10-D 1 has07he2_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: 333-140923-01 HSI Asset Securitization Corporation Trust 2007-HE2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-140923 HSI Asset Securitization Corporation (Exact name of depositor as specified in its charter) HSBC Bank USA, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199564 54-2199565 54-2199944 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ R _____ _____ __X___ ____________ P _____ _____ __X___ ____________

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

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance I-A 40430RAA4 1112/2324/2007 54.~~08250~~99875% ~~302~~298,~~499~~631,~~083~~236.1593 1,~~366~~243,~~502~~925.6153 II-A-1 40430RAB2 1112/2324/2007 4.~~98250~~89875% ~~120~~119,~~724~~719,~~734~~285.5696 ~~534~~488,~~629~~705.0838 II-A-2 40430RAC0 1112/2324/2007 54.~~06250~~97875% 26,376,000.00 ~~118~~109,~~681~~427.4963 II-A-3 40430RAD8 1112/2324/2007 5.~~13250~~04875% 49,252,000.00 ~~224~~207,~~678~~207.6750 II-A-4 40430RAE6 1112/2324/2007 5.~~20250~~11875% 3,688,000.00 1715,~~053~~730.4486 M-1 40430RAF3 1112/2324/2007 5.~~24250~~15875% 29,714,000.00 ~~138~~127,~~454~~733.9806 M-2 40430RAG1 1112/2324/2007 5.~~26250~~17875% 27,567,000.00 ~~128~~118,~~940~~963.8808 M-3 40430RAH9 1112/2324/2007 5.~~37250~~28875% 16,468,000.00 7872,~~636~~575.8877 M-4 40430RAJ5 1112/2324/2007 5.~~72250~~63875% 14,320,000.00 7267,~~834~~285.6283 M-5 40430RAK2 1112/2324/2007 5.~~87250~~78875% 13,963,000.00 7267,~~880~~353.4167 M-6 40430RAL0 1112/2324/2007 6.~~87250~~78875% 11,814,000.00 7266,~~164~~832.0201 M-7 40430RAM8 1112/2324/2007 6.~~87250~~78875% 11,814,000.00 7266,~~164~~832.0201 M-8 40430RAN6 1112/2324/2007 7.~~37250~~28875% 10,740,000.00 7065,~~376~~231.9020 M-9 40430RAP1 1112/2324/2007 7.~~37250~~28875% 8,592,000.00 5652,~~301~~184.5296 M-10 40430RAQ9 1112/2324/2007 6.~~87250~~78875% 65,~~359~~210,~~962~~669.3260 3829,~~848~~476.8685 X 40430RAR7 1011/3130/2007 0.00000% 2526,~~502~~651,~~340~~632.0072 ~~40,384~~0.4900 R 40430RAT3 1011/3130/2007 0.00000% 0.00 0.00 P 40430RAS5 1011/3130/2007 0.00000% 100.00 2952,~~792~~904.6836 Totals ~~679~~674,~~394~~520,~~220~~925.0321 32,~~133~~852,~~325~~369.5570

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 3,~~867~~509,~~846~~112.2216 0.00 ~~298~~295,~~631~~122,~~236~~124.9377 54,~~234~~753,~~348~~037.8369 0.00 II-A-1 12,~~005~~127,~~448~~771.6078 0.00 ~~119~~117,~~719~~591,~~285~~514.9618 12,~~540~~616,~~077~~477.6816 0.00 II-A-2 0.00 0.00 26,376,000.00 ~~118~~109,~~681~~427.4963 0.00 II-A-3 0.00 0.00 49,252,000.00 ~~224~~207,~~678~~207.6750 0.00 II-A-4 0.00 0.00 3,688,000.00 1715,~~053~~730.4486 0.00 M-1 0.00 0.00 29,714,000.00 ~~138~~127,~~454~~733.9806 0.00 M-2 0.00 0.00 27,567,000.00 ~~128~~118,~~940~~963.8808 0.00 M-3 0.00 0.00 16,468,000.00 7872,~~636~~575.8877 0.00 M-4 0.00 0.00 14,320,000.00 7267,~~834~~285.6283 0.00 M-5 0.00 0.00 13,963,000.00 7267,~~880~~353.4167 0.00 M-6 0.00 0.00 11,814,000.00 7266,~~164~~832.0201 0.00 M-7 0.00 0.00 11,814,000.00 7266,~~164~~832.0201 0.00 M-8 0.00 0.00 10,740,000.00 7065,~~376~~231.9020 0.00 M-9 0.00 0.00 8,592,000.00 5652,~~301~~184.5296 0.00 M-10 1,~~149~~005,~~292~~414.7264 0.00 54,~~210~~205,~~669~~254.6095 1,~~188~~034,~~141~~891.5849 0.00 X 0.00 0.00 2627,~~651~~657,~~632~~047.7237 ~~40,384~~0.4900 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 2952,~~792~~904.6836 0.00 Totals 6,~~022~~642,~~587~~298.5458 0.00 ~~674~~668,~~520~~884,~~925~~041.2127 9,~~155~~494,~~913~~668.0928 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 326,874,000.00 ~~302~~298,~~499~~631,~~083~~236.1593 0.00 3,~~867~~509,~~846~~112.2216 0.00 II-A-1 132,967,000.00 ~~120~~119,~~724~~719,~~734~~285.5696 0.00 12,~~005~~127,~~448~~771.6078 0.00 II-A-2 26,376,000.00 26,376,000.00 0.00 0.00 0.00 II-A-3 49,252,000.00 49,252,000.00 0.00 0.00 0.00 II-A-4 3,688,000.00 3,688,000.00 0.00 0.00 0.00 M-1 29,714,000.00 29,714,000.00 0.00 0.00 0.00 M-2 27,567,000.00 27,567,000.00 0.00 0.00 0.00 M-3 16,468,000.00 16,468,000.00 0.00 0.00 0.00 M-4 14,320,000.00 14,320,000.00 0.00 0.00 0.00 M-5 13,963,000.00 13,963,000.00 0.00 0.00 0.00 M-6 11,814,000.00 11,814,000.00 0.00 0.00 0.00 M-7 11,814,000.00 11,814,000.00 0.00 0.00 0.00 M-8 10,740,000.00 10,740,000.00 0.00 0.00 0.00 M-9 8,592,000.00 8,592,000.00 0.00 0.00 0.00 M-10 13,604,000.00 65,~~359~~210,~~962~~669.3260 0.00 1,~~149~~005,~~292~~414.7264 0.00 X 18,258,755.67 2526,~~502~~651,~~340~~632.0072 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 Totals 716,011,855.67 ~~679~~674,~~394~~520,~~220~~925.0321 0.00 6,~~022~~642,~~587~~298.5458 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00 3,~~867~~509,~~846~~112.2216 ~~298~~295,~~631~~122,~~236~~124.9377 0.