10-D 1 nel07002_10d-200706.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: May 26, 2007 to June 25, 2007 Commission File Number of issuing entity: 333-132109-06 Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-132109 Nomura Home Equity Loan, Inc. (Exact name of depositor as specified in its charter) Nomura Credit & Capital, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2198604 54-2198605 54-2198606 54-2198607 54-2198608 54-2198609 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A-1 _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __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___ ____________ B-1 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ R _____ _____ __X___ ____________ R-X _____ _____ __X___ ____________ P _____ _____ __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 June 25, 2007 a distribution was made to holders of Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, relating to the June 25, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: July 2, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, relating to the June 25, 2007 distribution. EX-99.1 Nomura Home Equity Loan, Inc. Asset-Backed Certificates Distribution Date: 6/25/2007 Nomura Home Equity Loan, Inc. Asset-Backed Certificates Series 2007-2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance I-A-1 65537MAA4 0506/2422/2007 5.47000% ~~344~~339,~~002~~310,~~211~~981.5929 1,~~568~~598,~~076~~248.7597 II-A-1 65537MAB2 0506/2422/2007 5.40000% ~~208~~202,~~245~~660,~~927~~242.4884 ~~937~~942,~~106~~370.6713 II-A-2 65537MAC0 0506/2422/2007 5.46000% 26,333,000.00 ~~119~~123,~~815~~808.1599 II-A-3 65537MAD8 0506/2422/2007 5.51000% 65,731,000.00 ~~301~~311,~~814~~875.8434 II-A-4 65537MAE6 0506/2422/2007 5.60000% 21,643,000.00 ~~101~~104,~~000~~367.6736 M-1 65537MAF3 0506/2422/2007 5.63000% 39,551,000.00 ~~185~~191,~~560~~745.1145 M-2 65537MAG1 0506/2422/2007 5.64000% 35,829,000.00 ~~168~~174,~~396~~009.3051 M-3 65537MAH9 0506/2422/2007 5.66000% 21,869,000.00 ~~103~~106,~~148~~587.7808 M-4 65537MAJ5 0506/2422/2007 5.74000% 19,543,000.00 9396,~~480~~596.6871 M-5 65537MAK2 0506/2422/2007 5.77000% 17,681,000.00 8587,~~016~~850.1401 M-6 65537MAL0 0506/2422/2007 5.82000% 15,820,000.00 7679,~~727~~284.0057 M-7 65537MAM8 0506/2422/2007 7.07000% 14,424,000.00 8487,~~981~~814.4011 M-8 65537MAN6 0506/2422/2007 7.57000% 13,494,000.00 8587,~~124~~962.6514 M-9 65537MAP1 0506/2422/2007 7.57000% 11,167,000.00 7072,~~445~~793.1633 B-1 65537MAQ9 0506/2422/2007 7.57000% 13,028,000.00 8284,~~184~~924.9747 X 65537MAR7 0405/3031/2007 0.00000% 34,898,558.59 1,~~804~~462,~~733~~943.2888 R 65537MAT3 0405/3031/2007 0.00000% 0.00 0.00 R-X 65537MAU0 0405/3031/2007 0.00000% 0.00 0.00 P 65537MAS5 0405/3031/2007 0.00000% 100.00 ~~180~~97,~~940~~693.0689 Totals ~~903~~892,~~259~~982,~~797~~882.6672 65,~~048~~710,~~552~~875.6194

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A-1 45,~~691~~458,~~230~~028.3042 0.00 ~~339~~333,~~310~~852,~~981~~952.2986 67,~~259~~056,~~307~~277.0539 0.00 II-A-1 51,~~585~~889,~~684~~341.6418 0.00 ~~202~~200,~~660~~770,~~242~~901.8466 62,~~522~~831,~~791~~711.31 0.00 II-A-2 0.00 0.00 26,333,000.00 ~~119~~123,~~815~~808.1599 0.00 II-A-3 0.00 0.00 65,731,000.00 ~~301~~311,~~814~~875.8434 0.00 II-A-4 0.00 0.00 21,643,000.00 ~~101~~104,~~000~~367.6736 0.00 M-1 0.00 0.00 39,551,000.00 ~~185~~191,~~560~~745.1145 0.00 M-2 0.00 0.00 35,829,000.00 ~~168~~174,~~396~~009.3051 0.00 M-3 0.00 0.00 21,869,000.00 ~~103~~106,~~148~~587.7808 0.00 M-4 0.00 0.00 19,543,000.00 9396,~~480~~596.6871 0.00 M-5 0.00 0.00 17,681,000.00 8587,~~016~~850.1401 0.00 M-6 0.00 0.00 15,820,000.00 7679,~~727~~284.0057 0.00 M-7 0.00 0.00 14,424,000.00 8487,~~981~~814.4011 0.00 M-8 0.00 0.00 13,494,000.00 8587,~~124~~962.6514 0.00 M-9 0.00 0.00 11,167,000.00 7072,~~445~~793.1633 0.00 B-1 0.00 0.00 13,028,000.00 8284,~~184~~924.9747 0.00 X 0.00 0.00 34,898,558.59 1,~~804~~462,~~733~~943.2888 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 ~~180~~97,~~940~~693.0689 0.00 Totals 107,~~276~~347,~~914~~369.9460 0.00 ~~892~~885,~~982~~635,~~882~~513.7211 1613,~~325~~058,~~467~~245.5554 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 358,847,000.00 ~~344~~339,~~002~~310,~~211~~981.5929 0.00 45,~~691~~458,~~230~~028.3042 0.00 II-A-1 220,764,000.00 ~~208~~202,~~245~~660,~~927~~242.4884 0.00 51,~~585~~889,~~684~~341.6418 0.00 II-A-2 26,333,000.00 26,333,000.00 0.00 0.00 0.00 II-A-3 65,731,000.00 65,731,000.00 0.00 0.00 0.00 II-A-4 21,643,000.00 21,643,000.00 0.00 0.00 0.00 M-1 39,551,000.00 39,551,000.00 0.00 0.00 0.00 M-2 35,829,000.00 35,829,000.00 0.00 0.00 0.00 M-3 21,869,000.00 21,869,000.00 0.00 0.00 0.00 M-4 19,543,000.00 19,543,000.00 0.00 0.00 0.00 M-5 17,681,000.00 17,681,000.00 0.00 0.00 0.00 M-6 15,820,000.00 15,820,000.00 0.00 0.00 0.00 M-7 14,424,000.00 14,424,000.00 0.00 0.00 0.00 M-8 13,494,000.00 13,494,000.00 0.00 0.00 0.00 M-9 11,167,000.00 11,167,000.00 0.00 0.00 0.00 B-1 13,028,000.00 13,028,000.00 0.00 0.00 0.00 X 34,904,228.95 34,898,558.59 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 Totals 930,628,328.95 ~~903~~892,~~259~~982,~~797~~882.6672 0.00 107,~~276~~347,~~914~~369.9460 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 0.00 45,~~691~~458,~~230~~028.3042 ~~339~~333,~~310~~852,~~981~~952.2986 0.~~94555892~~93034901 45,~~691~~458,~~230~~028.3042 II-A-1 0.00 51,~~585~~889,~~684~~341.6418 ~~202~~200,~~660~~770,~~242~~901.8466 0.~~91799498~~90943678 51,~~585~~889,~~684~~341.6418 II-A-2 0.00 0.00 26,333,000.00 1.00000000 0.00 II-A-3 0.00 0.00 65,731,000.00 1.00000000 0.00 II-A-4 0.00 0.00 21,643,000.00 1.00000000 0.00 M-1 0.00 0.00 39,551,000.00 1.00000000 0.00 M-2 0.00 0.00 35,829,000.00 1.00000000 0.00 M-3 0.00 0.00 21,869,000.00 1.00000000 0.00 M-4 0.00 0.00 19,543,000.00 1.00000000 0.00 M-5 0.00 0.00 17,681,000.00 1.00000000 0.00 M-6 0.00 0.00 15,820,000.00 1.00000000 0.00 M-7 0.00 0.00 14,424,000.00 1.00000000 0.00 M-8 0.00 0.00 13,494,000.00 1.00000000 0.00 M-9 0.00 0.00 11,167,000.00 1.00000000 0.00 B-1 0.00 0.00 13,028,000.00 1.00000000 0.00 X 0.00 0.00 34,898,558.59 0.99983755 0.00 R 0.00 0.00 0.00 0.00000000 0.00 R-X 0.00 0.00 0.00 0.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 Totals 0.00 107,~~276~~347,~~914~~369.9460 ~~892~~885,~~982~~635,~~882~~513.7211 0.~~95954836~~95165329 107,~~276~~347,~~914~~369.9460

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 358,847,000.00 ~~958~~945.~~63198408~~55891868 0.00000000 1315.~~07306540~~20990400 0.00000000 II-A-1 220,764,000.00 ~~943~~917.~~29658586~~99497581 0.00000000 258.~~30161005~~55819418 0.00000000 II-A-2 26,333,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 65,731,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 21,643,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 39,551,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 35,829,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 21,869,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 19,543,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 17,681,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 15,820,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 14,424,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 13,494,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 11,167,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 13,028,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 34,904,228.95 999.83754519 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 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 I-A-1 0.00000000 1315.~~07306540~~20990400 ~~945~~930.~~55891868~~34901465 0.~~94555892~~93034901 1315.~~07306540~~20990400 II-A-1 0.00000000 258.~~30161005~~55819418 ~~917~~909.~~99497581~~43678163 0.~~91799498~~90943678 258.~~30161005~~55819418 II-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 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 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.83754519 0.99983755 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: All classes per $25,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A-1 0405/25/07 - 0506/24/07 3031 5.47000% ~~344~~339,~~002~~310,~~211~~981.5929 1,~~568~~598,~~076~~248.7597 0.00 II-A-1 0405/25/07 - 0506/24/07 3031 5.40000% ~~208~~202,~~245~~660,~~927~~242.4884 ~~937~~942,~~106~~370.6713 0.00 II-A-2 0405/25/07 - 0506/24/07 3031 5.46000% 26,333,000.00 ~~119~~123,~~815~~808.1599 0.00 II-A-3 0405/25/07 - 0506/24/07 3031 5.51000% 65,731,000.00 ~~301~~311,~~814~~875.8434 0.00 II-A-4 0405/25/07 - 0506/24/07 3031 5.60000% 21,643,000.00 ~~101~~104,~~000~~367.6736 0.00 M-1 0405/25/07 - 0506/24/07 3031 5.63000% 39,551,000.00 ~~185~~191,~~560~~745.1145 0.00 M-2 0405/25/07 - 0506/24/07 3031 5.64000% 35,829,000.00 ~~168~~174,~~396~~009.3051 0.00 M-3 0405/25/07 - 0506/24/07 3031 5.66000% 21,869,000.00 ~~103~~106,~~148~~587.7808 0.00 M-4 0405/25/07 - 0506/24/07 3031 5.74000% 19,543,000.00 9396,~~480~~596.6871 0.00 M-5 0405/25/07 - 0506/24/07 3031 5.77000% 17,681,000.00 8587,~~016~~850.1401 0.00 M-6 0405/25/07 - 0506/24/07 3031 5.82000% 15,820,000.00 7679,~~727~~284.0057 0.00 M-7 0405/25/07 - 0506/24/07 3031 7.07000% 14,424,000.00 8487,~~981~~814.4011 0.00 M-8 0405/25/07 - 0506/24/07 3031 7.57000% 13,494,000.00 8587,~~124~~962.6514 0584.0008 M-9 0405/25/07 - 0506/24/07 3031 7.57000% 11,167,000.00 7072,~~445~~793.1633 0483.0035 B-1 0405/25/07 - 0506/24/07 3031 7.57000% 13,028,000.00 8284,~~184~~924.9747 0563.0091 X N/A N/A 0.00000% 34,898,558.59 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 R-X N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 4,~~062~~150,~~879~~238.2717 01,631.0034

