EX-99.2 4 cwalt0639cb_april08.txt EXHIBIT 99.2 CWALT, INC. Alternative Loan Trust 2006-39CB Mortgage Pass-Through Certificates, Series 2006-39CB Distribution Date: 4/25/2008 THE BANK OF NEW YORK MELLON 101 Barclay Street, 8 West New York, NY 10286 Officer: Matthew Sabino 212-815-6093 Associate: Corrie Wagner 212-815-8357 Certificateholder Monthly Distribution Summary Class Certificate Beginning Pass Through Principal Class Cusip Description Rate Type Balance Rate (%) Distribution 1-A-1 02148JAA5 Senior Fix-30/360 34,338,171.52 6.000000 463,500.00 1-A-2 02148JAB3 Senior Var-30/360 3,590,112.63 3.356250 425,805.44 1-A-3 02148JAC1 Senior Var-30/360 598,352.11 21.862500 70,967.57 1-A-4 02148JAD9 Senior Fix-30/360 13,502,000.00 6.000000 0.00 1-A-5 02148JAE7 Senior Fix-30/360 2,339,000.00 6.000000 0.00 1-A-6 02148JAF4 Senior Var-30/360 53,306,545.47 3.206250 2,051,571.20 1-A-7 02148JAG2 Strip IO Var-30/360 53,306,545.47 2.793750 0.00 1-A-8 02148JAH0 Senior Fix-30/360 17,216,033.57 6.000000 178,357.20 1-A-9 02148JAJ6 Senior Fix-30/360 8,647,000.00 6.000000 68,000.00 1-A-10 02148JAK3 Senior Fix-30/360 69,606,875.69 6.000000 973,000.00 1-A-11 02148JAL1 Senior Var-30/360 88,844,242.44 3.256250 3,419,285.34 1-A-12 02148JAM9 Strip IO Var-30/360 88,844,242.44 2.743750 0.00 1-A-13 02148JBL0 Senior Fix-30/360 267,518.50 6.000000 0.00 1-A-14 02148JAN7 Senior Var-30/360 6,978,131.92 3.356250 1,078,296.05 1-A-15 02148JAP2 Senior Var-30/360 1,163,021.67 21.862500 179,715.96 1-A-16 02148JAQ0 Senior Fix-30/360 30,060,973.96 6.000000 445,130.00 1-A-17 02148JAR8 Senior Fix-30/360 117,466,951.42 6.000000 1,152,642.80 1-A-18 02148JAS6 Senior Fix-30/360 27,480,000.00 6.000000 349,000.00 1-A-19 02148JAT4 Senior Fix-30/360 16,498,000.00 6.000000 0.00 1-A-20 02148JAU1 Senior Fix-30/360 30,000,000.00 6.000000 0.00 1-X 02148JAV9 Strip IO Var-30/360 442,686,059.80 0.315666 0.00 2-A-1 02148JAW7 Senior Var-30/360 77,615,655.19 3.056250 1,007,986.34 2-A-2 02148JAX5 Strip IO Var-30/360 128,826,041.39 3.943750 0.00 2-A-3 02148JAY3 Strip PO Var-30/360 4,771,335.30 0.000000 61,964.83 2-A-4 02148JAZ0 Senior Var-30/360 48,609,744.31 3.056250 631,289.63 2-A-5 02148JBA4 Senior Var-30/360 2,600,641.90 3.056250 33,774.26 2-X 02148JBB2 Strip IO Var-30/360 139,957,118.32 0.914715 0.00 PO 2,387,688.13 0.000000 27,911.29 PO 02148JBC0 Strip PO Var-30/360 2,307,943.57 0.000000 27,911.29 PO 02148JBC0 Strip PO Var-30/360 79,744.56 0.000000 0.00 A-R 02148JBD8 Residual Fix-30/360 0.00 6.000000 0.00 M-1 02148JBE6 Subordinate Var-30/360 15,422,779.85 6.163864 7,141.37 M-2 02148JBM8 Subordinate Var-30/360 4,058,626.27 6.163864 1,879.31 M-3 02148JBN6 Subordinate Var-30/360 6,087,939.42 6.163864 2,818.96 M-4 02148JBP1 Subordinate Var-30/360 2,029,313.15 6.163864 939.65 M-5 02148JBQ9 Subordinate Var-30/360 2,028,320.81 6.163864 939.19 M-6 02148JBR7 Subordinate Var-30/360 2,435,175.76 6.163864 1,127.58 M-7 02148JBS5 Subordinate Var-30/360 1,217,587.89 6.163864 563.79 B-1 02148JBF3 Subordinate Var-30/360 1,217,587.89 6.163864 563.79 B-2 02148JBG1 Subordinate Var-30/360 1,217,587.89 6.163864 563.79 B-3 02148JBH9 Subordinate Var-30/360 2,029,313.15 6.163864 939.65 B-4 02148JBJ5 Subordinate Var-30/360 3,246,901.02 6.163864 1,503.45 B-5 02148JBK2 Subordinate Var-30/360 1,385,608.81 6.163864 641.59 Totals 700,264,737.64 12,637,820.03 Interest Total Current Cumulative Class Distribution Distribution Realized Losses Ending Balance Realized Losses 1-A-1 171,690.86 635,190.86 0.00 33,874,671.52 0.00 1-A-2 10,041.10 435,846.53 0.00 3,164,307.19 0.00 1-A-3 10,901.23 81,868.80 0.00 527,384.53 0.00 1-A-4 67,510.00 67,510.00 0.00 13,502,000.00 0.00 1-A-5 11,695.00 11,695.00 0.00 2,339,000.00 0.00 1-A-6 142,428.43 2,193,999.63 0.00 51,254,974.26 0.00 1-A-7 124,104.30 124,104.30 0.00 51,254,974.26 0.00 1-A-8 86,080.17 264,437.37 0.00 17,037,676.37 0.00 1-A-9 43,235.00 111,235.00 0.00 8,579,000.00 0.00 1-A-10 348,034.38 1,321,034.38 0.00 68,633,875.69 0.00 1-A-11 241,082.55 3,660,367.89 0.00 85,424,957.11 0.00 1-A-12 203,138.66 203,138.66 0.00 85,424,957.11 0.00 1-A-13 0.00 0.00 0.00 268,856.09 0.00 1-A-14 19,516.96 1,097,813.01 0.00 5,899,835.88 0.00 1-A-15 21,188.80 200,904.76 0.00 983,305.71 0.00 1-A-16 150,304.87 595,434.87 0.00 29,615,843.96 0.00 1-A-17 587,334.76 1,739,977.55 0.00 116,314,308.62 0.00 1-A-18 137,400.00 486,400.00 0.00 27,131,000.00 0.00 1-A-19 82,490.00 82,490.00 0.00 16,498,000.00 0.00 1-A-20 150,000.00 150,000.00 0.00 30,000,000.00 0.00 1-X 116,450.68 116,450.68 0.00 433,963,934.93 0.00 2-A-1 197,615.13 1,205,601.47 0.00 76,607,668.84 0.00 2-A-2 423,248.10 423,248.10 0.00 127,152,991.16 0.00 2-A-3 0.00 61,964.83 0.00 4,709,370.47 0.00 2-A-4 123,763.96 755,053.59 0.00 47,978,454.68 0.00 2-A-5 6,621.42 40,395.69 0.00 2,566,867.64 0.00 2-X 106,660.84 106,660.84 0.00 138,098,648.34 0.00 PO 0.00 27,911.29 0.00 2,359,776.84 0.00 PO 0.00 27,911.29 0.00 2,280,032.28 0.00 PO 0.00 0.00 0.00 79,744.56 0.00 A-R 0.50 0.50 0.00 0.00 0.00 M-1 79,214.73 86,356.10 0.00 15,415,638.48 0.00 M-2 20,845.98 22,725.29 0.00 4,056,746.96 0.00 M-3 31,268.97 34,087.93 0.00 6,085,120.45 0.00 M-4 10,422.99 11,362.64 0.00 2,028,373.49 0.00 M-5 10,417.89 11,357.09 0.00 2,027,381.61 0.00 M-6 12,507.59 13,635.17 0.00 2,434,048.18 0.00 M-7 6,253.79 6,817.59 0.00 1,217,024.09 0.00 B-1 6,253.79 6,817.59 0.00 1,217,024.09 0.00 B-2 6,253.79 6,817.59 0.00 1,217,024.09 0.00 B-3 10,422.99 11,362.64 0.00 2,028,373.49 0.00 B-4 16,676.79 18,180.23 0.00 3,245,397.58 0.00 B-5 7,116.79 7,758.38 188,369.77 1,196,597.45 1,239,087.18 Totals 3,800,193.79 16,438,013.84 188,369.77 687,439,885.36 1,239,087.18 Principal Distribution Detail Original Beginning Scheduled Certificate Certificate Principal Accretion Current Class Cusip Balance Balance Distribution Principal Realized Losses 1-A-1 02148JAA5 40,000,000.00 34,338,171.52 463,500.00 0.00 0.00 1-A-2 02148JAB3 3,810,000.00 3,590,112.63 425,805.44 0.00 0.00 1-A-3 02148JAC1 635,000.00 598,352.11 70,967.57 0.00 0.00 1-A-4 02148JAD9 13,502,000.00 13,502,000.00 0.00 0.00 0.00 1-A-5 02148JAE7 2,339,000.00 2,339,000.00 0.00 0.00 0.00 1-A-6 02148JAF4 60,000,000.00 53,306,545.47 2,051,571.20 0.00 0.00 1-A-7 02148JAG2 60,000,000.00 53,306,545.47 0.00 0.00 0.00 1-A-8 02148JAH0 20,000,000.00 17,216,033.57 178,357.20 0.00 0.00 1-A-9 02148JAJ6 9,735,000.00 8,647,000.00 68,000.00 0.00 0.00 1-A-10 02148JAK3 78,000,000.00 69,606,875.69 973,000.00 0.00 0.00 1-A-11 02148JAL1 100,000,000.00 88,844,242.44 3,419,285.34 0.00 0.00 1-A-12 02148JAM9 100,000,000.00 88,844,242.44 0.00 0.00 0.00 1-A-13 02148JBL0 247,000.00 267,518.50 0.00 1,337.59 0.00 1-A-14 02148JAN7 7,330,286.00 6,978,131.92 1,078,296.05 0.00 0.00 1-A-15 02148JAP2 1,221,714.00 1,163,021.67 179,715.96 0.00 0.00 1-A-16 02148JAQ0 37,094,000.00 30,060,973.96 445,130.00 0.00 0.00 1-A-17 02148JAR8 139,510,000.00 