~~91359740~~90286203 3,~~867~~509,~~846~~112.2216 II-A-1 0.00 12,~~005~~127,~~448~~771.6078 ~~119~~117,~~719~~591,~~285~~514.9618 0.~~90036841~~88436615 12,~~005~~127,~~448~~771.6078 II-A-2 0.00 0.00 26,376,000.00 1.00000000 0.00 II-A-3 0.00 0.00 49,252,000.00 1.00000000 0.00 II-A-4 0.00 0.00 3,688,000.00 1.00000000 0.00 M-1 0.00 0.00 29,714,000.00 1.00000000 0.00 M-2 0.00 0.00 27,567,000.00 1.00000000 0.00 M-3 0.00 0.00 16,468,000.00 1.00000000 0.00 M-4 0.00 0.00 14,320,000.00 1.00000000 0.00 M-5 0.00 0.00 13,963,000.00 1.00000000 0.00 M-6 0.00 0.00 11,814,000.00 1.00000000 0.00 M-7 0.00 0.00 11,814,000.00 1.00000000 0.00 M-8 0.00 0.00 10,740,000.00 1.00000000 0.00 M-9 0.00 0.00 8,592,000.00 1.00000000 0.00 M-10 0.00 1,~~149~~005,~~292~~414.7264 54,~~210~~205,~~669~~254.6095 0.~~38302482~~30911901 1,~~149~~005,~~292~~414.7264 X 0.00 0.00 2627,~~651~~657,~~632~~047.7237 1.~~45966314~~51472794 0.00 R 0.00 0.00 0.00 0.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 Totals 0.00 6,~~022~~642,~~587~~298.5458 ~~674~~668,~~520~~884,~~925~~041.2127 0.~~94205273~~93418012 6,~~022~~642,~~587~~298.5458 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 I-A 326,874,000.00 ~~925~~913.~~43023657~~59740123 0.00000000 1110.~~83283534~~73536641 0.00000000 II-A-1 132,967,000.00 ~~907~~900.~~93004700~~36840690 0.00000000 716.~~56164011~~00225454 0.00000000 II-A-2 26,376,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 49,252,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 3,688,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 29,714,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 27,567,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 16,468,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 14,320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 13,963,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 11,814,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 11,814,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 10,740,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 8,592,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 13,604,000.00 ~~467~~383.~~50678624~~02481623 0.00000000 8473.~~48197001~~90581006 0.00000000 X 18,258,755.67 ~~1396~~1459.~~71839970~~66314472 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00000000 1110.~~83283534~~73536641 ~~913~~902.~~59740123~~86203482 0.~~91359740~~90286203 1110.~~83283534~~73536641 II-A-1 0.00000000 716.~~56164011~~00225454 ~~900~~884.~~36840690~~36615235 0.~~90036841~~88436615 716.~~56164011~~00225454 II-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 8473.~~48197001~~90581006 ~~383~~309.~~02481623~~11900544 0.~~38302482~~30911901 8473.~~48197001~~90581006 X 0.00000000 0.00000000 ~~1459~~1514.~~66314472~~72794038 1.~~45966314~~51472794 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: 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 I-A 1011/2526/07 - 1112/25/07 3230 54.~~08250~~99875% ~~302~~298,~~499~~631,~~083~~236.1593 1,~~366~~243,~~623~~985.6475 0.00 II-A-1 1011/2526/07 - 1112/25/07 3230 4.~~98250~~89875% ~~120~~119,~~724~~719,~~734~~285.5696 ~~534~~488,~~676~~729.4404 0.00 II-A-2 1011/2526/07 - 1112/25/07 3230 54.~~06250~~97875% 26,376,000.00 ~~118~~109,~~692~~432.0093 0.00 II-A-3 1011/2526/07 - 1112/25/07 3230 5.~~13250~~04875% 49,252,000.00 ~~224~~207,~~698~~217.5753 0.00 II-A-4 1011/2526/07 - 1112/25/07 3230 5.~~20250~~11875% 3,688,000.00 1715,~~054~~731.9563 0.00 M-1 1011/2526/07 - 1112/25/07 3230 5.~~24250~~15875% 29,714,000.00 ~~138~~127,~~467~~739.2425 0.00 M-2 1011/2526/07 - 1112/25/07 3230 5.~~26250~~17875% 27,567,000.00 ~~128~~118,~~952~~968.3083 0.00 M-3 1011/2526/07 - 1112/25/07 3230 5.