10-D 1 smt07002_10d-200709.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: August 21, 2007 to September 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 September 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 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 September 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: October 2, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Sequoia Mortgage Trust 2007-2, relating to the September 20, 2007 distribution. EX-99.1 Sequoia Mortgage Trust Mortgage Pass-Through Certificates Distribution Date: 9/20/2007 Sequoia Mortgage Trust Mortgage Pass-Through Certificates Series 2007-2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance 1-A1 81744LAA2 05/25/2007 5.~~53000~~74750% ~~113~~109,~~255~~877,~~635~~077.8472 ~~521~~526,~~919~~265.7242 1-A2 81744LAZ7 05/25/2007 5.~~51000~~72750% ~~465~~452,~~985~~084,~~594~~658.6705 2,~~139~~157,~~650~~762.5240 1-A3 81744LBA1 05/25/2007 5.~~64000~~85750% 21,~~957~~302,~~436~~418.4044 103,~~199~~982.9543 1-AR 81744LAB0 05/25/2007 6.~~41702~~41404% 0.00 0.00 1-XA 81744LAC8 05/25/2007 10.~~01095~~78939% 0.00 ~~506~~383,~~486~~685.4536 1-XB 81744LAD6 05/25/2007 0.~~48639~~31656% 0.00 ~~1,712~~932.2520 1-B1 81744LAE4 05/25/2007 5.~~72000~~93750% 2,274,~~659~~482.7207 1011,~~842~~253.5495 1-B2 81744LAF1 05/25/2007 6.~~42000~~63750% 1,949,~~708~~556.3306 10,~~430~~783.9448 1-B3 81744LAG9 05/25/2007 6.~~52947~~52540% 6,~~174~~173,~~076~~594.3720 33,~~594~~571.5300 1-B4 81744LAH7 05/25/2007 6.~~52947~~52540% 974,~~854~~778.1603 5,~~304~~300.4068 1-B5 81744LAJ3 05/25/2007 6.~~52947~~52540% 974,~~854~~778.1603 5,~~304~~300.4068 1-B6 81744LAK0 05/25/2007 6.~~52947~~52540% 664,~~998~~946.7985 3,~~618~~615.4187 1-LTR 81744LAX2 05/25/2007 0.00000% 0.00 0.00 2A-A1 81744LAL8 05/25/2007 5.~~81260~~80871% ~~217~~213,~~017~~645,~~100~~860.0946 1,~~051~~034,~~195~~173.1714 2B-A1 81744LAN4 05/25/2007 6.~~04333~~04335% 167,~~818~~778,~~590~~120.2096 ~~845~~844,~~152~~951.5674 2-AR 81744LAQ7 05/25/2007 5.~~80871~~80593% 0.00 0.00 2-B1 81744LAR5 05/25/2007 5.~~91322~~91189% 7,~~143~~142,~~619~~895.9520 35,~~201~~189.4899 2-B2 81744LAS3 05/25/2007 5.~~91322~~91189% 3,061,~~408~~097.5899 15,~~085~~080.6472 2-B3 81744LAT1 05/25/2007 5.~~91322~~91189% 2,040,~~605~~398.7875 10,~~055~~052.4517 2-B4 81744LAU8 05/25/2007 5.~~91322~~91189% 1,632,~~684~~518.5995 8,~~045~~042.3572 2-B5 81744LAV6 05/25/2007 5.~~91322~~91189% 1,428,~~723~~579.9904 7,~~040~~038.3000 2-B6 81744LAW4 05/25/2007 5.~~91322~~91189% 1,030,~~871~~767.7819 5,~~079~~078.8115 2-LTR 81744LAY0 05/25/2007 0.00000% 0.00 0.00 Totals 1994,~~015~~036,~~385,423~~527.4099 5,~~318~~202,~~919~~060.8710

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A1 34,~~378~~744,~~558~~686.1230 0.00 ~~109~~105,~~877~~132,~~077~~391.7241 35,~~900~~270,~~477~~951.8472 0.00 1-A2 1319,~~900~~521,~~936~~814.6210 0.00 ~~452~~432,~~084~~562,~~658~~843.0595 1621,~~040~~679,~~587~~576.1450 0.00 1-A3 ~~655~~919,~~017~~876.9606 0.00 2120,~~302~~382,~~418~~542.4439 ~~758~~1,~~217~~023,858.9149 0.00 1-AR 0.00 0.00 0.00 0.00 0.00 1-XA 0.00 0.00 0.00 ~~506~~383,~~486~~685.4536 0.00 1-XB 0.00 0.00 0.00 ~~1,712~~932.2520 0.00 1-B1 ~~177~~181.6470 0.00 2,274,~~482~~300.0737 11,~~020~~435.1865 0.00 1-B2 ~~152~~155.2775 0.00 1,949,~~556~~400.0632 10,~~583~~939.2123 0.00 1-B3 ~~482~~493.1820 0.00 6,173,~~594~~101.2000 34,~~076~~064.7120 0.00 1-B4 7677.1387 0.00 974,~~778~~700.0316 5,~~380~~378.5355 0.00 1-B5 7677.1387 0.00 974,~~778~~700.0316 5,~~380~~378.5355 0.00 1-B6 5153.9312 0.00 664,~~946~~893.8573 3,~~670~~668.3499 0.00 1-LTR 0.00 0.00 0.00 0.00 0.00 2A-A1 35,~~371~~392,~~239~~172.6330 0.00 ~~213~~208,~~645~~253,~~860~~688.4616 46,~~422~~426,~~434~~345.8044 0.00 2B-A1 401,~~469~~465,194.2489 0.00 ~~167~~166,~~778~~312,~~120~~926.9607 ~~885~~2,~~621~~310,146.8063 0.00 2-AR 0.00 0.00 0.00 0.00 0.00 2-B1 ~~724~~723.7568 0.00 7,142,~~895~~171.2052 35,~~926~~913.2367 0.00 2-B2 310.5913 0.00 3,~~061~~060,~~097~~787.9985 15,~~396~~390.2385 0.00 2-B3 ~~207~~206.0372 0.00 2,040,~~398~~192.7503 10,~~262~~258.4889 0.00 2-B4 165.6440 0.00 1,632,~~518~~353.9555 8,~~210~~208.9912 0.00 2-B5 144.9574 0.00 1,428,~~579~~434.0430 7,~~185~~182.2574 0.00 2-B6 ~~104~~92.2949 011.2994 1,030,~~767~~662.1976 5,~~184~~170.1064 012.5852 2-LTR 0.00 0.00 0.00 0.00 0.00 Totals 2132,~~348~~046,~~895~~426.1032 011.2994 ~~994~~961,~~036~~990,~~527~~089.9973 2637,~~667~~248,~~814~~486.9742 012.5852 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 ~~113~~109,~~255~~877,~~635~~077.8472 8,~~844~~777.9186 34,~~369~~735,~~713~~908.2144 0.00 1-A2 493,735,000.00 ~~465~~452,~~985~~084,~~594~~658.6705 36,~~392~~116.0214 1319,~~864~~485,~~544~~697.6096 0.00 1-A3 23,265,000.00 21,~~957~~302,~~436~~418.4044 1,~~714~~701.81 ~~653~~918,~~303~~174.1525 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,~~659~~482.7207 ~~177~~181.6470 0.00 0.00 1-B2 1,950,000.00 1,949,~~708~~556.3306 ~~152~~155.2775 0.00 0.00 1-B3 6,175,000.00 6,~~174~~173,~~076~~594.3720 ~~482~~493.1820 0.00 0.00 1-B4 975,000.00 974,~~854~~778.1603 7677.1387 0.00 0.00 1-B5 975,000.00 974,~~854~~778.1603 7677.1387 0.00 0.00 1-B6 665,098.27 664,~~998~~946.7985 5153.9312 0.00 0.00 1-LTR 0.00 0.00 0.00 0.00 0.00 2A-A1 221,040,000.00 ~~217~~213,~~017~~645,~~100~~860.0946 2019,~~013~~548.4871 35,~~351~~372,~~226~~623.1559 0.00 2B-A1 170,921,000.00 167,~~818~~778,~~590~~120.2096 19,~~030~~128.5658 211,~~438~~446,066.6831 0.00 2-AR 100.00 0.00 0.00 0.00 0.00 2-B1 7,145,000.00 7,~~143~~142,~~619~~895.9520 ~~724~~723.7568 0.00 0.00 2-B2 3,062,000.00 3,061,~~408~~097.5899 310.5913 0.00 0.00 2-B3 2,041,000.00 2,040,~~605~~398.7875 ~~207~~206.0372 0.00 0.00 2-B4 1,633,000.00 1,632,~~684~~518.5995 165.6440 0.00 0.00 2-B5 1,429,000.00 1,428,~~723~~579.9904 144.9574 0.00 0.00 2-B6 1,031,070.93 1,030,~~871~~767.7819 ~~104~~92.2949 0.00 0.00 2-LTR 0.00 0.00 0.00 0.00 0.00 Totals 1,058,317,369.20 1994,~~015~~036,~~385,423~~527.4099 8887,~~669~~955.3177 2131,~~260~~958,~~225~~470.7955 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 34,~~378~~744,~~558~~686.1230 ~~109~~105,~~877~~132,~~077~~391.7241 0.~~91564231~~87610326 34,~~378~~744,~~558~~686.1230 1-A2 0.00 1319,~~900~~521,~~936~~814.6210 ~~452~~432,~~084~~562,~~658~~843.0595 0.~~91564231~~87610326 1319,~~900~~521,~~936~~814.6210 1-A3 0.00 ~~655~~919,~~017~~876.9606 2120,~~302~~382,~~418~~542.4439 0.~~91564231~~87610326 ~~655~~919,~~017~~876.9606 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 ~~177~~181.6470 2,274,~~482~~300.0737 0.~~99977234~~99969247 ~~177~~181.6470 1-B2 0.00 ~~152~~155.2775 1,949,~~556~~400.0632 0.~~99977234~~99969247 ~~152~~155.2775 1-B3 0.00 ~~482~~493.1820 6,173,~~594~~101.2000 0.~~99977234~~99969247 ~~482~~493.1820 1-B4 0.00 7677.1387 974,~~778~~700.0316 0.~~99977234~~99969247 7677.1387 1-B5 0.00 7677.1387 974,~~778~~700.0316 0.~~99977234~~99969247 7677.1387 1-B6 0.00 5153.9312 664,~~946~~893.8573 0.~~99977233~~99969247 5153.9312 1-LTR 0.00 0.00 0.00 0.00000000 0.00 2A-A1 0.00 35,~~371~~392,~~239~~172.6330 ~~213~~208,~~645~~253,~~860~~688.4616 0.~~96654841~~94215386 35,~~371~~392,~~239~~172.6330 2B-A1 0.00 401,~~469~~465,194.2489 ~~167~~166,~~778~~312,~~120~~926.9607 0.~~98161210~~97303974 401,~~469~~465,194.2489 2-AR 0.00 0.00 0.00 0.00000000 0.00 2-B1 0.00 ~~724~~723.7568 7,142,~~895~~171.2052 0.~~99970542~~99960413 ~~724~~723.7568 2-B2 0.00 310.5913 3,~~061~~060,~~097~~787.9985 0.~~99970542~~99960413 310.5913 2-B3 0.00 ~~207~~206.0372 2,040,~~398~~192.7503 0.~~99970541~~99960413 ~~207~~206.0372 2-B4 0.00 165.6440 1,632,~~518~~353.9555 0.~~99970542~~99960413 165.6440 2-B5 0.00 144.9574 1,428,~~579~~434.0430 0.~~99970542~~99960413 144.9574 2-B6 011.2994 104.5843 1,030,~~767~~662.1976 0.~~99970541~~99960413 ~~104~~92.2949 2-LTR 0.00 0.00 0.00 0.00000000 0.00 Totals 011.2994 2132,~~348~~046,~~895~~438.3926 ~~994~~961,~~036~~990,~~527~~089.9973 0.~~93926128~~90898073 2132,~~348~~046,~~895~~426.1032