117,466,951.42 1,152,642.80 0.00 0.00 1-A-18 02148JAS6 28,876,000.00 27,480,000.00 349,000.00 0.00 0.00 1-A-19 02148JAT4 16,498,000.00 16,498,000.00 0.00 0.00 0.00 1-A-20 02148JAU1 30,000,000.00 30,000,000.00 0.00 0.00 0.00 1-X 02148JAV9 500,143,577.00 442,686,059.80 0.00 0.00 0.00 2-A-1 02148JAW7 106,071,428.00 77,615,655.19 1,007,986.34 0.00 0.00 2-A-2 02148JAX5 176,056,778.00 128,826,041.39 0.00 0.00 0.00 2-A-3 02148JAY3 6,520,622.00 4,771,335.30 61,964.83 0.00 0.00 2-A-4 02148JAZ0 66,431,250.00 48,609,744.31 631,289.63 0.00 0.00 2-A-5 02148JBA4 3,554,100.00 2,600,641.90 33,774.26 0.00 0.00 2-X 02148JBB2 189,999,376.00 139,957,118.32 0.00 0.00 0.00 PO 2,843,632.36 2,387,688.13 27,911.29 0.00 0.00 PO 02148JBC0 2,763,767.00 2,307,943.57 27,911.29 0.00 0.00 PO 02148JBC0 79,865.36 79,744.56 0.00 0.00 0.00 A-R 02148JBD8 100.00 0.00 0.00 0.00 0.00 M-1 02148JBE6 15,542,000.00 15,422,779.85 7,141.37 0.00 0.00 M-2 02148JBM8 4,090,000.00 4,058,626.27 1,879.31 0.00 0.00 M-3 02148JBN6 6,135,000.00 6,087,939.42 2,818.96 0.00 0.00 M-4 02148JBP1 2,045,000.00 2,029,313.15 939.65 0.00 0.00 M-5 02148JBQ9 2,044,000.00 2,028,320.81 939.19 0.00 0.00 M-6 02148JBR7 2,454,000.00 2,435,175.76 1,127.58 0.00 0.00 M-7 02148JBS5 1,227,000.00 1,217,587.89 563.79 0.00 0.00 B-1 02148JBF3 1,227,000.00 1,217,587.89 563.79 0.00 0.00 B-2 02148JBG1 1,227,000.00 1,217,587.89 563.79 0.00 0.00 B-3 02148JBH9 2,045,000.00 2,029,313.15 939.65 0.00 0.00 B-4 02148JBJ5 3,272,000.00 3,246,901.02 1,503.45 0.00 0.00 B-5 02148JBK2 2,454,672.40 1,385,608.81 641.59 0.00 188,369.77 Totals 817,981,804.76 700,264,737.64 12,637,820.03 1,337.59 188,369.77 Ending Ending Certificate Certificate Class Balance Factor 1-A-1 33,874,671.52 0.846866788 1-A-2 3,164,307.19 0.830526823 1-A-3 527,384.53 0.830526823 1-A-4 13,502,000.00 1.000000000 1-A-5 2,339,000.00 1.000000000 1-A-6 51,254,974.26 0.854249571 1-A-7 51,254,974.26 0.854249571 1-A-8 17,037,676.37 0.851883818 1-A-9 8,579,000.00 0.881253210 1-A-10 68,633,875.69 0.879921483 1-A-11 85,424,957.11 0.854249571 1-A-12 85,424,957.11 0.854249571 1-A-13 268,856.09 1.088486212 1-A-14 5,899,835.88 0.804857529 1-A-15 983,305.71 0.804857529 1-A-16 29,615,843.96 0.798399848 1-A-17 116,314,308.62 0.833734561 1-A-18 27,131,000.00 0.939569192 1-A-19 16,498,000.00 1.000000000 1-A-20 30,000,000.00 1.000000000 1-X 433,963,934.93 0.867678712 2-A-1 76,607,668.84 0.722227185 2-A-2 127,152,991.16 0.722227185 2-A-3 4,709,370.47 0.722227185 2-A-4 47,978,454.68 0.722227185 2-A-5 2,566,867.64 0.722227185 2-X 138,098,648.34 0.726837378 PO 2,359,776.84 0.829845965 PO 2,280,032.28 0.824972684 PO 79,744.56 0.998487454 A-R 0.00 0.000000000 M-1 15,415,638.48 0.991869675 M-2 4,056,746.96 0.991869673 M-3 6,085,120.45 0.991869675 M-4 2,028,373.49 0.991869678 M-5 2,027,381.61 0.991869674 M-6 2,434,048.18 0.991869674 M-7 1,217,024.09 0.991869678 B-1 1,217,024.09 0.991869678 B-2 1,217,024.09 0.991869678 B-3 2,028,373.49 0.991869678 B-4 3,245,397.58 0.991869675 B-5 1,196,597.45 0.487477453 Totals 687,439,885.36 Interest Distribution Detail Beginning Certificate Pass Through Effective Current Deferred Total Class Balance Rate (%) Coupon (%) Interest Interest Interest Due 1-A-1 34,338,171.52 6.000000 6.000000 171,690.86 0.00 171,690.86 1-A-2 3,590,112.63 3.356250 3.356250 10,041.10 0.00 10,041.10 1-A-3 598,352.11 21.862500 21.862500 10,901.23 0.00 10,901.23 1-A-4 13,502,000.00 6.000000 6.000000 67,510.00 0.00 67,510.00 1-A-5 2,339,000.00 6.000000 6.000000 11,695.00 0.00 11,695.00 1-A-6 53,306,545.47 3.206250 3.206250 142,428.43 0.00 142,428.43 1-A-7 53,306,545.47 2.793750 2.793750 124,104.30 0.00 124,104.30 1-A-8 17,216,033.57 6.000000 6.000000 86,080.17 0.00 86,080.17 1-A-9 8,647,000.00 6.000000 6.000000 43,235.00 0.00 43,235.00 1-A-10 69,606,875.69 6.000000 6.000000 348,034.38 0.00 348,034.38 1-A-11 88,844,242.44 3.256250 3.256250 241,082.55 0.00 241,082.55 1-A-12 88,844,242.44 2.743750 2.743750 203,138.66 0.00 203,138.66 1-A-13 267,518.50 6.000000 0.000000 0.00 1,337.59 1,337.59 1-A-14 6,978,131.92 3.356250 3.356250 19,516.96 0.00 19,516.96 1-A-15 1,163,021.67 21.862500 21.862500 21,188.80 0.00 21,188.80 1-A-16 30,060,973.96 6.000000 6.000000 150,304.87 0.00 150,304.87 1-A-17 117,466,951.42 6.000000 6.000000 587,334.76 0.00 587,334.76 1-A-18 27,480,000.00 6.000000 6.000000 137,400.00 0.00 137,400.00 1-A-19 16,498,000.00 6.000000 6.000000 82,490.00 0.00 82,490.00 1-A-20 30,000,000.00 6.000000 6.000000 150,000.00 0.00 150,000.00 1-X 442,686,059.80 0.315666 0.315666 116,450.68 0.00 116,450.68 2-A-1 77,615,655.19 3.056250 3.055288 197,677.37 0.00 197,677.37 2-A-2 128,826,041.39 3.943750 3.942508 423,381.42 0.00 423,381.42 2-A-3 4,771,335.30 0.000000 0.000000 0.00 0.00 0.00 2-A-4 48,609,744.31 3.056250 3.055288 123,802.94 0.00 123,802.94 2-A-5 2,600,641.90 3.056250 3.055288 6,623.51 0.00 6,623.51 2-X 139,957,118.32 0.914715 0.914516 106,684.08 0.00 106,684.08 PO 2,387,688.13 0.000000 0.000000 0.00 0.00 0.00 PO 2,307,943.57 0.000000 0.000000 0.00 0.00 0.00 PO 79,744.56 0.000000 0.000000 0.00 0.00 0.00 A-R 0.00 6.000000 0.000000 0.00 0.00 0.00 M-1 15,422,779.85 6.163864 6.163459 79,219.93 0.00 79,219.93 M-2 4,058,626.27 6.163864 6.163459 20,847.35 0.00 20,847.35 M-3 6,087,939.42 6.163864 6.163459 31,271.02 0.00 31,271.02 M-4 2,029,313.15 6.163864 6.163459 10,423.67 0.00 10,423.67 M-5 2,028,320.81 6.163864 6.163459 10,418.58 0.00 10,418.58 M-6 2,435,175.76 6.163864 6.163459 12,508.41 0.00 12,508.41 M-7 1,217,587.89 6.163864 6.163459 6,254.20 0.00 6,254.20 B-1 1,217,587.89 6.163864 6.163459 6,254.20 0.00 6,254.20 B-2 1,217,587.89 6.163864 6.163459 6,254.20 0.00 6,254.20 B-3 2,029,313.15 6.163864 6.163459 10,423.67 0.00 10,423.67 B-4 3,246,901.02 6.163864 6.163459 16,677.88 0.00 16,677.88 B-5 1,385,608.81 6.163864 6.163459 7,117.25 0.00 7,117.25 Totals 700,264,737.64 3,800,467.43 1,337.59 3,801,805.02 Net Yield Yield Rate Carryover Supplemental Supplemental Class Interest Paid After Dist. Paid After Distr 1-A-1 171,690.86 0.00 0.00 0.00 1-A-2 10,041.10 0.00 0.00 0.00 1-A-3 10,901.23 0.00 0.00 0.00 1-A-4 67,510.00 0.00 0.00 0.00 1-A-5 11,695.00 0.00 0.00 0.00 1-A-6 142,428.43 0.00 0.00 0.00 1-A-7 124,104.30 0.00 0.00 0.00 1-A-8 86,080.17 0.00 0.00 0.00 1-A-9 43,235.00 0.00 0.00 0.00 1-A-10 348,034.38 0.00 0.00 0.00 1-A-11 241,082.55 0.00 0.00 0.00 1-A-12 203,138.66 0.00 0.00 0.00 1-A-13 0.00 0.00 0.00 0.00 1-A-14 19,516.96 0.00 0.00 0.00 1-A-15 21,188.80 0.00 0.00 0.00 1-A-16 150,304.87 0.00 0.00 0.00 1-A-17 587,334.76 0.00 0.00 0.00 1-A-18 137,400.00 0.00 0.00 0.00 1-A-19 82,490.00 0.00 0.00 0.00 1-A-20 150,000.00 0.00 0.00 0.00 1-X 116,450.68 0.00 0.00 0.00 2-A-1 197,615.13 0.00 0.00 0.00 2-A-2 423,248.10 0.00 0.00 0.00 2-A-3 0.00 0.00 0.00 0.00 2-A-4 123,763.96 0.00 0.00 0.00 2-A-5 6,621.42 0.00 0.00 0.00 2-X 106,660.84 0.00 0.00 0.00 PO 0.00 