~~37250~~28875% 16,468,000.00 7872,~~643~~579.8528 0.00 M-4 1011/2526/07 - 1112/25/07 3230 5.~~72250~~63875% 14,320,000.00 7267,~~841~~289.0708 0.00 M-5 1011/2526/07 - 1112/25/07 3230 5.~~87250~~78875% 13,963,000.00 7267,~~886~~356.8693 0.00 M-6 1011/2526/07 - 1112/25/07 3230 6.~~87250~~78875% 11,814,000.00 7266,~~170~~835.4124 0.00 M-7 1011/2526/07 - 1112/25/07 3230 6.~~87250~~78875% 11,814,000.00 7266,~~170~~835.4124 0.00 M-8 1011/2526/07 - 1112/25/07 3230 7.~~37250~~28875% 10,740,000.00 7065,~~382~~234.8031 ~~3,766~~999.2292 M-9 1011/2526/07 - 1112/25/07 3230 7.~~37250~~28875% 8,592,000.00 5652,~~306~~187.2445 ~~3,012~~799.9894 M-10 1011/2526/07 - 1112/25/07 3230 6.~~87250~~78875% 65,~~359~~210,~~962~~669.3260 3829,~~852~~478.3028 0.00 X N/A N/A 0.00000% ~~679~~674,~~394~~520,~~120~~825.0321 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 32,~~063~~799,~~419~~600.0877 61,~~779~~799.2086

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00 ~~121~~60.0322 1,~~366~~243,~~502~~925.6153 0.00 ~~298~~295,~~631~~122,~~236~~124.9377 II-A-1 0.00 4723.3566 ~~534~~488,~~629~~705.0838 0.00 ~~119~~117,~~719~~591,~~285~~514.9618 II-A-2 0.00 105.5130 ~~118~~109,~~681~~427.4963 0.00 26,376,000.00 II-A-3 0.00 1910.9003 ~~224~~207,~~678~~207.6750 0.00 49,252,000.00 II-A-4 0.00 10.5176 1715,~~053~~730.4486 0.00 3,688,000.00 M-1 0.00 126.2618 ~~138~~127,~~454~~733.9806 0.00 29,714,000.00 M-2 0.00 115.4276 ~~128~~118,~~940~~963.8808 0.00 27,567,000.00 M-3 0.00 63.9651 7872,~~636~~575.8877 0.00 16,468,000.00 M-4 0.00 63.4526 7267,~~834~~285.6283 0.00 14,320,000.00 M-5 0.00 63.4526 7267,~~880~~353.4167 0.00 13,963,000.00 M-6 0.00 63.3924 7266,~~164~~832.0201 0.00 11,814,000.00 M-7 0.00 63.3924 7266,~~164~~832.0201 0.00 11,814,000.00 M-8 ~~3,766~~999.2292 53.9011 7065,~~376~~231.9020 0.00 10,740,000.00 M-9 ~~3,012~~799.9894 42.7249 5652,~~301~~184.5296 0.00 8,592,000.00 M-10 0.00 31.4443 3829,~~848~~476.8685 0.00 54,~~210~~205,~~669~~254.6095 X 0.00 0.00 ~~40,384~~0.4900 0.00 ~~674~~668,~~520~~883,~~825~~941.2127 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 2952,~~792~~904.6836 0.00 100.00 Totals 61,~~779~~799.2086 ~~270~~135.6845 32,~~133~~852,~~325~~369.5570 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A 326,874,000.00 54.~~08250~~99875% ~~925~~913.~~43023657~~59740123 43.~~18088817~~80570419 0.00000000 II-A-1 132,967,000.00 4.~~98250~~89875% ~~907~~900.~~93004700~~36840690 43.~~02112133~~67556642 0.00000000 II-A-2 26,376,000.00 54.~~06250~~97875% 1000.00000000 4.~~50000000~~14895852 0.00000000 II-A-3 49,252,000.00 5.~~13250~~04875% 1000.00000000 4.~~56222224~~20729168 0.00000000 II-A-4 3,688,000.00 5.~~20250~~11875% 1000.00000000 4.~~62444414~~26562636 0.00000000 M-1 29,714,000.00 5.~~24250~~15875% 1000.00000000 4.~~66000000~~29895840 0.00000000 M-2 27,567,000.00 5.~~26250~~17875% 1000.00000000 4.~~67777778~~31562484 0.00000000 M-3 16,468,000.00 5.~~37250~~28875% 1000.00000000 4.~~77555562~~40729172 0.00000000 M-4 14,320,000.00 5.~~72250~~63875% 1000.00000000 54.~~08666690~~69895810 0.00000000 M-5 13,963,000.00 5.~~87250~~78875% 1000.00000000 54.~~22000000~~82395832 0.00000000 M-6 11,814,000.00 6.~~87250~~78875% 1000.00000000 65.~~10888861~~65729135 0.00000000 M-7 11,814,000.00 6.~~87250~~78875% 1000.00000000 65.~~10888861~~65729135 0.00000000 M-8 10,740,000.00 7.~~37250~~28875% 1000.00000000 6.~~55333333~~07395810 0.~~35067225~~09310242 M-9 8,592,000.00 7.~~37250~~28875% 1000.00000000 6.~~55333333~~07395833 0.~~35067272~~09310289 M-10 13,604,000.00 6.~~87250~~78875% ~~467~~383.~~50678624~~02481623 2.~~85594678~~16688327 0.00000000 X 18,258,755.67 0.00000% ~~37209~~36942.~~22347114~~32166753 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00000000 0.~~00037026~~00018423 43.~~18051791~~80551996 0.00000000 ~~913~~902.~~59740123~~86203482 II-A-1 0.00000000 0.~~00035610~~00017794 43.~~02076515~~67538848 0.00000000 ~~900~~884.~~36840690~~36615235 II-A-2 0.00000000 0.~~00039847~~00020094 4.~~49960153~~14875758 0.00000000 1000.00000000 II-A-3 0.00000000 0.~~00040404~~00020365 4.~~56181820~~20708804 0.00000000 1000.00000000 II-A-4 0.00000000 0.~~00040944~~00020607 4.~~62403471~~26541757 0.00000000 1000.00000000 M-1 0.00000000 0.~~00041260~~00020798 4.