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A1 120,000,000.00 ~~943~~915.~~79696533~~64231433 0.~~07370758~~07314883 2839.~~08094342~~46590367 0.00000000 1-A2 493,735,000.00 ~~943~~915.~~79696532~~64231430 0.~~07370760~~07314883 2839.~~08094342~~46590369 0.00000000 1-A3 23,265,000.00 ~~943~~915.~~79696540~~64231421 0.~~07370772~~07314894 2839.~~08094348~~46590372 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.~~85042637~~77233846 0.~~07808352~~07986813 0.00000000 0.00000000 1-B2 1,950,000.00 999.~~85042564~~77233846 0.~~07808718~~07987179 0.00000000 0.00000000 1-B3 6,175,000.00 999.~~85042429~~77234008 0.~~07808583~~07987045 0.00000000 0.00000000 1-B4 975,000.00 999.~~85042051~~77233846 0.~~07808205~~07986667 0.00000000 0.00000000 1-B5 975,000.00 999.~~85042051~~77233846 0.~~07808205~~07986667 0.00000000 0.00000000 1-B6 665,098.27 999.~~85042812~~77233440 0.~~07807869~~07986790 0.00000000 0.00000000 1-LTR 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2A-A1 221,040,000.00 ~~981~~966.~~80012708~~54840961 0.~~09054235~~08843969 1524.~~16117513~~30611469 0.00000000 2B-A1 170,921,000.00 981.~~84886702~~61209541 0.~~11134126~~11191474 08.~~12543035~~46043675 0.00000000 2-AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-B1 7,145,000.00 999.~~80685094~~70541638 0.~~10143457~~10128481 0.00000000 0.00000000 2-B2 3,062,000.00 999.~~80685173~~70541803 0.~~10143370~~10128347 0.00000000 0.00000000 2-B3 2,041,000.00 999.~~80684958~~70541401 0.~~10143557~~10128368 0.00000000 0.00000000 2-B4 1,633,000.00 999.~~80685242~~70541947 0.~~10143295~~10128598 0.00000000 0.00000000 2-B5 1,429,000.00 999.~~80685094~~70541638 0.~~10143457~~10128761 0.00000000 0.00000000 2-B6 1,031,070.93 999.~~80685131~~70541309 0.~~10114726~~08970285 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 2839.~~15465100~~53905250 ~~915~~876.~~64231433~~10326175 0.~~91564231~~87610326 2839.~~15465100~~53905250 1-A2 0.00000000 2839.~~15465102~~53905253 ~~915~~876.~~64231430~~10326177 0.~~91564231~~87610326 2839.~~15465102~~53905253 1-A3 0.00000000 2839.~~15465119~~53905265 ~~915~~876.~~64231421~~10326198 0.~~91564231~~87610326 2839.~~15465119~~53905265 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.~~07808352~~07986813 999.~~77233846~~69247033 0.~~99977234~~99969247 0.~~07808352~~07986813 1-B2 0.00000000 0.~~07808718~~07987179 999.~~77233846~~69247179 0.~~99977234~~99969247 0.~~07808718~~07987179 1-B3 0.00000000 0.~~07808583~~07987045 999.~~77234008~~69246964 0.~~99977234~~99969247 0.~~07808583~~07987045 1-B4 0.00000000 0.~~07808205~~07986667 999.~~77233846~~69247179 0.~~99977234~~99969247 0.~~07808205~~07986667 1-B5 0.00000000 0.~~07808205~~07986667 999.~~77233846~~69247179 0.~~99977234~~99969247 0.~~07808205~~07986667 1-B6 0.00000000 0.~~07807869~~07986790 999.~~77233440~~69246650 0.~~99977233~~99969247 0.~~07807869~~07986790 1-LTR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A-A1 0.00000000 1524.~~25171747~~39455438 ~~966~~942.~~54840961~~15385523 0.~~96654841~~94215386 1524.~~25171747~~39455438 2B-A1 0.00000000 08.~~23677161~~57235150 ~~981~~973.~~61209541~~03974392 0.~~98161210~~97303974 08.~~23677161~~57235150 2-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-B1 0.00000000 0.~~10143457~~10128481 999.~~70541638~~60413156 0.~~99970542~~99960413 0.~~10143457~~10128481 2-B2 0.00000000 0.~~10143370~~10128347 999.~~70541803~~60413129 0.~~99970542~~99960413 0.~~10143370~~10128347 2-B3 0.00000000 0.~~10143557~~10128368 999.~~70541401~~60413033 0.~~99970541~~99960413 0.~~10143557~~10128368 2-B4 0.00000000 0.~~10143295~~10128598 999.~~70541947~~60413350 0.~~99970542~~99960413 0.~~10143295~~10128598 2-B5 0.00000000 0.~~10143457~~10128761 999.~~70541638~~60412876 0.~~99970542~~99960413 0.~~10143457~~10128761 2-B6 0.~~00028126~~01158019 0.~~10142852~~10128304 999.~~70541309~~60413005 0.~~99970541~~99960413 0.~~10114726~~08970285 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 0708/20/07 - 0809/19/07 30 5.~~53000~~74750% ~~113~~109,~~255~~877,~~635~~077.8472 ~~521~~526,~~919~~265.7242 0.00 1-A2 0708/20/07 - 0809/19/07 30 5.~~51000~~72750% ~~465~~452,~~985~~084,~~594~~658.6705 2,~~139~~157,~~650~~762.5240 0.00 1-A3 0708/20/07 - 0809/19/07 30 5.~~64000~~85750% 21,~~957~~302,~~436~~418.4044 103,~~199~~982.9543 0.00 1-AR N/A N/A 6.~~41702~~41404% 0.00 0.00 0.00 1-XA 0708/01/07 - 0708/30/07 30 10.~~01095~~78939% ~~601~~583,~~198~~264,~~666~~154.9121 ~~506~~383,~~486~~685.4536 0.00 1-XB 0708/01/07 - 0708/30/07 30 0.~~48639~~31656% 4,224,~~368~~038.0413 1,~~712~~114.2532 0.00 1-B1 0708/20/07 - 0809/19/07 30 5.~~72000~~93750% 2,274,~~659~~482.7207 1011,~~842~~253.5495 0.00 1-B2 0708/20/07 - 0809/19/07 30 6.~~42000~~63750% 1,949,~~708~~556.3306 10,~~430~~783.9448 0182.0011 1-B3 0708/01/07 - 0708/30/07 30 6.~~52947~~52540% 6,~~174~~173,~~076~~594.3720 33,~~594~~571.5300 0.00 1-B4 0708/01/07 - 0708/30/07 30 6.~~52947~~52540% 974,~~854~~778.1603 5,~~304~~300.4068 0.00 1-B5 0708/01/07 - 0708/30/07 30 6.~~52947~~52540% 974,~~854~~778.1603 5,~~304~~300.4068 0.00 1-B6 0708/01/07 - 0708/30/07 30 6.~~52947~~52540% 664,~~998~~946.7985 3,~~618~~615.4187 0.00 1-LTR N/A N/A 0.00000% 0.00 0.00 0.00 2A-A1 0708/01/07 - 0708/30/07 30 5.~~81260~~80871% ~~217~~213,~~017~~645,~~100~~860.0946 1,~~051~~034,~~195~~173.1714 0.00 2B-A1 0708/01/07 - 0708/30/07 30 6.~~04333~~04335% 167,~~818~~778,~~590~~120.2096 ~~845~~844,~~152~~951.5674 0.00 2-AR N/A N/A 5.~~80871~~80593% 0.00 0.00 0.00 2-B1 0708/01/07 - 0708/30/07 30 5.~~91322~~91189% 7,~~143~~142,~~619~~895.9520 35,~~201~~189.4899 0.00 2-B2 0708/01/07 - 0708/30/07 30 5.~~91322~~91189% 3,061,~~408~~097.5899 15,~~085~~080.6472 0.00 2-B3 0708/01/07 - 0708/30/07 30 5.~~91322~~91189% 2,040,~~605~~398.7875 10,~~055~~052.4517 0.00 2-B4 0708/01/07 - 0708/30/07 30 5.~~91322~~91189% 1,632,~~684~~518.5995 8,~~045~~042.3572 0.00 2-B5 0708/01/07 - 0708/30/07 30 5.~~91322~~91189% 1,428,~~723~~579.9904 7,~~040~~038.3000 0.00 2-B6 0708/01/07 - 0708/30/07 30 5.~~91322~~91189% 1,030,~~871~~767.7819 5,~~079~~078.8115 0.00 2-LTR N/A N/A 0.00000% 0.00 0.00 0.00 Totals 5,~~318~~202,~~919~~242.8722 0182.0011