0.00 0.00 0.00 PO 0.00 0.00 0.00 0.00 PO 0.00 0.00 0.00 0.00 A-R 0.50 0.00 0.00 0.00 M-1 79,214.73 0.00 0.00 0.00 M-2 20,845.98 0.00 0.00 0.00 M-3 31,268.97 0.00 0.00 0.00 M-4 10,422.99 0.00 0.00 0.00 M-5 10,417.89 0.00 0.00 0.00 M-6 12,507.59 0.00 0.00 0.00 M-7 6,253.79 0.00 0.00 0.00 B-1 6,253.79 0.00 0.00 0.00 B-2 6,253.79 0.00 0.00 0.00 B-3 10,422.99 0.00 0.00 0.00 B-4 16,676.79 0.00 0.00 0.00 B-5 7,116.79 0.00 0.00 0.00 Totals 3,800,193.79 0.00 0.00 0.00 Current Payment Information Factors per $1,000 Original Beginning Ending Certificate Certificate Principal Interest Certificate Class Cusip Balance Balance Distribution Distribution Balance 1-A-1 02148JAA5 40,000,000.00 858.454287900 11.587500000 4.292271440 846.866787900 1-A-2 02148JAB3 3,810,000.00 942.286779714 111.759956907 2.635458337 830.526822807 1-A-3 02148JAC1 635,000.00 942.286779714 111.759956907 17.167287268 830.526822807 1-A-4 02148JAD9 13,502,000.00 1000.000000000 0.000000000 5.000000000 1000.000000000 1-A-5 02148JAE7 2,339,000.00 1000.000000000 0.000000000 5.000000000 1000.000000000 1-A-6 02148JAF4 60,000,000.00 888.442424436 34.192853369 2.373807103 854.249571067 1-A-7 02148JAG2 60,000,000.00 888.442424436 0.000000000 2.068405019 854.249571067 1-A-8 02148JAH0 20,000,000.00 860.801678401 8.917860138 4.304008392 851.883818263 1-A-9 02148JAJ6 9,735,000.00 888.238315357 6.985105290 4.441191577 881.253210067 1-A-10 02148JAK3 78,000,000.00 892.395842195 12.474358974 4.461979211 879.921483220 1-A-11 02148JAL1 100,000,000.00 888.442424436 34.192853369 2.410825537 854.249571067 1-A-12 02148JAM9 100,000,000.00 888.442424436 0.000000000 2.031386585 854.249571067 1-A-13 02148JBL0 247,000.00 1083.070858143 0.000000000 0.000000000 1088.486212433 1-A-14 02148JAN7 7,330,286.00 951.959025983 147.101497161 2.662510401 804.857528823 1-A-15 02148JAP2 1,221,714.00 951.959025983 147.101497161 17.343503505 804.857528823 1-A-16 02148JAQ0 37,094,000.00 810.399901765 12.000053917 4.051999509 798.399847847 1-A-17 02148JAR8 139,510,000.00 841.996641240 8.262080118 4.209983206 833.734561122 1-A-18 02148JAS6 28,876,000.00 951.655353927 12.086161518 4.758276770 939.569192409 1-A-19 02148JAT4 16,498,000.00 1000.000000000 0.000000000 5.000000000 1000.000000000 1-A-20 02148JAU1 30,000,000.00 1000.000000000 0.000000000 5.000000000 1000.000000000 1-X 02148JAV9 500,143,577.00 885.117954439 0.000000000 0.232834494 867.678712447 2-A-1 02148JAW7 106,071,428.00 731.730086498 9.502901612 1.863038228 722.227184886 2-A-2 02148JAX5 176,056,778.00 731.730086498 0.000000000 2.404043194 722.227184886 2-A-3 02148JAY3 6,520,622.00 731.730086498 9.502901612 0.000000000 722.227184886 2-A-4 02148JAZ0 66,431,250.00 731.730086498 9.502901612 1.863038228 722.227184886 2-A-5 02148JBA4 3,554,100.00 731.730086498 9.502901612 1.863038228 722.227184886 2-X 02148JBB2 189,999,376.00 736.618831422 0.000000000 0.561374710 726.837378350 PO 2,843,632.36 839.661330201 9.815365162 0.000000000 829.845965039 PO 02148JBC0 2,763,767.00 835.071686578 10.099002280 0.000000000 824.972684298 PO 02148JBC0 79,865.36 998.487454386 0.000000000 0.000000000 998.487454386 A-R 02148JBD8 100.00 0.000000000 0.000000000 5.030300899 0.000000000 M-1 02148JBE6 15,542,000.00 992.329163107 0.459488487 5.096817077 991.869674620 M-2 02148JBM8 4,090,000.00 992.329161447 0.459488486 5.096817069 991.869672960 M-3 02148JBN6 6,135,000.00 992.329163064 0.459488487 5.096817077 991.869674577 M-4 02148JBP1 2,045,000.00 992.329166300 0.459488489 5.096817094 991.869677811 M-5 02148JBQ9 2,044,000.00 992.329162145 0.459488487 5.096817072 991.869673658 M-6 02148JBR7 2,454,000.00 992.329162256 0.459488487 5.096817073 991.869673769 M-7 02148JBS5 1,227,000.00 992.329166300 0.459488489 5.096817094 991.869677811 B-1 02148JBF3 1,227,000.00 992.329166300 0.459488489 5.096817094 991.869677811 B-2 02148JBG1 1,227,000.00 992.329166300 0.459488489 5.096817094 991.869677811 B-3 02148JBH9 2,045,000.00 992.329166300 0.459488489 5.096817094 991.869677811 B-4 02148JBJ5 3,272,000.00 992.329163267 0.459488487 5.096817078 991.869674779 B-5 02148JBK2 2,454,672.40 564.478098373 0.261376161 2.899281527 487.477453293 Totals 817,981,804.76 856.088403880 15.450001402 4.645817019 840.409751610 Pass Through Class Rate (%) 1-A-1 6.000000 1-A-2 3.356250 1-A-3 21.862500 1-A-4 6.000000 1-A-5 6.000000 1-A-6 3.206250 1-A-7 2.793750 1-A-8 6.000000 1-A-9 6.000000 1-A-10 6.000000 1-A-11 3.256250 1-A-12 2.743750 1-A-13 6.000000 1-A-14 3.356250 1-A-15 21.862500 1-A-16 6.000000 1-A-17 6.000000 1-A-18 6.000000 1-A-19 6.000000 1-A-20 6.000000 1-X 0.315666 2-A-1 3.056250 2-A-2 3.943750 2-A-3 0.000000 2-A-4 3.056250 2-A-5 3.056250 2-X 0.914715 PO 0.000000 PO 0.000000 PO 0.000000 A-R 6.000000 M-1 6.163864 M-2 6.163864 M-3 6.163864 M-4 6.163864 M-5 6.163864 M-6 6.163864 M-7 6.163864 B-1 6.163864 B-2 6.163864 B-3 6.163864 B-4 6.163864 B-5 6.163864 Totals Pool Level Data Distribution Date 4/25/2008 Cut-off Date 11/1/2006 Record Date 3/31/2008 Determination Date 4/22/2008 Accrual Period 30/360 Begin 3/1/2008 End 4/1/2008 Number of Days in 30/360 Accrual Period 30 Prefunding Detail Group I Group II Total Target Funding Balance 625,000,000.00 192,981,804.76 817,981,804.76 Initial Funded Balance 624,995,578.97 192,981,804.76 817,977,383.73 Initial Unfunded Balance 4,421.03 0.00 4,421.03 Subsequent Prefunded Deposit 0.00 0.00 0.00 Subsequent Funded Balance 624,995,578.97 192,981,804.76 817,977,383.73 Subsequent Unfunded Balance 4,421.03 0.00 4,421.03 Ending Unfunded Amounts will be passed through as Principal at the End of the Prefunding Period Collateral Detail Original Mortgage Loan Details Group I Group II Total Original Aggregate Loan Count 2,795 1,063 3,858 Original Stated Principal Balance 625,000,000.00 192,981,804.76 817,981,804.76 Original Weighted Average Mortgage Rate 6.51278% 8.05235% Original Weighted Average Net Mortgage Rate 6.23325% 7.69575% Original Weighted Average Remaining Term 360 360 Current Mortgage Loan Details Group I Group II Total Beginning Aggregate Loan Count 2,514 803 3,317 Loans Paid Off or otherwise removed pursuant to the PSA 47 11 58 Ending Aggregate Loan Count 2,467 792 3,259 Beginning Pool Stated Principal Balance 557,328,947.84 142,935,790.08 700,264,737.92 Scheduled Principal 274,996.15 50,010.99 325,007.14 Unscheduled Principal 10,623,260.73 1,696,582.80 12,319,843.53 Realized Principal Losses 68,125.68 111,876.19 180,001.87 Ending Pool Stated Principal Balance 546,362,565.28 141,077,320.10 687,439,885.38 Weighted Averages Group I Group II Beginning Weighted Average Mortgage Rate 6.50648% 8.01148% Beginning Weighted Average Net Mortgage Rate 6.22589% 7.64189% Ending Weighted Average Mortgage Rate 6.50689% 8.00850% Ending Weighted Average Net Mortgage Rate 6.22588% 7.64265% Beginning Weighted Average Remaining Term to Maturity 344 344 Ending