10-D 1 nix07he2_10d-200712.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: November 27, 2007 to December 26, 2007 Commission File Number of issuing entity: 333-130694-26 Natixis Real Estate Capital Trust 2007-HE2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130694 Morgan Stanley ABS Capital I Inc. (Exact name of depositor as specified in its charter) Natixis Real Estate Capital Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199373 54-2199374 54-2199375 54-2199376 54-2199377 54-2199378 54-6744162 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ B-4 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________ R-X _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On December 26, 2007 a distribution was made to holders of Natixis Real Estate Capital Trust 2007-HE2. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Natixis Real Estate Capital Trust 2007-HE2, relating to the December 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. Natixis Real Estate Capital Trust 2007-HE2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: January 3, 2008 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Natixis Real Estate Capital Trust 2007-HE2, relating to the December 26, 2007 distribution. EX-99.1 Natixis Real Estate Capital Trust Mortgage Pass-Through Certificates Distribution Date: 12/26/2007 Natixis Real Estate Capital Trust Mortgage Pass-Through Certificates Series 2007-HE2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 638728AA3 1012/24/2007 54.~~26125~~91875% ~~326~~317,~~951~~292,~~547~~082.0980 1,~~433~~300,~~478~~567.1903 A-2 638728AB1 1012/24/2007 5.~~38125~~03875% 111,250,000.00 ~~498~~467,~~886~~134.7211 A-3 638728AC9 1012/24/2007 5.~~43125~~08875% 147,145,000.00 ~~665~~623,~~984~~986.4077 A-4 638728AD7 1012/24/2007 5.~~53125~~18875% 90,645,000.00 ~~417~~391,~~816~~945.8020 M-1 638728AE5 1012/24/2007 5.~~63125~~28875% 32,940,000.00 ~~154~~145,~~577~~176.8119 M-2 638728AF2 1012/24/2007 5.~~68125~~33875% 30,653,000.00 ~~145~~136,~~122~~373.8092 M-3 638728AG0 1012/24/2007 5.~~81125~~46875% 18,300,000.00 8883,~~621~~398.5644 M-4 638728AH8 1012/24/2007 6.~~58125~~23875% 16,013,000.00 8783,~~821~~250.3092 M-5 638728AJ4 1012/24/2007 76.~~08125~~73875% 15,555,000.00 9187,~~790~~351.7005 M-6 638728AK1 1012/24/2007 7.~~38125~~03875% 14,640,000.00 9085,~~051~~872.2575 B-1 638728AL9 1012/24/2007 7.~~38125~~03875% 13,725,000.00 8480,~~423~~505.0570 B-2 638728AM7 1012/24/2007 7.~~38125~~03875% 11,895,000.00 7369,~~166~~771.6461 B-3 638728AN5 1012/24/2007 7.~~38125~~03875% 10,980,000.00 6764,~~538~~404.4456 B-4 638728AP0 0911/2830/2007 7.~~38125~~03875% 9,150,000.00 5653,~~282~~670.0347 X NIX07HE2X 0911/2830/2007 0.00000% 28,365,000.00 1,~~364~~073,~~757~~925.2809 P NIX07HE2P 0911/2830/2007 0.00000% 0.00 6040,~~409~~067.7203 R NIX07HE2R 0911/2830/2007 0.00000% 0.00 0.00 R-X NIX07HE2RX 0911/2830/2007 0.00000% 0.00 0.00 Totals ~~878~~868,~~207~~548,~~547~~082.0980 54,~~380~~787,~~728~~400.6984

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 54,~~529~~712,~~493~~684.2351 0.00 ~~321~~312,~~422~~579,~~053~~398.8629 6,~~962~~013,~~971~~251.4254 0.00 A-2 0.00 0.00 111,250,000.00 ~~498~~467,~~886~~134.7211 0.00 A-3 0.00 0.00 147,145,000.00 ~~665~~623,~~984~~986.4077 0.00 A-4 0.00 0.00 90,645,000.00 ~~417~~391,~~816~~945.8020 0.00 M-1 0.00 0.00 32,940,000.00 ~~154~~145,~~577~~176.8119 0.00 M-2 0.00 0.00 30,653,000.00 ~~145~~136,~~122~~373.8092 0.00 M-3 0.00 0.00 18,300,000.00 8883,~~621~~398.5644 0.00 M-4 0.00 0.00 16,013,000.00 8783,~~821~~250.3092 0.00 M-5 0.00 0.00 15,555,000.00 9187,~~790~~351.7005 0.00 M-6 0.00 0.00 14,640,000.00 9085,~~051~~872.2575 0.00 B-1 0.00 0.00 13,725,000.00 8480,~~423~~505.0570 0.00 B-2 0.00 0.00 11,895,000.00 7369,~~166~~771.6461 0.00 B-3 0.00 0.00 10,980,000.00 6764,~~538~~404.4456 0.00 B-4 0.00 0.00 9,150,000.00 5653,~~282~~670.0347 0.00 X 0.00 0.00 28,365,000.00 1,~~364~~073,~~757~~925.2809 0.00 P 0.00 0.00 0.00 6040,~~409~~067.7203 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 54,~~529~~712,~~493~~684.2351 0.00 ~~872~~863,~~678~~835,~~053~~398.8629 109,~~910~~500,~~221~~085.9235 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 363,740,000.00 ~~326~~317,~~951~~292,~~547~~082.0980 0.00 54,~~529~~712,~~493~~684.2351 0.00 A-2 111,250,000.00 111,250,000.00 0.00 0.00 0.00 A-3 147,145,000.00 147,145,000.00 0.00 0.00 0.00 A-4 90,645,000.00 90,645,000.00 0.00 0.00 0.00 M-1 32,940,000.00 32,940,000.00 0.00 0.00 0.00 M-2 30,653,000.00 30,653,000.00 0.00 0.00 0.00 M-3 18,300,000.00 18,300,000.00 0.00 0.00 0.00 M-4 16,013,000.00 16,013,000.00 0.00 0.00 0.00 M-5 15,555,000.00 15,555,000.00 0.00 0.00 0.00 M-6 14,640,000.00 14,640,000.00 0.00 0.00 0.00 B-1 13,725,000.00 13,725,000.00 0.00 0.00 0.00 B-2 11,895,000.00 11,895,000.00 0.00 0.00 0.00 B-3 10,980,000.00 10,980,000.00 0.00 0.00 0.00 B-4 9,150,000.00 9,150,000.00 0.00 0.00 0.00 X 28,369,000.01 28,365,000.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 915,000,000.01 ~~878~~868,~~207~~548,~~547~~082.0980 0.00 54,~~529~~712,~~493~~684.2351 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00 54,~~529~~712,~~493~~684.2351 ~~321~~312,~~422~~579,~~053~~398.8629 0.~~88365881~~85934843 54,~~529~~712,~~493~~684.2351 A-2 0.00 0.00 111,250,000.00 1.00000000 0.00 A-3 0.00 0.00 147,145,000.00 1.00000000 0.00 A-4 0.00 0.00 90,645,000.00 1.00000000 0.00 M-1 0.00 0.00 32,940,000.00 1.00000000 0.00 M-2 0.00 0.00 30,653,000.00 1.00000000 0.00 M-3 0.00 0.00 18,300,000.00 1.00000000 0.00 M-4 0.00 0.00 16,013,000.00 1.00000000 0.00 M-5 0.00 0.00 15,555,000.00 1.00000000 0.00 M-6 0.00 0.00 14,640,000.00 1.00000000 0.00 B-1 0.00 0.00 13,725,000.00 1.00000000 0.00 B-2 0.00 0.00 11,895,000.00 1.00000000 0.00 B-3 0.00 0.00 10,980,000.00 1.00000000 0.00 B-4 0.00 0.00 9,150,000.00 1.00000000 0.00 X 0.00 0.00 28,365,000.00 0.99985900 0.00 P 0.00 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 R-X 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 54,~~529~~712,~~493~~684.2351 ~~872~~863,~~678~~835,~~053~~398.8629 0.~~95374651~~94408240 54,~~529~~712,~~493~~684.2351 NOTE: Accretion amount also includes Net Negative Amortization, if applicable.

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 363,740,000.00 ~~898~~872.~~86057923~~30462088 0.00000000 1512.~~20177388~~95618989 0.00000000 A-2 111,250,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3 147,145,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 90,645,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 32,940,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 30,653,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 18,300,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 16,013,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 15,555,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 14,640,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 13,725,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 11,895,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 10,980,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-4 9,150,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 28,369,000.01 999.85900067 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 1512.~~20177388~~95618989 ~~883~~859.~~65880536~~34843099 0.~~88365881~~85934843 1512.~~20177388~~95618989 A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.85900067 0.99985900 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: Accretion amount also includes Net Negative Amortization, if applicable. NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0911/2526/07 - 1012/2425/07 30 54.~~26125~~91875% ~~326~~317,~~951~~292,~~547~~082.0980 1,~~433~~300,~~478~~567.1903 0.00 A-2 0911/2526/07 - 1012/2425/07 30 5.~~38125~~03875% 111,250,000.00 ~~498~~467,~~886~~134.7211 0.00 A-3 0911/2526/07 - 1012/2425/07 30 5.~~43125~~08875% 147,145,000.00 ~~665~~623,~~984~~986.4077 0.00 A-4 0911/2526/07 - 1012/2425/07 30 5.~~53125~~18875% 90,645,000.00 ~~417~~391,~~816~~945.8020 0.00 M-1 0911/2526/07 - 1012/2425/07 30 5.~~63125~~28875% 32,940,000.00 ~~154~~145,~~577~~176.8119 0.00 M-2 0911/2526/07 - 1012/2425/07 30 5.~~68125~~33875% 30,653,000.00 ~~145~~136,~~122~~373.8092 0.00 M-3 0911/2526/07 - 1012/2425/07 30 5.~~81125~~46875% 18,300,000.00 8883,~~621~~398.5644 0.00 M-4 0911/2526/07 - 1012/2425/07 30 6.~~58125~~23875% 16,013,000.00 8783,~~821~~250.3092 0.00 M-5 0911/2526/07 - 1012/2425/07 30 76.~~08125~~73875% 15,555,000.00 9187,~~790~~351.7005 0.00 M-6 0911/2526/07 - 1012/2425/07 30 7.~~38125~~03875% 14,640,000.00 9085,~~051~~872.2575 0.00 B-1 0911/2526/07 - 1012/2425/07 30 7.~~38125~~03875% 13,725,000.00 8480,~~423~~505.0570 0.00 B-2 0911/2526/07 - 1012/2425/07 30 7.~~38125~~03875% 11,895,000.00 7369,~~166~~771.6461 0.00 B-3 0911/2526/07 - 1012/2425/07 30 7.~~38125~~03875% 10,980,000.00 6764,~~538~~404.4456 0.00 B-4 0911/2526/07 - 1012/2425/07 30 7.~~38125~~03875% 9,150,000.00 5653,~~282~~670.0347 0.00 X N/A N/A 0.00000% 28,365,000.00 0.00 0.00 P N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 R-X N/A N/A 0.00000% 0.00 0.00 0.00 Totals 3,~~955~~673,~~561~~408.6972 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 1,~~433~~300,~~478~~567.1903 0.00 ~~321~~312,~~422~~579,~~053~~398.8629 A-2 0.00 0.00 ~~498~~467,~~886~~134.7211 0.00 111,250,000.00 A-3 0.00 0.00 ~~665~~623,~~984~~986.4077 0.00 147,145,000.00 A-4 0.00 0.00 ~~417~~391,~~816~~945.8020 0.00 90,645,000.00 M-1 0.00 0.00 ~~154~~145,~~577~~176.8119 0.00 32,940,000.00 M-2 0.00 0.00 ~~145~~136,~~122~~373.8092 0.00 30,653,000.00 M-3 0.00 0.00 8883,~~621~~398.5644 0.00 18,300,000.00 M-4 0.00 0.00 8783,~~821~~250.3092 0.00 16,013,000.00 M-5 0.00 0.00 9187,~~790~~351.7005 0.00 15,555,000.00 M-6 0.00 0.00 9085,~~051~~872.2575 0.00 14,640,000.00 B-1 0.00 0.00 8480,~~423~~505.0570 0.00 13,725,000.00 B-2 0.00 0.00 7369,~~166~~771.6461 0.00 11,895,000.00 B-3 0.00 0.00 6764,~~538~~404.4456 0.00 10,980,000.00 B-4 0.00 0.00 5653,~~282~~670.0347 0.00 9,150,000.00 X 0.00 0.00 1,~~364~~073,~~757~~925.2809 0.00 28,365,000.00 P 0.00 0.00 6040,~~409~~067.7203 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 R-X 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 54,~~380~~787,~~728~~400.6984 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 363,740,000.00 54.~~26125~~91875% ~~898~~872.~~86057923~~30462088 3.~~94094185~~57554030 0.00000000 A-2 111,250,000.00 5.~~38125~~03875% 1000.00000000 4.~~48437501~~19895829 0.00000000 A-3 147,145,000.00 5.~~43125~~08875% 1000.00000000 4.~~52604166~~24062503 0.00000000 A-4 90,645,000.00 5.~~53125~~18875% 1000.00000000 4.~~60937503~~32395830 0.00000000 M-1 32,940,000.00 5.~~63125~~28875% 1000.00000000 4.~~69270826~~40729174 0.00000000 M-2 30,653,000.00 5.~~68125~~33875% 1000.00000000 4.~~73437510~~44895834 0.00000000 M-3 18,300,000.00 5.~~81125~~46875% 1000.00000000 4.~~84270820~~55729180 0.00000000 M-4 16,013,000.00 6.~~58125~~23875% 1000.00000000 5.~~48437520~~19895835 0.00000000 M-5 15,555,000.00 76.~~08125~~73875% 1000.00000000 5.~~90104147~~61562520 0.00000000 M-6 14,640,000.00 7.~~38125~~03875% 1000.00000000 65.~~15104167~~86562500 0.00000000 B-1 13,725,000.00 7.~~38125~~03875% 1000.00000000 65.~~15104189~~86562477 0.00000000 B-2 11,895,000.00 7.~~38125~~03875% 1000.00000000 65.~~15104161~~86562505 0.00000000 B-3 10,980,000.00 7.~~38125~~03875% 1000.00000000 65.~~15104189~~86562477 0.00000000 B-4 9,150,000.00 7.~~38125~~03875% 1000.00000000 65.~~15104153~~86562514 0.00000000 X 28,369,000.01 0.00000% 999.85900067 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 3.~~94094185~~57554030 0.00000000 ~~883~~859.~~65880536~~34843099 A-2 0.00000000 0.00000000 4.~~48437501~~19895829 0.00000000 1000.00000000 A-3 0.00000000 0.00000000 4.~~52604166~~24062503 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 4.~~60937503~~32395830 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~69270826~~40729174 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~73437510~~44895834 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~84270820~~55729180 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 5.~~48437520~~19895835 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 5.~~90104147~~61562520 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 65.~~15104167~~86562500 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 65.~~15104189~~86562477 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 65.~~15104161~~86562505 0.00000000 1000.00000000 B-3 0.00000000 0.00000000 65.~~15104189~~86562477 0.00000000 1000.00000000 B-4 0.00000000 0.00000000 65.~~15104153~~86562514 0.00000000 1000.00000000 X 0.00000000 0.00000000 4837.~~10734532~~85558496 0.00000000 999.85900067 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1110,~~262~~497,~~645~~804.1666 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 2,~~068~~445,~~147~~358.6240 Gains & Subsequent Recoveries (Realized Losses) (~~375~~884,~~214~~642.2286) Prepayment Penalties 6040,~~409~~067.7203 Swap/Cap Payments 0.00 Total Deposits 1312,~~015~~098,~~988~~587.2823 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 12,~~736~~192,~~187~~920.4090 Total Administration Fees ~~369~~365,~~578~~513.9695 Payment of Interest and Principal 109,~~910~~500,~~221~~085.9235 Total Withdrawals (Pool Distribution Amount) 1312,~~015~~058,~~988~~520.2820 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~365~~361,~~919~~895.8100 Mater Servicing Fee - Wells Fargo Bank, NA 3,~~659~~618.1595 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~369~~365,~~578~~513.9695 *Servicer Payees include: SAXON MORTGAGE SERVICES, INC.

