10-D 1 has07he2_10d-200711.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: October 26, 2007 to November 26, 2007 Commission File Number of issuing entity: 333-140923-01 HSI Asset Securitization Corporation Trust 2007-HE2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-140923 HSI Asset Securitization Corporation (Exact name of depositor as specified in its charter) HSBC Bank USA, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199564 54-2199565 54-2199944 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ R _____ _____ __X___ ____________ P _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 26, 2007 a distribution was made to holders of HSI Asset Securitization Corporation 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 HSI Asset Securitization Corporation Trust 2007-HE2, relating to the November 26, 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. HSI Asset Securitization Corporation Trust 2007-HE2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: December 4, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2007-HE2, relating to the November 26, 2007 distribution. EX-99.1 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Distribution Date: 11/26/2007 HSI Asset Securitization Corporation 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 I-A 40430RAA4 0911/2423/2007 5.~~71500~~08250% ~~311~~302,~~203~~499,~~044~~083.4115 1,~~432~~366,~~701~~502.0261 II-A-1 40430RAB2 0911/2423/2007 54.~~61500~~98250% ~~123~~120,~~854~~724,~~137~~734.2256 ~~560~~534,~~216~~629.3508 II-A-2 40430RAC0 0911/2423/2007 5.~~69500~~06250% 26,376,000.00 ~~121~~118,~~003~~681.5649 II-A-3 40430RAD8 0911/2423/2007 5.~~76500~~13250% 49,252,000.00 ~~228~~224,~~727~~678.6667 II-A-4 40430RAE6 0911/2423/2007 5.~~83500~~20250% 3,688,000.00 17,~~335~~053.1444 M-1 40430RAF3 0911/2423/2007 5.~~87500~~24250% 29,714,000.00 ~~140~~138,~~625~~454.6398 M-2 40430RAG1 0911/2423/2007 5.~~89500~~26250% 27,567,000.00 ~~130~~128,~~908~~940.7988 M-3 40430RAH9 0911/2423/2007 65.~~00500~~37250% 16,468,000.00 7978,~~661~~636.6688 M-4 40430RAJ5 0911/2423/2007 65.~~35500~~72250% 14,320,000.00 7372,~~308~~834.4662 M-5 40430RAK2 0911/2423/2007 65.~~50500~~87250% 13,963,000.00 7372,~~168~~880.0641 M-6 40430RAL0 0911/2423/2007 76.~~50500~~87250% 11,814,000.00 7172,~~423~~164.8302 M-7 40430RAM8 0911/2423/2007 76.~~50500~~87250% 11,814,000.00 7172,~~423~~164.8302 M-8 40430RAN6 0911/2423/2007 87.~~00500~~37250% 10,740,000.00 6970,~~256~~376.5990 M-9 40430RAP1 0911/2423/2007 87.~~00500~~37250% 8,592,000.00 5556,~~405~~301.2752 M-10 40430RAQ9 0911/2423/2007 76.~~50500~~87250% 86,~~481~~359,~~586~~962.2332 5138,~~277~~848.0886 X 40430RAR7 0810/31/2007 0.00000% 2325,~~380~~502,~~716~~340.0900 ~~105~~40,~~781~~384.3749 R 40430RAT3 0810/31/2007 0.00000% 0.00 0.00 P 40430RAS5 0810/31/2007 0.00000% 100.00 8429,~~805~~792.7368 Totals ~~691~~679,~~227~~394,~~583~~220.9503 3,~~367~~133,~~030~~325.0355

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 43,~~042~~867,~~384~~846.9822 0.00 ~~307~~298,~~160~~631,~~659~~236.4393 5,~~475~~234,~~086~~348.0083 0.00 II-A-1 21,~~125~~005,~~079~~448.2760 0.00 ~~121~~119,~~729~~719,~~057~~285.9596 21,~~685~~540,~~295~~077.6268 0.00 II-A-2 0.00 0.00 26,376,000.00 ~~121~~118,~~003~~681.5649 0.00 II-A-3 0.00 0.00 49,252,000.00 ~~228~~224,~~727~~678.6667 0.00 II-A-4 0.00 0.00 3,688,000.00 17,~~335~~053.1444 0.00 M-1 0.00 0.00 29,714,000.00 ~~140~~138,~~625~~454.6398 0.00 M-2 0.00 0.00 27,567,000.00 ~~130~~128,~~908~~940.7988 0.00 M-3 0.00 0.00 16,468,000.00 7978,~~661~~636.6688 0.00 M-4 0.00 0.00 14,320,000.00 7372,~~308~~834.4662 0.00 M-5 0.00 0.00 13,963,000.00 7372,~~168~~880.0641 0.00 M-6 0.00 0.00 11,814,000.00 7172,~~423~~164.8302 0.00 M-7 0.00 0.00 11,814,000.00 7172,~~423~~164.8302 0.00 M-8 0.00 0.00 10,740,000.00 6970,~~256~~376.5990 0.00 M-9 0.00 0.00 8,592,000.00 5556,~~405~~301.2752 0.00 M-10 1,~~126~~149,~~344~~292.2172 0.00 75,~~355~~210,~~242~~669.0260 1,~~177~~188,~~621~~141.2958 0.00 X 0.00 0.00 2426,~~507~~651,~~060~~632.3072 ~~105~~40,~~781~~384.3749 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 8429,~~805~~792.7368 0.00 Totals 76,~~293~~022,~~808~~587.4654 0.00 ~~685~~674,~~060~~520,~~119~~925.7021 109,~~660~~155,~~838~~913.4909 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 326,874,000.00 ~~311~~302,~~203~~499,~~044~~083.4115 0.00 43,~~042~~867,~~384~~846.9822 0.00 II-A-1 132,967,000.00 ~~123~~120,~~854~~724,~~137~~734.2256 0.00 21,~~125~~005,~~079~~448.2760 0.00 II-A-2 26,376,000.00 26,376,000.00 0.00 0.00 0.00 II-A-3 49,252,000.00 49,252,000.00 0.00 0.00 0.00 II-A-4 3,688,000.00 3,688,000.00 0.00 0.00 0.00 M-1 29,714,000.00 29,714,000.00 0.00 0.00 0.00 M-2 27,567,000.00 27,567,000.00 0.00 0.00 0.00 M-3 16,468,000.00 16,468,000.00 0.00 0.00 0.00 M-4 14,320,000.00 14,320,000.00 0.00 0.00 0.00 M-5 13,963,000.00 13,963,000.00 0.00 0.00 0.00 M-6 11,814,000.00 11,814,000.00 0.00 0.00 0.00 M-7 11,814,000.00 11,814,000.00 0.00 0.00 0.00 M-8 10,740,000.00 10,740,000.00 0.00 0.00 0.00 M-9 8,592,000.00 8,592,000.00 0.00 0.00 0.00 M-10 13,604,000.00 86,~~481~~359,~~586~~962.2332 0.00 1,~~126~~149,~~344~~292.2172 0.00 X 18,258,755.67 2325,~~380~~502,~~716~~340.0900 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 Totals 716,011,855.67 ~~691~~679,~~227~~394,~~583~~220.9503 0.00 76,~~293~~022,~~808~~587.4654 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00 43,~~042~~867,~~384~~846.9822 ~~307~~298,~~160~~631,~~659~~236.4393 0.~~93969132~~91359740 43,~~042~~867,~~384~~846.9822 II-A-1 0.00 21,~~125~~005,~~079~~448.2760 ~~121~~119,~~729~~719,~~057~~285.9596 0.~~91548322~~90036841 21,~~125~~005,~~079~~448.2760 II-A-2 0.00 0.00 26,376,000.00 1.00000000 0.00 II-A-3 0.00 0.00 49,252,000.00 1.00000000 0.00 II-A-4 0.00 0.00 3,688,000.00 1.00000000 0.00 M-1 0.00 0.00 29,714,000.00 1.00000000 0.00 M-2 0.00 0.00 27,567,000.00 1.00000000 0.00 M-3 0.00 0.00 16,468,000.00 1.00000000 0.00 M-4 0.00 0.00 14,320,000.00 1.00000000 0.00 M-5 0.00 0.00 13,963,000.00 1.00000000 0.00 M-6 0.00 0.00 11,814,000.00 1.00000000 0.00 M-7 0.00 0.00 11,814,000.00 1.00000000 0.00 M-8 0.00 0.00 10,740,000.00 1.00000000 0.00 M-9 0.00 0.00 8,592,000.00 1.00000000 0.00 M-10 0.00 1,~~126~~149,~~344~~292.2172 75,~~355~~210,~~242~~669.0260 0.~~54066760~~38302482 1,~~126~~149,~~344~~292.2172 X 0.00 0.00 2426,~~507~~651,~~060~~632.3072 1.~~34220868~~45966314 0.00 R 0.00 0.00 0.00 0.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 Totals 0.00 76,~~293~~022,~~808~~587.4654 ~~685~~674,~~060~~520,~~119~~925.7021 0.~~95677203~~94205273 76,~~293~~022,~~808~~587.4654

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 326,874,000.00 ~~952~~925.~~05811539~~43023657 0.00000000 1211.~~36679877~~83283534 0.00000000 II-A-1 132,967,000.00 ~~931~~907.~~46522987~~93004700 0.00000000 157.~~98200508~~56164011 0.00000000 II-A-2 26,376,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 49,252,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 3,688,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 29,714,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 27,567,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 16,468,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 14,320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 13,963,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 11,814,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 11,814,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 10,740,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 8,592,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 13,604,000.00 ~~623~~467.~~46267495~~50678624 0.00000000 8284.~~79507571~~48197001 0.00000000 X 18,258,755.67 ~~1280~~1396.~~52078206~~71839970 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00000000 1211.~~36679877~~83283534 ~~939~~913.~~69131662~~59740123 0.~~93969132~~91359740 1211.~~36679877~~83283534 II-A-1 0.00000000 157.~~98200508~~56164011 ~~915~~900.~~48322479~~36840690 0.~~91548322~~90036841 157.~~98200508~~56164011 II-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 8284.~~79507571~~48197001 ~~540~~383.~~66759924~~02481623 0.~~54066760~~38302482 8284.~~79507571~~48197001 X 0.00000000 0.00000000 ~~1342~~1459.~~20867747~~66314472 1.~~34220868~~45966314 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: All classes per $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 I-A 0810/2725/07 - 0911/2425/07 2932 5.~~71500~~08250% ~~311~~302,~~203~~499,~~044~~083.4115 1,~~432~~366,~~701~~623.0264 0.00 II-A-1 0810/2725/07 - 0911/2425/07 2932 54.~~61500~~98250% ~~123~~120,~~854~~724,~~137~~734.2256 ~~560~~534,~~216~~676.3544 0.00 II-A-2 0810/2725/07 - 0911/2425/07 2932 5.~~69500~~06250% 26,376,000.00 ~~121~~118,~~003~~692.5600 0.00 II-A-3 0810/2725/07 - 0911/2425/07 2932 5.~~76500~~13250% 49,252,000.00 ~~228~~224,~~727~~698.6657 0.00 II-A-4 0810/2725/07 - 0911/2425/07 2932 5.~~83500~~20250% 3,688,000.00 17,~~335~~054.1495 0.00 M-1 0810/2725/07 - 0911/2425/07 2932 5.~~87500~~24250% 29,714,000.00 ~~140~~138,~~625~~467.6324 0.00 M-2 0810/2725/07 - 0911/2425/07 2932 5.~~89500~~26250% 27,567,000.00 ~~130~~128,~~908~~952.7930 0.00 M-3 0810/2725/07 - 0911/2425/07 2932 65.~~00500~~37250% 16,468,000.00 7978,~~661~~643.6685 0.00 M-4 0810/2725/07 - 0911/2425/07 2932 65.~~35500~~72250% 14,320,000.00 7372,~~308~~841.4607 0.00 M-5 0810/2725/07 - 0911/2425/07 2932 65.~~50500~~87250% 13,963,000.00 7372,~~168~~886.0686 0.00 M-6 0810/2725/07 - 0911/2425/07 2932 76.~~50500~~87250% 11,814,000.00 7172,~~423~~170.8341 ~~355~~0.0700 M-7 0810/2725/07 - 0911/2425/07 2932 76.~~50500~~87250% 11,814,000.00 7172,~~423~~170.8341 ~~355~~0.0700 M-8 0810/2725/07 - 0911/2425/07 2932 87.~~00500~~37250% 10,740,000.00 6970,~~256~~382.5980 43,~~648~~766.6222 M-9 0810/2725/07 - 0911/2425/07 2932 87.~~00500~~37250% 8,592,000.00 5556,~~405~~306.2724 3,~~718~~012.9098 M-10 0810/2725/07 - 0911/2425/07 2932 76.~~50500~~87250% 86,~~481~~359,~~586~~962.2332 5138,~~277~~852.0830 ~~254~~0.9100 X N/A N/A 0.00000% ~~691~~679,~~227~~394,~~483~~120.9503 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 3,~~176~~063,~~442~~419.9308 96,~~332~~779.5720