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 ~~521~~526,~~919~~265.7242 0.00 ~~109~~105,~~877~~132,~~077~~391.7241 1-A2 0.00 0.00 2,~~139~~157,~~650~~762.5240 0.00 ~~452~~432,~~084~~562,~~658~~843.0595 1-A3 0.00 0.00 103,~~199~~982.9543 0.00 2120,~~302~~382,~~418~~542.4439 1-AR 0.00 0.00 0.00 0.00 0.00 1-XA 0.00 0.00 ~~506~~383,~~486~~685.4536 0.00 ~~583~~558,~~264~~077,~~154~~777.2175 1-XB 0.00 0.00 ~~1,712~~932.2520 0.00 4,~~224~~223,~~038~~700.1368 1-B1 0.00 0.00 1011,~~842~~253.5495 0.00 2,274,~~482~~300.0737 1-B2 0182.0011 0.00 10,~~430~~783.9448 0.00 1,949,~~556~~400.0632 1-B3 0.00 0.00 33,~~594~~571.5300 0.00 6,173,~~594~~101.2000 1-B4 0.00 0.00 5,~~304~~300.4068 0.00 974,~~778~~700.0316 1-B5 0.00 0.00 5,~~304~~300.4068 0.00 974,~~778~~700.0316 1-B6 0.00 0.00 3,~~618~~615.4187 0.00 664,~~946~~893.8573 1-LTR 0.00 0.00 0.00 0.00 0.00 2A-A1 0.00 0.00 1,~~051~~034,~~195~~173.1714 0.00 ~~213~~208,~~645~~253,~~860~~688.4616 2B-A1 0.00 0.00 ~~845~~844,~~152~~951.5674 0.00 ~~167~~166,~~778~~312,~~120~~926.9607 2-AR 0.00 0.00 0.00 0.00 0.00 2-B1 0.00 0.00 35,~~201~~189.4899 0.00 7,142,~~895~~171.2052 2-B2 0.00 0.00 15,~~085~~080.6472 0.00 3,~~061~~060,~~097~~787.9985 2-B3 0.00 0.00 10,~~055~~052.4517 0.00 2,040,~~398~~192.7503 2-B4 0.00 0.00 8,~~045~~042.3572 0.00 1,632,~~518~~353.9555 2-B5 0.00 0.00 7,~~040~~038.3000 0.00 1,428,~~579~~434.0430 2-B6 0.00 0.00 5,~~079~~078.8115 0.00 1,030,~~767~~662.1976 2-LTR 0.00 0.00 0.00 0.00 0.00 Totals 0182.0011 0.00 5,~~318~~202,~~919~~060.8710 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~~74750% ~~943~~915.~~79696533~~64231433 4.~~34933100~~38554517 0.00000000 1-A2 493,735,000.00 5.~~51000~~72750% ~~943~~915.~~79696532~~64231430 4.~~33360106~~37028446 0.00000000 1-A3 23,265,000.00 5.~~64000~~85750% ~~943~~915.~~79696540~~64231421 4.~~43584569~~46947905 0.00000000 1-AR 100.00 6.~~41702~~41404% 0.00000000 0.00000000 0.00000000 1-XA 0.00 10.~~01095~~78939% ~~943~~915.~~79696532~~64231430 0.~~79511217~~60233181 0.00000000 1-XB 0.00 0.~~48639~~31656% 999.~~85042367~~77233846 0.~~40526627~~26374438 0.00000000 1-B1 2,275,000.00 5.~~72000~~93750% 999.~~85042637~~77233846 4.~~76595165~~94679121 0.00000000 1-B2 1,950,000.00 6.~~42000~~63750% 999.~~85042564~~77233846 5.~~34920000~~52998974 0.~~00000000~~09338974 1-B3 6,175,000.00 6.~~52947~~52540% 999.~~85042429~~77234008 5.~~44040972~~43659919 0.00000000 1-B4 975,000.00 6.~~52947~~52540% 999.~~85042051~~77233846 5.~~44041026~~43659487 0.00000000 1-B5 975,000.00 6.~~52947~~52540% 999.~~85042051~~77233846 5.~~44041026~~43659487 0.00000000 1-B6 665,098.27 6.~~52947~~52540% 999.~~85042812~~77233440 5.~~44041409~~43659511 0.00000000 1-LTR 0.00 0.00000% 0.00000000 0.00000000 0.00000000 2A-A1 221,040,000.00 5.~~81260~~80871% ~~981~~966.~~80012708~~54840961 4.~~75567847~~67866965 0.00000000 2B-A1 170,921,000.00 6.~~04333~~04335% 981.~~84886702~~61209541 4.~~94469702~~94352210 0.00000000 2-AR 100.00 5.~~80871~~80593% 0.00000000 0.00000000 0.00000000 2-B1 7,145,000.00 5.~~91322~~91189% 999.~~80685094~~70541638 4.~~92672918~~92512106 0.00000000 2-B2 3,062,000.00 5.~~91322~~91189% 999.~~80685173~~70541803 4.~~92672763~~92512084 0.00000000 2-B3 2,041,000.00 5.~~91322~~91189% 999.~~80684958~~70541401 4.~~92672709~~92512004 0.00000000 2-B4 1,633,000.00 5.~~91322~~91189% 999.~~80685242~~70541947 4.~~92672994~~92511941 0.00000000 2-B5 1,429,000.00 5.~~91322~~91189% 999.~~80685094~~70541638 4.~~92673198~~92512246 0.00000000 2-B6 1,031,070.93 5.~~91322~~91189% 999.~~80685131~~70541309 4.~~92673186~~92512188 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.~~34933100~~38554517 0.00000000 ~~915~~876.~~64231433~~10326175 1-A2 0.00000000 0.00000000 4.~~33360106~~37028446 0.00000000 ~~915~~876.~~64231430~~10326177 1-A3 0.00000000 0.00000000 4.~~43584569~~46947905 0.00000000 ~~915~~876.~~64231421~~10326198 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-XA 0.00000000 0.00000000 0.~~79511217~~60233181 0.00000000 ~~915~~876.~~64231430~~10326177 1-XB 0.00000000 0.00000000 0.~~40526627~~22063905 0.00000000 999.~~77233846~~69246864 1-B1 0.00000000 0.00000000 4.~~76595165~~94679121 0.00000000 999.~~77233846~~69247033 1-B2 0.~~00000000~~09338974 0.00000000 5.~~34920000~~52998974 0.00000000 999.~~77233846~~69247179 1-B3 0.00000000 0.00000000 5.~~44040972~~43659919 0.00000000 999.~~77234008~~69246964 1-B4 0.00000000 0.00000000 5.~~44041026~~43659487 0.00000000 999.~~77233846~~69247179 1-B5 0.00000000 0.00000000 5.~~44041026~~43659487 0.00000000 999.~~77233846~~69247179 1-B6 0.00000000 0.00000000 5.~~44041409~~43659511 0.00000000 999.~~77233440~~69246650 1-LTR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A-A1 0.00000000 0.00000000 4.~~75567847~~67866965 0.00000000 ~~966~~942.~~54840961~~15385523 2B-A1 0.00000000 0.00000000 4.~~94469702~~94352210 0.00000000 ~~981~~973.~~61209541~~03974392 2-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-B1 0.00000000 0.00000000 4.~~92672918~~92512106 0.00000000 999.~~70541638~~60413156 2-B2 0.00000000 0.00000000 4.~~92672763~~92512084 0.00000000 999.~~70541803~~60413129 2-B3 0.00000000 0.00000000 4.~~92672709~~92512004 0.00000000 999.~~70541401~~60413033 2-B4 0.00000000 0.00000000 4.~~92672994~~92511941 0.00000000 999.~~70541947~~60413350 2-B5 0.00000000 0.00000000 4.~~92673198~~92512246 0.00000000 999.~~70541638~~60412876 2-B6 0.00000000 0.00000000 4.~~92673186~~92512188 0.00000000 999.~~70541309~~60413005 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 2637,~~886~~572,~~563~~257.0643 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~104~~33,~~539~~844.6575 Gains & Subsequent Recoveries (Realized Losses) 0.00 Total Deposits 2637,~~991~~606,102.7118 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 64104,~~148~~539.7065 Total Administration Fees ~~259~~253,~~139~~076.0411 Payment of Interest and Principal 2637,~~667~~248,~~814~~486.9742 Total Withdrawals (Pool Distribution Amount) 2637,~~991~~606,102.7118 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~254~~248,~~908~~934.2730 Master Servicing Fee - Wells Fargo Bank, N.A. 4,~~230~~141.7781 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~259~~253,~~139~~076.0411 *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 0.00 0.00 5,000.00 Reserve Account Class 1-XB 5,000.00 0182.0011 0182.0011 5,000.00