Collateral Statement Group 1-A 1-B Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 9.~~304936~~298946 8.~~123743~~126200 Weighted Average Net Rate 8.~~804936~~798947 7.~~623743~~626201 Weighted Average Pass-Through Rate 8.~~799936~~793946 7.~~618743~~621200 Weighted Average Remaining Term ~~290~~288 ~~351~~349 Principal And Interest Constant 1,~~016~~000,~~381~~618.2132 5,~~349~~299,~~670~~415.7263 Beginning Loan Count 1,~~094~~079 2,~~937~~904 Loans Paid in Full 715 19 Ending Loan Count 1,~~087~~064 2,~~918~~885 Beginning Scheduled Balance ~~122~~120,~~424~~445,~~215~~350.7784 ~~755~~748,~~783~~102,~~331~~731.3296 Ending Scheduled Balance ~~121~~118,~~343~~983,~~771~~164.7261 ~~751~~744,~~334~~852,~~282~~233.1468 Actual Ending Collateral Balance ~~121~~119,~~453~~107,~~372~~765.7324 ~~751~~745,~~820~~478,~~833~~889.7077 Scheduled Principal 67,~~090~~272.0160 233,~~179~~388.1230 Unscheduled Principal 1,~~013~~394,~~354~~913.0463 43,~~215~~017,~~870~~109.0698 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~949~~933,~~291~~345.2072 5,~~116~~066,~~491~~027.6033 Servicing Fees 5150,~~010~~185.0753 ~~314~~311,~~909~~709.7447 Master Servicing Fees ~~510~~501.1086 3,~~149~~117.0509 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 ~~897~~882,~~771~~658.0333 4,~~798~~751,~~432~~200.8177 Realized Loss Amount ~~229~~884,~~577~~642.2986 ~~145,636~~0.9300 Cumulative Realized Loss ~~367~~1,~~731~~399,728.7163 ~~145~~146,~~636~~319.9387 Percentage of Cumulative Losses 01.~~3514~~3375 0.~~0226~~0227 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 14,~~076~~594.9702 5935,~~332~~473.7501 Prepayment Penalty Paid Count 12 108 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~288404~~288830 Weighted Average Net Rate 7.~~788404~~788830 Weighted Average Pass-Through Rate 7.~~783404~~783830 Weighted Average Remaining Term ~~342~~340 Principal And Interest Constant 6,~~366~~300,~~051~~033.9395 Beginning Loan Count 43,~~031~~983 Loans Paid in Full 2634 Ending Loan Count 43,~~005~~949 Beginning Scheduled Balance ~~878~~868,~~207~~548,~~547~~082.0980 Ending Scheduled Balance ~~872~~863,~~678~~835,~~053~~398.8629 Actual Ending Collateral Balance ~~873~~864,~~274~~586,~~206~~655.4301 Scheduled Principal 300,~~269~~660.1390 Unscheduled Principal 54,~~229~~412,~~224~~023.1061 Negative Amortized Principal 0.00 Scheduled Interest 65,~~065~~999,~~782~~373.8005 Servicing Fees ~~365~~361,~~919~~895.8100 Master Servicing Fees 3,~~659~~618.1595 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5,~~696~~633,~~203~~859.8410 Realized Loss Amount ~~375~~884,~~214~~642.2286 Cumulative Realized Loss ~~513~~1,~~368~~546,048.6450 Percentage of Cumulative Losses 0.~~0561~~1690 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 6040,~~409~~067.7203 Prepayment Penalty Paid Count 1110 Special Servicing Fee 0.00

Additional Reporting - Deal Level Structural Reporting Net Monthly Excess Cash Amount 1,~~425~~113,~~166~~992.~~100~~12 Subordinated Amount 28,365,000.00 Subordinated Deficiency Amount 0.00 Subordinated Reduction Amount 0.00 Specified Subornidation Amount 28,365,000.00 Trigger Event Reporting Delinquency Trigger Event Trigger Result Fail Calculated Value 1522.~~918493~~619393% Threshold Value 8.~~388224~~474090% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.650000% Calculated Value 0.~~054210~~159253% Servicer Trigger Event Trigger Result Pass

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 Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 13 10 0 23 ~~241~~653,~~606~~658.5081 ~~304,000~~0.00 0.00 ~~545~~653,~~606~~658.5081 30 Days ~~189~~183 02 0 0 ~~189~~185 4743,~~093~~770,~~869~~129.8062 0174,771.0056 0.00 0.00 4743,~~093~~944,~~869~~901.8018 60 Days ~~135~~149 1 0 0 ~~136~~150 3135,~~398~~019,~~091~~530.4643 ~~115~~232,~~366~~776.9108 0.00 0.00 3135,~~513~~252,~~458~~306.3751 90 Days 6470 1 5766 0 ~~122~~137 1415,~~784~~936,~~476~~018.5794 ~~464~~59,~~000~~755.0013 1719,~~794~~636,~~744~~575.5686 0.00 3335,~~043~~632,~~221~~349.1393 120 Days 3540 12 64 1 ~~101~~107 46,~~563~~485,~~623~~370.0165 ~~452~~255,~~154~~702.0340 1918,~~351~~614,~~590~~313.4340 91110,~~669~~490.5800 2425,~~459~~465,~~037~~876.0545 150 Days 5029 25 ~~105~~77 3 ~~160~~114 64,~~121~~459,~~441~~745.4349 ~~377~~1,~~245~~282,598.2912 3724,~~020~~890,~~424~~587.1809 ~~866~~663,~~808~~976.0955 4431,~~385~~296,~~918~~907.9925 180+ Days 2575 310 80229 441 ~~112~~355 26,~~511~~627,~~631~~262.9523 ~~767~~2,~~190~~935,997.6926 2778,~~706~~303,~~287~~235.8745 ~~569~~10,~~302~~090,348.0283 3197,~~554~~956,~~412~~843.5377 Totals ~~498~~546 924 ~~307~~436 845 ~~822~~1,051 ~~106~~112,~~473~~298,~~134~~057.2236 25,~~417~~595,~~563~~259.4236 ~~102~~141,~~177~~444,~~047~~711.0480 110,~~527~~864,~~779~~815.6938 ~~212~~270,~~595~~202,~~524~~843.3790 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0.~~024969~~075969% 0.~~024969~~000000% 0.000000% 0.~~049938~~075969% 0.~~027686~~075669% 0.~~034835~~000000% 0.000000% 0.~~062521~~075669% 30 Days 4.~~719101~~634085% 0.~~000000~~050646% 0.000000% 0.000000% 4.~~719101~~684730% 5.~~396477~~066953% 0.~~000000~~020232% 0.000000% 0.000000% 5.~~396477~~087185% 60 Days 3.~~370787~~773107% 0.~~024969~~025323% 0.000000% 0.000000% 3.~~395755~~798430% 34.~~597901~~053959% 0.~~013220~~026947% 0.000000% 0.000000% 34.~~611121~~080906% 90 Days 1.~~598002~~772601% 0.~~024969~~025323% 1.~~423221~~671309% 0.000000% 3.~~046192~~469233% 1.~~694150~~844798% 0.~~053170~~006917% 2.~~039096~~273185% 0.000000% 34.~~786416~~124900% 120 Days 01.~~873908~~012915% 0.~~024969~~050646% 1.~~598002~~620663% 0.~~024969~~025323% 2.~~521848~~709547% 0.~~522945~~750765% 0.~~051812~~029601% 2.~~217495~~154845% 0.~~010504~~012791% 2.~~802756~~948001% 150 Days 10.~~248439~~734363% 0.~~049938~~126614% 21.~~621723~~949861% 0.~~074906~~075969% 32.~~995006~~886807% 0.~~701455~~516273% 0.~~043228~~148477% 42.~~242163~~881404% 0.~~099327~~076864% 53.~~086173~~623017% 180+ Days 01.~~624220~~899215% 0.~~074906~~253229% 15.~~997503~~798936% 01.~~099875~~038238% 28.~~796504~~989618% 0.~~287807~~767190% 0.~~087912~~339879% 39.~~174858~~064601% 01.~~065236~~168087% 311.~~615814~~339758% Totals 1213.~~434457~~826285% 0.~~224719~~607749% 711.~~665418~~040770% 01.~~199750~~139529% 2026.~~524345~~614333% 12.~~200735~~999937% 0.~~277028~~647723% 1116.~~708447~~374035% 01.~~175068~~257741% 2431.~~361278~~279436% Please refer to CTSLink.com for a list of delinquency code descriptions. NOTE: Wells Fargo, NA did not perform Default duties forthe 05/07 Cycle.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 2,~~068~~445,~~147~~358.6240

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1-A - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 01 0 0 01 0123,566.0067 0.00 0.00 0123,566.0067 30 Days 4237 01 0 0 4238 43,~~545~~560,~~383~~176.3655 083,808.0078 0.00 0.00 43,~~545~~643,~~383~~985.3633 60 Days 3835 10 0 0 3935 32,~~604~~871,~~856~~233.6993 ~~115,366~~0.9100 0.00 0.00 32,~~720~~871,~~223~~233.6093 90 Days 2526 01 25 0 2732 2,~~220~~481,~~034~~837.9053 059,755.0013 ~~643~~1,~~417~~124,955.7636 0.00 23,~~863~~666,~~452~~548.6602 120 Days 2426 01 35 01 2733 2,~~210~~471,~~211~~822.39 067,663.0037 ~~651~~508,~~982~~221.3114 0110,490.00 23,~~862~~158,~~193~~196.7090 150 Days 4022 01 6 1 470 324 1,~~590~~856,~~354~~405.4020 0151,179.0008 1575,~~565,228~~623.7929 ~~69,408~~0.0900 52,~~224~~583,~~991~~207.2857 180+ Days 2473 14 26 28 2991 26,~~130~~431,~~070~~743.5943 63730,~~972~~324.2821 ~~254~~1,~~293~~312,091.5853 ~~359~~1,~~242~~319,079.6535 29,~~807~~793,~~579~~238.1052 Totals ~~193~~219 29 1317 39 ~~211~~254 1819,~~300~~673,~~911~~219.3303 ~~179~~1,~~339~~216,297.1924 3,~~114~~520,~~922~~891.4432 ~~428~~1,~~650~~429,569.7435 2225,~~023~~839,~~823~~976.7094 0-29 Days 0.~~000000~~093985% 0.000000% 0.000000% 0.~~000000~~093985% 0.~~000000~~103852% 0.000000% 0.000000% 0.~~000000~~103852% 30 Days 3.~~863845~~477444% 0.~~000000~~093985% 0.000000% 0.000000% 3.~~863845~~571429% 32.~~745873~~992168% 0.~~000000~~070438% 0.000000% 0.000000% 3.~~745873~~062606% 60 Days 3.~~495860~~289474% 0.~~091996~~000000% 0.000000% 0.000000% 3.~~587856~~289474% 2.~~970780~~413143% 0.~~095074~~000000% 0.000000% 0.000000% 32.~~065855~~413143% 90 Days 2.~~299908~~443609% 0.~~000000~~093985% 0.~~183993~~469925% 0.000000% 23.~~483901~~007519% 12.~~829542~~085873% 0.~~000000~~050221% 0.~~530244~~945474% 0.000000% 23.~~359785~~081569% 120 Days 2.~~207912~~443609% 0.~~000000~~093985% 0.~~275989~~469925% 0.~~000000~~093985% 23.~~483901~~101504% 12.~~821446~~077456% 0.~~000000~~056868% 0.~~537302~~427137% 0.~~000000~~092862% 2.~~358748~~654322% 150 Days 32.~~679853~~067669% 0.~~000000~~093985% 0.~~551978~~093985% 0.~~091996~~000000% 42.~~323827~~255639% 21.~~958829~~560225% 0.~~000000~~127059% 10.~~289913~~483785% 0.~~057200~~000000% 42.~~305941~~171070% 180+ Days 26.~~207912~~860902% 0.~~091996~~375940% 0.~~183993~~563910% 0.~~183993~~751880% 28.~~667893~~552632% 15.~~755402~~405591% 0.~~052720~~613805% 01.~~209565~~102754% 01.~~296054~~108627% 28.~~313740~~230777% Totals 1720.~~755290~~582707% 0.~~183993~~845865% 1.~~195952~~597744% 0.~~275989~~845865% 1923.~~411224~~872180% 1516.~~081871~~534456% 01.~~147794~~022243% 2.~~567023~~959151% 01.~~353253~~201489% 1821.~~149942~~717339% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1-B - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 12 10 0 2 ~~241~~530,~~606~~092.5014 ~~304,000~~0.00 0.00 ~~545~~530,~~606~~092.5014 30 Days ~~147~~146 01 0 0 147 4240,~~548~~209,~~486~~953.4407 090,962.0078 0.00 0.00 4240,~~548~~300,~~486~~915.4485 60 Days 97114 01 0 0 97115 2732,~~793~~148,~~234~~296.7750 0232,776.0008 0.00 0.00 2732,~~793~~381,~~234~~072.7758 90 Days 3944 10 5561 0 95105 1213,~~564~~454,~~441~~181.6741 ~~464,000~~0.00 1718,~~151~~511,~~326~~620.8050 0.00 3031,~~179~~965,~~768~~801.4791 120 Days 1114 1 6159 10 74 24,~~353~~013,~~411~~548.6226 ~~452~~188,~~154~~039.03 18,~~699~~106,~~608~~092.1226 ~~91,669~~0.5800 2122,~~596~~307,~~843~~679.3555 150 Days 107 24 9976 23 ~~113~~90 2,~~531~~603,~~087~~340.0329 ~~377~~1,~~245~~131,419.2904 3524,~~455~~314,~~195~~963.3980 ~~797~~663,~~400~~976.0055 3928,~~160~~713,~~927~~699.7168 180+ Days 1 2 786 2223 8333 ~~381~~264 195,~~561~~518.3680 ~~703~~2,~~218~~205,673.4105 2776,~~451~~991,~~994~~143.2992 ~~210~~8,~~059~~771,269.3748 2888,~~746~~163,~~833~~605.4325 Totals ~~305~~327 715 ~~294~~419 536 ~~611~~797 8892,~~172~~624,~~222~~838.8933 24,~~238~~378,~~224~~962.2312 99137,~~062~~923,~~124~~820.6048 19,~~099~~435,~~128~~246.9503 ~~190~~244,~~571~~362,~~700~~866.6796 0-29 Days 0.~~034270~~069324% 0.~~034270~~000000% 0.000000% 0.~~068540~~069324% 0.~~032157~~071167% 0.~~040461~~000000% 0.000000% 0.~~072618~~071167% 30 Days 5.~~037697~~060659% 0.~~000000~~034662% 0.000000% 0.000000% 5.~~037697~~095321% 5.~~663057~~398380% 0.~~000000~~012212% 0.000000% 0.000000% 5.~~663057~~410592% 60 Days 3.~~324195~~951473% 0.~~000000~~034662% 0.000000% 0.000000% 3.~~324195~~986135% 34.~~699184~~316064% 0.~~000000~~031251% 0.000000% 0.000000% 34.~~699184~~347315% 90 Days 1.~~336532~~525130% 0.~~034270~~000000% 12.~~884853~~114385% 0.000000% 3.~~255655~~639515% 1.~~672284~~806289% 0.~~061757~~000000% 2.~~282782~~485274% 0.000000% 4.~~016823~~291563% 120 Days 0.~~376971~~485269% 0.~~034270~~034662% 2.~~090473~~045061% 0.~~034270~~000000% 2.~~535984~~564991% 0.~~313231~~538838% 0.~~060180~~025245% 2.~~488853~~430830% 0.~~012201~~000000% 2.~~874465~~994913% 150 Days 0.~~342700~~242634% 0.~~068540~~138648% 32.~~392735~~634315% 0.~~068540~~103986% 3.~~872515~~119584% 0.~~336879~~349511% 0.~~050210~~151898% 43.~~718964~~264401% 0.~~106131~~089142% 53.~~212184~~854952% 180+ Days 0.~~034270~~069324% 0.~~068540~~207972% 27.~~673064~~729636% 01.~~068540~~143847% 29.~~844414~~150780% 0.~~050785~~026249% 0.~~093596~~296122% 310.~~653766~~336432% 01.~~027958~~177585% 311.~~826104~~836389% Totals 1011.~~452365~~334489% 0.~~239890~~519931% 1014.~~075394~~523397% 01.~~171350~~247834% 2027.~~938999~~625650% 1112.~~735419~~435331% 0.~~297900~~587897% 1318.~~184827~~516937% 01.~~146290~~266727% 2532.~~364436~~806892% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary Summary 1-A Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Scheduled Balance(%) Loans Scheduled Balance(%) Balance($) Balance($) 180 - 209 ~~110~~96 3023,~~797~~747,~~395~~858.3872 32.~~529~~749 2925 2,~~807~~701,~~579~~340.1053 2.~~314~~270 210 - 239 157 44,126,233.10 5.108 44 4,987,477.36 4.192 240 - 269 100 29,326,173.32 3.395 22 2,104,420.63 ~~757~~1.769 270 - 299 2 756,~~017~~578.1563 0.~~087~~088 0 0.00 0.000 Total ~~112~~355 3197,~~554~~956,~~412~~843.5377 311.~~616~~340 2991 29,~~807~~793,~~579~~238.1052 28.~~314~~231

180+ Delinquency Summary (continued) 1-B Days Number of Outstanding Percentage of Delinquent Loans Scheduled Balance(%) Balance($) 180 - 209 8171 2721,~~989~~046,~~816~~518.2819 32.~~725~~826 210 - 239 113 39,138,755.74 5.255 240 - 269 78 27,221,752.69 3.655 270 - 299 2 ~~757~~756,~~017~~578.1563 0.~~101~~102 Total 83264 2888,~~746~~163,~~833~~605.4325 311.~~826~~838 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 625 ~~Nov~~Jan-0607 0.000% Original Principal Balance 17,~~359~~014,~~580~~400.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 16,~~357~~989,~~325~~769.4922 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 845 ~~Apr~~Jun-07 0.000% Original Principal Balance 110,~~530~~905,~~925~~120.00 ~~May~~Jul-07 0.000% Current Scheduled Balance 110,~~527~~864,~~779~~815.6938 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.~~000~~019% ~~Aug~~Oct-07 0.~~000~~175% ~~Sep~~Nov-07 0.~~019~~458% ~~Oct~~Dec-07 01.~~175~~258% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 15 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~259~~611,~~980~~100.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance ~~258~~608,~~196~~099.5423 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 39 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~431~~1,~~325~~435,725.00 ~~May~~Jul-07 0.000% Current Scheduled Balance ~~428~~1,~~650~~429,569.7435 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.~~000~~139% ~~Aug~~Oct-07 0.~~000~~353% ~~Sep~~Nov-07 0.~~139~~766% ~~Oct~~Dec-07 01.~~353~~201% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-B 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 520 ~~Nov~~Jan-0607 0.000% Original Principal Balance 16,~~099~~403,~~600~~300.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 16,~~099~~381,~~128~~669.9599 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 536 ~~Apr~~Jun-07 0.000% Original Principal Balance 19,~~099~~469,~~600~~395.00 ~~May~~Jul-07 0.000% Current Scheduled Balance 19,~~099~~435,~~128~~246.9503 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.~~000~~146% ~~Sep~~Nov-07 0.~~000~~408% ~~Oct~~Dec-07 01.~~146~~267% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