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00 0121.0003 1,~~432~~366,~~701~~502.0261 0.00 ~~307~~298,~~160~~631,~~659~~236.4393 II-A-1 0.00 047.0035 ~~560~~534,~~216~~629.3508 0.00 ~~121~~119,~~729~~719,~~057~~285.9596 II-A-2 0.00 010.0051 ~~121~~118,~~003~~681.5649 0.00 26,376,000.00 II-A-3 0.00 019.0090 ~~228~~224,~~727~~678.6667 0.00 49,252,000.00 II-A-4 0.00 01.0051 17,~~335~~053.1444 0.00 3,688,000.00 M-1 0.00 012.0026 ~~140~~138,~~625~~454.6398 0.00 29,714,000.00 M-2 0.00 011.0042 ~~130~~128,~~908~~940.7988 0.00 27,567,000.00 M-3 0.00 06.0096 7978,~~661~~636.6688 0.00 16,468,000.00 M-4 0.00 06.0045 7372,~~308~~834.4662 0.00 14,320,000.00 M-5 0.00 06.0045 7372,~~168~~880.0641 0.00 13,963,000.00 M-6 ~~355.07~~ 0.00 716.39 72,~~423~~164.8302 0.00 11,814,000.00 M-7 ~~355.07~~ 0.00 716.39 72,~~423~~164.8302 0.00 11,814,000.00 M-8 43,~~648~~766.6222 05.0090 6970,~~256~~376.5990 0.00 10,740,000.00 M-9 3,~~718~~012.9098 04.0072 5556,~~405~~301.2752 0.00 8,592,000.00 M-10 ~~254.91~~ 0.00 513.44 38,~~277~~848.0886 0.00 75,~~355~~210,~~242~~669.0260 X 0.00 0.00 ~~105~~40,~~781~~384.3749 0.00 ~~685~~674,~~060~~520,~~019~~825.7021 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 8429,~~805~~792.7368 0.00 100.00 Totals 96,~~332~~779.5720 0270.0068 3,~~367~~133,~~030~~325.0355 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A 326,874,000.00 5.~~71500~~08250% ~~952~~925.~~05811539~~43023657 4.~~38303756~~18088817 0.00000000 II-A-1 132,967,000.00 54.~~61500~~98250% ~~931~~907.~~46522987~~93004700 4.~~21319839~~02112133 0.00000000 II-A-2 26,376,000.00 5.~~69500~~06250% 1000.00000000 4.~~58763876~~50000000 0.00000000 II-A-3 49,252,000.00 5.~~76500~~13250% 1000.00000000 4.~~64402786~~56222224 0.00000000 II-A-4 3,688,000.00 5.~~83500~~20250% 1000.00000000 4.~~70041757~~62444414 0.00000000 M-1 29,714,000.00 5.~~87500~~24250% 1000.00000000 4.~~73263882~~66000000 0.00000000 M-2 27,567,000.00 5.~~89500~~26250% 1000.00000000 4.~~74874995~~67777778 0.00000000 M-3 16,468,000.00 65.~~00500~~37250% 1000.00000000 4.~~83736094~~77555562 0.00000000 M-4 14,320,000.00 65.~~35500~~72250% 1000.00000000 5.~~11930587~~08666690 0.00000000 M-5 13,963,000.00 65.~~50500~~87250% 1000.00000000 5.~~24013894~~22000000 0.00000000 M-6 11,814,000.00 76.~~50500~~87250% 1000.00000000 6.~~04569409~~10888861 0.~~03005502~~00000000 M-7 11,814,000.00 76.~~50500~~87250% 1000.00000000 6.~~04569409~~10888861 0.~~03005502~~00000000 M-8 10,740,000.00 87.~~00500~~37250% 1000.00000000 6.~~44847207~~55333333 0.~~43283240~~35067225 M-9 8,592,000.00 87.~~00500~~37250% 1000.00000000 6.~~44847183~~55333333 0.~~43283287~~35067272 M-10 13,604,000.00 76.~~50500~~87250% ~~623~~467.~~46267495~~50678624 32.~~76926492~~85594678 0.~~01873787~~00000000 X 18,258,755.67 0.00000% ~~37857~~37209.~~31604294~~22347114 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00000000 0.~~00000000~~00037026 4.~~38303756~~18051791 0.00000000 ~~939~~913.~~69131662~~59740123 II-A-1 0.00000000 0.~~00000000~~00035610 4.~~21319839~~02076515 0.00000000 ~~915~~900.~~48322479~~36840690 II-A-2 0.00000000 0.~~00000000~~00039847 4.~~58763876~~49960153 0.00000000 1000.00000000 II-A-3 0.00000000 0.~~00000000~~00040404 4.~~64402786~~56181820 0.00000000 1000.00000000 II-A-4 0.00000000 0.~~00000000~~00040944 4.~~70041757~~62403471 0.00000000 1000.00000000 M-1 0.00000000 0.~~00000000~~00041260 4.~~73263882~~65958740 0.00000000 1000.00000000 M-2 0.00000000 0.~~00000000~~00041426 4.~~74874995~~67736351 0.00000000 1000.00000000 M-3 0.00000000 0.~~00000000~~00042264 4.~~83736094~~77513238 0.00000000 1000.00000000 M-4 0.00000000 0.~~00000000~~00045042 5.~~11930587~~08621648 0.00000000 1000.00000000 M-5 0.00000000 0.~~00000000~~00046194 5.~~24013894~~21953806 0.00000000 1000.00000000 M-6 0.~~03005502~~00000000 0.~~00000000~~00054088 6.~~04569409~~10834772 0.00000000 1000.00000000 M-7 0.~~03005502~~00000000 0.~~00000000~~00054088 6.~~04569409~~10834772 0.00000000 1000.00000000 M-8 0.~~43283240~~35067225 0.~~00000000~~00054935 6.~~44847207~~55278399 0.00000000 1000.00000000 M-9 0.~~43283287~~35067272 0.~~00000000~~00054935 6.~~44847183~~55278399 0.00000000 1000.00000000 M-10 0.~~01873787~~00000000 0.~~00000000~~00025287 32.~~76926492~~85569391 0.00000000 ~~540~~383.~~66759924~~02481623 X 0.00000000 0.00000000 52.~~79345997~~21178763 0.00000000 ~~37519~~36942.~~53485119~~32166753 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~848057~~297926.~~30000000~~80000000 0.00000000 1000.00000000 (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 109,~~284~~337,~~817~~018.0493 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~200,777~~0.8300 Servicer Advances 1,~~256~~528,~~337~~372.3334 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 8429,~~805~~792.7368 Swap/Cap Payments ~~115~~47,~~113~~163.9469 Total Deposits 1110,~~941~~942,~~851~~347.8764 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~983~~1,~~497~~494,011.5699 Total Administration Fees ~~297~~292,~~515~~422.8256 Payment of Interest and Principal 109,~~660~~155,~~838~~913.4909 Total Withdrawals (Pool Distribution Amount) 1110,~~941~~942,~~851~~347.8764 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0270.0068 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0270.0068

ADMINISTRATION FEES Gross Servicing Fee* ~~288~~283,~~011~~080.4589 Credit Risk Manager - Office Tiger Global RE Services 87,~~064~~926.3226 Master Servicing Fee - Wells Fargo Bank, NA 1,~~440~~415.0541 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~297~~292,~~515~~422.8256 *Servicer Payees include: COUNTRYWIDE HOME LOANS SERVICING LP; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Supplemental Interest Trust Account 500.00 0.00 0.00 500.00 Excess Reserve Fund Account 1,000.00 96,~~332~~779.5619 96,~~332~~779.5619 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Agreement - Wachovia Bank, N.A. 0.00 0.00 0.00 Swap Agreement - Wachovia Bank, N.A. 2,~~765~~518,~~592~~411.7261 2,~~650~~471,~~478~~247.7892 ~~115~~47,~~113~~163.9469

Collateral Statement Group Group I Group II Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 87.~~004271~~997406 7.~~952365~~956093 Weighted Average Net Rate 7.~~504271~~497406 7.~~452365~~456093 Weighted Average Pass-Through Rate 7.~~501771~~494906 7.~~449865~~453593 Weighted Average Remaining Term ~~352~~350 ~~352~~350 Principal And Interest Constant 2,~~984~~922,~~087~~795.8761 1,~~905~~884,~~085~~995.6287 Beginning Loan Count 2,~~320~~274 1,~~099~~088 Loans Paid in Full 2125 76 Ending Loan Count 2,~~299~~249 1,~~092~~082 Beginning Scheduled Balance ~~418~~409,~~424~~758,~~630~~746.1859 ~~272~~269,~~802~~635,~~853~~373.7744 Ending Scheduled Balance ~~414~~405,~~382~~890,~~245~~900.2037 ~~270~~268,~~677~~629,~~774~~924.5084 Actual Ending Collateral Balance ~~414~~406,~~574~~121,~~526~~022.0725 ~~270~~268,~~798~~781,~~231~~415.9946 Scheduled Principal ~~193~~191,~~101~~956.2330 97,~~229~~292.0947 Unscheduled Principal 3,~~849~~675,~~283~~889.7592 2908,~~027,850~~156.1813 Negative Amortized Principal 0.00 0.00 Scheduled Interest 2,~~790~~730,~~986~~839.6431 1,~~807~~787,~~856~~703.5340 Servicing Fees ~~174~~170,~~343~~732.5982 ~~113~~112,~~667~~348.8607 Master Servicing Fees ~~871~~853.7167 ~~568~~561.3474 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 2,~~615~~559,~~771~~252.3482 1,~~693~~674,~~620~~793.3359 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0136,618.0076 075,715.0052 Percentage of Cumulative Losses 0.~~0000~~0315 0.~~0000~~0269 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 5525,~~928~~747.4148 284,~~877~~045.3220 Prepayment Penalty Paid Count 98 42 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 7.~~983785~~981010 Weighted Average Net Rate 7.~~483785~~481009 Weighted Average Pass-Through Rate 7.~~481285~~478509 Weighted Average Remaining Term ~~352~~350 Principal And Interest Constant 4,~~889~~807,~~173~~791.4948 Beginning Loan Count 3,~~419~~362 Loans Paid in Full 2831 Ending Loan Count 3,~~391~~331 Beginning Scheduled Balance ~~691~~679,~~227~~394,~~483~~120.9503 Ending Scheduled Balance ~~685~~674,~~060~~520,~~019~~825.7021 Actual Ending Collateral Balance ~~685~~674,~~372~~902,~~758~~437.0671 Scheduled Principal ~~290~~289,~~330~~248.3277 Unscheduled Principal 54,~~877~~584,~~133~~046.9305 Negative Amortized Principal 0.00 Scheduled Interest 4,~~598~~518,~~843~~542.1771 Servicing Fees ~~288~~283,~~011~~080.4589 Master Servicing Fees 1,~~440~~415.0541 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 4,~~309~~234,~~391~~046.6741 Realized Loss Amount 0.00 Cumulative Realized Loss 0212,334.0028 Percentage of Cumulative Losses 0.~~0000~~0297 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 8429,~~805~~792.7368 Prepayment Penalty Paid Count 1310 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancement Percentage 2526.~~651469~~048864% Stepdown Date NO Cumulative Loss Percentage 0.~~000000~~000297% Structural Reporting Net Monthly Excess Cash Flow 1,~~118~~197,~~451~~332.2619 ~~Overcollateralization~~Overcollaterization ~~Deficiency~~Amount 026,651,632.0072 Overcollateralization ~~Increase~~Deficiency 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization ~~Amount~~Increase 231,~~380~~149,~~716~~292.0972 Overcollateralization Target Amount 2325,~~380~~502,~~716~~340.0900 Trigger Event Reporting Cumulative Loss Trigger Event Threshold Value 1.700000% Calculated Value 0.~~000000~~029655% Trigger Result Pass Delinquency Trigger Event Threshold Value 8.~~364347~~495037% Calculated Value 511.~~550354~~081772% Trigger Result ~~Pass~~Fail Trigger Event Trigger Result N/A

