10-D 1 nix07he2_10d-200710.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: September 26, 2007 to October 25, 2007 Commission File Number of issuing entity: 333-130694-26 Natixis Real Estate Capital Trust 2007-HE2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130694 Morgan Stanley ABS Capital I Inc. (Exact name of depositor as specified in its charter) Natixis Real Estate Capital Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199373 54-2199374 54-2199375 54-2199376 54-2199377 54-2199378 54-6744162 (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)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________ R-X _____ _____ __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 October 25, 2007 a distribution was made to holders of Natixis Real Estate Capital Trust 2007-HE2. 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 Natixis Real Estate Capital Trust 2007-HE2, relating to the October 25, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Natixis Real Estate Capital Trust 2007-HE2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: November 6, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Natixis Real Estate Capital Trust 2007-HE2, relating to the October 25, 2007 distribution. EX-99.1 Natixis Real Estate Capital Trust Mortgage Pass-Through Certificates Distribution Date: 10/25/2007 Natixis Real Estate Capital Trust Mortgage Pass-Through Certificates Series 2007-HE2 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 A-1 638728AA3 0610/2224/2007 5.~~45000~~26125% ~~357~~326,~~746~~951,~~272~~547.6809 1,~~678~~433,~~923~~478.2119 A-2 638728AB1 0610/2224/2007 5.~~57000~~38125% 111,250,000.00 ~~533~~498,~~598~~886.2972 A-3 638728AC9 0610/2224/2007 5.~~62000~~43125% 147,145,000.00 ~~712~~665,~~100~~984.0940 A-4 638728AD7 0610/2224/2007 5.~~72000~~53125% 90,645,000.00 ~~446~~417,~~477~~816.0080 M-1 638728AE5 0610/2224/2007 5.~~82000~~63125% 32,940,000.00 ~~165~~154,~~084~~577.3181 M-2 638728AF2 0610/2224/2007 5.~~87000~~68125% 30,653,000.00 ~~154~~145,~~942~~122.4180 M-3 638728AG0 0610/2224/2007 65.~~00000~~81125% 18,300,000.00 9488,~~550~~621.0056 M-4 638728AH8 0610/2224/2007 6.~~77000~~58125% 16,013,000.00 9387,~~351~~821.3530 M-5 638728AJ4 0610/2224/2007 7.~~27000~~08125% 15,555,000.00 9791,~~378~~790.6370 M-6 638728AK1 0610/2224/2007 7.~~57000~~38125% 14,640,000.00 9590,~~432~~051.4725 B-1 638728AL9 0610/2224/2007 7.~~57000~~38125% 13,725,000.00 8984,~~467~~423.9405 B-2 638728AM7 0610/2224/2007 7.~~57000~~38125% 11,895,000.00 7773,~~538~~166.8864 B-3 638728AN5 0610/2224/2007 7.~~57000~~38125% 10,980,000.00 7167,~~574~~538.3544 B-4 638728AP0 0509/3128/2007 7.~~57000~~38125% 9,150,000.00 5956,~~645~~282.2903 X NIX07HE2X 0509/3128/2007 0.00000% 28,365,000.00 1,~~501~~364,~~129~~757.8928 P NIX07HE2P 0509/3128/2007 0.00000% 0.00 ~~113~~60,~~738~~409.5372 R NIX07HE2R 0609/2228/2007 0.00000% 0.00 0.00 R-X NIX07HE2RX 0609/2228/2007 0.00000% 0.00 0.00 Totals ~~909~~878,~~002~~207,~~272~~547.6809 5,~~984~~380,~~932~~728.6469

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 105,~~219~~529,~~787~~493.2923 0.00 ~~347~~321,~~526~~422,~~485~~053.3986 116,~~898~~962,~~710~~971.5042 0.00 A-2 0.00 0.00 111,250,000.00 ~~533~~498,~~598~~886.2972 0.00 A-3 0.00 0.00 147,145,000.00 ~~712~~665,~~100~~984.0940 0.00 A-4 0.00 0.00 90,645,000.00 ~~446~~417,~~477~~816.0080 0.00 M-1 0.00 0.00 32,940,000.00 ~~165~~154,~~084~~577.3181 0.00 M-2 0.00 0.00 30,653,000.00 ~~154~~145,~~942~~122.4180 0.00 M-3 0.00 0.00 18,300,000.00 9488,~~550~~621.0056 0.00 M-4 0.00 0.00 16,013,000.00 9387,~~351~~821.3530 0.00 M-5 0.00 0.00 15,555,000.00 9791,~~378~~790.6370 0.00 M-6 0.00 0.00 14,640,000.00 9590,~~432~~051.4725 0.00 B-1 0.00 0.00 13,725,000.00 8984,~~467~~423.9405 0.00 B-2 0.00 0.00 11,895,000.00 7773,~~538~~166.8864 0.00 B-3 0.00 0.00 10,980,000.00 7167,~~574~~538.3544 0.00 B-4 0.00 0.00 9,150,000.00 5956,~~645~~282.2903 0.00 X 0.00 0.00 28,365,000.00 1,~~501~~364,~~129~~757.8928 0.00 P 0.00 0.00 0.00 ~~113~~60,~~738~~409.5372 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 105,~~219~~529,~~787~~493.2923 0.00 ~~898~~872,~~782~~678,~~485~~053.3986 1610,~~204~~910,~~719~~221.9392 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 363,740,000.00 ~~357~~326,~~746~~951,~~272~~547.6809 0.00 105,~~219~~529,~~787~~493.2923 0.00 A-2 111,250,000.00 111,250,000.00 0.00 0.00 0.00 A-3 147,145,000.00 147,145,000.00 0.00 0.00 0.00 A-4 90,645,000.00 90,645,000.00 0.00 0.00 0.00 M-1 32,940,000.00 32,940,000.00 0.00 0.00 0.00 M-2 30,653,000.00 30,653,000.00 0.00 0.00 0.00 M-3 18,300,000.00 18,300,000.00 0.00 0.00 0.00 M-4 16,013,000.00 16,013,000.00 0.00 0.00 0.00 M-5 15,555,000.00 15,555,000.00 0.00 0.00 0.00 M-6 14,640,000.00 14,640,000.00 0.00 0.00 0.00 B-1 13,725,000.00 13,725,000.00 0.00 0.00 0.00 B-2 11,895,000.00 11,895,000.00 0.00 0.00 0.00 B-3 10,980,000.00 10,980,000.00 0.00 0.00 0.00 B-4 9,150,000.00 9,150,000.00 0.00 0.00 0.00 X 28,369,000.01 28,365,000.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 915,000,000.01 ~~909~~878,~~002~~207,~~272~~547.6809 0.00 105,~~219~~529,~~787~~493.2923 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00 105,~~219~~529,~~787~~493.2923 ~~347~~321,~~526~~422,~~485~~053.3986 0.~~95542554~~88365881 105,~~219~~529,~~787~~493.2923 A-2 0.00 0.00 111,250,000.00 1.00000000 0.00 A-3 0.00 0.00 147,145,000.00 1.00000000 0.00 A-4 0.00 0.00 90,645,000.00 1.00000000 0.00 M-1 0.00 0.00 32,940,000.00 1.00000000 0.00 M-2 0.00 0.00 30,653,000.00 1.00000000 0.00 M-3 0.00 0.00 18,300,000.00 1.00000000 0.00 M-4 0.00 0.00 16,013,000.00 1.00000000 0.00 M-5 0.00 0.00 15,555,000.00 1.00000000 0.00 M-6 0.00 0.00 14,640,000.00 1.00000000 0.00 B-1 0.00 0.00 13,725,000.00 1.00000000 0.00 B-2 0.00 0.00 11,895,000.00 1.00000000 0.00 B-3 0.00 0.00 10,980,000.00 1.00000000 0.00 B-4 0.00 0.00 9,150,000.00 1.00000000 0.00 X 0.00 0.00 28,365,000.00 0.99985900 0.00 P 0.00 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 R-X 0.00 0.00 0.00 0.00000000 0.00 Totals $0.00 105,~~219~~529,~~787~~493.2923 ~~898~~872,~~782~~678,~~485~~053.3986 0.~~98227594~~95374651 105,~~219~~529,~~787~~493.2923

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 363,740,000.00 ~~983~~898.~~52194612~~86057923 0.00000000 2815.~~09640757~~20177388 0.00000000 A-2 111,250,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3 147,145,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 90,645,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 32,940,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 30,653,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 18,300,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 16,013,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 15,555,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 14,640,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 13,725,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 11,895,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 10,980,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-4 9,150,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 28,369,000.01 999.85900067 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 2815.~~09640757~~20177388 ~~955~~883.~~42553854~~65880536 0.~~95542554~~88365881 2815.~~09640757~~20177388 A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.85900067 0.99985900 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 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 A-1 0509/25/07 - 0610/24/07 3130 5.~~45000~~26125% ~~357~~326,~~746~~951,~~272~~547.6809 1,~~678~~433,~~923~~478.1319 0.00 A-2 0509/25/07 - 0610/24/07 3130 5.~~57000~~38125% 111,250,000.00 ~~533~~498,~~598~~886.2672 0.00 A-3 0509/25/07 - 0610/24/07 3130 5.~~62000~~43125% 147,145,000.00 ~~712~~665,~~100~~984.0540 0.00 A-4 0509/25/07 - 0610/24/07 3130 5.~~72000~~53125% 90,645,000.00 ~~446~~417,~~476~~816.9880 0.00 M-1 0509/25/07 - 0610/24/07 3130 5.~~82000~~63125% 32,940,000.00 ~~165~~154,~~084~~577.3081 0.00 M-2 0509/25/07 - 0610/24/07 3130 5.~~87000~~68125% 30,653,000.00 ~~154~~145,~~942~~122.4080 0.00 M-3 0509/25/07 - 0610/24/07 3130 65.~~00000~~81125% 18,300,000.00 9488,~~550~~621.0056 0.00 M-4 0509/25/07 - 0610/24/07 3130 6.~~77000~~58125% 16,013,000.00 9387,~~351~~821.3430 0.00 M-5 0509/25/07 - 0610/24/07 3130 7.~~27000~~08125% 15,555,000.00 9791,~~378~~790.6270 0.00 M-6 0509/25/07 - 0610/24/07 3130 7.~~57000~~38125% 14,640,000.00 9590,~~432~~051.4725 ~~1,860~~0.8100 B-1 0509/25/07 - 0610/24/07 3130 7.~~57000~~38125% 13,725,000.00 8984,~~467~~423.9405 ~~1,744~~0.5100 B-2 0509/25/07 - 0610/24/07 3130 7.~~57000~~38125% 11,895,000.00 7773,~~538~~166.8864 ~~1,511~~0.9000 B-3 0509/25/07 - 0610/24/07 3130 7.~~57000~~38125% 10,980,000.00 7167,~~574~~538.3544 ~~1,395~~0.6000 B-4 0509/25/07 - 0610/24/07 3130 7.~~57000~~38125% 9,150,000.00 5956,~~645~~282.2903 ~~1,163~~0.00 X N/A N/A 0.00000% 28,365,000.00 0.00 0.00 P N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 R-X N/A N/A 0.00000% 0.00 0.00 0.00 Totals 43,~~370~~955,~~064~~561.0169 ~~7,675~~0.8200

