,000.00 $186,867.00 Chase 124687039 1 CA 7/1/2007 1/1/2008 $380,000.00 $300,000.00 24474280 DELINQ(57/57) 591() 1/14/2008 $380,000.00 $299,662.23 Chase 124688797 1 CA 6/1/2007 1/1/2008 $670,000.00 $330,000.00 24432130 DELINQ(57/57) 540() 1/28/2008 $670,000.00 $329,020.05 Chase 124690082 1 CA 6/1/2007 1/1/2008 $575,000.00 $460,000.00 24432338 DELINQ(57/57) 652() 12/24/2007 $575,000.00 $460,000.00 Chase 124690124 1 CA 6/1/2007 1/1/2008 $236,000.00 $177,000.00 24432346 DELINQ(57/57) 612() 1/31/2008 $236,000.00 $177,000.00 Chase 124692757 1 FL 7/1/2007 1/1/2008 $235,000.00 $188,000.00 24488736 DELINQ(57/57) 484() 1/12/2008 $235,000.00 $187,182.77 Chase 124693276 1 FL 7/1/2007 12/1/2007 $210,000.00 $157,500.00 24471203 DELINQ(87/87) 634() 11/13/2007 $210,000.00 $157,110.54 Chase 124693649 1 NJ 7/1/2007 12/1/2007 $175,000.00 $148,750.00 24482556 DELINQ(87/87) 529() 1/11/2008 $175,000.00 $148,623.91 Chase 124694076 1 FL 7/1/2007 1/1/2008 $225,000.00 $157,500.00 24513228 DELINQ(57/57) 632() 12/2/2007 $225,000.00 $157,212.62 Chase 124695123 1 AZ 7/1/2007 1/1/2008 $205,000.00 $153,750.00 24488983 DELINQ(57/57) 610() 1/31/2008 $205,000.00 $153,131.29 Chase 124695719 1 MD 6/1/2007 12/1/2007 $638,000.00 $542,090.00 24441354 DELINQ(87/87) 634() 1/15/2008 $638,000.00 $541,774.03 Chase 124695982 1 MD 7/1/2007 1/1/2008 $200,000.00 $140,000.00 24474488 DELINQ(57/57) 456() 1/29/2008 $200,000.00 $139,803.19 Chase 124696014 1 MD 7/1/2007 1/1/2008 $390,000.00 $315,000.00 24513855 DELINQ(57/57) 614() 1/3/2008 $390,000.00 $313,389.23 Chase 124696063 1 VA 7/1/2007 1/1/2008 $140,000.00 $112,000.00 24513889 DELINQ(57/57) 659() 12/13/2007 $140,000.00 $111,662.83 Chase 124755380 1 IL 7/1/2007 1/1/2008 $438,000.00 $352,000.00 24524761 DELINQ(57/57) 524() 2/29/2008 $438,000.00 $351,065.94 Chase 124756263 1 CA 8/1/2007 12/1/2007 $460,000.00 $340,000.00 24529000 DELINQ(87/87) 541() 11/16/2007 $460,000.00 $340,000.00 Chase 124756479 1 CT 8/1/2007 12/1/2007 $355,000.00 $266,000.00 24525313 DELINQ(87/87) 502() 1/28/2008 11/19/2007 $320,000.00 $265,752.52 Chase 124758038 1 VA 7/1/2007 12/1/2007 $335,000.00 $268,000.00 24526147 DELINQ(87/87) 599() 1/31/2008 2/11/2008 $335,000.00 $267,434.45 Chase 124782350 1 CA 8/1/2007 1/1/2008 $270,000.00 $198,500.00 24539009 DELINQ(57/57) 536() 12/5/2007 $270,000.00 $197,708.56 Chase 124783986 1 PA 8/1/2007 1/1/2008 $160,000.00 $128,000.00 24539801 DELINQ(57/57) 502() 1/22/2008 $160,000.00 $127,608.75 Chase 124784877 1 AZ 8/1/2007 1/1/2008 $205,000.00 $123,500.00 24536336 DELINQ(57/57) 585() 2/6/2008 $205,000.00 $123,232.11 Chase 124794439 1 FL 8/1/2007 1/1/2008 $276,300.00 $170,000.00 24552309 DELINQ(57/57) 594() 12/31/2007 $276,300.00 $169,439.20 Chase 124798760 1 NV 8/1/2007 1/1/2008 $315,000.00 $267,750.00 24554578 DELINQ(57/57) 643() 12/28/2007 $315,000.00 $267,672.46 Chase 124829474 1 IL 8/1/2007 1/1/2008 $965,000.00 $675,500.00 24570269 DELINQ(57/57) 497() 1/31/2008 $965,000.00 $674,611.31 Chase 