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 5 0 0 5 1,~~146~~214,~~073~~863.2823 0.00 0.00 1,~~146~~214,~~073~~863.2823 30 Days ~~184~~189 01 0 0 ~~184~~190 3538,~~679~~934,~~834~~937.7115 0387,200.00 0.00 0.00 3539,~~679~~322,~~834~~137.7115 60 Days 6093 21 317 0 93101 1221,~~021~~880,~~474~~943.6597 ~~307~~58,~~711~~984.7718 81,~~064~~711,~~118~~949.2066 0.00 2023,~~393~~651,~~304~~877.6281 90 Days 2177 21 4922 0 72100 315,~~813~~278,~~779~~777.9409 ~~231~~239,~~095~~291.2684 125,~~813~~331,~~840~~482.8958 0.00 1620,~~858~~849,~~716~~551.0951 120 Days 2025 13 4654 2 6984 25,~~843~~192,~~771~~157.6618 ~~499~~288,~~791~~898.4243 12,~~062~~522,~~011~~817.0782 ~~117~~259,~~800~~997.5458 1518,~~523~~263,~~374~~871.6901 150 Days 215 1 1249 03 1568 ~~257~~1,~~371~~951,574.8678 ~~145~~116,~~830~~632.5592 213,~~368~~906,~~195~~805.0654 0388,273.0092 216,~~771~~363,~~397~~287.4716 180+ Days 011 0 1 041 114 067 1,205,907.0019 0231,209.0061 ~~169~~11,~~828~~099,390.1701 02,603,635.0021 ~~169~~15,~~828~~140,142.1702 Totals ~~287~~410 1113 ~~139~~173 219 ~~439~~615 5484,~~616~~444,~~232~~297.8236 2,~~330~~537,~~502~~080.2821 3544,~~477~~572,~~993~~445.3961 ~~117~~3,~~800~~251,906.5471 92134,~~542~~805,~~529~~729.0389 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.~~147449~~150105% 0.000000% 0.000000% 0.~~147449~~150105% 0.~~167219~~180006% 0.000000% 0.000000% 0.~~167219~~180006% 30 Days 5.~~426128~~673972% 0.~~000000~~030021% 0.000000% 0.000000% 5.~~426128~~703993% 5.~~205902~~768973% 0.~~000000~~057371% 0.000000% 0.000000% 5.~~205902~~826344% 60 Days 12.~~769390~~791954% 0.~~058980~~030021% 0.~~914185~~210147% 0.000000% 23.~~742554~~032122% 13.~~754005~~242090% 0.~~044897~~008740% 10.~~176603~~253659% 0.000000% 23.~~975506~~504488% 90 Days 02.~~619286~~311618% 0.~~058980~~030021% 10.~~445001~~660462% 0.000000% 23.~~123267~~002101% 02.~~556453~~263850% 0.~~033718~~035456% 10.~~869616~~789963% 0.000000% 23.~~459788~~089269% 120 Days 0.~~589797~~750525% 0.~~029490~~090063% 1.~~356532~~621135% 0.~~058980~~060042% 2.~~034798~~521765% 0.~~414923~~769320% 0.~~072923~~042806% 1.~~759920~~855500% 0.~~017188~~038524% 2.~~264954~~706150% 150 Days 0.~~058980~~450315% 0.~~029490~~030021% 01.~~353878~~471030% 0.~~000000~~090063% 02.~~442347~~041429% 0.~~037552~~289164% 0.~~021278~~017281% 02.~~345534~~060565% 0.~~000000~~057530% 02.~~404364~~424541% 180+ Days 0.~~000000~~330231% 0.~~000000~~030021% 01.~~029490~~230862% 0.~~000000~~420294% 02.~~029490~~011408% 0.~~000000~~178679% 0.~~000000~~034258% 01.~~024779~~644592% 0.~~000000~~385779% 02.~~024779~~243308% Totals 812.~~463580~~308616% 0.~~324388~~390273% 45.~~099086~~193636% 0.~~058980~~570399% 1218.~~946034~~462924% 712.~~968836~~512075% 0.~~340034~~375918% 56.~~176452~~604280% 0.~~017188~~481834% 1319.~~502511~~974106% Please refer to CTSLink.com for a list of delinquency code descriptions.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,~~256~~528,~~337~~372.3334

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 10 0 0 10 ~~58,984~~0.1800 0.00 0.00 ~~58,984~~0.1800 30 Days ~~119~~123 0 0 0 ~~119~~123 2123,~~157~~681,~~533~~166.8000 0.00 0.00 0.00 2123,~~157~~681,~~533~~166.8000 60 Days 3364 21 195 0 5470 511,~~653~~709,~~375~~459.4045 ~~307~~58,~~711~~984.7718 3782,~~813,318~~437.1619 0.00 912,~~774~~550,~~405~~880.3382 90 Days 1036 1 1914 0 3051 26,~~129~~747,~~038~~197.0693 ~~116~~239,~~632~~291.9284 3,~~919~~365,~~698~~186.6075 0.00 610,~~165~~351,~~369~~676.5852 120 Days 914 02 2531 2 3649 12,~~243~~492,~~977~~293.6133 0174,505.0053 5,~~082~~781,~~839~~094.3714 ~~117~~259,~~800~~997.5458 68,~~444~~707,~~617~~890.5258 150 Days 08 1 718 01 828 01,349,210.0054 ~~145~~116,~~830~~632.5592 14,~~133~~148,~~831~~785.9685 092,619.0018 15,~~279~~707,~~662~~248.5149 180+ Days 03 01 021 010 035 0127,881.0055 0231,209.0061 04,408,904.0079 01,365,683.0083 06,133,679.0078 Totals ~~171~~248 56 7089 213 ~~248~~356 3046,~~183~~107,~~924~~208.8780 ~~629~~820,~~159~~624.4208 1318,~~949~~486,~~688~~408.0972 ~~117~~1,~~800~~718,300.5459 4467,~~880~~132,~~572~~542.9219 0-29 Days 0.~~043497~~000000% 0.000000% 0.000000% 0.~~043497~~000000% 0.~~014228~~000000% 0.000000% 0.000000% 0.~~014228~~000000% 30 Days 5.~~176164~~469097% 0.000000% 0.000000% 0.000000% 5.~~176164~~469097% 5.~~103433~~831061% 0.000000% 0.000000% 0.000000% 5.~~103433~~831061% 60 Days 12.~~435407~~845709% 0.~~086994~~044464% 0.~~826446~~222321% 0.000000% 23.~~348847~~112494% 12.~~363657~~883244% 0.~~074224~~014524% 0.~~919815~~192661% 0.000000% 23.~~357696~~090429% 90 Days 01.~~434972~~600711% 0.~~043497~~044464% 0.~~826446~~622499% 0.000000% 12.~~304915~~267675% 01.~~513548~~661376% 0.~~028133~~058921% 0.~~945475~~828617% 0.000000% 12.~~487156~~548914% 120 Days 0.~~391475~~622499% 0.~~000000~~088928% 1.~~087429~~378390% 0.~~086994~~088928% 12.~~565898~~178746% 0.~~300061~~613682% 0.~~000000~~042969% 1.~~226038~~423490% 0.~~028415~~064020% 12.~~554514~~144161% 150 Days 0.~~000000~~355714% 0.~~043497~~044464% 0.~~304480~~800356% 0.~~000000~~044464% 01.~~347977~~244998% 0.~~000000~~332219% 0.~~035176~~028719% 01.~~273493~~021564% 0.~~000000~~022806% 01.~~308669~~405307% 180+ Days 0.~~000000~~133393% 0.~~000000~~044464% 0.~~000000~~933748% 0.~~000000~~444642% 01.~~000000~~556247% 0.~~000000~~031489% 0.~~000000~~056931% 01.~~000000~~085614% 0.~~000000~~336275% 01.~~000000~~510308% Totals 711.~~438017~~027123% 0.~~217486~~266785% 3.~~044802~~957314% 0.~~086994~~578035% 1015.~~787299~~829257% 711.~~280699~~353071% 0.~~151760~~202064% 34.~~364820~~551946% 0.~~028415~~423101% 1016.~~825695~~530182% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 45 0 0 45 1,~~087~~214,~~089~~863.1023 0.00 0.00 1,~~087~~214,~~089~~863.1023 30 Days 6566 01 0 0 6567 1415,~~522~~253,~~300~~771.9115 0387,200.00 0.00 0.00 1415,~~522~~640,~~300~~971.9115 60 Days 2729 0 122 0 3931 610,~~368~~171,~~099~~484.2552 0.00 4929,~~250,800~~512.0447 0.00 1011,~~618~~100,~~899~~996.2999 90 Days 1141 10 308 0 4249 18,~~684~~531,~~741~~579.8816 ~~114,462~~0.3400 81,~~894~~966,~~142~~295.2983 0.00 10,~~693~~497,~~346~~874.5199 120 Days 11 1 2123 0 3335 12,~~599~~699,~~794~~863.0585 ~~499~~114,~~791~~392.4290 6,~~979~~741,~~171~~723.7068 0.00 9,~~078~~555,~~757~~980.1743 150 Days 27 0 531 02 740 ~~257~~602,~~371~~364.8624 0.00 19,~~234~~758,~~363~~019.1069 0295,654.0074 110,~~491~~656,~~734~~038.9667 180+ Days 08 0 120 04 132 01,078,025.0064 0.00 ~~169~~6,~~828~~690,485.1722 01,237,951.0038 ~~169~~9,~~828~~006,462.1724 Totals ~~116~~162 67 6984 06 ~~191~~259 2438,~~432~~337,~~307~~088.9556 1,~~701~~716,~~342~~456.8613 2126,~~528~~086,~~305~~036.3089 01,533,606.0012 4767,~~661~~673,~~956~~187.1170 0-29 Days 0.~~366300~~462107% 0.000000% 0.000000% 0.~~366300~~462107% 0.~~401439~~451989% 0.000000% 0.000000% 0.~~401439~~451989% 30 Days 56.~~952381~~099815% 0.~~000000~~092421% 0.000000% 0.000000% 56.~~952381~~192237% 5.~~362775~~675158% 0.~~000000~~144058% 0.000000% 0.000000% 5.~~362775~~819216% 60 Days 2.~~472527~~680222% 0.000000% 10.~~098901~~184843% 0.000000% 32.~~571429~~865065% 23.~~351603~~784296% 0.000000% 10.~~569730~~345825% 0.000000% 34.~~921333~~130121% 90 Days 13.~~007326~~789279% 0.~~091575~~000000% 20.~~747253~~739372% 0.000000% 34.~~846154~~528651% 03.~~622139~~174170% 0.~~042268~~000000% 30.~~284417~~731559% 0.000000% 3.~~948824~~905729% 120 Days 1.~~007326~~016636% 0.~~091575~~092421% 12.~~923077~~125693% 0.000000% 3.~~021978~~234750% 01.~~590770~~004483% 0.~~184562~~042560% 2.~~577259~~508255% 0.000000% 3.~~352591~~555298% 150 Days 0.~~183150~~646950% 0.000000% 02.~~457875~~865065% 0.~~000000~~184843% 03.~~641026~~696858% 0.~~095042~~224109% 0.000000% 03.~~455824~~630467% 0.~~000000~~109998% 03.~~550866~~964574% 180+ Days 0.~~000000~~739372% 0.000000% 01.~~091575~~848429% 0.~~000000~~369686% 02.~~091575~~957486% 0.~~000000~~401079% 0.000000% 02.~~062714~~489192% 0.~~000000~~460579% 03.~~062714~~350850% Totals 1014.~~622711~~972274% 0.~~549451~~646950% 67.~~318681~~763401% 0.~~000000~~554529% 1723.~~490842~~937153% 914.~~022329~~263296% 0.~~628270~~638607% 79.~~949943~~705298% 0.~~000000~~570577% 1725.~~600542~~177778% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary Summary Group I Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 54 12,553,925.76 1.860 ~~169~~28 4,~~828~~974,475.1727 01.~~025~~225 0210 - 239 12 2,416,388.09 0.00358 7 1,159,204.51 0.~~000~~285 ~~Total~~240 - 269 1 169,828.17 0.025 0 0.00 0.000 Total 67 15,140,142.02 2.243 35 6,133,679.78 1.510