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 A-1 0.00 0.00 1,~~678~~433,~~923~~478.2119 0.00 ~~347~~321,~~526~~422,~~485~~053.3986 A-2 0.00 0.00 ~~533~~498,~~598~~886.2972 0.00 111,250,000.00 A-3 0.00 0.00 ~~712~~665,~~100~~984.0940 0.00 147,145,000.00 A-4 0.00 0.00 ~~446~~417,~~477~~816.0080 0.00 90,645,000.00 M-1 0.00 0.00 ~~165~~154,~~084~~577.3181 0.00 32,940,000.00 M-2 0.00 0.00 ~~154~~145,~~942~~122.4180 0.00 30,653,000.00 M-3 0.00 0.00 9488,~~550~~621.0056 0.00 18,300,000.00 M-4 0.00 0.00 9387,~~351~~821.3530 0.00 16,013,000.00 M-5 0.00 0.00 9791,~~378~~790.6370 0.00 15,555,000.00 M-6 ~~1,860~~0.8100 0.00 9590,~~432~~051.4725 0.00 14,640,000.00 B-1 ~~1,744~~0.5100 0.00 8984,~~467~~423.9405 0.00 13,725,000.00 B-2 ~~1,511~~0.9000 0.00 7773,~~538~~166.8864 0.00 11,895,000.00 B-3 ~~1,395~~0.6000 0.00 7167,~~574~~538.3544 0.00 10,980,000.00 B-4 ~~1,163~~0.00 0.00 5956,~~645~~282.2903 0.00 9,150,000.00 X 0.00 0.00 1,~~501~~364,~~129~~757.8928 0.00 28,365,000.00 P 0.00 0.00 ~~113~~60,~~738~~409.5372 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals ~~7,675~~0.8200 0.00 5,~~984~~380,~~932~~728.6469 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 A-1 363,740,000.00 5.~~45000~~26125% ~~983~~898.~~52194612~~86057923 43.~~61572313~~94094185 0.00000000 A-2 111,250,000.00 5.~~57000~~38125% 1000.00000000 4.~~79638885~~48437501 0.00000000 A-3 147,145,000.00 5.~~62000~~43125% 1000.00000000 4.~~83944443~~52604166 0.00000000 A-4 90,645,000.00 5.~~72000~~53125% 1000.00000000 4.~~92555552~~60937503 0.00000000 M-1 32,940,000.00 5.~~82000~~63125% 1000.00000000 54.~~01166667~~69270826 0.00000000 M-2 30,653,000.00 5.~~87000~~68125% 1000.00000000 54.~~05472221~~73437510 0.00000000 M-3 18,300,000.00 65.~~00000~~81125% 1000.00000000 54.~~16666667~~84270820 0.00000000 M-4 16,013,000.00 6.~~77000~~58125% 1000.00000000 5.~~82972210~~48437520 0.00000000 M-5 15,555,000.00 7.~~27000~~08125% 1000.00000000 65.~~26027772~~90104147 0.00000000 M-6 14,640,000.00 7.~~57000~~38125% 1000.00000000 6.~~51861134~~15104167 0.~~12710451~~00000000 B-1 13,725,000.00 7.~~57000~~38125% 1000.00000000 6.~~51861129~~15104189 0.~~12710455~~00000000 B-2 11,895,000.00 7.~~57000~~38125% 1000.00000000 6.~~51861118~~15104161 0.~~12710383~~00000000 B-3 10,980,000.00 7.~~57000~~38125% 1000.00000000 6.~~51861111~~15104189 0.~~12710383~~00000000 B-4 9,150,000.00 7.~~57000~~38125% 1000.00000000 6.~~51861093~~15104153 0.~~12710383~~00000000 X 28,369,000.01 0.00000% 999.85900067 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000

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 A-1 0.00000000 0.00000000 43.~~61572335~~94094185 0.00000000 ~~955~~883.~~42553854~~65880536 A-2 0.00000000 0.00000000 4.~~79638912~~48437501 0.00000000 1000.00000000 A-3 0.00000000 0.00000000 4.~~83944470~~52604166 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 4.~~92555574~~60937503 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 54.~~01166697~~69270826 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 54.~~05472254~~73437510 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 54.~~16666667~~84270820 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 5.~~82972273~~48437520 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 65.~~26027837~~90104147 0.00000000 1000.00000000 M-6 0.~~12710451~~00000000 0.00000000 6.~~51861134~~15104167 0.00000000 1000.00000000 B-1 0.~~12710455~~00000000 0.00000000 6.~~51861129~~15104189 0.00000000 1000.00000000 B-2 0.~~12710383~~00000000 0.00000000 6.~~51861118~~15104161 0.00000000 1000.00000000 B-3 0.~~12710383~~00000000 0.00000000 6.~~51861111~~15104189 0.00000000 1000.00000000 B-4 0.~~12710383~~00000000 0.00000000 6.~~51861093~~15104153 0.00000000 1000.00000000 X 0.00000000 0.00000000 5248.~~91444497~~10734532 0.00000000 999.85900067 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (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 1611,~~469~~262,~~802~~645.3116 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~194,673~~0.7000 Servicer Advances 12,~~236~~068,~~137~~147.9662 Gains & Subsequent Recoveries (Realized Losses) 0(375,214.0022) Prepayment Penalties ~~113~~60,~~738~~409.5372 Swap/Cap Payments 0.00 Total Deposits 1813,~~014~~015,~~352~~988.5028 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 1,~~427~~736,~~107~~187.5940 Total Administration Fees ~~382~~369,~~524~~578.9896 Payment of Interest and Principal 1610,~~204~~910,~~719~~221.9392 Total Withdrawals (Pool Distribution Amount) 1813,~~014~~015,~~352~~988.5028 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~378~~365,~~737~~919.6381 Mater Servicing Fee - Wells Fargo Bank, NA 3,~~787~~659.3515 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~382~~369,~~524~~578.9896 *Servicer Payees include: SAXON MORTGAGE SERVICES, INC.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Cap Account 0.00 0.00 0.00 0.00 Basis Risk Reserve Account 0.00 ~~7,675~~0.8200 ~~7,675~~0.8200 0.00 Swap Account 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Account - Natixis Financial Products Inc. 0.00 0.00 0.00 Swap Account - Natixis Financial Products Inc. 0.00 0.00 0.00

Collateral Statement Group 1-A 1-B Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 89.~~699606~~304936 8.~~129864~~123743 Weighted Average Net Rate 78.~~405471~~804936 7.~~629864~~623743 Weighted Average Pass-Through Rate 8.~~194606~~799936 7.~~624864~~618743 Weighted Average Remaining Term ~~327~~290 ~~355~~351 Principal And Interest Constant 21,~~061~~016,~~704~~381.6221 45,~~528~~349,~~983~~670.1072 Beginning Loan Count ~~938~~1,094 2,~~477~~937 Loans Paid in Full ~~(751)~~7 3219 Ending Loan Count 1,~~689~~087 2,~~445~~918 Beginning Scheduled Balance ~~103~~122,~~922~~424,~~692~~215.2177 ~~639~~755,~~990~~783,~~152~~331.4432 Ending Scheduled Balance ~~267~~121,~~590~~343,~~792~~771.1272 ~~631~~751,~~191~~334,~~693~~282.2914 Actual Ending Collateral Balance ~~267~~121,~~728~~453,~~893~~372.4173 ~~631~~751,~~435~~820,~~014~~833.8070 Scheduled Principal ~~111~~67,~~688~~090.1101 ~~193~~233,~~122~~179.1412 Unscheduled Principal 1,~~277~~013,~~481~~354.9804 84,~~605~~215,~~337~~870.0106 Negative Amortized Principal 0.00 0.00 Scheduled Interest 1949,~~950,016~~291.5120 45,~~335~~116,~~860~~491.9660 Servicing Fees ~~112~~51,~~075~~010.0607 ~~266~~314,~~662~~909.5774 Master Servicing Fees ~~1,120~~510.7610 23,~~666~~149.5905 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 1897,~~836,820~~771.6903 4,~~066~~798,~~531~~432.8081 Realized Loss Amount 0229,577.0029 0145,636.0093 Cumulative Realized Loss 0367,731.0071 0145,636.0093 Percentage of Cumulative Losses 0.~~0000~~3514 0.~~0000~~0226 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 351,~~964~~076.6297 7759,~~773~~332.9175 Prepayment Penalty Paid Count 61 10 Special Servicing Fee 0.00 0.00 ~~Ending Scheduled Balance for Premium Loans 126,324,850.51 772,457,634.90~~