Weighted Average Remaining Term to Maturity 343 343 Loan Substitution Group I Group II Total Aggregate Stated of Principal Balances Removed 0.00 0.00 0.00 Aggregate Stated of Principal Balance Added 0.00 0.00 0.00 Aggregate Principal Substitution Shortfall Amount 0.00 0.00 0.00 Fees of the Trust Group I Group II Total Gross Master Servicing Fee 116,110.20 29,778.29 145,888.49 Net Master Servicing Fee 108,803.97 27,203.92 136,007.88 Trustee Fee 4,179.97 1,072.02 5,251.99 Lpmi 10,030.62 13,173.22 23,203.84 Total Net Loan Fees 123,014.56 41,449.15 164,463.71 Servicer Advances Group I Group II Total Principal Advances 14,894.15 12,813.41 27,707.56 Interest Advances 180,573.20 263,703.17 444,276.37 Reimbursement for Principal & Interest Advances 0.00 0.00 0.00 Reimbursement for Nonrecoverable Advances 0.00 0.00 0.00 Total Advances 195,467.35 276,516.58 471,983.93 Mortgage Prepayment Details Group I Group II Total Principal Balance of Loans Paid in Full 10,097,752.61 1,653,221.32 11,750,973.93 Prepayment Interest Excess 0.00 0.00 0.00 Prepayment Interest Shortfall 7,306.23 2,574.37 9,880.60 Compensating Interest 7,306.23 2,574.37 9,880.60 Non-Supported Prepayment Interest Shortfall 0.00 0.00 0.00 CPR % 20.74912% 14.17411% SMM % 1.91927% 1.26567% Net Interest Shortfalls Group I Group II Total Net Prepayment Interest Shortfalls 0.00 0.00 0.00 Relief Act Reduction Shortfalls 0.00 274.14 274.14 Total Net Interest Shortfalls 0.00 274.14 274.14 NAS Principal Distribution Amount Shift Percentage 0.00000% Priority Percentage 10.81040% Priority Amount 0.00 All Groups - Current Delinquency Information Loan Status Delinquency Bankruptcy Foreclosure # Balance # Balance # Balance Current 0 0.00 0 0.00 0.00% 0.00% 0.00% 0.00% 30 - 59 103 21,469,975.95 0 0.00 0 0.00 3.16% 3.12% 0.00% 0.00% 0.00% 0.00% 60 - 89 45 9,102,626.58 1 303,200.00 0 0.00 1.38% 1.32% 0.03% 0.04% 0.00% 0.00% 90 - 119 31 7,272,857.38 1 172,000.00 0 0.00 0.95% 1.06% 0.03% 0.03% 0.00% 0.00% 120 - 149 26 5,982,329.42 2 252,930.36 1 271,920.00 0.80% 0.87% 0.06% 0.04% 0.03% 0.04% 150 - 179 3 532,204.06 2 680,500.00 10 2,076,711.95 0.09% 0.08% 0.06% 0.10% 0.31% 0.30% 180 - 269 18 4,108,300.02 4 829,186.58 30 6,846,468.03 0.55% 0.60% 0.12% 0.12% 0.92% 1.00% 270 - 359 3 416,900.36 3 608,713.46 13 3,191,292.68 0.09% 0.06% 0.09% 0.09% 0.40% 0.46% 360+ 0 0.00 1 132,377.03 9 3,031,112.31 0.00% 0.00% 0.03% 0.02% 0.28% 0.44% Total 229 48,885,193.77 14 2,978,907.43 63 15,417,504.97 7.03% 7.11% 0.43% 0.43% 1.93% 2.24% Loan Status REO Total # Balance # Balance Current 0 0.00 0 0.00 0.00% 0.00% 0.00% 0.00% 30 - 59 0 0.00 103 21,469,975.95 0.00% 0.00% 3.16% 3.12% 60 - 89 0 0.00 46 9,405,826.58 0.00% 0.00% 1.41% 1.37% 90 - 119 0 0.00 32 7,444,857.38 0.00% 0.00% 0.98% 1.08% 120 - 149 0 0.00 29 6,507,179.78 0.00% 0.00% 0.89% 0.95% 150 - 179 0 0.00 15 3,289,416.01 0.00% 0.00% 0.46% 0.48% 180 - 269 10 1,965,406.76 62 13,749,361.39 0.31% 0.29% 1.90% 2.00% 270 - 359 9 2,297,606.74 28 6,514,513.24 0.28% 0.33% 0.86% 0.95% 360+ 16 3,282,696.74 26 6,446,186.08 0.49% 0.48% 0.80% 0.94% Total 35 7,545,710.24 341 74,827,316.41 1.07% 1.10% 10.46% 10.88% All Groups - Current Delinquency Information (Continued) Loan Status Delinquency Bankruptcy Foreclosure # Balance # Balance # Balance 30+ 229 48,885,193.77 14 2,978,907.43 63 15,417,504.97 7.03% 7.11% 0.43% 0.43% 1.93% 2.24% 60+ 126 27,415,217.82 14 2,978,907.43 63 15,417,504.97 3.87% 3.99% 0.43% 0.43% 1.93% 2.24% 90+ 81 18,312,591.24 13 2,675,707.43 63 15,417,504.97 2.49% 2.66% 0.40% 0.39% 1.93% 2.24% 120+ 50 11,039,733.86 12 2,503,707.43 63 15,417,504.97 1.53% 1.61% 0.37% 0.36% 1.93% 2.24% 150+ 24 5,057,404.44 10 2,250,777.07 62 15,145,584.97 0.74% 0.74% 0.31% 0.33% 1.90% 2.20% 180+ 21 4,525,200.38 8 1,570,277.07 52 13,068,873.02 0.64% 0.66% 0.25% 0.23% 1.60% 1.90% 270+ 3 416,900.36 4 741,090.49 22 6,222,404.99 0.09% 0.06% 0.12% 0.11% 0.68% 0.91% 360+ 0 0.00 1 132,377.03 9 3,031,112.31 0.00% 0.00% 0.03% 0.02% 0.28% 0.44% Loan Status REO Total # Balance # Balance 30+ 35 7,545,710.24 341 74,827,316.41 1.07% 1.10% 10.46% 10.88% 60+ 35 7,545,710.24 238 53,357,340.46 1.07% 1.10% 7.30% 7.76% 90+ 35 7,545,710.24 192 43,951,513.88 1.07% 1.10% 5.89% 6.39% 120+ 35 7,545,710.24 160 36,506,656.50 1.07% 1.10% 4.91% 5.31% 150+ 35 7,545,710.24 131 29,999,476.72 1.07% 1.10% 4.02% 4.36% 180+ 35 7,545,710.24 116 26,710,060.71 1.07% 1.10% 3.56% 3.89% 270+ 25 5,580,303.48 54 12,960,699.32 0.77% 0.81% 1.66% 1.89% 360+ 16 3,282,696.74 26 6,446,186.08 0.49% 0.48% 0.80% 0.94% Group 1 - Current Delinquency Information Days Delinquency Bankruptcy Foreclosure # Balance # Balance # Balance Current 0 0.00 0 0.00 0.00% 0.00% 0.00% 0.00% 30 - 59 58 12,609,659.53 0 0.00 0 0.00 2.35% 2.31% 0.00% 0.00% 0.00% 0.00% 60 - 89 25 5,360,617.51 1 303,200.00 0 0.00 1.01% 0.98% 0.04% 0.06% 0.00% 0.00% 90 - 119 15 3,358,202.49 0 0.00 0 0.00 0.61% 0.61% 0.00% 0.00% 0.00% 0.00% 120 - 149 11 2,632,006.77 0 0.00 0 0.00 0.45% 0.48% 0.00% 0.00% 0.00% 0.00% 150 - 179 1 143,317.05 0 0.00 6 1,530,420.85 0.04% 0.03% 0.00% 0.00% 0.24% 0.28% 180 - 269 5 1,196,175.83 4 829,186.58 11 2,891,262.42 0.20% 0.22% 0.16% 0.15% 0.45% 0.53% 270 - 359 0 0.00 0 0.00 3 839,242.98 0.00% 0.00% 0.00% 0.00% 0.12% 0.15% 360+ 0 0.00 0 0.00 1 394,800.00 0.00% 0.00% 0.00% 0.00% 0.04% 0.07% Total 115 25,299,979.18 5 1,132,386.58 21 5,655,726.25 4.66% 4.63% 0.20% 0.21% 0.85% 1.04% Days REO Total # Balance # Balance Current 0 0.00 0 0.00 0.00% 0.00% 0.00% 0.00% 30 - 59 0 0.00 58 12,609,659.53 0.00% 0.00% 2.35% 2.31% 60 - 89 0 0.00 26 5,663,817.51 0.00% 0.00% 1.05% 1.04% 90 - 119 0 0.00 15 3,358,202.49 0.00% 0.00% 0.61% 0.61% 120 - 149 0 0.00 11 2,632,006.77 0.00% 0.00% 0.45% 0.48% 150 - 179 0 0.00 7 1,673,737.90 0.00% 0.00% 0.28% 0.31% 180 - 269 3 421,956.90 23 5,338,581.73 0.12% 0.08% 0.93% 0.98% 270 - 359 2 583,295.93 5 1,422,538.91 0.08% 0.11% 0.20% 0.26% 360+ 6 1,363,859.02 7 1,758,659.02 0.24% 0.25% 0.28% 0.32% Total 11 2,369,111.85 152 34,457,203.86 0.45% 0.43% 6.16% 6.31% Group 1 - Current Delinquency Information (continued) Days Delinquency Bankruptcy Foreclosure # Balance # Balance # Balance 30+ 115 25,299,979.18 5 1,132,386.58 21 5,655,726.25 4.66% 4.63% 0.20% 0.21% 0.85% 1.04% 60+ 57 12,690,319.65 5 1,132,386.58 21 5,655,726.25 2.31% 2.32% 0.20% 0.21% 0.85% 1.04% 90+ 32 7,329,702.14 4 829,186.58 21 5,655,726.25 1.30% 1.34% 0.16% 0.15% 0.85% 1.04% 120+ 17 3,971,499.65 4 829,186.58 21 5,655,726.25 0.69% 0.73% 0.16% 0.15% 0.85% 1.04% 150+ 6 1,339,492.88 4 829,186.58 21 5,655,726.25 0.24% 0.25% 0.16% 0.15% 0.85% 1.04% 180+ 5 1,196,175.83 4 829,186.58 15 4,125,305.40 0.20% 0.22% 0.16% 0.15% 0.61% 0.76% 270+ 0 0.00 0 0.00 4 1,234,042.98 0.00% 0.00% 0.00% 0.00% 0.16% 0.23% 360+ 0 0.00 0 0.00 1 394,800.00 0.00% 0.00% 0.00% 0.00% 0.04% 0.07% Days REO Total # Balance # Balance 30+ 11 2,369,111.85 152 