10-D 1 smt07002_10d-200708.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: July 21, 2007 to August 20, 2007 Commission File Number of issuing entity: 333-132123-04 Sequoia Mortgage Trust 2007-2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-132123-01 Sequoia Residential Funding, Inc. (Exact name of depositor as specified in its charter) RWT Holdings, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199923 54-2199924 54-2199925 54-2199926 (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)) 1-A1 _____ _____ __X___ ____________ 1-A2 _____ _____ __X___ ____________ 1-A3 _____ _____ __X___ ____________ 1-AR _____ _____ __X___ ____________ 1-XA _____ _____ __X___ ____________ 1-XB _____ _____ __X___ ____________ 1-B1 _____ _____ __X___ ____________ 1-B2 _____ _____ __X___ ____________ 1-B3 _____ _____ __X___ ____________ 1-B4 _____ _____ __X___ ____________ 1-B5 _____ _____ __X___ ____________ 1-B6 _____ _____ __X___ ____________ 1-LTR _____ _____ __X___ ____________ 2A-A1 _____ _____ __X___ ____________ 2B-A1 _____ _____ __X___ ____________ 2-AR _____ _____ __X___ ____________ 2-B1 _____ _____ __X___ ____________ 2-B2 _____ _____ __X___ ____________ 2-B3 _____ _____ __X___ ____________ 2-B4 _____ _____ __X___ ____________ 2-B5 _____ _____ __X___ ____________ 2-B6 _____ _____ __X___ ____________ 2-LTR _____ _____ __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 August 20, 2007 a distribution was made to holders of Sequoia Mortgage Trust 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 2. Legal Proceedings On August 21, 2007, First Magnus Financial Corporation ("First Magnus"), an originator in this transaction, filed for Chapter 11 bankruptcy protection in the U.S. Bankruptcy Court for the District of Arizona. Due to the insolvency of First Magnus, in the event that the Seller fails to satisfy its repurchase obligations with respect to any mortgage loans originated by First Magnus that are in material breach of one or more representations and warranties, it is not expected that First Magnus will be able to satisfy such repurchase obligations. 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 Sequoia Mortgage Trust 2007-2, relating to the August 20, 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. Sequoia Mortgage Trust 2007-2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: August 29, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Sequoia Mortgage Trust 2007-2, relating to the August 20, 2007 distribution. EX-99.1 Sequoia Mortgage Trust Mortgage Pass-Through Certificates Distribution Date: 8/20/2007 Sequoia Mortgage Trust Mortgage Pass-Through 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 1-A1 81744LAA2 05/25/2007 5.53000% ~~115~~113,~~903~~255,~~228~~635.3284 ~~534~~521,~~120~~919.7172 1-A2 81744LAZ7 05/25/2007 5.51000% ~~476~~465,~~879~~985,~~003~~594.6367 2,~~189~~139,~~669~~650.4352 1-A3 81744LBA1 05/25/2007 5.64000% 2221,~~470~~957,~~738~~436.3940 ~~105~~103,~~612~~199.4795 1-AR 81744LAB0 05/25/2007 6.~~46631~~41702% 0.00 0.00 1-XA 81744LAC8 05/25/2007 1.~~01525~~01095% 0.00 ~~520~~506,~~552~~486.8245 1-XB 81744LAD6 05/25/2007 0.~~49069~~48639% 0.00 1,~~749~~712.3325 1-B1 81744LAE4 05/25/2007 5.72000% 2,274,~~838~~659.2672 10,~~843~~842.4054 1-B2 81744LAF1 05/25/2007 6.42000% 1,949,~~861~~708.3733 10,~~431~~430.7694 1-B3 81744LAG9 05/25/2007 6.~~53377~~52947% 6,174,~~561~~076.0037 33,~~619~~594.2953 1-B4 81744LAH7 05/25/2007 6.~~53377~~52947% 974,~~930~~854.6816 5,~~308~~304.3140 1-B5 81744LAJ3 05/25/2007 6.~~53377~~52947% 974,~~930~~854.6816 5,~~308~~304.3140 1-B6 81744LAK0 05/25/2007 6.~~53377~~52947% ~~665~~664,~~050~~998.9979 3,~~621~~618.0741 1-LTR 81744LAX2 05/25/2007 0.00000% 0.00 0.00 2A-A1 81744LAL8 05/25/2007 5.~~81684~~81260% ~~219~~217,~~894~~017,~~344~~100.9209 1,~~065~~051,~~907~~195.7417 2B-A1 81744LAN4 05/25/2007 6.~~04544~~04333% ~~169~~167,~~992~~818,~~877~~590.3320 ~~856~~845,~~401~~152.1356 2-AR 81744LAQ7 05/25/2007 5.~~81260~~80871% 0.00 0.00 2-B1 81744LAR5 05/25/2007 5.~~91651~~91322% 7,~~144~~143,~~332~~619.0495 35,~~224~~201.5848 2-B2 81744LAS3 05/25/2007 5.~~91651~~91322% 3,061,~~713~~408.7458 15,~~095~~085.5464 2-B3 81744LAT1 05/25/2007 5.~~91651~~91322% 2,040,~~809~~605.1978 10,~~062~~055.0545 2-B4 81744LAU8 05/25/2007 5.~~91651~~91322% 1,632,~~847~~684.3459 8,~~050~~045.6335 2-B5 81744LAV6 05/25/2007 5.~~91651~~91322% 1,428,~~866~~723.4199 7,~~044~~040.9230 2-B6 81744LAW4 05/25/2007 5.~~91651~~91322% 1,030,~~974~~871.5478 5,~~083~~079.1481 2-LTR 81744LAY0 05/25/2007 0.00000% 0.00 0.00 Totals 1,~~034~~015,~~493~~385,~~908~~423.8340 5,~~423~~318,~~706~~919.6387

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A1 23,~~647~~378,~~592~~558.4812 0.00 ~~113~~109,~~255~~877,~~635~~077.8472 3,~~181~~900,~~713~~477.1984 0.00 1-A2 1013,~~893~~900,~~408~~936.9662 0.00 ~~465~~452,~~985~~084,~~594~~658.6705 1316,~~083~~040,~~078~~587.3914 0.00 1-A3 ~~513~~655,~~301~~017.9996 0.00 21,~~957~~302,~~436~~418.4044 ~~618~~758,~~914~~217.4691 0.00 1-AR 0.00 0.00 0.00 0.00 0.00 1-XA 0.00 0.00 0.00 ~~520~~506,~~552~~486.8245 0.00 1-XB 0.00 0.00 0.00 1,~~749~~712.3325 0.00 1-B1 ~~178~~177.5564 0.00 2,274,~~659~~482.7207 11,~~021~~020.9518 0.00 1-B2 ~~153~~152.0427 0.00 1,949,~~708~~556.3306 10,~~584~~583.8021 0.00 1-B3 ~~484~~482.6318 0.00 6,~~174~~173,~~076~~594.3720 34,~~103~~076.9271 0.00 1-B4 76.5213 0.00 974,~~854~~778.1603 5,~~384~~380.8353 0.00 1-B5 76.5213 0.00 974,~~854~~778.1603 5,~~384~~380.8353 0.00 1-B6 5251.2093 0.00 664,~~998~~946.7985 3,~~673~~670.2734 0.00 1-LTR 0.00 0.00 0.00 0.00 0.00 2A-A1 23,~~877~~371,~~244~~239.8363 0.00 ~~217~~213,~~017~~645,~~100~~860.0946 34,~~943~~422,~~152~~434.5780 0.00 2B-A1 240,~~174,287~~469.1324 0.00 167,~~818~~778,~~590~~120.2096 3885,~~030,688~~621.2680 0.00 2-AR 0.00 0.00 0.00 0.00 0.00 2-B1 ~~712~~724.0975 0.00 7,~~143~~142,~~619~~895.9520 35,~~936~~926.6723 0.00 2-B2 ~~305~~310.1759 0.00 