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~298461~~288404 Weighted Average Net Rate 7.~~687522~~788404 Weighted Average Pass-Through Rate 7.~~793461~~783404 Weighted Average Remaining Term ~~347~~342 Principal And Interest Constant 6,~~590~~366,~~687~~051.7293 Beginning Loan Count 34,~~415~~031 Loans Paid in Full ~~(719)~~26 Ending Loan Count 4,~~134~~005 Beginning Scheduled Balance ~~743~~878,~~912~~207,~~844~~547.6509 Ending Scheduled Balance ~~898~~872,~~782~~678,~~485~~053.4186 Actual Ending Collateral Balance ~~899~~873,~~163~~274,~~908~~206.2143 Scheduled Principal ~~304~~300,~~810~~269.2513 Unscheduled Principal 95,~~882~~229,~~818~~224.9910 Negative Amortized Principal 0.00 Scheduled Interest 6,~~285~~065,~~877~~782.4780 Servicing Fees ~~378~~365,~~737~~919.6381 Master Servicing Fees 3,~~787~~659.3515 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5,~~903~~696,~~352~~203.4984 Realized Loss Amount 0375,214.0022 Cumulative Realized Loss 0513,368.0064 Percentage of Cumulative Losses 0.~~0000~~0561 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~113~~60,~~738~~409.5372 Prepayment Penalty Paid Count 1611 Special Servicing Fee 0.00 ~~Ending Scheduled Balance for Premium Loans 898,782,485.41~~

~~Miscellaneous~~Additional Reporting - Deal Level ~~Miscellaneous~~Structural Reporting ~~Item~~Net ~~Value~~Monthly ~~Prefunding~~Excess ~~Account~~Cash ~~Beginning~~Amount ~~Balance~~1,425,166.100 ~~$165~~Subordinated Amount 28,~~089~~365,~~428~~000.00 ~~Prefunding~~Subordinated ~~Account~~Deficiency ~~Ending~~Amount ~~Balance~~0.00 $Subordinated Reduction Amount 0.00 Specified Subornidation Amount 28,365,000.00 Trigger Event Reporting Delinquency Trigger Event Trigger Result Fail Calculated Value 15.918493% Threshold Value 8.388224% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.650000% Calculated Value 0.054210% Servicer Trigger Event Trigger Result Pass

~~Additional~~Delinquency ~~Reporting~~Status - ~~Deal~~OTS ~~Level~~Delinquency ~~Structural~~Calculation ~~Reporting~~Method ~~Net~~DELINQUENT ~~Monthly~~BANKRUPTCY ~~Excess~~FORECLOSURE ~~Cash~~REO ~~Amount~~Total ~~1,533,287~~No.94 ~~Subordinated~~of ~~Amount~~Loans 28No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 1 1 0 2 241,~~365~~606.50 304,000.00 ~~Subordinated~~0.00 ~~Deficiency~~545,606.50 ~~Amount~~30 Days 189 0 0 0 189 47,093,869.80 0.00 ~~Subordinated~~0.00 ~~Reduction~~0.00 ~~Amount~~47,093,869.80 60 Days 135 1 0 0 136 31,398,091.46 115,366.91 0.00 ~~Specified~~0.00 ~~Subornidation~~31,513,458.37 ~~Amount~~90 28Days 64 1 57 0 122 14,~~365~~784,476.57 464,000.00 ~~Trigger~~17,794,744.56 ~~Event~~0.00 ~~Reporting~~33,043,221.13 ~~Delinquency~~120 ~~Trigger~~Days ~~Event~~35 ~~Trigger~~1 ~~Result~~64 ~~Pass~~1 ~~Calculated~~101 ~~Value~~4,563,623.01 452,154.03 19,351,590.43 91,669.58 24,459,037.05 150 Days 50 2 105 3 160 6,121,441.43 377,245.29 37,020,424.18 866,808.09 44,385,918.99 180+ Days 25 3 80 4 112 2,511,631.95 767,190.69 27,706,287.87 569,302.02 31,554,412.53 Totals 498 9 307 8 822 106,473,134.22 2,417,563.42 102,177,047.04 1,527,779.~~969165~~69 212,595,524.37 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0.024969% ~~Threshold~~0.024969% ~~Value~~0.000000% 280.~~896977~~049938% ~~Cumulative~~0.027686% ~~Loss~~0.034835% ~~Trigger~~0.000000% ~~Event~~0.062521% ~~Trigger~~30 ~~Result~~Days ~~Pass~~4.719101% ~~Threshold~~0.000000% ~~Value~~0.000000% 0.000000% 4.719101% 5.396477% 0.000000% 0.000000% 0.000000% 5.396477% 60 Days 3.370787% 0.024969% 0.000000% 0.000000% 3.395755% 3.597901% 0.013220% 0.000000% 0.000000% 3.611121% 90 Days 1.~~650000~~598002% ~~Calculated~~0.024969% ~~Value~~1.423221% 0.000000% ~~Servicer~~3.046192% ~~Trigger~~1.694150% ~~Event~~0.053170% ~~Trigger~~2.039096% ~~Result~~0.000000% ~~Pass~~3.786416% 120 Days 0.873908% 0.024969% 1.598002% 0.024969% 2.521848% 0.522945% 0.051812% 2.217495% 0.010504% 2.802756% 150 Days 1.248439% 0.049938% 2.621723% 0.074906% 3.995006% 0.701455% 0.043228% 4.242163% 0.099327% 5.086173% 180+ Days 0.624220% 0.074906% 1.997503% 0.099875% 2.796504% 0.287807% 0.087912% 3.174858% 0.065236% 3.615814% Totals 12.434457% 0.224719% 7.665418% 0.199750% 20.524345% 12.200735% 0.277028% 11.708447% 0.175068% 24.361278% Please refer to CTSLink.com for a list of delinquency code descriptions. NOTE: Wells Fargo, NA did not perform Default duties forthe 05/07 Cycle.

~~Delinquency~~Current ~~Status~~Period -Class ~~OTS~~A ~~Delinquency~~Insufficient ~~Calculation~~Funds Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0~~-29 Days 0 0 0 0 0~~.00 ~~0.00~~Principal ~~0.00~~Balance ~~0.00~~of 30Contaminated ~~Days~~Properties ~~216 2~~ 0 ~~0 218 59,209,369~~.~~47 191,597.33 0.~~00 ~~0.00~~Periodic ~~59,400,966.80~~Advance ~~60 Days 128 0 0 0 128 34,114,133.05 0.00 0.00 0.00 34,114,133.05 90 Days~~ 2 ~~0 0 0 2 757~~,~~874.33 0.00 0.00 0.00 757~~068,~~874~~147.33 120 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 346 2 0 0 348 94,081,376.85 191,597.33 0.00 0.00 94,272,974.18 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 5.224964% 0.048379% 0.000000% 0.000000% 5.273343% 6.587731% 0.021317% 0.000000% 0.000000% 6.609048% 60 Days 3.096275% 0.000000% 0.000000% 0.000000% 3.096275% 3.795594% 0.000000% 0.000000% 0.000000% 3.795594% 90 Days 0.048379% 0.000000% 0.000000% 0.000000% 0.048379% 0.084322% 0.000000% 0.000000% 0.000000% 0.084322% 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 8.369618% 0.048379% 0.000000% 0.000000% 8.417997% 10.467647% 0.021317% 0.000000% 0.000000% 10.488964% Please refer to CTSLink.com for a list of delinquency code descriptions. NOTE: Wells Fargo, NA did not perform Default duties forthe 05/07 Cycle.62