~~65958740~~29875008 0.00000000 1000.00000000 M-2 0.00000000 0.~~00041426~~00020895 4.~~67736351~~31541626 0.00000000 1000.00000000 M-3 0.00000000 0.~~00042264~~00021314 4.~~77513238~~40707858 0.00000000 1000.00000000 M-4 0.00000000 0.~~00045042~~00022765 54.~~08621648~~69873115 0.00000000 1000.00000000 M-5 0.00000000 0.~~00046194~~00023347 54.~~21953806~~82372484 0.00000000 1000.00000000 M-6 0.00000000 0.~~00054088~~00027425 65.~~10834772~~65701794 0.00000000 1000.00000000 M-7 0.00000000 0.~~00054088~~00027425 65.~~10834772~~65701794 0.00000000 1000.00000000 M-8 0.~~35067225~~09310242 0.~~00054935~~00028957 6.~~55278399~~07366853 0.00000000 1000.00000000 M-9 0.~~35067272~~09310289 0.~~00054935~~00028980 6.~~55278399~~07366853 0.00000000 1000.00000000 M-10 0.00000000 0.~~00025287~~00010512 2.~~85569391~~16677815 0.00000000 ~~383~~309.~~02481623~~11900544 X 0.00000000 0.00000000 20.~~21178763~~00000000 0.00000000 ~~36942~~36633.~~32166753~~59942808 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~297926~~529043.~~80000000~~60000000 0.00000000 1000.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 9,~~337~~933,~~018~~102.9388 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 1,~~528~~693,~~372~~527.3460 Gains & Subsequent Recoveries (Realized Losses) 0(221,570.0059) Prepayment Penalties 2952,~~792~~904.6836 Swap/Cap Payments ~~47,163~~0.6900 Total Deposits 1011,~~942~~457,~~347~~964.6425 Withdrawals Swap Payments 0144,598.0062 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 1,~~494~~528,~~011~~372.9934 Total Administration Fees ~~292~~290,~~422~~325.5601 Payment of Interest and Principal 9,~~155~~494,~~913~~668.0928 Total Withdrawals (Pool Distribution Amount) 1011,~~942~~457,~~347~~964.6425 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall ~~270~~135.6845 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall ~~270~~135.6845

ADMINISTRATION FEES Gross Servicing Fee* ~~283~~281,~~080~~050.8935 Credit Risk Manager - Office Tiger Global RE Services 7,~~926~~869.2641 Master Servicing Fee - Wells Fargo Bank, NA 1,~~415~~405.4125 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~292~~290,~~422~~325.5601 *Servicer Payees include: COUNTRYWIDE HOME LOANS SERVICING LP; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Supplemental Interest Trust Account 500.00 0.00 0.00 500.00 Excess Reserve Fund Account 1,000.00 61,~~779~~799.1986 61,~~779~~799.1986 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Agreement - Wachovia Bank, N.A. 0.00 0.00 0.00 Swap Agreement - Wachovia Bank, N.A. 2,~~518~~224,~~411~~728.6111 2,~~471~~369,~~247~~326.9273 47(144,~~163~~598.6962)

Collateral Statement Group Group I Group II Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~997406~~991243 7.~~956093~~953727 Weighted Average Net Rate 7.~~497406~~491243 7.~~456093~~453727 Weighted Average Pass-Through Rate 7.~~494906~~488743 7.~~453593~~451227 Weighted Average Remaining Term ~~350~~349 ~~350~~349 Principal And Interest Constant 2,~~922~~893,~~795~~902.6182 1,~~884~~878,~~995~~122.8717 Beginning Loan Count 2,~~274~~249 1,~~088~~082 Loans Paid in Full 2522 611 Ending Loan Count 2,~~249~~227 1,~~082~~071 Beginning Scheduled Balance ~~409~~405,~~758~~890,~~746~~900.5937 ~~269~~268,~~635~~629,~~373~~924.4484 Ending Scheduled Balance ~~405~~402,~~890~~492,~~900~~758.3766 ~~268~~266,~~629~~391,~~924~~182.8461 Actual Ending Collateral Balance ~~406~~402,~~121~~753,~~022~~623.2581 ~~268~~266,~~781~~566,~~415~~781.4688 Scheduled Principal ~~191~~190,~~956~~925.3044 97,~~292~~614.4754 Unscheduled Principal 3,~~675~~207,~~889~~216.9227 ~~908~~2,~~156~~141,127.1369 Negative Amortized Principal 0.00 0.00 Scheduled Interest 2,~~730~~702,~~839~~977.3138 1,~~787~~780,~~703~~507.4063 Servicing Fees ~~170~~169,~~732~~121.8221 ~~112~~111,~~348~~929.0714 Master Servicing Fees ~~853~~845.6760 ~~561~~559.7465 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~559~~533,~~252~~010.8257 1,~~674~~668,~~793~~018.5984 Realized Loss Amount 021,941.0074 0199,628.0085 Cumulative Realized Loss ~~136~~158,~~618~~560.7650 75275,~~715~~344.5237 Percentage of Cumulative Losses 0.~~0315~~0365 0.