Collateral Statement Group Group 1 Group 2A Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~848684~~843758 6.~~110609~~106627 Weighted Average Net Rate 6.~~534469~~530404 5.~~817602~~813714 Weighted Average Pass-Through Rate 6.~~529469~~525404 5.~~812602~~808714 Weighted Average Remaining Term ~~285~~284 ~~356~~355 Principal And Interest Constant 3,~~553~~448,~~420~~277.0268 1,~~172~~154,~~875~~493.9579 Beginning Loan Count 1,~~468~~429 ~~424~~419 Loans Paid in Full 3943 58 Ending Loan Count 1,~~429~~386 ~~419~~411 Beginning Scheduled Balance ~~614~~596,~~211~~276,~~818~~289.4445 ~~226~~222,~~231~~859,~~994~~905.6825 Ending Scheduled Balance ~~596~~571,~~276~~088,~~289~~873.4548 ~~222~~217,~~859~~466,~~905~~889.2586 Actual Ending Collateral Balance ~~596~~571,~~319~~122,~~905~~383.7035 ~~222~~217,~~878~~484,~~362~~055.0503 Scheduled Principal 47,~~968~~635.0332 20,~~863~~391.2880 Unscheduled Principal 1725,~~887~~139,~~560~~780.9665 35,~~351~~372,~~226~~623.1559 Negative Amortized Principal 0.00 0.00 Scheduled Interest 3,~~505~~400,~~451~~642.9936 1,~~152~~134,~~012~~101.6799 Servicing Fees ~~160~~155,~~828~~704.8271 5554,~~239~~398.5489 Master Servicing Fees 2,~~559~~484.2248 ~~942~~928.6358 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,~~342~~242,~~063~~453.9517 1,~~095~~078,~~830~~774.5052 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.~~314749~~314770 6.~~592245~~585421 Weighted Average Net Rate 6.~~048329~~048351 6.~~290990~~284907 Weighted Average Pass-Through Rate 6.~~043329~~043351 6.~~285990~~279907 Weighted Average Remaining Term ~~356~~355 313 Principal And Interest Constant 940,~~431~~320.9308 5,~~666~~543,~~727~~091.9055 Beginning Loan Count 308 2,~~200~~156 Loans Paid in Full 04 4455 Ending Loan Count ~~308~~304 2,~~156~~101 Beginning Scheduled Balance 174,~~941~~900,~~610~~333.2829 1994,~~015~~036,~~385,423~~527.4099 Ending Scheduled Balance ~~174~~173,~~900~~434,~~333~~326.2939 ~~994~~961,~~036~~990,~~527~~089.9973 Actual Ending Collateral Balance ~~174~~173,~~916~~449,~~897~~806.3454 ~~994~~962,~~115~~056,~~165~~244.0992 Scheduled Principal 19,~~838~~940.3159 8887,~~669~~967.6271 Unscheduled Principal 211,~~438~~446,066.6831 2131,~~260~~958,~~225~~470.7955 Negative Amortized Principal 0.00 0.00 Scheduled Interest 920,~~593~~379.6249 5,~~578~~455,~~058~~123.2884 Servicing Fees 38,~~839~~830.9170 ~~254~~248,~~908~~934.2730 Master Servicing Fees 728.9275 4,~~230~~141.7781 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 ~~881~~880,~~024~~820.7904 5,~~318~~202,~~919~~047.2473 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 ~~208~~204,~~380~~336,~~147~~747.7049 Principal Balance: 1-Year LIBOR Loans ~~188~~185,~~015~~200,~~937~~565.6604 Principal Balance: 6-Month LIBOR Loans ~~202~~195,~~968~~749,~~512~~068.5951 Miscellaneous Reporting Subordinate Net WAC 0.000000%