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 1-A 0000016501 Dec-2007 01-Feb-2007 RI 70.00 185,500.00 1-A 0000333864 Dec-2007 01-Oct-2006 CA 20.00 52,000.00 1-A 0000335832 Dec-2007 01-Dec-2006 CA 20.00 138,600.00 1-A 0000338042 Dec-2007 01-Jan-2007 CA 20.00 123,800.00 1-A 0000341488 Nov-2007 01-Mar-2007 MI 95.00 114,950.00 1-A 0000343247 Nov-2007 01-Mar-2007 MD 95.00 380,000.00 1-A 0059857227 Dec-2007 01-Mar-2007 VA 80.00 111,200.00 1-A 2000002025 Oct-2007 01-Nov-2006 MN 99.99 259,980.00 1-A 2000002828 Sep-2007 01-Dec-2006 MO 84.99 69,695.00 1-AB ~~3058608508~~0000014766 ~~Sep~~Oct-2007 01-~~Nov~~Aug-2006 NCFL 95.00 ~~101~~277,~~650~~400.00 1-B ~~0000014766~~0000016539 ~~Oct~~Dec-2007 01-~~Aug~~Feb-2007 MA 80.00 340,000.00 1-B 0000049051 Dec-2007 01-Dec-2006 FLCA 9580.00 ~~277~~252,~~400~~000.00 1-B 0000050760 Dec-2007 01-Dec-2006 CA 80.00 372,000.00 1-B 0000051014 Oct-2007 01-Feb-2007 CO 80.00 128,000.00 1-B 0000051595 Nov-2007 01-Jan-2007 CA 80.00 188,000.00 1-B 0000051817 Dec-2007 01-Jan-2007 CA 79.81 251,000.00 1-B 0000052229 Dec-2007 01-Feb-2007 CA 75.00 262,500.00 1-B 0000053958 Dec-2007 01-Feb-2007 CA 80.00 493,600.00 1-B 0000333863 Dec-2007 01-Oct-2006 CA 80.00 208,000.00 1-B 0000333933 Nov-2007 01-Jan-2007 MI 85.00 106,250.00 1-B 0000335001 Nov-2007 01-Nov-2006 VA 85.00 201,450.00 1-B 0000336430 Nov-2007 01-Dec-2006 MI 90.00 97,200.00 1-B 0000337402 Dec-2007 01-Jan-2007 CA 80.00 304,000.00 1-B 0000338041 Dec-2007 01-Jan-2007 CA 80.00 495,200.00 1-B 0000340396 Nov-2007 01-Feb-2007 CO 95.00 139,175.00 1-B 0000340657 Dec-2007 01-Feb-2007 CA 80.00 472,000.00 1-B 0000341152 Oct-2007 01-Feb-2007 VA 80.00 520,000.00 1-B 0000341756 Dec-2007 01-Mar-2007 CO 90.00 180,000.00 1-B 0000342300 Dec-2007 01-Feb-2007 CA 70.00 455,000.00 1-B 0000344162 Oct-2007 01-Mar-2007 MO 90.00 91,800.00 1-B 3058610130 Nov-2007 01-Dec-2006 MI 90.00 72,000.00 1-B 3058610629 Dec-2007 01-Jan-2007 MI 74.59 455,000.00 1-B 3058612042 Dec-2007 01-Feb-2007 TN 80.00 96,000.00 1-B 4420604778 Nov-2007 01-Dec-2006 TX 80.00 360,000.00 1-B 4420607237 Nov-2007 01-Feb-2007 TX 80.00 87,920.00 1-B 5207603132 Nov-2007 01-Feb-2007 MD 80.00 397,600.00 1-B 5240602763 Nov-2007 01-Jul-2006 CA 95.00 172,900.00 1-B 5240608649 Dec-2007 01-Feb-2007 CA 90.00 445,500.00 1-B 5267602609 Dec-2007 01-Feb-2007 CA 80.00 496,000.00 1-B 5299605374 Oct-2007 01-Feb-2007 GA 80.00 82,400.00 1-B 9501268974 Dec-2007 01-Jan-2007 CO 90.00 157,500.00 1-B 9501269014 Nov-2007 01-Jan-2007 CO 90.00 144,000.00 1-B 9501288337 Dec-2007 01-Feb-2007 MD 80.00 340,000.00 1-B 9501297536 Dec-2007 01-Feb-2007 TX 80.00 96,000.00 1-B 9501299573 Dec-2007 01-Feb-2007 GA 80.00 232,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Scheduled To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1-A ~~2000002025~~0000016501 ~~258~~184,~~196~~538.5493 01-~~Feb~~Apr-2007 6 9.900% 11,589.61 1-A 0000333864 51,747.29 01-Mar-2007 7 11.750% 3,887.00 1-A 0000335832 138,081.43 01-Feb-2007 8 12.~~980~~250% 10,~~970~~830.2297 1-A ~~2000002828~~0000338042 69123,~~408~~241.0958 01-~~Mar~~Feb-2007 58 10.990% 38,~~645~~633.4077 1-A ~~3058608508~~0000341488 ~~101~~114,~~046~~776.1131 01-Feb-2007 68 910.275% 7,484.78 1-A 0000343247 379,457.58 01-Mar-2007 7 7.750% 16,057.21 1-A 0059857227 110,490.00 01-Jun-2007 4 8.400% 4,374.35 1-A 2000002025 257,883.47 01-Feb-2007 8 8.980% 14,618.29 1-A 2000002828 69,352.76 01-Mar-2007 7 10.990% 4,~~802~~858.7964 1-B 0000014766 277,400.00 01-Mar-2007 57 7.990% 1013,~~388~~851.6452 1-B 0000016539 337,326.73 01-Feb-2007 8 7.850% 16,583.51 1-B 0000049051 251,927.00 01-Feb-2007 8 8.700% 13,772.00 1-B 0000050760 372,000.00 01-Feb-2007 8 7.550% 17,484.00 1-B 0000051014 128,000.00 01-Feb-2007 68 7.375% 45,866.72 1-B 0000051595 186,267.00 01-Feb-2007 8 7.500% 8,723.38 1-B 0000051817 251,000.00 01-Mar-2007 7 6.420% 8,667.89 1-B 0000052229 261,686.49 01-Mar-2007 7 8.175% 13,406.96 1-B 0000053958 493,600.00 01-Feb-2007 8 7.050% 21,553.84 1-B 0000333863 208,000.00 01-Mar-2007 7 7.650% 9,914.64 1-B 0000333933 105,614.80 01-Feb-2007 8 9.650% 6,457.40 1-B 0000335001 199,713.62 01-Feb-2007 8 8.650% 10,882.35 1-B 0000336430 96,658.59 01-Apr-2007 6 9.990% 5,360.81 1-B 0000337402 303,277.90 01-Mar-2007 7 9.400% 15,758.0403 1-B 0000338041 493,555.69 01-Feb-2007 8 8.250% 25,532.92 1-B 0000340396 138,467.36 01-Mar-2007 7 9.990% 7,679.92 1-B 0000340657 470,845.03 01-Feb-2007 8 8.990% 26,677.09 1-B 0000341152 520,000.00 01-Mar-2007 57 7.890% 1622,~~011~~416.6531 1-B 0000341756 178,945.98 01-Mar-2007 7 8.825% 8,710.91 1-B 0000342300 454,065.89 01-Feb-2007 8 9.250% 26,511.47 1-B 0000344162 91,~~669~~631.5801 01-Apr-2007 46 9.250% 5,350.00 1-B 3058610130 71,416.53 01-Apr-2007 6 8.570% 3,853.35 1-B 3058610629 451,560.33 01-Apr-2007 6 8.500% 24,153.56 1-B 3058612042 95,245.25 01-Feb-2007 8 7.850% 4,~~013~~682.3042 1-B 4420604778 357,035.20 01-Feb-2007 8 8.490% 19,074.17 1-B 4420607237 87,267.43 01-Mar-2007 7 8.140% 4,458.66 1-B 5207603132 397,146.01 01-Mar-2007 7 8.600% 18,773.11 1-B 5240602763 172,242.15 01-Feb-2007 8 9.690% 10,562.19 1-B 5240608649 442,539.65 01-Mar-2007 7 8.690% 24,230.05 1-B 5267602609 495,999.87 01-Feb-2007 8 8.390% 26,089.60 1-B 5299605374 8281,~~059~~980.3716 01-Feb-2007 68 9.980% 35,~~896~~192.0225 1-B 9501268974 156,117.63 01-Apr-2007 6 7.750% 7,571.25 1-B 9501269014 142,736.18 01-Apr-2007 6 7.750% 6,922.30 1-B 9501288337 336,933.73 01-May-2007 5 7.150% 13,114.25 1-B 9501297536 95,854.39 01-May-2007 5 7.850% 4,112.07 1-B 9501299573 231,188.43 01-May-2007 5 7.750% 9,790.06