~~0269~~0977 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 2537,~~747~~647.4870 415,~~045~~256.2066 Prepayment Penalty Paid Count 810 25 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 7.~~981010~~976302 Weighted Average Net Rate 7.~~481009~~476302 Weighted Average Pass-Through Rate 7.~~478509~~473802 Weighted Average Remaining Term ~~350~~349 Principal And Interest Constant 4,~~807~~772,~~791~~024.4899 Beginning Loan Count 3,~~362~~331 Loans Paid in Full 3133 Ending Loan Count 3,~~331~~298 Beginning Scheduled Balance ~~679~~674,~~394~~520,~~120~~825.0321 Ending Scheduled Balance ~~674~~668,~~520~~883,~~825~~941.2127 Actual Ending Collateral Balance ~~674~~669,~~902~~320,~~437~~405.7169 Scheduled Principal ~~289~~288,~~248~~539.7798 Unscheduled Principal 45,~~584~~348,~~046~~343.0596 Negative Amortized Principal 0.00 Scheduled Interest 4,~~518~~483,~~542~~485.7101 Servicing Fees ~~283~~281,~~080~~050.8935 Master Servicing Fees 1,~~415~~405.4125 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,~~234~~201,~~046~~029.41 Realized Loss Amount 0221,570.0059 Cumulative Realized Loss ~~212~~433,~~334~~904.2887 Percentage of Cumulative Losses 0.~~0297~~0606 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 2952,~~792~~904.6836 Prepayment Penalty Paid Count 1015 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancement Percentage 26.~~048864~~289895% Stepdown Date NO Cumulative Loss Percentage 0.~~000297~~000595% Structural Reporting Net Monthly Excess Cash Flow 1,~~197~~378,~~332~~953.1920 Overcollaterization Amount 2627,~~651~~657,~~632~~047.7237 Overcollateralization Deficiency 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Increase 1,~~149~~005,~~292~~414.7264 Overcollateralization Target Amount 2526,~~502~~651,~~340~~632.0072 Trigger Event Reporting Cumulative Loss Trigger Event Threshold Value 1.700000% Calculated Value 0.~~029655~~059474% Trigger Result Pass Delinquency Trigger Event Threshold Value 8.~~495037~~566627% Calculated Value 1113.~~081772~~908284% Trigger Result Fail Trigger Event Trigger Result N/A

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 54 0 0 54 1,~~214~~085,~~863~~241.2342 0.00 0.00 1,~~214~~085,~~863~~241.2342 30 Days 189 12 0 0 ~~190~~191 3839,~~934~~510,~~937~~052.1524 ~~387~~269,~~200~~860.0033 0.00 0.00 39,~~322~~779,~~137~~912.1557 60 Days 9399 13 7 0 ~~101~~109 2122,~~880~~360,~~943~~578.9780 58721,~~984~~612.1854 1,~~711~~510,~~949~~244.6651 0.00 2324,~~651~~592,~~877~~435.8185 90 Days 7750 12 2231 0 ~~100~~83 1512,~~278~~417,~~777~~550.0942 ~~239~~298,~~291~~185.8410 56,~~331~~916,~~482~~590.5887 0.00 2019,~~849~~632,~~551~~326.5139 120 Days 2552 32 5441 21 8496 510,~~192~~101,~~157~~731.1825 ~~288~~385,~~898~~248.4367 129,~~522~~346,~~817~~866.8232 ~~259~~49,~~997~~873.5804 1819,~~263~~883,~~871~~719.0128 150 Days 1516 16 4948 34 6874 13,~~951~~138,~~574~~745.7819 ~~116~~1,~~632~~404,894.9203 1311,~~906~~133,~~805~~018.5457 ~~388~~743,~~273~~560.9225 16,~~363~~420,~~287~~218.1604 180+ Days 1122 12 4167 1438 67129 12,~~205~~385,~~907~~857.1983 ~~231~~347,~~209~~681.6128 1118,~~099~~002,~~390~~043.0149 29,~~603~~976,~~635~~101.2174 1530,~~140~~711,~~142~~684.0234 Totals ~~410~~428 1321 ~~173~~194 1943 ~~615~~686 8489,~~444~~914,~~297~~515.3673 24,~~537~~512,~~080~~723.2137 4446,~~572~~908,~~445~~763.6176 310,~~251~~769,~~906~~535.7103 ~~134~~152,~~805~~105,~~729~~537.89 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.~~150105~~121286% 0.000000% 0.000000% 0.~~150105~~121286% 0.~~180006~~162141% 0.000000% 0.000000% 0.~~180006~~162141% 30 Days 5.~~673972~~730746% 0.~~030021~~060643% 0.000000% 0.000000% 5.~~703993~~791389% 5.~~768973~~903010% 0.~~057371~~040319% 0.000000% 0.000000% 5.~~826344~~943329% 60 Days 23.~~791954~~001819% 0.~~030021~~090964% 0.~~210147~~212250% 0.000000% 3.~~032122~~305033% 3.~~242090~~340788% 0.~~008740~~107813% 0.~~253659~~225638% 0.000000% 3.~~504488~~674240% 90 Days 21.~~311618~~516070% 0.~~030021~~060643% 0.~~660462~~939964% 0.000000% 32.~~002101~~516677% 21.~~263850~~855248% 0.~~035456~~044550% 01.~~789963~~033375% 0.000000% 32.~~089269~~933173% 120 Days 01.~~750525~~576713% 0.~~090063~~060643% 1.~~621135~~243178% 0.~~060042~~030321% 2.~~521765~~910855% 01.~~769320~~509252% 0.~~042806~~057558% 1.~~855500~~396471% 0.~~038524~~007451% 2.