~~Current~~Delinquency ~~Period~~Status ~~Class~~By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1-A ~~Insufficient~~- ~~Funds~~OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 ~~Principal~~0.00 ~~Balance~~0.00 0.00 30 Days 42 0 0 0 42 4,545,383.36 0.00 0.00 0.00 4,545,383.36 60 Days 38 1 0 0 39 3,604,856.69 115,366.91 0.00 0.00 3,720,223.60 90 Days 25 0 2 0 27 2,220,034.90 0.00 643,417.76 0.00 2,863,452.66 120 Days 24 0 3 0 27 2,210,211.39 0.00 651,982.31 0.00 2,862,193.70 150 Days 40 0 6 1 47 3,590,354.40 0.00 1,565,228.79 69,408.09 5,224,991.28 180+ Days 24 1 2 2 29 2,130,070.59 63,972.28 254,293.58 359,242.65 2,807,579.10 Totals 193 2 13 3 211 18,300,911.33 179,339.19 3,114,922.44 428,650.74 22,023,823.70 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.863845% 0.000000% 0.000000% 0.000000% 3.863845% 3.745873% 0.000000% 0.000000% 0.000000% 3.745873% 60 Days 3.495860% 0.091996% 0.000000% 0.000000% 3.587856% 2.970780% 0.095074% 0.000000% 0.000000% 3.065855% 90 Days 2.299908% 0.000000% 0.183993% 0.000000% 2.483901% 1.829542% 0.000000% 0.530244% 0.000000% 2.359785% 120 Days 2.207912% 0.000000% 0.275989% 0.000000% 2.483901% 1.821446% 0.000000% 0.537302% 0.000000% 2.358748% 150 Days 3.679853% 0.000000% 0.551978% 0.091996% 4.323827% 2.958829% 0.000000% 1.289913% 0.057200% 4.305941% 180+ Days 2.207912% 0.091996% 0.183993% 0.183993% 2.667893% 1.755402% 0.052720% 0.209565% 0.296054% 2.313740% Totals 17.755290% 0.183993% 1.195952% 0.275989% 19.411224% 15.081871% 0.147794% 2.567023% 0.353253% 18.149942% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1-B - OTS No. of ~~Contaminated~~Loans ~~Properties~~No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 1 1 0 2 241,606.50 304,000.00 ~~Periodic~~0.00 ~~Advance~~545,606.50 30 Days 147 0 0 0 147 42,548,486.44 0.00 0.00 0.00 42,548,486.44 60 Days 97 0 0 0 97 27,793,234.77 0.00 0.00 0.00 27,793,234.77 90 Days 39 1 55 0 95 12,~~236~~564,~~137~~441.9667 464,000.00 17,151,326.80 0.00 30,179,768.47 120 Days 11 1 61 1 74 2,353,411.62 452,154.03 18,699,608.12 91,669.58 21,596,843.35 150 Days 10 2 99 2 113 2,531,087.03 377,245.29 35,455,195.39 797,400.00 39,160,927.71 180+ Days 1 2 78 2 83 381,561.36 703,218.41 27,451,994.29 210,059.37 28,746,833.43 Totals 305 7 294 5 611 88,172,222.89 2,238,224.23 99,062,124.60 1,099,128.95 190,571,700.67 0-29 Days 0.034270% 0.034270% 0.000000% 0.068540% 0.032157% 0.040461% 0.000000% 0.072618% 30 Days 5.037697% 0.000000% 0.000000% 0.000000% 5.037697% 5.663057% 0.000000% 0.000000% 0.000000% 5.663057% 60 Days 3.324195% 0.000000% 0.000000% 0.000000% 3.324195% 3.699184% 0.000000% 0.000000% 0.000000% 3.699184% 90 Days 1.336532% 0.034270% 1.884853% 0.000000% 3.255655% 1.672284% 0.061757% 2.282782% 0.000000% 4.016823% 120 Days 0.376971% 0.034270% 2.090473% 0.034270% 2.535984% 0.313231% 0.060180% 2.488853% 0.012201% 2.874465% 150 Days 0.342700% 0.068540% 3.392735% 0.068540% 3.872515% 0.336879% 0.050210% 4.718964% 0.106131% 5.212184% 180+ Days 0.034270% 0.068540% 2.673064% 0.068540% 2.844414% 0.050785% 0.093596% 3.653766% 0.027958% 3.826104% Totals 10.452365% 0.239890% 10.075394% 0.171350% 20.938999% 11.735419% 0.297900% 13.184827% 0.146290% 25.364436% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency ~~Status~~Summary BySummary ~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total~~ 1-A -Days ~~OTS~~Number ~~No.~~ of ~~Loans~~Outstanding ~~No.~~Percentage of ~~Loans~~Number ~~No.~~ of ~~Loans~~Outstanding ~~No.~~Percentage of ~~Loans~~Delinquent ~~No. of~~ Loans Scheduled Balance(%) ~~Scheduled~~Loans ~~Balance~~ Scheduled Balance(%) ~~Scheduled~~ Balance($) ~~Scheduled~~ Balance($) 0180 -29 ~~Days~~209 0110 ~~0 0 0 0.00 0.00 0.00 0.00~~ 30 ~~Days 124 2 0 0 126 27~~,~~972~~797,~~445~~395.4638 ~~191,597~~3.33529 ~~0.00~~29 0.00 28,164,042.79 60 Days 39 0 0 0 39 4,771,092.22 0.00 0.00 0.00 4,771,092.22 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 163 2 ~~0 0 165 32~~,~~743~~807,~~537~~579.~~68 191,597.33 0.00 0.00 32,935,135.01 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 7.341622% 0.118413% 0.000000% 0.000000% 7.460036%~~ 10~~.453441%~~ ~~0.071601% 0.000000% 0.000000% 10.525042% 60 Days~~ 2.~~309059%~~314 ~~0.000000%~~210 ~~0.000000%~~- ~~0.000000%~~239 2~~.309059%~~ 1757,017.~~782981%~~15 0.~~000000%~~087 0~~.000000%~~ 0.~~000000%~~00 ~~1.782981% 90 Days~~ 0.~~000000%~~000 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 9.650681% 0.118413% 0.000000% 0.000000% 9.769094% 12.236422% 0.071601% 0.000000% 0.000000% 12.308023% DELINQUENT BANKRUPTCY FORECLOSURE REO Total ~~1-B~~112 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 92 0 0 0 92 31,~~236~~554,~~924~~412.0153 03.00616 ~~0.00 0.00 31,236,924.01 60 Days 89 0 0 0 89~~ 29~~,343,040.83~~ ~~0.00 0.00 0.00 29~~2,~~343~~807,~~040~~579.8310 ~~90 Days~~ 2 ~~0 0 0 2 757,874~~.33 0.00 0.00 0.00 757,874.33 120 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 183 0 0 0 183 61,337,839.17 0.00 0.00 0.00 61,337,839.17 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.762781% 0.000000% 0.000000% 0.000000% 3.762781% 4.948881% 0.000000% 0.000000% 0.000000% 4.948881% 60 Days 3.640082% 0.000000% 0.000000% 0.000000% 3.640082% 4.648832% 0.000000% 0.000000% 0.000000% 4.648832% 90 Days 0.081800% 0.000000% 0.000000% 0.000000% 0.081800% 0.120070% 0.000000% 0.000000% 0.000000% 0.120070% 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 7.484663% 0.000000% 0.000000% 0.000000% 7.484663% 9.717783% 0.000000% 0.000000% 0.000000% 9.717783% Please refer to CTSLink.com for a list of delinquency code descriptions.314

~~REO~~180+ ~~Detail~~Delinquency Summary (continued) 1-B ~~All~~Days ~~Mortgage~~Number ~~Loans~~of inOutstanding ~~REO~~Percentage ~~during~~of ~~Current~~Delinquent ~~Period~~Loans ~~Summary~~Scheduled -Balance(%) NoBalance($) ~~REO~~180 ~~Information~~- to209 ~~report~~81 ~~this~~27,989,816.28 ~~period~~3.725 ~~1-A~~210 - No239 ~~REO~~2 ~~Information~~757,017.15 to0.101 ~~report~~Total ~~this~~83 ~~period~~28,746,833.43 ~~1-B~~3.826 -This Noreport ~~REO~~includes ~~Information~~all toloans ~~report~~greater ~~this~~than ~~period~~180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New REO Loans Month REO Percentage Loans in REO 6 Nov-06 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 1,359,580.00 Dec-06 0.000% Current Scheduled Balance 1,357,325.49 Jan-07 0.000% Feb-07 0.000% Current REO Total Mar-07 0.000% Loans in REO ~~during~~8 Apr-07 0.000% Original Principal Balance 1,530,925.00 May-07 0.000% Current ~~Period~~Scheduled Balance 1,527,779.69 Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.019% Oct-07 0.175% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-A 12 Month ~~Loan~~REO ~~First~~History* New REO Loans Month REO Percentage Loans in REO 1 Nov-06 0.000% Original ~~Loan~~Principal ~~Entered~~Balance ~~Payment~~259,980.00 ~~LTV~~Dec-06 at0.000% Current Scheduled Balance 258,196.54 Jan-07 0.000% Feb-07 0.000% Current REO Total Mar-07 0.000% Loans in REO 3 Apr-07 0.000% Original Principal ~~Group~~Balance ~~Number~~431,325.00 May-07 0.000% Current Scheduled Balance 428,650.74 Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.139% Oct-07 0.353% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-B 12 Month REO ~~Date~~History* ~~State~~New ~~Origination~~REO Loans Month REO Percentage Loans in REO 5 Nov-06 0.000% Original Principal Balance No1,099,600.00 Dec-06 0.000% Current Scheduled Balance 1,099,128.95 Jan-07 0.000% Feb-07 0.000% Current REO Total Mar-07 0.000% Loans ~~this~~in ~~Period~~REO 5 Apr-07 0.000% Original Principal Balance 1,099,600.00 May-07 0.000% Current Scheduled Balance 1,099,128.95 Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.000% Oct-07 0.146% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~(continued)~~Month ~~Current~~Loan ~~Paid~~First ~~Current~~Original ~~Approximate~~ Loan ~~Scheduled~~Entered ToPayment ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Principal Group Number ~~Balance~~REO Date ~~Delinquent~~State ~~Rate~~Origination ~~Interest~~Balance No1-A ~~REO~~2000002025 ~~Loans~~Oct-2007 ~~this~~01-Nov-2006 ~~Period~~MN 99.99 259,980.00 1-A 2000002828 Sep-2007 01-Dec-2006 MO 84.99 69,695.00 1-A 3058608508 Sep-2007 01-Nov-2006 NC 95.00 101,650.00 1-B 0000014766 Oct-2007 01-Aug-2006 FL 95.00 277,400.00 1-B 0000051014 Oct-2007 01-Feb-2007 CO 80.00 128,000.00 1-B 0000341152 Oct-2007 01-Feb-2007 VA 80.00 520,000.00 1-B 0000344162 Oct-2007 01-Mar-2007 MO 90.00 91,800.00 1-B 5299605374 Oct-2007 01-Feb-2007 GA 80.00 82,400.00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~Summary~~(continued) Current Paid Current Approximate Loan Scheduled To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1-A No2000002025 ~~Foreclosure~~258,196.54 ~~Information~~01-Feb-2007 to6 ~~report~~8.980% ~~this~~10,970.22 ~~period~~1-A 2000002828 69,408.09 01-Mar-2007 5 10.990% 3,645.40 1-A 3058608508 101,046.11 01-Feb-2007 No6 ~~Foreclosure~~9.990% ~~Information~~4,802.79 to1-B ~~report~~0000014766 ~~this~~277,400.00 ~~period~~01-Mar-2007 5 7.990% 10,388.64 1-B 0000051014 128,000.00 01-Feb-2007 No6 ~~Foreclosure~~7.375% ~~Information~~4,400.04 to1-B ~~report~~0000341152 ~~this~~520,000.00 ~~period~~01-Mar-2007 5 7.890% 16,011.65 1-B 0000344162 91,669.58 01-Apr-2007 4 9.250% 4,013.30 1-B 5299605374 82,059.37 01-Feb-2007 6 9.980% 3,896.02