124829995 1 MD 8/1/2007 1/1/2008 $310,000.00 $248,000.00 24580664 DELINQ(57/57) 584() 1/22/2008 $310,000.00 $247,086.48 Chase 124830084 1 CA 8/1/2007 1/1/2008 $450,000.00 $360,000.00 24566127 DELINQ(57/57) 612() 2/29/2008 $450,000.00 $359,499.54 Chase 124830209 1 CA 8/1/2007 1/1/2008 $345,000.00 $267,750.00 24570616 DELINQ(57/57) 659() 12/12/2007 $345,000.00 $267,535.60 Chase 124830704 1 CA 8/1/2007 1/1/2008 $650,000.00 $363,000.00 24580896 DELINQ(57/57) 558() 2/29/2008 $650,000.00 $362,417.54 Chase 124830795 1 CA 8/1/2007 1/1/2008 $360,000.00 $260,750.00 24570954 DELINQ(57/57) 576() 2/29/2008 $360,000.00 $260,360.48 Chase 124833476 1 MA 8/1/2007 1/1/2008 $425,000.00 $245,000.00 24581746 DELINQ(57/57) 529() 1/18/2008 $425,000.00 $244,128.37 Chase 124834763 1 MD 8/1/2007 1/1/2008 $425,000.00 $290,000.00 24573099 DELINQ(57/57) 536() 1/18/2008 $425,000.00 $289,014.01 Chase 124834904 1 WA 8/1/2007 1/1/2008 $162,000.00 $134,800.00 24582264 DELINQ(57/57) 593() 1/25/2008 $162,000.00 $134,612.61 Chase 124835323 1 CA 8/1/2007 1/1/2008 $1,120,000.00 $840,000.00 24582413 DELINQ(57/57) 633() 12/31/2007 $1,120,000.00 $839,339.91 Chase 124835505 1 CA 8/1/2007 1/1/2008 $227,000.00 $181,600.00 24573487 DELINQ(57/57) 523() 2/9/2008 1/11/2008 $172,500.00 $181,030.01 Chase 124863150 1 MD 8/1/2007 1/1/2008 $560,000.00 $340,000.00 24586323 DELINQ(57/57) 521() 1/17/2008 $560,000.00 $339,560.44 Chase 124863523 1 CA 8/1/2007 1/1/2008 $475,000.00 $318,000.00 24586646 DELINQ(57/57) 550() 2/29/2008 $475,000.00 $316,744.52 Chase 124864752 1 WA 8/1/2007 1/1/2008 $330,000.00 $263,332.00 24584856 DELINQ(57/57) 530() 2/29/2008 $330,000.00 $262,463.35 Chase 124883190 1 MD 9/1/2007 1/1/2008 $180,000.00 $144,000.00 24597866 DELINQ(57/57) 607() 1/16/2008 $180,000.00 $143,756.01 Chase 124903352 1 WA 9/1/2007 1/1/2008 $475,000.00 $332,500.00 24621187 DELINQ(57/57) 590() 1/25/2008 $475,000.00 $332,008.43 Chase 124903618 1 CA 9/1/2007 12/1/2007 $765,000.00 $573,500.00 24621336 DELINQ(87/87) 643() 10/4/2007 $765,000.00 $572,858.90 Chase 124948225 1 OH 10/1/2007 1/1/2008 $130,000.00 $110,500.00 24667032 DELINQ(57/57) 521() 1/30/2008 $130,000.00 $110,417.09 Chase 124949330 1 NV 10/1/2007 1/1/2008 $223,000.00 $189,550.00 24667701 DELINQ(57/57) 611() 12/15/2007 $223,000.00 $189,466.59 Chase Delinquency Report Date: 4/1/2008 10:12:35 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 (cont.) Investor Ln Nbr OLTV MI Co BPO Var. % Boarding Date Status History Loan Number LTV MI Cov.% Loan Type Sr/Jr Lien Bal Servicer Name Originator 124255803 71.23% 0.00% 3/12/2007 24273914 70.81% F $0.00 Chase 124258500 85.00% 0.00% 3/26/2007 24307233 84.79% I $0.00 Chase 124270000 51.23% 0.00% 3/27/2007 24313553 50.73% F $0.00 Chase 124281445 83.47% 0.00% 3/14/2007 24281420 83.32% F $0.00 Chase 124418591 85.00% 0.00% 4/30/2007 24409898 84.83% F $0.00 Chase 124421520 64.44% 0.00% 4/9/2007 24350092 64.27% I $0.00 Chase 124433426 78.43% 0.00% 4/23/2007 24382624 