~~706150~~970733% 150 Days 0.~~450315~~485143% 0.~~030021~~181928% 1.~~471030~~455428% 0.~~090063~~121286% 2.~~041429~~243784% 0.~~289164~~468945% 0.~~017281~~209899% 21.~~060565~~663332% 0.~~057530~~111092% 2.~~424541~~453267% 180+ Days 0.~~330231~~667071% 0.~~030021~~060643% 12.~~230862~~031534% 01.~~420294~~152213% 23.~~011408~~911461% 0.~~178679~~356460% 0.~~034258~~051945% 12.~~644592~~689600% 01.~~385779~~490482% 24.~~243308~~588488% Totals 12.~~308616~~977562% 0.~~390273~~636750% 5.~~193636~~882353% 01.~~570399~~303820% 1820.~~462924~~800485% 1213.~~512075~~433703% 0.~~375918~~674225% 67.~~604280~~008417% 01.~~481834~~609025% 1922.~~974106~~725370% Please refer to CTSLink.com for a list of delinquency code descriptions.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,~~528~~693,~~372~~527.3460

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 123 01 0 0 ~~123~~124 2322,~~681~~160,~~166~~726.0042 0140,866.0026 0.00 0.00 2322,~~681~~301,~~166~~592.0068 60 Days 6461 12 5 0 7068 1112,~~709~~022,~~459~~539.4569 58334,~~984~~412.1854 ~~782~~927,~~437~~694.1973 0.00 1213,~~550~~284,~~880~~646.8296 90 Days 3632 12 1424 0 5158 65,~~747~~427,~~197~~571.9384 ~~239~~298,~~291~~185.8410 34,~~365~~559,~~186~~863.7507 0.00 10,~~351~~285,~~676~~620.5201 120 Days 1421 2 3125 20 4948 23,~~492~~590,~~293~~725.3386 ~~174~~385,~~505~~248.5367 5,~~781~~915,~~094~~963.1475 ~~259,997~~0.5800 89,~~707~~891,~~890~~938.5828 150 Days 8 14 1828 13 2843 1,~~349~~296,~~210~~329.5410 ~~116~~830,~~632~~854.9294 45,~~148~~194,~~785~~571.8529 92480,~~619~~919.1847 57,~~707~~802,~~248~~674.4980 180+ Days 39 12 2126 1022 3559 ~~127~~1,~~881~~120,109.5571 ~~231~~347,~~209~~681.6128 45,~~408~~557,~~904~~785.7900 14,~~365~~157,~~683~~459.8361 611,~~133~~183,~~679~~035.7860 Totals ~~248~~254 613 89108 1325 ~~356~~400 4645,~~107~~618,~~208~~002.8062 ~~820~~2,~~624~~337,248.0879 1822,~~486~~155,~~408~~877.7284 14,~~718~~638,~~300~~379.5908 6774,~~132~~749,~~542~~508.1933 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 5.~~469097~~523125% 0.~~000000~~044903% 0.000000% 0.000000% 5.~~469097~~568029% 5.~~831061~~502303% 0.~~000000~~034976% 0.000000% 0.000000% 5.~~831061~~537279% 60 Days 2.~~845709~~739111% 0.~~044464~~089807% 0.~~222321~~224517% 0.000000% 3.~~112494~~053435% 2.~~883244~~985085% 0.~~014524~~083032% 0.~~192661~~230338% 0.000000% 3.~~090429~~298455% 90 Days 1.~~600711~~436911% 0.~~044464~~089807% 01.~~622499~~077683% 0.000000% 2.~~267675~~604401% 1.~~661376~~347616% 0.~~058921~~074037% 01.~~828617~~132172% 0.000000% 2.~~548914~~553824% 120 Days 0.~~622499~~942973% 0.~~088928~~089807% 1.~~378390~~122586% 0.~~088928~~000000% 2.~~178746~~155366% 0.~~613682~~891544% 0.~~042969~~095654% 1.~~423490~~468879% 0.~~064020~~000000% 2.~~144161~~456077% 150 Days 0.~~355714~~359228% 0.~~044464~~179614% 01.~~800356~~257297% 0.~~044464~~134710% 1.~~244998~~930849% 0.~~332219~~321867% 0.~~028719~~206294% 1.~~021564~~289764% 0.~~022806~~119408% 1.~~405307~~937332% 180+ Days 0.~~133393~~404131% 0.~~044464~~089807% 01.~~933748~~167490% 0.~~444642~~987876% 12.~~556247~~649304% 0.~~031489~~278113% 0.~~056931~~086326% 1.~~085614~~379947% 01.~~336275~~032259% 12.~~510308~~776644% Totals 11.~~027123~~405478% 0.~~266785~~583745% 34.~~957314~~849573% 01.~~578035~~122586% 1517.~~829257~~961383% 11.~~353071~~326528% 0.~~202064~~580317% 45.~~551946~~501100% 01.~~423101~~151667% 1618.~~530182~~559612% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 54 0 0 54 1,~~214~~085,~~863~~241.2342 0.00 0.00 1,~~214~~085,~~863~~241.2342 30 Days 66 1 0 0 67 1517,~~253~~349,~~771~~325.1582 ~~387~~128,~~200~~994.0007 0.00 0.00 1517,~~640~~478,~~971~~319.1589 60 Days 2938 01 2 0 3141 10,~~171~~338,~~484~~039.5211 0387,200.00 ~~929~~582,~~512~~549.4778 0.00 11,~~100~~307,~~996~~788.9989 90 Days 4118 0 87 0 4925 86,~~531~~989,~~579~~978.1658 0.00 12,~~966~~356,~~295~~727.8380 0.00 109,~~497~~346,~~874~~706.9938 120 Days 1131 10 2316 01 3548 26,~~699~~511,~~863~~005.8539 ~~114,392~~0.9000 63,~~741~~430,~~723~~902.6857 049,873.0004 9,~~555~~991,~~980~~781.4300 150 Days 78 02 3120 21 4031 ~~602~~1,~~364~~842,416.2409 0574,039.0009 95,~~758~~938,~~019~~447.6928 ~~295~~262,~~654~~640.7478 108,~~656~~617,~~038~~543.6724 180+ Days 813 0 2041 416 3270 1,~~078~~265,~~025~~748.6412 0.00 612,~~690~~444,~~485~~258.2249 15,~~237~~818,~~951~~642.3813 919,~~006~~528,~~462~~648.2474 Totals ~~162~~174 78 8486 618 ~~259~~286 3844,~~337~~296,~~088~~513.5611 12,~~716~~175,~~456~~474.1358 2624,~~086~~752,~~036~~885.8992 16,~~533~~131,~~606~~155.1295 6777,~~673~~356,~~187~~029.7056 0-29 Days 0.