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Loan~~History* ~~Detail~~New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 81 Nov-06 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 25,588,819.00 Dec-06 0.000% Current Scheduled Balance 25,530,364.76 Jan-07 0.000% Feb-07 0.000% Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure ~~during~~307 Apr-07 0.000% Original Principal Balance 102,473,167.00 May-07 0.000% Current ~~Period~~Scheduled Balance 102,177,047.04 Jun-07 0.000% Jul-07 0.338% Aug-07 1.147% Sep-07 9.222% Oct-07 11.708% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-A 12 Month ~~Loan~~Foreclosure ~~First~~History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Nov-06 0.000% Original ~~Loan~~Principal ~~Entered~~Balance ~~Payment~~852,000.00 ~~LTV~~Dec-06 0.000% Current Scheduled Balance 850,384.36 Jan-07 0.000% Feb-07 0.000% Current Foreclosure Total Mar-07 0.000% Loans in Foreclosure 13 Apr-07 0.000% Original Principal Balance 3,126,150.00 May-07 0.000% Current Scheduled Balance 3,114,922.44 Jun-07 0.000% Jul-07 0.192% Aug-07 1.077% Sep-07 2.549% Oct-07 2.567% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 78 Nov-06 0.000% Original Principal ~~Group~~Balance ~~Number~~24,736,819.00 FCDec-06 ~~Date~~0.000% ~~State~~Current ~~Origination~~Scheduled Balance No24,679,980.40 Jan-07 0.000% Feb-07 0.000% Current Foreclosure Total Mar-07 0.000% Loans ~~this~~in ~~Period~~Foreclosure 294 Apr-07 0.000% Original Principal Balance 99,347,017.00 May-07 0.000% Current Scheduled Balance 99,062,124.60 Jun-07 0.000% Jul-07 0.361% Aug-07 1.158% Sep-07 10.303% Oct-07 13.185% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Scheduled To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No Foreclosure Loans this Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-06 0.000% Original Principal Balance 0.00 Aug-06 0.000% Current Scheduled Balance 0.00 Sep-06 0.000% Oct-06 0.000% Current Bankruptcy Total Nov-06 0.000% Loans in Bankruptcy 2 Dec-06 0.000% Original Principal Balance 192,000.00 Jan-07 0.000% Current Scheduled Balance 191,597.33 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.021% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-06 0.000% Original Principal Balance 0.00 Aug-06 0.000% Current Scheduled Balance 0.00 Sep-06 0.000% Oct-06 0.000% Current Bankruptcy Total Nov-06 0.000% Loans in Bankruptcy 2 Dec-06 0.000% Original Principal Balance 192,000.00 Jan-07 0.000% Current Scheduled Balance 191,597.33 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.072% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-B - No Bankruptcy Information to report this period.

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~~3 Nov-06 0.000% Original Principal Balance 1,161,250.00 Dec-06 0.000% Current ~~Period~~Scheduled ~~Group~~Balance ~~Loan~~1,155,372.44 ~~Month~~Jan-07 ~~Loan~~0.000% ~~First~~Feb-07 ~~State~~0.000% ~~LTV~~Current atBankruptcy ~~Original~~Total ~~Number~~Mar-07 ~~Entered~~0.000% ~~Payment~~Loans ~~Origination~~in Bankruptcy 9 Apr-07 0.000% Original Principal ~~Bankruptcy~~Balance ~~Date~~2,427,400.00 May-07 0.000% Current Scheduled Balance 2,417,563.42 Jun-07 0.021% Jul-07 0.021% Aug-07 0.045% Sep-07 0.179% Oct-07 0.277% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-A ~~0000341797~~12 ~~Jun~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Nov-~~2007~~06 010.000% Original Principal Balance 0.00 Dec-06 0.000% Current Scheduled Balance 0.00 Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-~~2007~~07 FL0.000% 80Loans in Bankruptcy 2 Apr-07 0.00000% ~~153~~Original Principal Balance 180,~~600~~150.00 1May-A07 ~~0000341798~~0.000% Current Scheduled Balance 179,339.19 Jun-~~2007~~07 010.030% Jul-~~Mar~~07 0.031% Aug-~~2007~~07 FL0.031% 20Sep-07 0.147% Oct-07 0.148% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-B 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Nov-06 0.000% Original Principal Balance 1,161,250.00 38Dec-06 0.000% Current Scheduled Balance 1,~~400~~155,372.44 Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 7 Apr-07 0.000% Original Principal Balance 2,247,250.00 May-07 0.000% Current Scheduled Balance 2,238,224.23 Jun-07 0.020% Jul-07 0.020% Aug-07 0.047% Sep-07 0.185% Oct-07 0.298% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period ~~(continued)~~ Group Loan ~~Current~~Month ~~Paid~~Loan ToFirst ~~Months~~State ~~Current~~LTV ~~Approximate~~at Original Number ~~Scheduled~~Entered ~~Date~~Payment ~~Delinquent~~Origination ~~Loan~~Principal ~~Rate~~Bankruptcy ~~Delinquent~~Date Balance ~~Interest~~ 1-A ~~0000341797~~0000333700 ~~153~~Sep-2007 01-Oct-2006 CA 20.00 116,~~244~~000.4500 1-A 5240608527 Sep-2007 01-~~Mar~~Feb-2007 CA 19.99 64,150.00 1-B 80000331831 Sep-2007 01-Sep-2006 CA 90.~~775%~~00 243,000.00 1-B 0000333699 Sep-2007 01-Oct-2006 CA 80.00 464,~~057~~000.3700 1-AB ~~0000341798~~0000338195 38Oct-2007 01-Jan-2007 CA 90.00 416,~~352~~250.8800 1-B 0000340849 Oct-2007 01-Feb-2007 NV 89.23 290,000.00 1-B 0000342557 Sep-2007 01-Mar-2007 NV 90.00 279,000.00 1-B 113029604392 Sep-2007 01-Aug-2006 IL 80.~~750%~~00 ~~359~~100,000.6700 1-B 3058610629 Oct-2007 01-Jan-2007 MI 74.59 455,000.00

~~Realized~~Bankruptcy ~~Loss~~ Detail ~~Report~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~(continued) #Group ~~Loans~~Loan ~~Prior~~Current ~~Realized~~Paid To Months Current ~~with~~Approximate ~~Actual~~Number ~~Loss/(Gain)~~Scheduled ~~Loss~~Date ~~Group~~Delinquent ~~Losses~~Loan Rate Delinquent Balance ~~Amount~~Interest ~~Percentage~~1-A 0000333700 115,366.91 01-Jun-2007 2 10.490% 3,845.96 1-A 05240608527 063,972.0028 001-Feb-2007 6 11.00850% 3,634.44 1-B 0000331831 241,606.50 01-Sep-2007 0 6.~~000~~875% 2,568.71 1-B 00000333699 0464,000.00 001-May-2007 3 7.00990% 014,480.~~000~~70 1-B 0000338195 413,646.47 01-Feb-2007 6 8.500% ~~Total~~16,583.05 01-B 00000340849 289,571.0094 001-Feb-2007 6 9.00990% 013,748.~~000~~21 1-B 0000342557 278,311.99 01-Mar-2007 5 7.825% 10,204.34 1-B 3029604392 98,933.30 01-Mar-2007 5 8.140% 3,788.78 1-B 3058610629 452,154.03 01-Apr-2007 4 8.500% 18,126.81

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~Original~~Summary ~~Current~~# ~~Loan~~Loans ~~Principal~~Prior ~~Note~~Realized ~~LTV~~Current atwith ~~Original~~Actual Loss/(Gain) Loss Group ~~Number~~Losses Balance ~~Rate~~Amount ~~State~~Percentage ~~Origination~~1-A ~~Term~~2 No129,901.46 ~~Losses~~229,577.29 ~~this~~0.189% ~~Period~~1-B 3 819,070.68 145,636.93 0.019% Total 5 948,972.14 375,214.22 0.043%

Realized Loss Loan Detail Report - Loans With Losses during Current Period ~~(continued)~~Original ~~Prior~~Current ~~Cumulative~~ Loan ~~Actual~~Principal ~~Realized~~Note ~~Realized~~LTV at Original Group Number Balance ~~Loss/(Gain)~~Rate ~~Loss/(Gain)~~State NoOrigination ~~Losses~~Term ~~this~~1-A ~~Period~~0000335316 88,000.00 10.500% FL 20.00 180 1-A 0000341153 130,000.00 10.740% VA 20.00 180 1-B 0000335988 612,000.00 7.500% CA 90.00 360 1-B 3029610964 54,400.00 8.990% AR 80.00 360 1-B 3029611914 152,950.00 10.440% CT 95.00 360

Realized Loss ~~Report~~Loan -Detail ~~Collateral~~Report ~~Summary~~ - NoLoans ~~Realized~~With ~~Loss~~Losses ~~Information~~during toCurrent ~~report~~Period ~~this~~(continued) ~~period.~~Prior ~~1-A~~Cumulative -Loan NoActual Realized ~~Loss Information to report this period. 1-B - No~~ Realized ~~Loss~~Group ~~Information~~Number ~~to report this period. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled~~ Balance ~~of Liquidated Loans)~~Loss/ ~~sum~~(~~Beg Scheduled Balance~~Gain). ~~Conditional Default Rate~~ Loss/(~~CDR~~Gain): 1-~~((1-MDR)^12)~~A ~~SDA~~0000335316 Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.~~02)~~00 ~~else~~92,666.42 if92,666.42 ~~WAS~~1-A is0000341153 ~~greater~~129,901.46 ~~than 30 and less than or equal to 60 then CDR / 0~~136,910.687 ~~else if WAS is greater than 60 and less than or equal to 120 then CDR / (0~~136,910.687 1-B ~~((WAS~~0000335988 -612,000.00 ~~60) * 0~~121,391.~~0095))~~03 ~~else if WAS is greater than 120 then CDR / 0~~121,391.03 ~~Cumulative~~1-B ~~Loss~~3029610964 ~~Severity:~~54,370.21 ~~Sum~~4,558.77 ~~(Realized~~4,558.77 ~~Losses)~~1-B /3029611914 ~~Sum~~152,700.47 ~~(Ending~~19,687.13 ~~Actual Balance for loans that have experienced a loss)~~19,687.13

~~Prepayment~~Realized ~~Detail~~Loss Report - ~~Prepayments~~Collateral ~~during~~Summary MDR SDA Current ~~Period~~Month ~~Summary~~0.108% ~~Loans~~Current ~~Paid~~Month In7.082% ~~Full~~3 ~~Repurchased~~Month ~~Loans~~Average ~~Original~~0.036% 3 Month Average 2.361% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current ~~Original~~vs. 12mo Average* SDA: Current ~~Principal~~vs. ~~Scheduled~~12mo ~~Principal~~Average* ~~Scheduled~~Month ~~Group~~Current ~~Count~~12mo ~~Balance~~Avg. ~~Balance~~Month ~~Count~~Current ~~Balance~~12mo ~~Balance~~Avg. 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 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.108% N/A Oct-2007 7.082% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 1.288% Current Month 43.865% 3 Month Average 0.429% 3 Month Average 49.107% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A 9N/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 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 103.455% N/A Oct-2007 1~~,260,800~~.00288% N/A Oct-2007 43.865% 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. 1,-A MDR SDA Current Month 0.106% Current Month 6.767% 3 Month Average 0.035% 3 Month Average 2.256~~,605~~% 12 Month Average 0.77000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.00000% N/A May-2007 0.00000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.106% N/A Oct-2007 6.767% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 1.263% Current Month 104.688% 3 Month Average 0.421% 3 Month Average 69.381% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 103.455% N/A Oct-2007 1.263% N/A Oct-2007 104.688% 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. 1-B 31MDR ~~8,397,064~~SDA Current Month 0.00108% ~~8,384,041~~Current Month 7.134% 3 Month Average 0.036% 3 Month Average 2.378% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.108% N/A Oct-2007 7.134% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 1.292% ~~193,600~~Current Month 17.00781% ~~193,400~~3 Month Average 0.48431% ~~Total~~3 40Month ~~9,657,864~~Average 0.00000% ~~9,640,646~~12 Month Average 0.89000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.000% N/A Aug-2007 N/A N/A Sep-2007 0.000% N/A Sep-2007 N/A N/A Oct-2007 1.292% ~~193,600~~N/A Oct-2007 17.00781% ~~193,400~~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.48 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: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).