Additional Reporting - Group Level Miscellaneous Reporting Group 1 Senior Percentage 0.~~978813~~978178% Senior Prepayment Percentage 1.000000% Subordinate Precentage 0.~~021187~~021822% Subordinate Prepayment Percentage 0.000000% Group 2A Subordinate Net WAC 5.~~812603~~808714% Interest Transfer 0.00 Principal Transfer 0.00 Senior Percentage 0.~~959268~~958655% Senior Prepayment Percentage 1.000000% Subordinate Percentage 0.~~040732~~041345% Subordinate Prepayment Percentage 0.000000% Group 2B Subordinate Net WAC 6.~~043330~~043351% Interest Transfer 0.00 Principal Transfer 0.00 Senior Percentage 0.~~959283~~959278% Senior Prepayment Percentage 1.000000% Subordinate Percentage 0.~~040717~~040722% 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~~200000% Calculated Value 0.000000% Step Down Conditions Delinquency Test Trigger Result Pass Threshold Value 0.500000% Calculated Value 0.~~044311~~072250% 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.~~044311~~072250% 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~~200000% Calculated Value 0.000000% Step Down Conditions Delinquency Test Trigger Result Pass Threshold Value 0.500000% Calculated Value 0.~~062576~~027454% 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.~~044311~~027454% 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~~200000% Calculated Value 0.000000% Step Down Conditions Delinquency Test Trigger Result Pass Threshold Value 0.500000% Calculated Value 0.~~080953~~000000% 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.~~044311~~000000%

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 01 0 0 01 067,294.0019 0.00 0.00 067,294.0019 30 Days 3811 0 0 0 3811 183,~~022~~957,~~365~~530.3143 0.00 0.00 0.00 183,~~022~~957,~~365~~530.3143 60 Days 35 0 0 0 35 ~~888~~1,~~788~~473,885.1017 0.00 0.00 0.00 ~~888~~1,~~788~~473,885.1017 90 Days 1 0 01 0 12 90,178.23 0.00 084,827.0009 0.00 90175,~~178~~005.2332 120 Days 0 0 01 0 01 0.00 0.00 0315,961.0003 0.00 0315,961.0003 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 4217 01 02 0 4220 195,~~001~~521,~~331~~593.6483 067,294.0019 0400,788.0012 0.00 195,~~001~~989,~~331~~676.6414 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~~047596% 0.000000% 0.000000% 0.~~000000~~047596% 0.~~000000~~006995% 0.000000% 0.000000% 0.~~000000~~006995% 30 Days 10.~~762523~~523560% 0.000000% 0.000000% 0.000000% 10.~~762523~~523560% 10.~~812905~~411362% 0.000000% 0.000000% 0.000000% 10.~~812905~~411362% 60 Days 0.~~139147~~237982% 0.000000% 0.000000% 0.000000% 0.~~139147~~237982% 0.~~089405~~153202% 0.000000% 0.000000% 0.000000% 0.~~089405~~153202% 90 Days 0.~~046382~~047596% 0.000000% 0.~~000000~~047596% 0.000000% 0.~~046382~~095193% 0.~~009071~~009373% 0.000000% 0.~~000000~~008817% 0.000000% 0.~~009071~~018191% 120 Days 0.000000% 0.000000% 0.~~000000~~047596% 0.000000% 0.~~000000~~047596% 0.000000% 0.000000% 0.~~000000~~032842% 0.000000% 0.~~000000~~032842% 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 10.~~948052~~809139% 0.~~000000~~047596% 0.~~000000~~095193% 0.000000% 10.~~948052~~951928% 10.~~911381~~573937% 0.~~000000~~006995% 0.~~000000~~041660% 0.000000% 10.~~911381~~622591%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~104~~33,~~539~~844.6575

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 01 0 0 01 067,294.0019 0.00 0.00 067,294.0019 30 Days 267 0 0 0 267 92,~~191~~505,~~127~~053.4047 0.00 0.00 0.00 92,~~191~~505,~~127~~053.4047 60 Days 25 0 0 0 25 ~~400~~1,~~788~~473,885.1217 0.00 0.00 0.00 ~~400~~1,~~788~~473,885.1217 90 Days 1 0 01 0 12 90,178.23 0.00 084,827.0009 0.00 90175,~~178~~005.2332 120 Days 0 0 01 0 01 0.00 0.00 0315,961.0003 0.00 0315,961.0003 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 2913 01 02 0 2916 94,~~682~~069,~~093~~116.7587 067,294.0019 0400,788.0012 0.00 94,~~682~~537,~~093~~199.7518 0-29 Days 0.~~000000~~072150% 0.000000% 0.000000% 0.~~000000~~072150% 0.~~000000~~011783% 0.000000% 0.000000% 0.~~000000~~011783% 30 Days 10.~~819454~~505051% 0.000000% 0.000000% 0.000000% 10.~~819454~~505051% 10.~~541308~~438619% 0.000000% 0.000000% 0.000000% 10.~~541308~~438619% 60 Days 0.~~139958~~360750% 0.000000% 0.000000% 0.000000% 0.~~139958~~360750% 0.~~067210~~258068% 0.000000% 0.000000% 0.000000% 0.~~067210~~258068% 90 Days 0.~~069979~~072150% 0.000000% 0.~~000000~~072150% 0.000000% 0.~~069979~~144300% 0.~~015122~~015790% 0.000000% 0.~~000000~~014853% 0.000000% 0.~~015122~~030642% 120 Days 0.000000% 0.000000% 0.~~000000~~072150% 0.000000% 0.~~000000~~072150% 0.000000% 0.000000% 0.~~000000~~055323% 0.000000% 0.~~000000~~055323% 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 20.~~029391~~937951% 0.~~000000~~072150% 0.~~000000~~144300% 0.000000% 21.~~029391~~154401% 10.~~623641~~712477% 0.~~000000~~011783% 0.~~000000~~070176% 0.000000% 10.~~623641~~794436% 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 51 0 0 0 51 2487,~~759,498~~999.3398 0.00 0.00 0.00 2487,~~759,498~~999.3398 60 Days 10 0 0 0 10 ~~487,999~~0.9800 0.00 0.00 0.00 ~~487,999~~0.9800 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 61 0 0 0 61 3487,~~247,498~~999.3198 0.00 0.00 0.00 3487,~~247,498~~999.3198 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~193317~~243309% 0.000000% 0.000000% 0.000000% 10.~~193317~~243309% 10.~~238119~~224384% 0.000000% 0.000000% 0.000000% 10.~~238119~~224384% 60 Days 0.~~238663~~000000% 0.000000% 0.000000% 0.000000% 0.~~238663~~000000% 0.~~218954~~000000% 0.000000% 0.000000% 0.000000% 0.~~218954~~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 10.~~431981~~243309% 0.000000% 0.000000% 0.000000% 10.~~431981~~243309% 10.~~457072~~224384% 0.000000% 0.000000% 0.000000% 10.~~457072~~224384% 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 73 0 0 0 73 6964,~~071,739~~476.5898 0.00 0.00 0.00 6964,~~071,739~~476.5898 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 73 0 0 0 73 6964,~~071,739~~476.5898 0.00 0.00 0.00 6964,~~071,739~~476.5898 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 20.~~272727~~986842% 0.000000% 0.000000% 0.000000% 20.~~272727~~986842% 30.~~471214~~556055% 0.000000% 0.000000% 0.000000% 30.~~471214~~556055% 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 20.~~272727~~986842% 0.000000% 0.000000% 0.000000% 20.~~272727~~986842% 30.~~471214~~556055% 0.000000% 0.000000% 0.000000% 30.~~471214~~556055%

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Detail~~History* -New ~~All~~Foreclosure ~~Mortgage~~Loans Month Foreclosure Percentage Loans in Foreclosure ~~during~~2 Oct-06 0.000% Original Principal Balance 416,500.00 Nov-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 400,788.12 Dec-06 No0.000% Jan-07 0.000% Current Foreclosure ~~Information~~Total toFeb-07 0.000% Loans in Foreclosure 2 Mar-07 0.000% Original Principal Balance 416,500.00 Apr-07 0.000% Current Actual Balance 400,788.12 May-07 0.000% Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.042% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Oct-06 No0.000% Original Principal Balance 416,500.00 Nov-06 0.000% Current Actual Balance 400,788.12 Dec-06 0.000% Jan-07 0.000% Current Foreclosure ~~Information~~Total toFeb-07 0.000% Loans in Foreclosure 2 Mar-07 0.000% Original Principal Balance 416,500.00 Apr-07 0.000% Current Actual Balance 400,788.12 May-07 0.000% Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.070% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group 2A - No Foreclosure Information to report this period. Group 2B - No Foreclosure Information to report this period.