34,457,203.86 0.45% 0.43% 6.16% 6.31% 60+ 11 2,369,111.85 94 21,847,544.33 0.45% 0.43% 3.81% 4.00% 90+ 11 2,369,111.85 68 16,183,726.82 0.45% 0.43% 2.76% 2.96% 120+ 11 2,369,111.85 53 12,825,524.33 0.45% 0.43% 2.15% 2.35% 150+ 11 2,369,111.85 42 10,193,517.56 0.45% 0.43% 1.70% 1.87% 180+ 11 2,369,111.85 35 8,519,779.66 0.45% 0.43% 1.42% 1.56% 270+ 8 1,947,154.95 12 3,181,197.93 0.32% 0.36% 0.49% 0.58% 360+ 6 1,363,859.02 7 1,758,659.02 0.24% 0.25% 0.28% 0.32% Group 2 - Current Delinquency Information Days Delinquency Bankruptcy Foreclosure # Balance # Balance # Balance Current 0 0.00 0 0.00 0.00% 0.00% 0.00% 0.00% 30 - 59 45 8,860,316.42 0 0.00 0 0.00 5.68% 6.28% 0.00% 0.00% 0.00% 0.00% 60 - 89 20 3,742,009.07 0 0.00 0 0.00 2.53% 2.65% 0.00% 0.00% 0.00% 0.00% 90 - 119 16 3,914,654.89 1 172,000.00 0 0.00 2.02% 2.77% 0.13% 0.12% 0.00% 0.00% 120 - 149 15 3,350,322.65 2 252,930.36 1 271,920.00 1.89% 2.37% 0.25% 0.18% 0.13% 0.19% 150 - 179 2 388,887.01 2 680,500.00 4 546,291.10 0.25% 0.28% 0.25% 0.48% 0.51% 0.39% 180 - 269 13 2,912,124.19 0 0.00 19 3,955,205.61 1.64% 2.06% 0.00% 0.00% 2.40% 2.80% 270 - 359 3 416,900.36 3 608,713.46 10 2,352,049.70 0.38% 0.30% 0.38% 0.43% 1.26% 1.67% 360+ 0 0.00 1 132,377.03 8 2,636,312.31 0.00% 0.00% 0.13% 0.09% 1.01% 1.87% Total 114 23,585,214.59 9 1,846,520.85 42 9,761,778.72 14.39% 16.72% 1.14% 1.31% 5.30% 6.92% Days REO Total # Balance # Balance Current 0 0.00 0 0.00 0.00% 0.00% 0.00% 0.00% 30 - 59 0 0.00 45 8,860,316.42 0.00% 0.00% 5.68% 6.28% 60 - 89 0 0.00 20 3,742,009.07 0.00% 0.00% 2.53% 2.65% 90 - 119 0 0.00 17 4,086,654.89 0.00% 0.00% 2.15% 2.90% 120 - 149 0 0.00 18 3,875,173.01 0.00% 0.00% 2.27% 2.75% 150 - 179 0 0.00 8 1,615,678.11 0.00% 0.00% 1.01% 1.15% 180 - 269 7 1,543,449.86 39 8,410,779.66 0.88% 1.09% 4.92% 5.96% 270 - 359 7 1,714,310.81 23 5,091,974.33 0.88% 1.22% 2.90% 3.61% 360+ 10 1,918,837.72 19 4,687,527.06 1.26% 1.36% 2.40% 3.32% Total 24 5,176,598.39 189 40,370,112.55 3.03% 3.67% 23.86% 28.62% Group 2 - Current Delinquency Information (continued) Days Delinquency Bankruptcy Foreclosure # Balance # Balance # Balance 30+ 114 23,585,214.59 9 1,846,520.85 42 9,761,778.72 14.39% 16.72% 1.14% 1.31% 5.30% 6.92% 60+ 69 14,724,898.17 9 1,846,520.85 42 9,761,778.72 8.71% 10.44% 1.14% 1.31% 5.30% 6.92% 90+ 49 10,982,889.10 9 1,846,520.85 42 9,761,778.72 6.19% 7.79% 1.14% 1.31% 5.30% 6.92% 120+ 33 7,068,234.21 8 1,674,520.85 42 9,761,778.72 4.17% 5.01% 1.01% 1.19% 5.30% 6.92% 150+ 18 3,717,911.56 6 1,421,590.49 41 9,489,858.72 2.27% 2.64% 0.76% 1.01% 5.18% 6.73% 180+ 16 3,329,024.55 4 741,090.49 37 8,943,567.62 2.02% 2.36% 0.51% 0.53% 4.67% 6.34% 270+ 3 416,900.36 4 741,090.49 18 4,988,362.01 0.38% 0.30% 0.51% 0.53% 2.27% 3.54% 360+ 0 0.00 1 132,377.03 8 2,636,312.31 0.00% 0.00% 0.13% 0.09% 1.01% 1.87% Days REO Total # Balance # Balance 30+ 24 5,176,598.39 189 40,370,112.55 3.03% 3.67% 23.86% 28.62% 60+ 24 5,176,598.39 144 31,509,796.13 3.03% 3.67% 18.18% 22.34% 90+ 24 5,176,598.39 124 27,767,787.06 3.03% 3.67% 15.66% 19.68% 120+ 24 5,176,598.39 107 23,681,132.17 3.03% 3.67% 13.51% 16.79% 150+ 24 5,176,598.39 89 19,805,959.16 3.03% 3.67% 11.24% 14.04% 180+ 24 5,176,598.39 81 18,190,281.05 3.03% 3.67% 10.23% 12.89% 270+ 17 3,633,148.53 42 9,779,501.39 2.15% 2.58% 5.30% 6.93% 360+ 10 1,918,837.72 19 4,687,527.06 1.26% 1.36% 2.40% 3.32% All Groups - Historical Delinquency Information Loan Status 4/25/2008 3/25/2008 2/25/2008 1/25/2008 # Balance # Balance # Balance # Balance 30 - 59 103 21,469,975.95 121 24,215,359.51 127 24,883,045.59 131 26,476,303.33 3.16% 3.12% 3.65% 3.46% 3.78% 3.51% 3.86% 3.70% 60 - 89 45 9,102,626.58 50 10,814,948.60 58 12,648,844.27 42 9,133,083.55 1.38% 1.32% 1.51% 1.54% 1.73% 1.78% 1.24% 1.28% 90 - 119 31 7,272,857.38 31 6,874,801.40 17 3,431,350.87 26 5,877,958.83 0.95% 1.06% 0.93% 0.98% 0.51% 0.48% 0.77% 0.82% 120 - 149 26 5,982,329.42 13 2,747,810.03 23 5,192,960.99 18 3,926,087.46 0.80% 0.87% 0.39% 0.39% 0.69% 0.73% 0.53% 0.55% 150 - 179 3 532,204.06 20 4,573,009.18 10 2,339,504.51 3 666,357.55 0.09% 0.08% 0.60% 0.65% 0.30% 0.33% 0.09% 0.09% 180 - 269 18 4,108,300.02 8 1,736,397.11 4 782,973.36 3 624,814.75 0.55% 0.60% 0.24% 0.25% 0.12% 0.11% 0.09% 0.09% 270 - 359 3 416,900.36 3 416,935.83 3 780,476.53 1 204,176.67 0.09% 0.06% 0.09% 0.06% 0.09% 0.11% 0.03% 0.03% 360+ 0 0.00 1 203,879.24 0 0.00 0 0.00 0.00% 0.00% 0.03% 0.03% 0.00% 0.00% 0.00% 0.00% Total Delin 229 48,885,193.77 247 51,583,140.90 242 50,059,156.12 224 46,908,782.14 Loans 7.03% 7.11% 7.45% 7.37% 7.21% 7.06% 6.61% 6.55% All Groups - Historical Delinquency Information (Continued) Loan Status 4/25/2008 3/25/2008 2/25/2008 1/25/2008 # Balance # Balance # Balance # Balance Total Bankruptcies 14 2,978,907.43 13 2,627,661.09 12 2,586,563.44 13 2,984,944.40 0.43% 0.43% 0.39% 0.38% 0.36% 0.36% 0.38% 0.42% Total Foreclosures 63 15,417,504.97 51 12,348,731.41 49 11,328,275.80 44 10,101,198.17 1.93% 2.24% 1.54% 1.76% 1.46% 1.60% 1.30% 1.41% Total REOs 35 7,545,710.24 31 6,660,832.74 30 7,030,371.76 30 7,511,402.19 1.07% 1.10% 0.93% 0.95% 0.89% 0.99% 0.88% 1.05% Total BK, Fc & REO 112 25,942,122.64 95 21,637,225.24 91 20,945,211.00 87 20,597,544.76 3.44% 3.77% 2.86% 3.09% 2.71% 2.96% 2.57% 2.88% Total Delinquent, Bankruptcy, Foreclosure and REO 30+ 341 74,827,316.41 342 73,220,366.14 333 71,004,367.12 311 67,506,326.90 10.46% 10.88% 10.31% 10.46% 9.92% 10.02% 9.17% 9.43% 60+ 238 53,357,340.46 220 48,701,806.63 206 46,121,321.53 180 41,030,023.57 7.30% 7.76% 6.63% 6.95% 6.14% 6.51% 5.31% 5.73% 90+ 192 43,951,513.88 169 37,714,858.03 147 33,377,285.26 137 31,568,440.02 5.89% 6.39% 5.09% 5.39% 4.38% 4.71% 4.04% 4.41% 120+ 160 36,506,656.50 136 30,586,996.92 129 29,617,434.39 110 25,631,481.19 4.91% 5.31% 4.10% 4.37% 3.84% 4.18% 3.24% 3.58% 150+ 131 29,999,476.72 120 27,180,571.70 104 24,049,120.00 85 20,105,911.54 4.02% 4.36% 3.62% 3.88% 3.10% 3.39% 2.51% 2.81% 180+ 116 26,710,060.71 96 21,837,929.28 79 18,648,648.97 70 17,264,308.13 3.56% 3.89% 2.89% 3.12% 2.35% 2.63% 2.06% 2.41% 270+ 54 12,960,699.32 50 11,540,296.54 45 11,136,457.88 33 7,994,331.22 1.66% 1.89% 1.51% 1.65% 1.34% 1.57% 0.97% 1.12% 360+ 26 6,446,186.08 20 4,854,745.96 13 3,040,992.93 12 2,868,480.93 0.80% 0.94% 0.60% 0.69% 0.39% 0.43% 0.35% 0.40% Group 1 - Historical Delinquency Information Loan Status 4/25/2008 3/25/2008 2/25/2008 1/25/2008 # Balance # Balance # Balance # Balance 30 - 59 58 12,609,659.53 67 14,881,288.22 76 16,687,382.29 63 13,546,964.78 2.35% 2.31% 2.67% 2.67% 2.99% 2.96% 2.46% 2.39% 60 - 89 25 5,360,617.51 24 5,142,342.51 23 5,149,478.08 19 4,165,898.44 1.01% 0.98% 0.95% 0.92% 0.91% 0.91% 0.74% 0.73% 90 - 119 15 3,358,202.49 13 3,025,716.44 8 1,881,815.64 9 2,310,362.01 0.61% 0.61% 0.52% 0.54% 0.31% 0.33% 0.35% 0.41% 120 - 149 11 2,632,006.77 7 1,674,414.92 8 2,103,019.48 6 1,559,412.36 0.45% 