Prepayment Detail - Prepayments during Current Period ~~(continued)~~ Summary ~~Substitution~~ Loans ~~Liquidated~~Paid ~~Loans~~In ~~Curtailments~~Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled ~~Curtailment~~ Group Count Balance Balance Count Balance Balance ~~Amount~~ 1-A 06 0874,350.00 0869,099.0057 0 0.00 0.00 ~~21,606.19~~ 1-B 016 03,413,600.00 03,397,184.0018 0 0.00 0.00 ~~30,739.13~~ Total 022 04,287,950.00 04,266,283.0075 0 0.00 0.00 ~~52,345.32~~

Prepayment ~~Loan~~ Detail - Prepayments during Current Period ~~First~~(continued) ~~Original~~Summary ~~Loan~~Substitution ~~LTV~~Loans atLiquidated ~~Payment~~Loans ~~Principal~~Curtailments ~~Prepayment~~Original ~~Group~~Current ~~Number~~Original ~~State~~Current ~~Origination~~Principal ~~Date~~Scheduled ~~Balance~~Principal ~~Amount~~Scheduled ~~1-A~~Curtailment ~~0000329530~~Group FLCount ~~67.37~~Balance ~~01-Aug-2006~~Balance ~~79,500.00~~Count ~~79,100.29~~Balance ~~1-A~~Balance ~~0000338750~~Amount ~~FL 20.00 01-Jan-2007 83,000.00 82,807.82~~ 1-A ~~0000339555~~0 ~~CA 80~~0.00 ~~01-Feb-2007 320,000~~0.00 ~~319,094.33~~ 1-A ~~0000340871 FL 20.00 01-Feb-2007 129~~130,~~800~~000.00 129,~~536~~595.9909 ~~1-A 0060057031 MT 79.99 01-Mar-2007 127~~15,~~900~~189.00 127,740.95 1-A 0060097490 TN 69.67 01-May-2007 62,700.00 62,648.86 1-A 3029604453 FL 70.45 01-Aug-2006 155,000.00 153,861.06 1-A 3029611203 MA 79.99 01-Jan-2007 207,900.00 206,488.95 1-A 5292602668 FL 62.50 01-Dec-2006 95,000.00 94,596.54 1-B 0000328438 CA 90.00 01-Jul-2006 261,000.00 260,264.21 1-B 0000329169 CO 77.27 01-Aug-2006 85,000.00 84,550.38 1-B 0000330344 CA 80.00 01-Sep-2006 395,200.00 394,260.45 1-B 0000332671 FL 40.00 01-Oct-2006 90,000.00 89,532.24 1-B 0000334887 CA 95.00 01-Nov-2006 441,750.00 440,928.10 1-B 0000337105 CA 63.95 01-Jan-2007 237,250.00 236,771.83 1-B 0000338552 FL 78.55 ~~01-Jan-2007 304,000.00 303,103.79~~ 1-B ~~0000338846~~0 ~~MD 65~~0.00 ~~01-Jan-2007 351,000~~0.00 ~~349,766.03~~3 ~~1-B 0000339313 CA 38.44 01-Feb-2007 123~~819,~~000~~350.00 ~~122~~818,~~900~~597.8458 1~~-B 0000340046 WA 74.77 01-Feb-2007 249~~,~~000~~995.0057 ~~248,673.37~~Total ~~1-B~~0 ~~0000343173 CA 89~~0.~~92 01-Mar-2007 535,000.~~00 ~~534,573~~0.~~94 1-B 0000343705 CA 94.12 01-Apr-2007 800,000.~~00 ~~799,812.10~~4 ~~1-B 0000343717 CA 80.00 01-Mar-2007 352~~949,~~000~~350.00 ~~352~~948,~~000~~192.00 1-B 0059961904 KS 70.00 01-May-2007 66,500.00 66,433.62 1-B 0060426002 IL 80.00 01-Jul-2006 200,000.00 199,260.91 1-B 0061110030 IL 95.00 01-Jan-2007 313,500.00 313,280.77 1-B 0061212013 IL 95.00 01-Feb-2007 494,000.00 493,043.06 1-B 1006091398 VA 85.00 01-Dec-2006 160,650.00 160,445.91 1-B 3029611266 MA 73.33 01-Feb-2007 308,000.00 307,061.45 1-B 3058611860 FL 54.85 01-Feb-2007 147,000.00 146,510.18 1-B 3058611880 IN 85.00 01-Feb-2007 114,750.00 114,322.27 1-B 3058612448 VA 85.00 01-Feb-2007 188,700.00 188,164.83 1-B 3076608046 IL 75.00 01-Feb-2007 172,500.00 171,858.24 1-B 3076700290 IL 65.04 01-Mar-2007 147,000.00 146,755.52 1-B 5128700030 FL 67~~.85~~ ~~01-Mar-2007 230~~17,~~000~~185.00 229,441.28 1-B 5201604905 NJ 45.95 01-Feb-2007 85,000.00 84,695.54 1-B 5243613614 NV 80.00 01-Mar-2007 318,400.00 318,400.00 1-B 5243613637 CA 95.00 01-Feb-2007 435,100.00 434,139.92 1-B 5267602932 CA 80.00 01-Feb-2007 292,000.00 291,536.82 1-B 9501282827 NJ 80.00 01-Feb-2007 335,764.00 335,269.56 1-B 9501300991 MN 80.00 01-Feb-2007 193,600.00 193,349.72 1-B 9501301684 IL 80.00 01-Feb-2007 164,000.00 163,491.0012