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 NoGroup ~~Foreclosure~~1 ~~Loans~~0083139030 ~~this~~Sep-2007 ~~Period~~01-Mar-2004 VA 79.92 316,500.00 Group 1 7071745496 Sep-2007 01-Mar-1994 CA 68.97 100,000.00

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 NoGroup ~~Foreclosure~~1 ~~Loans~~0083139030 ~~this~~315,961.03 ~~Period~~01-Apr-2007 4 7.375% 7,372.40 Group 1 7071745496 84,827.09 01-May-2007 3 7.625% 2,071.50

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~1 Oct-06 0.000% Original Principal Balance 68,000.00 Nov-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 67,294.19 Dec-06 No0.000% Jan-07 0.000% Current Bankruptcy ~~Information~~Total toFeb-07 0.000% Loans in Bankruptcy 1 Mar-07 0.000% Original Principal Balance 68,000.00 Apr-07 0.000% Current Actual Balance 67,294.19 May-07 0.000% Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.007% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Oct-06 No0.000% Original Principal Balance 68,000.00 Nov-06 0.000% Current Actual Balance 67,294.19 Dec-06 0.000% Jan-07 0.000% Current Bankruptcy ~~Information~~Total toFeb-07 0.000% Loans in Bankruptcy 1 Mar-07 0.000% Original Principal Balance 68,000.00 Apr-07 0.000% Current Actual Balance 67,294.19 May-07 0.000% Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.012% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group 2A - No Bankruptcy Information to report this period. Group 2B - No Bankruptcy Information to report this period.

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 NoGroup ~~Bankruptcy~~1 ~~Loans~~0082422338 ~~this~~Sep-2007 ~~Period~~01-Nov-2003 OH 71.58 68,000.00

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 NoGroup ~~Bankruptcy~~1 ~~Loans~~0082422338 ~~this~~67,294.19 ~~Period~~01-Aug-2007 0 7.250% 771.20

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 3943 1827,~~334~~263,~~921~~214.4400 1624,~~954~~457,~~208~~812.6875 0 0.00 0.00 Group 2A 58 34,~~011~~842,~~020~~000.00 34,~~004~~840,~~877~~151.8058 0 0.00 0.00 Group 2B 04 01,073,200.00 01,072,228.0014 0 0.00 0.00 Total 4455 2133,~~345~~178,~~941~~414.4400 1930,~~959~~370,~~086~~192.4847 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 ~~934~~686,~~618~~684.9430 Group 2A 0 0.00 0.00 0 0.00 0.00 ~~346~~532,~~966~~908.7547 Group 2B 0 0.00 0.00 0 0.00 0.00 21374,~~438~~063.6865 Total 0 0.00 0.00 0 0.00 0.00 1,~~303~~593,~~024~~656.3742