3,061,~~408~~097.5899 15,~~400~~396.7123 0.00 2-B3 ~~203~~207.4103 0.00 2,040,~~605~~398.7875 10,~~265~~262.4648 0.00 2-B4 ~~162~~165.7564 0.00 1,632,~~684~~518.5995 8,~~213~~210.3899 0.00 2-B5 ~~142~~144.4295 0.00 1,428,~~723~~579.9904 7,~~187~~185.3425 0.00 2-B6 ~~102~~104.7029 0.0629 1,030,~~871~~767.7819 5,~~185~~184.8410 0.2958 2-LTR 0.00 0.00 0.00 0.00 0.00 Totals 1921,~~108~~348,~~485~~895.3910 0.0629 1994,~~015~~036,~~385,423~~527.4099 2426,~~532~~667,~~192~~814.0297 0.2958 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 1-A1 120,000,000.00 ~~115~~113,~~903~~255,~~228~~635.3284 98,~~096~~844.9691 23,~~638~~369,~~495~~713.5221 0.00 1-A2 493,735,000.00 ~~476~~465,~~879~~985,~~003~~594.6367 3736,~~429~~392.0702 1013,~~855~~864,~~979~~544.9060 0.00 1-A3 23,265,000.00 2221,~~470~~957,~~738~~436.3940 1,~~763~~714.6781 ~~511~~653,~~538~~303.3215 0.00 1-AR 100.00 0.00 0.00 0.00 0.00 1-XA 0.00 0.00 0.00 0.00 0.00 1-XB 0.00 0.00 0.00 0.00 0.00 1-B1 2,275,000.00 2,274,~~838~~659.2672 ~~178~~177.5564 0.00 0.00 1-B2 1,950,000.00 1,949,~~861~~708.3733 ~~153~~152.0427 0.00 0.00 1-B3 6,175,000.00 6,174,~~561~~076.0037 ~~484~~482.6318 0.00 0.00 1-B4 975,000.00 974,~~930~~854.6816 76.5213 0.00 0.00 1-B5 975,000.00 974,~~930~~854.6816 76.5213 0.00 0.00 1-B6 665,098.27 ~~665~~664,~~050~~998.9979 5251.2093 0.00 0.00 1-LTR 0.00 0.00 0.00 0.00 0.00 2A-A1 221,040,000.00 ~~219~~217,~~894~~017,~~344~~100.9209 1920,~~917~~013.9248 23,~~857~~351,~~326~~226.9115 0.00 2B-A1 170,921,000.00 ~~169~~167,~~992~~818,~~877~~590.3320 1819,~~942~~030.8756 221,~~155,344~~438.2668 0.00 2-AR 100.00 0.00 0.00 0.00 0.00 2-B1 7,145,000.00 7,~~144~~143,~~332~~619.0495 ~~712~~724.0975 0.00 0.00 2-B2 3,062,000.00 3,061,~~713~~408.7458 ~~305~~310.1759 0.00 0.00 2-B3 2,041,000.00 2,040,~~809~~605.1978 ~~203~~207.4103 0.00 0.00 2-B4 1,633,000.00 1,632,~~847~~684.3459 ~~162~~165.7564 0.00 0.00 2-B5 1,429,000.00 1,428,~~866~~723.4199 ~~142~~144.4295 0.00 0.00 2-B6 1,031,070.93 1,030,~~974~~871.5478 ~~102~~104.7029 0.00 0.00 2-LTR 0.00 0.00 0.00 0.00 0.00 Totals 1,058,317,369.20 1,~~034~~015,~~493~~385,~~908~~423.8340 8988,~~800~~669.4931 1921,~~018~~260,~~684~~225.9179 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A1 0.00 23,~~647~~378,~~592~~558.4812 ~~113~~109,~~255~~877,~~635~~077.8472 0.~~94379697~~91564231 23,~~647~~378,~~592~~558.4812 1-A2 0.00 1013,~~893~~900,~~408~~936.9662 ~~465~~452,~~985~~084,~~594~~658.6705 0.~~94379697~~91564231 1013,~~893~~900,~~408~~936.9662 1-A3 0.00 ~~513~~655,~~301~~017.9996 21,~~957~~302,~~436~~418.4044 0.~~94379697~~91564231 ~~513~~655,~~301~~017.9996 1-AR 0.00 0.00 0.00 0.00000000 0.00 1-XA 0.00 0.00 0.00 0.00000000 0.00 1-XB 0.00 0.00 0.00 0.00000000 0.00 1-B1 0.00 ~~178~~177.5564 2,274,~~659~~482.7207 0.~~99985043~~99977234 ~~178~~177.5564 1-B2 0.00 ~~153~~152.0427 1,949,~~708~~556.3306 0.~~99985043~~99977234 ~~153~~152.0427 1-B3 0.00 ~~484~~482.6318 6,~~174~~173,~~076~~594.3720 0.~~99985042~~99977234 ~~484~~482.6318 1-B4 0.00 76.5213 974,~~854~~778.1603 0.~~99985042~~99977234 76.5213 1-B5 0.00 76.5213 974,~~854~~778.1603 0.~~99985042~~99977234 76.5213 1-B6 0.00 5251.2093 664,~~998~~946.7985 0.~~99985043~~99977233 5251.2093 1-LTR 0.00 0.00 0.00 0.00000000 0.00 2A-A1 0.00 23,~~877~~371,~~244~~239.8363 ~~217~~213,~~017~~645,~~100~~860.0946 0.~~98180013~~96654841 23,~~877~~371,~~244~~239.8363 2B-A1 0.00 240,~~174,287~~469.1324 167,~~818~~778,~~590~~120.2096 0.~~98184887~~98161210 240,~~174,287~~469.1324 2-AR 0.00 0.00 0.00 0.00000000 0.00 2-B1 0.00 ~~712~~724.0975 7,~~143~~142,~~619~~895.9520 0.~~99980685~~99970542 ~~712~~724.0975 2-B2 0.00 ~~305~~310.1759 3,061,~~408~~097.5899 0.~~99980685~~99970542 ~~305~~310.1759 2-B3 0.00 ~~203~~207.4103 2,040,~~605~~398.7875 0.~~99980685~~99970541 ~~203~~207.4103 2-B4 0.00 ~~162~~165.7564 1,632,~~684~~518.5995 0.~~99980685~~99970542 ~~162~~165.7564 2-B5 0.00 ~~142~~144.4295 1,428,~~723~~579.9904 0.~~99980685~~99970542 ~~142~~144.4295 2-B6 0.0629 ~~102~~104.7658 1,030,~~871~~767.7819 0.~~99980685~~99970541 ~~102~~104.7029 2-LTR 0.00 0.00 0.00 0.00000000 0.00 Totals 0.0629 1921,~~108~~348,~~485~~895.4539 1994,~~015~~036,~~385,423~~527.4099 0.~~95943377~~93926128 1921,~~108~~348,~~485~~895.3910

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A1 120,000,000.00 ~~965~~943.~~86023600~~79696533 0.~~07580800~~07370758 2128.~~98746267~~08094342 0.00000000 1-A2 493,735,000.00 ~~965~~943.~~86023602~~79696532 0.~~07580801~~07370760 2128.~~98746271~~08094342 0.00000000 1-A3 23,265,000.00 ~~965~~943.~~86023598~~79696540 0.~~07580787~~07370772 2128.~~98746271~~08094348 0.00000000 1-AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 1-XA 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-XB 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-B1 2,275,000.00 999.~~92890549~~85042637 0.~~07848352~~07808352 0.00000000 0.00000000 1-B2 1,950,000.00 999.~~92890769~~85042564 0.~~07848205~~07808718 0.00000000 0.00000000 1-B3 6,175,000.00 999.~~92890688~~85042429 0.~~07848259~~07808583 0.00000000 0.00000000 1-B4 975,000.00 999.~~92890256~~85042051 0.~~07848205~~07808205 0.00000000 0.00000000 1-B5 975,000.00 999.~~92890256~~85042051 0.~~07848205~~07808205 0.00000000 0.00000000 1-B6 665,098.27 999.~~92891276~~85042812 0.~~07848464~~07807869 0.00000000 0.00000000 1-LTR 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2A-A1 221,040,000.00 ~~994~~981.~~81697847~~80012708 0.~~09011003~~09054235 1215.~~92674136~~16117513 0.00000000 2B-A1 170,921,000.00 ~~994~~981.~~56987339~~84886702 0.~~11082822~~11134126 120.~~61017815~~12543035 0.00000000 2-AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-B1 7,145,000.00 999.~~90651365~~80685094 0.~~09966270~~10143457 0.00000000 0.00000000 2-B2 3,062,000.00 999.~~90651208~~80685173 0.~~09966362~~10143370 0.00000000 0.00000000 2-B3 2,041,000.00 999.~~90651151~~80684958 0.~~09966193~~10143557 0.00000000 0.00000000 2-B4 1,633,000.00 999.~~90651562~~80685242 0.