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A-1 0.00 0.00 1,~~568~~598,~~076~~248.7597 0.00 ~~339~~333,~~310~~852,~~981~~952.2986 II-A-1 0.00 0.00 ~~937~~942,~~106~~370.6713 0.00 ~~202~~200,~~660~~770,~~242~~901.8466 II-A-2 0.00 0.00 ~~119~~123,~~815~~808.1599 0.00 26,333,000.00 II-A-3 0.00 0.00 ~~301~~311,~~814~~875.8434 0.00 65,731,000.00 II-A-4 0.00 0.00 ~~101~~104,~~000~~367.6736 0.00 21,643,000.00 M-1 0.00 0.00 ~~185~~191,~~560~~745.1145 0.00 39,551,000.00 M-2 0.00 0.00 ~~168~~174,~~396~~009.3051 0.00 35,829,000.00 M-3 0.00 0.00 ~~103~~106,~~148~~587.7808 0.00 21,869,000.00 M-4 0.00 0.00 9396,~~480~~596.6871 0.00 19,543,000.00 M-5 0.00 0.00 8587,~~016~~850.1401 0.00 17,681,000.00 M-6 0.00 0.00 7679,~~727~~284.0057 0.00 15,820,000.00 M-7 0.00 0.00 8487,~~981~~814.4011 0.00 14,424,000.00 M-8 0584.0008 0.00 8587,~~124~~962.6514 0.00 13,494,000.00 M-9 0483.0035 0.00 7072,~~445~~793.1633 0.00 11,167,000.00 B-1 0563.0091 0.00 8284,~~184~~924.9747 0.00 13,028,000.00 X 0.00 0.00 1,~~804~~462,~~733~~943.2888 0.00 34,898,558.59 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 ~~180~~97,~~940~~693.0689 0.00 100.00 Totals 01,631.0034 0.00 65,~~048~~710,~~552~~875.6194 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A-1 358,847,000.00 5.47000% ~~958~~945.~~63198408~~55891868 4.~~36976413~~45384515 0.00000000 II-A-1 220,764,000.00 5.40000% ~~943~~917.~~29658586~~99497581 4.~~24483462~~26867664 0.00000000 II-A-2 26,333,000.00 5.46000% 1000.00000000 4.~~55000000~~70166673 0.00000000 II-A-3 65,731,000.00 5.51000% 1000.00000000 4.~~59166664~~74472228 0.00000000 II-A-4 21,643,000.00 5.60000% 1000.00000000 4.~~66666682~~82222243 0.00000000 M-1 39,551,000.00 5.63000% 1000.00000000 4.~~69166671~~84805567 0.00000000 M-2 35,829,000.00 5.64000% 1000.00000000 4.~~70000000~~85666667 0.00000000 M-3 21,869,000.00 5.66000% 1000.00000000 4.~~71666651~~87388907 0.00000000 M-4 19,543,000.00 5.74000% 1000.00000000 4.~~78333316~~94277798 0.00000000 M-5 17,681,000.00 5.77000% 1000.00000000 4.~~80833324~~96861094 0.00000000 M-6 15,820,000.00 5.82000% 1000.00000000 45.~~85000000~~01166688 0.00000000 M-7 14,424,000.00 7.07000% 1000.00000000 56.~~89166667~~08805532 0.00000000 M-8 13,494,000.00 7.57000% 1000.00000000 6.~~30833333~~51861123 0.~~00000000~~04328442 M-9 11,167,000.00 7.57000% 1000.00000000 6.~~30833348~~51861109 0.~~00000000~~04328378 B-1 13,028,000.00 7.57000% 1000.00000000 6.~~30833359~~51861145 0.~~00000000~~04328446 X 34,904,228.95 0.00000% 999.83754519 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 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 I-A-1 0.00000000 0.00000000 4.~~36976413~~45384515 0.00000000 ~~945~~930.~~55891868~~34901465 II-A-1 0.00000000 0.00000000 4.~~24483462~~26867664 0.00000000 ~~917~~909.~~99497581~~43678163 II-A-2 0.00000000 0.00000000 4.~~55000000~~70166673 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 4.~~59166664~~74472228 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 4.~~66666682~~82222243 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~69166671~~84805567 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~70000000~~85666667 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~71666651~~87388907 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~78333316~~94277798 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~80833324~~96861094 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 45.~~85000000~~01166688 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 56.~~89166667~~08805532 0.00000000 1000.00000000 M-8 0.~~00000000~~04328442 0.00000000 6.~~30833333~~51861123 0.00000000 1000.00000000 M-9 0.~~00000000~~04328378 0.00000000 6.~~30833348~~51861109 0.00000000 1000.00000000 B-1 0.~~00000000~~04328446 0.00000000 6.~~30833359~~51861145 0.00000000 1000.00000000 X 0.00000000 0.00000000 5141.~~70529000~~91308400 0.00000000 999.83754519 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~1809400~~976938.~~60000000~~90000000 0.00000000 1000.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $25,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1613,~~379~~295,~~513~~935.5498 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 1,~~178~~394,~~077~~361.9135 Gains & Subsequent Recoveries (Realized Losses) 0(169,173.0049) Prepayment Penalties ~~180~~97,~~940~~693.0689 Swap/Cap Payments 0.00 Total Deposits 1714,~~738~~618,~~531~~817.5173 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 1,~~026~~178,~~167~~077.7191 Total Administration Fees ~~386~~382,~~896~~494.2528 Payment of Interest and Principal 1613,~~325~~058,~~467~~245.5554 Total Withdrawals (Pool Distribution Amount) 1714,~~738~~618,~~531~~817.5173 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~376~~372,~~358~~076.2116 Master Servicing Fee - Wells Fargo Bank, N.A. 10,~~538~~418.0412 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~386~~382,~~896~~494.2528 *Servicer Payees include: EQUITY ONE, INC; OCWEN LOAN SERVICING, LLC; SELECT PORTFOLIO SERVICING,INC; WELLS FARGO BANK, N.A. NOTE: The Master Servicing Fee Rate includes any and all fees payable to the Credit Risk Manager.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Shortfall Reserve Fund - HSBC Bank USA 1,000.00 01,631.0034 01,631.0034 1,000.00 Class P Certificate Account 100.00 0.00 0.00 100.00 Supplemental Interest Trust 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Basis Risk Cap Agreement - HSBC Bank USA 0.00 0.00 0.00 Interest Rate Cap Agreement - HSBC Bank USA 0.00 0.00 0.00 Net Swap Agreement - HSBC Bank USA 0.00 0.00 0.00

Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~301848~~297011 8.~~322983~~317304 Weighted Average Net Rate 7.~~801848~~797011 7.~~822983~~817304 Weighted Average Pass-Through Rate 7.~~787848~~783011 7.~~808983~~803304 Weighted Average Remaining Term ~~351~~350 348 Principal And Interest Constant 3,~~413~~378,~~086~~678.3111 3,~~166~~124,~~992~~604.8509 Beginning Loan Count 2,~~927~~901 2,~~088~~065 Loans Paid in Full 2631 2311 Ending Loan Count 2,~~901~~870 2,~~065~~054 Beginning Scheduled Balance ~~466~~462,~~826~~135,~~232~~001.0272 ~~436~~430,~~433~~847,~~465~~780.6399 Ending Scheduled Balance ~~462~~456,~~135~~796,~~001~~591.7278 ~~430~~428,~~847~~838,~~780~~821.9933 Actual Ending Collateral Balance ~~462~~457,~~350~~030,~~335~~729.7759 ~~431~~429,~~024~~033,~~554~~924.4558 Scheduled Principal 183,~~485~~395.8738 ~~139~~138,~~969~~360.1065 Unscheduled Principal 45,~~507~~155,~~744~~014.4356 51,~~445~~870,~~715~~599.5401 Negative Amortized Principal 0.00 0.00 Scheduled Interest 3,~~229~~195,~~600~~282.4473 32,~~027~~986,~~023~~243.7544 Servicing Fees ~~194~~192,~~510~~556.9325 ~~181~~179,~~847~~519.2891 Master Servicing Fees 5,~~446~~391.3157 5,~~091~~026.7355 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 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 32,~~029~~997,~~643~~334.2091 2,~~840~~801,~~084~~696.7498 Realized Loss Amount 0.00 0169,173.0049 Cumulative Realized Loss 0.00 0169,173.0049 Percentage of Cumulative Losses 0.0000 0.~~0000~~0377 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid By Borrower Amount 9574,~~298~~396.9791 8523,~~641~~296.0998 Prepayment Penalty Paid By Borrower Count 1715 145 Prepayment Penalty Paid by Servicer Amount 0.00 0.00 Prepayment Penalty Paid by Servicer Count 0 0 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~309250~~306802 Weighted Average Net Rate 7.~~809250~~806802 Weighted Average Pass-Through Rate 7.~~795250~~792802 Weighted Average Remaining Term ~~350~~349 Principal And Interest Constant 6,~~580~~503,~~079~~282.1620 Beginning Loan Count 54,~~015~~966 Loans Paid in Full 4942 Ending Loan Count 4,~~966~~924 Beginning Scheduled Balance ~~903~~892,~~259~~982,~~697~~782.6571 Ending Scheduled Balance ~~892~~885,~~982~~635,~~782~~413.7111 Actual Ending Collateral Balance ~~893~~886,~~374~~064,~~890~~654.2217 Scheduled Principal ~~323~~321,~~454~~756.9703 Unscheduled Principal 97,~~953~~025,~~459~~613.9757 Negative Amortized Principal 0.00 Scheduled Interest 6,~~256~~181,~~624~~526.1917 Servicing Fees ~~376~~372,~~358~~076.2116 Master Servicing Fees 10,~~538~~418.0412 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5,~~869~~799,~~727~~031.9489 Realized Loss Amount 0169,173.0049 Cumulative Realized Loss 0169,173.0049 Percentage of Cumulative Losses 0.~~0000~~0182 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid By Borrower Amount ~~180~~97,~~940~~693.0689 Prepayment Penalty Paid By Borrower Count 3120 Prepayment Penalty Paid by Servicer Amount 0.00 Prepayment Penalty Paid by Servicer Count 0 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Monthly Excess Cashflow 1,~~804~~625,~~733~~600.2862 Informational Reporting Three-Month Rolling Delinquency Average 35.~~138467~~017022% Extraordinary Trust Fund Expenses 0.00 Relief Act Interest Shortfalls 860.8600 Structural Reporting Extra Principal Distribution Amount 0161,025.0040 Overcollateralization Amount 34,898,558.59 Overcollateralization Increase Amount 0161,025.0040 Overcollateralization Release Amount 0.00 Overcollateralization Deficiency Amount 0.00 Required Overcollateralization Amount 34,898,558.59 Trigger Event Reporting Stepdown Date NO Optional Termination Date NO Trigger Event Pass Delinquency Trigger Trigger Result Pass Threshold Value 8.~~336380~~405540% Calculated Value 57.~~059400~~182149% Cumulative Loss Trigger Trigger Result Pass Threshold Value 3.800000% Calculated Value 0.~~000000~~017303%

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 5 0 0 5 1,041,~~550~~425.8649 0.00 0.00 1,041,~~550~~425.8649 30 Days ~~181~~197 0 0 0 ~~181~~197 3642,~~994~~226,~~417~~217.0783 0.00 0.00 0.00 3642,~~994~~226,~~417~~217.0783 60 Days 97118 1 0 3 0 98121 2025,~~935~~319,~~648~~794.8541 ~~310,010.25~~ 0.00 1,367,811.38 0.00 2126,~~245~~687,~~659~~605.1079 90 Days 2233 23 2742 0 5178 4,~~037~~764,~~052~~737.8796 ~~118~~691,~~287~~264.0052 911,~~379~~493,~~851~~588.6066 0.00 1316,~~535~~949,~~191~~591.4714 120 Days 1015 12 1723 1 2941 13,~~500~~193,~~856~~588.3123 50118,~~524~~287.8200 47,~~116~~974,~~816~~580.4967 6851,~~224~~879.1429 511,~~736~~338,~~421~~335.7619 150 Days 58 21 816 2 1727 ~~555~~842,~~834~~159.8912 ~~533~~50,~~637~~524.5782 24,~~528~~023,~~598~~704.8625 ~~144~~234,~~860~~269.2675 35,~~762~~150,~~931~~657.5894 180+ Days 05 02 17 03 117 0555,834.0089 0467,934.00 ~~528~~2,~~000~~820,851.0080 0284,673.0032 ~~528~~4,~~000~~129,294.0001 Totals ~~315~~376 1113 5391 36 ~~382~~486 6476,~~023~~902,~~809~~332.9944 2,~~054~~369,~~010~~435.5083 1627,~~553~~680,~~266~~536.9576 ~~213~~570,~~084~~822.4036 82107,~~844~~523,~~171~~127.8439 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.~~100685~~101543% 0.000000% 0.000000% 0.~~100685~~101543% 0.~~116586~~117534% 0.000000% 0.000000% 0.~~116586~~117534% 30 Days 34.~~644785~~000812% 0.000000% 0.000000% 0.000000% 34.~~644785~~000812% 4.~~140973~~765591% 0.000000% 0.000000% 0.000000% 4.~~140973~~765591% 60 Days 12.~~953282~~396426% 0.~~020137~~000000% 0.~~000000~~060926% 0.000000% 12.~~973419~~457352% 2.~~343434~~857556% 0.~~034701~~000000% 0.~~000000~~154369% 0.000000% 23.~~378135~~011925% 90 Days 0.~~443012~~670187% 0.~~040274~~060926% 0.~~543697~~852965% 0.000000% 1.~~026983~~584078% 0.~~451888~~537742% 0.~~013240~~078015% 1.~~049935~~297150% 0.000000% 1.~~515063~~912907% 120 Days 0.~~201369~~304630% 0.~~020137~~040617% 0.~~342328~~467100% 0.~~020137~~020309% 0.~~583971~~832656% 0.~~167998~~360424% 0.~~005656~~013350% 0.~~460816~~900000% 0.~~007637~~005855% 01.~~642107~~279628% 150 Days 0.~~100685~~162470% 0.~~040274~~020309% 0.~~161095~~324939% 0.~~040274~~040617% 0.~~342328~~548335% 0.~~062217~~095045% 0.~~059733~~005702% 0.~~283039~~454110% 0.~~016215~~026439% 0.~~421204~~581296% 180+ Days 0.~~000000~~101543% 0.~~000000~~040617% 0.~~020137~~142161% 0.~~000000~~060926% 0.~~020137~~345248% 0.~~000000~~062731% 0.~~000000~~052810% 0.~~059102~~318357% 0.~~000000~~032128% 0.~~059102~~466026% Totals 67.~~343133~~636068% 0.~~221506~~264013% 1.~~067257~~848091% 0.~~060411~~121852% 79.~~692308~~870024% 78.~~166511~~679088% 0.~~229916~~267411% 13.~~852891~~123986% 0.~~023852~~064422% 912.~~273170~~134908% 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 1,~~178~~394,~~077~~361.9135