180+ Delinquency Summary (continued) Group II Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 126 ~~169~~7,~~828~~579,450.1749 2.820 210 - 239 5 1,257,183.58 0.~~063~~468 ~~Total~~240 - 269 1 169,828.17 0.063 Total 32 9,006,462.24 3.351 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 213 ~~Oct~~Dec-06 0.000% Original Principal Balance ~~118~~2,~~160~~558,095.00 ~~Nov~~Jan-0607 0.000% Current Actual Balance ~~117~~2,~~800~~553,694.5499 ~~Dec~~Feb-0607 0.000% ~~Jan~~Mar-07 0.000% Current REO Total ~~Feb~~Apr-07 0.000% Loans in REO 219 ~~Mar~~May-07 0.000% Original Principal Balance ~~118~~3,~~160~~257,775.00 ~~Apr~~Jun-07 0.000% Current Actual Balance ~~117~~3,~~800~~251,906.5471 ~~May~~Jul-07 0.000% ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.~~000~~017% ~~Aug~~Oct-07 0.~~000~~103% ~~Sep~~Nov-07 0.~~017~~482% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 ~~Oct~~Dec-06 0.000% Original Principal Balance ~~118~~458,~~160~~100.00 ~~Nov~~Jan-0607 0.000% Current Actual Balance ~~117~~457,~~800~~594.5466 ~~Dec~~Feb-0607 0.000% ~~Jan~~Mar-07 0.000% Current REO Total ~~Feb~~Apr-07 0.000% Loans in REO 2 ~~Mar~~May-07 0.000% Original Principal Balance ~~118~~458,~~160~~100.00 ~~Apr~~Jun-07 0.000% Current Actual Balance ~~117~~457,~~800~~594.5466 ~~May~~Jul-07 0.000% ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.~~000~~028% ~~Aug~~Oct-07 0.~~000~~098% ~~Sep~~Nov-07 0.~~028~~423% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Dec-06 No0.000% Original Principal Balance 496,500.00 Jan-07 0.000% Current Actual Balance 496,227.95 Feb-07 0.000% Mar-07 0.000% Current REO ~~Information~~Total toApr-07 0.000% Loans in REO 2 May-07 0.000% Original Principal Balance 496,500.00 Jun-07 0.000% Current Actual Balance 496,227.95 Jul-07 0.000% Aug-07 0.000% Sep-07 0.000% Oct-07 0.110% Nov-07 0.571% *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.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Group I 0000017664 Oct-2007 01-Dec-2006 MN 80.00 180,000.00 Group I 0000020826 Nov-2007 01-Dec-2006 MN 95.00 188,100.00 Group I 0000038914 Oct-2007 01-Nov-2006 NC 80.00 105,600.00 Group I 0000039589 Nov-2007 25-Nov-2006 RI 77.78 245,000.00 Group I 0000040073 Nov-2007 16-Nov-2006 KS 80.00 95,200.00 Group I 0000110001 Nov-2007 08-Jan-2007 NC 85.00 98,175.00 Group I 0000110029 Nov-2007 01-Jan-2007 VA 84.13 175,000.00 Group I 0000110351 Sep-2007 07-Jan-2007 MI 80.00 51,040.00 Group I 0000110458 Sep-2007 01-Jan-2007 MO 80.00 67,120.00 Group I 0000124548 Nov-2007 01-Feb-2007 AZ 93.10 270,000.00 Group I 0000127456 Nov-2007 01-Feb-2007 TX 80.00 68,000.00 Group I 0000128778 Nov-2007 09-Mar-2007 MI 90.00 92,700.00 Group I 0000128848 Nov-2007 01-Apr-2007 MI 90.00 85,500.00 Group II 0000011929 Nov-2007 01-Sep-2006 CA 80.00 464,000.00 Group II 0000020541 Nov-2007 01-Dec-2006 CA 90.00 256,500.00 Group II 0000039684 Nov-2007 06-Nov-2006 VA 80.00 279,920.00 Group II 0000110267 Oct-2007 05-Jan-2007 MI 80.00 72,000.00 Group II 0000121735 Oct-2007 01-Jan-2007 MD 80.00 223,920.00 Group II 0000123494 Nov-2007 01-Feb-2007 MA 80.00 240,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0000017664 179,410.35 01-Mar-2007 6 7.220% 7,009.91 Group I 0000020826 187,831.76 01-Feb-2007 7 9.700% 10,055.44 Group I 0000038914 105,346.09 01-Feb-2007 7 8.590% 4,955.94 Group I 0000039589 244,663.32 25-Mar-2007 6 8.190% 10,965.83 Group I 0000040073 94,902.58 16-Feb-2007 7 7.290% 3,746.81 Group I 0000110001 98,031.69 08-Mar-2007 6 9.590% 5,190.31 Group I 0000110029 174,523.77 01-May-2007 4 9.090% 7,485.23 Group I 0000110351 50,973.04 07-Mar-2007 46 10.240% 2,~~066~~892.8531 Group I 0000110458 66,827.50 01-Mar-2007 46 8.640% 23,~~262~~165.3018 Group I 0000124548 269,762.90 01-Mar-2007 6 6.500% 9,424.79 Group I 0000127456 67,934.60 01-Mar-2007 6 9.625% 3,608.95 Group I 0000128778 92,619.18 09-Apr-2007 5 10.090% 5,176.31 Group I 0000128848 85,473.81 01-May-2007 4 10.120% 4,109.68 Group II 0000011929 462,166.38 01-Feb-2007 7 8.175% 20,620.36 Group II 0000020541 256,278.09 01-Feb-2007 7 8.000% 11,195.50 Group II 0000039684 279,557.05 06-Mar-2007 6 8.390% 12,856.26 Group II 0000110267 71,837.24 05-Apr-2007 5 8.890% 3,511.75 Group II 0000121735 223,817.50 01-Apr-2007 5 8.280% 10,153.99 Group II 0000123494 239,949.86 01-Mar-2007 6 8.500% 11,192.85