~~09966320~~10143295 0.00000000 0.00000000 2-B5 1,429,000.00 999.~~90651505~~80685094 0.~~09966410~~10143457 0.00000000 0.00000000 2-B6 1,031,070.93 999.~~90651468~~80685131 0.~~09960517~~10114726 0.00000000 0.00000000 2-LTR 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A1 0.00000000 2228.~~06327067~~15465100 ~~943~~915.~~79696533~~64231433 0.~~94379697~~91564231 2228.~~06327067~~15465100 1-A2 0.00000000 2228.~~06327070~~15465102 ~~943~~915.~~79696532~~64231430 0.~~94379697~~91564231 2228.~~06327070~~15465102 1-A3 0.00000000 2228.~~06327058~~15465119 ~~943~~915.~~79696540~~64231421 0.~~94379697~~91564231 2228.~~06327058~~15465119 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-XA 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-XB 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-B1 0.00000000 0.~~07848352~~07808352 999.~~85042637~~77233846 0.~~99985043~~99977234 0.~~07848352~~07808352 1-B2 0.00000000 0.~~07848205~~07808718 999.~~85042564~~77233846 0.~~99985043~~99977234 0.~~07848205~~07808718 1-B3 0.00000000 0.~~07848259~~07808583 999.~~85042429~~77234008 0.~~99985042~~99977234 0.~~07848259~~07808583 1-B4 0.00000000 0.~~07848205~~07808205 999.~~85042051~~77233846 0.~~99985042~~99977234 0.~~07848205~~07808205 1-B5 0.00000000 0.~~07848205~~07808205 999.~~85042051~~77233846 0.~~99985042~~99977234 0.~~07848205~~07808205 1-B6 0.00000000 0.~~07848464~~07807869 999.~~85042812~~77233440 0.~~99985043~~99977233 0.~~07848464~~07807869 1-LTR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A-A1 0.00000000 1315.~~01685138~~25171747 ~~981~~966.~~80012708~~54840961 0.~~98180013~~96654841 1315.~~01685138~~25171747 2B-A1 0.00000000 120.~~72100637~~23677161 981.~~84886702~~61209541 0.~~98184887~~98161210 120.~~72100637~~23677161 2-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-B1 0.00000000 0.~~09966270~~10143457 999.~~80685094~~70541638 0.~~99980685~~99970542 0.~~09966270~~10143457 2-B2 0.00000000 0.~~09966362~~10143370 999.~~80685173~~70541803 0.~~99980685~~99970542 0.~~09966362~~10143370 2-B3 0.00000000 0.~~09966193~~10143557 999.~~80684958~~70541401 0.~~99980685~~99970541 0.~~09966193~~10143557 2-B4 0.00000000 0.~~09966320~~10143295 999.~~80685242~~70541947 0.~~99980685~~99970542 0.~~09966320~~10143295 2-B5 0.00000000 0.~~09966410~~10143457 999.~~80685094~~70541638 0.~~99980685~~99970542 0.~~09966410~~10143457 2-B6 0.~~00005819~~00028126 0.~~09966337~~10142852 999.~~80685131~~70541309 0.~~99980685~~99970541 0.~~09960517~~10114726 2-LTR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A1 0607/20/07 - 0708/19/07 30 5.53000% ~~115~~113,~~903~~255,~~228~~635.3284 ~~534~~521,~~120~~919.7172 0.00 1-A2 0607/20/07 - 0708/19/07 30 5.51000% ~~476~~465,~~879~~985,~~003~~594.6367 2,~~189~~139,~~669~~650.4352 0.00 1-A3 0607/20/07 - 0708/19/07 30 5.64000% 2221,~~470~~957,~~738~~436.3940 ~~105~~103,~~612~~199.4795 0.00 1-AR N/A N/A 6.~~46631~~41702% 0.00 0.00 0.00 1-XA 0607/01/07 - 0607/30/07 30 1.~~01525~~01095% ~~615~~601,~~252~~198,~~970~~666.3591 ~~520~~506,~~531~~486.0145 0.00 1-XB 0607/01/07 - 0607/30/07 30 0.~~49069~~48639% 4,224,~~699~~368.6304 1,~~727~~712.5225 0.00 1-B1 0607/20/07 - 0708/19/07 30 5.72000% 2,274,~~838~~659.2672 10,~~843~~842.4054 0.00 1-B2 0607/20/07 - 0708/19/07 30 6.42000% 1,949,~~861~~708.3733 10,~~431~~430.7694 0.00 1-B3 0607/01/07 - 0607/30/07 30 6.~~53377~~52947% 6,174,~~561~~076.0037 33,~~619~~594.2953 0.00 1-B4 0607/01/07 - 0607/30/07 30 6.~~53377~~52947% 974,~~930~~854.6816 5,~~308~~304.3140 0.00 1-B5 0607/01/07 - 0607/30/07 30 6.~~53377~~52947% 974,~~930~~854.6816 5,~~308~~304.3140 0.00 1-B6 0607/01/07 - 0607/30/07 30 6.~~53377~~52947% ~~665~~664,~~050~~998.9979 3,~~621~~618.0741 0.00 1-LTR N/A N/A 0.00000% 0.00 0.00 0.00 2A-A1 0607/01/07 - 0607/30/07 30 5.~~81684~~81260% ~~219~~217,~~894~~017,~~344~~100.9209 1,~~065~~051,~~907~~195.7417 0.00 2B-A1 0607/01/07 - 0607/30/07 30 6.~~04544~~04333% ~~169~~167,~~992~~818,~~877~~590.3320 ~~856~~845,~~401~~152.1356 0.00 2-AR N/A N/A 5.~~81260~~80871% 0.00 0.00 0.00 2-B1 0607/01/07 - 0607/30/07 30 5.~~91651~~91322% 7,~~144~~143,~~332~~619.0495 35,~~224~~201.5848 0.00 2-B2 0607/01/07 - 0607/30/07 30 5.~~91651~~91322% 3,061,~~713~~408.7458 15,~~095~~085.5464 0.00 2-B3 0607/01/07 - 0607/30/07 30 5.~~91651~~91322% 2,040,~~809~~605.1978 10,~~062~~055.0545 0.00 2-B4 0607/01/07 - 0607/30/07 30 5.~~91651~~91322% 1,632,~~847~~684.3459 8,~~050~~045.6335 0.00 2-B5 0607/01/07 - 0607/30/07 30 5.~~91651~~91322% 1,428,~~866~~723.4199 7,~~044~~040.9230 0.00 2-B6 0607/01/07 - 0607/30/07 30 5.~~91651~~91322% 1,030,~~974~~871.5478 5,~~083~~079.1481 0.00 2-LTR N/A N/A 0.00000% 0.00 0.00 0.00 Totals 5,~~423~~318,~~663~~919.0187 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A1 0.00 0.00 ~~534~~521,~~120~~919.7172 0.00 ~~113~~109,~~255~~877,~~635~~077.8472 1-A2 0.00 0.00 2,~~189~~139,~~669~~650.4352 0.00 ~~465~~452,~~985~~084,~~594~~658.6705 1-A3 0.00 0.00 ~~105~~103,~~612~~199.4795 0.00 21,~~957~~302,~~436~~418.4044 1-AR 0.00 0.00 0.00 0.00 0.00 1-XA 0.00 0.00 ~~520~~506,~~552~~486.8245 0.00 ~~601~~583,~~198~~264,~~666~~154.9121 1-XB 0.00 0.00 1,~~749~~712.3325 0.00 4,224,~~368~~038.0413 1-B1 0.00 0.00 10,~~843~~842.4054 0.00 2,274,~~659~~482.7207 1-B2 0.00 0.00 10,~~431~~430.7694 0.00 1,949,~~708~~556.3306 1-B3 0.00 0.00 33,~~619~~594.2953 0.00 6,~~174~~173,~~076~~594.3720 1-B4 0.00 0.00 5,~~308~~304.3140 0.00 974,~~854~~778.1603 1-B5 0.00 0.00 5,~~308~~304.3140 0.00 974,~~854~~778.1603 1-B6 0.00 0.00 3,~~621~~618.0741 0.00 664,~~998~~946.7985 1-LTR 0.00 0.00 0.00 0.00 0.00 2A-A1 0.00 0.00 1,~~065~~051,~~907~~195.7417 0.00 ~~217~~213,~~017~~645,~~100~~860.0946 2B-A1 0.00 0.00 ~~856~~845,~~401~~152.1356 0.00 167,~~818~~778,~~590~~120.2096 2-AR 0.00 0.00 0.00 0.00 0.00 2-B1 0.00 0.00 35,~~224~~201.5848 0.00 7,~~143~~142,~~619~~895.9520 2-B2 0.00 0.00 15,~~095~~085.5464 0.00 3,061,~~408~~097.5899 2-B3 0.00 0.00 10,~~062~~055.0545 0.00 2,040,~~605~~398.7875 2-B4 0.00 0.00 8,~~050~~045.6335 0.00 1,632,~~684~~518.5995 2-B5 0.00 0.00 7,~~044~~040.9230 0.00 1,428,~~723~~579.9904 2-B6 0.00 0.00 5,~~083~~079.1481 0.00 1,030,~~871~~767.7819 2-LTR 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 5,~~423~~318,~~706~~919.6387 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 1-A1 120,000,000.00 5.53000% ~~965~~943.