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 8183 ~~Nov~~Jan-0607 0.000% Original Principal Balance 2524,~~588~~802,~~819~~355.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 2524,~~530~~724,~~364~~460.7619 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure ~~307~~436 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~102~~141,~~473~~928,~~167~~156.00 ~~May~~Jul-07 0.~~000~~338% Current Scheduled Balance ~~102~~141,~~177~~444,~~047~~711.0480 ~~Jun~~Aug-07 01.~~000~~147% ~~Jul~~Sep-07 09.~~338~~222% ~~Aug~~Oct-07 111.~~147~~708% ~~Sep~~Nov-07 914.~~222~~713% ~~Oct~~Dec-07 1116.~~708~~374% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 37 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~852~~1,~~000~~347,600.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance ~~850~~1,~~384~~342,208.3658 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 1317 ~~Apr~~Jun-07 0.000% Original Principal Balance 3,~~126~~535,~~150~~500.00 ~~May~~Jul-07 0.~~000~~192% Current Scheduled Balance 3,~~114~~520,~~922~~891.4432 ~~Jun~~Aug-07 01.~~000~~077% ~~Jul~~Sep-07 02.~~192~~549% ~~Aug~~Oct-07 12.~~077~~567% ~~Sep~~Nov-07 2.~~549~~594% ~~Oct~~Dec-07 2.~~567~~959% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 7876 ~~Nov~~Jan-0607 0.000% Original Principal Balance 2423,~~736~~454,~~819~~755.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 2423,~~679~~382,~~980~~251.4061 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure ~~294~~419 ~~Apr~~Jun-07 0.000% Original Principal Balance 99138,~~347~~392,~~017~~656.00 ~~May~~Jul-07 0.~~000~~361% Current Scheduled Balance 99137,~~062~~923,~~124~~820.6048 ~~Jun~~Aug-07 01.~~000~~158% ~~Jul~~Sep-07 010.~~361~~303% ~~Aug~~Oct-07 113.~~158~~185% ~~Sep~~Nov-07 1016.~~303~~664% ~~Oct~~Dec-07 1318.~~185~~517% *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 1-A 0000015881 Sep-2007 01-Dec-2006 NY 56.62 209,500.00 1-A 0000016497 Jul-2007 01-Feb-2007 NY 70.00 140,000.00 1-A 0000016501 Sep-2007 01-Feb-2007 RI 70.00 185,500.00 1-A 0000016743 Oct-2007 01-Mar-2007 RI 80.00 208,000.00 1-A 0000335037 Sep-2007 01-Nov-2006 CA 84.91 394,000.00 1-A 0000337247 Aug-2007 01-Dec-2006 CA 66.34 408,000.00 1-A 0000340006 Sep-2007 01-Jan-2007 FL 80.00 120,000.00 1-A 0000341488 Sep-2007 01-Mar-2007 MI 95.00 114,950.00 1-A 0000343247 Sep-2007 01-Mar-2007 MD 95.00 380,000.00 1-A 0000344415 Oct-2007 01-Apr-2007 CA 90.00 576,000.00 1-A 0070103008 Sep-2007 01-Mar-2007 FL 75.00 247,500.00 1-A 0606164034 Oct-2007 01-Sep-2006 AL 80.00 68,000.00 1-A 5282604903 Sep-2007 01-Dec-2006 MI 90.00 74,700.00 1-B 0000016539 Jul-2007 01-Feb-2007 MA 80.00 340,000.00 1-B 0000046018 Oct-2007 01-Jan-2007 CA 80.00 374,800.00 1-B 0000047012 Sep-2007 01-Nov-2006 WA 80.00 304,000.00 1-B 0000047410 Sep-2007 01-Oct-2006 CA 90.00 427,500.00 1-B 0000047480 Oct-2007 01-Dec-2006 CA 95.00 359,337.00 1-B 0000047536 Jul-2007 01-Nov-2006 FL 95.00 204,250.00 1-B 0000047820 Sep-2007 01-Nov-2006 CO 80.00 264,000.00 1-B 0000049051 Jul-2007 01-Dec-2006 CA 80.00 252,000.00 1-B 0000049596 Sep-2007 01-Dec-2006 CA 80.00 512,000.00 1-B 0000050647 Jul-2007 01-Jan-2007 FL 80.00 396,000.00 1-B 0000050760 Jul-2007 01-Dec-2006 CA 80.00 372,000.00 1-B 0000050947 Aug-2007 01-Feb-2007 FL 90.00 189,000.00 1-B 0000051113 Jul-2007 01-Jan-2007 FL 80.00 207,200.00 1-B 0000051403 Oct-2007 01-Feb-2007 CA 80.00 348,000.00 1-B 0000051473 Aug-2007 01-Jan-2007 FL 85.00 194,650.00 1-B 0000051595 Jul-2007 01-Jan-2007 CA 80.00 188,000.00 1-B 0000051612 Aug-2007 01-Jan-2007 OR 85.00 522,750.00 1-B 0000051768 Oct-2007 01-Jan-2007 MD 80.00 230,400.00 1-B 0000051817 Aug-2007 01-Jan-2007 CA 79.81 251,000.00 1-B 0000052088 Oct-2007 01-Jan-2007 AZ 80.00 440,000.00 1-B 0000052229 Aug-2007 01-Feb-2007 CA 75.00 262,500.00 1-B 0000052779 Aug-2007 01-Feb-2007 FL 90.00 189,000.00 1-B 0000053052 Sep-2007 01-Feb-2007 FL 72.00 198,000.00 1-B 0000053057 Oct-2007 01-Feb-2007 FL 80.00 230,400.00 1-B 0000053133 Sep-2007 01-Feb-2007 IN 80.00 47,520.00 1-B 0000053148 Aug-2007 01-Feb-2007 FL 80.00 178,400.00 1-B 0000053808 Aug-2007 01-Mar-2007 FL 80.00 174,000.00 1-B 0000053958 Aug-2007 01-Feb-2007 CA 80.00 493,600.00 1-B 0000328136 Oct-2007 01-Jul-2006 CA 80.00 440,000.00 1-B 0000328779 Oct-2007 01-Aug-2006 FL 80.00 224,000.00 1-B 0000328996 Sep-2007 01-Aug-2006 FL 80.00 204,000.00 1-B 0000329267 Oct-2007 01-Aug-2006 CA 80.00 536,000.00 1-B 0000329406 Sep-2007 01-Aug-2006 FL 80.00 336,800.00 1-B 0000329415 Sep-2007 01-Aug-2006 CA 80.00 760,000.00 1-B 0000329523 Sep-2007 01-Aug-2006 FL 80.00 264,000.00 1-B 0000329778 Sep-2007 01-Oct-2006 FL 89.87 251,100.00 1-B 0000330068 Oct-2007 01-Aug-2006 CA 90.00 301,500.00 1-B 0000330078 Sep-2007 01-Sep-2006 CA 80.00 400,000.00 1-B 0000330422 Oct-2007 01-Sep-2006 CA 80.00 392,000.00 1-B 0000330992 Oct-2007 01-Sep-2006 AZ 90.00 255,600.00 1-B 0000331269 Sep-2007 01-Sep-2006 FL 95.00 175,750.00 1-B 0000331416 Sep-2007 01-Sep-2006 FL 80.00 216,000.00 1-B 0000331628 Sep-2007 01-Oct-2006 FL 80.00 388,800.00 1-B 0000332015 Oct-2007 01-Sep-2006 CA 85.00 395,250.00 1-B 0000332047 Sep-2007 01-Sep-2006 CA 80.00 327,200.00 1-B 0000332062 Sep-2007 01-Oct-2006 CA 95.00 428,450.00 1-B 0000332069 Sep-2007 01-Oct-2006 CA 80.00 368,000.00 1-B 0000332104 Sep-2007 01-Sep-2006 CA 80.00 488,000.00 1-B 0000332185 Oct-2007 01-Oct-2006 FL 95.00 332,500.00 1-B 0000332305 Sep-2007 01-Sep-2006 CA 80.00 348,000.00 1-B 0000332439 Sep-2007 01-Nov-2006 FL 80.00 440,000.00 1-B 0000332659 Oct-2007 01-Oct-2006 FL 90.00 270,000.00 1-B 0000332690 Oct-2007 01-Oct-2006 CA 80.00 600,000.00 1-B 0000332983 Oct-2007 01-Oct-2006 CA 94.92 617,000.00 1-B 0000333340 Sep-2007 01-Oct-2006 CA 80.00 495,200.00 1-B 0000333540 Sep-2007 01-Oct-2006 AZ 80.00 119,600.00 1-B 0000333582 Sep-2007 01-Oct-2006 CA 80.00 344,000.00 1-B 0000333674 Jul-2007 01-Oct-2006 FL 78.09 310,000.00 1-B 0000333780 Sep-2007 01-Nov-2006 CA 80.00 346,400.00 1-B 0000333785 Sep-2007 01-Nov-2006 CA 90.00 306,000.00 1-B 0000333863 Aug-2007 01-Oct-2006 CA 80.00 208,000.00 1-B 0000333933 Oct-2007 01-Jan-2007 MI 85.00 106,250.00 1-B 0000333992 Sep-2007 01-Nov-2006 FL 89.53 342,000.00 1-B 0000334000 Sep-2007 01-Oct-2006 CA 80.00 536,000.00 1-B 0000334036 Sep-2007 01-Oct-2006 CA 80.00 520,000.00 1-B 0000334238 Sep-2007 01-Oct-2006 CA 80.00 272,000.00 1-B 0000334413 Sep-2007 01-Oct-2006 CA 80.00 268,000.00 1-B 0000334470 Sep-2007 01-Nov-2006 CA 80.00 540,000.00 1-B 0000334542 Oct-2007 01-Nov-2006 TX 89.92 116,900.00 1-B 0000334718 Sep-2007 01-Nov-2006 CA 80.00 284,000.00 1-B 0000334915 Sep-2007 01-Nov-2006 FL 95.00 242,250.00 1-B 0000335001 Sep-2007 01-Nov-2006 VA 85.00 201,450.00 1-B 0000335053 Oct-2007 01-Nov-2006 CA 95.00 345,045.00 1-B 0000335139 Oct-2007 01-Nov-2006 CA 80.00 384,000.00 1-B 0000335194 Sep-2007 01-Nov-2006 CA 42.86 150,000.00 1-B 0000335227 Oct-2007 01-Nov-2006 CA 80.00 244,000.00 1-B 0000335426 Oct-2007 01-Nov-2006 FL 80.00 452,000.00 1-B 0000335432 Sep-2007 01-Nov-2006 CA 80.00 352,000.00 1-B 0000335583 Sep-2007 01-Nov-2006 CA 80.00 288,000.00 1-B 0000335788 Sep-2007 01-Dec-2006 NV 80.00 480,000.00 1-B 0000335823 Sep-2007 01-Nov-2006 CA 80.00 479,200.00 1-B 0000335880 Sep-2007 01-Nov-2006 CA 80.00 312,000.00 1-B 0000335914 Aug-2007 01-Dec-2006 FL 89.88 382,000.00 1-B 0000335941 Oct-2007 01-Nov-2006 CA 80.00 320,000.00 1-B 0000336082 Sep-2007 01-Dec-2006 CA 89.89 418,000.00 1-B 0000336236 Sep-2007 01-Dec-2006 FL 80.00 400,000.00 1-B 0000336320 Oct-2007 01-Dec-2006 CA 80.00 304,000.00 1-B 0000336327 Sep-2007 01-Dec-2006 CA 80.00 484,000.00 1-B 0000336430 Sep-2007 01-Dec-2006 MI 90.00 97,200.00 1-B 0000336435 Oct-2007 01-Dec-2006 CA 74.42 286,500.00 1-B 0000336436 Sep-2007 01-Dec-2006 CA 72.57 172,000.00 1-B 0000336449 Sep-2007 01-Dec-2006 FL 100.00 145,000.00 1-B 0000336468 Sep-2007 01-Jan-2007 CA 80.00 328,000.00 1-B 0000336499 Oct-2007 01-Dec-2006 FL 80.00 416,000.00 1-B 0000336684 Sep-2007 01-Dec-2006 CA 85.00 637,500.00 1-B 0000336770 Sep-2007 01-Dec-2006 FL 85.00 215,900.00 1-B 0000337013 Sep-2007 01-Dec-2006 CA 80.00 308,000.00 1-B 0000337128 Sep-2007 01-Jan-2007 FL 90.00 180,000.00 1-B 0000337168 Oct-2007 01-Feb-2007 FL 86.60 229,500.00 1-B 0000337169 Sep-2007 01-Dec-2006 FL 90.00 270,000.00 1-B 0000337172 Sep-2007 01-Jan-2007 CA 53.67 212,000.00 1-B 0000337175 Sep-2007 01-Dec-2006 FL 85.00 153,000.00 1-B 0000337400 Sep-2007 01-Dec-2006 CA 87.63 497,750.00 1-B 0000337402 Aug-2007 01-Jan-2007 CA 80.00 304,000.00 1-B 0000337414 Sep-2007 01-Jan-2007 FL 80.00 663,200.00 1-B 0000337422 Sep-2007 01-Dec-2006 CA 80.00 572,000.00 1-B 0000337729 Sep-2007 01-Dec-2006 CA 80.00 337,600.00 1-B 0000337819 Oct-2007 01-Jan-2007 CA 71.74 330,000.00 1-B 0000337899 Oct-2007 01-Dec-2006 CA 80.00 608,000.00 1-B 0000337926 Sep-2007 01-Dec-2006 AZ 80.00 260,000.00 1-B 0000338041 Sep-2007 01-Jan-2007 CA 80.00 495,200.00 1-B 0000338058 Oct-2007 01-Jan-2007 FL 90.00 179,100.00 1-B 0000338139 Sep-2007 01-Feb-2007 OK 90.00 152,532.00 1-B 0000338208 Sep-2007 01-Jan-2007 ID 80.00 173,840.00 1-B 0000338279 Sep-2007 01-Jan-2007 CA 80.00 336,000.00 1-B 0000338290 Sep-2007 01-Jan-2007 CA 84.82 598,000.00 1-B 0000338295 Sep-2007 01-Feb-2007 CA 85.00 569,500.00 1-B 0000338452 Oct-2007 01-Feb-2007 CA 78.00 222,300.00 1-B 0000338501 Sep-2007 01-Jan-2007 CA 90.00 765,000.00 1-B 0000338588 Sep-2007 01-Jan-2007 CA 80.00 460,000.00 1-B 0000338749 Oct-2007 01-Jan-2007 FL 80.00 332,000.00 1-B 0000338751 Oct-2007 01-Feb-2007 CA 88.66 297,000.00 1-B 0000338771 Oct-2007 01-Jan-2007 CA 80.00 504,000.00 1-B 0000338800 Sep-2007 01-Feb-2007 FL 80.00 340,000.00 1-B 0000338809 Sep-2007 01-Feb-2007 CA 100.00 556,000.00 1-B 0000338897 Sep-2007 01-Jan-2007 CA 85.00 395,250.00 1-B 0000338988 Sep-2007 01-Jan-2007 NV 80.00 332,000.00 1-B 0000339059 Sep-2007 01-Jan-2007 CA 85.00 344,250.00 1-B 0000339228 Sep-2007 01-Jan-2007 CA 80.00 508,000.00 1-B 0000339293 Sep-2007 01-Jan-2007 CA 80.00 440,000.00 1-B 0000339322 Sep-2007 01-Feb-2007 CA 90.00 568,800.00 1-B 0000339327 Oct-2007 01-Feb-2007 CA 95.00 418,000.00 1-B 0000339331 Sep-2007 01-Feb-2007 CA 80.00 304,000.00 1-B 0000339367 Sep-2007 01-Jan-2007 CA 79.69 510,000.00 1-B 0000339377 Sep-2007 01-Jan-2007 CA 85.00 654,500.00 1-B 0000339471 Sep-2007 01-Jan-2007 CA 80.00 360,000.00 1-B 0000339667 Oct-2007 01-Jan-2007 CT 85.00 190,400.00 1-B 0000339743 Oct-2007 01-Feb-2007 CA 80.00 451,200.00 1-B 0000339747 Oct-2007 01-Feb-2007 IN 79.43 112,000.00 1-B 0000339756 Oct-2007 01-Feb-2007 CA 95.00 456,000.00 1-B 0000339775 Sep-2007 01-Feb-2007 CO 80.00 380,000.00 1-B 0000339817 Sep-2007 01-Jan-2007 CA 95.00 570,000.00 1-B 0000339923 Oct-2007 01-Feb-2007 CA 90.00 665,990.00 1-B 0000339925 Sep-2007 01-Jan-2007 CA 85.00 342,550.00 1-B 0000339933 Sep-2007 01-Jan-2007 FL 80.00 404,000.00 1-B 0000339977 Oct-2007 01-Feb-2007 CA 93.00 451,050.00 1-B 0000339984 Sep-2007 01-Feb-2007 CA 80.00 468,000.00 1-B 0000340027 Sep-2007 01-Jan-2007 CA 88.92 289,000.00 1-B 0000340055 Sep-2007 01-Feb-2007 CA 80.00 440,000.00 1-B 0000340190 Sep-2007 01-Feb-2007 CA 80.00 360,000.00 1-B 0000340224 Sep-2007 01-Feb-2007 CA 80.00 467,200.00 1-B 0000340318 Sep-2007 01-Feb-2007 CA 80.00 576,000.00 1-B 0000340396 Sep-2007 01-Feb-2007 CO 95.00 139,175.00 1-B 0000340410 Sep-2007 01-Feb-2007 FL 74.16 269,200.00 1-B 0000340447 Sep-2007 01-Mar-2007 FL 85.00 140,250.00 1-B 0000340467 Sep-2007 01-Mar-2007 FL 80.00 480,000.00 1-B 0000340477 Sep-2007 01-Feb-2007 FL 90.00 279,000.00 1-B 0000340507 Oct-2007 01-Feb-2007 CA 75.00 377,250.00 1-B 0000340596 Sep-2007 01-Feb-2007 FL 80.00 528,000.00 1-B 0000340657 Sep-2007 01-Feb-2007 CA 80.00 472,000.00 1-B 0000340681 Sep-2007 01-Feb-2007 FL 80.00 472,000.00 1-B 0000340689 Sep-2007 01-Feb-2007 CA 100.00 400,000.00 1-B 0000340726 Sep-2007 01-Feb-2007 CA 85.00 335,750.00 1-B 0000340748 Sep-2007 01-Feb-2007 CA 90.00 238,500.00 1-B 0000340829 Oct-2007 01-Feb-2007 CA 85.00 289,850.00 1-B 0000340957 Sep-2007 01-Feb-2007 CA 89.99 566,937.00 1-B 0000341001 Oct-2007 01-Feb-2007 CA 95.00 703,000.00 1-B 0000341025 Sep-2007 01-Feb-2007 CA 90.00 486,000.00 1-B 0000341069 Oct-2007 01-Feb-2007 CA 80.00 380,000.00 1-B 0000341079 Sep-2007 01-Feb-2007 CA 80.00 404,000.00 1-B 0000341115 Sep-2007 01-Feb-2007 CA 80.00 260,484.00 1-B 0000341154 Sep-2007 01-Feb-2007 CA 80.00 488,000.00 1-B 0000341249 Sep-2007 01-Feb-2007 FL 85.00 339,150.00 1-B 0000341297 Sep-2007 01-Mar-2007 FL 85.00 93,500.00 1-B 0000341317 Sep-2007 01-Feb-2007 CA 85.00 488,750.00 1-B 0000341384 Sep-2007 01-Feb-2007 CA 85.00 471,750.00 1-B 0000341403 Sep-2007 01-Feb-2007 CA 95.00 475,000.00 1-B 0000341443 Sep-2007 01-Mar-2007 CA 80.00 505,600.00 1-B 0000341558 Sep-2007 01-Feb-2007 OR 80.00 136,800.00 1-B 0000341656 Sep-2007 01-Feb-2007 CA 80.00 636,000.00 1-B 0000341658 Sep-2007 01-Feb-2007 CA 80.00 626,400.00 1-B 0000341699 Sep-2007 01-Mar-2007 CA 85.00 301,750.00 1-B 0000341755 Sep-2007 01-Feb-2007 CA 85.00 255,000.00 1-B 0000341756 Sep-2007 01-Mar-2007 CO 90.00 180,000.00 1-B 0000341799 Sep-2007 01-Feb-2007 CA 90.00 762,300.00 1-B 0000341839 Sep-2007 01-Feb-2007 CA 75.00 562,500.00 1-B 0000341921 Sep-2007 01-Feb-2007 CA 75.00 487,500.00 1-B 0000341977 Sep-2007 01-Feb-2007 MO 80.00 432,000.00 1-B 0000341980 Sep-2007 01-Mar-2007 CA 80.00 324,000.00 1-B 0000341993 Sep-2007 01-Mar-2007 FL 90.00 247,500.00 1-B 0000342024 Sep-2007 01-Feb-2007 CA 80.00 316,000.00 1-B 0000342038 Sep-2007 01-Feb-2007 FL 95.00 329,650.00 1-B 0000342182 Sep-2007 01-Feb-2007 FL 80.00 184,000.00 1-B 0000342221 Sep-2007 01-Feb-2007 CA 95.00 608,000.00 1-B 0000342241 Oct-2007 01-Mar-2007 FL 80.00 188,000.00 1-B 0000342290 Sep-2007 01-Mar-2007 FL 90.00 405,000.00 1-B 0000342300 Sep-2007 01-Feb-2007 CA 70.00 455,000.00 1-B 0000342308 Sep-2007 01-Mar-2007 CA 90.00 324,000.00 1-B 0000342322 Sep-2007 01-Feb-2007 CA 85.00 433,500.00 1-B 0000342407 Sep-2007 01-Mar-2007 FL 68.92 224,000.00 1-B 0000342414 Sep-2007 01-Mar-2007 CA 51.43 216,000.00 1-B 0000342457 Sep-2007 01-Mar-2007 CA 80.00 495,200.00 1-B 0000342469 Sep-2007 01-Mar-2007 NV 90.00 193,500.00 1-B 0000342502 Sep-2007 01-Mar-2007 CA 80.00 328,000.00 1-B 0000342510 Sep-2007 01-Mar-2007 CA 95.00 460,750.00 1-B 0000342538 Sep-2007 01-Mar-2007 CA 80.00 464,000.00 1-B 0000342571 Sep-2007 01-Mar-2007 CA 80.00 504,000.00 1-B 0000342739 Sep-2007 01-Mar-2007 CA 80.00 512,000.00 1-B 0000342902 Sep-2007 01-Mar-2007 CA 80.00 217,600.00 1-B 0000343052 Sep-2007 01-Mar-2007 FL 75.00 236,250.00 1-B 0000343113 Sep-2007 01-Mar-2007 CA 80.00 356,000.00 1-B 0000343139 Sep-2007 01-Mar-2007 CA 80.00 512,000.00 1-B 0000343164 Sep-2007 01-Mar-2007 CA 85.00 391,000.00 1-B 0000343225 Sep-2007 01-Mar-2007 CA 80.00 280,000.00 1-B 0000343252 Oct-2007 01-Mar-2007 CA 80.00 552,000.00 1-B 0000343288 Sep-2007 01-Mar-2007 FL 80.00 275,120.00 1-B 0000343408 Sep-2007 01-Mar-2007 CA 80.00 334,400.00 1-B 0000343438 Sep-2007 01-Mar-2007 FL 95.00 266,000.00 1-B 0000343477 Sep-2007 01-Mar-2007 CA 80.00 344,000.00 1-B 0000343583 Sep-2007 01-Mar-2007 CA 80.00 488,000.00 1-B 0000343690 Sep-2007 01-Mar-2007 CA 80.00 520,000.00 1-B 0000343691 Sep-2007 01-Mar-2007 CA 80.00 280,000.00 1-B 0000343759 Sep-2007 01-Mar-2007 NV 80.00 224,000.00 1-B 0000343989 Oct-2007 01-Apr-2007 FL 85.00 323,000.00 1-B 0000344039 Sep-2007 01-Mar-2007 IL 90.00 450,000.00 1-B 0000344204 Oct-2007 01-Mar-2007 FL 80.00 340,000.00 1-B 0000344267 Oct-2007 01-Apr-2007 CA 77.96 526,250.00 1-B 0000344328 Oct-2007 01-Apr-2007 CA 66.35 209,000.00 1-B 0000344347 Oct-2007 01-Mar-2007 CA 80.00 256,800.00 1-B 0000344354 Sep-2007 01-Apr-2007 CA 80.00 520,000.00 1-B 0000344523 Oct-2007 01-Apr-2007 FL 95.00 292,077.00 1-B 0000344575 Sep-2007 01-Apr-2007 CA 80.00 408,000.00 1-B 0000345081 Oct-2007 01-Apr-2007 FL 85.00 212,500.00 1-B 0000345173 Sep-2007 01-Apr-2007 CA 85.00 368,900.00 1-B 0000345535 Oct-2007 01-Apr-2007 FL 72.00 247,680.00 1-B 0060031234 Sep-2007 01-Apr-2007 CA 80.00 556,000.00 1-B 0060048923 Oct-2007 01-Apr-2007 FL 80.00 216,000.00 1-B 0060160520 Oct-2007 01-Apr-2007 CA 100.00 292,340.00 1-B 0060808017 Sep-2007 01-Oct-2006 IL 90.00 472,500.00 1-B 0061204013 Sep-2007 01-Feb-2007 IL 85.00 127,500.00 1-B 1006081000 Aug-2007 01-Nov-2006 CA 95.00 452,200.00 1-B 3027601861 Aug-2007 01-Aug-2006 FL 60.91 335,000.00 1-B 3027605390 Oct-2007 01-Nov-2006 FL 80.00 140,000.00 1-B 3027605666 Sep-2007 01-Dec-2006 FL 90.00 171,000.00 1-B 3027607754 Sep-2007 01-Feb-2007 MA 80.00 359,200.00 1-B 3027607835 Oct-2007 01-Feb-2007 FL 80.00 104,000.00 1-B 3027608147 Sep-2007 01-Feb-2007 FL 80.00 208,000.00 1-B 3029605992 Sep-2007 01-Nov-2006 FL 90.00 324,000.00 1-B 3029609222 Oct-2007 01-Dec-2006 FL 80.00 180,000.00 1-B 3029609821 Oct-2007 01-Dec-2006 FL 79.99 140,700.00 1-B 3029610393 Sep-2007 01-Jan-2007 FL 80.00 392,000.00 1-B 3029610481 Sep-2007 01-Jan-2007 FL 69.00 213,900.00 1-B 3029611958 Oct-2007 01-Feb-2007 FL 80.00 380,000.00 1-B 3029612272 Oct-2007 01-Feb-2007 NC 89.99 109,700.00 1-B 3029612677 Oct-2007 01-Feb-2007 FL 80.00 224,000.00 1-B 3029612684 Oct-2007 01-Feb-2007 FL 80.00 203,200.00 1-B 3044602179 Oct-2007 01-Jan-2007 FL 67.27 185,000.00 1-B 3058608717 Aug-2007 01-Dec-2006 FL 80.00 76,000.00 1-B 3058610130 Sep-2007 01-Dec-2006 MI 90.00 72,000.00 1-B 3058612042 Sep-2007 01-Feb-2007 TN 80.00 96,000.00 1-B 3058612483 Oct-2007 01-Feb-2007 FL 80.00 182,400.00 1-B 3076607370 Sep-2007 01-Jan-2007 IL 75.00 129,750.00 1-B 3076607461 Sep-2007 01-Feb-2007 IL 80.00 220,000.00 1-B 4420601691 Sep-2007 01-Dec-2006 TX 95.00 124,450.00 1-B 4420604386 Sep-2007 01-Dec-2006 TX 90.00 90,000.00 1-B 4420604778 Sep-2007 01-Dec-2006 TX 80.00 360,000.00 1-B 4420607237 Sep-2007 01-Feb-2007 TX 80.00 87,920.00 1-B 5207603132 Oct-2007 01-Feb-2007 MD 80.00 397,600.00 1-B 5213602394 Aug-2007 01-Dec-2006 WA 89.00 309,720.00 1-B 5240602763 Jul-2007 01-Jul-2006 CA 95.00 172,900.00 1-B 5240608649 Sep-2007 01-Feb-2007 CA 90.00 445,500.00 1-B 5240608900 Oct-2007 01-Feb-2007 CA 80.00 288,000.00 1-B 5243610805 Sep-2007 01-Dec-2006 CA 80.00 232,000.00 1-B 5243612536 Sep-2007 01-Feb-2007 CA 80.00 392,000.00 1-B 5243612939 Oct-2007 01-Feb-2007 CA 80.00 407,200.00 1-B 5243613033 Oct-2007 01-Feb-2007 CA 90.00 333,000.00 1-B 5248604109 Sep-2007 01-Feb-2007 AZ 95.00 218,500.00 1-B 5267602609 Sep-2007 01-Feb-2007 CA 80.00 496,000.00 1-B 5286600735 Sep-2007 01-Feb-2007 FL 80.00 148,000.00 1-B 5291605399 Sep-2007 01-Feb-2007 IL 80.00 240,000.00 1-B 9501253240 Aug-2007 01-Feb-2007 IL 80.00 122,800.00 1-B 9501254214 Sep-2007 01-Jan-2007 IL 80.00 192,000.00 1-B 9501258579 Aug-2007 01-Jan-2007 SC 80.00 224,000.00 1-B 9501262498 Jul-2007 01-Jan-2007 IL 80.00 336,000.00 1-B 9501268974 Sep-2007 01-Jan-2007 CO 90.00 157,500.00 1-B 9501269014 Sep-2007 01-Jan-2007 CO 90.00 144,000.00 1-B 9501279484 Aug-2007 01-Feb-2007 IL 80.00 285,600.00 1-B 9501281746 Oct-2007 01-Feb-2007 IL 80.00 180,000.00 1-B 9501286059 Oct-2007 01-Feb-2007 NY 79.61 308,000.00 1-B 9501286885 Aug-2007 01-Feb-2007 NJ 95.00 261,250.00 1-B 9501291943 Oct-2007 01-Feb-2007 IL 95.00 128,250.00 1-B 9501292354 Oct-2007 01-Feb-2007 CO 80.00 344,000.00 1-B 9501297536 Oct-2007 01-Feb-2007 TX 80.00 96,000.00 1-B 9501299573 Oct-2007 01-Feb-2007 GA 80.00 232,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Scheduled To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1-A 0000015881 208,349.67 01-Mar-2007 5 9.950% 8,215.72 1-A 0000016497 139,481.34 01-Feb-2007 6 10.500% 6,984.35 1-A 0000016501 184,720.19 01-Apr-2007 4 9.900% 8,696.37 1-A 0000016743 206,966.60 01-Mar-2007 5 8.500% 8,296.99 1-A 0000335037 393,077.92 01-Apr-2007 4 9.450% 14,667.42 1-A 0000337247 404,879.98 01-Mar-2007 5 7.990% 12,662.86 1-A 0000340006 119,256.99 01-Mar-2007 5 8.550% 4,007.72 1-A 0000341488 114,812.24 01-Feb-2007 6 10.275% 5,614.44 1-A 0000343247 379,568.88 01-Mar-2007 5 7.750% 11,471.09 1-A 0000344415 575,709.33 01-May-2007 3 9.500% 21,593.84 1-A 0070103008 246,206.67 01-Mar-2007 5 8.250% 9,562.72 1-A 0606164034 67,708.43 01-May-2007 3 11.990% 3,244.68 1-A 5282604903 74,184.20 01-Apr-2007 4 8.500% 2,974.10 1-B 0000016539 337,827.14 01-Feb-2007 6 7.850% 12,446.66 1-B 0000046018 371,882.21 01-May-2007 3 7.400% 10,717.26 1-B 0000047012 304,000.00 01-Sep-2007 0 7.950% 3,774.66 1-B 0000047410 425,758.45 01-Apr-2007 4 7.825% 15,611.06 1-B 0000047480 358,457.71 01-May-2007 3 8.990% 12,689.16 1-B 0000047536 203,178.19 01-Feb-2007 6 10.275% 9,946.11 1-B 0000047820 264,000.00 01-Apr-2007 4 7.250% 8,910.00 1-B 0000049051 251,927.00 01-Feb-2007 6 8.700% 10,329.00 1-B 0000049596 512,000.00 01-Apr-2007 4 8.050% 16,106.70 1-B 0000050647 393,497.93 01-Feb-2007 6 8.450% 15,677.05 1-B 0000050760 372,000.00 01-Feb-2007 6 7.550% 13,113.00 1-B 0000050947 187,955.88 01-Jan-2007 7 8.575% 7,605.39 1-B 0000051113 205,942.74 01-Feb-2007 6 8.650% 8,410.47 1-B 0000051403 346,937.93 01-May-2007 3 7.500% 10,129.52 1-B 0000051473 193,745.35 01-Feb-2007 6 9.975% 7,659.88 1-B 0000051595 186,564.91 01-Feb-2007 6 7.500% 6,547.66 1-B 0000051612 522,017.70 01-Mar-2007 5 7.800% 19,063.19 1-B 0000051768 230,400.00 01-May-2007 3 7.900% 7,104.00 1-B 0000051817 251,000.00 01-Mar-2007 5 6.420% 6,191.35 1-B 0000052088 436,680.55 01-May-2007 3 8.100% 13,859.43 1-B 0000052229 261,838.95 01-Mar-2007 5 8.175% 10,058.09 1-B 0000052779 188,090.44 01-Mar-2007 5 9.250% 8,244.71 1-B 0000053052 196,986.62 01-Apr-2007 4 8.950% 8,339.63 1-B 0000053057 230,400.00 01-May-2007 3 7.950% 7,152.00 1-B 0000053133 47,356.58 01-Apr-2007 4 10.850% 2,454.05 1-B 0000053148 177,468.07 01-Feb-2007 6 8.850% 7,424.68 1-B 0000053808 173,588.90 01-Mar-2007 5 7.975% 6,494.69 1-B 0000053958 493,600.00 01-Feb-2007 6 7.050% 16,165.38 1-B 0000328136 436,999.09 01-May-2007 3 6.750% 11,395.33 1-B 0000328779 223,879.88 01-May-2007 3 7.550% 6,576.50 1-B 0000328996 202,416.74 01-Apr-2007 4 9.525% 9,151.45 1-B 0000329267 533,409.70 01-Feb-2007 6 7.750% 19,358.75 1-B 0000329406 335,659.00 01-Mar-2007 5 8.990% 14,260.49 1-B 0000329415 760,000.00 01-Mar-2007 5 7.990% 28,461.96 1-B 0000329523 261,601.59 01-Feb-2007 6 8.750% 10,815.04 1-B 0000329778 249,107.57 01-Mar-2007 5 8.675% 10,204.89 1-B 0000330068 299,024.55 01-May-2007 3 9.250% 10,920.78 1-B 0000330078 398,150.36 01-Apr-2007 4 7.650% 14,250.93 1-B 0000330422 392,000.00 01-May-2007 3 7.900% 12,086.70 1-B 0000330992 255,600.00 01-Apr-2007 4 8.500% 10,224.00 1-B 0000331269 174,588.59 01-Apr-2007 4 9.950% 8,263.60 1-B 0000331416 215,192.94 01-Apr-2007 4 8.400% 8,508.36 1-B 0000331628 387,795.54 01-Mar-2007 5 9.400% 17,269.34 1-B 0000332015 393,971.90 01-May-2007 3 8.900% 13,798.99 1-B 0000332047 325,643.87 01-Apr-2007 4 7.550% 11,493.07 1-B 0000332062 428,450.00 01-Mar-2007 5 7.500% 14,995.74 1-B 0000332069 368,000.00 01-Feb-2007 6 7.900% 13,616.04 1-B 0000332104 485,258.63 01-Apr-2007 4 6.950% 15,672.30 1-B 0000332185 331,628.24 01-May-2007 3 9.350% 12,236.48 1-B 0000332305 346,635.76 01-Apr-2007 4 8.250% 13,445.74 1-B 0000332439 440,000.00 01-Mar-2007 5 8.200% 16,940.04 1-B 0000332659 267,758.47 01-May-2007 3 8.450% 8,887.20 1-B 0000332690 599,770.50 01-May-2007 3 7.650% 17,868.20 1-B 0000332983 617,000.00 01-Mar-2007 5 8.500% 20,566.70 1-B 0000333340 493,301.09 01-Mar-2007 5 8.500% 19,750.74 1-B 0000333540 119,012.76 01-Mar-2007 5 10.990% 6,250.83 1-B 0000333582 342,810.65 01-Mar-2007 5 8.400% 13,554.05 1-B 0000333674 307,497.18 01-Feb-2007 6 8.590% 12,466.35 1-B 0000333780 346,400.00 01-Mar-2007 5 7.000% 11,258.04 1-B 0000333785 305,382.79 01-Mar-2007 5 9.950% 12,030.73 1-B 0000333863 208,000.00 01-Mar-2007 5 7.650% 7,435.98 1-B 0000333933 105,724.96 01-Feb-2007 6 9.650% 4,845.52 1-B 0000333992 339,898.73 01-Mar-2007 5 9.900% 16,002.89 1-B 0000334000 533,916.25 01-Apr-2007 4 7.990% 20,016.78 1-B 0000334036 517,782.55 01-Mar-2007 5 8.050% 19,567.28 1-B 0000334238 271,174.35 01-Mar-2007 5 8.850% 11,331.11 1-B 0000334413 266,836.67 01-Feb-2007 6 7.600% 9,484.12 1-B 0000334470 538,436.78 01-Mar-2007 5 8.725% 22,162.48 1-B 0000334542 116,161.04 01-May-2007 3 9.750% 4,483.92 1-B 0000334718 281,507.38 01-Feb-2007 6 7.750% 10,231.66 1-B 0000334915 241,761.40 01-Feb-2007 6 9.950% 11,430.18 1-B 0000335001 199,972.49 01-Feb-2007 6 8.650% 8,166.93 1-B 0000335053 344,237.45 01-May-2007 3 9.450% 12,844.96 1-B 0000335139 384,000.00 01-May-2007 3 7.875% 11,800.00 1-B 0000335194 149,357.39 01-Apr-2007 4 7.350% 4,267.61 1-B 0000335227 244,000.00 01-Apr-2007 4 7.500% 7,116.65 1-B 0000335426 450,269.55 01-May-2007 3 7.750% 13,615.31 1-B 0000335432 352,000.00 01-Feb-2007 6 8.500% 11,733.30 1-B 0000335583 288,000.00 01-Feb-2007 6 7.900% 10,656.00 1-B 0000335788 478,390.91 01-Apr-2007 4 7.900% 14,764.24 1-B 0000335823 477,608.93 01-Feb-2007 6 8.250% 18,525.81 1-B 0000335880 307,729.37 01-Mar-2007 5 7.900% 9,510.36 1-B 0000335914 381,408.66 01-Mar-2007 5 10.525% 15,938.71 1-B 0000335941 319,994.00 01-May-2007 3 7.250% 8,999.85 1-B 0000336082 418,000.00 01-Mar-2007 5 7.200% 14,002.98 1-B 0000336236 398,838.01 01-Feb-2007 6 8.400% 15,769.05 1-B 0000336320 304,000.00 01-Mar-2007 5 7.500% 10,639.98 1-B 0000336327 482,377.52 01-Apr-2007 4 7.900% 17,867.49 1-B 0000336430 96,752.60 01-Apr-2007 4 9.990% 3,830.86 1-B 0000336435 286,500.00 01-May-2007 3 7.750% 8,654.65 1-B 0000336436 171,514.59 01-Apr-2007 4 8.500% 5,721.69 1-B 0000336449 144,232.93 01-Apr-2007 4 9.800% 6,718.49 1-B 0000336468 328,000.00 01-Mar-2007 5 8.550% 13,201.98 1-B 0000336499 414,825.97 01-May-2007 3 8.500% 13,838.47 1-B 0000336684 637,500.00 01-Mar-2007 5 7.500% 22,312.50 1-B 0000336770 214,409.27 01-Feb-2007 6 8.500% 8,595.78 1-B 0000337013 307,065.79 01-Mar-2007 5 8.250% 9,924.11 1-B 0000337128 178,929.75 01-Mar-2007 5 8.750% 6,162.00 1-B 0000337168 228,909.44 01-Apr-2007 4 8.100% 7,255.14 1-B 0000337169 268,280.80 01-Feb-2007 6 8.900% 11,291.34 1-B 0000337172 211,186.47 01-Feb-2007 6 10.850% 10,944.01 1-B 0000337175 152,539.29 01-Mar-2007 5 8.275% 5,935.80 1-B 0000337400 496,293.64 01-Feb-2007 6 8.375% 19,560.22 1-B 0000337402 303,402.99 01-Mar-2007 5 9.400% 11,258.01 1-B 0000337414 659,256.67 01-Feb-2007 6 8.750% 27,252.44 1-B 0000337422 570,131.04 01-Mar-2007 5 7.990% 21,374.16 1-B 0000337729 336,221.90 01-Mar-2007 5 7.200% 11,278.42 1-B 0000337819 329,375.58 01-Mar-2007 5 9.525% 14,873.16 1-B 0000337899 607,999.27 01-May-2007 3 7.990% 18,974.66 1-B 0000337926 259,024.10 01-Mar-2007 5 7.500% 7,562.82 1-B 0000338041 493,839.22 01-Feb-2007 6 8.250% 19,155.09 1-B 0000338058 178,600.74 01-May-2007 3 8.200% 5,735.02 1-B 0000338139 151,813.01 01-Feb-2007 6 9.350% 6,730.33 1-B 0000338208 173,477.80 01-Feb-2007 6 9.200% 7,551.92 1-B 0000338279 336,000.00 01-Feb-2007 6 7.700% 12,096.00 1-B 0000338290 596,448.95 01-Mar-2007 5 8.450% 19,773.13 1-B 0000338295 564,954.01 01-Feb-2007 6 8.990% 24,005.02 1-B 0000338452 221,467.74 01-Apr-2007 4 10.450% 11,034.44 1-B 0000338501 759,917.47 01-Feb-2007 6 8.200% 29,326.64 1-B 0000338588 456,488.47 01-Mar-2007 5 7.500% 13,345.59 1-B 0000338749 329,599.35 01-May-2007 3 7.775% 10,013.25 1-B 0000338751 296,366.79 01-Mar-2007 5 8.750% 10,195.00 1-B 0000338771 504,000.00 01-Feb-2007 6 7.990% 18,874.80 1-B 0000338800 340,000.00 01-Feb-2007 6 8.750% 14,025.00 1-B 0000338809 555,049.85 01-Mar-2007 5 9.500% 20,826.49 1-B 0000338897 393,235.06 01-Feb-2007 6 9.500% 17,728.01 1-B 0000338988 331,087.73 01-Mar-2007 5 8.250% 10,700.41 1-B 0000339059 344,250.00 01-Mar-2007 5 7.990% 12,892.14 1-B 0000339228 506,874.13 01-Mar-2007 5 8.990% 21,533.89 1-B 0000339293 436,641.22 01-Mar-2007 5 7.500% 12,765.35 1-B 0000339322 564,708.63 01-Feb-2007 6 7.250% 19,113.38 1-B 0000339327 418,000.00 01-May-2007 3 7.150% 11,582.05 1-B 0000339331 303,192.71 01-Feb-2007 6 7.990% 11,366.51 1-B 0000339367 507,112.38 01-Apr-2007 4 8.990% 21,570.73 1-B 0000339377 651,939.99 01-Mar-2007 5 7.000% 21,217.65 1-B 0000339471 360,000.00 01-Apr-2007 4 7.000% 11,700.00 1-B 0000339667 189,979.30 01-May-2007 3 9.000% 6,733.01 1-B 0000339743 451,200.00 01-May-2007 3 7.400% 12,972.00 1-B 0000339747 111,474.76 01-May-2007 3 9.375% 4,128.86 1-B 0000339756 454,507.09 01-May-2007 3 7.250% 12,797.23 1-B 0000339775 379,063.47 01-Feb-2007 6 8.250% 14,703.05 1-B 0000339817 569,061.27 01-Jan-2007 7 9.990% 27,017.91 1-B 0000339923 664,226.49 01-May-2007 3 8.000% 20,775.78 1-B 0000339925 341,334.67 01-Apr-2007 4 7.350% 11,705.54 1-B 0000339933 402,807.39 01-Mar-2007 5 8.000% 15,121.22 1-B 0000339977 450,334.62 01-Apr-2007 4 9.750% 20,841.09 1-B 0000339984 467,991.98 01-Apr-2007 4 7.400% 16,145.70 1-B 0000340027 288,260.41 01-Feb-2007 6 8.500% 11,540.96 1-B 0000340055 437,770.90 01-Feb-2007 6 9.000% 18,642.74 1-B 0000340190 360,000.00 01-Apr-2007 4 7.990% 13,482.00 1-B 0000340224 467,200.00 01-Feb-2007 6 8.650% 19,038.36 1-B 0000340318 576,000.00 01-Mar-2007 5 7.500% 20,160.00 1-B 0000340396 138,600.87 01-Mar-2007 5 9.990% 5,488.24 1-B 0000340410 267,689.92 01-Mar-2007 5 8.500% 10,731.47 1-B 0000340447 139,670.67 01-Feb-2007 6 9.400% 6,226.78 1-B 0000340467 477,675.02 01-Mar-2007 5 8.625% 19,447.42 1-B 0000340477 277,378.75 01-Mar-2007 5 8.325% 10,877.52 1-B 0000340507 377,250.00 01-May-2007 3 7.950% 11,710.45 1-B 0000340596 524,885.12 01-Mar-2007 5 8.250% 16,983.57 1-B 0000340657 471,062.14 01-Feb-2007 6 8.990% 20,012.33 1-B 0000340681 470,917.90 01-Mar-2007 5 8.500% 18,853.82 1-B 0000340689 398,264.78 01-Feb-2007 6 9.750% 18,451.54 1-B 0000340726 335,084.78 01-Mar-2007 5 9.000% 14,252.30 1-B 0000340748 237,886.34 01-Feb-2007 6 8.100% 9,048.89 1-B 0000340829 289,316.54 01-Apr-2007 4 9.250% 12,666.85 1-B 0000340957 566,484.62 01-Apr-2007 4 8.990% 24,054.87 1-B 0000341001 701,568.32 01-Mar-2007 5 8.490% 28,051.80 1-B 0000341025 484,933.25 01-Mar-2007 5 8.650% 16,479.81 1-B 0000341069 380,000.00 01-May-2007 3 8.250% 12,270.85 1-B 0000341079 404,000.00 01-Feb-2007 6 8.400% 13,298.35 1-B 0000341115 260,484.00 01-Mar-2007 5 8.000% 9,768.12 1-B 0000341154 486,944.37 01-Mar-2007 5 8.700% 19,981.84 1-B 0000341249 337,350.95 01-Mar-2007 5 8.775% 11,652.65 1-B 0000341297 93,101.61 01-Mar-2007 5 9.250% 4,080.92 1-B 0000341317 487,974.75 01-Feb-2007 6 9.750% 22,583.03 1-B 0000341384 471,750.00 01-Feb-2007 6 7.750% 17,100.96 1-B 0000341403 473,732.38 01-Apr-2007 4 7.990% 17,759.97 1-B 0000341443 502,708.71 01-Feb-2007 6 7.800% 18,395.60 1-B 0000341558 136,017.03 01-Mar-2007 5 8.400% 4,485.99 1-B 0000341656 634,698.57 01-Feb-2007 6 8.890% 26,647.21 1-B 0000341658 625,064.62 01-Feb-2007 6 8.750% 25,805.69 1-B 0000341699 301,154.84 01-Apr-2007 4 8.600% 12,207.45 1-B 0000341755 254,305.20 01-Mar-2007 5 7.900% 7,848.35 1-B 0000341756 179,163.01 01-Mar-2007 5 8.825% 6,225.78 1-B 0000341799 757,379.89 01-Mar-2007 5 7.800% 27,715.28 1-B 0000341839 562,500.00 01-Apr-2007 4 9.200% 24,468.72 1-B 0000341921 486,382.36 01-Apr-2007 4 8.500% 16,225.39 1-B 0000341977 431,436.71 01-Feb-2007 6 10.400% 21,367.18 1-B 0000341980 323,123.82 01-Mar-2007 5 7.500% 9,434.16 1-B 0000341993 247,225.04 01-Mar-2007 5 10.525% 10,331.19 1-B 0000342024 315,275.49 01-Feb-2007 6 8.500% 12,622.48 1-B 0000342038 328,159.16 01-Mar-2007 5 9.550% 12,393.50 1-B 0000342182 184,000.00 01-Apr-2007 4 7.750% 6,669.96 1-B 0000342221 605,250.31 01-Feb-2007 6 9.550% 27,436.85 1-B 0000342241 187,755.17 01-Feb-2007 6 10.000% 8,923.54 1-B 0000342290 403,107.08 01-Feb-2007 6 8.800% 16,763.79 1-B 0000342300 454,258.49 01-Feb-2007 6 9.250% 19,887.55 1-B 0000342308 323,472.00 01-Apr-2007 4 9.250% 14,162.15 1-B 0000342322 432,908.41 01-Mar-2007 5 10.250% 17,595.10 1-B 0000342407 223,793.64 01-Apr-2007 4 8.300% 7,275.85 1-B 0000342414 215,126.08 01-Mar-2007 5 9.500% 9,698.13 1-B 0000342457 494,087.36 01-Feb-2007 6 8.150% 18,917.69 1-B 0000342469 192,538.62 01-Apr-2007 4 8.500% 7,718.57 1-B 0000342502 327,863.63 01-Mar-2007 5 10.338% 13,441.82 1-B 0000342510 460,356.72 01-Mar-2007 5 8.500% 15,350.20 1-B 0000342538 463,111.12 01-Feb-2007 6 8.700% 19,003.71 1-B 0000342571 502,883.74 01-Mar-2007 5 8.200% 19,380.07 1-B 0000342739 512,000.00 01-Mar-2007 5 7.990% 19,174.44 1-B 0000342902 217,600.00 01-Mar-2007 5 8.750% 8,976.00 1-B 0000343052 235,930.96 01-Feb-2007 6 9.880% 11,071.79 1-B 0000343113 356,000.00 01-Apr-2007 4 8.500% 11,866.70 1-B 0000343139 512,000.00 01-Apr-2007 4 7.990% 19,174.44 1-B 0000343164 390,441.08 01-Mar-2007 5 9.690% 14,958.82 1-B 0000343225 279,294.55 01-Feb-2007 6 7.750% 10,135.75 1-B 0000343252 550,507.25 01-May-2007 3 7.500% 16,073.01 1-B 0000343288 273,834.14 01-Feb-2007 6 8.800% 11,387.78 1-B 0000343408 334,400.00 01-Apr-2007 4 8.850% 13,961.22 1-B 0000343438 264,842.91 01-Apr-2007 4 9.150% 11,476.64 1-B 0000343477 344,000.00 01-Mar-2007 5 8.050% 10,821.70 1-B 0000343583 485,125.01 01-Feb-2007 6 7.650% 17,388.70 1-B 0000343690 518,593.77 01-Mar-2007 5 7.500% 15,141.24 1-B 0000343691 278,382.86 01-Mar-2007 5 7.750% 8,428.06 1-B 0000343759 224,000.00 01-Apr-2007 4 8.500% 8,960.04 1-B 0000343989 321,642.90 01-May-2007 3 8.650% 10,942.46 1-B 0000344039 450,000.00 01-Apr-2007 4 8.950% 19,012.50 1-B 0000344204 339,385.73 01-May-2007 3 8.900% 11,886.70 1-B 0000344267 525,556.07 01-May-2007 3 9.500% 19,719.65 1-B 0000344328 208,780.09 01-May-2007 3 10.250% 8,485.58 1-B 0000344347 256,800.00 01-May-2007 3 8.490% 8,549.30 1-B 0000344354 518,824.46 01-Mar-2007 5 7.650% 18,569.16 1-B 0000344523 291,047.16 01-May-2007 3 9.500% 10,931.04 1-B 0000344575 407,794.04 01-Apr-2007 4 9.500% 18,355.18 1-B 0000345081 212,500.00 01-May-2007 3 10.150% 8,544.30 1-B 0000345173 368,900.00 01-Mar-2007 5 7.990% 13,815.30 1-B 0000345535 247,680.00 01-May-2007 3 7.990% 7,729.70 1-B 0060031234 554,469.85 01-Apr-2007 4 6.950% 17,906.50 1-B 0060048923 215,421.84 01-May-2007 3 7.050% 5,886.06 1-B 0060160520 292,102.81 01-May-2007 3 11.100% 12,905.76 1-B 0060808017 471,147.11 01-Mar-2007 5 9.050% 20,157.63 1-B 0061204013 126,923.42 01-Mar-2007 5 9.550% 4,793.48 1-B 1006081000 448,031.44 01-Mar-2007 5 7.500% 15,724.68 1-B 3027601861 331,424.41 01-Mar-2007 5 7.940% 12,361.12 1-B 3027605390 138,851.18 01-May-2007 3 8.090% 4,400.49 1-B 3027605666 169,789.25 01-Apr-2007 4 8.375% 6,700.98 1-B 3027607754 357,097.45 01-Feb-2007 6 8.500% 14,315.84 1-B 3027607835 103,472.04 01-May-2007 3 8.990% 3,666.68 1-B 3027608147 207,743.50 01-Mar-2007 5 7.850% 7,638.30 1-B 3029605992 324,000.00 01-Apr-2007 4 9.190% 14,077.80 1-B 3029609222 178,609.76 01-May-2007 3 7.940% 5,548.94 1-B 3029609821 140,700.00 01-May-2007 3 8.450% 4,660.65 1-B 3029610393 392,000.00 01-Mar-2007 5 6.340% 9,538.70 1-B 3029610481 213,345.12 01-Mar-2007 5 8.450% 8,488.35 1-B 3029611958 380,000.00 01-Apr-2007 4 6.790% 9,959.20 1-B 3029612272 109,577.85 01-May-2007 3 8.120% 3,480.41 1-B 3029612677 222,689.12 01-Apr-2007 4 8.290% 8,693.91 1-B 3029612684 203,076.64 01-Apr-2007 4 9.690% 9,333.63 1-B 3044602179 184,251.28 01-May-2007 3 10.600% 7,763.62 1-B 3058608717 75,389.30 01-Mar-2007 5 7.740% 2,736.28 1-B 3058610130 71,509.84 01-Apr-2007 4 8.570% 2,891.86 1-B 3058612042 95,386.53 01-Feb-2007 6 7.850% 3,514.36 1-B 3058612483 182,400.00 01-Feb-2007 6 7.600% 6,475.20 1-B 3076607370 129,074.79 01-Apr-2007 4 9.400% 5,754.58 1-B 3076607461 218,635.49 01-Mar-2007 5 8.000% 6,846.82 1-B 4420601691 123,856.33 01-Feb-2007 6 10.840% 6,412.43 1-B 4420604386 89,601.03 01-Apr-2007 4 10.650% 3,794.11 1-B 4420604778 357,509.19 01-Feb-2007 6 8.490% 14,314.90 1-B 4420607237 87,389.72 01-Mar-2007 5 8.140% 3,346.29 1-B 5207603132 397,231.23 01-Mar-2007 5 8.600% 13,410.78 1-B 5213602394 309,065.99 01-Mar-2007 5 9.490% 13,902.12 1-B 5240602763 172,311.99 01-Feb-2007 6 9.690% 7,923.21 1-B 5240608649 443,095.52 01-Mar-2007 5 8.690% 18,183.69 1-B 5240608900 287,643.47 01-Apr-2007 4 7.840% 8,800.78 1-B 5243610805 232,000.00 01-Mar-2007 5 7.715% 8,369.40 1-B 5243612536 390,928.86 01-Apr-2007 4 7.890% 14,460.44 1-B 5243612939 407,200.00 01-Mar-2007 5 6.590% 12,399.24 1-B 5243613033 332,338.32 01-May-2007 3 8.990% 11,764.42 1-B 5248604109 218,209.52 01-Mar-2007 5 7.650% 7,805.09 1-B 5267602609 495,999.87 01-Feb-2007 6 8.390% 19,567.20 1-B 5286600735 147,163.50 01-Apr-2007 4 8.500% 5,899.69 1-B 5291605399 239,723.50 01-Mar-2007 5 8.030% 7,524.27 1-B 9501253240 122,060.83 01-Feb-2007 6 8.150% 4,680.00 1-B 9501254214 190,659.10 01-Apr-2007 4 7.950% 7,119.85 1-B 9501258579 223,156.29 01-Mar-2007 5 8.550% 8,990.42 1-B 9501262498 336,000.00 01-Feb-2007 6 8.250% 13,020.00 1-B 9501268974 156,355.50 01-Apr-2007 4 7.750% 5,682.67 1-B 9501269014 142,953.66 01-Apr-2007 4 7.750% 5,195.60 1-B 9501279484 284,963.93 01-Feb-2007 6 8.600% 11,551.21 1-B 9501281746 179,584.28 01-Mar-2007 5 8.475% 7,167.46 1-B 9501286059 306,108.63 01-May-2007 3 8.050% 9,649.85 1-B 9501286885 260,474.87 01-Feb-2007 6 7.600% 7,713.49 1-B 9501291943 127,603.05 01-May-2007 3 9.600% 4,845.76 1-B 9501292354 342,552.86 01-May-2007 3 6.340% 8,347.35 1-B 9501297536 95,881.64 01-May-2007 3 7.850% 2,937.60 1-B 9501299573 231,340.30 01-May-2007 3 7.750% 6,995.16