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0032049991~~0080559636 NMAZ 8088.0047 01-~~Dec~~Nov-~~2005~~2002 ~~500~~127,~~000~~400.00 70127,~~000~~400.00 Group 1 ~~0080441520~~0080692833 NYCO 5075.00 01-~~Dec~~Jan-~~2002~~2003 ~~150~~165,~~000~~750.00 ~~149~~165,~~932~~750.2300 Group 1 ~~0080660509~~0082670381 PAFL 6167.8665 01-Dec-~~2002~~2003 ~~433~~115,000.00 ~~384~~114,~~944~~964.5020 Group 1 ~~0080669278~~0082687492 GACA 7370.5100 01-~~Dec~~Nov-~~2002~~2003 ~~555~~290,~~000~~500.00 ~~555~~290,~~000~~499.0099 Group 1 ~~0080699804~~0088400924 PANY 75.0059 01-~~Jan~~Feb-~~2003~~2006 ~~435~~350,000.00 ~~431~~70,~~738~~000.1800 Group 1 ~~0080932460~~0105931612 TXMT 7566.5818 01-~~Jan~~May-~~2003~~2002 ~~650~~168,~~000~~750.00 ~~551~~160,~~419~~648.2739 Group 1 ~~0082283029~~0106154479 TNCA 6567.9354 01-~~Oct~~Jun-~~2003~~2002 ~~127~~385,~~900~~000.00 ~~119~~382,~~027~~628.3128 Group 1 ~~0082320094~~0106226905 TXNC 7683.5523 01-~~Sep~~Jul-~~2003~~2002 ~~421~~68,~~000~~250.00 ~~419~~67,~~954~~965.0575 Group 1 ~~0082881277~~0106317639 TXPA 8079.0001 01-~~Jan~~Jul-~~2004~~2002 ~~315~~320,~~200~~000.00 ~~314~~11,~~134~~358.7089 Group 1 ~~0083222356~~0106652464 CANJ 6680.6700 01-~~Mar~~Nov-~~2004~~2002 ~~460~~160,000.00 ~~460~~160,000.00 Group 1 ~~0105719967~~0107120123 MDCA 9070.00 01-~~Jun~~Oct-2002 ~~149~~357,~~850~~000.00 ~~149~~357,~~128~~000.2400 Group 1 ~~0105724546~~0107162679 NMGA 7570.0071 01-~~Jun~~Nov-2002 ~~495~~188,~~000~~800.00 ~~477~~184,~~952~~563.6825 Group 1 ~~0106298292~~0107251779 CAOH 6177.8936 01-~~Jul~~Dec-2002 ~~950~~336,~~000~~500.00 ~~448~~312,~~907~~764.5664 Group 1 ~~0107099301~~0108674359 SCAZ 7362.7737 01-~~Nov~~Sep-~~2002~~2003 ~~450~~399,~~000~~150.00 ~~449~~399,~~811~~048.9770 Group 1 ~~0107111791~~0200628758 FLGA 7080.00 01-~~Nov~~Feb-~~2002~~2004 ~~296~~107,~~100~~600.00 ~~296~~107,~~069~~550.0849 Group 1 ~~0107126047~~0220639781 TXCA 6920.3983 01-~~Nov~~Jul-~~2002~~2003 ~~260~~1,~~200~~000,000.00 ~~259~~999,~~384~~142.8464 Group 1 ~~0107270480~~0220644781 CA 4063.2976 01-~~Dec~~Jun-~~2002~~2003 ~~280~~1,100,000.00 ~~144~~1,~~182~~100,000.8700 Group 1 ~~0107290272~~0220649764 CA 6352.6457 01-Dec-~~2002~~2005 ~~630~~2,150,000.00 ~~595~~1,~~832~~649,705.4056 Group 1 ~~0220689067~~0220656165 CA 5915.8300 01-~~Jun~~Oct-~~2004~~2003 13,~~300~~000,000.00 13,~~300~~000,000.00 Group 1 ~~0220695775~~0220660282 CA 2722.0350 01-~~May~~Oct-~~2004~~2003 3619,000.00 127,533.33 Group 1 0220726497 CA 59.09 01-Nov-2004 2,600,000.00 32,~~000~~600,000.00 Group 1 ~~0222208673~~0390458723 MAOH 7234.9152 01-~~Jun~~Oct-~~2005~~2002 ~~339~~107,000.00 ~~338~~100,~~619~~353.0653 Group 1 ~~0390458735~~0390459102 CTFL 8062.0033 01-~~Oct~~Nov-2002 ~~340~~283,000.00 ~~333~~270,~~556~~449.2151 Group 1 ~~0390458770~~0390459731 FLWA 7556.0067 01-~~Oct~~Nov-2002 ~~307~~204,~~500~~000.00 ~~303~~202,~~643~~921.6929 Group 1 ~~0390459322~~0390459958 FLGA 6373.0020 01-~~Nov~~Oct-2002 63213,000.00 54212,~~584~~743.1684 Group 1 ~~0390459804~~0390460829 CAVA 2772.8273 01-Nov-2002 ~~183~~280,~~600~~000.00 ~~183~~264,~~600~~093.0029 Group 1 ~~0390460399~~0390461435 NJFL 80.00 01-~~Oct~~Nov-2002 ~~600~~516,000.00 ~~599~~512,~~953~~933.1238 Group 1 ~~0390461213~~0390461580 CAMI 2496.8155 01-Dec-2002 ~~165~~1,400,000.00 ~~162~~997,~~299~~913.8995 Group 1 ~~0390461912~~0390461604 CAIL 80.00 01-Dec-2002 ~~502~~238,~~400~~000.00 ~~501~~238,~~578~~000.9600 Group 1 ~~0390462321~~0390461684 WAFL 6667.7416 01-Dec-2002 450,000.00 344,932.42 Group 1 0390462933 LA 78.57 01-Jan-2003 ~~145~~1,~~500~~100,000.00 ~~123~~1,~~905~~094,156.9424 Group 1 ~~0390462498~~0390463822 TNCO 6077.0678 01-~~Nov~~Dec-2002 94245,~~900~~000.00 59243,~~276~~864.4799 Group 1 ~~0390462725~~0390463872 MDTX 62100.5500 01-Dec-2002 ~~506~~101,~~655~~000.00 ~~506~~100,~~655~~921.0010 Group 1 ~~0390463912~~0390493771 CTGA 7750.8600 01-~~Jan~~Mar-~~2003~~2004 1370,~~020,~~000.00 368,273.04 Group 1 7071733435 NY 71.43 01-Jul-1994 650,~~018~~000.00 540,~~053~~540.0177 Group 1 ~~0390465171~~7071993633 MASC 73.2639 01-~~Jan~~Dec-~~2003~~1994 ~~630~~518,000.00 ~~617~~279,~~000~~078.0055 Group 1 ~~2390453046~~7100418438 MDGA 9060.5391 01-~~Jul~~Sep-~~2002~~2006 ~~172~~469,000.00 ~~170~~463,~~373~~234.6630 Group 1 ~~7077920762~~7100426126 FLCT 7946.6130 01-~~May~~Oct-~~2005~~2006 ~~224~~2,500,000.00 ~~224~~2,~~427~~500,000.5200 Group 1 ~~7100233910~~7103190612 COIL 9527.8005 01-~~Oct~~Nov-~~2005~~2006 ~~296~~280,~~968~~000.4000 ~~295~~319.74 Group 1 7103652231 IL 71.35 01-Nov-2006 1,~~739~~394,914.0300 1,394,914.00 Group 1 ~~7100414726~~7104955898 TX ~~100~~21.0091 01-~~Sep~~Nov-2006 ~~625~~810,~~000~~600.00 ~~621~~809,~~608~~928.3830 Group 1 ~~7100570493~~7105689728 GAFL 5115.0985 01-~~Sep~~Apr-2006 ~~175~~600,000.00 ~~175~~600,000.00 Group 1 ~~7103597006~~7106100279 ILOK 2765.63 01-~~Oct~~Dec-2006 85525,~~648~~000.0400 85525,~~648~~000.0400 Group 2A ~~0071535439~~0072904493 NCMD 41.67 01-May-2007 700,000.00 700,000.00 Group 2A 0073950677 CO 80.00 01-May-2007 ~~852~~440,000.00 ~~852~~437,839.77 Group 2A 0074097437 WA 40.00 01-May-2007 950,000.00 950,000.00 Group 2A ~~0074000878~~0074797531 CAWA 9562.89 01-May-2007 500,000.00 500,000.00 Group 2A 0158795039 CT 72.05 01-May-2007 ~~462~~544,~~170~~000.00 ~~462~~543,~~169~~875.2835 Group 2A ~~0159156272~~0159522309 CA 74.44 01-May-2007 536,000.00 536,000.00 Group 2A 0359502692 WA 80.00 01-May-2007 ~~503~~528,~~100~~000.00 ~~502~~528,~~968~~000.9800 Group 2A ~~0359502672~~0359502763 CAAZ 7980.3100 01-May-2007 644,000.00 644,000.00 Group 2B 0065582207 PA 88.97 01-May-2007 250,000.00 248,884.90 Group 2B 0072834039 NY 80.00 01-Apr-2007 ~~575~~432,000.00 ~~575~~432,000.00 Group 2A2B ~~3190998490~~0074236852 NCCO 7580.00 01-~~Nov~~May-~~2006~~2007 ~~618~~309,~~750~~600.00 ~~612~~309,~~121~~517.1476 Group 2B 0158319772 OH 80.00 01-May-2007 81,600.00 81,600.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0032049991~~0080559636 Loan Paid in Full 0 7.~~250~~375% ~~300~~360 2058 Group 1 ~~0080441520~~0080692833 Loan Paid in Full 0 7.~~125~~375% 360 56 Group 1 ~~0080660509~~0082670381 Loan Paid in Full 0 7.~~500~~375% 360 5645 Group 1 ~~0080669278~~0082687492 Loan Paid in Full 0 7.~~250~~625% 360 5646 Group 1 ~~0080699804~~0088400924 Loan Paid in Full 0(1) 76.~~375~~875% 360 5519 Group 1 ~~0080932460~~0105931612 Loan Paid in Full 0 67.~~875~~500% 360 5564 Group 1 ~~0082283029~~0106154479 Loan Paid in Full 0 7.~~000~~375% 360 4663 Group 1 ~~0082320094~~0106226905 Loan Paid in Full 0(1) 7.~~375~~125% 360 4762 Group 1 ~~0082881277~~0106317639 Loan Paid in Full (1) 7.~~000~~500% 360 4362 Group 1 ~~0083222356~~0106652464 Loan Paid in Full 0 7.~~500~~250% 360 4158 Group 1 ~~0105719967~~0107120123 Loan Paid in Full 0 7.~~000~~500% 360 6259 Group 1 ~~0105724546~~0107162679 Loan Paid in Full ~~(1)~~0 7.~~750~~250% 360 6258 Group 1 ~~0106298292~~0107251779 Loan Paid in Full ~~(1)~~0 7.~~125~~375% 360 6157 Group 1 ~~0107099301~~0108674359 Loan Paid in Full 0 7.~~375~~250% 360 5748 Group 1 ~~0107111791~~0200628758 Loan Paid in Full ~~(1)~~0 67.~~875~~500% 360 5743 Group 1 ~~0107126047~~0220639781 Loan Paid in Full ~~(1)~~0 7.~~250~~375% 360 5750 Group 1 ~~0107270480~~0220644781 Loan Paid in Full ~~(1)~~0 7.~~250~~625% 360 5651 Group 1 ~~0107290272~~0220649764 Loan Paid in Full 0 7.~~000~~125% 360 5650 Group 1 ~~0220689067~~0220656165 Loan Paid in Full 0 7.~~625~~250% 360 3847 Group 1 ~~0220695775~~0220660282 Loan Paid in Full 0 6.~~875~~750% 360 3947 Group 1 ~~0222208673~~0220726497 Loan Paid in Full 0 7.625% 360 2634 Group 1 ~~0390458735~~0390458723 Loan Paid in Full 0 6.875% 300 5859 Group 1 ~~0390458770~~0390459102 Loan Paid in Full 0 67.~~875~~000% 300 58 Group 1 ~~0390459322~~0390459731 Loan Paid in Full 0 7.000% 300 5758 Group 1 ~~0390459804~~0390459958 Loan Paid in Full 0(1) 6.875% 300 5759 Group 1 ~~0390460399~~0390460829 Loan Paid in Full 0 67.~~875~~000% 300 58 Group 1 ~~0390461213~~0390461435 Loan Paid in Full 0 7.000% 300 5658 Group 1 ~~0390461912~~0390461580 Loan Paid in Full 0 67.~~875~~500% 300 5657 Group 1 ~~0390462321~~0390461604 Loan Paid in Full 0 7.000% 300 5557 Group 1 ~~0390462498~~0390461684 Loan Paid in Full 0 76.~~000~~875% 300 57 Group 1 ~~0390462725~~0390462933 Loan Paid in Full ~~(1)~~0 76.~~000~~875% 300 56 Group 1 ~~0390463912~~0390463822 Loan Paid in Full 0 7.000% 300 5557 Group 1 ~~0390465171~~0390463872 Loan Paid in Full 0 67.~~875~~000% 300 5557 Group 1 ~~2390453046~~0390493771 Loan Paid in Full 0 7.000% 300 6142 Group 1 ~~7077920762~~7071733435 Loan Paid in Full 01 7.~~750~~000% 300 27158 Group 1 ~~7100233910~~7071993633 Loan Paid in Full 0(1) 7.~~000~~063% 300 22153 Group 1 ~~7100414726~~7100418438 Loan Paid in Full (1) 6.250% 300 12 Group 1 7100426126 Loan Paid in Full 0 6.625% 300 11 Group 1 ~~7100570493~~7103190612 Loan Paid in Full (1) 6.625% 300 10 Group 1 7103652231 Loan Paid in Full 0 6.~~250~~625% 300 1110 Group 1 ~~7103597006~~7104955898 Loan Paid in Full 0 6.625% 300 10 Group 1 7105689728 Loan Paid in Full 0 6.875% 300 17 Group 1 7106100279 Loan Paid in Full 0 6.375% 300 9 Group 2A ~~0071535439~~0072904493 Loan Paid in Full 0 76.~~000~~125% 360 34 Group 2A ~~0074000878~~0073950677 Loan Paid in Full 0 6.~~625~~125% 360 34 Group 2A ~~0159156272~~0074097437 Loan Paid in Full 1 6.500% 360 4 Group 2A 0074797531 Loan Paid in Full 0 6.500% 360 4 Group 2A 0158795039 Loan Paid in Full 0 6.250% 360 34 Group 2A ~~0359502672~~0159522309 Loan Paid in Full 0 6.250% 360 4 Group 2A 0359502692 Loan Paid in Full (1) 5.750% 360 4 Group 2A ~~3190998490~~0359502763 Loan Paid in Full 0 6.250% 360 94 Group 2B 0065582207 Loan Paid in Full 0 6.625% 360 4 Group 2B 0072834039 Loan Paid in Full 0 6.625% 360 5 Group 2B 0074236852 Loan Paid in Full (1) 6.375% 360 4 Group 2B 0158319772 Loan Paid in Full 0 6.875% 360 4