~~86023600~~79696533 4.~~45100592~~34933100 0.00000000 1-A2 493,735,000.00 5.51000% ~~965~~943.~~86023602~~79696532 4.~~43490826~~33360106 0.00000000 1-A3 23,265,000.00 5.64000% ~~965~~943.~~86023598~~79696540 4.~~53954309~~43584569 0.00000000 1-AR 100.00 6.~~46631~~41702% 0.00000000 0.00000000 0.00000000 1-XA 0.00 1.~~01525~~01095% ~~965~~943.~~86023603~~79696532 0.~~81716014~~79511217 0.00000000 1-XB 0.00 0.~~49069~~48639% 999.~~92890651~~85042367 0.~~40888047~~40526627 0.00000000 1-B1 2,275,000.00 5.72000% 999.~~92890549~~85042637 4.~~76632967~~76595165 0.00000000 1-B2 1,950,000.00 6.42000% 999.~~92890769~~85042564 5.~~34962051~~34920000 0.00000000 1-B3 6,175,000.00 6.~~53377~~52947% 999.~~92890688~~85042429 5.~~44441943~~44040972 0.00000000 1-B4 975,000.00 6.~~53377~~52947% 999.~~92890256~~85042051 5.~~44442051~~44041026 0.00000000 1-B5 975,000.00 6.~~53377~~52947% 999.~~92890256~~85042051 5.~~44442051~~44041026 0.00000000 1-B6 665,098.27 6.~~53377~~52947% 999.~~92891276~~85042812 5.~~44441350~~44041409 0.00000000 1-LTR 0.00 0.00000% 0.00000000 0.00000000 0.00000000 2A-A1 221,040,000.00 5.~~81684~~81260% ~~994~~981.~~81697847~~80012708 4.~~82223914~~75567847 0.00000000 2B-A1 170,921,000.00 6.~~04544~~04333% ~~994~~981.~~56987339~~84886702 54.~~01050854~~94469702 0.00000000 2-AR 100.00 5.~~81260~~80871% 0.00000000 0.00000000 0.00000000 2-B1 7,145,000.00 5.~~91651~~91322% 999.~~90651365~~80685094 4.~~92996221~~92672918 0.00000000 2-B2 3,062,000.00 5.~~91651~~91322% 999.~~90651208~~80685173 4.~~92996081~~92672763 0.00000000 2-B3 2,041,000.00 5.~~91651~~91322% 999.~~90651151~~80684958 4.~~92996080~~92672709 0.00000000 2-B4 1,633,000.00 5.~~91651~~91322% 999.~~90651562~~80685242 4.~~92996326~~92672994 0.00000000 2-B5 1,429,000.00 5.~~91651~~91322% 999.~~90651505~~80685094 4.~~92996501~~92673198 0.00000000 2-B6 1,031,070.93 5.~~91651~~91322% 999.~~90651468~~80685131 4.~~92996151~~92673186 0.00000000 2-LTR 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance 1-A1 0.00000000 0.00000000 4.~~45100592~~34933100 0.00000000 ~~943~~915.~~79696533~~64231433 1-A2 0.00000000 0.00000000 4.~~43490826~~33360106 0.00000000 ~~943~~915.~~79696532~~64231430 1-A3 0.00000000 0.00000000 4.~~53954309~~43584569 0.00000000 ~~943~~915.~~79696540~~64231421 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-XA 0.00000000 0.00000000 0.~~81719438~~79511217 0.00000000 ~~943~~915.~~79696532~~64231430 1-XB 0.00000000 0.00000000 0.~~41404260~~40526627 0.00000000 999.~~85042367~~77233846 1-B1 0.00000000 0.00000000 4.~~76632967~~76595165 0.00000000 999.~~85042637~~77233846 1-B2 0.00000000 0.00000000 5.~~34962051~~34920000 0.00000000 999.~~85042564~~77233846 1-B3 0.00000000 0.00000000 5.~~44441943~~44040972 0.00000000 999.~~85042429~~77234008 1-B4 0.00000000 0.00000000 5.~~44442051~~44041026 0.00000000 999.~~85042051~~77233846 1-B5 0.00000000 0.00000000 5.~~44442051~~44041026 0.00000000 999.~~85042051~~77233846 1-B6 0.00000000 0.00000000 5.~~44441350~~44041409 0.00000000 999.~~85042812~~77233440 1-LTR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A-A1 0.00000000 0.00000000 4.~~82223914~~75567847 0.00000000 ~~981~~966.~~80012708~~54840961 2B-A1 0.00000000 0.00000000 54.~~01050854~~94469702 0.00000000 981.~~84886702~~61209541 2-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-B1 0.00000000 0.00000000 4.~~92996221~~92672918 0.00000000 999.~~80685094~~70541638 2-B2 0.00000000 0.00000000 4.~~92996081~~92672763 0.00000000 999.~~80685173~~70541803 2-B3 0.00000000 0.00000000 4.~~92996080~~92672709 0.00000000 999.~~80684958~~70541401 2-B4 0.00000000 0.00000000 4.~~92996326~~92672994 0.00000000 999.~~80685242~~70541947 2-B5 0.00000000 0.00000000 4.~~92996501~~92673198 0.00000000 999.~~80685094~~70541638 2-B6 0.00000000 0.00000000 4.~~92996151~~92673186 0.00000000 999.~~80685131~~70541309 2-LTR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2426,~~767~~886,~~569~~563.3306 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 64104,~~148~~539.7065 Gains & Subsequent Recoveries (Realized Losses) 0.00 Total Deposits 2426,~~831~~991,~~718~~102.0371 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 3564,~~385~~148.9670 Total Administration Fees ~~264~~259,~~140~~139.0504 Payment of Interest and Principal 2426,~~532~~667,~~192~~814.0297 Total Withdrawals (Pool Distribution Amount) 2426,~~831~~991,~~718~~102.0371 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~259~~254,~~829~~908.6527 Master Servicing Fee - Wells Fargo Bank, N.A. 4,~~310~~230.4077 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~264~~259,~~140~~139.0504 *Servicer Payees include: ABN AMRO MORTGAGE GROUP; BANK OF AMERICA, N.A.; CENLAR FSB; EVERHOME MORTGAGE COMPANY; FIRST REPUBLIC BANK; GMAC MORTGAGE CORPORATION; MORGAN STANLEY CREDIT CORPORATION; PHH MORTGAGE CORPORATION; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Reserve Account Class 1-XA 5,000.00 210.8100 210.8100 5,000.00 Reserve Account Class 1-XB 5,000.00 210.8100 210.8100 5,000.00