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class I-A-1 571,781,328.95 61.44035944% ~~553~~551,~~671~~782,~~901~~560.4325 62.~~00252817~~30357911% 37.~~997483~~696432% 0.000000% Class II-A-1 351,017,328.95 37.71831952% 351,011,658.59 39.~~30777450~~63387794% 22.~~694754~~669701% 0.000000% Class II-A-2 324,684,328.95 34.88872558% 324,678,658.59 36.~~35889346~~66053252% 2.~~948881~~973345% 0.000000% Class II-A-3 258,953,328.95 27.82564733% 258,947,658.59 2829.~~99805725~~23862966% 7.~~360836~~421903% 0.000000% Class II-A-4 237,310,328.95 25.50001403% 237,304,658.59 26.~~57438230~~79484753% 2.~~423675~~443782% 0.000000% Class M-1 197,759,328.95 21.25008922% 197,753,658.59 22.~~14529355~~32901436% 4.~~429089~~465833% 0.000000% Class M-2 161,930,328.95 17.40010929% 161,924,658.59 18.~~13301015~~28344443% 4.~~012283~~045570% 0.000000% Class M-3 140,061,328.95 15.05019132% 140,055,658.59 15.~~68402676~~81414389% 2.~~448983~~469301% 0.000000% Class M-4 120,518,328.95 12.95021204% 120,512,658.59 13.~~49551872~~60747965% 2.~~188508~~206664% 0.000000% Class M-5 102,837,328.95 11.05031265% 102,831,658.59 11.~~51552534~~61105993% 1.~~979993~~996420% 0.000000% Class M-6 87,017,328.95 9.35038571% 87,011,658.59 9.~~74393463~~82477183% 1.~~771591~~786288% 0.000000% Class M-7 72,593,328.95 7.80046496% 72,587,658.59 8.~~12867392~~19611067% 1.~~615261~~628661% 0.000000% Class M-8 59,099,328.95 6.35047671% 59,093,658.59 6.~~61755856~~67245886% 1.~~511115~~523652% 0.000000% Class M-9 47,932,328.95 5.15053460% 47,926,658.59 5.~~36703053~~41155625% 1.~~250528~~260903% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 379,999.6344 0.00 0.00 379,999.6344 30 Days 9499 0 0 0 9499 1719,~~031~~303,~~702~~364.6358 0.00 0.00 0.00 1719,~~031~~303,~~702~~364.6358 60 Days 4661 0 1 0 062 ~~47 8~~10,~~192~~974,~~385~~748.8218 ~~310,010.25~~ 0.00 268,760.33 0.00 811,~~502~~243,~~396~~508.0751 90 Days 912 2 1422 0 2536 1,~~885~~641,~~385~~085.0322 ~~118~~367,~~287~~944.0053 24,~~871~~804,~~072~~487.7472 0.00 46,~~874~~813,~~744~~517.7747 120 Days 12 12 1113 1 1418 ~~271~~236,~~347~~146.3607 50118,~~524~~287.8200 2,~~341~~949,~~540~~650.0825 6851,~~224~~879.1429 23,~~731~~355,~~636~~962.4061 150 Days 1 0 4 1 610 ~~157,438.51~~2 13 0.00 ~~797~~50,~~879~~524.5982 762,~~385~~248,427.0484 1234,~~031~~269.75 2,~~703~~533,222.1441 180+ Days 01 01 02 02 06 0157,438.0051 095,934.00 0562,132.0053 0216,198.0010 01,031,703.0014 Totals ~~151~~175 57 2948 25 ~~187~~235 2732,~~538~~312,~~259~~782.3556 ~~858~~1,~~821~~012,689.7079 610,~~010~~833,~~492~~458.4167 ~~144~~502,~~609~~347.1814 3444,~~552~~661,~~182~~278.6416 0-29 Days 0.~~034471~~034843% 0.000000% 0.000000% 0.~~034471~~034843% 0.~~082189~~083145% 0.000000% 0.000000% 0.~~082189~~083145% 30 Days 3.~~240262~~449477% 0.000000% 0.000000% 0.000000% 3.~~240262~~449477% 34.~~683722~~223647% 0.000000% 0.000000% 0.000000% 34.~~683722~~223647% 60 Days 12.~~585660~~125436% 0.~~034471~~000000% 0.~~000000~~034843% 0.000000% 12.~~620131~~160279% 12.~~771900~~401315% 0.~~067051~~000000% 0.~~000000~~058806% 0.000000% 12.~~838951~~460121% 90 Days 0.~~310238~~418118% 0.~~068942~~069686% 0.~~482592~~766551% 0.000000% 01.~~861772~~254355% 0.~~407783~~359075% 0.~~025584~~080508% 01.~~620973~~051240% 0.000000% 1.~~054340~~490823% 120 Days 0.~~034471~~069686% 0.~~034471~~069686% 0.~~379180~~452962% 0.~~034471~~034843% 0.~~482592~~627178% 0.~~058689~~051670% 0.~~010928~~025882% 0.~~506443~~645394% 0.~~014756~~011351% 0.~~590815~~734297% 150 Days 0.~~034471~~000000% 0.~~000000~~034843% 0.~~137883~~348432% 0.~~034471~~069686% 0.~~206825~~452962% 0.~~034052~~000000% 0.~~000000~~011055% 0.~~172570~~491964% 0.~~016521~~051259% 0.~~223143~~554278% 180+ Days 0.~~000000~~034843% 0.~~000000~~034843% 0.~~000000~~069686% 0.~~000000~~069686% 0.~~000000~~209059% 0.~~000000~~034448% 0.~~000000~~020991% 0.~~000000~~122997% 0.~~000000~~047305% 0.~~000000~~225740% Totals 56.~~205102~~097561% 0.~~172354~~243902% 01.~~999655~~672474% 0.~~068942~~174216% 68.~~446053~~188153% 57.~~956146~~070155% 0.~~185751~~221580% 12.~~299987~~370400% 0.~~031277~~109915% 79.~~473160~~772051% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 4 0 0 4 661,~~551~~426.2305 0.00 0.00 661,~~551~~426.2305 30 Days 8798 0 0 0 8798 1922,~~962~~922,~~714~~853.4425 0.00 0.00 0.00 1922,~~962~~922,~~714~~853.4425 60 Days 5157 0 02 0 5159 1214,~~743~~345,~~263~~046.0323 0.00 01,099,051.0005 0.00 1215,~~743~~444,~~263~~097.0328 90 Days 1321 01 1320 0 2642 23,~~151~~123,~~667~~652.8474 0323,319.0099 6,~~508~~689,~~778~~100.8694 0.00 810,~~660~~136,~~446~~073.7067 120 Days 913 0 610 0 1523 12,~~229~~957,~~508~~442.9516 0.00 15,~~775~~024,~~276~~930.4142 0.00 37,~~004~~982,~~785~~372.3658 150 Days 48 20 46 10 1114 ~~398~~842,~~396~~159.3812 ~~533,637~~0.5700 1,~~730~~775,~~719~~276.2741 ~~68,475~~0.2200 2,~~731~~617,~~228~~435.4453 180+ Days 04 0 1 05 1 ~~0.00~~11 0398,396.0038 ~~528~~372,000.00 02,258,719.0027 ~~528~~68,~~000~~475.0022 3,097,590.87 Totals ~~164~~201 6 2443 1 ~~195~~251 3644,~~485~~589,~~550~~549.6488 1,~~195~~356,~~188~~746.8004 1016,~~542~~847,~~774~~078.5409 68,475.22 4862,~~291~~861,~~989~~849.2023 0-29 Days 0.~~193705~~194742% 0.000000% 0.000000% 0.~~193705~~194742% 0.~~153483~~154166% 0.000000% 0.000000% 0.~~153483~~154166% 30 Days 4.~~213075~~771178% 0.000000% 0.000000% 0.000000% 4.~~213075~~771178% 45.~~631456~~342900% 0.000000% 0.000000% 0.000000% 45.~~631456~~342900% 60 Days 2.~~469734~~775073% 0.000000% 0.~~000000~~097371% 0.000000% 2.~~469734~~872444% 23.~~956505~~343569% 0.000000% 0.~~000000~~256169% 0.000000% 23.~~956505~~599738% 90 Days 01.~~629540~~022395% 0.~~000000~~048685% 0.~~629540~~973710% 0.000000% 12.~~259080~~044791% 0.~~499198~~728067% 0.~~000000~~075360% 1.~~510071~~559108% 0.000000% 2.~~009270~~362534% 120 Days 0.~~435835~~632911% 0.000000% 0.~~290557~~486855% 0.000000% 01.~~726392~~119766% 0.~~285253~~689326% 0.000000% 01.~~411874~~171220% 0.000000% 01.~~697126~~860546% 150 Days 0.~~193705~~389484% 0.~~096852~~000000% 0.~~193705~~292113% 0.~~048426~~000000% 0.~~532688~~681597% 0.~~092430~~196292% 0.~~123807~~000000% 0.~~401536~~413785% 0.~~015887~~000000% 0.~~633660~~610077% 180+ Days 0.~~000000~~194742% 0.~~000000~~048685% 0.~~048426~~243427% 0.~~000000~~048685% 0.~~048426~~535540% 0.~~000000~~092859% 0.~~000000~~086706% 0.~~122499~~526466% 0.~~000000~~015960% 0.~~122499~~721992% Totals 79.~~941889~~785784% 0.~~290557~~292113% 12.~~162228~~093476% 0.~~048426~~048685% 912.~~443099~~220058% 810.~~464843~~393013% 0.~~277290~~316233% 23.~~445980~~926747% 0.~~015887~~015960% 1114.~~204000~~651953% Please refer to CTSLink.com for a list of delinquency code descriptions.