Prepayment Rates

Summary SMM CPR PSA Current Month 23.~~094~~215% Current Month 2232.~~427~~441% Current Month ~~478~~672.~~089~~733% 3 Month Average 2.~~059~~383% 3 Month Average 2224.~~075~~944% 3 Month Average ~~485~~529.~~673~~579% 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. ~~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 Sep-2007 32.441% N/A Sep-2007 672.733% 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 24.~~913~~216% Current Month 2940.~~861~~367% Current Month ~~497~~672.~~684~~775% 3 Month Average 23.~~827~~119% 3 Month Average 2931.~~012~~311% 3 Month Average ~~483~~521.~~532~~848% 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. ~~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 Sep-2007 40.367% N/A Sep-2007 672.775% 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 12.~~481~~411% Current Month 1625.~~398~~388% Current Month 2,~~096~~573.~~508~~276% 3 Month Average 1.~~073~~713% 3 Month Average 1218.~~031~~589% 3 Month Average 12,~~993~~355.~~428~~599% 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. ~~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 Sep-2007 25.388% N/A Sep-2007 2,573.276% 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 0.~~012~~827% Current Month 09.~~147~~484% Current Month 201,029.~~395~~631% 3 Month Average 0.~~580~~685% 3 Month Average 67.~~595~~765% 3 Month Average 1,~~502~~224.~~639~~858% 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. ~~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 Sep-2007 9.484% N/A Sep-2007 1,029.631% 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,~~693~~690,~~732~~193.4108 0.~~271~~280 0 0.00 0.000 5.000 5.249 3 1,~~458~~457,~~425~~588.3763 0.~~147~~152 0 0.00 0.000 5.250 5.499 16 9,~~351~~346,~~189~~602.3568 0.~~941~~972 1 1,100,000.00 0.~~184~~193 5.500 5.749 42 23,~~011~~007,~~245~~831.0996 2.~~315~~392 0 0.00 0.000 5.750 5.999 ~~102~~101 6564,~~942~~891,~~939~~733.6832 6.~~634~~746 10 7,668,~~377~~198.8415 1.~~286~~343 6.000 6.249 ~~139~~137 9594,~~602~~442,~~572~~051.8897 9.~~618~~817 16 21,~~494~~491,~~293~~299.9015 3.~~605~~763 6.250 6.499 ~~437~~431 ~~236~~232,~~011~~548,~~407~~469.2295 2324.~~743~~174 ~~210~~208 ~~106~~104,~~101~~954,~~928~~333.8144 1718.~~794~~378 6.500 6.749 ~~276~~268 ~~141~~134,~~608~~555,~~557~~247.6095 1413.~~246~~987 ~~147~~143 7166,~~239~~326,~~181~~598.5679 11.~~947~~614 6.750 6.999 ~~332~~323 ~~144~~140,~~490~~573,~~726~~466.4228 14.~~536~~613 ~~257~~249 ~~118~~114,~~420~~685,~~933~~137.9313 1920.~~860~~082 7.000 7.249 ~~421~~409 ~~141~~136,~~472~~621,~~926~~907.81 14.~~232~~202 ~~409~~397 ~~138~~133,~~639~~788,~~488~~469.2562 23.~~251~~427 7.250 7.499 ~~239~~230 8478,~~276~~399,~~014~~591.0261 8.~~478~~150 ~~235~~226 8377,~~495~~619,~~294~~432.0271 1413.~~003~~591 7.500 7.749 ~~139~~130 4741,~~205~~427,~~619~~097.8390 4.~~749~~306 ~~139~~130 4741,~~205~~427,~~619~~097.8390 7.~~917~~254 7.750 7.999 45 ~~501~~1,~~237~~618,373.9826 0.~~050~~168 45 ~~501~~1,~~237~~618,373.9826 0.~~084~~283 8.000 8.249 1 409,933.33 0.~~041~~043 1 409,933.33 0.~~069~~072 >= 8.250 0 0.00 0.000 0 0.00 0.000 Total 2,~~156~~101 ~~994~~961,~~036~~990,~~527~~089.9973 100.000 1,~~429~~386 ~~596~~571,~~276~~088,~~289~~873.4548 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,~~693~~690,~~732~~193.4108 1.~~209~~237 0 0.00 0.000 5.000 5.249 2 1,~~053~~052,~~265~~428.3763 0.~~473~~484 1 405,160.00 0.~~232~~234 5.250 5.499 10 5,~~944~~940,~~627~~649.9646 2.~~667~~732 5 2,~~306~~305,~~561~~953.3922 1.~~319~~330 5.500 5.749 33 18,~~090~~089,~~861~~414.3832 8.~~118~~318 9 4,~~920~~918,~~383~~417.7164 2.~~813~~836 5.750 5.999 7776 4544,~~824~~777,~~979~~510.5247 20.~~562~~590 15 12,~~449~~446,~~582~~024.3270 7.~~118~~176 6.000 6.249 8280 4847,~~501~~348,~~305~~961.5368 21.~~763~~773 41 25,~~606~~601,~~973~~791.4514 14.~~641~~762 6.250 6.499 ~~118~~115 6362,~~795~~067,~~841~~787.5438 28.~~626~~541 ~~109~~108 6665,~~113~~526,~~636~~349.8713 37.~~801~~782 6.500 6.749 5048 2120,~~933~~479,~~421~~796.9862 9.~~842~~417 7977 4847,~~435~~748,~~954~~852.0654 27.~~693~~531 6.750 6.999 36 13,~~677~~675,~~229~~508.5622 6.~~137~~289 3938 12,~~392~~212,~~562~~820.93 7.~~085~~042 7.000 7.249 4 713,520.00 0.~~320~~328 8 2,119,918.5619 1.~~212~~222 7.250 7.499 2 631,120.00 0.~~283~~290 2 149,~~600~~038.0090 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 ~~419~~411 ~~222~~217,~~859~~466,~~905~~889.2586 100.000 ~~308~~304 ~~174~~173,~~900~~434,~~333~~326.2939 100.000

Filing Compare · Sequoia Mortgage Trust 2007-2