0.48% 0.28% 0.30% 0.31% 0.37% 0.23% 0.27% 150 - 179 1 143,317.05 7 1,870,629.58 4 1,043,266.17 1 169,149.25 0.04% 0.03% 0.28% 0.34% 0.16% 0.19% 0.04% 0.03% 180 - 269 5 1,196,175.83 2 447,110.73 0 0.00 0 0.00 0.20% 0.22% 0.08% 0.08% 0.00% 0.00% 0.00% 0.00% 270 - 359 0 0.00 0 0.00 0 0.00 0 0.00 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 360+ 0 0.00 0 0.00 0 0.00 0 0.00 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% Total Delin 115 25,299,979.18 120 27,041,502.40 119 26,864,961.66 98 21,751,786.84 loans 4.66% 4.63% 4.77% 4.85% 4.68% 4.77% 3.83% 3.83% Group 1 - Historical Delinquency Information (continued) Loan Status 4/25/2008 3/25/2008 2/25/2008 1/25/2008 # Balance # Balance # Balance # Balance Total Bankruptcies 5 1,132,386.58 5 1,132,482.35 5 1,175,977.58 7 1,669,029.29 0.20% 0.21% 0.20% 0.20% 0.20% 0.21% 0.27% 0.29% Total Foreclosures 21 5,655,726.25 13 3,204,517.23 12 2,714,478.69 9 1,836,949.02 0.85% 1.04% 0.52% 0.57% 0.47% 0.48% 0.35% 0.32% Total REOs 11 2,369,111.85 10 2,379,001.55 9 2,210,978.32 7 1,912,621.87 0.45% 0.43% 0.40% 0.43% 0.35% 0.39% 0.27% 0.34% Total BK, Fc & REO 37 9,157,224.68 28 6,716,001.13 26 6,101,434.59 23 5,418,600.18 1.50% 1.68% 1.11% 1.21% 1.02% 1.08% 0.90% 0.95% Total Delinquent, Bankruptcy, Foreclosure and REO 30+ 152 34,457,203.86 148 33,757,503.53 145 32,966,396.25 121 27,170,387.02 6.16% 6.31% 5.89% 6.06% 5.71% 5.85% 4.73% 4.79% 60+ 94 21,847,544.33 80 18,573,015.31 69 16,279,013.96 58 13,623,422.24 3.81% 4.00% 3.18% 3.33% 2.72% 2.89% 2.27% 2.40% 90+ 68 16,183,726.82 56 13,430,672.80 46 11,129,535.88 39 9,457,523.80 2.76% 2.96% 2.23% 2.41% 1.81% 1.98% 1.52% 1.67% 120+ 53 12,825,524.33 43 10,404,956.36 38 9,247,720.24 29 7,088,161.79 2.15% 2.35% 1.71% 1.87% 1.50% 1.64% 1.13% 1.25% 150+ 42 10,193,517.56 36 8,730,541.44 29 7,085,700.76 21 4,940,614.43 1.70% 1.87% 1.43% 1.57% 1.14% 1.26% 0.82% 0.87% 180+ 35 8,519,779.66 27 6,568,951.86 20 4,838,992.43 16 4,235,263.06 1.42% 1.56% 1.07% 1.18% 0.79% 0.86% 0.63% 0.75% 270+ 12 3,181,197.93 12 2,950,618.30 10 2,551,842.75 7 1,760,666.83 0.49% 0.58% 0.48% 0.53% 0.39% 0.45% 0.27% 0.31% 360+ 7 1,758,659.02 4 963,971.33 4 964,064.43 3 569,357.01 0.28% 0.32% 0.16% 0.17% 0.16% 0.17% 0.12% 0.10% Group 2 - Historical Delinquency Information Loan Status 4/25/2008 3/25/2008 2/25/2008 1/25/2008 # Balance # Balance # Balance # Balance 30 - 59 45 8,860,316.42 54 9,334,071.29 51 8,195,663.30 68 12,929,338.55 5.68% 6.28% 6.72% 6.53% 6.26% 5.64% 8.19% 8.73% 60 - 89 20 3,742,009.07 26 5,672,606.09 35 7,499,366.19 23 4,967,185.11 2.53% 2.65% 3.24% 3.97% 4.29% 5.16% 2.77% 3.35% 90 - 119 16 3,914,654.89 18 3,849,084.96 9 1,549,535.23 17 3,567,596.82 2.02% 2.77% 2.24% 2.69% 1.10% 1.07% 2.05% 2.41% 120 - 149 15 3,350,322.65 6 1,073,395.11 15 3,089,941.51 12 2,366,675.10 1.89% 2.37% 0.75% 0.75% 1.84% 2.13% 1.45% 1.60% 150 - 179 2 388,887.01 13 2,702,379.60 6 1,296,238.34 2 497,208.30 0.25% 0.28% 1.62% 1.89% 0.74% 0.89% 0.24% 0.34% 180 - 269 13 2,912,124.19 6 1,289,286.38 4 782,973.36 3 624,814.75 1.64% 2.06% 0.75% 0.90% 0.49% 0.54% 0.36% 0.42% 270 - 359 3 416,900.36 3 416,935.83 3 780,476.53 1 204,176.67 0.38% 0.30% 0.37% 0.29% 0.37% 0.54% 0.12% 0.14% 360+ 0 0.00 1 203,879.24 0 0.00 0 0.00 0.00% 0.00% 0.12% 0.14% 0.00% 0.00% 0.00% 0.00% Total Delin 114 23,585,214.59 127 24,541,638.50 123 23,194,194.46 126 25,156,995.30 Loans 14.39% 16.72% 15.82% 17.17% 15.09% 15.97% 15.18% 16.99% Group 2 - Historical Delinquency Information (continued) Loan Status 4/25/2008 3/25/2008 2/25/2008 1/25/2008 # Balance # Balance # Balance # Balance Total Bankruptcies 9 1,846,520.85 8 1,495,178.74 7 1,410,585.86 6 1,315,915.11 1.14% 1.31% 1.00% 1.05% 0.86% 0.97% 0.72% 0.89% Total Foreclosures 42 9,761,778.72 38 9,144,214.18 37 8,613,797.11 35 8,264,249.15 5.30% 6.92% 4.73% 6.40% 4.54% 5.93% 4.22% 5.58% Total REOs 24 5,176,598.39 21 4,281,831.19 21 4,819,393.44 23 5,598,780.32 3.03% 3.67% 2.62% 3.00% 2.58% 3.32% 2.77% 3.78% Total BK, FC & REO 75 16,784,897.96 67 14,921,224.11 65 14,843,776.41 64 15,178,944.58 9.47% 11.90% 8.34% 10.44% 7.98% 10.22% 7.71% 10.25% Total Delinquent, Bankruptcy, Foreclosure and REO 30+ 189 40,370,112.55 194 39,462,862.61 188 38,037,970.87 190 40,335,939.88 23.86% 28.62% 24.16% 27.61% 23.07% 26.19% 22.89% 27.24% 60+ 144 31,509,796.13 140 30,128,791.32 137 29,842,307.57 122 27,406,601.33 18.18% 22.34% 17.43% 21.08% 16.81% 20.55% 14.70% 18.51% 90+ 124 27,767,787.06 113 24,284,185.23 101 22,247,749.38 98 22,110,916.22 15.66% 19.68% 14.07% 16.99% 12.39% 15.32% 11.81% 14.93% 120+ 107 23,681,132.17 93 20,182,040.56 91 20,369,714.15 81 18,543,319.40 13.51% 16.79% 11.58% 14.12% 11.17% 14.03% 9.76% 12.52% 150+ 89 19,805,959.16 84 18,450,030.26 75 16,963,419.24 64 15,165,297.11 11.24% 14.04% 10.46% 12.91% 9.20% 11.68% 7.71% 10.24% 180+ 81 18,190,281.05 69 15,268,977.42 59 13,809,656.54 54 13,029,045.07 10.23% 12.89% 8.59% 10.68% 7.24% 9.51% 6.51% 8.80% 270+ 42 9,779,501.39 38 8,589,678.24 35 8,584,615.13 26 6,233,664.39 5.30% 6.93% 4.73% 6.01% 4.29% 5.91% 3.13% 4.21% 360+ 19 4,687,527.06 16 3,890,774.63 9 2,076,928.50 9 2,299,123.92 2.40% 3.32% 1.99% 2.72% 1.10% 1.43% 1.08% 1.55% Delinquency Trigger Event Group I Group II Total 60+ Delinquency Average 15,247,781.16 27,383,714.79 42,631,495.95 Passing Delinquency Trigger Test NO Realized Loss Detail Group I Group II Total Current Period Realized Losses 68,125.68 111,876.19 180,001.87 Cumulative Realized Losses 148,524.50 1,090,562.30 1,239,086.80 Total Liquidated Loan Balance 208,000.00 151,352.45 359,352.45 Total Liquidated Proceeds 139,874.32 39,476.26 179,350.58 Subsequent Recoveries -30.76 -8,337.45 -8,368.21 Monthly Default Rate 0.00000% Conditional Default Rate 0.00000% Loss Test Pass ? YES Liquidation Liquidation Loan ID Balance Proceeds Realized Loss Group I 131896469 208,000.00 139,874.32 68,125.68 Group II 131683618 88,000.00 0.00 88,000.00 145928035 63,352.45 39,476.26 23,876.19 Servicer Remittance Summary Interest Group I Group II Total Scheduled Interest Collected 3,014,570.63 951,150.33 3,965,720.96 Plus: Compensating Interest 7,306.23 2,574.37 9,880.60 Less: Master Servicer Fee 116,110.20 29,778.29 145,888.49 Less: Mortgage Loan Premiums 10,030.62 13,173.22 23,203.84 Less: Excess Master Servicing Fee 0.00 0.00 0.00 Total Interest Available 2,895,736.04 910,773.19 3,806,509.23 Principal Group I Group II Total Scheduled Principal 274,996.15 50,010.99 325,007.14 Paid in Full Principal 10,097,752.61 1,653,221.32 11,750,973.93 Curtailment Principal 385,633.80 3,885.22 389,519.02 Liquidation Principal 139,874.32 39,476.26 179,350.58 Repurchased Principal 0.00 0.00 0.00 Substitution Adjustment Principal 0.00 0.00 0.00 Unanticipated Principal Recoveries -30.76 -8,337.45 -8,368.21 Total Principal Available 10,898,226.12 1,738,256.34 12,636,482.46 Other Amounts Group I Group II