Delinquency Status By Subgroup DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I, Sub 1 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1725 0 0 0 1725 23,~~577~~745,~~425~~844.7794 0.00 0.00 0.00 23,~~577~~745,~~425~~844.7794 60 Days 1210 0 0 0 1210 1929,~~412,578~~072.0265 0.00 0.00 0.00 1929,~~412,578~~072.0265 90 Days 04 21 73 0 98 0291,677.0009 ~~118~~57,~~287~~934.0028 1729,~~192,789~~804.7336 0.00 1,~~311~~079,~~076~~415.73 120 Days 0 12 47 0 59 0.00 50118,~~524~~287.8200 ~~781~~1,~~736~~192,789.9073 0.00 ~~832~~1,~~261~~311,076.7273 150 Days 0 01 03 01 05 0.00 050,524.0082 0615,691.0029 0166,045.0061 0832,261.0072 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2939 34 1113 01 4357 34,~~990~~966,~~003~~594.7968 ~~168~~226,~~811~~746.8210 12,~~974~~538,~~526~~285.6338 0166,045.0061 67,~~133~~897,~~342~~671.2477 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~772680~~620545% 0.000000% 0.000000% 0.000000% 12.~~772680~~620545% 23.~~274223~~320500% 0.000000% 0.000000% 0.000000% 23.~~274223~~320500% 60 Days 1.~~251303~~048218% 0.000000% 0.000000% 0.000000% 1.~~251303~~048218% 10.~~246405~~823575% 0.000000% 0.000000% 0.000000% 10.~~246405~~823575% 90 Days 0.~~000000~~419287% 0.~~208551~~104822% 0.~~729927~~314465% 0.000000% 0.~~938478~~838574% 0.~~000000~~258557% 0.~~104372~~051356% 10.~~052473~~646934% 0.000000% 10.~~156845~~956847% 120 Days 0.000000% 0.~~104275~~209644% 0.~~417101~~733753% 0.000000% 0.~~521376~~943396% 0.000000% 0.~~044581~~104855% 01.~~689775~~057347% 0.000000% 01.~~734356~~162202% 150 Days 0.000000% 0.~~000000~~104822% 0.~~000000~~314465% 0.~~000000~~104822% 0.~~000000~~524109% 0.000000% 0.~~000000~~044788% 0.~~000000~~545779% 0.~~000000~~147191% 0.~~000000~~737757% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 34.~~023983~~088050% 0.~~312826~~419287% 1.~~147028~~362683% 0.~~000000~~104822% 45.~~483837~~974843% 34.~~520629~~402632% 0.~~148953~~200999% 12.~~742248~~250060% 0.~~000000~~147191% 57.~~411829~~000881% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I, Sub 2 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 379,999.6344 0.00 0.00 379,999.6344 30 Days 7774 0 0 0 7774 1415,~~454~~557,~~276~~519.8664 0.00 0.00 0.00 1415,~~454~~557,~~276~~519.8664 60 Days 3451 0 1 0 052 ~~35 6~~10,~~779~~045,~~807~~675.8053 ~~310,010.25~~ 0.00 268,760.33 0.00 710,~~089~~314,~~818~~435.0586 90 Days 98 01 719 0 1628 1,~~885~~349,~~385~~408.0313 0310,010.0025 14,~~678~~074,~~283~~683.0136 0.00 35,~~563~~734,~~668~~101.0474 120 Days 12 0 76 1 9 ~~271~~236,~~347~~146.3607 0.00 1,~~559~~756,~~803~~860.1852 6851,~~224~~879.1429 12,~~899~~044,~~374~~885.6888 150 Days 10 0 47 1 68 ~~157,438~~0.5100 0.00 ~~797~~1,~~879~~632,736.5955 7668,~~385~~224.0414 1,~~031~~700,~~703~~960.1469 180+ Days 01 01 02 02 06 0157,438.0051 095,934.00 0562,132.0053 0216,198.0010 01,031,703.0014 Totals ~~122~~136 23 1835 24 ~~144~~178 2327,~~548~~346,~~255~~187.5688 ~~690~~785,~~009~~943.8869 48,~~035~~295,~~965~~173.7829 ~~144~~336,~~609~~301.1853 2836,~~418~~763,~~840~~606.4039 0-29 Days 0.~~051493~~052192% 0.000000% 0.000000% 0.~~051493~~052192% 0.~~108877~~110394% 0.000000% 0.000000% 0.~~108877~~110394% 30 Days 3.~~964985~~862213% 0.000000% 0.000000% 0.000000% 3.~~964985~~862213% 4.~~141411~~519631% 0.000000% 0.000000% 0.000000% 4.~~141411~~519631% 60 Days 12.~~750772~~661795% 0.~~051493~~000000% 0.~~000000~~052192% 0.000000% 12.~~802266~~713987% 12.~~942537~~918379% 0.~~088824~~000000% 0.~~000000~~078078% 0.000000% 2.~~031361~~996457% 90 Days 0.~~463440~~417537% 0.~~000000~~052192% 0.~~360453~~991649% 0.000000% 01.~~823893~~461378% 0.~~540197~~392018% 0.~~000000~~090061% 01.~~480858~~183740% 0.000000% 1.~~021055~~665820% 120 Days 0.~~051493~~104384% 0.000000% 0.~~360453~~313152% 0.~~051493~~052192% 0.~~463440~~469729% 0.~~077746~~068603% 0.000000% 0.~~446912~~510387% 0.~~019547~~015072% 0.~~544205~~594062% 150 Days 0.~~051493~~000000% 0.000000% 0.~~205973~~365344% 0.~~051493~~052192% 0.~~308960~~417537% 0.~~045109~~000000% 0.000000% 0.~~228607~~474328% 0.~~021886~~019820% 0.~~295602~~494148% 180+ Days 0.~~000000~~052192% 0.~~000000~~052192% 0.~~000000~~104384% 0.~~000000~~104384% 0.~~000000~~313152% 0.~~000000~~045738% 0.~~000000~~027870% 0.~~000000~~163306% 0.~~000000~~062808% 0.~~000000~~299721% Totals 67.~~282183~~098121% 0.~~102987~~156576% 01.~~926880~~826722% 0.~~102987~~208768% 79.~~415036~~290188% 67.~~746999~~944368% 0.~~197700~~228325% 12.~~156377~~409839% 0.~~041433~~097699% 810.~~142510~~680232% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II, Sub 1 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 3 0 0 3 218,~~851~~726.2305 0.00 0.00 218,~~851~~726.2305 30 Days 3638 0 0 0 3638 34,~~548~~667,~~085~~606.2553 0.00 0.00 0.00 34,~~548~~667,~~085~~606.2553 60 Days 2423 0 0 0 2423 2,~~737~~253,~~149~~558.2666 0.00 0.00 0.00 2,~~737~~253,~~149~~558.2666 90 Days 1119 1 1 0 21 1,717,848.75 323,319.99 159,372.25 0.00 122,200,540.99 120 Days 9 0 1 0 10 1,~~150~~016,~~124~~865.9884 0.00 520,662.62 0.00 1,~~670~~537,~~787~~528.6046 ~~120~~150 Days 8 0 2 0 10 842,159.12 0.00 435,030.73 0.00 1,277,189.85 ~~150~~180+ Days 4 10 0 1 65 398,396.38 ~~161,637~~0.5700 0.00 68,475.22 ~~628~~466,~~509~~871.1760 ~~180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00~~ Totals 83101 4 34 1 91110 810,~~675~~896,~~914~~435.9928 ~~380~~542,~~488~~046.8004 ~~955~~1,~~693~~115,065.3560 68,475.22 1012,~~080~~622,~~572~~022.3614 0-29 Days 0.~~316790~~318471% 0.000000% 0.000000% 0.~~316790~~318471% 0.~~206474~~207652% 0.000000% 0.000000% 0.~~206474~~207652% 30 Days 34.~~801478~~033970% 0.000000% 0.000000% 0.000000% 34.~~801478~~033970% 34.~~347428~~431293% 0.000000% 0.000000% 0.000000% 34.~~347428~~431293% 60 Days 2.~~534319~~441614% 0.000000% 0.000000% 0.000000% 2.~~534319~~441614% 2.~~582353~~139464% 0.000000% 0.000000% 0.000000% 2.~~582353~~139464% 90 Days 12.~~161563~~016985% 0.~~000000~~106157% 0.~~105597~~106157% 0.000000% 12.~~267159~~229299% 1.~~085081~~630877% 0.~~000000~~306951% 0.~~491217~~151303% 0.000000% 12.~~576298~~089131% 120 Days 0.~~844773~~955414% 0.000000% 0.~~211193~~106157% 0.000000% 1.~~055966~~061571% 0.~~794532~~965383% 0.000000% 0.~~410428~~494302% 0.000000% 1.~~204960~~459686% 150 Days 0.~~422386~~849257% 0.~~105597~~000000% 0.~~000000~~212314% 0.~~105597~~000000% 01.~~633580~~061571% 0.~~375866~~799522% 0.~~152496~~000000% 0.~~000000~~413006% 0.~~064603~~000000% 01.~~592965~~212528% 180+ Days 0.~~000000~~424628% 0.000000% 0.000000% 0.~~000000~~106157% 0.~~000000~~530786% 0.~~000000~~378226% 0.000000% 0.000000% 0.~~000000~~065008% 0.~~000000~~443235% Totals 810.~~764520~~721868% 0.~~422386~~424628% 0.~~316790~~424628% 0.~~105597~~106157% 911.~~609293~~677282% 810.~~185260~~344765% 0.~~358971~~514603% 01.~~901645~~058611% 0.~~064603~~065008% 911.~~510479~~982988% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II, Sub 2 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 442,700.00 0.00 0.00 442,700.00 30 Days 5160 0 0 0 5160 1618,~~414~~255,~~629~~246.1972 0.00 0.00 0.00 1618,~~414~~255,~~629~~246.1972 60 Days 2734 0 02 0 2736 1012,~~006~~091,~~113~~487.7757 0.00 01,099,051.0005 0.00 1013,~~006~~190,~~113~~538.7762 90 Days 2 0 1219 0 1421 1,~~001~~405,~~542~~803.8699 0.00 56,~~988~~529,~~116~~728.2469 0.00 67,~~989~~935,~~659~~532.1068 120 Days 14 0 49 0 513 ~~387~~1,~~349~~940,576.8332 0.00 14,~~340~~504,~~245~~267.6880 0.00 16,~~727~~444,~~595~~844.5112 150 Days 0 10 4 0 54 0.00 ~~372,000~~0.00 1,~~730~~340,~~719~~245.2768 0.00 21,~~102~~340,~~719~~245.2768 180+ Days 0 0 1 5 0 16 0.00 0372,000.00 ~~528~~2,~~000~~258,719.0027 0.00 ~~528~~2,~~000~~630,719.0027 Totals 81100 2 2139 0 ~~104~~141 2733,~~809~~693,~~635~~114.6560 814,700.00 915,~~587~~732,~~081~~012.1949 0.00 3850,~~211~~239,~~416~~827.8409 0-29 Days 0.~~089445~~089928% 0.000000% 0.000000% 0.~~089445~~089928% 0.~~136203~~136762% 0.000000% 0.000000% 0.~~136203~~136762% 30 Days 45.~~561717~~395683% 0.000000% 0.000000% 0.000000% 45.~~561717~~395683% 5.~~050186~~639538% 0.000000% 0.000000% 0.000000% 5.~~050186~~639538% 60 Days 23.~~415027~~057554% 0.000000% 0.~~000000~~179856% 0.000000% 23.~~415027~~237410% 3.~~078518~~735387% 0.000000% 0.~~000000~~339527% 0.000000% 34.~~078518~~074913% 90 Days 0.~~178891~~179856% 0.000000% 1.~~073345~~708633% 0.000000% 1.~~252236~~888489% 0.~~308138~~434291% 0.000000% 12.~~842326~~017209% 0.000000% 2.~~150465~~451500% 120 Days 0.~~089445~~359712% 0.000000% 0.~~357782~~809353% 0.000000% 01.~~447227~~169065% 0.~~119173~~599496% 0.000000% 01.~~412345~~391490% 0.000000% 01.~~531518~~990986% 150 Days 0.000000% 0.~~089445~~000000% 0.~~357782~~359712% 0.000000% 0.~~447227~~359712% 0.000000% 0.~~114451~~000000% 0.~~532480~~414038% 0.000000% 0.~~646930~~414038% 180+ Days 0.000000% 0.~~000000~~089928% 0.~~089445~~449640% 0.000000% 0.~~089445~~539568% 0.000000% 0.~~000000~~114921% 0.~~162446~~697779% 0.000000% 0.~~162446~~812700% Totals 78.~~245081~~992806% 0.~~178891~~179856% 13.~~878354~~507194% 0.000000% 912.~~302326~~679856% 810.~~556016~~408712% 0.~~250654~~251683% 24.~~949597~~860043% 0.000000% 1115.~~756267~~520439% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary Summary Group I Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 16 3,601,294.01 0.406 6 1,031,703.14 0.226 210 - 239 1 528,000.00 0.~~059~~060 0 0.00 0.000 Total 117 ~~528~~4,~~000~~129,294.0001 0.~~059~~466 06 01,031,703.0014 0.~~000~~226

180+ Delinquency Summary (continued) Group II Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 10 2,569,590.87 0.599 210 - 239 1 528,000.00 0.~~122~~123 Total 111 ~~528~~3,~~000~~097,590.0087 0.~~122~~722 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 13 ~~Jun~~Jul-06 0.000% Original Principal Balance 68358,~~400~~200.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 68357,~~224~~737.1496 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current REO Total ~~Oct~~Nov-06 0.000% Loans in REO 36 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~213~~571,~~420~~620.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~213~~570,~~084~~822.4036 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~016% ~~Apr~~May-07 0.~~016~~024% ~~May~~Jun-07 0.~~024~~064% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 12 ~~Jun~~Jul-06 0.000% Original Principal Balance 68192,~~400~~000.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 68191,~~224~~692.1435 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current REO Total ~~Oct~~Nov-06 0.000% Loans in REO 24 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~144~~336,900.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~144~~336,~~609~~301.1853 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~016% ~~Apr~~May-07 0.~~016~~031% ~~May~~Jun-07 0.~~031~~110% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-06 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current REO Total ~~Oct~~Nov-06 0.000% Loans in REO 1 ~~Nov~~Dec-06 0.000% Original Principal Balance 68,520.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 68,475.22 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~016% ~~Apr~~May-07 0.016% ~~May~~Jun-07 0.016% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Group I 0171185134 May-2007 01-Jun-2006 NC 95.00 68,400.00 Group I 0171321610 Jun-2007 01-Jul-2006 AZ 66.67 140,000.00 Group I 0171391211 Jun-2007 01-Aug-2006 MI 80.00 52,000.00 Group I 0171391260 Apr-2007 01-Aug-2006 MI 85.00 76,500.00 Group I 0171673989 Jun-2007 01-Oct-2006 TX 94.97 166,200.00 Group II 0171674016 Apr-2007 01-Oct-2006 MI 84.91 68,520.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0171185134 68,224.14 01-Nov-2006 45 10.250% 2,~~213~~766.8163 Group I 0171321610 139,813.06 01-Oct-2006 6 7.500% 4,070.86 Group I 0171391211 51,879.29 01-Dec-2006 4 9.850% 2,018.20 Group I 0171391260 76,385.04 01-Oct-2006 56 9.450% 2,~~273~~841.5316 Group I 0171673989 166,045.61 01-Nov-2006 5 9.790% 6,415.08 Group II 0171674016 68,475.22 01-Oct-2006 56 8.130% 12,~~736~~169.3367