78.43% F $0.00 Chase 124436676 74.93% 0.00% 4/16/2007 24366643 74.76% I $0.00 Chase 124439126 63.08% 0.00% 4/13/2007 24361669 62.92% F $0.00 Chase 124447087 64.85% 0.00% 5/8/2007 24439325 64.74% F $0.00 Chase 124450131 70.00% 0.00% 4/13/2007 24362188 69.83% F $0.00 Chase 124660051 80.00% 0.00% 6/5/2007 24505505 80.00% F $0.00 Chase 124660408 80.00% 0.00% 5/7/2007 24428799 80.00% I $0.00 Chase 124662099 68.29% 0.00% 6/5/2007 24506115 67.93% I $0.00 Chase 124663923 77.31% 0.00% 5/22/2007 24467748 77.10% I $0.00 Chase 124665126 85.00% 0.00% 5/29/2007 24485617 84.95% F $0.00 Chase 124667486 60.89% 0.00% 6/5/2007 24507378 60.79% F $0.00 Chase 124670456 75.00% 0.00% 5/14/2007 24451445 74.83% I $0.00 Chase 124671140 80.00% 0.00% 5/22/2007 24468472 79.67% I $0.00 Chase 124671199 66.67% 0.00% 5/29/2007 24486425 66.53% F $0.00 Chase 124671538 27.21% 0.00% 6/5/2007 24508350 27.10% I $0.00 Chase 124672130 67.31% 0.00% 5/8/2007 24440430 67.04% F $0.00 Chase 124672593 65.00% 0.00% 5/14/2007 24451700 64.94% I $0.00 Chase 124678269 74.41% 0.00% 5/29/2007 24487134 74.25% I $0.00 Chase 124681503 69.44% 0.00% 5/29/2007 24487449 69.11% F $0.00 Chase 124682923 77.00% 0.00% 5/22/2007 24469942 76.86% I $0.00 Chase 124684739 85.00% 0.00% 5/14/2007 24452989 84.78% I $0.00 Chase 124686171 79.86% 0.00% 5/29/2007 24487910 79.85% F $0.00 Chase 124687039 78.95% 0.00% 5/23/2007 24474280 78.85% F $0.00 Chase 124688797 49.25% 0.00% 5/7/2007 24432130 49.10% I $0.00 Chase 124690082 80.00% 0.00% 5/7/2007 24432338 80.00% I $0.00 Chase 124690124 75.00% 0.00% 5/7/2007 24432346 75.00% I $0.00 Chase 124692757 80.00% 0.00% 5/29/2007 24488736 79.65% F $0.00 Chase 124693276 75.00% 0.00% 5/22/2007 24471203 74.81% F $0.00 Chase 124693649 85.00% 0.00% 5/29/2007 24482556 84.92% F $0.00 Chase 124694076 70.00% 0.00% 6/5/2007 24513228 69.87% F $0.00 Chase 124695123 75.00% 0.00% 5/29/2007 24488983 74.69% F $0.00 Chase 124695719 84.97% 0.00% 5/8/2007 24441354 84.91% I $0.00 Chase 124695982 70.00% 0.00% 5/23/2007 24474488 69.90% F $0.00 Chase 124696014 80.77% 0.00% 6/5/2007 24513855 80.35% I $0.00 Chase 124696063 80.00% 0.00% 6/5/2007 24513889 79.75% F $0.00 Chase 124755380 80.37% 0.00% 6/11/2007 24524761 80.15% I $0.00 Chase 124756263 73.91% 0.00% 6/12/2007 24529000 73.91% I $0.00 Chase 124756479 74.93% -9.85% 6/11/2007 24525313 83.04% F $0.00 Chase 124758038 80.00% 0.00% 6/11/2007 24526147 79.83% F $0.00 Chase 124782350 73.52% 0.00% 6/18/2007 24539009 73.22% F $0.00 Chase 124783986 80.00% 0.00% 6/18/2007 24539801 79.75% F $0.00 Chase 124784877 60.24% 0.00% 6/18/2007 24536336 60.11% I $0.00 Chase 124794439 61.53% 0.00% 6/25/2007 24552309 61.32% I $0.00 Chase 124798760 85.00% 0.00% 6/25/2007 24554578 84.97% I $0.00 Chase 124829474 70.00% 0.00% 7/2/2007 24570269 69.90% I $0.00 Chase 124829995 80.00% 0.00% 7/3/2007 24580664 79.70% I $0.00 Chase 124830084 80.00% 0.00% 6/29/2007 24566127 79.88% I $0.00 Chase 124830209 77.61% 0.00% 7/2/2007 24570616 77.54% F $0.00 