Prepayment Loan Detail - Prepayments during Current Period ~~(continued)~~First ~~Current~~Original Loan ~~PIF~~LTV ~~Months~~at ~~Loan~~Payment ~~Original~~Principal Prepayment Group Number ~~Type~~State ~~Delinquent~~Origination ~~Rate~~Date ~~Term~~Balance ~~Seasoning~~Amount 1-A ~~0000329530~~0000331772 ~~Loan~~CA ~~Paid~~90.00 in01-Oct-2006 ~~Full~~402,750.00 ~~0 10~~399,085.~~050%~~66 ~~360 10~~ 1-A ~~0000338750~~0000334658 ~~Loan~~CA ~~Paid~~20.00 in01-Nov-2006 ~~Full~~156,800.00 ~~0 10~~156,229.~~740%~~72 ~~180 5~~ 1-A ~~0000339555~~0000334749 ~~Loan~~IL ~~Paid~~20.00 in01-Nov-2006 ~~Full~~36,800.00 ~~0 8~~36,665.~~900%~~25 ~~360 4~~ 1-A ~~0000340871~~0000341153 ~~Loan~~VA ~~Paid~~20.00 in01-Feb-2007 ~~Full~~130,000.00 ~~0 10~~129,542.~~490%~~42 ~~180 4~~ 1-A ~~0060057031~~3027605884 ~~Loan~~MD ~~Paid~~69.23 in01-Dec-2006 ~~Full~~90,000.00 ~~0 7~~89,526.~~750%~~03 ~~360 3~~ 1-A ~~0060097490~~3058612321 ~~Loan~~MI ~~Paid in Full 0 10~~80.~~400%~~00 ~~360 1 1~~01-AFeb-2007 ~~3029604453~~108,000.00 ~~Loan Paid in Full 0 8~~107,540.~~190%~~25 ~~360 10~~ 1-A ~~3029611203~~3076606051 ~~Loan~~IL ~~Paid in Full 0 6~~20.~~440%~~00 ~~360 5 1~~01-ADec-2006 ~~5292602668~~80,000.00 ~~Loan Paid in Full 0 9~~79,575.~~200%~~16 ~~360 6~~ 1-B ~~0000328438~~0000015285 ~~Loan~~RI ~~Paid~~95.00 in01-Sep-2006 ~~Full~~218,500.00 ~~0 8~~216,203.~~845%~~41 ~~360 11~~ 1-B ~~0000329169~~0000016219 ~~Loan~~CT ~~Paid~~73.75 in01-Jan-2007 ~~Full~~147,500.00 ~~0 9~~146,529.~~800%~~78 ~~360 10~~ 1-B ~~0000330344~~0000016382 ~~Loan~~CT ~~Paid~~22.46 in01-Jan-2007 ~~Full~~292,000.00 ~~0 8~~289,163.~~750%~~50 ~~360 9~~ 1-B ~~0000332671~~0000328770 ~~Loan~~NV ~~Paid~~87.37 in01-Aug-2006 ~~Full~~173,000.00 ~~0 8~~171,650.~~875%~~32 ~~360 8~~ 1-B ~~0000334887~~0000334786 ~~Loan~~AZ ~~Paid~~90.00 in01-Nov-2006 ~~Full~~360,000.00 ~~0 8~~356,834.~~800%~~72 ~~360 7~~ 1-B ~~0000337105~~0000335988 ~~Loan~~CA ~~Paid~~90.00 in01-Dec-2006 ~~Full~~612,000.00 ~~0 7~~612,000.~~500%~~00 ~~360 5~~ 1-B ~~0000338552~~0000338975 ~~Loan~~FL ~~Paid in Full 0 9~~78.~~600%~~33 ~~360 5 1~~01-BJan-2007 ~~0000338846~~517,000.00 ~~Loan Paid in Full 0 8~~514,108.~~750%~~53 ~~360 5~~ 1-B ~~0000339313~~0000341785 ~~Loan~~CA ~~Paid in Full 0 9~~66.~~990%~~30 ~~360 4 1~~01-BMar-2007 ~~0000340046~~305,000.00 ~~Loan Paid in Full 0 8~~305,000.~~350%~~00 ~~360 4~~ 1-B ~~0000343173~~0000344203 ~~Loan~~VA ~~Paid in Full 0 9~~69.~~275%~~23 ~~360 3 1~~01-BMar-2007 ~~0000343705~~135,000.00 ~~Loan Paid in Full 0 9~~134,759.~~250%~~69 ~~360 2~~ 1-B ~~0000343717~~0000344216 ~~Loan~~FL ~~Paid in Full 0 8~~60.~~100%~~27 ~~360 3 1~~01-BApr-2007 ~~0059961904~~135,000.00 ~~Loan Paid in Full 0 9~~135,000.~~450%~~00 ~~360~~ 1 1-B ~~0060426002~~0060156171 ~~Loan~~TX ~~Paid in Full 0 7~~80.~~875%~~00 ~~360 11 1~~01-BMay-2007 ~~0061110030~~128,000.00 ~~Loan Paid in Full 0 8~~127,432.~~250%~~41 ~~360 5~~ 1-B ~~0061212013~~0060297231 ~~Loan~~NC ~~Paid in Full 0 10~~59.~~700%~~11 ~~360 4 1~~01-BApr-2007 ~~1006091398~~313,000.00 ~~Loan Paid in Full 0 9~~311,788.~~625%~~47 ~~360 6~~ 1-B ~~3029611266~~3029610964 ~~Loan~~AR ~~Paid in Full 0 8~~80.~~540%~~00 ~~360 4 1~~01-BFeb-2007 ~~3058611860~~54,400.00 ~~Loan Paid in Full 0 8~~54,123.~~100%~~83 ~~360 4~~ 1-B ~~3058611880~~3029611914 ~~Loan~~CT ~~Paid in Full 0 7~~95.~~540%~~00 ~~360 4 1~~01-BFeb-2007 ~~3058612448~~152,950.00 ~~Loan Paid in Full 0 8~~152,376.~~890%~~15 ~~360 4~~ 1-B ~~3076608046~~3058610127 ~~Loan~~MD ~~Paid in Full 0 7~~80.~~550%~~00 ~~360 4 1~~01-BDec-2006 ~~3076700290~~120,000.00 ~~Loan Paid in Full 0 10~~119,324.~~350%~~36 ~~360 3~~ 1-B ~~5128700030~~3058700201 ~~Loan~~MD ~~Paid in Full 0 8~~74.~~540%~~91 ~~360 3 1~~01-BMar-2007 ~~5201604905~~200,000.00 ~~Loan Paid in Full 0 7~~198,737.~~740%~~58 ~~360 4~~ 1-B ~~5243613614~~5207700062 ~~Loan~~MD ~~Paid in Full 0 6~~80.~~990%~~00 ~~360 3 1~~01-BMar-2007 ~~5243613637~~164,800.00 ~~Loan Paid in Full 0 10~~164,479.~~090%~~20 ~~360 4~~ 1-B ~~5267602932~~5208602905 ~~Loan~~PA ~~Paid in Full 0 7~~80.~~690%~~00 ~~360 4 1~~01-BJan-2007 ~~9501282827~~56,800.00 ~~Loan Paid in Full 0 7~~56,521.~~950%~~63 ~~360 4~~ 1-B ~~9501300991~~5239600616 ~~Repurchase~~UT ~~1 8~~100.~~400%~~00 ~~360 4 1~~01-BJan-2007 ~~9501301684 Loan Paid in Full 0 8~~148,000.~~450%~~00 ~~360 4~~147,840.91

Prepayment ~~Penalty~~Loan Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Prepayment~~(continued) ~~Prepayment~~Current ~~Summary~~Loan PIF Months Loan ~~Prior~~Original ~~Penalty~~Group ~~Penalty~~Number ~~Count~~Type ~~Balance~~Delinquent ~~Amount~~Rate ~~Waived~~Term Seasoning 1-A 60000331772 ~~859,464~~Loan Paid in Full 0 7.51990% ~~35,964~~360 12 1-A 0000334658 Loan Paid in Full 0 11.62990% 180 11 1-A 0000334749 Loan Paid in Full 0 11.00990% 180 11 1-A 0000341153 Liquidation 4 10.740% 180 8 1-A 3027605884 Loan Paid in Full 0 9.900% 360 10 1-A 3058612321 Loan Paid in Full 0 9.840% 360 8 1-A 3076606051 Loan Paid in Full 0 12.340% 180 10 1-B 0000015285 Loan Paid in Full (1) 7.650% 360 13 1-B 0000016219 Loan Paid in Full 0 8.250% 360 9 1-B 0000016382 Loan Paid in Full 0 6.250% 360 9 1-B 0000328770 Loan Paid in Full 0 9.500% 360 14 1-B 0000334786 Loan Paid in Full 0 8.450% 360 11 1-B 0000335988 Liquidation 2 7.500% 360 10 1-B 0000338975 Loan Paid in Full 4 9.050% 360 9 1-B 0000341785 Loan Paid in Full 0 6.300% 360 7 1-B 0000344203 Loan Paid in Full 0 8.950% 360 7 1-B 0000344216 Loan Paid in Full 0 7.075% 360 6 1-B 0060156171 Loan Paid in Full 0 7.600% 360 5 1-B 0060297231 Loan Paid in Full 0 9.050% 360 6 1-B 3029610964 Liquidation 5 8.990% 360 8 1-B 3029611914 Liquidation 2~~,243,387~~ 10.12440% ~~77,773~~360 8 1-B 3058610127 Loan Paid in Full 0 9.91500% 360 10 1-B 3058700201 Loan Paid in Full 0 7.00300% ~~Total~~360 167 ~~3,102,851~~1-B 5207700062 Loan Paid in Full 0 6.63400% ~~113,738~~360 7 1-B 5208602905 Loan Paid in Full 0 9.53690% 360 9 1-B 5239600616 Loan Paid in Full 0 8.00500% 360 9

Prepayment Penalty ~~Loan~~ Detail - Prepayment Penalty Paid during Current Period ~~Paid In~~ Prepayment Prepayment Summary Loan ~~Full~~ Prior Penalty Penalty ~~Group~~Count ~~Number Date~~ Balance Amount Waived 1-A ~~0000329530 06/15/2007 79,138.12 3,179.60 0.00~~ 1-A ~~0000338750 05/30/2007 82~~107,~~840~~593.5702 ~~3,558.86 0.00~~ 1~~-A 0000339555 05/21/2007 319~~,~~278~~076.1597 ~~11,359.88~~ 0.00 1-~~A 0000340871 05/31/2007 129,590.51 5,435.42 0.00 1-A 3029604453 05/31/2007 153,968.16 7,698.41 0.00 1-A 5292602668 05/30/2007 94,649.00 4,732.45 0.00 1-~~B ~~0000328438~~10 ~~05/31/2007 260,327.54 9,204.44 0.00~~ 1~~-B 0000329169 05/31/2007 84~~,~~592.94 3~~603,~~291~~401.6463 ~~0.00 1-B 0000330344 05/21/2007 394~~59,~~357~~332.5175 ~~13,795.14~~ 0.00 ~~1-B~~Total ~~0000332671 06/14/2007 89,585.76 3,176.62 0.00 1-B 0000334887 06/13/2007 441,033.48 15,518.07 0.00 1-B 0000338552 06/04/2007 303,256.15~~ 11~~,645.15~~ ~~0.00~~ 1~~-B 0000340046 06/12/2007 248~~,~~739.61 8~~710,~~305~~994.7365 ~~0.00 1-B 1006091398 05/24/2007 160~~60,~~475~~409.7772 ~~3,210.11~~ 0.00 ~~1-B 3058611860 05/31/2007 146,609.47 7,335.40 0.00 1-B 3058611880 06/01/2007 114,408.89 2,291.61 0.00~~

~~Summary~~Prepayment ~~SMM~~Penalty ~~CPR~~Loan ~~PSA~~Detail ~~Current~~- ~~Month~~Prepayment ~~1.088%~~Penalty ~~Current~~Paid ~~Month~~during ~~12.298%~~ Current ~~Month~~Period ~~1,205.828%~~Paid 3In ~~Month~~Prepayment ~~Average~~Prepayment ~~0.000%~~Loan 3Full ~~Month~~Prior ~~Average~~Penalty ~~0.000%~~Penalty 3Group ~~Month~~Number ~~Average~~Date ~~0.000%~~Balance 12Amount ~~Month~~Waived ~~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. Jul~~1-~~2006 N/~~A ~~N/A~~3058612321 ~~Jul-2006 N~~09/~~A N~~19/~~A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-~~2007 ~~N/A N/A Jan-2007 N/A N/A Feb-2007 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 8.826% N/A May-2007 1~~107,~~036~~593.~~511%~~02 ~~N/A Jun-2007 12.298% N/A Jun-2007~~ 1,~~205~~076.~~828%~~97 ~~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~~0.00 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. 1-AB ~~SMM~~0000015285 ~~CPR PSA Current Month 0.475% Current Month 5.555% Current Month 573.086% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000%~~ 10/12/2007 ~~Month Average 0~~216,374.~~000%~~31 ~~12 Month Average 0~~4,324.~~000%~~07 ~~12 Month Average~~ 0.~~000%~~00 ~~CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul~~1-~~2006~~B ~~N/A~~0000016219 N10/~~A Jul-2006 N~~08/~~A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-~~2007 ~~N/A~~146,629.82 ~~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~~ 7,331.~~477%~~49 ~~N/A May-2007 809~~0.~~931%~~00 ~~N/A Jun~~1-~~2007~~B ~~5.555%~~0000016382 N09/~~A Jun-~~26/2007 ~~573~~289,453.~~086%~~82 ~~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~~14,472.69 ~~The graphically on the monthly bond remittance report~~0.00 ~~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.~~ 1-B ~~SMM~~0000328770 ~~CPR~~09/20/2007 ~~PSA Current Month 1~~171,745.~~345%~~35 ~~Current Month 14.998% Current Month 1~~6,~~440~~518.~~240%~~88 ~~3 Month Average~~ 0.~~000%~~00 31-B ~~Month~~0000341785 ~~Average~~09/27/2007 0.305,000~~% 3 Month Average 0~~.~~000%~~00 ~~12 Month Average 0~~7,686.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 121-B ~~Month~~0000343595 ~~Average~~09/04/2007 0.~~000%~~00 ~~CPR: Current vs~~2,260.88 ~~12mo Average* PSA: Current vs~~0.00 ~~12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul~~1-~~2006~~B ~~N/A~~0000344203 N09/~~A Jul-2006 N~~20/~~A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-~~2007 ~~N/A~~134,790.52 ~~N/A~~2,696.42 ~~Jan-2007~~0.00 ~~N/A N/A Feb~~1-~~2007~~B ~~N/A~~0000344216 N10/~~A Feb-2007 N~~09/~~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 9~~135,000.~~043%~~00 ~~N/A May-2007 1~~3,~~076~~820.~~709%~~50 ~~N/A~~0.00 ~~Jun~~1-~~2007~~B ~~14.998%~~5208602905 N10/~~A Jun-~~04/2007 156,~~440~~550.~~240%~~48 ~~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~~2,828.95 ~~The graphically on the monthly bond remittance report~~0.00 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 -B ~~((1~~5239600616 ~~- SMM)^12) PSA Standard Prepayment Model: 100 * CPR~~ 09/18/2007 (0147,857.233 * MIN(307,~~WAS))~~392.87 ~~Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))~~0.00