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3344 ~~Jun~~Jul-06 0.000% Original Principal Balance 1112,~~485~~357,~~485~~620.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 1112,~~476~~331,~~393~~509.5802 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 5391 ~~Nov~~Dec-06 0.000% Original Principal Balance 1627,~~567~~719,~~865~~285.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 1627,~~553~~680,~~266~~536.9576 ~~Jan-07 0.000%~~ Feb-07 0.000% Mar-07 0.348% Apr-07 0.682% May-07 1.853% Jun-07 3.124% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1021 ~~Jun~~Jul-06 0.000% Original Principal Balance 24,~~458~~753,~~355~~800.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 24,~~454~~745,~~824~~552.9967 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 1835 ~~Nov~~Dec-06 0.000% Original Principal Balance 48,~~041~~307,~~855~~655.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 48,~~035~~295,~~965~~173.7829 ~~Jan-07 0.000%~~ Feb-07 0.000% Mar-07 0.216% Apr-07 0.660% May-07 1.300% Jun-07 2.370% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1419 ~~Jun~~Jul-06 0.000% Original Principal Balance 76,~~223~~713,~~400~~320.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 76,~~220~~696,~~116~~779.2474 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 2139 ~~Nov~~Dec-06 0.000% Original Principal Balance 915,~~591~~753,~~900~~220.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 915,~~587~~732,~~081~~012.1949 ~~Jan-07 0.000%~~ Feb-07 0.000% Mar-07 0.489% Apr-07 0.707% May-07 2.446% Jun-07 3.927% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I ~~0170865499~~0170953923 ~~Apr~~Jun-2007 01-~~Mar~~Apr-2006 NYIL 8385.3300 ~~200~~216,~~000~~750.00 Group I 0170993938 Apr-2007 01-Apr-2006 CA 80.00 304,000.00 Group I ~~0171232013~~0171061282 Jun-2007 01-May-2006 GA 90.00 123,300.00 Group I 0171185175 Jun-2007 01-Jun-2006 CAMI 9080.00 ~~405~~101,~~000~~600.00 Group I ~~0171296874~~0171232013 ~~Apr~~May-2007 01-~~Jul~~Jun-2006 SCCA 90.00 ~~243~~405,000.00 Group I ~~0171321610~~0171296874 ~~Mar~~Apr-2007 01-Jul-2006 AZSC 6690.6700 ~~140~~243,000.00 Group I 0171345782 May-2007 01-Jul-2006 OH 97.96 120,000.00 Group I ~~0171391211~~0171449747 ~~May~~Jun-2007 01-Aug-2006 MIFL 8090.00 52168,~~000~~750.00 Group I 0171449823 May-2007 01-Jun-2006 FL 80.00 248,000.00 Group I 0171475942 Jun-2007 01-Aug-2006 FL 80.00 272,000.00 Group I 0171476012 May-2007 01-Sep-2006 IL 80.00 170,400.00 Group I 0171476101 Jun-2007 01-Jun-2006 NY 80.00 284,000.00 Group I 0171476104 May-2007 01-Aug-2006 OR 80.00 202,400.00 Group I 0171476122 Jun-2007 01-Sep-2006 MA 80.00 342,400.00 Group I 0171476275 May-2007 01-Aug-2006 GA 82.42 75,000.00 Group I 0171476436 May-2007 01-Aug-2006 CO 90.00 247,500.00 Group I ~~0171490820~~0171476594 ~~Mar~~Jun-2007 01-~~Sep~~Aug-2006 FLMA 8075.00 96213,~~000~~750.00 Group I 0171502786 Apr-2007 01-Sep-2006 MO 81.00 81,000.00 Group I 0171502803 Mar-2007 01-Sep-2006 CA 90.00 319,500.00 Group I 0171502827 Jun-2007 01-Sep-2006 CA 80.00 348,000.00 Group I 0171523732 Jun-2007 01-Sep-2006 FL 90.00 225,000.00 Group I 0171603936 Jun-2007 01-Aug-2006 HI 95.00 247,000.00 Group I 0171646583 Apr-2007 01-Nov-2006 CA 58.82 200,000.00 Group I 0171673942 May-2007 01-Oct-2006 FL 79.96 231,800.00 Group I ~~0171673971~~0171673945 ~~May~~Jun-2007 01-Oct-2006 KSFL 8975.9600 ~~112~~330,~~450~~000.00 Group I ~~0171673989~~0171673971 ~~Apr~~May-2007 01-Oct-2006 TXKS 9489.9796 ~~166~~112,~~200~~450.00 Group I 0171674009 Apr-2007 01-Sep-2006 MN 89.95 186,200.00 Group I 0171674014 Apr-2007 01-Oct-2006 MN 89.99 220,480.00 Group I 0171674020 May-2007 01-Oct-2006 IN 79.98 63,980.00 Group I 0171674038 Apr-2007 01-Oct-2006 FL 89.96 209,600.00 Group I 0171692274 May-2007 01-Sep-2006 CO 89.85 269,555.00 Group I 0171692293 Jun-2007 01-Sep-2006 IL 80.00 196,400.00 Group I 0171692436 May-2007 01-Oct-2006 NJ 84.94 344,000.00 Group I 0171777639 Jun-2007 01-Nov-2006 CA 65.00 123,500.00 Group I 0171819162 Jun-2007 01-Sep-2006 CA 68.67 412,000.00 Group I 0171819172 May-2007 01-Sep-2006 IL 95.00 209,000.00 Group I 0171819175 May-2007 01-Sep-2006 CA 70.00 490,000.00 Group I 0171978059 Jun-2007 01-Dec-2006 CA 80.00 372,000.00 Group I 0171979086 Jun-2007 01-Dec-2006 UT 71.21 117,500.00 Group I 0171979204 Jun-2007 01-Oct-2006 WI 100.00 283,000.00 Group I 0171979240 Jun-2007 01-Dec-2006 IL 95.00 204,250.00 Group I 0171979475 Jun-2007 01-Dec-2006 MN 75.00 240,000.00 Group I 0171979671 Jun-2007 01-Dec-2006 FL 80.00 275,600.00 Group I 0171979689 Jun-2007 01-Dec-2006 FL 89.82 150,000.00 Group I 0171979746 Jun-2007 01-Dec-2006 FL 90.00 157,500.00 Group I 0171979965 May-2007 01-Dec-2006 IA 90.00 72,000.00 Group I 0171980092 Jun-2007 01-Jan-2007 MO 100.00 80,000.00 Group I 0171980328 May-2007 01-Dec-2006 CA 80.00 340,000.00 Group II 0170743407 Apr-2007 01-Jan-2006 CA 80.00 296,000.00 Group II 0170743438 May-2007 01-Jan-2006 CA 80.00 368,000.00 Group II 0170862722 Jun-2007 01-Feb-2006 MI 80.00 89,920.00 Group II 0170896814 Jun-2007 01-Jan-2006 SC 90.00 211,500.00 Group II 0171117698 May-2007 01-Jun-2006 CA 90.00 900,000.00 Group II 0171276068 Jun-2007 01-Jun-2006 CA 80.00 360,000.00 Group II 0171276208 Apr-2007 01-Jul-2006 CA 80.00 140,000.00 Group II 0171279212 May-2007 01-Jun-2006 CA 80.00 880,000.00 Group II 0171284102 Jun-2007 01-Jul-2006 CA 80.00 596,000.00 Group II 0171296879 May-2007 01-Jul-2006 NY 59.36 326,500.00 Group II 0171297835 Jun-2007 01-May-2006 GA 80.00 200,000.00 Group II 0171322720 Jun-2007 01-Aug-2006 MI 90.00 92,700.00 Group II 0171323950 May-2007 01-Jul-2006 CA 85.00 450,500.00 Group II 0171326350 Jun-2007 01-Jul-2006 CA 80.00 624,000.00 Group II 0171368867 Jun-2007 01-Jul-2006 FL 80.00 280,000.00 Group II 0171368907 May-2007 01-Jul-2006 CA 80.00 560,000.00 Group II 0171449749 Jun-2007 01-Aug-2006 CA 79.41 536,000.00 Group II 0171449794 Apr-2007 01-Aug-2006 CA 80.00 237,600.00 Group II 0171449894 Jun-2007 01-Jul-2006 TX 80.00 464,000.00 Group II 0171458758 Apr-2007 01-Jul-2006 LA 79.98 347,900.00 Group II 0171475949 Mar-2007 01-Aug-2006 RI 80.00 232,000.00 Group II 0171475977 Jun-2007 01-Aug-2006 IN 80.00 160,000.00 Group II 0171476017 Mar-2007 01-Aug-2006 CA 80.00 528,000.00 Group II 0171476034 Jun-2007 01-Aug-2006 CA 80.00 240,000.00 Group II 0171476067 Mar-2007 01-Aug-2006 CA 80.00 479,900.00 Group II 0171476311 Jun-2007 01-Aug-2006 OR 68.00 476,000.00 Group II 0171539979 Apr-2007 01-Aug-2006 CA 100.00 455,000.00 Group II 0171640625 Jun-2007 01-Oct-2006 CA 80.00 312,000.00 Group II 0171674058 May-2007 01-Oct-2006 CA 84.99 521,000.00 Group II 0171977583 May-2007 01-Dec-2006 WA 75.49 536,000.00 Group II 0171977685 Jun-2007 01-Dec-2006 CA 80.00 452,000.00 Group II 0171977696 Jun-2007 01-Dec-2006 CA 80.00 376,000.00 Group II 0171977723 Jun-2007 01-Jan-2007 CA 80.00 620,000.00 Group II 0171977760 May-2007 01-Dec-2006 CA 80.00 568,000.00 Group II ~~0171977763~~0171978188 ~~May~~Jun-2007 01-Dec-2006 CA 7980.4200 ~~552~~224,000.00 Group II 0171978214 May-2007 01-Dec-2006 CA 80.00 564,000.00 Group II 0171978706 May-2007 01-Dec-2006 OR 80.00 192,000.00 Group II 0171978712 Jun-2007 01-Dec-2006 OR 80.00 195,200.00 Group II 0171979082 May-2007 01-Dec-2006 UT 80.00 352,000.00 Group II 0171979083 May-2007 01-Dec-2006 UT 20.00 88,000.00 Group II 0171979120 May-2007 01-Dec-2006 AZ 80.00 518,400.00 Group II 0171979542 May-2007 01-Dec-2006 IL 80.00 456,000.00 Group II 0171979823 Jun-2007 01-Jan-2007 FL 80.00 364,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I ~~0170865499~~0170953923 ~~198~~215,~~413~~474.9925 01-~~Nov~~Jan-~~2006~~2007 43 68.~~875~~800% 47,~~203~~442.0256 Group I 0170993938 304,000.00 01-Nov-2006 45 7.400% 68,~~992~~740.00 Group I ~~0171232013~~0171061282 ~~404~~122,~~358~~675.34 01-~~Nov~~Jan-~~2006~~2007 3 9.000% 4,339.63 8Group I 0171185175 101,600.~~340~~00 01-Jan-2007 3 9.075% 103,~~557~~630.1110 Group I ~~0171296874~~0171232013 ~~242~~404,~~813~~358.5534 01-~~Oct~~Nov-2006 5 98.~~400~~340% 713,~~197~~194.0355 Group I ~~0171321610~~0171296874 ~~139~~242,813.0655 01-Oct-2006 56 79.~~500~~400% 38,~~257~~995.2537 Group I 0171345782 119,531.94 01-Dec-2006 34 8.250% 3,~~082~~852.7309 Group I ~~0171391211~~0171449747 51168,~~879~~380.2959 01-~~Dec~~Jan-~~2006~~2007 3 911.~~850~~000% 17,~~614~~361.9504 Group I 0171449823 247,591.83 01-Dec-2006 34 8.750% 68,~~804~~504.6272 Group I 0171475942 271,347.36 01-Nov-2006 5 8.600% 9,135.27 Group I 0171476012 170,054.00 01-Nov-2006 45 7.990% 45,~~235~~292.3633 Group I 0171476101 283,331.89 01-Jan-2007 3 7.990% 8,836.92 Group I 0171476104 202,129.64 01-Nov-2006 45 7.499% 45,~~710~~886.0351 Group I 0171476122 341,901.58 01-Jan-2007 3 7.990% 10,663.79 Group I 0171476275 74,886.87 01-Dec-2006 34 11.850% 23,~~831~~538.0119 Group I 0171476436 247,126.60 01-Dec-2006 34 8.890% 68,~~907~~633.2605 Group I ~~0171490820~~0171476594 95213,~~934~~034.0074 01-~~Oct~~Jan-~~2006~~2007 53 78.~~375~~990% 27,~~195~~527.0240 Group I 0171502786 80,960.54 01-Nov-2006 45 9.940% 23,~~546~~182.0630 Group I 0171502803 319,318.98 01-Oct-2006 56 8.050% 10,030.65 Group I 0171502827 348,000.00 01-Dec-2006 4 8.100% 11,~~025~~020.7100 Group I 0171523732 224,559.43 01-Jan-2007 3 10.650% 9,489.26 Group I 0171603936 246,122.69 01-Jan-2007 3 8.700% 8,398.86 Group I 0171646583 199,886.67 01-Nov-2006 45 8.950% 57,~~619~~021.0681 Group I 0171673942 231,472.93 01-Dec-2006 34 9.750% 78,~~128~~908.4740 Group I ~~0171673971~~0171673945 ~~112~~330,~~400~~000.9200 01-~~Dec~~Jan-~~2006~~2007 3 108.~~300~~250% 310,~~670~~656.3925 Group I ~~0171673989~~0171673971 ~~166~~112,~~045~~400.6192 01-~~Nov~~Dec-2006 4 910.~~790~~300% 54,~~133~~587.3264 Group I 0171674009 185,860.95 01-Nov-2006 45 8.900% 56,~~193~~490.5806 Group I 0171674014 220,230.34 01-Nov-2006 45 8.850% 67,~~117~~644.3341 Group I 0171674020 63,884.82 01-Dec-2006 34 9.500% 12,~~914~~392.1001 Group I 0171674038 209,600.00 01-Nov-2006 45 8.620% 57,~~673~~091.2050 Group I 0171692274 ~~269~~268,~~029~~760.4533 01-~~Dec~~Feb-~~2006~~2007 32 9.600% 8,~~150~~146.3117 Group I 0171692293 195,675.81 01-Jan-2007 3 9.000% 6,922.14 Group I 0171692436 343,485.65 01-Dec-2006 34 9.475% 1012,~~262~~825.8118 Group I 0171777639 123,450.83 01-Dec-2006 4 9.250% 4,498.05 Group I 0171819162 411,518.04 01-Jan-2007 3 8.750% 14,139.13 Group I 0171819172 208,847.61 01-Dec-2006 34 9.570% 67,~~311~~888.2126 Group I 0171819175 488,995.40 01-Dec-2006 34 9.360% 1418,~~422~~023.6142 Group I 0171978059 371,849.84 01-Jan-2007 3 6.750% 9,679.63 Group I 0171979086 117,325.05 01-Jan-2007 3 7.500% 3,416.79 Group I 0171979204 282,479.31 01-Jan-2007 3 9.875% 11,023.88 Group I 0171979240 203,975.00 01-Jan-2007 3 8.000% 6,365.49 Group I 0171979475 239,957.88 01-Jan-2007 3 10.250% 9,746.54 Group I 0171979671 275,503.59 01-Jan-2007 3 8.250% 8,893.32 Group I 0171979689 149,792.88 01-Jan-2007 3 7.875% 4,596.54 Group I 0171979746 157,444.63 01-Jan-2007 3 7.125% 4,344.58 Group I 0171979965 71,~~964~~928.5888 01-~~Dec~~Jan-~~2006~~2007 3 9.500% 2,~~156~~694.2360 Group I 0171980092 79,956.30 01-Jan-2007 3 9.000% 2,828.63 Group I 0171980328 339,974.85 01-Dec-2006 34 9.375% 1012,~~055~~569.7116 Group II 0170743407 296,000.00 01-Nov-2006 45 7.300% 68,~~709~~386.3670 Group II 0170743438 368,000.00 01-~~Dec~~Jan-~~2006~~2007 3 6.925% 9,851.70 Group II 0170862722 89,240.21 01-Jan-2007 3 8.500% 2,970.71 Group II 0170896814 209,741.29 01-Jan-2007 3 8.800% 7,~~881~~244.3627 Group II 0171117698 898,211.01 01-Dec-2006 34 8.100% 2228,~~737~~418.9317 Group II 0171276068 357,981.95 01-Jan-2007 3 7.900% 11,021.65 Group II 0171276208 139,635.52 01-Oct-2006 56 8.200% 34,~~573~~464.1387 Group II 0171279212 880,000.00 01-Oct-2006 56 7.200% 1924,~~653~~566.65 Group II 0171284102 593,521.32 01-Jan-2007 3 8.700% 20,253.57 Group II 0171296879 325,553.99 01-Dec-2006 34 11.200% 1114,~~600~~497.5999 Group II 0171297835 199,534.72 01-Jan-2007 3 8.450% 6,606.02 Group II 0171322720 92,428.15 01-Jan-2007 3 9.625% 3,510.64 Group II 0171323950 450,500.00 01-Dec-2006 34 9.225% 1316,~~102~~377.0455 Group II 0171326350 624,000.00 01-Jan-2007 3 8.100% 19,760.00 Group II 0171368867 278,617.39 01-Jan-2007 3 7.850% 8,520.16 Group II 0171368907 560,000.00 01-Dec-2006 34 8.500% 18,666.70 Group II 0171449749 535,051.05 01-Feb-2007 2 8.500% 14,~~933~~262.3642 Group II 0171449794 237,600.00 01-Nov-2006 45 8.250% 67,~~138~~672.0050 Group II 0171449894 461,662.71 01-Jan-2007 3 7.750% 13,925.23 Group II 0171458758 347,030.73 01-Nov-2006 45 9.500% 1012,~~392~~986.0258 Group II 0171475949 231,588.24 01-Oct-2006 56 8.650% 67,~~274~~840.2233 Group II 0171475977 159,372.25 01-Jan-2007 3 8.750% 5,471.73 Group II 0171476017 528,000.00 01-Sep-2006 67 8.615% 1417,~~282~~853.4000 Group II 0171476034 239,483.25 01-Jan-2007 3 7.290% 6,770.42 Group II 0171476067 479,495.51 01-Oct-2006 56 8.090% 1215,~~115~~142.4913 Group II 0171476311 473,997.96 01-Jan-2007 3 7.865% 14,524.72 Group II 0171539979 454,645.68 01-Nov-2006 45 9.350% 1316,~~402~~751.55 Group II 0171640625 311,057.62 01-Jan-2007 3 7.460% 9,006.70 Group II 0171674058 520,662.62 01-Dec-2006 34 8.990% 1418,~~726~~406.6120 Group II 0171977583 535,906.56 01-Dec-2006 34 8.250% 17,296.09 Group II 0171977685 451,859.24 01-Jan-2007 3 7.450% 13,~~838~~080.1193 Group II 0171977696 375,897.71 01-Jan-2007 3 8.990% 13,293.69 Group II 0171977723 619,915.98 01-Jan-2007 3 8.990% 21,923.49 Group II 0171977760 567,940.88 01-Dec-2006 34 8.500% 1518,~~141~~925.0935 Group II ~~0171977763~~0171978188 ~~551~~223,~~848~~924.4484 01-~~Dec~~Jan-~~2006~~2007 3 67.~~875~~250% 116,~~718~~295.6474 Group II 0171978214 564,000.00 01-~~Dec~~Feb-~~2006~~2007 32 7.750% 13,630.00 Group II 0171978706 191,970.75 01-Dec-2006 34 7.500% 45,~~477~~596.5854 Group II 0171978712 195,134.49 01-Jan-2007 3 7.250% 5,486.29 Group II 0171979082 352,000.00 01-Nov-2006 45 7.375% 810,~~062~~076.1283 Group II 0171979083 88,000.00 01-Nov-2006 45 10.000% 23,~~782~~478.6204 Group II 0171979120 518,257.66 01-Dec-2006 34 6.875% 1113,~~005~~754.3373 Group II 0171979542 455,926.95 01-Dec-2006 34 8.500% 1215,~~153~~190.1114 Group II 0171979823 363,729.86 01-Jan-2007 3 7.500% 10,592.82