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 315 ~~Nov~~Jan-0607 0.000% Original Principal Balance 13,~~161~~747,~~250~~080.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 13,~~155~~735,~~372~~027.4430 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 924 ~~Apr~~Jun-07 0.~~000~~021% Original Principal Balance 25,~~427~~615,~~400~~205.00 ~~May~~Jul-07 0.~~000~~021% Current Scheduled Balance 25,~~417~~595,~~563~~259.4236 ~~Jun~~Aug-07 0.~~021~~045% ~~Jul~~Sep-07 0.~~021~~179% ~~Aug~~Oct-07 0.~~045~~277% ~~Sep~~Nov-07 0.~~179~~291% ~~Oct~~Dec-07 0.~~277~~648% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 06 ~~Nov~~Jan-0607 0.000% Original Principal Balance 0992,980.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 0986,721.0033 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 29 ~~Apr~~Jun-07 0.~~000~~030% Original Principal Balance ~~180~~1,~~150~~223,446.00 ~~May~~Jul-07 0.~~000~~031% Current Scheduled Balance ~~179~~1,~~339~~216,297.1924 ~~Jun~~Aug-07 0.~~030~~031% ~~Jul~~Sep-07 0.~~031~~147% ~~Aug~~Oct-07 0.~~031~~148% ~~Sep~~Nov-07 0.~~147~~306% ~~Oct~~Dec-07 01.~~148~~022% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-B 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 39 ~~Nov~~Jan-0607 0.000% Original Principal Balance 12,~~161~~754,~~250~~100.00 ~~Dec~~Feb-0607 0.000% Current Scheduled Balance 12,~~155~~748,~~372~~305.4497 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 715 ~~Apr~~Jun-07 0.~~000~~020% Original Principal Balance 24,~~247~~391,~~250~~759.00 ~~May~~Jul-07 0.~~000~~020% Current Scheduled Balance 24,~~238~~378,~~224~~962.2312 ~~Jun~~Aug-07 0.~~020~~047% ~~Jul~~Sep-07 0.~~020~~185% ~~Aug~~Oct-07 0.~~047~~298% ~~Sep~~Nov-07 0.~~185~~289% ~~Oct~~Dec-07 0.~~298~~588% *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 1-A ~~0000333700~~0000044264 Dec-2007 01-Sep-2006 NV 26.88 125,000.00 1-A 0000332731 Nov-2007 01-Oct-2006 FL 20.00 78,466.00 1-A 0000335620 Dec-2007 01-Dec-2006 FL 20.00 59,980.00 1-A 0000337247 Dec-2007 01-Dec-2006 CA 66.34 408,000.00 1-A 0000337900 Dec-2007 01-Dec-2006 CA 20.00 ~~116~~152,000.00 1-A ~~5240608527~~0000340494 ~~Sep~~Dec-2007 01-Feb-2007 NV 20.00 124,000.00 1-A 0000341381 Dec-2007 01-Feb-2007 CA 1920.9900 64124,~~150~~000.00 1-BA ~~0000331831~~0606164034 ~~Sep~~Nov-2007 01-Sep-2006 CAAL 9080.00 ~~243~~68,000.00 1-A 3058610759 Nov-2007 01-Jan-2007 TN 80.00 84,000.00 1-B ~~0000333699~~0000334542 ~~Sep~~Dec-2007 01-~~Oct~~Nov-2006 TX 89.92 116,900.00 1-B 0000337899 Dec-2007 01-Dec-2006 CA 80.00 ~~464~~608,000.00 1-B 0000338195 Oct-2007 01-Jan-2007 CA 90.00 416,250.00 1-B ~~0000340849~~0000338771 ~~Oct~~Dec-2007 01-Jan-2007 CA 80.00 504,000.00 1-B 0000340493 Dec-2007 01-Feb-2007 NV 8980.2300 ~~290~~496,000.00 1-B 0000341875 Dec-2007 01-Mar-2007 MI 95.00 91,200.00 1-B 0000342146 Dec-2007 01-Feb-2007 OH 100.00 233,000.00 1-B 0000342557 Sep-2007 01-Mar-2007 NV 90.00 279,000.00 1-B ~~3029604392~~3058610572 ~~Sep~~Dec-2007 01-~~Aug~~Jan-2007 RI 80.00 196,000.00 1-B 4420601691 Nov-2007 01-Dec-2006 ILTX 95.00 124,450.00 1-B 4420604386 Nov-2007 01-Dec-2006 TX 90.00 90,000.00 1-B 4420606619 Dec-2007 01-Feb-2007 MO 90.00 189,000.00 1-B 5243612536 Nov-2007 01-Feb-2007 CA 80.00 ~~100~~392,000.00 1-B ~~3058610629~~9501298476 ~~Oct~~Dec-2007 01-~~Jan~~Feb-2007 MIPA 7480.5900 ~~455~~320,000.00 1-B 9501304027 Nov-2007 01-Feb-2007 VA 79.99 335,959.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Scheduled Date Delinquent Loan Rate Delinquent Balance Interest 1-A ~~0000333700~~0000044264 ~~115~~124,~~366~~415.9128 01-~~Jun~~Apr-2007 26 1012.~~490~~250% 39,~~845~~759.9642 1-A ~~5240608527~~0000332731 6378,~~972~~103.2876 01-~~Feb~~Apr-2007 6 11.~~850~~990% 35,~~634~~991.44 1-BA ~~0000331831~~0000335620 ~~241~~59,~~606~~755.5013 01-~~Sep~~Jul-2007 3 12.240% 2,925.68 1-A 0000337247 404,287.83 01-Mar-2007 7 7.990% 17,715.27 1-A 0000337900 151,179.08 01-May-2007 5 10.540% 8,869.37 1-A 0000340494 123,517.34 01-Mar-2007 7 11.250% 8,866.59 1-A 0000341381 123,566.67 01-Nov-2007 0 611.~~875~~750% 2,~~568~~318.7104 1-A 0606164034 67,663.37 01-Jun-2007 4 11.990% 3,891.74 1-A 3058610759 83,808.78 01-Sep-2007 1 7.440% 1,454.57 1-B ~~0000333699~~0000334542 ~~464~~116,~~000~~039.0047 01-May-2007 35 9.750% 6,274.27 1-B 0000337899 607,999.27 01-May-2007 5 7.990% 1426,~~480~~564.7052 1-B 0000338195 413,~~646~~103.4735 01-Feb-2007 68 8.500% 1622,~~583~~096.0554 1-B ~~0000340849~~0000338771 ~~289~~504,~~571~~000.9400 01-Feb-2007 68 97.990% 1325,~~748~~166.2140 1-B 0000340493 496,000.00 01-Mar-2007 7 8.250% 25,626.64 1-B 0000341875 90,962.78 01-Sep-2007 1 9.750% 2,104.30 1-B 0000342146 232,776.08 01-Aug-2007 2 9.050% 6,635.61 1-B 0000342557 278,~~311~~134.9933 01-Mar-2007 57 7.825% 1013,~~204~~601.53 1-B 3058610572 194,633.39 01-Nov-2007 0 8.900% 2,727.34 1-B ~~3029604392~~4420601691 98123,~~933~~753.3024 01-~~Mar~~Feb-2007 58 10.840% 8,546.~~140~~44 1-B 4420604386 89,524.35 01-May-2007 5 10.650% 35,~~788~~309.7854 1-B ~~3058610629~~4420606619 ~~452~~188,~~154~~039.03 01-~~Apr~~Jun-2007 4 9.990% 8,937.~~500~~35 1-B 5243612536 390,682.13 01-Apr-2007 6 7.890% 1819,~~126~~274.8162 1-B 9501298476 317,855.95 01-May-2007 5 8.650% 15,149.27 1-B 9501304027 335,458.75 01-Nov-2007 0 7.900% 4,138.20