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 7638 ~~Oct~~Dec-06 0.000% Original Principal Balance 189,~~448~~155,~~065~~652.00 ~~Nov~~Jan-0607 0.000% Current Actual Balance 189,~~419~~136,~~543~~820.4766 ~~Dec~~Feb-0607 0.000% ~~Jan~~Mar-07 0.000% Current Foreclosure Total ~~Feb~~Apr-07 0.000% Loans in Foreclosure ~~139~~173 ~~Mar~~May-07 0.000% Original Principal Balance 3544,~~524~~641,~~719~~140.1200 ~~Apr~~Jun-07 0.000% Current Actual Balance 3544,~~477~~572,~~993~~445.3961 ~~May~~Jul-07 0.~~000~~354% ~~Jun~~Aug-07 02.~~000~~602% ~~Jul~~Sep-07 05.~~354~~176% ~~Aug~~Oct-07 25.~~602~~869% ~~Sep~~Nov-07 56.~~176~~604% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 62 ~~Oct~~Dec-06 0.000% Original Principal Balance 1570,~~053,899~~000.00 ~~Nov~~Jan-0607 0.000% Current Actual Balance 1568,~~052,436~~434.1346 ~~Dec~~Feb-0607 0.000% ~~Jan~~Mar-07 0.000% Current Foreclosure Total ~~Feb~~Apr-07 0.000% Loans in Foreclosure 129 ~~Mar~~May-07 0.000% Original Principal Balance 21,~~111~~679,~~499~~800.00 ~~Apr~~Jun-07 0.000% Current Actual Balance 21,~~108~~676,~~410~~380.9537 ~~May~~Jul-07 0.~~000~~231% ~~Jun~~Aug-07 01.~~000~~473% ~~Jul~~Sep-07 03.~~231~~365% ~~Aug~~Oct-07 13.~~473~~733% ~~Sep~~Nov-07 34.~~365~~552% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 12 ~~Oct~~Dec-06 0.000% Original Principal Balance ~~485~~547,~~000~~600.00 ~~Nov~~Jan-0607 0.000% Current Actual Balance ~~482,~~546,326.6352 ~~Dec~~Feb-0607 0.000% ~~Jan~~Mar-07 0.000% Current Foreclosure Total ~~Feb~~Apr-07 0.000% Loans in Foreclosure 79 ~~Mar~~May-07 0.000% Original Principal Balance 2,~~108~~490,~~050~~346.00 ~~Apr~~Jun-07 0.000% Current Actual Balance 2,~~104~~484,~~141~~022.3597 ~~May~~Jul-07 0.~~000~~542% ~~Jun~~Aug-07 04.~~000~~334% ~~Jul~~Sep-07 07.~~542~~950% ~~Aug~~Oct-07 49.~~334~~115% ~~Sep~~Nov-07 79.~~950~~705% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I 0000017507 Nov-2007 01-Dec-2006 FL 90.00 169,200.00 Group I 0000017637 Sep-2007 01-Jan-2007 AZ 80.00 154,400.00 Group I ~~0000017664~~0000017671 ~~Aug~~Sep-2007 01-Dec-2006 MN 80.00 ~~180~~160,000.00 Group I ~~0000017671~~0000017697 ~~Sep~~Nov-2007 01-Dec-2006 MNOK 80.00 ~~160~~103,~~000~~200.00 Group I ~~0000018163~~0000017762 ~~Sep~~Nov-2007 01-~~Dec~~Nov-2006 WATN 80100.00 ~~255~~146,000.00 Group I 0000018339 Sep-2007 01-Dec-2006 CA 90.00 270,000.00 Group I 0000018413 Aug-2007 01-Dec-2006 CA 88.94 193,000.00 Group I 0000018567 Sep-2007 01-Dec-2006 LA 95.00 119,700.00 Group I ~~0000018585~~0000019085 Sep-2007 01-Dec-2006 COMN 7590.00 ~~340~~120,~~500~~600.00 Group I ~~0000019085~~0000020821 ~~Sep~~Aug-2007 01-~~Dec~~Nov-2006 MNNJ 9085.00 ~~120~~168,~~600~~300.00 Group I ~~0000020356~~0000021116 ~~Sep~~Jul-2007 01-Nov-2006 ARIL 8690.3200 79142,~~849~~200.00 Group I ~~0000020821~~0000038792 Aug-2007 0115-~~Nov~~Oct-2006 NJFL 8580.00 ~~168~~138,~~300~~000.00 Group I ~~0000020826~~0000038806 ~~Aug~~Oct-2007 0106-~~Dec~~Nov-2006 MNPA 9580.00 ~~188~~138,~~100~~400.00 Group I ~~0000021116~~0000039291 ~~Jul~~Nov-2007 01-~~Nov~~Dec-2006 ILMI 9080.00 ~~142~~217,~~200~~600.00 Group I ~~0000038792~~0000039301 ~~Aug~~Oct-2007 1516-~~Oct~~Nov-2006 FLIN 8090.00 ~~138~~77,~~000~~040.00 Group I ~~0000038914~~0000039336 ~~Jul~~Nov-2007 0116-Nov-2006 NCFL 8068.0097 ~~105~~300,~~600~~000.00 Group I 0000039357 Sep-2007 01-Dec-2006 FL 79.38 335,000.00 Group I 0000039364 Sep-2007 13-Nov-2006 FL 66.92 348,000.00 Group I 0000039509 Jul-2007 01-Dec-2006 IL 64.19 138,000.00 Group I 0000039581 Aug-2007 23-Nov-2006 MA 80.00 220,000.00 Group I ~~0000039589~~0000039808 ~~Sep~~Aug-2007 2515-Nov-2006 RIFL 7790.7800 ~~245~~153,000.00 Group I ~~0000039649~~0000039836 ~~Aug~~Sep-2007 0117-Nov-2006 VAFL 6580.3500 ~~232~~166,~~000~~400.00 Group I ~~0000039808~~0000039866 Aug-2007 1501-~~Nov~~Dec-2006 FL 9065.00 ~~153~~213,~~000~~200.00 Group I ~~0000039836~~0000039904 Sep-2007 1701-~~Nov~~Dec-2006 FLAZ 80.00 ~~166~~182,400.00 Group I ~~0000039866~~0000039921 ~~Aug~~Nov-2007 01-~~Dec~~Nov-2006 FLMN 6580.00 ~~213~~100,~~200~~000.00 Group I ~~0000039904~~0000039957 Sep-2007 01-~~Dec~~Nov-2006 AZCO 80.00 ~~182~~116,~~400~~000.00 Group I ~~0000039957~~0000040177 ~~Sep~~Jul-2007 01-Nov-2006 COAZ 8085.00 ~~116~~153,~~000~~850.00 Group I ~~0000040073~~0000040233 ~~Jul~~Nov-2007 1601-~~Nov~~Dec-2006 KSGA 8090.00 95225,~~200~~000.00 Group I ~~0000040177~~0000049849 ~~Jul~~Oct-2007 01-~~Nov~~May-2006 AZMA 8567.0096 ~~153~~280,~~850~~000.00 Group I ~~0000110001~~0000109964 ~~Aug~~Nov-2007 0813-Jan-2007 NCOH 8580.00 9860,~~175~~800.00 Group I ~~0000110024~~0000110014 ~~Sep~~Oct-2007 0122-~~Jan~~Dec-~~2007~~2006 VA 9080.00 ~~174~~124,~~150~~000.00 Group I ~~0000110029~~0000110024 Sep-2007 01-Jan-2007 VA 8490.1300 ~~175~~174,~~000~~150.00 Group I 0000110130 Sep-2007 01-Jan-2007 NC 90.00 184,410.00 Group I ~~0000110147~~0000110154 ~~Sep~~Nov-2007 1101-Jan-2007 GANC 8580.00 ~~123~~101,~~250~~600.00 Group I ~~0000110154~~0000110202 Sep-2007 0106-Jan-2007 NC 80.00 ~~101~~88,~~600~~000.00 Group I ~~0000110184~~0000110274 Sep-2007 01-Jan-2007 TNNJ 83.16 200,000.00 Group I 0000110298 Oct-2007 01-Jan-2007 FL 85.00 86148,~~700~~750.00 Group I ~~0000110202~~0000110329 Sep-2007 0626-Jan-2007 NCFL 8090.00 88360,000.00 Group I ~~0000110274~~0000110406 ~~Sep~~Nov-2007 01-Jan-2007 NJMO 8390.1600 ~~200~~166,~~000~~500.00 Group I ~~0000110313~~0000110452 ~~Aug~~Oct-2007 2901-~~Dec~~Jan-~~2006~~2007 OHIL 7490.6000 ~~317~~247,~~043~~500.1200 Group I ~~0000110329~~0000110453 ~~Sep~~Nov-2007 2601-Jan-2007 FLIL 9080.00 ~~360~~88,000.00 Group I ~~0000110519~~0000110559 ~~Sep~~Nov-2007 1705-~~Dec~~Jan-~~2006~~2007 MDWA 80.00 ~~220~~101,~~000~~960.00 Group I 0000110663 Sep-2007 01-Jan-2007 MN 85.00 221,000.00 Group I 0000110707 Sep-2007 01-Jan-2007 CA 80.00 180,000.00 Group I 0000110727 Sep-2007 01-Jan-2007 CA 90.00 275,400.00 Group I 0000110771 Aug-2007 01-Jan-2007 NJ 70.00 127,400.00 Group I 0000110797 Sep-2007 01-Jan-2007 NJ 80.00 164,800.00 Group I 0000113363 Nov-2007 01-Dec-2006 IL 85.00 221,000.00 Group I 0000113450 Oct-2007 01-Dec-2006 MN 80.00 161,600.00 Group I 0000119613 Nov-2007 01-Nov-2006 TX 80.00 91,200.00 Group I 0000120058 Nov-2007 01-Jan-2007 AZ 80.00 156,000.00 Group I 0000120434 Nov-2007 01-Dec-2006 CA 80.00 372,000.00 Group I 0000120564 Nov-2007 01-Dec-2006 CA 80.00 304,000.00 Group I 0000120625 Nov-2007 01-Dec-2006 NY 84.05 353,000.00 Group I 0000120678 Aug-2007 01-Jan-2007 CA 80.00 284,000.00 Group I 0000121120 Oct-2007 01-Dec-2006 CA 80.00 320,000.00 Group I 0000121312 Aug-2007 01-Jan-2007 NY 95.00 137,750.00 Group I 0000121576 Aug-2007 01-Jan-2007 MA 80.00 292,000.00 Group I 0000121915 Sep-2007 01-Jan-2007 AZ 80.00 116,000.00 Group I 0000122060 Sep-2007 01-Jan-2007 CA 80.00 292,000.00 Group I 0000122122 Sep-2007 01-Feb-2007 CA 80.00 376,000.00 Group I 0000122369 Sep-2007 01-Jan-2007 CO 80.00 168,000.00 Group I 0000122909 Oct-2007 01-Jan-2007 IL 87.93 76,500.00 Group I 0000123184 Aug-2007 01-Jan-2007 CA 80.00 384,000.00 Group I 0000123360 Nov-2007 01-Feb-2007 FL 80.00 124,000.00 Group I 0000123673 Sep-2007 01-Jan-2007 AZ 80.00 132,400.00 Group I ~~0000123821~~0000123714 ~~Aug~~Nov-2007 01-~~Feb~~Jan-2007 INCA 80.00 ~~152~~327,~~000~~600.00 Group I 0000123901 Aug-2007 01-Jan-2007 IN 80.00 96,000.00 Group I ~~0000124548~~0000124616 Aug-2007 01-Feb-2007 AZCA 9380.1000 ~~270~~368,000.00 Group I ~~0000124616~~0000124818 ~~Aug~~Oct-2007 01-Feb-2007 CAHI 80.00 ~~368~~412,000.00 Group I 0000124999 Sep-2007 01-Jan-2007 MA 80.00 315,200.00 Group I 0000125828 Nov-2007 01-Feb-2007 MD 80.00 288,000.00 Group I 0000126300 Nov-2007 01-Feb-2007 IL 80.00 107,600.00 Group I 0000126714 Aug-2007 01-Feb-2007 CA 80.00 400,000.00 Group I 0000126721 Sep-2007 01-Feb-2007 CA 80.00 260,000.00 Group I 0000126999 Sep-2007 01-Feb-2007 AZ 80.00 160,000.00 Group I 0000127012 Sep-2007 01-Feb-2007 OH 81.18 138,000.00 Group I ~~0000127456~~0000127468 ~~Sep~~Aug-2007 01-Feb-2007 TXFL 80.00 68232,000.00 Group I ~~0000127468~~0000127648 ~~Aug~~Sep-2007 01-Feb-2007 FLCA 80.00 ~~232~~288,000.00 Group I ~~0000127648~~0000128768 ~~Sep~~Nov-2007 01-~~Feb~~Apr-2007 CANY 80.00 ~~288~~424,000.00 Group I ~~0000128778~~0000128959 Sep-2007 0901-Mar-2007 MIIL 9095.00 92247,~~700~~000.00 Group I ~~0000128959~~0000129025 ~~Sep~~Oct-2007 01-Mar-2007 IL 95.00 ~~247~~209,000.00 Group I ~~0000129084~~0000129032 ~~Sep~~Oct-2007 01-~~Mar~~Apr-2007 AZIN 90.00 ~~155~~108,~~700~~000.00 Group I 0000129219 Aug-2007 01-Apr-2007 CA 80.00 236,000.00 Group I 0000129274 Nov-2007 01-Mar-2007 UT 70.00 126,000.00 Group I 0000129344 Oct-2007 01-Mar-2007 MD 95.00 221,350.00 Group I 0000129468 Oct-2007 01-Mar-2007 CA 80.00 316,000.00 Group I 0000129513 Oct-2007 01-Mar-2007 NJ 75.00 285,000.00 Group I 0000129565 Nov-2007 01-Mar-2007 CA 69.92 330,000.00 Group II ~~0000011929~~0000013021 ~~Jul~~Oct-2007 01-~~Sep~~Oct-2006 CAGA 80.00 ~~464~~216,000.00 Group II 0000015235 Nov-2007 01-Oct-2006 NJ 75.00 358,500.00 Group II 0000017474 Oct-2007 01-Jan-2007 PA 84.86 157,000.00 Group II 0000017505 Sep-2007 01-Dec-2006 FL 80.00 172,800.00 Group II 0000018178 Sep-2007 01-Dec-2006 CA 84.65 182,000.00 Group II 0000018305 Sep-2007 01-Dec-2006 OK 85.00 86,530.00 Group II 0000018610 Jul-2007 01-Nov-2006 OH 100.00 89,000.00 Group II 0000018859 Jul-2007 01-Dec-2006 OH 85.00 170,000.00 Group II 0000019174 Jul-2007 01-Dec-2006 OH 85.00 102,000.00 Group II 0000019486 Sep-2007 01-Nov-2006 FL 100.00 485,000.00 Group II 0000019604 Sep-2007 01-Nov-2006 FL 100.00 410,000.00 Group II ~~0000020514~~0000020214 ~~Aug~~Nov-2007 01-Nov-2006 DEOK 9590.00 ~~236~~85,~~550~~500.00 Group II ~~0000020541~~0000020514 ~~Jul~~Aug-2007 01-~~Dec~~Nov-2006 CADE 9095.00 ~~256~~236,~~500~~550.00 Group II 0000020824 Aug-2007 01-Dec-2006 NJ 80.00 440,000.00 Group II 0000020879 Aug-2007 01-Nov-2006 OH 94.80 364,800.00 Group II 0000038993 Oct-2007 04-Nov-2006 NC 80.00 112,400.00 Group II 0000039165 Sep-2007 01-Dec-2006 FL 36.53 120,000.00 Group II 0000039225 Sep-2007 10-Nov-2006 IN 90.00 108,000.00 Group II ~~0000039684~~0000039429 ~~Sep~~Nov-2007 0601-Nov-2006 VAOK 8095.00 ~~279~~124,~~920~~450.00 Group II ~~0000039941~~0000040052 ~~Jul~~Sep-2007 01-~~Nov~~Dec-2006 NECA 8070.00 ~~134~~129,~~400~~500.00 Group II ~~0000040052~~0000040142 ~~Sep~~Oct-2007 01-~~Dec~~Nov-2006 CANJ 7044.44 100,000.00 ~~129~~Group II 0000054615 Nov-2007 01-Sep-2006 NY 80.00 423,~~500~~150.00 Group II 0000055073 Aug-2007 01-Aug-2006 TX 80.00 139,920.00 Group II ~~0000059470~~0000059480 Sep-2007 2729-Oct-2006 KYIN 80.00 ~~107~~64,~~200~~000.00 Group II ~~0000059480~~0000059610 ~~Sep~~Oct-2007 2927-Oct-2006 INRI 80.00 64184,000.00 Group II 0000103899 Jul-2007 01-Oct-2005 CA 80.00 280,000.00 Group II 0000110005 Sep-2007 01-Jan-2007 VA 90.00 460,800.00 Group II ~~0000110013~~0000110285 ~~Sep~~Aug-2007 01-Jan-2007 VANY 80.00 ~~516~~520,000.00 Group II ~~0000110267~~0000110327 ~~Sep~~Nov-2007 0501-Jan-2007 MI 8048.0008 7250,000.00 Group II ~~0000110285~~0000110395 ~~Aug~~Sep-2007 01-Jan-2007 NYFL 80.00 ~~520~~319,~~000~~200.00 Group II ~~0000110395~~0000110396 Sep-2007 0112-Jan-2007 FL 80.00 ~~319~~222,~~200~~400.00 Group II ~~0000110396~~0000110477 ~~Sep~~Nov-2007 01-Jan-2007 MA 66.41 435,000.00 Group II 0000110532 Oct-2007 12-Jan-2007 FLMD 8090.00 ~~222~~351,~~400~~000.00 Group II 0000110573 Sep-2007 12-Jan-2007 OR 80.00 224,000.00 Group II 0000110711 Sep-2007 01-Jan-2007 CA 80.00 556,000.00 Group II 0000110756 Nov-2007 01-Oct-2006 NJ 80.00 496,000.00 Group II 0000110766 Sep-2007 01-Dec-2006 NY 80.00 351,200.00 Group II 0000110806 Nov-2007 01-Jan-2007 CA 78.18 430,000.00 Group II 0000113402 Oct-2007 01-Dec-2006 MD 80.00 264,000.00 Group II 0000119473 Aug-2007 01-Oct-2006 FL 80.00 382,400.00 Group II ~~0000119784~~0000119502 ~~Aug~~Oct-2007 01-~~Nov~~Dec-2006 CANY 80.00 ~~252~~456,000.00 Group II 0000120052 Aug-2007 01-Jan-2007 IL 80.00 216,000.00 Group II 0000120466 Sep-2007 01-Dec-2006 CA 80.00 288,000.00 Group II ~~0000120500~~0000120648 Aug-2007 01-Dec-2006 NV 80.00 156,000.00 Group II 0000120665 Aug-2007 01-Jan-2007 CA 80.00 ~~208~~496,000.00 Group II ~~0000120648~~0000120809 ~~Aug~~Oct-2007 01-Dec-2006 NVNY 80.00 ~~156~~456,000.00 Group II ~~0000120665~~0000120991 ~~Aug~~Oct-2007 01-Jan-2007 CAIL 80.00 ~~496~~119,~~000~~920.00 Group II 0000121086 Sep-2007 01-Jan-2007 NY 80.00 520,000.00 Group II 0000121318 Sep-2007 01-Dec-2006 CA 80.00 263,200.00 Group II ~~0000121516~~0000121566 ~~Aug~~Sep-2007 01-~~Dec~~Jan-~~2006~~2007 NYIL 9580.00 ~~437~~176,000.00 Group II ~~0000121566~~0000121584 ~~Sep~~Oct-2007 01-~~Jan~~Feb-2007 ILNY 80.00 ~~176~~299,200.00 Group II 0000121968 Nov-2007 01-Feb-2007 CA 80.00 452,000.00 Group II ~~0000121735~~0000121973 ~~Sep~~Nov-2007 01-Jan-2007 MDCA 80.00 ~~223~~339,~~920~~200.00 Group II 0000122290 Sep-2007 01-Feb-2007 CA 80.00 455,920.00 Group II 0000122425 Aug-2007 01-Jan-2007 CA 80.00 398,400.00 Group II 0000122553 Aug-2007 01-Jan-2007 FL 80.00 204,000.00 Group II ~~0000122639~~0000122595 ~~Aug~~Nov-2007 01-Jan-2007 CAFL 7880.7700 ~~512~~163,~~000~~200.00 Group II ~~0000123445~~0000122639 ~~Sep~~Aug-2007 01-Jan-2007 CA 8078.0077 ~~400~~512,000.00 Group II ~~0000123494~~0000123445 ~~Aug~~Sep-2007 01-~~Feb~~Jan-2007 MACA 80.00 ~~240~~400,000.00 Group II 0000123927 Aug-2007 01-Jan-2007 CA 80.00 252,000.00 Group II 0000124198 Aug-2007 01-Feb-2007 CA 80.00 428,000.00 Group II 0000124236 Aug-2007 01-Feb-2007 NJ 80.00 332,000.00 Group II 0000124651 Aug-2007 01-Feb-2007 CA 80.00 416,000.00 Group II 0000125208 Aug-2007 01-Feb-2007 NY 80.00 456,000.00 Group II 0000125331 Oct-2007 01-Jan-2007 CA 80.00 423,200.00 Group II 0000125377 Aug-2007 01-Feb-2007 NJ 80.00 336,000.00 Group II 0000125548 Aug-2007 01-Feb-2007 FL 80.00 340,000.00 Group II 0000126180 Nov-2007 01-Jan-2007 FL 80.00 294,392.00 Group II 0000126386 Aug-2007 01-Feb-2007 NY 80.00 616,000.00 Group II 0000126682 Sep-2007 01-Feb-2007 CA 80.00 415,976.00 Group II 0000126824 Sep-2007 01-Feb-2007 FL 80.00 310,640.00 Group II ~~0000127532~~0000127097 ~~Aug~~Nov-2007 01-Feb-2007 CA 80.00 ~~535~~500,~~016~~000.00 Group II ~~0000128560~~0000127532 Aug-2007 2601-Feb-2007 NYCA 9580.00 97535,~~850~~016.00 Group II 0000128725 Sep-2007 09-Mar-2007 NC 100.00 124,900.00 Group II 0000128889 Sep-2007 07-Mar-2007 FL 80.00 240,000.00 Group II 0000129167 Oct-2007 01-Mar-2007 WA 80.00 115,196.00 Group II 0000129271 Oct-2007 01-Mar-2007 NV 100.00 260,000.00 Group II 0000129296 Sep-2007 01-Mar-2007 AZ 100.00 489,800.00 Group II 0000129341 Oct-2007 01-Mar-2007 MN 80.00 191,920.00 Group II 0000129431 Sep-2007 01-Mar-2007 CA 80.00 440,000.00 Group II 0000129446 Sep-2007 01-Mar-2007 CA 80.00 428,000.00 Group II 0000129458 Aug-2007 01-Mar-2007 CA 80.00 685,200.00 Group II 0000129526 Sep-2007 01-Mar-2007 NJ 90.00 549,000.00 Group II 0000129552 Aug-2007 01-Apr-2007 NJ 80.00 168,800.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0000017637 154,400.00 01-May-2007 2 7.740% 3,726.20 Group I 0000017664 179,410.35 01-Mar-2007 4 7.220% 5,011.23 Group I 0000017671 160,000.00 01-Apr-2007 3 7.390% 4,593.30 Group I 0000018163 254,503.91 01-May-2007 2 7.625% 6,041.44 Group I 0000018339 269,756.94 01-Apr-2007 3 9.625% 10,252.57 Group I 0000018413 192,819.47 01-Feb-2007 5 10.125% 7,727.84 Group I 0000018567 119,496.61 01-Mar-2007 4 10.250% 4,848.15 Group I 0000018585 340,020.17 01-May-2007 2 9.000% 9,630.64 Group I 0000019085 120,458.00 01-Feb-2007 5 10.599% 5,060.54 Group I 0000020356 79,757.13 01-Mar-2007 4 8.799% 2,755.96 Group I 0000020821 167,856.93 01-Mar-2007 4 9.250% 6,109.76 Group I 0000020826 187,831.76 01-Feb-2007 5 9.700% 7,186.08 Group I 0000021116 141,804.90 01-Mar-2007 4 8.990% 5,007.70 Group I 0000038792 137,416.12 15-Mar-2007 4 7.840% 4,196.52 Group I 0000038914 105,346.09 01-Feb-2007 5 8.590% 3,542.21 Group I 0000039357 334,088.06 01-May-2007 2 6.420% 6,588.07 Group I 0000039364 347,203.84 13-Apr-2007 3 7.610% 10,282.43 Group I 0000039509 137,772.07 01-Mar-2007 4 10.680% 5,836.78 Group I 0000039581 219,424.93 23-Feb-2007 5 8.630% 7,419.29 Group I 0000039589 244,663.32 25-Mar-2007 4 8.190% 7,834.99 Group I 0000039649 231,209.61 01-Mar-2007 4 7.990% 7,200.44 Group I 0000039808 152,818.05 15-Mar-2007 4 8.690% 5,212.37 Group I 0000039836 165,576.04 17-Apr-2007 3 7.040% 4,508.12 Group I 0000039866 213,049.13 01-Feb-2007 5 8.690% 7,263.25 Group I 0000039904 182,400.00 01-May-2007 2 6.840% 3,854.72 Group I 0000039957 115,652.16 01-May-2007 2 6.640% 2,365.44 Group I 0000040073 94,902.58 16-Feb-2007 5 7.290% 2,678.48 Group I 0000040177 153,400.91 01-Mar-2007 4 8.750% 5,263.60 Group I 0000110001 98,031.69 08-Mar-2007 4 9.590% 3,709.24 Group I 0000110024 174,032.92 01-Apr-2007 3 9.840% 6,770.45 Group I 0000110029 174,523.77 01-May-2007 2 9.090% 4,992.99 Group I 0000110130 184,018.25 01-Apr-2007 3 9.190% 6,655.71 Group I 0000110147 122,947.28 11-Apr-2007 3 9.790% 4,757.80 Group I 0000110154 100,822.05 01-May-2007 2 8.940% 2,829.71 Group I 0000110184 86,542.23 01-May-2007 2 10.990% 3,024.38 Group I 0000110202 87,835.26 06-Mar-2007 4 8.390% 2,883.90 Group I 0000110274 199,281.99 01-May-2007 2 9.740% 6,133.29 Group I 0000110313 316,338.21 28-Mar-2007 4 8.970% 11,151.34 Group I 0000110329 359,051.28 26-Apr-2007 3 8.140% 11,422.08 Group I 0000110519 219,741.50 17-Apr-2007 3 8.740% 7,542.64 Group I 0000110663 220,785.94 01-May-2007 2 9.380% 6,533.30 Group I 0000110707 179,846.27 01-Apr-2007 3 9.040% 6,396.72 Group I 0000110727 275,072.88 01-May-2007 2 8.690% 7,506.73 Group I 0000110771 127,191.25 01-Mar-2007 4 10.790% 5,444.54 Group I 0000110797 164,743.42 01-May-2007 2 8.240% 4,250.40 Group I 0000120678 283,846.70 01-Mar-2007 4 7.070% 7,766.03 Group I 0000121312 137,698.77 01-Apr-2007 3 8.820% 4,772.66 Group I 0000121576 291,122.39 01-Apr-2007 3 7.485% 8,459.83 Group I 0000121915 115,843.36 01-May-2007 2 8.250% 2,991.37 Group I 0000122060 291,624.17 01-Mar-2007 4 8.130% 9,261.64 Group I 0000122122 375,817.32 01-May-2007 2 8.125% 9,550.26 Group I 0000122369 167,452.51 01-May-2007 2 8.210% 4,299.19 Group I 0000123184 384,000.00 01-Mar-2007 4 6.885% 10,216.00 Group I 0000123673 132,227.30 01-May-2007 2 8.370% 3,467.37 Group I 0000123821 151,958.81 01-Apr-2007 3 8.885% 5,308.09 Group I 0000123901 95,898.86 01-Mar-2007 4 7.310% 2,718.21 Group I 0000124548 269,762.90 01-Mar-2007 4 6.500% 6,735.05 Group I 0000124616 367,916.98 01-Mar-2007 4 8.300% 11,953.18 Group I 0000124999 314,999.48 01-Mar-2007 4 9.050% 11,208.32 Group I 0000126714 399,853.27 01-Mar-2007 4 7.010% 10,839.95 Group I 0000126721 259,336.07 01-May-2007 2 8.295% 6,731.79 Group I 0000126999 159,805.02 01-May-2007 2 7.820% 3,897.43 Group I 0000127012 137,974.50 01-Apr-2007 3 9.855% 5,377.45 Group I 0000127456 67,934.60 01-Mar-2007 4 9.625% 2,579.12 Group I 0000127468 232,000.00 01-Mar-2007 4 8.260% 7,501.30 Group I 0000127648 288,000.00 01-Apr-2007 3 6.990% 7,788.00 Group I 0000128778 92,619.18 09-Apr-2007 3 10.090% 3,698.93 Group I 0000128959 246,656.48 01-Apr-2007 3 7.840% 7,532.91 Group I 0000129084 155,494.15 01-Apr-2007 3 8.090% 4,910.88 Group I 0000129219 236,000.00 01-Apr-2007 3 7.420% 6,804.70 Group II 0000011929 462,166.38 01-Feb-2007 5 8.175% 14,739.18 Group II 0000017505 172,293.48 01-Apr-2007 3 8.730% 5,901.08 Group II 0000018178 181,798.11 01-May-2007 2 9.550% 5,482.67 Group II 0000018305 85,856.02 01-May-2007 2 10.275% 2,791.77 Group II 0000018610 88,837.73 01-Mar-2007 4 10.999% 3,881.87 Group II 0000018859 169,828.17 01-Jan-2007 6 9.390% 6,269.96 Group II 0000019174 101,883.74 01-Feb-2007 5 10.750% 4,344.45 Group II 0000019486 482,546.63 01-May-2007 2 7.729% 11,614.72 Group II 0000019604 408,810.12 01-Apr-2007 3 9.675% 15,612.75 Group II 0000020514 236,066.49 01-Mar-2007 4 10.500% 9,823.68 Group II 0000020541 256,278.09 01-Feb-2007 5 8.000% 7,999.21 Group II 0000020824 439,472.11 01-Mar-2007 4 7.875% 13,492.15 Group II 0000020879 364,367.82 01-Mar-2007 4 8.699% 12,438.57 Group II 0000039165 119,618.12 01-Apr-2007 3 8.590% 4,027.09 Group II 0000039225 107,718.81 10-Apr-2007 3 10.190% 4,347.19 Group II 0000039684 279,557.05 06-Mar-2007 4 8.390% 9,185.53 Group II 0000039941 134,034.89 01-Feb-2007 5 7.990% 4,171.29 Group II 0000040052 129,073.72 01-May-2007 2 9.070% 3,684.07 Group II 0000055073 139,463.22 01-Mar-2007 4 10.520% 5,815.08 Group II 0000059470 106,667.45 27-Apr-2007 3 7.820% 3,250.97 Group II 0000059480 63,728.40 28-Apr-2007 3 9.840% 2,478.85 Group II 0000103899 280,000.00 01-Feb-2007 5 5.275% 5,570.80 Group II 0000110005 459,646.19 01-May-2007 2 9.490% 13,763.40 Group II 0000110013 515,997.66 01-May-2007 2 7.350% 11,781.96 Group II 0000110267 71,837.24 05-Apr-2007 3 8.890% 2,509.86 Group II 0000110285 520,000.00 01-Mar-2007 4 7.840% 15,903.30 Group II 0000110395 319,200.00 01-May-2007 2 7.960% 7,937.44 Group II 0000110396 221,713.36 12-Apr-2007 3 7.840% 6,775.86 Group II 0000110573 223,391.50 12-Apr-2007 3 7.990% 6,966.83 Group II 0000110711 555,399.65 01-Apr-2007 3 8.240% 17,901.73 Group II 0000110766 351,200.00 01-May-2007 2 7.540% 8,241.52 Group II 0000119473 381,955.39 01-Apr-2007 3 9.920% 14,986.56 Group II 0000119784 251,664.14 01-Mar-2007 4 8.295% 8,167.11 Group II 0000120052 215,558.54 01-Apr-2007 3 9.375% 7,962.78 Group II 0000120466 287,832.70 01-Apr-2007 3 8.250% 9,292.38 Group II 0000120500 207,818.50 01-Mar-2007 4 7.970% 6,462.57 Group II 0000120648 155,893.71 01-Mar-2007 4 9.795% 6,034.46 Group II 0000120665 495,859.22 01-Apr-2007 3 9.510% 18,612.65 Group II 0000121086 518,196.11 01-May-2007 2 7.900% 12,768.50 Group II 0000121318 262,756.31 01-May-2007 2 8.125% 6,675.49 Group II 0000121516 436,683.30 01-Mar-2007 4 9.590% 16,530.10 Group II 0000121566 176,000.00 01-Apr-2007 3 7.975% 5,481.70 Group II 0000121735 223,817.50 01-Apr-2007 3 8.280% 7,253.71 Group II 0000122290 455,676.52 01-May-2007 2 7.875% 11,199.75 Group II 0000122425 397,343.70 01-Apr-2007 3 8.110% 12,581.96 Group II 0000122553 203,914.18 01-Apr-2007 3 8.500% 6,795.66 Group II 0000122639 511,886.12 01-Apr-2007 3 10.125% 20,526.42 Group II 0000123445 400,000.00 01-Mar-2007 4 7.335% 11,391.65 Group II 0000123494 239,949.86 01-Mar-2007 4 8.500% 7,995.75 Group II 0000123927 251,784.71 01-Apr-2007 3 6.610% 6,407.22 Group II 0000124198 427,891.32 01-Mar-2007 4 7.990% 13,348.59 Group II 0000124236 331,616.57 01-Mar-2007 4 8.750% 11,379.14 Group II 0000124651 415,839.04 01-Mar-2007 4 6.865% 11,021.88 Group II 0000125208 455,868.78 01-Mar-2007 4 7.660% 13,594.10 Group II 0000125377 335,782.41 01-Apr-2007 3 8.990% 11,873.04 Group II 0000125548 339,875.73 01-Mar-2007 4 9.535% 12,787.73 Group II 0000126386 615,765.55 01-Mar-2007 4 9.400% 22,821.31 Group II 0000126682 415,575.39 01-Apr-2007 3 7.635% 12,346.64 Group II 0000126824 310,528.93 01-Apr-2007 3 10.950% 13,517.63 Group II 0000127532 534,770.77 01-Mar-2007 4 8.775% 18,425.49 Group II 0000128560 97,770.01 26-Mar-2007 4 10.390% 4,025.22 Group II 0000128725 124,792.27 09-Apr-2007 3 10.140% 5,009.83 Group II 0000128889 239,692.23 07-Apr-2007 3 8.240% 7,724.03 Group II 0000129296 488,852.77 01-May-2007 2 8.240% 12,599.98 Group II 0000129431 440,000.00 01-Apr-2007 3 7.590% 12,998.35 Group II 0000129446 428,000.00 01-Apr-2007 3 7.790% 13,000.50 Group II 0000129458 685,200.00 01-Apr-2007 3 8.190% 21,954.95 Group II 0000129526 548,763.87 01-Apr-2007 3 8.990% 19,404.02 Group II 0000129552 168,677.00 01-Apr-2007 3 7.640% 5,010.80