Chase 124830704 55.85% 0.00% 7/3/2007 24580896 55.75% I $0.00 Chase 124830795 72.43% 0.00% 7/2/2007 24570954 72.32% F $0.00 Chase 124833476 57.65% 0.00% 7/3/2007 24581746 57.44% F $0.00 Chase 124834763 68.24% 0.00% 7/2/2007 24573099 68.00% F $0.00 Chase 124834904 83.21% 0.00% 7/3/2007 24582264 83.09% I $0.00 Chase 124835323 75.00% 0.00% 7/3/2007 24582413 74.94% I $0.00 Chase 124835505 80.00% -24.00% 7/2/2007 24573487 104.94% F $0.00 Chase 124863150 60.71% 0.00% 7/9/2007 24586323 60.63% F $0.00 Chase 124863523 66.95% 0.00% 7/9/2007 24586646 66.68% F $0.00 Chase 124864752 79.80% 0.00% 7/9/2007 24584856 79.53% I $0.00 Chase 124883190 80.00% 0.00% 7/16/2007 24597866 79.86% F $0.00 Chase 124903352 70.00% 0.00% 7/30/2007 24621187 69.89% I $0.00 Chase 124903618 74.97% 0.00% 7/30/2007 24621336 74.88% I $0.00 Chase 124948225 85.00% 0.00% 8/27/2007 24667032 84.93% I $0.00 Chase 124949330 85.00% 0.00% 8/27/2007 24667701 84.96% F $0.00 Chase
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Forbearance Report Date: 4/1/2008 10:12:28 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 Investor Ln Nbr Loan Number FB DATE Current PI Amt. FB Payment Payment Amount Servicer Name Amount Difference Originator 124692328 2/29/2008 $1,619.67 $0.00 ($1,619.67) 24432684 Chase Forbearance Report Date: 4/1/2008 10:12:28 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 (cont.) Investor Ln Nbr Loan Number Arrears Next Payment Last Paid Date Servicer Name Contractual Due Date Originator 124692328 $0.00 2/1/2008 2/29/2008 24432684 Chase
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Forecasted Losses Report Date: 4/1/2008 10:12:36 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 Investor Ln Nbr Lien State First Pmt Cont. Due Date Orig. Value Orig. Amount Loan Number Position FICO(Date) Last Paid Dt. Valuation Date Current Value Current Bal Servicer Name Aging Originator 124955139 1 FL 10/1/2007 11/1/2007 $253,000.00 $215,050.00 24685257 FC(23/119) 625() 10/13/2007 1/22/2008 $253,000.00 $214,977.37 Chase 124955121 1 FL 10/1/2007 11/1/2007 $240,000.00 $204,000.00 24685240 FC(22/119) 625() 10/13/2007 $240,000.00 $203,931.43 Chase Forecasted Losses Report Date: 4/1/2008 10:12:36 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 (cont.) Investor Ln Nbr OLTV MI Co BPO Var. % Boarding Date Status History Loan Number LTV MI Cov.% Loan Type Sr/Jr Lien Bal Servicer Name Originator 124955139 85.00% Y 0.00% 9/5/2007 24685257 84.97% I $0.00 ($12,991.53) Chase 124955121 85.00% Y 0.00% 9/5/2007 24685240 84.97% I $0.00 ($12,324.31) Chase Total Est. Loss: ($25,315.85)