Collateral Statement Group Group 1 Group 2A Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~853337~~848684 6.~~114310~~110609 Weighted Average Net Rate 6.~~538768~~534469 5.~~821835~~817602 Weighted Average Pass-Through Rate 6.~~533768~~529469 5.~~816835~~812602 Weighted Average Remaining Term ~~286~~285 ~~357~~356 Principal And Interest Constant 3,~~637~~553,~~416~~420.6002 1,~~188~~172,~~127~~875.7895 Beginning Loan Count 1,~~507~~468 ~~427~~424 Loans Paid in Full 39 35 Ending Loan Count 1,~~468~~429 ~~424~~419 Beginning Scheduled Balance ~~628~~614,~~267~~211,~~143~~818.3344 ~~229~~226,~~110~~231,~~074~~994.2768 Ending Scheduled Balance ~~614~~596,~~211~~276,~~818~~289.4445 ~~226~~222,~~231~~859,~~994~~905.6825 Actual Ending Collateral Balance ~~614~~596,~~251~~319,~~455~~905.1370 ~~226~~222,~~251~~878,~~201~~362.1005 Scheduled Principal 4947,~~311~~968.1503 20,~~752~~863.6828 Unscheduled Principal 1417,~~006~~887,~~013~~560.7496 23,~~857~~351,~~326~~226.9115 Negative Amortized Principal 0.00 0.00 Scheduled Interest 3,~~588~~505,~~105~~451.4599 1,~~167~~152,~~375~~012.1067 Servicing Fees ~~164~~160,~~694~~828.5582 55,~~840~~239.9054 Master Servicing Fees 2,~~617~~559.7822 ~~954~~942.63 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 3,~~420~~342,~~793~~063.1295 1,~~110~~095,~~579~~830.5750 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Collateral Statement Group Group 2B Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~316663~~314749 6.~~597780~~592245 Weighted Average Net Rate 6.~~050437~~048329 6.~~296381~~290990 Weighted Average Pass-Through Rate 6.~~045437~~043329 6.~~291381~~285990 Weighted Average Remaining Term ~~357~~356 ~~314~~313 Principal And Interest Constant ~~952~~940,~~058~~431.7893 5,~~777~~666,~~603~~727.1690 Beginning Loan Count ~~312~~308 2,~~246~~200 Loans Paid in Full 40 4644 Ending Loan Count 308 2,~~200~~156 Beginning Scheduled Balance ~~177~~174,~~116~~941,~~691~~610.2428 1,~~034~~015,~~493~~385,~~908~~423.8440 Ending Scheduled Balance 174,~~941~~900,~~610~~333.2829 1994,~~015~~036,~~385,423~~527.4099 Actual Ending Collateral Balance 174,~~957~~916,~~355~~897.9634 1994,~~015~~115,~~460,012~~165.1909 Scheduled Principal 19,~~736~~838.7031 8988,~~800~~669.5362 Unscheduled Principal 221,~~155,344~~438.2668 1921,~~018~~260,~~684~~225.9179 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~932~~920,~~322~~593.0862 5,~~687~~578,~~802~~058.6328 Servicing Fees 3938,~~294~~839.2091 ~~259~~254,~~829~~908.6527 Master Servicing Fees ~~737~~728.9992 4,~~310~~230.4077 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 ~~892~~881,~~289~~024.8979 5,~~423~~318,~~662~~919.5824 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Informational Reporting Principal Balance: 1-Year CMT Loans ~~209~~208,~~725~~380,~~168~~147.8870 Principal Balance: 1-Year LIBOR Loans ~~190~~188,~~084~~015,~~159~~937.1666 Principal Balance: 6-Month LIBOR Loans ~~211~~202,~~768~~968,~~974~~512.4359 Miscellaneous Reporting Subordinate Net WAC 0.000000%

Additional Reporting - Group Level Miscellaneous Reporting Group 1 Senior Percentage 0.~~979286~~978813% Senior Prepayment Percentage 1.000000% Subordinate Precentage 0.~~020714~~021187% Subordinate Prepayment Percentage 0.000000% Group 2A Subordinate Net WAC 5.~~816836~~812603% Interest Transfer 0.00 Principal Transfer 0.00 Senior Percentage 0.~~959776~~959268% Senior Prepayment Percentage 1.000000% Subordinate Percentage 0.~~040224~~040732% Subordinate Prepayment Percentage 0.000000% Group 2B Subordinate Net WAC 6.~~045438~~043330% Interest Transfer 0.00 Principal Transfer 0.00 Senior Percentage 0.~~959779~~959283% Senior Prepayment Percentage 1.000000% Subordinate Percentage 0.~~040221~~040717% Subordinate Prepayment Percentage 0.000000% Trigger Event Reporting Group 1 Shifting Interest Group 1 Delinquency/Loss Trigger Trigger Result Pass Step Down Conditions Cumulative Loss Test Trigger Result Pass Threshold Value 0.300000% Calculated Value 0.000000% Step Down Conditions Delinquency Test Trigger Result Pass Threshold Value 0.500000% Calculated Value 0.~~047642~~044311% Sub Two Times Group 1 Delinquency/Loss Trigger Trigger Result Pass Two Times Cumulative Loss Test Trigger Result Pass Threshold Value 0.200000% Calculated Value 0.000000% Two Times Delinquency Test Trigger Result Pass Threshold Value 0.500000% Calculated Value 0.~~047642~~044311% Group 2A Shifting Interest Group 2 Delinquency/Loss Trigger Trigger Result Pass Step Down Conditions Cumulative Loss Test Trigger Result Pass Threshold Value 0.300000% Calculated Value 0.000000% Step Down Conditions Delinquency Test Trigger Result Pass Threshold Value 0.500000% Calculated Value 0.~~067279~~062576% Sub Two Times Group 2 Delinquency/Loss Trigger Trigger Result Pass Two Times Cumulative Loss Test Trigger Result Pass Threshold Value 0.200000% Calculated Value 0.000000% Two Times Delinquency Test Trigger Result Pass Threshold Value 0.500000% Calculated Value 0.~~047642~~044311% Group 2B Shifting Interest Group 3 Delinquency/Loss Trigger Trigger Result Pass Step Down Conditions Cumulative Loss Test Trigger Result Pass Threshold Value 0.300000% Calculated Value 0.000000% Step Down Conditions Delinquency Test Trigger Result Pass Threshold Value 0.500000% Calculated Value 0.~~087036~~080953% Sub Two Times Group 3 Delinquency/Loss Trigger Trigger Result Pass Two Times Cumulative Loss Test Trigger Result Pass Threshold Value 0.200000% Calculated Value 0.000000% Two Times Delinquency Test Trigger Result Pass Threshold Value 0.500000% Calculated Value 0.~~047642~~044311%

Delinquency Status DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2538 0 0 0 2538 918,~~779~~022,~~655~~365.4131 0.00 0.00 0.00 918,~~779~~022,~~655~~365.4131 60 Days 63 0 0 0 63 1888,~~764,111~~788.3610 0.00 0.00 0.00 1888,~~764,111~~788.3610 90 Days 01 0 0 0 01 090,178.0023 0.00 0.00 0.00 090,178.0023 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3142 0 0 0 3142 1119,~~543~~001,~~766~~331.7764 0.00 0.00 0.00 1119,~~543~~001,~~766~~331.7764 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~136364~~762523% 0.000000% 0.000000% 0.000000% 1.~~136364~~762523% 01.~~963076~~812905% 0.000000% 0.000000% 0.000000% 01.~~963076~~812905% 60 Days 0.~~272727~~139147% 0.000000% 0.000000% 0.000000% 0.~~272727~~139147% 0.~~173725~~089405% 0.000000% 0.000000% 0.000000% 0.~~173725~~089405% 90 Days 0.~~000000~~046382% 0.000000% 0.000000% 0.000000% 0.~~000000~~046382% 0.~~000000~~009071% 0.000000% 0.000000% 0.000000% 0.~~000000~~009071% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.~~409091~~948052% 0.000000% 0.000000% 0.000000% 1.~~409091~~948052% 1.~~136802~~911381% 0.000000% 0.000000% 0.000000% 1.~~136802~~911381%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 64104,~~148~~539.7065