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 81 ~~Oct~~Dec-06 0.000% Original Principal Balance 1387,~~628,400~~200.00 ~~Nov~~Jan-0607 0.000% Current Actual Balance 1387,~~623,007~~200.1600 ~~Dec~~Feb-0607 0.000% ~~Jan~~Mar-07 0.000% Current Bankruptcy Total ~~Feb~~Apr-07 0.000% Loans in Bankruptcy 1113 ~~Mar~~May-07 0.~~000~~033% Original Principal Balance 2,~~337~~546,~~300~~350.00 ~~Apr~~Jun-07 0.~~000~~067% Current Actual Balance 2,~~330~~537,~~502~~080.2821 ~~May~~Jul-07 0.~~033~~048% ~~Jun~~Aug-07 0.~~067~~120% ~~Jul~~Sep-07 0.~~048~~340% ~~Aug~~Oct-07 0.~~120~~338% ~~Sep~~Nov-07 0.~~340~~376% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~Oct~~Dec-06 0.000% Original Principal Balance ~~146,000~~0.00 ~~Nov~~Jan-0607 0.000% Current Actual Balance ~~145,830~~0.5500 ~~Dec~~Feb-0607 0.000% ~~Jan~~Mar-07 0.000% Current Bankruptcy Total ~~Feb~~Apr-07 0.000% Loans in Bankruptcy 15 ~~Mar~~May-07 0.~~000~~033% Original Principal Balance ~~146~~763,~~000~~450.00 ~~Apr~~Jun-07 0.~~000~~063% Current Actual Balance ~~145~~761,~~830~~639.5590 ~~May~~Jul-07 0.~~033~~029% ~~Jun~~Aug-07 0.~~063~~030% ~~Jul~~Sep-07 0.~~029~~152% ~~Aug~~Oct-07 0.~~030~~236% ~~Sep~~Nov-07 0.~~152~~202% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 ~~Oct~~Dec-06 0.000% Original Principal Balance ~~232~~387,~~000~~200.00 ~~Nov~~Jan-0607 0.000% Current Actual Balance ~~231~~387,~~838~~200.2600 ~~Dec~~Feb-0607 0.000% ~~Jan~~Mar-07 0.000% Current Bankruptcy Total ~~Feb~~Apr-07 0.000% Loans in Bankruptcy 3 ~~Mar~~May-07 0.~~000~~033% Original Principal Balance ~~847~~734,~~000~~200.00 ~~Apr~~Jun-07 0.~~000~~074% Current Actual Balance ~~845~~732,~~578~~806.2804 ~~May~~Jul-07 0.~~033~~075% ~~Jun~~Aug-07 0.~~074~~259% ~~Jul~~Sep-07 0.~~075~~628% ~~Aug~~Oct-07 0.~~259~~493% ~~Sep~~Nov-07 0.~~628~~639% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I ~~0000017762~~0000039649 ~~Sep~~Oct-2007 01-Nov-2006 TNVA ~~100~~65.0035 ~~146~~232,000.00 Group I 0000040257 Sep-2007 16-Nov-2006 FL 62.34 240,000.00 Group I 0000110122 Sep-2007 01-Jan-2007 MS 80.00 59,200.00 Group I 0000121647 Oct-2007 01-Jan-2007 NC 85.00 106,250.00 Group I 0000128703 Sep-2007 01-Mar-2007 TN 80.00 116,800.00 Group I 0000129390 Sep-2007 01-Apr-2007 TN 90.00 68,400.00 Group II 0000000633 ~~Sep~~Nov-2007 01-Jul-2006 OH 100.00 93,900.00 Group II 0000017860 Oct-2007 01-Nov-2006 OH 90.00 129,600.00 Group II 0000020813 Sep-2007 01-Sep-2006 OH 100.00 115,000.00 Group II ~~0000047762~~0000039616 ~~Jun~~Nov-2007 01-~~May~~Nov-2006 MICA ~~100~~80.00 ~~115~~387,~~000~~200.00 Group II ~~0000121405~~0000047762 ~~Sep~~Jun-2007 01-~~Jan~~May-~~2007~~2006 WAMI 80100.00 ~~232~~115,000.00 Group II ~~0000127097~~0000121405 ~~Aug~~Sep-2007 01-~~Feb~~Jan-2007 CAWA 80.00 ~~500~~232,000.00 Group II 0000128942 Sep-2007 01-Mar-2007 WI 81.38 651,000.00