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 43 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~801~~478,~~100~~800.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~800~~477,~~297~~188.2527 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 1113 ~~Nov~~Dec-06 0.000% Original Principal Balance 2,~~057~~373,~~011~~811.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 2,~~054~~369,~~010~~435.5083 ~~Jan-07 0.000%~~ Feb-07 0.000% Mar-07 0.132% Apr-07 0.219% May-07 0.230% Jun-07 0.267% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~310~~96,~~400~~000.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~310~~95,~~010~~934.2500 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 23 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~690~~786,400.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~690~~785,~~009~~943.8869 ~~Jan-07 0.000%~~ Feb-07 0.000% Mar-07 0.080% Apr-07 0.135% May-07 0.186% Jun-07 0.222% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~372~~324,~~000~~800.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~372~~323,~~000~~319.0099 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 2 ~~Nov~~Dec-06 0.000% Original Principal Balance 814,700.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 814,700.00 ~~Jan-07 0.000%~~ Feb-07 0.000% Mar-07 0.186% Apr-07 0.308% May-07 0.277% Jun-07 0.316% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I 0171395009 Apr-2007 01-Aug-2006 OR 20.00 50,600.00 Group I 0171458591 May-2007 01-Jul-2006 KS 84.80 63,600.00 Group I 0171458695 May-2007 01-Jul-2006 KS 84.77 55,100.00 Group I 0171476126 May-2007 01-Sep-2006 ID 80.00 310,400.00 Group I 0171490820 Jun-2007 01-Sep-2006 FL 80.00 96,000.00 Group I 0171655285 Mar-2007 01-Oct-2006 CA 95.00 380,000.00 Group I 0171979316 Jun-2007 01-Dec-2006 WI 92.06 58,000.00 Group II 0170862362 Mar-2007 01-Feb-2006 CO 20.00 47,211.00 Group II 0170862958 Mar-2007 01-Feb-2006 MO 80.00 124,000.00 Group II 0170863960 Mar-2007 01-Feb-2006 VA 95.00 442,700.00 Group II 0170865742 Mar-2007 01-Mar-2006 OR 20.00 49,400.00 Group II 0170954221 May-2007 01-Mar-2006 FL 80.00 372,000.00 Group II ~~0171296673~~0171458715 ~~Mar~~Jun-2007 01-~~Jun~~Jul-2006 CAFL 2099.0094 ~~162~~324,~~000~~800.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I 0171395009 50,524.82 01-Nov-2006 45 10.875% 12,~~745~~181.1126 Group I 0171458591 63,378.72 01-Dec-2006 34 8.800% 12,~~750~~187.8589 Group I 0171458695 54,908.28 01-Dec-2006 34 8.800% 1,~~516~~895.8548 Group I 0171476126 310,010.25 01-Jan-2007 23 8.500% 810,~~263~~328.7433 Group I 0171490820 95,934.00 01-Oct-2006 6 7.375% 2,743.28 Group I 0171655285 379,999.6344 01-~~Apr~~May-2007 0 7.900% 4,686.6867 Group I 0171979316 57,934.28 01-Jan-2007 3 8.875% 2,019.35 Group II 0170862362 46,~~854~~830.7622 01-~~Apr~~May-2007 0 10.000% ~~735~~741.2169 Group II 0170862958 122,~~873~~793.4791 01-~~Apr~~May-2007 0 8.750% 1,~~690~~688.0596 Group II 0170863960 442,700.00 01-~~Apr~~May-2007 0 7.750% 5,349.28 Group II 0170865742 49,~~123~~101.0092 01-~~Apr~~May-2007 0 10.750% 839.3600 Group II 0170954221 372,000.00 01-Oct-2006 56 7.990% 911,~~287~~609.6050 Group II ~~0171296673~~0171458715 ~~161~~323,~~637~~319.5799 01-~~Oct~~Jan-~~2006~~2007 53 108.~~025~~250% 510,~~121~~426.2041

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Group I 0 0.00 0.00 0.000% Group II 01 0161,637.0057 0169,173.0049 0.~~000~~161% Total 01 0161,637.0057 0169,173.0049 0.~~000~~019%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term NoGroup ~~Losses~~II ~~this~~0171296673 ~~Period~~162,000.00 10.025% CA 20.00 360

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) NoGroup ~~Losses~~II ~~this~~0171296673 ~~Period~~161,637.57 169,173.49 169,173.49