Prepayment Rates

Repurchases ~~Current~~Due to Breaches Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment No Repurchases Due to Breaches this Period

~~Breaches~~Repurchases ~~Current~~Due to Other Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment ~~9501300991~~No ~~193,400.48~~Repurchases ~~8.400%~~Due ~~1,404.56 Loans reported as breaches were repurchased due~~ to aOther ~~breach~~this ~~of the representations and warrants of the governing transaction document(s).~~Period

Interest Rate Stratification Summary 1-A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.749 0 0.00 0.000 0 0.00 0.000 5.750 5.999 2 ~~387~~386,~~016~~489.3342 0.~~043~~044 10 ~~227,516~~0.3300 0.~~085~~000 6.000 6.249 9 2,~~549~~547,~~931~~387.7786 0.~~284~~292 20 ~~353,085~~0.0200 0.~~132~~000 6.250 6.499 4239 10,~~816~~039,~~177~~869.0850 1.~~203~~150 18 4 817,~~441,994~~741.0107 10.~~660~~674 6.500 6.749 5957 1615,~~429~~959,~~960~~986.2645 1.~~828~~829 177 42,~~462~~076,~~215~~790.2061 1.~~668~~711 6.750 6.999 ~~174~~170 4140,~~740~~594,~~698~~718.3562 4.~~644~~652 5934 136,~~662~~632,~~970~~640.5533 5.~~106~~466 7.000 7.249 ~~211~~202 5755,~~707~~411,~~493~~226.9218 6.~~421~~350 5923 123,~~998~~778,~~369~~059.0817 43.~~858~~114 7.250 7.499 ~~268~~261 7271,~~580~~158,~~814~~863.6496 8.~~075~~154 8131 185,~~134~~339,~~453~~628.2734 64.~~777~~400 7.500 7.749 ~~333~~325 9088,~~392~~366,~~006~~430.9016 10.~~057~~126 8024 194,~~463~~293,~~874~~343.2847 73.~~274~~538 7.750 7.999 ~~485~~481 ~~132~~130,~~234~~908,~~149~~343.0250 1415.~~713~~001 ~~121~~44 298,~~587~~661,~~402~~085.5495 117.~~057~~138 8.000 8.249 ~~215~~211 5251,~~202~~440,~~933~~207.8598 5.~~808~~895 6528 123,~~148~~954,~~460~~013.9587 43.~~540~~259 8.250 8.499 ~~327~~313 8481,~~708~~466,~~548~~864.9183 9.~~425~~335 8633 206,~~721~~242,~~472~~877.2414 75.~~744~~145 8.500 8.749 ~~336~~325 7977,~~067~~308,~~756~~204.3269 8.~~797~~859 ~~105~~61 209,~~964~~286,~~615~~622.6218 7.~~835~~653 8.750 8.999 ~~353~~336 8178,~~500~~025,~~464~~510.0053 98.~~068~~941 ~~124~~75 2210,~~123~~588,~~411~~304.6804 8.~~268~~726 9.000 9.249 ~~140~~132 2624,~~284~~206,~~111~~739.2330 2.~~924~~774 5631 83,~~978~~464,~~643~~662.8082 32.~~355~~855 9.250 9.499 ~~126~~123 24,~~730~~298,~~471~~608.3066 2.~~752~~784 4527 73,~~527~~429,~~335~~449.2406 2.~~813~~826 9.500 9.749 ~~163~~155 3029,~~988~~520,~~078~~590.7419 3.~~448~~383 6034 103,~~223~~878,~~481~~384.0523 3.~~821~~196 9.750 9.999 ~~203~~197 3130,~~451~~720,~~729~~898.8339 3.~~499~~520 ~~116~~89 127,~~099~~594,~~281~~303.3102 46.~~522~~259 10.000 10.249 6663 8,~~920~~406,~~827~~005.7042 0.~~993~~963 3625 32,~~995~~002,~~514~~476.8003 1.~~493~~650 10.250 10.499 ~~110~~107 12,~~902~~529,~~111~~167.6836 1.436 8472 96,~~047~~595,~~819~~918.2298 35.~~381~~436 10.500 10.749 7974 87,~~986~~935,~~830~~507.8777 10.~~000~~909 6453 74,~~003~~787,~~599~~847.3940 23.~~617~~946 10.750 10.999 9694 8,~~851~~709,~~130~~123.4159 0.~~985~~998 8376 76,~~178~~532,~~317~~897.2437 25.~~683~~384 11.000 11.249 44 3,~~977~~955,~~478~~795.6719 0.~~443~~453 4140 3,~~576~~504,~~109~~919.3541 12.~~336~~888 11.250 11.499 47 3,~~587~~582,~~514~~252.3005 0.~~399~~410 45 3,~~478~~473,~~496~~384.0429 12.~~300~~862 11.500 11.749 60 4,~~188~~181,~~066~~316.5280 0.~~466~~479 59 4,~~108~~102,~~721~~004.4684 13.~~535~~380 11.750 11.999 8580 5,~~822~~463,~~412~~195.3436 0.~~648~~626 8275 54,~~477~~919,~~348~~140.3414 24.~~047~~054 >= 12.000 ~~101~~98 5,~~773~~554,~~770~~750.4710 0.~~642~~637 ~~100~~97 5,~~606~~387,~~284~~277.1196 24.~~095~~440 Total 4,~~134~~005 ~~898~~872,~~782~~678,~~485~~053.4186 100.000 1,~~689~~087 ~~267~~121,~~590~~343,~~792~~771.1272 100.000

Interest Rate Stratification (continued) 1-B Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 5.250 5.499 0 0.00 0.000 5.500 5.749 0 0.00 0.000 5.750 5.999 12 ~~159~~386,~~500~~489.0042 0.~~025~~051 6.000 6.249 79 2,~~196~~547,~~846~~387.7586 0.~~348~~339 6.250 6.499 2435 69,~~374~~222,~~183~~128.0743 1.~~010~~227 6.500 6.749 4250 1113,~~967~~883,~~745~~195.0684 1.~~896~~848 6.750 6.999 ~~115~~136 2833,~~077~~962,~~727~~078.8029 4.~~448~~520 7.000 7.249 ~~152~~179 4451,~~709~~633,~~124~~167.8401 76.~~083~~872 7.250 7.499 ~~187~~230 5465,~~446~~819,~~361~~235.3762 8.~~626~~760 7.500 7.749 ~~253~~301 7084,~~928~~073,~~132~~086.6269 11.~~237~~190 7.750 7.999 ~~364~~437 ~~102~~122,~~646~~247,~~746~~257.4855 16.~~262~~271 8.000 8.249 ~~150~~183 4047,~~054~~486,~~472~~194.9011 6.~~346~~320 8.250 8.499 ~~241~~280 6375,~~987~~223,~~076~~987.6769 10.~~138~~012 8.500 8.749 ~~231~~264 5868,~~103~~021,~~140~~582.7051 9.~~205~~053 8.750 8.999 ~~229~~261 5967,~~377~~437,~~052~~206.3249 98.~~407~~976 9.000 9.249 84101 1720,~~305~~742,~~467~~076.4348 2.~~742~~761 9.250 9.499 8196 1720,~~203~~869,~~136~~159.0660 2.~~726~~778 9.500 9.749 ~~103~~121 2025,~~764~~642,~~597~~205.6996 3.~~290~~413 9.750 9.999 87108 1923,~~352~~126,~~448~~595.5237 3.~~066~~078 10.000 10.249 3038 46,~~925~~403,~~312~~529.9039 0.~~780~~852 10.250 10.499 2635 35,~~854~~933,~~292~~248.4638 0.~~611~~790 10.500 10.749 1521 13,~~983~~147,~~231~~660.4837 0.~~314~~419 10.750 10.999 1318 12,~~672~~176,~~813~~226.1722 0.~~265~~290 11.000 11.249 34 ~~401~~450,~~369~~875.3278 0.~~064~~060 11.250 11.499 2 ~~109~~108,~~018~~867.2676 0.~~017~~014 11.500 11.749 1 79,~~345~~311.0696 0.~~013~~011 11.750 11.999 35 ~~345~~544,~~064~~055.0022 0.~~055~~072 >= 12.000 1 167,~~486~~472.3614 0.~~027~~022 Total 2,~~445~~918 ~~631~~751,~~191~~334,~~693~~282.2914 100.000

Filing Compare · Natixis Real Estate Capital Trust 2007-HE2