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage 1-A 210 ~~129~~928,~~901~~823.4620 ~~229~~884,~~577~~642.2986 0.~~189~~744% 1-B 30 ~~819,070~~0.6800 ~~145,636~~0.9300 0.~~019~~000% Total 510 ~~948~~928,~~972~~823.1420 ~~375~~884,~~214~~642.2286 0.~~043~~102%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term 1-A ~~0000335316~~0000016541 8885,000.00 1012.~~500~~100% FLMA 20.00 360 1-A 0000328315 93,800.00 11.500% CA 19.96 180 1-A ~~0000341153~~0000334829 ~~130~~105,000.00 1011.~~740~~250% VACA 20.00 180 1-BA ~~0000335988~~0000334894 ~~612~~100,000.00 711.500% CA 9020.00 ~~360~~180 1-BA ~~3029610964~~0000336107 5440,~~400~~200.00 811.990% ARCA 8020.00 ~~360~~180 1-BA ~~3029611914~~0000337397 ~~152~~140,~~950~~000.00 1011.~~440~~240% CTCA 20.00 180 1-A 3058608508 101,650.00 9.990% NC 95.00 360 1-A 5243609935 100,000.00 11.990% NV 20.00 180 1-A 5243613398 90,000.00 11.850% CA 20.00 180 1-A 5282604903 74,700.00 8.500% MI 90.00 360