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 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 1626 0 0 0 1626 49,~~273~~191,~~678~~127.3140 0.00 0.00 0.00 49,~~273~~191,~~678~~127.3140 60 Days 52 0 0 0 52 1400,~~240,271~~788.3612 0.00 0.00 0.00 1400,~~240,271~~788.3612 90 Days 01 0 0 0 01 090,178.0023 0.00 0.00 0.00 090,178.0023 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2129 0 0 0 2129 59,~~513~~682,~~949~~093.6775 0.00 0.00 0.00 59,~~513~~682,~~949~~093.6775 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~089918~~819454% 0.000000% 0.000000% 0.000000% 1.~~089918~~819454% 01.~~695754~~541308% 0.000000% 0.000000% 0.000000% 01.~~695754~~541308% 60 Days 0.~~340599~~139958% 0.000000% 0.000000% 0.000000% 0.~~340599~~139958% 0.~~201916~~067210% 0.000000% 0.000000% 0.000000% 0.~~201916~~067210% 90 Days 0.~~000000~~069979% 0.000000% 0.000000% 0.000000% 0.~~000000~~069979% 0.~~000000~~015122% 0.000000% 0.000000% 0.000000% 0.~~000000~~015122% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~430518~~029391% 0.000000% 0.000000% 0.000000% 12.~~430518~~029391% 01.~~897670~~623641% 0.000000% 0.000000% 0.000000% 01.~~897670~~623641% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2A 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 5 0 0 0 5 2,~~590~~759,~~484~~498.5233 0.00 0.00 0.00 2,~~590~~759,~~484~~498.5233 60 Days 1 0 0 0 1 ~~523~~487,~~840~~999.0098 0.00 0.00 0.00 ~~523~~487,~~840~~999.0098 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 6 0 0 0 6 3,~~114~~247,~~324~~498.5231 0.00 0.00 0.00 3,~~114~~247,~~324~~498.5231 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~179245~~193317% 0.000000% 0.000000% 0.000000% 1.~~179245~~193317% 1.~~144959~~238119% 0.000000% 0.000000% 0.000000% 1.~~144959~~238119% 60 Days 0.~~235849~~238663% 0.000000% 0.000000% 0.000000% 0.~~235849~~238663% 0.~~231530~~218954% 0.000000% 0.000000% 0.000000% 0.~~231530~~218954% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.~~415094~~431981% 0.000000% 0.000000% 0.000000% 1.~~415094~~431981% 1.~~376490~~457072% 0.000000% 0.000000% 0.000000% 1.~~376490~~457072% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2B 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 47 0 0 0 47 26,~~915~~071,~~492~~739.58 0.00 0.00 0.00 26,~~915~~071,~~492~~739.58 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 47 0 0 0 47 26,~~915~~071,~~492~~739.58 0.00 0.00 0.00 26,~~915~~071,~~492~~739.58 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~298701~~272727% 0.000000% 0.000000% 0.000000% 12.~~298701~~272727% 13.~~666402~~471214% 0.000000% 0.000000% 0.000000% 13.~~666402~~471214% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~298701~~272727% 0.000000% 0.000000% 0.000000% 12.~~298701~~272727% 13.~~666402~~471214% 0.000000% 0.000000% 0.000000% 13.~~666402~~471214%

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 1 39 1418,~~038~~334,~~764~~921.3144 1216,~~641~~954,~~942~~208.9168 0 0.00 0.00 Group 2A 35 13,~~524~~011,~~000~~020.00 13,~~522~~004,~~995~~877.9580 0 0.00 0.00 Group 2B 40 ~~1,468,000~~0.00 ~~1,468,000~~0.00 0 0.00 0.00 Total 4644 1721,~~030~~345,~~764~~941.3144 1519,~~632~~959,~~938~~086.8648 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 1 0 0.00 0.00 0 0.00 0.00 1934,~~367,954~~618.1794 Group 2A 0 0.00 0.00 0 0.00 0.00 1346,~~334,330~~966.9675 Group 2B 0 0.00 0.00 0 0.00 0.00 ~~687~~21,~~344~~438.2668 Total 0 0.00 0.00 0 0.00 0.00 31,~~389~~303,~~629~~024.3937

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0080019094~~0032049991 CANM 6380.5700 01-~~Jun~~Dec-~~2002~~2005 ~~356~~500,000.00 ~~354~~70,~~670~~000.9900 Group 1 ~~0080082506~~0080441520 AZNY 4850.2200 01-~~Jun~~Dec-2002 98150,~~850~~000.00 90149,~~718~~932.2723 Group 1 ~~0080114655~~0080660509 CAPA 7061.0086 01-~~Aug~~Dec-2002 ~~304~~433,~~500~~000.00 ~~293~~384,~~893~~944.5750 Group 1 ~~0080463391~~0080669278 MDGA 6573.9551 01-~~Oct~~Dec-2002 ~~141~~555,~~800~~000.00 ~~141~~555,~~617~~000.9300 Group 1 ~~0080597420~~0080699804 NJPA 7775.5500 01-Jan-2003 ~~380~~435,000.00 ~~369~~431,~~651~~738.9318 Group 1 ~~0080680820~~0080932460 NCTX 2575.4058 01-~~Dec~~Jan-~~2002~~2003 ~~127~~650,000.00 ~~116~~551,~~457~~419.2627 Group 1 ~~0082560699~~0082283029 COTN 8065.0093 01-Oct-2003 ~~247~~127,~~200~~900.00 ~~247~~119,~~200~~027.0031 Group 1 ~~0105496277~~0082320094 VATX 6776.7355 01-~~Mar~~Sep-~~2002~~2003 ~~298~~421,000.00 ~~292~~419,~~331~~954.4305 Group 1 ~~0105639082~~0082881277 FLTX 6480.7300 01-~~May~~Jan-~~2002~~2004 ~~223~~315,~~000~~200.00 ~~119~~314,~~587~~134.0670 Group 1 ~~0105641450~~0083222356 ILCA 4466.1067 01-~~May~~Mar-~~2002~~2004 ~~430~~460,000.00 ~~428~~460,~~018~~000.8100 Group 1 ~~0106152614~~0105719967 NCMD 8090.00 01-Jun-2002 ~~640~~149,~~000~~850.00 ~~620~~149,~~467~~128.9324 Group 1 ~~0106251309~~0105724546 GANM 7075.6600 01-Jun-2002 ~~590~~495,000.00 ~~588~~477,~~515~~952.1868 Group 1 ~~0106692882~~0106298292 MACA 6961.6989 01-~~Nov~~Jul-2002 ~~568~~950,000.00 ~~526~~448,~~010~~907.6656 Group 1 ~~0107156176~~0107099301 NCSC 8073.0077 01-Nov-2002 ~~184~~450,~~800~~000.00 73449,~~247~~811.8497 Group 1 ~~0107218406~~0107111791 CAFL 4970.8400 01-~~Dec~~Nov-2002 ~~304~~296,~~000~~100.00 ~~277~~296,~~347~~069.9108 Group 1 ~~0107252850~~0107126047 CATX 69.5139 01-~~Dec~~Nov-2002 ~~285~~260,~~000~~200.00 ~~284~~259,~~818~~384.5384 Group 1 ~~0200667087~~0107270480 FLCA 6740.6429 01-~~Mar~~Dec-~~2004~~2002 ~~301~~280,000.00 ~~288~~144,~~538~~182.1787 Group 1 ~~0220599068~~0107290272 CA 4463.0964 01-~~Oct~~Dec-2002 1630,~~036,335~~000.00 ~~972~~595,~~478~~832.9240 Group 1 ~~0220647057~~0220689067 