Total Prepayment Penalties 0.00 0.00 0.00 Other Required Amounts 0.00 0.00 0.00 Total Other Remittance Amounts 0.00 0.00 0.00 Total Servicer Remittance 13,793,962.16 2,649,029.53 16,442,991.69 Distribution Summary Amounts Available for Distribution Total Servicer Remittance 16,438,013.85 Corridor Contract Proceeds Needed 0.00 Capitalized Interest 0.00 Supplemental Loan Deposit 0.00 Carryover Reserve Fund 0.00 Class P Principal Reserve Fund 0.00 Other Amounts 0.00 Total Amounts Available 16,438,013.85 Distribution Payments Trustee Fee 5,251.99 Class Payments 16,438,013.85 Total Payments 16,443,265.83 Trust Accounts Distribution Account Beginning Balance 0.00 Deposits 16,438,013.85 Withdrawals 16,438,013.85 Ending Balance 0.00 Corridor Contract Reserve Fund Beginnning Balance 0.00 Deposits 0.00 Withdrawals 0.00 Ending Balance 0.00 Yield Supplemental Amount Details One-Month Libor Rate 2.60625% Yield Supplemental Amounts Beginning Current Class Balance Period Amount Amount Paid Ending Amount 1-A-6 0.00 0.00 0.00 0.00 1-A-11 0.00 0.00 0.00 0.00 Total -- -- -- -- Corridor Contract Amounts Available Beginning Current Contract Amount Period Amount Ending Amount 1-A-6 0.00 0.00 0.00 1-A-11 0.00 0.00 0.00 Total -- -- -- Senior Principal Distribution Amounts PO Principal Amounts Group I Group II Total Beginning PO Balance 2,307,943.57 79,744.56 2,387,688.13 PO Scheduled Principal 471.48 0.00 471.48 PO Prepayments & Recoveries 27,439.81 0.00 27,439.81 PO Liquidation Principal 0.00 0.00 0.00 PO Principal Loss 0.00 0.00 0.00 Ending PO Balance 2,280,032.28 79,744.56 2,359,776.84 NON-PO Principal Amounts Group I Group II Total Beginning Non-PO Balance 555,021,004.27 142,856,045.52 697,877,049.79 Non-PO Scheduled Principal 274,524.67 50,010.99 324,535.66 Non-PO Prepayments & Recoveries 10,455,946.60 1,657,106.54 12,113,053.14 Non-PO Liquidation Principal 139,874.32 39,476.26 179,350.58 Non-PO Principal Loss 68,125.68 111,876.19 180,001.87 Ending Non-PO Balance 544,082,533.00 140,997,575.54 685,080,108.54 Principal Distribution Amounts Senior and Subordinate Percentages Group I Group II Senior Percentage Original 94.57569% 94.64778% Senior Prepayment Percentage Original 100.00000% 100.00000% Senior Percentage 94.03301% 93.51888% Senior Prepayment Percentage 100.00000% 100.00000% Subordinate Percentages 5.96699% 6.48112% Subordinate Prepayment Percentage 0.00000% 0.00000% Principal Distribution Amounts Group I Group II Total Senior Principal Distribution Amount 10,853,933.96 1,735,015.07 12,588,949.03 Subordinate Principal Distribution Amount 19,622.14 PO Principal Distribution Amount 27,911.29 0.00 27,911.29 Total Principal Distribution Amount 10,901,467.39 1,735,015.07 12,636,482.46 Credit Enhancements Subordination Credit Support Original Current Class A 774,219,132.36 645,271,135.40 Class A Percentage 94.649921% 93.865827% Class M-1 15,542,000.00 15,415,638.48 Class M-1 Percentage 1.900042% 2.242471% Class M-2 4,090,000.00 4,056,746.96 Class M-2 Percentage 0.500011% 0.590124% Class M-3 6,135,000.00 6,085,120.45 Class M-3 Percentage 0.750017% 0.885186% Class M-4 2,045,000.00 2,028,373.49 Class M-4 Percentage 0.250006% 0.295062% Class M-5 2,044,000.00 2,027,381.61 Class M-5 Percentage 0.249883% 0.294918% Class M-6 2,454,000.00 2,434,048.18 Class M-6 Percentage 0.300007% 0.354074% Class M-7 1,227,000.00 1,217,024.09 Class M-7 Percentage 0.150003% 0.177037% Class B-1 1,227,000.00 1,217,024.09 Class B-1 Percentage 0.150003% 0.177037% Class B-2 1,227,000.00 1,217,024.09 Class B-2 Percentage 0.150003% 0.177037% Class B-3 2,045,000.00 2,028,373.49 Class B-3 Percentage 0.250006% 0.295062% Class B-4 3,272,000.00 3,245,397.58 Class B-4 Percentage 0.400009% 0.472099% Class B-5 2,454,672.40 1,196,597.45 Class B-5 Percentage 0.300089% 0.174066% Prepayment Penalties Group I Group II Total Prepayment Charges 0.00 0.00 0.00 Paid Loan ID Balance Off Date Penalty State Rate Seasoning Type Group I 154011368 260,098.28 4/14/2008 0.00 CA 6.250 17 Paid in Full 153197442 87,253.12 3/20/2008 0.00 CT 6.375 17 Paid in Full 153093489 171,992.00 3/27/2008 0.00 TN 6.625 17 Paid in Full 152795131 147,887.03 3/17/2008 0.00 MI 6.500 17 Paid in Full 152763751 178,943.33 4/1/2008 0.00 CA 6.500 17 Paid in Full 152531601 252,393.90 3/25/2008 0.00 AZ 6.500 17 Paid in Full 152426925 119,999.80 4/14/2008 0.00 CA 6.250 17 Paid in Full 152338113 220,524.41 3/28/2008 0.00 WY 6.875 17 Paid in Full 152092519 285,226.34 3/21/2008 0.00 CA 6.375 17 Paid in Full 151995857 145,865.52 3/18/2008 0.00 IL 6.375 17 Paid in Full 151890283 226,521.77 4/9/2008 0.00 ID 6.500 17 Paid in Full 151704877 197,048.96 3/25/2008 0.00 UT 6.250 17 Paid in Full 151676951 190,486.04 3/26/2008 0.00 VT 6.500 17 Paid in Full 151379901 88,549.22 3/31/2008 0.00 MD 6.750 17 Paid in Full 151330294 153,555.35 4/11/2008 0.00 NC 6.375 17 Paid in Full 150918779 138,921.45 4/14/2008 0.00 CO 6.250 17 Paid in Full 150861344 62,849.25 3/27/2008 0.00 NY 6.375 17 Paid in Full 150673283 159,400.00 4/10/2008 0.00 NC 6.125 17 Paid in Full 150551836 60,000.00 3/25/2008 0.00 FL 6.625 17 Paid in Full 150203955 291,499.34 4/1/2008 0.00 CA 6.750 17 Paid in Full 146937091 224,000.00 3/26/2008 0.00 NV 6.250 17 Paid in Full 146723872 235,683.25 3/18/2008 0.00 MO 6.750 17 Paid in Full 146719096 306,484.93 4/9/2008 0.00 CA 6.500 17 Paid in Full 146679675 137,292.20 3/26/2008 0.00 NM 6.625 17 Paid in Full 146412925 378,964.97 3/31/2008 0.00 MD 6.750 17 Paid in Full 146406428 310,000.00 3/21/2008 0.00 CA 6.500 17 Paid in Full 146381265 154,743.52 3/21/2008 0.00 OR 6.750 17 Paid in Full 146209299 369,349.82 4/1/2008 0.00 WA 6.500 17 Paid in Full 146143726 403,966.27 4/7/2008 0.00 NC 6.625 17 Paid in Full 146141278 100,000.00 3/28/2008 0.00 CA 6.375 17 Paid in Full 146104377 113,505.55 3/31/2008 0.00 AZ 6.250 17 Paid in Full 145990643 413,782.59 3/25/2008 0.00 CA 6.375 17 Paid in Full 145973809 58,528.44 3/28/2008 0.00 IA 6.250 17 Paid in Full 145744638 410,000.00 3/21/2008 0.00 CA 6.000 17 Paid in Full 145093800 395,320.02 4/14/2008 0.00 AZ 6.500 17 Paid in Full 132063698 90,000.00 3/24/2008 0.00 AZ 6.625 17 Paid in Full 132040807 225,927.39 4/2/2008 0.00 OR 6.500 17 Paid in Full 131968686 377,329.68 4/2/2008 0.00 AZ 6.625 17 Paid in Full 131939082 279,997.99 4/7/2008 0.00 CO 6.250 17 Paid in Full 131630987 396,219.61 3/17/2008 0.00 IL 6.625 17 Paid in Full 131577461 290,400.00 4/1/2008 0.00 TX 6.375 17 Paid in Full 131553586 125,486.87 4/1/2008 0.00 WI 6.250 17 Paid in Full 131548017 250,607.45 4/14/2008 0.00 IL 6.500 17 Paid in Full 130672715 361,598.29 3/26/2008 0.00 PA 6.625 17 Paid in Full 130581080 196,042.10 3/17/2008 0.00 MO 6.375 17 Paid in Full 119328848 259,052.93 4/7/2008 0.00 PA 6.750 17 Paid in Full Group II 128135342 124,144.45 3/19/2008 0.00 NC 7.750 17 Paid in Full 130336521 87,445.00 4/9/2008 