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 Group I ~~0000017762~~0000039649 ~~145~~231,~~830~~209.5561 01-~~Feb~~Mar-2007 56 7.990% 410,~~545~~073.6937 Group I 0000040257 239,~~382~~291.2284 16-~~May~~Jun-2007 23 7.190% 56,~~337~~667.2271 Group I 0000110122 58,984.18 01-Jul-2007 02 9.340% ~~868~~1,736.8066 Group I 0000121647 106,175.98 01-May-2007 4 10.470% 5,290.96 Group I 0000128703 116,632.92 01-Apr-2007 35 7.700% 34,~~493~~887.8882 Group I 0000129390 68,329.55 01-May-2007 24 9.300% 23,002.7553 Group II 0000000633 93,~~755~~730.1045 01-~~Sep~~Nov-2007 (1) 10.250% 761.9161 Group II 0000017860 128,994.07 01-Sep-2007 0 10.390% 2,125.77 Group II 0000020813 114,~~462~~392.3490 01-~~Apr~~May-2007 34 8.799% 34,~~953~~739.1940 Group II ~~0000047762~~0000039616 ~~113~~387,~~948~~200.6000 01-~~Sep~~Aug-2007 (1) 97.~~375~~420% ~~843~~6,698.2358 Group II ~~0000121405~~0000047762 ~~231~~113,~~838~~815.2651 01-~~Jul~~Nov-2007 0(1) 89.~~670~~375% ~~3,156~~842.7026 Group II ~~0000127097~~0000121405 ~~499~~231,~~791~~790.4253 01-~~Mar~~Sep-2007 40 68.~~660~~670% 123,~~819~~156.8305 Group II 0000128942 ~~647~~646,~~547~~532.1467 01-~~Sep~~Nov-2007 (1) 7.490% 3,~~774~~769.8902

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.015% 3 Month Average 1.013% 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. Dec-2006 NoN/A ~~Realized~~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 0.044% N/A Oct-2007 3.038% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss ~~Information~~Severity toCurrent Month 0.000% Current Month 27.651% 3 Month Average 0.175% 3 Month Average 18.434% 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. 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 0.000% N/A Oct-2007 0.524% N/A Oct-2007 27.651% N/A Nov-2007 0.000% N/A Nov-2007 27.651% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.024% 3 Month Average 1.686% 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. Dec-2006 NoN/A ~~Realized~~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 0.072% N/A Oct-2007 5.058% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss ~~Information~~Severity toCurrent Month 0.000% Current Month 45.540% 3 Month Average 0.288% 3 Month Average 30.360% 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. 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 0.865% N/A Oct-2007 45.540% N/A Nov-2007 0.000% N/A Nov-2007 45.540% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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. Dec-2006 NoN/A ~~Realized~~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 0.000% N/A Oct-2007 0.000% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss ~~Information~~Severity toCurrent Month 0.000% Current Month 16.181% 3 Month Average 0.000% 3 Month Average 10.788% 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. 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 0.000% N/A Oct-2007 16.181% N/A Nov-2007 0.000% N/A Nov-2007 16.181% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 2025 3,~~653~~701,~~875~~835.00 3,~~637~~677,~~095~~990.9207 10 ~~200,000~~0.00 ~~199,565~~0.4700 Group II 76 2901,~~028,100~~052.00 2897,~~022,153~~030.0694 0 0.00 0.00 Total 2731 54,~~681~~602,~~975~~887.00 54,~~659~~575,~~248~~021.9801 10 ~~200,000~~0.00 ~~199,565~~0.4700

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 0 0.00 0.00 ~~14,966~~73.7059 Group II 0 0.00 0.00 0 0.00 0.00 611,~~446~~497.0516 Total 0 0.00 0.00 0 0.00 0.00 2111,~~412~~570.75

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0000017451~~0000038817 FLMA 9080.00 2111-~~Dec~~Nov-2006 ~~124~~72,~~200~~000.00 ~~122~~71,~~961~~496.8796 Group I ~~0000038794~~0000038939 NYTN 8690.5100 2010-~~Oct~~Nov-2006 ~~186~~144,000.00 ~~184~~142,~~148~~962.4273 Group I ~~0000038807~~0000039308 ILOH 7480.4200 1617-Nov-2006 ~~128~~101,~~000~~680.00 ~~127~~101,~~494~~142.1645 Group I ~~0000038932~~0000039561 VAMA 8590.00 1116-Nov-2006 ~~214~~183,~~625~~600.00 ~~212~~182,~~551~~264.3511 Group I ~~0000039552~~0000039696 MAMD 9078.00 1624-Nov-2006 ~~207~~152,~~000~~100.00 ~~205~~150,~~844~~993.5839 Group I ~~0000039599~~0000040226 VAGA 6587.0010 01-~~Nov~~Dec-2006 ~~137~~202,~~800~~495.00 ~~137~~200,~~022~~800.6003 Group I ~~0000039824~~0000110110 ALSC 7469.9826 0127-~~Nov~~Dec-2006 8997,~~900~~000.00 8996,~~184~~416.6470 Group I ~~0000039847~~0000110152 AZNC 7580.00 0121-~~Oct~~Dec-2006 ~~221~~80,~~250~~000.00 ~~220~~79,~~707~~417.1688 Group I ~~0000040106~~0000110160 NJNC 6690.1500 0128-Dec-2006 ~~129~~144,000.00 ~~128~~143,~~100~~088.7958 Group I ~~0000110016~~0000110171 NCSC 7980.9500 2001-~~Dec~~Jan-~~2006~~2007 ~~238~~78,~~000~~320.00 ~~237~~77,~~498~~801.4965 Group I ~~0000110032~~0000110206 VA 9080.00 05-Jan-2007 ~~114~~133,~~300~~600.00 ~~113~~131,~~878~~461.1292 Group I ~~0000110062~~0000110220 NCVA 7074.0009 2719-~~Dec~~Jan-~~2006~~2007 ~~245~~204,~~000~~500.00 ~~243~~202,~~146~~728.2142 Group I ~~0000110382~~0000110761 FLNJ 7270.7300 1101-Jan-2007 ~~200~~367,~~000~~500.00 ~~199~~365,~~501~~631.7723 Group I ~~0000110645~~0000110793 AZNJ 80.00 01-Jan-2007 ~~204~~300,000.00 ~~203~~294,~~403~~517.1927 Group I ~~0000128576~~0000113249 NYVA 81.43 11-Nov-2006 114,000.00 113,217.80 Group I 0000114748 NC 85.00 0818-~~Mar~~Feb-2007 ~~220~~93,~~400~~500.00 ~~219~~93,~~126~~049.3708 Group I ~~0000128739~~0000120734 TNNY ~~67.~~90.00 1201-~~Mar~~Jan-2007 ~~114~~139,~~750~~500.00 ~~114~~138,~~521~~624.2730 Group I ~~0000128970~~0000126409 KSIL ~~100~~85.00 01-~~Apr~~Feb-2007 ~~174~~109,~~100~~650.00 ~~173~~109,~~461~~076.0841 Group I ~~0000128986~~0000128585 MOVA 80.00 05-Feb-2007 57,040.00 56,725.75 Group I 0000128969 IL 95.00 01-Apr-2007 78133,~~800~~000.00 78132,~~534~~574.9291 Group I ~~0000129076~~0000129024 MEIL 7790.4100 0914-Mar-2007 ~~370~~243,000.00 ~~368~~242,~~460~~588.8146 Group I ~~0000129209~~0000129026 WAIL 9080.00 01-Apr-2007 ~~346~~92,~~500~~000.00 ~~344~~91,~~750~~527.4484 Group I ~~0000129507~~0000129043 NJWI 7580.00 01-~~Feb~~Apr-2007 ~~110~~114,~~250~~400.00 ~~110~~113,~~018~~877.8147 Group III ~~0000039598~~0000129413 CAIA 7084.29 01-Apr-2007 65,750.00 65,415.93 Group I 0000129424 CA 76.49 01-~~Dec~~Mar-~~2006~~2007 ~~422~~279,~~100~~200.00 ~~420~~278,~~832~~415.2706 Group II ~~0000039690~~0000038784 MDGA 5844.5583 0125-~~Dec~~Oct-2006 ~~243~~130,000.00 ~~241~~128,~~195~~781.3956 Group II ~~0000039694~~0000039495 MDWI 4990.3800 01-Dec-2006 ~~158~~220,~~000~~500.00 ~~157~~219,~~479~~989.1887 Group II ~~0000110729~~0000040144 CANJ 5942.3300 01-~~Jan~~Dec-~~2007~~2006 ~~178~~210,000.00 ~~176~~208,~~682~~052.9473 Group II ~~0000113285~~0000123562 VAVT 5920.3600 01-~~Dec~~Jan-~~2006~~2007 ~~111~~37,~~000~~580.00 ~~110~~37,~~799~~455.7564 Group II ~~0000127057~~0000123563 VAVT 80.00 01-~~Feb~~Jan-2007 ~~468~~150,~~000~~320.00 ~~467~~150,~~650~~140.9370 Group II ~~0000129563~~0000124871 CAIL 6880.9200 01-~~Mar~~Jan-2007 ~~448~~152,~~000~~652.00 ~~446~~152,~~763~~238.6747