CA 8059.0083 01-~~Jul~~Jun-~~2003~~2004 ~~404~~1,300,000.00 ~~329,576.05 Group~~ 1 ~~0220650150 CO 80.00 01-Aug-2003 248~~,300,000.00 ~~198,333.70~~ Group 1 ~~0220677476~~0220695775 CA 7027.0003 01-~~Nov~~May-~~2003~~2004 13,~~106~~000,000.00 ~~623~~3,~~381~~000,000.7700 Group 1 ~~0220727594~~0222208673 CAMA 6172.2991 01-~~Oct~~Jun-~~2004~~2005 95339,000.00 95338,~~000~~619.0006 Group 1 ~~0390458855~~0390458735 MICT 7980.5800 01-Oct-2002 ~~152~~340,000.00 34333,~~828~~556.1121 Group 1 ~~0390458978~~0390458770 NCFL 75.7100 01-~~Nov~~Oct-2002 ~~134~~307,~~000~~500.00 ~~133~~303,~~958~~643.1269 Group 1 ~~0390459251~~0390459322 ILFL 7863.9200 01-Nov-2002 ~~292~~63,000.00 ~~288~~54,~~457~~584.3116 Group 1 ~~0390459392~~0390459804 KSCA 2627.2282 01-Nov-2002 ~~110~~183,~~119~~600.3100 48183,~~140~~600.4900 Group 1 ~~0390460788~~0390460399 VANJ 7980.6300 01-~~Nov~~Oct-2002 ~~469~~600,000.00 ~~468~~599,~~471~~953.8312 Group 1 ~~0390460960~~0390461213 NVCA 7824.1881 01-~~Nov~~Dec-2002 ~~215~~165,000.00 ~~215~~162,~~000~~299.0089 Group 1 ~~0390463509~~0390461912 SDCA 80.00 01-Dec-2002 ~~120~~502,~~000~~400.00 ~~120~~501,~~000~~578.0096 Group 1 ~~0390464558~~0390462321 MAWA 7066.0074 01-~~Dec~~Jan-~~2002~~2003 ~~252~~145,~~000~~500.00 ~~236~~123,~~561~~905.2994 Group 1 ~~0390484235~~0390462498 ARTN ~~100~~60.0006 01-~~Oct~~Nov-~~2003~~2002 ~~136~~94,~~000~~900.00 ~~125~~59,~~295~~276.5547 Group 1 ~~2390450469~~0390462725 FLMD 3762.8855 01-~~May~~Dec-2002 ~~250~~506,~~000~~655.00 ~~132~~506,~~885~~655.8000 Group 1 ~~2390454167~~0390463912 ALCT 8077.0086 01-~~Jul~~Jan-~~2002~~2003 ~~592~~1,~~560~~020,000.00 ~~592~~1,~~379~~018,053.6701 Group 1 ~~7072031680~~0390465171 LAMA 6773.8026 01-Jan-~~1995~~2003 ~~200~~630,000.00 ~~172~~617,~~225~~000.1500 Group 1 ~~7072423069~~2390453046 NYMD 7090.0053 01-~~Apr~~Jul-~~1996~~2002 50172,~~400~~000.00 47170,~~725~~373.2566 Group 1 ~~7077914252~~7077920762 PAFL 3779.8861 01-~~Apr~~May-2005 ~~100~~224,~~000~~500.00 93224,~~067~~427.0952 Group 1 ~~7108031985~~7100233910 OHCO 7195.4380 01-~~May~~Oct-~~2006~~2005 1296,~~000,000~~968.0040 1295,~~000,000~~739.0003 Group 1 ~~7108339602~~7100414726 ILTX 79100.9100 01-Sep-2006 ~~727~~625,~~200~~000.00 ~~727~~621,~~200~~608.0038 Group 1 ~~7109667746~~7100570493 MAGA 7551.0009 01-~~Aug~~Sep-2006 ~~870~~175,000.00 ~~870~~175,000.00 Group 2A1 ~~0074135054~~7103597006 FLIL 3527.8263 01-~~May~~Oct-~~2007~~2006 ~~600~~85,~~000~~648.0004 ~~600~~85,~~000~~648.0004 Group 2A ~~0158878249~~0071535439 CANC 6280.5300 01-~~Mar~~May-2007 ~~594~~852,000.00 ~~593~~852,000.0100 Group 2A ~~0158878538~~0074000878 WACA 7895.5700 01-~~Mar~~May-2007 ~~330~~462,~~000~~170.00 ~~329~~462,~~995~~169.9428 Group 2B2A ~~0049236862~~0159156272 CA 5680.~~50 01-Mar-2007 565,000.~~00 ~~565,000.00 Group 2B 0072858988 GA 69.64~~ 01-May-2007 ~~555~~503,~~000~~100.00 ~~555~~502,~~000~~968.0098 Group 2B2A ~~0074625633~~0359502672 ILCA 8079.0031 01-~~May~~Apr-2007 ~~188~~575,000.00 ~~188~~575,000.00 Group 2B2A ~~0158916783~~3190998490 WANC 8075.00 01-~~May~~Nov-~~2007~~2006 ~~160~~618,~~000~~750.00 ~~160~~612,~~000~~121.0014

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0080019094~~0032049991 Loan Paid in Full 0 7.~~000~~250% ~~360~~300 6120 Group 1 ~~0080082506~~0080441520 Loan Paid in Full 0 7.~~500~~125% 360 6156 Group 1 ~~0080114655~~0080660509 Loan Paid in Full ~~(1)~~0 7.500% 360 5956 Group 1 ~~0080463391~~0080669278 Loan Paid in Full 0 7.~~500~~250% 360 5756 Group 1 ~~0080597420~~0080699804 Loan Paid in Full 0 7.~~250~~375% 360 5455 Group 1 ~~0080680820~~0080932460 Loan Paid in Full 0 76.~~375~~875% 360 55 Group 1 ~~0082560699~~0082283029 Loan Paid in Full 0 7.~~250~~000% 360 4546 Group 1 ~~0105496277~~0082320094 Loan Paid in Full 0 7.~~500~~375% 360 6447 Group 1 ~~0105639082~~0082881277 Loan Paid in Full 01 7.~~500~~000% 360 6243 Group 1 ~~0105641450~~0083222356 Loan Paid in Full 0 7.500% 360 6241 Group 1 ~~0106152614~~0105719967 Loan Paid in Full 0 7.000% 360 6162 Group 1 ~~0106251309~~0105724546 Loan Paid in Full ~~0 6.875% 360 61 Group~~ (1) ~~0106692882 Loan Paid in Full 0~~ 7.~~500~~750% 360 5662 Group 1 ~~0107156176~~0106298292 Loan Paid in Full 0(1) 7.~~000~~125% 360 5661 Group 1 ~~0107218406~~0107099301 Loan Paid in Full 0 7.~~250~~375% 360 5557 Group 1 ~~0107252850~~0107111791 Loan Paid in Full 0(1) 76.~~500~~875% 360 5557 Group 1 ~~0200667087~~0107126047 Loan Paid in Full 0(1) 7.250% 360 4057 Group 1 ~~0220599068~~0107270480 Loan Paid in Full 0(1) 7.~~625~~250% 360 5756 Group 1 ~~0220647057~~0107290272 Loan Paid in Full 0 67.~~875~~000% 360 4856 Group 1 ~~0220650150~~0220689067 Loan Paid in Full 0 7.~~375~~625% 360 4738 Group 1 ~~0220677476~~0220695775 Loan Paid in Full 0 6.875% 360 4439 Group 1 ~~0220727594~~0222208673 Loan Paid in Full 0 7.~~500~~625% 360 3326 Group 1 ~~0390458855~~0390458735 Loan Paid in Full 0 6.875% 300 5758 Group 1 ~~0390458978~~0390458770 Loan Paid in Full ~~(1)~~0 6.875% 300 5658 Group 1 ~~0390459251~~0390459322 Loan Paid in Full 0 7.000% 300 5657 Group 1 ~~0390459392~~0390459804 Loan Paid in Full 0 76.~~000~~875% 300 5657 Group 1 ~~0390460788~~0390460399 Loan Paid in Full 0 76.~~000~~875% 300 5658 Group 1 ~~0390460960~~0390461213 Loan Paid in Full 0 7.000% 300 56 Group 1 ~~0390463509~~0390461912 Loan Paid in Full 0 76.~~000~~875% 300 5556 Group 1 ~~0390464558~~0390462321 Loan Paid in Full 0 7.000% 300 55 Group 1 ~~0390484235~~0390462498 Loan Paid in Full 0 7.000% 300 4557 Group 1 ~~2390450469~~0390462725 Loan Paid in Full (1) 7.000% 300 6256 Group 1 ~~2390454167~~0390463912 Loan Paid in Full 0 67.~~875~~000% 300 6055 Group 1 ~~7072031680~~0390465171 Loan Paid in Full ~~(2)~~0 76.~~438~~875% 300 ~~150~~55 Group 1 ~~7072423069~~2390453046 Loan Paid in Full 0 7.~~500~~000% 300 ~~135~~61 Group 1 ~~7077914252~~7077920762 Loan Paid in Full 0 7.~~375~~750% 300 27 Group 1 ~~7108031985~~7100233910 Loan Paid in Full 0 67.~~625~~000% 300 1422 Group 1 ~~7108339602~~7100414726 Loan Paid in Full 0 6.625% 300 1011 Group 1 ~~7109667746~~7100570493 Loan Paid in Full 0 6.~~625~~250% 300 11 Group 2A1 ~~0074135054~~7103597006 Loan Paid in Full ~~(1)~~0 6.~~250~~625% ~~360~~300 210 Group 2A ~~0158878249~~0071535439 Loan Paid in Full 0 67.~~875~~000% 360 43 Group 2A ~~0158878538~~0074000878 Loan Paid in Full 0 6.~~875~~625% 360 43 Group 2B2A ~~0049236862~~0159156272 Loan Paid in Full 0 6.~~750% 360 4 Group 2B 0072858988 Loan Paid in Full 1 6.~~250% 360 23 Group 2B2A ~~0074625633~~0359502672 Loan Paid in Full ~~(1)~~0 65.~~625~~750% 360 24 Group 2B2A ~~0158916783~~3190998490 Loan Paid in Full 0 6.~~750~~250% 360 29