0.00 GA 7.625 17 Paid in Full 131337759 149,960.63 3/25/2008 0.00 NC 7.875 17 Paid in Full 131696220 282,135.35 4/8/2008 0.00 NJ 9.000 17 Paid in Full 131752955 239,240.82 3/28/2008 0.00 UT 7.625 17 Paid in Full 132090157 170,000.00 3/20/2008 0.00 IA 7.875 17 Paid in Full 143136312 142,527.80 3/21/2008 0.00 NJ 9.125 17 Paid in Full 145399398 178,260.68 3/25/2008 0.00 IL 8.875 17 Paid in Full 145912665 279,902.53 3/17/2008 0.00 IN 8.000 17 Paid in Full Stratification Tables Group I Number Percent Principal Percent Update Face of Items of Items Balance of Balance < = 0.00 0 0.000 0.00 0.000 0.00 - 25,000.00 4 0.162 84,310.66 0.015 25,000.00 - 50,000.00 24 0.973 1,003,027.38 0.184 50,000.00 - 75,000.00 75 3.040 4,776,863.07 0.874 75,000.00 - 100,000.00 138 5.594 12,603,312.24 2.307 100,000.00 - 125,000.00 214 8.675 24,112,528.73 4.413 125,000.00 - 150,000.00 210 8.512 29,192,453.41 5.343 150,000.00 - 175,000.00 242 9.809 39,181,733.02 7.171 175,000.00 - 200,000.00 302 12.242 56,546,022.06 10.350 200,000.00 - 225,000.00 192 7.783 40,663,886.08 7.443 225,000.00 - 250,000.00 194 7.864 46,194,950.00 8.455 250,000.00 - 275,000.00 152 6.161 39,881,641.51 7.299 275,000.00 - 300,000.00 154 6.242 44,416,459.49 8.129 300,000.00 - 325,000.00 110 4.459 34,422,488.07 6.300 325,000.00 - 350,000.00 137 5.553 46,228,513.78 8.461 350,000.00 - 375,000.00 116 4.702 41,954,619.11 7.679 375,000.00 - 400,000.00 95 3.851 36,951,230.10 6.763 400,000.00 - 425,000.00 75 3.040 30,830,863.07 5.643 425,000.00 - 450,000.00 4 0.162 1,770,400.12 0.324 450,000.00 - 475,000.00 1 0.041 470,000.00 0.086 475,000.00 - 500,000.00 6 0.243 2,916,760.13 0.534 500,000.00 - 525,000.00 9 0.365 4,640,145.39 0.849 525,000.00 - 550,000.00 4 0.162 2,149,369.50 0.393 550,000.00 - 575,000.00 3 0.122 1,701,577.95 0.311 575,000.00 - 600,000.00 1 0.041 580,964.58 0.106 600,000.00 - 625,000.00 3 0.122 1,823,085.94 0.334 625,000.00 - 650,000.00 2 0.081 1,265,359.89 0.232 650,000.00 - 675,000.00 0 0.000 0.00 0.000 675,000.00 - 700,000.00 0 0.000 0.00 0.000 700,000.00 - 725,000.00 0 0.000 0.00 0.000 725,000.00 - 750,000.00 0 0.000 0.00 0.000 750,000.00 - 775,000.00 0 0.000 0.00 0.000 775,000.00 - 800,000.00 0 0.000 0.00 0.000 > 800,000.00 0 0.000 0.00 0.000 Wgt Ave / Total 2467 100.000 546,362,565.28 100.000 Group II Number Percent Principal Percent Update Face of Items of Items Balance of Balance < = 0.00 0 0.000 0.00 0.000 0.00 - 25,000.00 2 0.253 48,045.72 0.034 25,000.00 - 50,000.00 25 3.157 999,792.47 0.709 50,000.00 - 75,000.00 61 7.702 3,952,383.66 2.802 75,000.00 - 100,000.00 89 11.237 7,881,237.80 5.586 100,000.00 - 125,000.00 98 12.374 10,902,651.79 7.728 125,000.00 - 150,000.00 98 12.374 13,552,612.06 9.607 150,000.00 - 175,000.00 85 10.732 13,666,146.91 9.687 175,000.00 - 200,000.00 71 8.965 13,288,954.71 9.420 200,000.00 - 225,000.00 55 6.944 11,680,815.98 8.280 225,000.00 - 250,000.00 40 5.051 9,449,324.40 6.698 250,000.00 - 275,000.00 39 4.924 10,200,116.22 7.230 275,000.00 - 300,000.00 32 4.040 9,281,646.66 6.579 300,000.00 - 325,000.00 23 2.904 7,257,189.28 5.144 325,000.00 - 350,000.00 21 2.652 7,110,228.99 5.040 350,000.00 - 375,000.00 12 1.515 4,358,420.97 3.089 375,000.00 - 400,000.00 19 2.399 7,398,251.03 5.244 400,000.00 - 425,000.00 13 1.641 5,338,294.07 3.784 425,000.00 - 450,000.00 2 0.253 870,479.99 0.617 450,000.00 - 475,000.00 0 0.000 0.00 0.000 475,000.00 - 500,000.00 2 0.253 959,256.85 0.680 500,000.00 - 525,000.00 1 0.126 512,388.62 0.363 525,000.00 - 550,000.00 2 0.253 1,074,694.49 0.762 550,000.00 - 575,000.00 0 0.000 0.00 0.000 575,000.00 - 600,000.00 1 0.126 592,421.36 0.420 600,000.00 - 625,000.00 0 0.000 0.00 0.000 625,000.00 - 650,000.00 0 0.000 0.00 0.000 650,000.00 - 675,000.00 0 0.000 0.00 0.000 675,000.00 - 700,000.00 0 0.000 0.00 0.000 700,000.00 - 725,000.00 1 0.126 701,966.07 0.498 725,000.00 - 750,000.00 0 0.000 0.00 0.000 750,000.00 - 775,000.00 0 0.000 0.00 0.000 775,000.00 - 800,000.00 0 0.000 0.00 0.000 > 800,000.00 0 0.000 0.00 0.000 Wgt Ave / Total 792 100.000 141,077,320.10 100.000 Group I Number Percent Principal Percent Issuance Coupon of Items of Items Balance of Balance < = 5.0 1 0.041 297,707.62 0.054 5.0 - 5.5 11 0.446 3,097,447.68 0.567 5.5 - 6.0 83 3.364 17,640,834.76 3.229 6.0 - 6.5 1343 54.439 308,459,453.98 56.457 6.5 - 7.0 930 37.698 199,500,585.14 36.514 7.0 - 7.5 94 3.810 16,653,018.05 3.048 7.5 - 8.0 5 0.203 713,518.05 0.131 8.0 - 8.5 0 0.000 0.00 0.000 8.5 - 9.0 0 0.000 0.00 0.000 9.0 - 9.5 0 0.000 0.00 0.000 9.5 - 10.0 0 0.000 0.00 0.000 10.0 - 10.5 0 0.000 0.00 0.000 10.5 - 11.0 0 0.000 0.00 0.000 11.0 - 11.5 0 0.000 0.00 0.000 11.5 - 12.0 0 0.000 0.00 0.000 12.0 - 12.5 0 0.000 0.00 0.000 > 12.5 0 0.000 0.00 0.000 Wgt Ave / Total 2467 100.000 546,362,565.28 100.000 Group II Number Percent Principal Percent Issuance Coupon of Items of Items Balance of Balance < = 5.0 0 0.000 0.00 0.000 5.0 - 5.5 0 0.000 0.00 0.000 5.5 - 6.0 0 0.000 0.00 0.000 6.0 - 6.5 0 0.000 0.00 0.000 6.5 - 7.0 0 0.000 0.00 0.000 7.0 - 7.5 174 21.970 34,145,221.34 24.203 7.5 - 8.0 287 36.237 52,502,931.38 37.216 8.0 - 8.5 199 25.126 33,438,138.47 23.702 8.5 - 9.0 100 12.626 15,393,838.65 10.912 9.0 - 9.5 24 3.030 4,771,524.36 3.382 9.5 - 10.0 6 0.758 634,875.28 0.450 10.0 - 10.5 2 0.253 190,790.62 0.135 10.5 - 11.0 0 0.000 0.00 0.000 11.0 - 11.5 0 0.000 0.00 0.000 11.5 - 12.0 0 0.000 0.00 0.000 12.0 - 12.5 0 0.000 0.00 0.000 > 12.5 0 0.000 0.00 0.000 Wgt Ave / Total 792 100.000 141,077,320.10 100.000 Group I Number Percent Principal Percent Location of Items of Items Balance of Balance CA 618 25.051 168,562,990.91 30.852 FL 258 10.458 51,750,053.49 9.472 AZ 156 6.323 31,156,348.24 5.703 VA 62 2.513 14,388,231.45 2.633 WA 93 3.770 21,722,608.11 3.976 CO 110 4.459 23,922,053.77 4.378 Others 1170 47.426 234,860,279.31 42.986 Wgt Ave / T 2467 100.000 546,362,565.28 100.000 Group II Number Percent Principal Percent Location of Items of Items Balance of Balance CA 48 6.061 12,964,542.28 9.190 FL 151 19.066 27,464,238.82 19.468 AZ 44 5.556 10,136,444.55 7.185 VA 14 1.768 2,207,567.07 1.565 WA 12 1.515 2,461,958.31 1.745 CO 16 2.020 2,953,106.21 2.093 Others 507 64.015 82,889,462.86 58.755 Wgt Ave / T 792 100.000 141,077,320.10 100.000 Group I Number Percent Principal Percent Update Term of Items of Items Balance of Balance < = 120 0 0.000 0.00 0.000 120 - 180 0 0.000 0.00 0.000 180 - 300 0 0.000 0.00 0.000 300 - 360 2467 100.000 546,362,565.28 100.000 > 360 0 0.000 0.00 0.000 Wgt Ave / Total 2467 100.000 546,362,565.28 100.000 Group II Number Percent Principal Percent Update Term of Items of Items Balance of Balance < = 120 0 0.000 0.00 0.000 120 - 180 0 0.000 0.00 0.000 180 - 300 0 0.000 0.00 0.000 300 - 360 792 100.000 141,077,320.10 100.000 > 360 0 0.000 0.00 0.000 Wgt Ave / Total 792 100.000 141,077,320.10 100.000