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.018% Current Month 1.296% 3 Month Average 0.006% 3 Month Average 0.432% 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. Jul-2006 NoN/A ~~Realized~~N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.018% N/A Jun-2007 1.296% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss ~~Information~~Severity toCurrent Month 0.216% Current Month 104.662% 3 Month Average 0.072% 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. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.216% N/A Jun-2007 104.662% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I - No Realized Loss Information to report this period. Group II MDR SDA Current Month 0.037% Current Month 2.585% 3 Month Average 0.012% 3 Month Average 0.862% 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. Jul-2006 NoN/A ~~Realized~~N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.037% N/A Jun-2007 2.585% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss ~~Information~~Severity toCurrent Month 0.448% Current Month 104.662% 3 Month Average 0.149% 3 Month Average 34.887% 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. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.448% N/A Jun-2007 104.662% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 2631 45,~~499~~161,~~900~~818.00 45,~~489~~145,~~461~~409.3809 0 0.00 0.00 Group II 2310 51,~~462~~704,~~654~~950.00 51,~~434~~698,~~124~~159.5052 0 0.00 0.00 Total 4941 96,~~962~~866,~~554~~768.00 96,~~923~~843,~~585~~568.8861 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 0 0.00 0.00 1911,~~736~~341.9854 Group II 0 0.00 0.00 01 0162,000.00 0161,104.0017 1412,~~258~~181.6665 Total 0 0.00 0.00 01 0162,000.00 0161,104.0017 3323,~~995~~523.6419

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0170957566~~0171185166 CAMD 5885.3344 01-~~Mar~~Jun-2006 ~~192~~135,~~500~~000.00 ~~192~~133,~~499~~971.9014 Group I ~~0170968198~~0171185198 NJGA 6470.5242 01-~~Apr~~Jun-2006 ~~100~~75,000.00 9974,~~270~~546.2342 Group I ~~0171233213~~0171185204 ILMI 8437.5888 01-~~Jul~~Jun-2006 ~~304~~50,~~500~~000.00 ~~303~~49,~~652~~714.8738 Group I ~~0171368860~~0171231255 VANC 94100.~~97 01-Jul-2006 78,350.~~00 ~~78,139.84 Group I 0171445898 CA 51.61~~ 01-~~Aug~~Jun-2006 ~~400~~66,000.00 ~~400~~65,~~000~~632.0090 Group I ~~0171476391~~0171281416 VANJ ~~100~~90.00 01-~~Aug~~Jun-2006 ~~117~~256,~~000~~500.00 ~~116~~256,~~325~~500.2900 Group I ~~0171478738~~0171281418 MDPA 7590.00 01-~~Aug~~Jul-2006 ~~131~~87,~~250~~300.00 ~~130~~86,~~631~~919.1041 Group I ~~0171573114~~0171326359 FLCO 80.00 01-~~Oct~~Jun-2006 ~~151~~142,~~200~~680.00 ~~151~~141,~~200~~258.0099 Group I ~~0171646575~~0171345422 AZIA 8589.0073 01-~~Oct~~Jul-2006 ~~238~~166,000.00 ~~237~~165,~~685~~047.2884 Group I ~~0171673954~~0171345663 CTNJ 7865.8896 01-~~Oct~~Jul-2006 ~~231~~112,~~900~~138.00 ~~231~~111,~~152~~237.6675 Group I ~~0171692398~~0171345679 MNSC ~~100~~90.00 01-~~Oct~~Jul-2006 ~~135~~152,~~000~~100.00 ~~134~~151,~~994~~048.3409 Group I ~~0171819234~~0171391252 MI 7090.00 01-~~Oct~~Aug-2006 4159,~~300~~400.00 4159,~~171~~062.8113 Group I ~~0171819346~~0171425346 ALNC 8079.0014 01-~~Sep~~Aug-2006 ~~260~~75,~~000~~900.00 ~~258~~75,~~609~~900.4900 Group I ~~0171819392~~0171425349 CADC 8041.0018 01-~~Oct~~Aug-2006 ~~453~~350,~~600~~000.00 ~~452~~350,~~178.35 Group I 0171819394 AZ 80.00 01-Oct-2006 276,~~000.00 ~~275,328.92~~ Group I ~~0171819481~~0171425355 NC 5020.3186 01-~~Nov~~Aug-2006 6520,~~400~~000.00 6519,~~122~~948.4960 Group I ~~0171819504~~0171449896 CA 5250.83 01-~~Oct~~Jul-2006 ~~185~~338,000.00 ~~184~~336,~~492~~219.5312 Group I ~~0171819509~~0171458533 AZOR 6895.5300 01-~~Oct~~Aug-2006 ~~135~~361,000.00 ~~134~~359,~~340~~730.0619 Group I ~~0171819581~~0171476295 CAMO 6580.00 01-~~Oct~~Sep-2006 ~~341~~80,~~250.00 340,546.84 Group I 0171978170 CA 55.16 01-Nov-2006 171,~~000.00 ~~170~~79,~~703~~647.7362 Group I ~~0171979085~~0171476385 UTMI 80.00 01-~~Dec~~Jul-2006 ~~106~~63,~~400~~600.00 ~~105~~63,~~964~~310.3639 Group I ~~0171979292~~0171476459 WIIL 80100.00 01-~~Dec~~Jun-2006 8679,~~400~~000.00 8578,~~989~~344.4946 Group I ~~0171979332~~0171523728 OHCA 9561.0039 01-~~Dec~~Sep-2006 95310,000.00 94308,~~953~~907.9782 Group I ~~0171979414~~0171546063 WICA 75.00 01-~~Dec~~Sep-2006 62337,~~250~~500.00 62336,~~013~~139.7887 Group I ~~0171979999~~0171546092 MONM 8073.0091 01-~~Dec~~Sep-2006 80119,000.00 79118,~~732~~672.8397 Group I ~~0171980183~~0171573129 PAMI 8090.00 01-~~Dec~~Oct-2006 61229,~~600~~500.00 61228,~~307~~992.2958 Group III ~~0170190986~~0171673944 LAMN 2071.0092 01-~~May~~Oct-~~2005 20,400.00 20,167.80 Group II 0170263360 CA 85.00 01-Jul-2005 117,300.00 114,804.50 Group II 0170862059 NV 60.66 01-Mar-~~2006 ~~185~~187,000.00 ~~182~~186,~~572~~615.7963 Group III ~~0170864373~~0171819400 ALMD 8590.00 01-~~Feb~~Oct-2006 79348,~~900~~300.00 79347,~~062~~154.4018 Group III ~~0171172876~~0171977638 CAWA 80.00 01-~~Jun~~Jan-~~2006~~2007 ~~312~~122,~~000~~400.00 ~~309~~122,~~711~~264.5623 Group III ~~0171278866~~0171978510 MDNC 8576.0038 01-~~May~~Dec-2006 ~~527~~97,000.00 ~~523~~96,~~496~~884.7413 Group III ~~0171365587~~0171978903 NYWY 8075.00 01-~~Jun~~Nov-2006 ~~324~~97,~~000~~500.00 ~~319~~97,~~831~~265.9905 Group III ~~0171365594~~0171979075 NYUT 2088.0048 01-~~Jun~~Dec-2006 81146,000.00 80145,~~684~~300.9528 Group III ~~0171368855~~0171979196 IL 80.00 01-~~Jul~~Oct-2006 ~~580~~368,000.00 ~~576~~368,~~751~~000.4200 Group III ~~0171368856~~0171980129 ILNJ 1856.4352 01-~~Jul~~Dec-2006 ~~133~~130,~~650~~000.00 ~~133~~129,~~224~~436.2785 Group II ~~0171458701~~0170896695 CAIN 7490.9500 01-~~Jun~~Feb-2006 ~~445~~126,~~950~~000.00 ~~442~~124,~~776~~583.8725 Group II ~~0171476394~~0171192133 VANJ 6789.0785 01-~~Aug~~Jun-2006 82274,500.00 82272,~~023~~836.3044 Group II ~~0171476518~~0171276231 CA 6120.~~33 01-Aug-2006 257,584.~~00 ~~255,337.93 Group II 0171476533 MA 94.38~~ 01-~~Aug~~Jul-2006 ~~302~~168,000.00 ~~300~~167,~~293~~235.6169 Group II ~~0171502831~~0171296673 FLCA 5020.00 01-~~Sep~~Jun-2006 ~~187~~162,~~500~~000.00 ~~186~~161,~~138~~025.0540 Group II ~~0171546032~~0171368802 IDCA 80.00 01-~~Sep~~Jul-2006 ~~153~~258,~~920~~400.00 ~~152~~258,~~916~~400.~~67 Group II 0171977737 WA 80.~~00 ~~01-Jan-2007 179,200.00 179,000.28~~ Group II ~~0171978256~~0171368830 CA 5820.0600 01-~~Jan~~Jul-~~2007~~2006 ~~450~~64,~~000~~600.00 ~~449~~64,~~720~~365.5964 Group II ~~0171978313~~0171476198 CAIL 8092.0075 01-~~Jan~~Aug-~~2007~~2006 ~~552~~128,000.00 ~~551~~127,~~722~~159.3470 Group II ~~0171978314~~0171476378 CAFL 2015.0086 01-~~Jan~~Aug-~~2007~~2006 ~~138~~111,000.00 ~~137~~110,~~819~~141.6893 Group II ~~0171979687~~0171979106 FLAZ 2514.0099 01-Dec-2006 ~~103~~89,~~750~~450.00 ~~103~~89,~~647~~355.5586 Group II ~~0171979714~~0171979400 FLIL 80100.00 01-~~Dec~~Jan-~~2006~~2007 ~~200~~432,000.00 ~~199~~430,~~816~~519.0373 Group II ~~0171979715~~0171980081 FLOK 2072.0060 01-~~Dec~~Jan-~~2006~~2007 5053,000.00 4952,~~935~~793.5672

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0170957566~~0171185166 Loan Paid in Full ~~3 7.890% 360 14 Group I 0170968198 Loan Paid in Full~~ 0 98.~~500~~875% 360 1312 Group I ~~0171233213~~0171185198 Loan Paid in Full 0 810.~~550~~000% 360 1012 Group I ~~0171368860~~0171185204 Loan Paid in Full 0 810.~~675~~275% 360 1012 Group I ~~0171445898~~0171231255 Loan Paid in Full 0(1) 910.~~460~~400% 360 912 Group I ~~0171476391~~0171281416 Loan Paid in Full 0 810.~~900~~550% 360 912 Group I ~~0171478738~~0171281418 Loan Paid in Full 0 911.~~875~~150% 360 911 Group I ~~0171573114~~0171326359 Loan Paid in Full 0 7.~~625~~530% 360 712 Group I ~~0171646575~~0171345422 Loan Paid in Full 0 9.~~950~~850% 360 711 Group I ~~0171673954~~0171345663 Loan Paid in Full 0 108.~~580~~200% 360 711 Group I ~~0171692398~~0171345679 Loan Paid in Full 0 89.250% 360 711 Group I ~~0171819234~~0171391252 Loan Paid in Full 0 119.~~010~~450% 360 710 Group I ~~0171819346~~0171425346 Loan Paid in Full 0 89.~~735~~800% 360 810 Group I ~~0171819392~~0171425349 Loan Paid in Full 0 7.~~380~~000% 360 710 Group I ~~0171819394~~0171425355 Loan Paid in Full 0 1113.~~885~~150% ~~360~~180 710 Group I ~~0171819481~~0171449896 Loan Paid in Full 0 ~~8.990% 360~~ 6 ~~Group I 0171819504 Loan Paid in Full 0 7~~.~~450~~600% 360 711 Group I ~~0171819509~~0171458533 Loan Paid in Full 0 8.~~580~~000% 360 710 Group I ~~0171819581~~0171476295 Loan Paid in Full 0 810.~~450~~200% 360 79 Group I ~~0171978170~~0171476385 Loan Paid in Full 0 711.~~250~~550% 360 611 Group I ~~0171979085~~0171476459 Loan Paid in Full 0 78.~~999~~750% 360 512 Group I ~~0171979292~~0171523728 Loan Paid in Full 0 7.375% 360 59 Group I ~~0171979332~~0171546063 Loan Paid in Full 0 910.~~200~~625% 360 59 Group I ~~0171979414~~0171546092 Loan Paid in Full 0 8.~~375~~250% 360 59 Group I ~~0171979999~~0171573129 Loan Paid in Full 0 98.~~000~~625% 360 58 Group I ~~0171980183~~0171673944 Loan Paid in Full 0 78.~~250~~875% 360 58 Group III ~~0170190986~~0171819400 Loan Paid in Full ~~(1) 12.850% 180 24 Group II 0170263360 Loan Paid in Full~~ 0 67.~~700~~280% 360 228 Group III ~~0170862059~~0171977638 Loan Paid in Full 02 68.~~875~~125% 360 145 Group III ~~0170864373~~0171978510 Loan Paid in Full 0 8.375% 360 156 Group III ~~0171172876~~0171978903 Loan Paid in Full 0(1) 8.~~650~~375% 360 117 Group III ~~0171278866~~0171979075 Loan Paid in Full 01 ~~9.550% 360 12 Group II 0171365587 Loan Paid in Full 0~~ 7.~~950~~999% 360 116 Group III ~~0171365594~~0171979196 Loan Paid in Full 0(1) 126.~~250~~990% ~~180 11 Group II 0171368855 Loan Paid in Full 0 9.525%~~ 360 108 Group III ~~0171368856~~0171980129 Loan Paid in Full 0(1) ~~12.175% 180 10 Group II 0171458701 Loan Paid in Full 0~~ 8.~~800~~500% 360 116 Group II ~~0171476394~~0170896695 Loan Paid in Full 0 8.~~890~~350% 360 916 Group II ~~0171476518~~0171192133 Loan Paid in Full 0 ~~6.875% 360~~ 9 ~~Group II 0171476533 Loan Paid in Full (1) 9~~.~~000~~990% 360 912 Group II ~~0171502831~~0171276231 Loan Paid in Full 0 710.~~200~~950% 360 811 Group II ~~0171546032~~0171296673 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full (1) 7~~10.~~750~~025% 360 812 Group II ~~0171977737~~0171368802 Loan Paid in Full 0 68.~~500~~250% 360 411 Group II ~~0171978256~~0171368830 Loan Paid in Full 0 812.~~075~~000% ~~360~~180 411 Group II ~~0171978313~~0171476198 Loan Paid in Full 0 8.~~625~~750% 360 410 Group II ~~0171978314~~0171476378 Loan Paid in Full 01 128.~~500~~090% 360 410 Group II ~~0171979687~~0171979106 Loan Paid in Full 0 1210.~~500~~250% 360 56 Group II ~~0171979714~~0171979400 Loan Paid in Full 0 8.~~950~~875% 360 5 Group II ~~0171979715~~0171980081 Loan Paid in Full 0 108.~~500~~250% 360 5