~~462107~~373483% 0.000000% 0.000000% 0.~~462107~~373483% 0.~~451989~~407118% 0.000000% 0.000000% 0.~~451989~~407118% 30 Days 6.~~099815~~162465% 0.~~092421~~093371% 0.000000% 0.000000% 6.~~192237~~255836% 56.~~675158~~508435% 0.~~144058~~048391% 0.000000% 0.000000% 56.~~819216~~556826% 60 Days 23.~~680222~~548086% 0.~~000000~~093371% 0.~~184843~~186741% 0.000000% 23.~~865065~~828198% 3.~~784296~~878217% 0.~~000000~~145254% 0.~~345825~~218538% 0.000000% 4.~~130121~~242010% 90 Days 31.~~789279~~680672% 0.000000% 0.~~739372~~653595% 0.000000% 42.~~528651~~334267% 32.~~174170~~622224% 0.000000% 0.~~731559~~884104% 0.000000% 3.~~905729~~506328% 120 Days 12.~~016636~~894491% 0.~~092421~~000000% 21.~~125693~~493931% 0.~~000000~~093371% 34.~~234750~~481793% 12.~~004483~~442542% 0.~~042560~~000000% 21.~~508255~~287071% 0.~~000000~~018709% 3.~~555298~~748322% 150 Days 0.~~646950~~746965% 0.~~000000~~186741% 21.~~865065~~867414% 0.~~184843~~093371% 32.~~696858~~894491% 0.~~224109~~691165% 0.~~000000~~215345% 32.~~630467~~227752% 0.~~109998~~098527% 3.~~964574~~232790% 180+ Days 01.~~739372~~213819% 0.000000% 13.~~848429~~828198% 01.~~369686~~493931% 26.~~957486~~535948% 0.~~401079~~474833% 0.000000% 24.~~489192~~668346% 02.~~460579~~182808% 37.~~350850~~325987% Totals 1416.~~972274~~246499% 0.~~646950~~746965% 78.~~763401~~029879% 01.~~554529~~680672% 2326.~~937153~~704015% 1416.~~263296~~617417% 0.~~638607~~816109% 9.~~705298~~285810% 02.~~570577~~300045% 2529.~~177778~~019381% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary Summary Group I Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 5465 16,021,715.55 2.394 26 5,347,392.93 1.328 210 - 239 51 12,~~553~~103,~~925~~752.7653 1.~~860~~808 2826 4,~~974~~676,~~475~~438.2716 1.~~225~~161 ~~210~~240 - ~~239~~269 12 2,416,388.09 0.~~358~~361 7 1,159,204.51 0.~~285~~288 ~~240~~270 - ~~269~~299 1 169,828.17 0.025 0 0.00 0.000 Total 67129 1530,~~140~~711,~~142~~684.0234 24.~~243~~588 3559 611,~~133~~183,~~679~~035.7860 12.~~510~~777

180+ Delinquency Summary (continued) Group II Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 2639 710,~~579~~674,~~450~~322.4962 24.~~820~~004 210 - 239 25 7,427,314.37 2.786 240 - 269 5 1,257,183.58 0.~~468~~472 ~~240~~270 - ~~269~~299 1 169,828.17 0.~~063~~064 Total 3270 919,~~006~~528,~~462~~648.2474 37.~~351~~326 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 1325 ~~Dec~~Jan-0607 0.000% Original Principal Balance 27,~~558~~591,~~095~~586.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 27,~~553~~584,~~694~~455.9982 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current REO Total ~~Apr~~May-07 0.000% Loans in REO 1943 ~~May~~Jun-07 0.000% Original Principal Balance 310,~~257~~782,~~775~~241.00 ~~Jun~~Jul-07 0.000% Current Actual Balance 310,~~251~~769,~~906~~535.7103 ~~Jul-07 0.000%~~ Aug-07 0.000% Sep-07 0.017% Oct-07 0.103% Nov-07 0.482% Dec-07 1.609% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 21 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~458~~193,~~100~~000.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~457~~192,~~594~~819.6647 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current REO Total ~~Apr~~May-07 0.000% Loans in REO 23 ~~May~~Jun-07 0.000% Original Principal Balance ~~458~~651,100.00 ~~Jun~~Jul-07 0.000% Current Actual Balance ~~457~~650,~~594~~414.6613 ~~Jul-07 0.000%~~ Aug-07 0.000% Sep-07 0.028% Oct-07 0.098% Nov-07 0.423% Dec-07 1.152% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 210 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~496~~3,~~500~~825,436.