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Foreclosure Report Date: 4/1/2008 10:12:28 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 Investor Ln Nbr Lien State First Pmt Cont. Due Date Orig. Value Orig. Amount Loan Number Position FICO(Date) Last Paid Dt. Valuation Date Current Current Bal Servicer Name Aging/Delinquency Value Originator 124679036 1 NY 7/1/2007 11/1/2007 $600,000.00 $450,000.00 24469488 (23/120) 537() 10/31/2007 1/16/2008 $600,000.00 $449,556.09 Chase 124757592 1 CA 7/1/2007 11/1/2007 $680,000.00 $544,000.00 24522468 (24/120) 544() 10/10/2007 1/25/2008 $680,000.00 $543,467.25 Chase 124955121 1 FL 10/1/2007 11/1/2007 $240,000.00 $204,000.00 24685240 (22/120) 625() 10/13/2007 $240,000.00 $203,931.43 Chase 124955139 1 FL 10/1/2007 11/1/2007 $253,000.00 $215,050.00 24685257 (23/120) 625() 10/13/2007 1/22/2008 $253,000.00 $214,977.37 Chase Foreclosure Report Date: 4/1/2008 10:12:28 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 (cont.) Investor Ln Nbr OLTV MI Co BPO Var. % Boarding Date Status History Loan Number LTV MI Cov.% Loan Type Sr/Jr Lien Bal Servicer Name Originator 124679036 75.00% 0.00% 5/22/2007 24469488 74.92% F $0.00 Chase 124757592 80.00% 0.00% 6/8/2007 24522468 79.92% I $0.00 Chase 124955121 85.00% 0.00% 9/5/2007 24685240 84.97% I $0.00 Chase 124955139 85.00% 0.00% 9/5/2007 24685257 84.97% I $0.00 Chase
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GainsLosses Report Date: 4/1/2008 10:12:30 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 Investor Ln Current UPB Lien Pos Loan Status Liquid Date Total Int Adv Total Corp Disposition Init G(L) Nbr Current Sr/Jr Bal MI Adv Proceeds Loan Number Value Servicer Name Originator GainsLosses Report Date: 4/1/2008 10:12:30 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 (cont.) Investor Ln Est Ins Adj G(L) Adj Inc Actual G(L) Loss Severity Nbr Proceeds Proceeds Loan Number Servicer Name Originator
Insurance Claims Settled Date: 4/1/2008 10:12:31 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 Investor Ln Nbr Original UPB Loan Status Original Value Original LTV MI Cert. # MI Cov. % Loan Number Current UPB Current Value Current LTV MI Company Cov. Type Servicer Name Originator Insurance Claims Settled Date: 4/1/2008 10:12:31 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 (cont.) Investor Ln Nbr HZ Claim Dt HZ Claim HZ Claim HZ Amt Paid Claim Close Loan Number MI Claim Dt Amount Settled MI Amt Paid Method Servicer Name MI Claim MI Claim Originator Amount Settled
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Insurance Pending Claims Date: 4/1/2008 10:12:31 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 Investor Ln Nbr Original UPB Loan Status Original Value Original LTV MI Cert. # MI Cov. % Loan Number Current UPB Current Value Current LTV MI Company Cov. Type Servicer Name Originator Insurance Pending Claims Date: 4/1/2008 10:12:31 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 (cont.) Investor Ln Nbr HZ Claim Dt HZ Claim Loan Number MI Claim Dt Amount Servicer Name MI Claim Originator Amount