Prepayment Rates

Summary SMM CPR PSA Current Month 12.~~839~~094% Current Month 1922.~~963~~427% Current Month ~~437~~478.~~914~~089% 3 Month Average 02.~~000~~059% 3 Month Average 022.~~000~~075% 3 Month Average 0485.~~000~~673% 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. ~~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 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 23.834% N/A Jun-2007 541.015% N/A Jul-2007 19.963% N/A Jul-2007 437.914% N/A Aug-2007 22.427% N/A Aug-2007 478.089% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 2.~~229~~913% Current Month 2329.~~705~~861% Current Month ~~395~~497.~~087~~684% 3 Month Average 02.~~000~~827% 3 Month Average 029.~~000~~012% 3 Month Average 0483.~~000~~532% 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. ~~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 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 33.470% N/A Jun-2007 557.826% N/A Jul-2007 23.705% N/A Jul-2007 395.087% N/A Aug-2007 29.861% N/A Aug-2007 497.684% 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 2A SMM CPR PSA Current Month 1.~~247~~481% Current Month 1316.~~982~~398% Current Month 2,~~397~~096.~~012~~508% 3 Month Average 01.~~000~~073% 3 Month Average 012.~~000~~031% 3 Month Average 01,993.~~000~~428% 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. ~~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 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 5.713% N/A Jun-2007 1,486.765% N/A Jul-2007 13.982% N/A Jul-2007 2,397.012% N/A Aug-2007 16.398% N/A Aug-2007 2,096.508% 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 2B SMM CPR PSA Current Month 10.~~217~~012% Current Month 130.~~666~~147% Current Month ~~2,624~~20.~~548~~395% 3 Month Average 0.~~000~~580% 3 Month Average 06.~~000~~595% 3 Month Average 01,502.~~000~~639% 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. ~~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 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 5.973% N/A Jun-2007 1,862.975% N/A Jul-2007 13.666% N/A Jul-2007 2,624.548% N/A Aug-2007 0.147% N/A Aug-2007 20.395% 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 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 4.999 5 2,~~697~~693,~~057~~732.7241 0.~~266~~271 0 0.00 0.000 5.000 5.249 3 1,~~459~~458,~~258~~425.5637 0.~~144~~147 0 0.00 0.000 5.250 5.499 16 9,~~355~~351,~~825~~189.7035 0.~~921~~941 1 1,100,000.00 0.~~179~~184 5.500 5.749 42 23,~~016~~011,~~862~~245.1609 2.~~267~~315 0 0.00 0.000 5.750 5.999 ~~103~~102 6665,~~735~~942,~~307~~939.4868 6.~~572~~634 10 7,668,~~556~~377.6684 1.~~249~~286 6.000 6.249 139 95,~~736~~602,~~691~~572.4188 9.~~429~~618 16 21,~~496~~494,~~300~~293.5190 3.~~500~~605 6.250 6.499 ~~441~~437 ~~238~~236,~~318~~011,~~237~~407.8622 23.~~471~~743 ~~212~~210 ~~107~~106,~~259~~101,~~857~~928.4981 17.~~463~~794 6.500 6.749 ~~279~~276 ~~142~~141,~~941~~608,~~533~~557.7660 14.~~078~~246 ~~149~~147 7271,~~101~~239,~~327~~181.8156 11.~~739~~947 6.750 6.999 ~~340~~332 ~~150~~144,~~341~~490,~~080~~726.6142 14.~~806~~536 ~~265~~257 ~~124~~118,~~268~~420,~~367~~933.3193 2019.~~232~~860 7.000 7.249 ~~435~~421 ~~146~~141,~~077~~472,~~909~~926.6481 14.~~386~~232 ~~422~~409 ~~142~~138,~~392~~639,~~470~~488.1625 23.~~183~~251 7.250 7.499 ~~247~~239 8784,~~337~~276,~~231~~014.7302 8.~~601~~478 ~~243~~235 8683,~~556~~495,~~511~~294.7302 14.~~092~~003 7.500 7.749 ~~143~~139 4947,~~753~~205,~~084~~619.3883 4.~~900~~749 ~~143~~139 4947,~~753~~205,~~084~~619.3883 87.~~100~~917 7.750 7.999 54 1501,~~083,889~~237.6998 0.~~107~~050 54 1501,~~083,889~~237.6998 0.~~176~~084 8.000 8.249 21 ~~531~~409,~~452~~933.7033 0.~~052~~041 21 ~~531~~409,~~452~~933.7033 0.~~087~~069 >= 8.250 0 0.00 0.000 0 0.00 0.000 Total 2,~~200~~156 1994,~~015~~036,~~385,423~~527.4099 100.000 1,~~468~~429 ~~614~~596,~~211~~276,~~818~~289.4445 100.000

Interest Rate Stratification (continued) Group 2A Group 2B Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 4.999 5 2,~~697~~693,~~057~~732.7241 1.~~192~~209 0 0.00 0.000 5.000 5.249 2 1,~~054~~053,~~098~~265.5637 0.~~466~~473 1 405,160.00 0.232 5.250 5.499 10 5,~~948~~944,~~567~~627.8996 2.~~629~~667 5 2,~~307~~306,~~257~~561.8139 1.319 5.500 5.749 33 18,~~094~~090,~~521~~861.4138 78.~~998~~118 9 4,~~922~~920,~~340~~383.7571 2.~~814~~813 5.750 5.999 7877 4645,~~614~~824,~~461~~979.0952 20.~~605~~562 15 12,~~452~~449,~~289~~582.7332 7.118 6.000 6.249 82 48,~~629~~501,~~109~~305.9253 21.~~495~~763 41 25,~~611~~606,~~280~~973.9845 14.~~640~~641 6.250 6.499 ~~120~~118 6463,~~919~~795,~~468~~841.54 28.~~696~~626 109 66,~~138~~113,~~911~~636.8387 37.~~806~~801 6.500 6.749 5150 2221,~~399~~933,~~134~~421.0698 9.~~901~~842 79 48,~~441~~435,~~071~~954.8906 27.~~690~~693 6.750 6.999 36 13,~~678~~677,~~935~~229.4956 6.~~046~~137 39 12,~~393~~392,~~777~~562.8193 7.085 7.000 7.249 54 1713,~~565,~~520.00 0.~~692~~320 8 2,119,~~919~~918.4856 1.212 7.250 7.499 2 631,120.00 0.~~279~~283 2 149,600.00 0.086 7.500 7.749 0 0.00 0.000 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 >= 8.250 0 0.00 0.000 0 0.00 0.000 Total ~~424~~419 ~~226~~222,~~231~~859,~~994~~905.6825 100.000 308 174,~~941~~900,~~610~~333.2829 100.000

Filing Compare · Sequoia Mortgage Trust 2007-2