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) 1-A ~~0000335316~~0000016541 084,927.0091 92,~~666~~101.4250 92,~~666~~101.4250 1-A ~~0000341153~~0000328315 ~~129~~93,~~901~~494.4667 ~~136~~100,~~910~~998.8781 ~~136~~100,~~910~~998.8781 1-BA ~~0000335988~~0000334829 ~~612~~104,~~000~~856.0022 ~~121~~113,~~391~~138.0335 ~~121~~113,~~391~~138.0335 1-BA ~~3029610964~~0000334894 5499,~~370~~903.21 4107,~~558~~450.7770 4107,~~558~~450.7770 1-BA ~~3029611914~~0000336107 ~~152~~40,~~700~~051.4780 1943,~~687~~077.1381 1943,~~687~~077.1381 1-A 0000337397 139,856.56 149,856.26 149,856.26 1-A 3058608508 101,432.25 54,452.02 54,452.02 1-A 5243609935 99,883.58 108,276.51 108,276.51 1-A 5243613398 89,946.50 97,478.49 97,478.49 1-A 5282604903 74,470.50 17,812.41 17,812.41

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~108~~107% Current Month 75.~~082~~731% 3 Month Average 0.~~036~~077% 3 Month Average 24.~~361~~583% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.108% N/A Oct-2007 7.082% N/A Nov-2007 0.016% N/A Nov-2007 0.938% N/A Dec-2007 0.107% N/A Dec-2007 5.731% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR ~~Cumulative~~ Loss Severity Current Month 1.~~288~~272% Current Month 43(Cumulative) 62.~~865~~188% 3 Month Average 0.~~429~~916% 3 Month Average (Cumulative) 49.~~107~~509% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 ~~N/A~~0.000% N/A Jun-2007 0.000% N/A Jun-2007 ~~N/A~~0.000% N/A Jul-2007 0.000% N/A Jul-2007 ~~N/A~~0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 103.455% N/A Oct-2007 1.288% N/A Oct-2007 43.865% N/A Nov-2007 0.189% N/A Nov-2007 42.473% N/A Dec-2007 1.272% N/A Dec-2007 62.188% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1-A MDR SDA Current Month 0.~~106~~769% Current Month 639.~~767~~007% 3 Month Average 0.~~035~~329% 3 Month Average 217.~~256~~441% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.106% N/A Oct-2007 6.767% N/A Nov-2007 0.114% N/A Nov-2007 6.549% N/A Dec-2007 0.769% N/A Dec-2007 39.007% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR ~~Cumulative~~ Loss Severity Current Month 18.~~263~~845% Current Month ~~104~~(Cumulative) 98.~~688~~698% 3 Month Average 03.~~421~~820% 3 Month Average 69(Cumulative) 102.~~381~~880% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 ~~N/A~~0.000% N/A Jun-2007 0.000% N/A Jun-2007 ~~N/A~~0.000% N/A Jul-2007 0.000% N/A Jul-2007 ~~N/A~~0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 103.455% N/A Oct-2007 1.263% N/A Oct-2007 104.688% N/A Nov-2007 1.354% N/A Nov-2007 105.255% N/A Dec-2007 8.845% N/A Dec-2007 98.698% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1-B MDR SDA Current Month 0.~~108~~000% Current Month 70.~~134~~000% 3 Month Average 0.036% 3 Month Average 2.378% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~2007 N/A N/A ~~Jan~~Mar-2007 N/A N/A ~~Jan~~Mar-2007 N/A N/A ~~Feb~~Apr-2007 N/A N/A ~~Feb~~Apr-2007 N/A N/A ~~Mar~~May-2007 ~~N/A~~0.000% N/A ~~Mar~~May-2007 ~~N/A~~0.000% N/A ~~Apr~~Jun-2007 ~~N/A~~0.000% N/A ~~Apr~~Jun-2007 ~~N/A~~0.000% N/A ~~May~~Jul-2007 0.000% N/A ~~May~~Jul-2007 0.000% N/A ~~Jun~~Aug-2007 0.000% N/A ~~Jun~~Aug-2007 0.000% N/A ~~Jul~~Sep-2007 0.000% N/A ~~Jul~~Sep-2007 0.000% N/A ~~Aug~~Oct-2007 0.~~000~~108% N/A ~~Aug~~Oct-2007 07.~~000~~134% N/A ~~Sep~~Nov-2007 0.000% N/A ~~Sep~~Nov-2007 0.000% N/A ~~Oct~~Dec-2007 0.~~108~~000% N/A ~~Oct~~Dec-2007 70.~~134~~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 Severity Current Month 10.~~292~~000% Current Month 17(Cumulative) 13.~~781~~702% 3 Month Average 0.431% 3 Month Average 0(Cumulative) 15.~~000~~062% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~2007 N/A N/A ~~Jan~~Mar-2007 N/A N/A ~~Jan~~Mar-2007 N/A N/A ~~Feb~~Apr-2007 N/A N/A ~~Feb~~Apr-2007 N/A N/A ~~Mar~~May-2007 ~~N/A~~0.000% N/A ~~Mar~~May-2007 ~~N/A~~0.000% N/A ~~Apr~~Jun-2007 ~~N/A~~0.000% N/A ~~Apr~~Jun-2007 ~~N/A~~0.000% N/A ~~May~~Jul-2007 0.000% N/A ~~May~~Jul-2007 ~~N/A~~0.000% N/A ~~Jun~~Aug-2007 0.000% N/A ~~Jun~~Aug-2007 ~~N/A~~0.000% N/A ~~Jul~~Sep-2007 0.000% N/A ~~Jul~~Sep-2007 ~~N/A~~0.000% N/A ~~Aug~~Oct-2007 01.~~000~~292% N/A ~~Aug~~Oct-2007 ~~N/A~~17.781% N/A ~~Sep~~Nov-2007 0.000% N/A ~~Sep~~Nov-2007 ~~N/A~~13.702% N/A ~~Oct~~Dec-2007 10.~~292~~000% N/A ~~Oct~~Dec-2007 1713.~~781~~702% 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: Monthly Default Rate (MDR): ~~sum~~Sum(Beg Scheduled Balance of Liquidated Loans) / ~~sum~~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 (All Realized Losses) / Sum (~~Ending~~ Actual Liquidated Balance for loans that have experienced a loss). 3 Month Average and 12 Month Average will not have values until the 3rd and 12th month respectively.

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 1-A 65 ~~874~~463,~~350~~425.00 ~~869~~461,~~099~~572.5730 0 0.00 0.00 1-B 1619 3,~~413~~007,~~600~~330.00 32,~~397~~995,~~184~~826.1873 0 0.00 0.00 Total 2224 43,~~287~~470,~~950~~755.00 43,~~266~~457,~~283~~399.7503 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount 1-A 0 0.00 0.00 110 ~~130~~930,~~000~~350.00 ~~129~~925,~~595~~908.0954 157,~~189~~980.5524 1-B 0 0.00 0.00 30 ~~819,350~~0.00 ~~818,597~~0.5800 122,~~995~~457.5798 Total 0 0.00 0.00 410 ~~949~~930,350.00 ~~948~~925,~~192~~908.6754 1730,~~185~~438.1222

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1-A ~~0000331772~~0000016541 CAMA 9020.00 01-~~Oct~~Feb-~~2006~~2007 ~~402~~85,~~750~~000.00 ~~399~~84,~~085~~724.6675 1-A ~~0000334658~~0000328315 CA 2019.0096 01-~~Nov~~Jul-2006 ~~156~~93,800.00 ~~156~~93,~~229~~151.7212 1-A ~~0000334749~~0000334829 ILCA 20.00 01-Nov-2006 36105,~~800~~000.00 36104,~~665~~472.2537 1-A ~~0000341153~~0000334894 VACA 20.00 01-~~Feb~~Dec-~~2007~~2006 ~~130~~100,000.00 ~~129~~99,~~542~~559.4283 1-A ~~3027605884~~0000336107 MDCA 6920.2300 01-Dec-2006 9040,~~000~~200.00 8939,~~526~~957.0397 1-A ~~3058612321~~0000337397 MICA 8020.00 01-~~Feb~~Dec-~~2007~~2006 ~~108~~140,000.00 ~~107~~139,~~540~~348.2541 1-A ~~3076606051~~0000339816 ILCA 20.00 01-~~Dec~~Jan-~~2006~~2007 8070,000.00 7969,~~575~~667.1666 1-BA ~~0000015285~~0000343097 RIVA 9559.0098 01-~~Sep~~Mar-~~2006~~2007 ~~218~~79,~~500~~775.00 ~~216~~79,~~203~~457.4178 1-BA ~~0000016219~~0059892257 CTNC 7374.7505 01-~~Jan~~Apr-2007 ~~147~~77,~~500~~750.00 ~~146~~77,~~529~~653.7807 1-BA ~~0000016382~~0060293016 CTMD 2266.4640 01-~~Jan~~May-2007 ~~292~~166,000.00 ~~289~~165,~~163~~244.5010 1-BA ~~0000328770~~3058608508 NVNC 8795.3700 01-~~Aug~~Nov-2006 ~~173~~101,~~000~~650.00 ~~171~~100,~~650~~945.3251 1-BA ~~0000334786~~5243609935 AZNV 9020.00 01-~~Nov~~Dec-2006 ~~360~~100,000.00 ~~356~~99,~~834~~604.7205 1-BA ~~0000335988~~5243613398 CA 20.00 01-Feb-2007 90,000.00 89,692.27 1-A 5282604903 MI 90.00 01-Dec-2006 ~~612~~74,~~000~~700.00 ~~612~~74,~~000~~086.03 1-A 5284600860 NJ 36.79 01-Mar-2007 69,900.00 69,368.47 1-B ~~0000338975~~0000335509 FLAZ 7874.3326 01-~~Jan~~Nov-~~2007~~2006 ~~517~~150,000.00 ~~514~~149,~~108~~946.5355 1-B ~~0000341785~~0000337882 CA 6664.3029 01-~~Mar~~Jan-2007 ~~305~~225,000.00 ~~305~~225,000.00 1-B ~~0000344203~~0000338208 VAID 6980.2300 01-~~Mar~~Jan-2007 ~~135~~173,~~000~~840.00 ~~134~~173,~~759~~401.6999 1-B ~~0000344216~~0000339689 FL 6089.2774 01-~~Apr~~Jan-2007 ~~135~~305,~~000~~091.00 ~~135~~302,942.02 1-B 0000339701 FL 89.71 01-Jan-2007 305,000.00 302,851.75 1-B ~~0060156171~~0000342136 TXNV 80.00 01-~~May~~Feb-2007 ~~128~~251,~~000~~975.00 ~~127~~251,~~432~~975.4100 1-B ~~0060297231~~0000342157 NCVA 59.1176 01-Feb-2007 73,500.00 73,499.93 1-B 0000343841 CA 40.00 01-Apr-2007 ~~313~~110,000.00 ~~311~~109,~~788~~714.4772 1-B ~~3029610964~~0000345291 ARMD 8065.00 01-~~Feb~~Apr-2007 5498,~~400~~800.00 5498,~~123~~730.8307 1-B ~~3029611914~~0060083532 CTGA 95.00 01-~~Feb~~Apr-2007 ~~152~~226,~~950~~100.00 ~~152~~224,~~376~~752.1561 1-B ~~3058610127~~0060343167 MDNC 8085.00 01-~~Dec~~May-~~2006~~2007 ~~120~~173,995.00 173,181.73 1-B 1007010009 DE 68.75 01-Apr-2007 110,000.00 ~~119~~109,~~324~~738.3651 1-B ~~3058700201~~3029612784 MDTN 7479.9199 01-Mar-2007 ~~200~~95,750.00 95,310.28 1-B 3042601955 FL 63.95 01-Mar-2007 159,879.00 159,699.85 1-B 3076607780 WI 82.12 01-Feb-2007 124,000.00 ~~198~~122,~~737~~846.5856 1-B ~~5207700062~~3076607852 MDIL 80.00 01-~~Mar~~Feb-2007 ~~164~~114,~~800~~400.00 ~~164~~113,~~479~~576.2000 1-B ~~5208602905~~4412602581 PAMO 80.00 01-~~Jan~~Feb-2007 56100,~~800~~000.00 5699,~~521~~002.6315 1-B ~~5239600616~~5282605918 UTIL ~~100~~90.00 01-~~Jan~~Feb-2007 ~~148~~157,~~000~~500.00 ~~147~~156,~~840~~474.9140 1-B 9501271721 PA 84.68 01-Feb-2007 52,500.00 52,007.88