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Loan Prepayment Summary Date: 4/1/2008 10:12:35 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 Investor Ln Nbr Date of Prepayment APF Flag (Y/N) Prepayment Premium Prepayment Premium Loan Number Due Received on APF Loan Servicer Name Originator 124665456 2/21/2008 Y $0.00 $6,360.29 24489445 Chase 124668898 2/28/2008 N $0.00 $0.00 24507733 Chase 124670027 2/28/2008 N $0.00 $0.00 24468373 Chase 124679721 3/13/2008 N $0.00 $0.00 24510299 Chase 124684002 2/27/2008 Y $0.00 $3,943.20 24448128 Chase 124685538 2/25/2008 N $0.00 $0.00 24456915 Chase 124687989 2/15/2008 Y $0.00 $3,758.82 24512170 Chase 124688771 2/28/2008 N $0.00 $0.00 24432122 Chase 124784042 2/28/2008 N $0.00 $0.00 24536096 Chase 124883687 2/28/2008 N $0.00 $0.00 24595019 Chase 124901182 3/6/2008 N $0.00 $0.00 24619892 Chase 124904525 3/3/2008 Y $0.00 $12,818.73 24617870 Chase 124905035 3/3/2008 N $0.00 $0.00 24618019 Chase Loan Prepayment Summary Date: 4/1/2008 10:12:35 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 (cont.) Investor Ln Nbr Prepayment Amount Total Prepayment PPP Status Loan Number Servicer Name Originator 124665456 $165,550.36 $171,910.65 24489445 Chase 124668898 $196,458.67 $196,458.67 24507733 Chase 124670027 $338,660.56 $338,660.56 24468373 Chase 124679721 $552,989.97 $552,989.97 24510299 Chase 124684002 $131,202.81 $135,146.01 24448128 Chase 124685538 $190,000.00 $190,000.00 24456915 Chase 124687989 $110,006.86 $113,765.68 24512170 Chase 124688771 $488,403.90 $488,403.90 24432122 Chase 124784042 $175,640.25 $175,640.25 24536096 Chase 124883687 $332,926.61 $332,926.61 24595019 Chase 124901182 $139,858.00 $139,858.00 24619892 Chase 124904525 $403,161.54 $415,980.27 24617870 Chase 124905035 $108,666.46 $108,666.46 24618019 Chase
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Summary Description Count UPB % of Total UPB Current 1770 $481,829,768.28 95.83% Delinq 76 $20,966,373.29 4.16% Total 1846 $502,796,141.57 Average UPB $272,370.61 WAM(Months) 352 WACLTV 67.82% WAC 7.79% Del Trigger Target Actual n/a Loan with Pre. 1591 $433,460,686.06 86.21% Penalties Loss Severity 0.00% Pymt Velocity Rate Type Stratification Description Count UPB % of Total UPB ARM 822 $247,725,104.15 49.26% Fixed Rate 1024 $255,071,037.42 50.73% Top 5 States State Count UPB % of Total UPB CA 591 $189,643,437.44 37.71% FL 255 $57,827,536.14 11.50% MD 138 $35,368,163.80 7.03% NY 103 $35,627,937.21 7.08% AZ 92 $18,500,169.46 3.67% LTV Stratification Range Count UPB % of Total UPB < 65% 566 $138,886,063.72 27.62% 65% - < 75% 601 $172,661,562.61 34.34% 75% - < 85% 619 $173,726,355.75 34.55% 85% - < 95% 53 $16,383,525.72 3.25% 95% - < 100% 4 $530,306.86 0.10% > 100% 3 $608,326.91 0.12% FICO Stratification Range Count UPB % of Total UPB N/A 23 $5,014,047.94 0.99% 300 - < 400 0 $0.00 0.00% 400 - < 500 48 $12,882,779.52 2.56% 500 - < 600 510 $132,199,994.48 26.29% 600 - < 700 1060 $291,904,823.63 58.05% 700 - < 850 205 $60,794,496.00 12.09% UPB Stratification Range Count UPB % of Total UPB 0 - < $25K 0 $0.00 0.00% $25K - < $75K 0 $0.00 0.00% $75K - < $150K 302 $37,392,363.54 7.43% $150K - < $200K 366 $64,358,014.10 