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0000017451~~0000038817 Loan Paid in Full 0 8.~~940~~890% 360 812 Group I ~~0000038794~~0000038939 Loan Paid in Full (2) 68.~~640~~740% 360 1012 Group I ~~0000038807~~0000039308 Loan Paid in Full 0 10.~~740~~240% 360 1011 Group I ~~0000038932~~0000039561 Loan Paid in Full 0 8.690% 360 12 Group I 0000039696 Loan Paid in Full 0 8.690% 360 11 Group I 0000040226 Loan Paid in Full (1) 67.~~490~~990% 360 1011 Group I ~~0000039552~~0000110110 Loan Paid in Full 0 9.~~060~~180% 360 10 Group I ~~0000039599~~0000110152 Loan Paid in Full ~~(1)~~0 98.~~490~~240% 360 10 Group I ~~0000039824~~0000110160 Loan Paid in Full ~~(1)~~0 78.~~790~~930% 360 10 Group I ~~0000039847~~0000110171 Loan Paid in Full 0 98.~~400~~710% 360 1110 Group I ~~0000040106~~0000110206 Loan Paid in Full (1) 76.~~960~~690% 360 910 Group I ~~0000110016~~0000110220 Loan Paid in Full 01 86.~~790~~850% 360 89 Group I ~~0000110032~~0000110761 Loan Paid in Full 0 9.~~940~~990% 360 810 Group I ~~0000110062~~0000110793 Loan Paid in Full 0 67.~~990~~875% 360 810 Group I ~~0000110382~~0000113249 ~~Repurchase~~Loan Paid in Full 0 79.~~790~~040% 360 812 Group I ~~0000110645~~0000114748 Loan Paid in Full 0 79.~~650~~240% 360 8 Group I ~~0000128576~~0000120734 Loan Paid in Full ~~(1)~~0 68.~~240~~970% 360 610 Group I ~~0000128739~~0000126409 Loan Paid in Full 0 79.~~540~~375% 360 69 Group I ~~0000128970~~0000128585 Loan Paid in Full ~~(1)~~0 8.~~540~~590% 360 59 Group I ~~0000128986~~0000128969 Loan Paid in Full 0 10.~~090~~620% 360 57 Group I ~~0000129076~~0000129024 Loan Paid in Full ~~(1)~~0 79.~~920~~120% 360 68 Group I ~~0000129209~~0000129026 Loan Paid in Full ~~(1)~~0 68.~~940~~340% 360 57 Group I ~~0000129507~~0000129043 Loan Paid in Full 0 8.980% 360 7 Group I 0000129413 Loan Paid in Full 0 8.390% 360 7 Group III ~~0000039598~~0000129424 Loan Paid in Full (1) 7.~~940~~790% 360 98 Group II ~~0000039690~~0000038784 Loan Paid in Full 0 7.~~640~~840% 360 912 Group II ~~0000039694~~0000039495 Loan Paid in Full ~~(1)~~0 79.~~630~~490% 360 911 Group II ~~0000110729~~0000040144 Loan Paid in Full 0 7.~~640~~470% 360 811 Group II ~~0000113285~~0000123562 Loan Paid in Full 0 1012.~~020~~000% 360 910 Group II ~~0000127057~~0000123563 Loan Paid in Full 30 8.~~850~~485% 360 710 Group II ~~0000129563~~0000124871 Loan Paid in Full (1) 69.~~940~~210% 360 610

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 98 1,~~730~~063,~~813~~678.8745 5525,~~928~~747.4148 0.00 Group II 42 ~~866~~348,~~132~~913.9624 284,~~877~~045.3220 0.00 Total 1310 21,~~596~~412,~~946~~591.8369 8429,~~805~~792.7368 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Group I ~~0000017451~~0000038939 0811/0114/2007 ~~123~~143,~~039~~052.2266 67,~~210~~200.00 0.00 Group I ~~0000038932~~0000039308 0911/0607/2007 ~~212~~101,~~755~~189.8737 45,~~251~~084.00 0.00 Group I ~~0000039599~~0000040226 0911/1312/2007 ~~137~~200,~~096~~946.0949 2,~~741~~024.0095 0.00 Group I ~~0000110016~~0000110206 0810/2224/2007 ~~237~~131,~~555~~589.8552 42,~~751~~629.1224 0.00 Group I ~~0000110032~~0000110220 0910/0723/2007 ~~113~~202,~~932~~910.3915 24,~~279~~065.7241 0.00 Group I ~~0000110062~~0000113249 0811/3006/2007 ~~243~~113,~~357~~284.0195 2,~~433~~264.5735 0.00 Group I ~~0000110645~~0000128585 ~~08/30/2007 203,471.20~~ 10~~,200.00 0.00 Group I 0000128739 08~~/2023/2007 ~~114~~56,~~559~~761.9967 51,~~737~~135.0023 0.00 Group I ~~0000129209~~0000129043 0911/05/2007 ~~345~~113,~~046~~943.2564 171,~~325~~344.0030 0.00 Group II ~~0000039598~~0000038784 0810/2124/2007 ~~420~~128,~~962~~878.8399 131,~~360~~300.00 0.00 Group II ~~0000039694~~0000039495 ~~09/~~11/~~2007 157,532.51 7,900.00 0.00 Group II 0000110729 08~~06/~~10/~~2007 ~~176~~220,~~818~~034.9125 ~~5,401.32 0.00 Group II 0000113285 08/16/2007 110,818.71~~ 2,~~216~~745.0020 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~851~~675% Current Month 97.~~743~~806% Current Month ~~638~~405.~~251~~427% 3 Month Average 0.~~951~~770% 3 Month Average 108.~~796~~858% 3 Month Average ~~846~~522.~~881~~236% 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. ~~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 5.297% N/A May-2007 728.724% N/A Jun-2007 10.120% N/A Jun-2007 1,093.274% N/A Jul-2007 14.671% N/A Jul-2007 1,301.339% N/A Aug-2007 7.975% N/A Aug-2007 601.053% N/A Sep-2007 9.743% N/A Sep-2007 638.251% N/A Oct-2007 9.026% N/A Oct-2007 523.030% N/A Nov-2007 7.806% N/A Nov-2007 405.427% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 0.~~920~~898% Current Month 10.~~502~~254% Current Month ~~694~~536.~~429~~639% 3 Month Average 0.~~920~~963% 3 Month Average 10.~~441~~955% 3 Month Average ~~825~~646.~~291~~284% 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. ~~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 6.177% N/A May-2007 864.741% N/A Jun-2007 12.531% N/A Jun-2007 1,372.347% N/A Jul-2007 14.381% N/A Jul-2007 1,290.982% N/A Aug-2007 6.439% N/A Aug-2007 490.461% N/A Sep-2007 10.502% N/A Sep-2007 694.429% N/A Oct-2007 12.110% N/A Oct-2007 707.785% N/A Nov-2007 10.254% N/A Nov-2007 536.639% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 0.~~744~~337% Current Month 83.~~567~~969% Current Month ~~553~~203.~~366~~806% 3 Month Average 10.~~000~~477% 3 Month Average 115.~~319~~550% 3 Month Average ~~877~~330.~~399~~816% 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. ~~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 3.928% N/A May-2007 526.343% N/A Jun-2007 6.298% N/A Jun-2007 666.460% N/A Jul-2007 15.112% N/A Jul-2007 1,316.525% N/A Aug-2007 10.278% N/A Aug-2007 762.307% N/A Sep-2007 8.567% N/A Sep-2007 553.366% N/A Oct-2007 4.113% N/A Oct-2007 235.277% N/A Nov-2007 3.969% N/A Nov-2007 203.806% 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))

Repurchases Due to Other Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment ~~0000110382~~No ~~199,565.47~~Repurchases ~~199,501.77~~Due ~~7.790%~~to ~~1,359.21~~Other ~~Totals~~this ~~199,565.47 199,501.77~~Period

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.250 0 0.00 0.000 0 0.00 0.000 5.250 5.749 22 5,~~526~~521,~~026~~590.3766 0.~~807~~819 13 3,~~473~~470,~~366~~411.8530 0.~~838~~855 5.750 6.249 67 18,~~791~~779,~~515~~757.2707 2.~~743~~784 41 10,~~668~~661,~~926~~780.2390 2.~~575~~627 6.250 6.749 ~~226~~222 5857,~~729~~858,~~515~~249.4462 8.~~573~~578 ~~142~~140 31,~~802~~436,~~913~~695.8488 7.~~675~~745 6.750 7.249 ~~427~~425 9796,~~375~~766,~~664~~215.5251 14.~~214~~346 ~~297~~296 6160,~~244~~970,~~541~~656.8007 1415.~~780~~021 7.250 7.749 ~~529~~525 ~~122~~121,~~561~~513,~~697~~848.5909 1718.~~891~~015 ~~357~~355 73,~~633~~075,~~236~~135.2421 1718.~~769~~004 7.750 8.249 ~~574~~566 ~~127~~126,~~727~~099,~~491~~954.9044 18.~~645~~695 ~~381~~374 7372,~~656~~111,~~284~~722.4073 17.~~775~~766 8.250 8.749 ~~532~~519 ~~105~~103,~~901~~781,~~802~~762.0088 15.~~459~~386 ~~373~~361 6462,~~481~~539,~~709~~599.9858 15.~~561~~408 8.750 9.249 ~~377~~361 6765,~~542~~256,~~825~~957.4669 9.~~859~~675 ~~278~~263 4644,~~313~~198,~~607~~627.7223 1110.~~177~~889 9.250 9.749 ~~232~~229 38,~~942~~513,~~668~~707.8345 5.~~685~~710 ~~156~~154 2322,~~048~~851,~~482~~264.4411 5.~~562~~630 9.750 10.249 ~~142~~135 2019,~~680~~505,~~287~~809.7824 32.~~019~~892 ~~105~~98 1412,~~047~~878,~~646~~456.6710 3.~~390~~173 10.250 10.749 6866 8,~~836~~522,~~023~~158.4794 1.~~290~~263 5149 65,~~088~~776,~~682~~815.5128 1.~~469~~423 10.750 11.249 51 4,~~684~~681,~~169~~517.5016 0.~~684~~694 28 2,~~193~~191,~~052~~541.9741 0.~~529~~540 11.250 11.749 42 3,~~114~~112,~~123~~384.7864 0.~~455~~461 18 1,~~131~~130,~~110~~353.4194 0.~~273~~278 11.750 12.249 3231 1,~~544~~506,~~727~~332.2341 0.~~225~~223 24 1,~~174~~173,~~615~~920.8565 0.~~283~~289 12.250 12.749 50 2,~~143~~142,~~389~~813.0045 0.~~313~~318 26 1,056,~~682~~692.9719 0.~~255~~260 12.750 13.249 19 928,~~540~~227.4983 0.~~136~~138 8 337,~~833~~689.2566 0.~~082~~083 13.250 13.749 1 29,~~551~~538.0713 0.004 1 29,~~551~~538.0713 0.007 >= 13.750 0 0.00 0.000 0 0.00 0.000 Total 3,~~391~~331 ~~685~~674,~~060~~520,~~019~~825.7021 100.000 2,~~299~~249 ~~414~~405,~~382~~890,~~245~~900.2037 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.250 0 0.00 0.000 5.250 5.749 9 2,~~052~~051,~~659~~179.5236 0.~~758~~764 5.750 6.249 26 8,~~122~~117,~~589~~976.0417 3.~~001~~022 6.250 6.749 8482 26,~~926~~421,~~601~~553.6074 9.~~948~~836 6.750 7.249 ~~130~~129 3635,~~131~~795,~~122~~559.7244 13.~~348~~325 7.250 7.749 ~~172~~170 48,~~928~~438,~~461~~712.3588 18.~~076~~032 7.750 8.249 ~~193~~192 5453,~~071~~988,~~207~~231.5071 1920.~~976~~098 8.250 8.749 ~~159~~158 41,~~420~~242,~~092~~163.0230 15.~~302~~353 8.750 9.249 9998 21,~~229~~058,~~217~~330.7446 7.~~843~~839 9.250 9.749 7675 15,~~894~~662,~~186~~443.3934 5.~~872~~830 9.750 10.249 37 6,~~632~~627,~~641~~353.1114 2.~~450~~467 10.250 10.749 17 2,~~747~~745,~~340~~343.9666 1.~~015~~022 10.750 11.249 23 2,~~491~~489,~~116~~975.5375 0.~~920~~927 11.250 11.749 24 1,~~983~~982,~~013~~030.3770 0.~~733~~738 11.750 12.249 87 ~~370~~332,~~111~~411.3876 0.~~137~~124 12.250 12.749 24 1,086,~~706~~121.0326 0.~~401~~404 12.750 13.249 11 590,~~707~~538.2417 0.~~218~~220 13.250 13.749 0 0.00 0.000 >= 13.750 0 0.00 0.000 Total 1,~~092~~082 ~~270~~268,~~677~~629,~~774~~924.5084 100.000

Filing Compare · HASCO Trust 2007-HE2