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 1715 32,~~062~~902,~~581~~633.5173 9574,~~298~~396.9791 0.00 Group II 145 2647,~~339,177~~047.2244 8523,~~641~~296.0998 0.00 Total 3120 53,~~401~~549,~~758~~681.7317 ~~180~~97,~~940~~693.0689 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Group I ~~0170957566~~0171281418 0506/0214/2007 ~~192~~86,~~499~~952.9076 63,~~075~~874.3022 0.00 Group I ~~0171368860~~0171326359 0405/1631/2007 78141,~~159~~372.6445 14,~~563~~248.5929 0.00 Group I ~~0171445898~~0171391252 0405/~~30/2007 400,000.00~~ 15~~,136.00 0.00 Group I 0171476391 05~~/~~10/~~2007 ~~116~~59,~~395~~094.0306 ~~2,327~~591.9026 0.00 Group I ~~0171573114~~0171425349 0406/1906/2007 ~~151~~350,~~200~~000.00 42,~~611~~722.6024 0.00 Group I ~~0171673954~~0171449896 0406/~~18/2007 231,248.97 6,943.17 0.00 Group I 0171819234~~ 05/~~03/~~2007 41336,~~187~~372.~~54 411.88 0.00 Group I 0171819392~~ 04~~/30/2007~~ ~~452~~8,~~341~~874.3250 ~~13,343.82~~ 0.00 Group I ~~0171819394~~0171458533 0405/2031/2007 ~~275~~359,~~415~~841.7333 1311,~~091~~513.4667 0.00 Group I ~~0171819504~~0171476295 0406/2314/2007 ~~184~~79,~~557~~684.3521 51,~~496~~593.5468 0.00 Group I ~~0171819581~~0171476385 0506/~~09/2007 340,636.91~~ 11~~,508.36 0.00 Group I 0171978170 04~~/~~20/~~2007 ~~170~~63,~~746~~333.8106 ~~4,951~~633.3856 0.00 Group I ~~0171979085~~0171523728 0406/3007/2007 ~~106~~309,~~038~~020.1807 39,~~392~~108.8487 0.00 Group I ~~0171979292~~0171546063 05/0231/2007 86336,~~057~~281.3421 ~~845~~14,286.51 0.00 Group I ~~0171979332~~0171573129 0506/~~10/2007 94,961.79 950.00 0.00 Group I 0171979999~~ 04/~~20/~~2007 79229,~~778~~050.1959 2,~~872~~291.0408 0.00 Group I ~~0171980183~~0171673944 0405/3031/2007 61186,~~356~~659.8161 12,~~777~~761.5801 0.00 Group III ~~0170263360~~0171977638 0405/2518/2007 ~~114~~122,~~919~~287.7724 3,~~067~~977.~~74 0.00 Group II 0170862059 04/02/2007 182,741.16 3,700.00 0.00 Group II 0170864373 04/02/2007 79,117.53 1,598.00 0.00 Group II 0171172876 04/17/2007 309,909.89~~ 10~~,721.77~~ 0.00 Group III ~~0171458701~~0171978903 05/0431/2007 ~~443~~97,~~052~~282.0586 153,~~569~~261.9334 0.00 Group III ~~0171476394~~0171979075 05/1516/2007 82145,~~072~~402.5724 14,~~641~~659.4558 0.00 Group II ~~0171476518~~0170896695 0406/2406/2007 ~~255~~124,~~565~~671.8922 72,~~028~~493.9242 0.00 Group II ~~0171502831~~0171368802 05/1431/2007 ~~186~~258,~~293~~400.~~02 5,356.55 0.~~00 ~~Group II 0171502846 04/04/2007 0.00 16~~8,~~962~~527.3820 0.00 Group II ~~0171546032~~0171368830 05/0231/2007 ~~153~~64,~~031~~386.0426 ~~4,737.07 0.00 Group II 0171977737 05/09/2007 179,040.66 4,654.02 0.00 Group II 0171979687 04/16/2007 103,656.05~~ 3,~~109~~090.9341 0.00 Group II ~~0171979714~~0171476378 05/1021/2007 ~~199~~110,~~834~~220.7431 5,~~995~~522.0462 0.00 Group II ~~0171979715~~0171979106 05/1029/2007 4989,~~942~~369.8565 13,~~498~~663.2933 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 10.~~102~~787% Current Month 129.~~455~~046% Current Month ~~846~~541.~~585~~893% 3 Month Average 10.~~095~~995% 3 Month Average 1211.~~377~~299% 3 Month Average ~~987~~787.~~095~~311% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A 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 7.879% N/A Feb-2007 898.395% N/A Mar-2007 12.279% N/A Mar-2007 1,141.244% N/A Apr-2007 12.397% N/A Apr-2007 973.456% N/A May-2007 12.455% N/A May-2007 846.585% N/A Jun-2007 9.046% N/A Jun-2007 541.893% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 01.~~966~~116% Current Month 1012.~~995~~599% Current Month ~~777~~782.~~864~~319% 3 Month Average 1.~~090~~071% 3 Month Average 12.~~315~~120% 3 Month Average ~~1,041~~870.~~585~~303% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A 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 8.038% N/A Feb-2007 981.154% N/A Mar-2007 13.185% N/A Mar-2007 1,296.164% N/A Apr-2007 12.765% N/A Apr-2007 1,050.727% N/A May-2007 10.995% N/A May-2007 777.864% N/A Jun-2007 12.599% N/A Jun-2007 782.319% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 10.~~248~~434% Current Month 135.~~991~~089% Current Month ~~912~~293.~~675~~801% 3 Month Average 10.~~101~~914% 3 Month Average 1210.~~430~~360% 3 Month Average ~~934~~701.~~318~~546% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A 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 7.708% N/A Feb-2007 820.918% N/A Mar-2007 11.299% N/A Mar-2007 992.119% N/A Apr-2007 12.001% N/A Apr-2007 898.161% N/A May-2007 13.991% N/A May-2007 912.675% N/A Jun-2007 5.089% N/A Jun-2007 293.801% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 3 1,~~331~~330,~~273~~824.9992 0.~~149~~150 0 0.00 0.000 6.000 6.499 3132 7,~~038~~054,~~830~~916.4924 0.~~788~~797 14 2,~~416~~415,~~550~~496.2795 0.~~523~~529 6.500 6.999 ~~419~~417 ~~100~~99,~~476~~732,~~096~~140.5698 11.~~252~~261 ~~256~~254 52,~~977~~250,~~199~~719.3146 11.~~464~~439 7.000 7.499 ~~530~~527 ~~124~~123,~~904~~851,~~458~~100.2265 13.~~987~~984 ~~292~~289 5453,~~713~~683,~~276~~687.1053 11.~~839~~752 7.500 7.999 ~~895~~893 186,~~884~~526,~~612~~453.2759 2021.~~928~~061 ~~520~~518 8887,~~255~~928,~~075~~871.2442 19.~~097~~249 8.000 8.499 ~~651~~641 ~~132~~130,~~304~~803,~~597~~562.9545 14.~~816~~769 ~~432~~426 71,~~953~~017,~~006~~256.0133 15.~~570~~547 8.500 8.999 ~~807~~799 ~~152~~151,~~607~~156,~~505~~898.5622 17.~~090~~068 ~~555~~550 9392,~~369~~574,~~814~~751.8663 20.~~204~~266 9.000 9.499 ~~330~~328 53,~~874~~640,~~315~~420.1227 6.~~033~~057 ~~258~~256 38,~~417~~188,~~114~~977.02 8.~~313~~360 9.500 9.999 ~~383~~380 61,~~593~~053,~~099~~607.0213 6.~~897~~894 ~~229~~227 35,~~372~~117,~~791~~541.1917 7.~~654~~688 10.000 10.499 ~~171~~165 18,~~559~~032,~~177~~142.4866 2.~~078~~036 8379 9,~~484~~211,~~746~~559.1052 2.~~052~~017 10.500 10.999 ~~191~~188 1615,~~711~~945,~~127~~402.4341 1.~~871~~800 7270 65,~~157~~562,~~249~~334.8155 1.~~332~~218 11.000 11.499 ~~138~~137 10,~~515~~423,~~178~~987.9337 1.~~178~~177 4847 2,~~687~~600,~~940~~181.8918 0.~~582~~569 11.500 11.999 145 9,~~515~~525,~~526~~104.9399 1.~~066~~076 4342 21,~~031~~967,~~791~~985.1368 0.~~440~~431 12.000 12.499 ~~121~~119 7,~~748~~662,~~386~~303.4024 0.~~868~~865 41 2,~~047~~046,~~596~~985.7996 0.~~443~~448 12.500 12.999 120 7,~~186~~185,~~791~~096.0566 0.~~805~~811 46 1,849,~~729~~195.5627 0.~~400~~405 13.000 13.499 1817 ~~980~~959,~~071~~862.6290 0.~~110~~108 87 ~~275~~255,~~784~~738.2831 0.~~060~~056 13.500 13.999 9 562,~~517~~406.5178 0.~~063~~064 2 60,~~864~~851.8201 0.013 14.000 14.499 2 57,~~578~~567.9515 0.~~006~~007 1 35,~~624~~617.5722 0.008 14.500 14.999 2 131,~~637~~614.2350 0.015 1 28,~~846~~841.7757 0.006 >= 15.000 0 0.00 0.000 0 0.00 0.000 Total 4,~~966~~924 ~~892~~885,~~982~~635,~~782~~413.7111 100.000 2,~~901~~870 ~~462~~456,~~135~~796,~~001~~591.7278 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 5.500 5.999 3 1,~~331~~330,~~273~~824.9992 0.~~309~~310 6.000 6.499 1718 4,~~622~~639,~~280~~419.2229 1.~~073~~082 6.500 6.999 163 47,~~498~~481,~~897~~421.2552 11.~~025~~072 7.000 7.499 238 70,~~191~~167,~~182~~413.12 16.~~291~~362 7.500 7.999 375 98,~~629~~597,~~537~~582.0317 22.~~892~~992 8.000 8.499 ~~219~~215 6059,~~351~~786,~~591~~306.9412 1413.~~008~~941 8.500 8.999 ~~252~~249 5958,~~237~~582,~~690~~146.7059 13.~~749~~661 9.000 9.499 72 15,~~457~~451,~~201~~443.1025 3.~~588~~603 9.500 9.999 ~~154~~153 2625,~~220~~936,~~307~~065.8396 6.~~086~~048 10.000 10.499 8886 98,~~074~~820,~~431~~583.3814 2.~~106~~057 10.500 10.999 ~~119~~118 10,~~553~~383,~~877~~067.6286 2.~~450~~421 11.000 11.499 90 7,~~827~~823,~~238~~806.0419 1.~~817~~824 11.500 11.999 ~~102~~103 7,~~483~~557,~~735~~119.8031 1.~~737~~762 12.000 12.499 8078 5,~~700~~615,~~789~~317.6128 1.~~323~~309 12.500 12.999 74 5,~~337~~335,~~061~~901.4939 1.~~239~~244 13.000 13.499 10 704,~~287~~124.3459 0.~~163~~164 13.500 13.999 7 501,~~652~~555.6977 0.~~116~~117 14.000 14.499 1 21,~~954~~949.3893 0.005 14.500 14.999 1 102,~~790~~772.4693 0.024 >= 15.000 0 0.00 0.000 Total 2,~~065~~054 ~~430~~428,~~847~~838,~~780~~821.9933 100.000

Filing Compare · Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2