12.80% > $200K 1178 $401,045,763.93 79.76% Interest Rate Stratification Range Count UPB % of Total UPB 0% - < 5% 0 $0.00 0.00% 5% - < 10% 1783 $488,418,093.22 97.14% 10% - < 15% 63 $14,378,048.35 2.85% Lien Position Stratification Position Count UPB % of Total UPB 1 1846 $502,796,141.57 100.00% Variable Rate Loans by Index Index Count UPB % of Total UPB 6 Month Libor 822 $247,725,104.15 49.26% Losses Prior Losses $0.00 Current Month L $0.00 G $0.00 Total Losses $0.00 Cum. Loss Trig Target Actual n/a %
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Red Flag Dashboard (OTS) Date: 4/1/2008 10:11:48 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 Loans Delinquent>= 90 Days Insurance Claims Pending >= 60 Days Count UPB Number of Loans Total Claim Amount Avg. Claim Avg. Aging 0 0 Non Performing FB's (No Payment for 45 Days) REO Not Listed >= 60 Days Count UPB Number of Loans Total UPB Avg. Days in Inventory 0 0 Non-Performing CH 11/13 (No Payment for 60 Days) REO in Inventory >= 200 Days Count UPB Number of Loans Total UPB Avg. Days in Inventory 0 0 Bankruptcy CH7 >= 150 Days REO Late Eviction Initiation Count UPB Number of Loans Total UPB Avg. Days in Eviction 0 0 Loan Prepayment Exceptions BPO Reconciliation (Positive Variance) Count UPB Variance Number of Loans Total UPB 0 >0/<=25% 1844 $502,349,359.04 >25/<=50% 0 $0.00 Early Payment Defaults(Excluded BK, FC, FB, REO) >50/<=75% 0 $0.00 Count UPB >75/<=100% 0 $0.00 3 $556,889.09 >100% 0 $0.00 FC's with BPO >= 180 Days BPO Reconciliation (Negative Variance) Count UPB Variance Number of Loans Total UPB 0 <0/>=-25% 2 $446,782.53 <-25/>=-50% 0 $0.00 Loans in Foreclosure >= 60 Days beyond state average <-50/>=-75% 0 $0.00 Count UPB <-75/>=-100% 0 $0.00 0 <-100% 0 $0.00
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REO Report Date: 4/1/2008 10:12:32 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 Investor Ln Tfr Dt Days in Red. State CV Val Dt Eviction Evict Start Nbr Listed Dt Inventory Red. Period UPB Val Meth Required Dt Loan State Evict Cmp Number Dt Servicer Name Originator REO Report Date: 4/1/2008 10:12:32 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 (cont.) Investor Ln Days in MI Claim Date Claim Amt List Price Contract Closing Nbr Eviction Claim Paid Claim Paid Sales Price Date Date Loan State Avg Dt Amt Number Servicer Name Originator
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Watch List Report Date: 4/1/2008 10:12:35 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 Investor Ln Nbr Lien State First Pmt Cont. Due Date Orig. Value Orig. Amount Loan Number Position FICO(Date) Last Paid Dt. Valuation Date Current Current Bal Servicer Name Aging/Delinquency Value Originator Watch List Report Date: 4/1/2008 10:12:35 AM Deal Number: BNC 2007-4 Report As of: 2/28/2008 (cont.) Investor Ln Nbr OLTV MI Co BPO Var. % Boarding Date Status History Loan Number LTV MI Cov.% Loan Type Sr/Jr Lien Bal Servicer Name Originator