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1-A ~~0000331772~~0000016541 ~~Loan~~Liquidation ~~Paid~~5 in12.100% ~~Full~~360 010 1-A 0000328315 Liquidation 7 11.~~990~~500% ~~360~~180 1217 1-A ~~0000334658~~0000334829 ~~Loan~~Liquidation ~~Paid~~7 in11.250% ~~Full~~180 013 1-A 0000334894 Liquidation 7 11.~~990~~500% 180 1112 1-A ~~0000334749~~0000336107 ~~Loan~~Liquidation ~~Paid~~4 in11.990% ~~Full~~180 012 1-A 0000337397 Liquidation 7 11.~~990~~240% 180 1112 1-A ~~0000341153~~0000339816 ~~Liquidation~~Loan 4Paid in Full 7 10.~~740~~750% 180 811 1-A ~~3027605884~~0000343097 Loan Paid in Full 0 97.~~900~~250% 360 109 1-A ~~3058612321~~0059892257 Loan Paid in Full 0 910.~~840~~550% 360 8 1-A ~~3076606051~~0060293016 Loan Paid in Full 0 8.975% 360 7 1-A 3058608508 Liquidation 7 9.990% 360 13 1-A 5243609935 Liquidation 6 11.990% 180 12 1-A 5243613398 Liquidation 6 11.~~340~~850% 180 10 1-BA ~~0000015285~~5282604903 Liquidation 5 8.500% 360 12 1-A 5284600860 Loan Paid in Full (1) 7.~~650~~240% 360 139 1-B ~~0000016219~~0000335509 Loan Paid in Full 0 8.~~250~~000% 360 913 1-B ~~0000016382~~0000337882 Loan Paid in Full 0 67.~~250~~225% 360 911 1-B ~~0000328770~~0000338208 Loan Paid in Full 07 9.~~500~~200% 360 1411 1-B ~~0000334786~~0000339689 Loan Paid in Full 0 8.~~450~~850% 360 11 1-B ~~0000335988~~0000339701 ~~Liquidation~~Loan 2Paid 7in Full 0 8.~~500~~850% 360 1011 1-B ~~0000338975~~0000342136 Loan Paid in Full 40 9.~~050~~250% 360 910 1-B ~~0000341785~~0000342157 Loan Paid in Full 0 67.300% 360 710 1-B ~~0000344203~~0000343841 Loan Paid in Full 0 89.~~950~~800% 360 78 1-B ~~0000344216~~0000345291 Loan Paid in Full 0 79.~~075~~300% 360 68 1-B ~~0060156171~~0060083532 Loan Paid in Full 0(1) 78.~~600~~200% 360 58 1-B ~~0060297231~~0060343167 Loan Paid in Full 0(1) 98.~~050~~800% 360 67 1-B ~~3029610964~~1007010009 ~~Liquidation~~Loan 5Paid in Full 2 8.~~990~~375% 360 8 1-B ~~3029611914~~3029612784 ~~Liquidation~~Loan 2Paid in Full 0 10.~~440~~090% 360 89 1-B ~~3058610127~~3042601955 Loan Paid in Full 0 98.~~500~~390% 360 109 1-B ~~3058700201~~3076607780 Loan Paid in Full 0 76.~~300~~990% 360 710 1-B ~~5207700062~~3076607852 Loan Paid in Full 0 68.~~400~~290% 360 710 1-B ~~5208602905~~4412602581 Loan Paid in Full 0 9.~~690~~590% 360 910 1-B ~~5239600616~~5282605918 Loan Paid in Full 0 8.~~500~~790% 360 910 1-B 9501271721 Loan Paid in Full 0 6.950% 360 10

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived 1-A 12 ~~107~~149,~~593~~184.0257 14,~~076~~594.9702 0.00 1-B 108 1,~~603~~022,~~401~~081.6365 5935,~~332~~473.7501 0.00 Total 1110 1,~~710~~171,~~994~~266.6522 6040,~~409~~067.7203 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 1-A ~~3058612321~~0000339816 0912/1912/2007 ~~107~~69,~~593~~696.0273 13,~~076~~004.9726 0.00 1-BA ~~0000015285~~0000343097 1012/12/2007 ~~216~~79,~~374~~487.3184 41,~~324~~589.0776 0.00 1-B ~~0000016219~~0000335509 1012/0805/2007 ~~146~~149,~~629~~946.8255 74,~~331~~797.4986 0.00 1-B ~~0000016382~~0000337882 0912/2606/2007 ~~289~~225,~~453~~000.~~82 14,472.69 0.~~00 ~~1-B 0000328770 09/20/2007 171,745.35~~ 6,~~518~~502.8850 0.00 1-B ~~0000341785~~0000342157 0912/2704/2007 ~~305~~73,~~000~~499.0093 71,~~686~~470.00 0.00 1-B ~~0000343595~~0000343841 0912/0405/2007 0109,735.0037 24,~~260~~299.8803 0.00 1-B ~~0000344203~~1007010009 0911/2029/2007 ~~134~~109,~~790~~768.5238 23,~~696~~673.4224 0.00 1-B ~~0000344216~~3029612784 1012/0903/2007 ~~135~~95,~~000~~355.0015 34,~~820~~767.5076 0.00 1-B ~~5208602905~~3042601955 1012/0406/2007 56159,~~550~~718.4833 27,~~828~~986.9583 0.00 1-B ~~5239600616~~4412602581 0912/1806/2007 ~~147~~99,~~857~~057.3394 71,~~392~~975.8779 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~596~~508% Current Month 65.~~918~~930% Current Month ~~380~~267.~~382~~231% 3 Month Average 0.~~692~~514% 3 Month Average 75.~~993~~997% 3 Month Average ~~504~~300.~~188~~813% 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. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 8.826% N/A May-2007 1,036.511% N/A Jun-2007 12.298% N/A Jun-2007 1,205.828% N/A Jul-2007 8.368% N/A Jul-2007 686.392% N/A Aug-2007 8.996% N/A Aug-2007 634.069% N/A Sep-2007 8.064% N/A Sep-2007 498.113% N/A Oct-2007 6.918% N/A Oct-2007 380.382% N/A Nov-2007 5.143% N/A Nov-2007 254.824% N/A Dec-2007 5.930% N/A Dec-2007 267.231% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1-A SMM CPR PSA Current Month 01.~~828~~159% Current Month 913.~~498~~052% Current Month ~~508~~575.~~891~~642% 3 Month Average 10.~~019~~891% 3 Month Average 1110.~~536~~157% 3 Month Average ~~699~~489.~~324~~275% 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. ~~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 7.477% N/A May-2007 809.931% N/A Jun-2007 11.331% N/A Jun-2007 1,056.755% N/A Jul-2007 8.429% N/A Jul-2007 662.453% N/A Aug-2007 10.218% N/A Aug-2007 696.398% N/A Sep-2007 14.894% N/A Sep-2007 892.681% N/A Oct-2007 9.498% N/A Oct-2007 508.891% N/A Nov-2007 7.922% N/A Nov-2007 383.293% N/A Dec-2007 13.052% N/A Dec-2007 575.642% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1-B SMM CPR PSA Current Month 0.~~558~~403% Current Month 64.~~494~~735% Current Month ~~358~~214.~~583~~121% 3 Month Average 0.~~639~~454% 3 Month Average 75.~~397~~306% 3 Month Average ~~470~~268.~~155~~616% 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. ~~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 9.043% N/A May-2007 1,076.709% N/A Jun-2007 12.455% N/A Jun-2007 1,231.568% N/A Jul-2007 8.358% N/A Jul-2007 690.505% N/A Aug-2007 8.795% N/A Aug-2007 623.368% N/A Sep-2007 6.903% N/A Sep-2007 428.513% N/A Oct-2007 6.494% N/A Oct-2007 358.583% N/A Nov-2007 4.687% N/A Nov-2007 233.142% N/A Dec-2007 4.735% N/A Dec-2007 214.121% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary 1-A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.749 0 0.00 0.000 0 0.00 0.000 5.750 5.999 2 386,~~489~~205.4214 0.~~044~~045 0 0.00 0.000 6.000 6.249 9 2,~~547~~546,~~387~~124.8628 0.~~292~~295 0 0.00 0.000 6.250 6.499 3938 109,~~039~~844,~~869~~275.5035 1.~~150~~140 4 ~~817~~816,~~741~~593.0725 0.~~674~~686 6.500 6.749 57 15,~~959~~951,~~986~~418.4526 1.~~829~~847 7 2,~~076~~075,~~790~~081.6176 1.~~711~~744 6.750 6.999 ~~170~~164 4039,~~594~~737,~~718~~250.6220 4.~~652~~600 34 6,~~632~~623,~~640~~177.3349 5.~~466~~566 7.000 7.249 ~~202~~200 55,~~411~~078,~~226~~074.1839 6.~~350~~376 2322 3,~~778~~700,~~059~~132.1742 3.~~114~~110 7.250 7.499 ~~261~~257 7170,~~158~~476,~~863~~981.9643 8.~~154~~159 3130 5,~~339~~252,~~628~~955.3409 4.~~400~~415 7.500 7.749 ~~325~~324 88,~~366~~236,~~430~~423.1672 10.~~126~~214 24 4,~~293~~286,~~343~~565.4726 3.~~538~~603 7.750 7.999 ~~481~~478 130,~~908~~006,~~343~~433.5068 15.~~001~~050 44 8,~~661~~650,~~085~~087.9546 7.~~138~~270 8.000 8.249 ~~211~~209 51,~~440~~027,~~207~~564.9830 5.~~895~~907 28 3,~~954~~948,~~013~~777.8701 3.~~259~~319 8.250 8.499 ~~313~~308 8180,~~466~~435,~~864~~412.8393 9.~~335~~311 33 6,~~242~~235,~~877~~213.1450 5.~~145~~240 8.500 8.749 ~~325~~323 77,~~308~~010,~~204~~429.6915 8.~~859~~915 6159 9,~~286~~036,~~622~~766.1887 7.~~653~~595 8.750 8.999 ~~336~~328 7876,~~025~~363,~~510~~451.5396 8.~~941~~840 7572 10,~~588~~129,~~304~~085.0453 8.~~726~~513 9.000 9.249 ~~132~~131 24,~~206~~009,~~739~~443.3046 2.~~774~~779 31 3,~~464~~456,~~662~~211.8258 2.~~855~~905 9.250 9.499 ~~123~~120 2423,~~298~~789,~~608~~770.6660 2.~~784~~754 27 3,~~429~~424,~~449~~490.0687 2.~~826~~878 9.500 9.749 ~~155~~154 29,~~520~~399,~~590~~982.1956 3.~~383~~403 34 3,~~878~~873,~~384~~969.2364 3.~~196~~256 9.750 9.999 ~~197~~193 30,~~720~~299,~~898~~253.3965 3.~~520~~508 8986 7,~~594~~342,~~303~~604.0253 6.~~259~~171 10.000 10.249 6362 8,~~406~~303,~~005~~975.4272 0.~~963~~961 25 2,~~002~~000,~~476~~164.0389 1.~~650~~681 10.250 10.499 107 12,~~529~~643,~~167~~635.3622 1.~~436~~464 7271 6,~~595~~511,~~918~~844.9888 5.~~436~~473 10.500 10.749 7473 7,~~935~~851,~~507~~169.7701 0.909 5352 4,~~787~~705,~~847~~740.4090 3.~~946~~955 10.750 10.999 9492 8,~~709~~567,~~123~~592.5976 0.~~998~~992 7674 6,~~532~~393,~~897~~086.3720 5.~~384~~373 11.000 11.249 4443 3,~~955~~807,~~795~~280.1954 0.~~453~~441 4039 3,~~504~~356,~~919~~597.4172 2.~~888~~821 11.250 11.499 4746 3,~~582~~475,~~252~~097.0550 0.~~410~~402 4544 3,~~473~~366,~~384~~307.2917 2.~~862~~829 11.500 11.749 6058 43,~~181~~985,~~316~~136.8090 0.~~479~~461 5957 43,~~102~~905,~~004~~841.8498 3.~~380~~283 11.750 11.999 8076 5,~~463~~136,~~195~~208.3615 0.~~626~~595 7571 4,~~919~~592,~~140~~525.1498 43.~~054~~860 >= 12.000 9897 5,~~554~~466,~~750~~807.1043 0.~~637~~633 9796 5,~~387~~299,~~277~~342.9663 4.~~440~~454 Total 43,~~005~~949 ~~872~~863,~~678~~835,~~053~~398.8629 100.000 1,~~087~~064 ~~121~~118,~~343~~983,~~771~~164.7261 100.000

Interest Rate Stratification (continued) 1-B Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 5.250 5.499 0 0.00 0.000 5.500 5.749 0 0.00 0.000 5.750 5.999 2 386,~~489~~205.4214 0.~~051~~052 6.000 6.249 9 2,~~547~~546,~~387~~124.8628 0.~~339~~342 6.250 6.499 3534 9,~~222~~027,~~128~~682.4310 1.~~227~~212 6.500 6.749 50 13,~~883~~876,~~195~~336.8450 1.~~848~~863 6.750 6.999 ~~136~~130 33,~~962~~114,~~078~~072.2971 4.~~520~~446 7.000 7.249 ~~179~~178 51,~~633~~377,~~167~~941.0197 6.~~872~~898 7.250 7.499 ~~230~~227 65,~~819~~224,~~235~~026.6234 8.~~760~~757 7.500 7.749 ~~301~~300 8483,~~073~~949,~~086~~858.6946 11.~~190~~271 7.750 7.999 ~~437~~434 ~~122~~121,~~247~~356,~~257~~346.5522 16.~~271~~293 8.000 8.249 ~~183~~181 47,~~486~~078,~~194~~787.1129 6.~~320~~321 8.250 8.499 ~~280~~275 7574,~~223~~200,~~987~~199.6943 109.~~012~~962 8.500 8.749 264 6867,~~021~~973,~~582~~662.5128 9.~~053~~126 8.750 8.999 ~~261~~256 6766,~~437~~234,~~206~~366.4943 8.~~976~~892 9.000 9.249 ~~101~~100 20,~~742~~553,~~076~~231.4888 2.~~761~~759 9.250 9.499 9693 20,~~869~~365,~~159~~279.6073 2.~~778~~734 9.500 9.749 ~~121~~120 25,~~642~~526,~~205~~012.9692 3.~~413~~427 9.750 9.999 ~~108~~107 2322,~~126~~956,~~595~~649.3712 3.~~078~~082 10.000 10.249 3837 6,~~403~~303,~~529~~810.3983 0.~~852~~846 10.250 10.499 3536 56,~~933~~131,~~248~~790.3834 0.~~790~~823 10.500 10.749 21 3,~~147~~145,~~660~~428.3711 0.~~419~~422 10.750 10.999 18 2,~~176~~174,~~226~~506.2256 0.~~290~~292 11.000 11.249 4 450,~~875~~682.7882 0.~~060~~061 11.250 11.499 2 108,~~867~~790.7633 0.~~014~~015 11.500 11.749 1 79,~~311~~294.9692 0.011 11.750 11.999 5 ~~544~~543,~~055~~682.2217 0.~~072~~073 >= 12.000 1 167,~~472~~464.1480 0.022 Total 2,~~918~~885 ~~751~~744,~~334~~852,~~282~~233.1468 100.000

Filing Compare · Natixis Real Estate Capital Trust 2007-HE2