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~496~~3,~~227~~823,022.9593 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current REO Total ~~Apr~~May-07 0.000% Loans in REO 2 ~~May~~Jun-07 0.000% Original Principal Balance 496,500.00 ~~Jun~~Jul-07 0.000% Current Actual Balance 496,227.95 ~~Jul-07 0.000%~~ Aug-07 0.000% Sep-07 0.000% Oct-07 0.110% Nov-07 0.571% Dec-07 2.300% *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 Group I 0000017664 Oct-2007 01-Dec-2006 MN 80.00 180,000.00 Group I 0000017671 Dec-2007 01-Dec-2006 MN 80.00 160,000.00 Group I 0000018413 Dec-2007 01-Dec-2006 CA 88.94 193,000.00 Group I 0000020826 Nov-2007 01-Dec-2006 MN 95.00 188,100.00 Group I 0000038914 Oct-2007 01-Nov-2006 NC 80.00 105,600.00 Group I 0000039581 Dec-2007 23-Nov-2006 MA 80.00 220,000.00 Group I 0000039589 Nov-2007 25-Nov-2006 RI 77.78 245,000.00 Group I 0000039866 Dec-2007 01-Dec-2006 FL 65.00 213,200.00 Group I 0000040073 Nov-2007 16-Nov-2006 KS 80.00 95,200.00 Group I 0000040233 Dec-2007 01-Dec-2006 GA 90.00 225,000.00 Group I 0000110001 Nov-2007 08-Jan-2007 NC 85.00 98,175.00 Group I 0000110029 Nov-2007 01-Jan-2007 VA 84.13 175,000.00 Group I 0000110202 Dec-2007 06-Jan-2007 NC 80.00 88,000.00 Group I 0000110351 Sep-2007 07-Jan-2007 MI 80.00 51,040.00 Group I ~~0000110458~~0000110707 ~~Sep~~Dec-2007 01-Jan-2007 MOCA 80.00 67180,~~120~~000.00 Group I 0000113450 Dec-2007 01-Dec-2006 MN 80.00 161,600.00 Group I 0000120678 Dec-2007 01-Jan-2007 CA 80.00 284,000.00 Group I 0000122060 Dec-2007 01-Jan-2007 CA 80.00 292,000.00 Group I 0000123184 Dec-2007 01-Jan-2007 CA 80.00 384,000.00 Group I 0000124548 Nov-2007 01-Feb-2007 AZ 93.10 270,000.00 Group I 0000124616 Dec-2007 01-Feb-2007 CA 80.00 368,000.00 Group I 0000127456 Nov-2007 01-Feb-2007 TX 80.00 68,000.00 Group I 0000128778 Nov-2007 09-Mar-2007 MI 90.00 92,700.00 Group I 0000128848 Nov-2007 01-Apr-2007 MI 90.00 85,500.00 Group I 0000129344 Dec-2007 01-Mar-2007 MD 95.00 221,350.00 Group II 0000011929 Nov-2007 01-Sep-2006 CA 80.00 464,000.00 Group II 0000020541 Nov-2007 01-Dec-2006 CA 90.00 256,500.00 Group II 0000039684 Nov-2007 06-Nov-2006 VA 80.00 279,920.00 Group II 0000110267 Oct-2007 05-Jan-2007 MI 80.00 72,000.00 Group II 0000110327 Dec-2007 01-Jan-2007 MI 48.08 50,000.00 Group II 0000110711 Dec-2007 01-Jan-2007 CA 80.00 556,000.00 Group II 0000113402 Dec-2007 01-Dec-2006 MD 80.00 264,000.00 Group II 0000121735 Oct-2007 01-Jan-2007 MD 80.00 223,920.00 Group II 0000122425 Dec-2007 01-Jan-2007 CA 80.00 398,400.00 Group II 0000122639 Dec-2007 01-Jan-2007 CA 78.77 512,000.00 Group II 0000123494 Nov-2007 01-Feb-2007 MA 80.00 240,000.00 Group II 0000124651 Dec-2007 01-Feb-2007 CA 80.00 416,000.00 Group II 0000127532 Dec-2007 01-Feb-2007 CA 80.00 535,016.00 Group II 0000128725 Dec-2007 09-Mar-2007 NC 100.00 124,900.00 Group II 0000129341 Dec-2007 01-Mar-2007 MN 80.00 191,920.00 Group II 0000129431 Dec-2007 01-Mar-2007 CA 80.00 440,000.00 Group II 0000129446 Dec-2007 01-Mar-2007 CA 80.00 428,000.00 Group II 0000129458 Dec-2007 01-Mar-2007 CA 80.00 685,200.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0000017664 179,410.35 01-Mar-2007 67 7.220% 8,007.98 Group I 0000017671 160,000.00 01-Apr-2007 6 7.390% 7,~~009~~349.9128 Group I 0000018413 192,819.47 01-Feb-2007 8 10.125% 12,361.43 Group I 0000020826 187,831.76 01-Feb-2007 78 9.700% 1011,~~055~~489.4401 Group I 0000038914 105,346.09 01-Feb-2007 78 8.590% 45,~~955~~662.9412 Group I 0000039581 219,424.93 23-Feb-2007 8 8.630% 11,859.62 Group I 0000039589 244,663.32 25-Mar-2007 67 8.190% 1012,~~965~~530.8357 Group I 0000039866 213,049.13 01-Feb-2007 8 8.690% 11,616.86 Group I 0000040073 94,902.58 16-Feb-2007 78 7.290% 34,~~746~~280.8131 Group I 0000040233 224,442.15 01-Mar-2007 7 8.440% 11,846.09 Group I 0000110001 98,031.69 08-Mar-2007 67 9.590% 5,~~190~~930.3127 Group I 0000110029 174,523.77 01-May-2007 45 9.090% 8,730.27 Group I 0000110202 87,835.26 06-Mar-2007 7 8.390% 4,~~485~~609.2374 Group I 0000110351 50,973.04 07-Mar-2007 67 10.240% 23,~~892~~304.3176 Group I ~~0000110458~~0000110707 66179,~~827~~846.5027 01-~~Mar~~Apr-2007 6 9.040% 10,231.32 Group I 0000113450 161,179.04 01-Apr-2007 6 9.440% 9,588.51 Group I 0000120678 283,846.70 01-Mar-2007 7 7.070% 12,422.16 Group I 0000122060 291,624.17 01-Mar-2007 7 8.~~640~~130% 314,~~165~~813.1804 Group I 0000123184 384,000.00 01-Mar-2007 7 6.885% 16,345.60 Group I 0000124548 269,762.90 01-Mar-2007 67 6.500% 910,~~424~~768.7973 Group I 0000124616 367,916.98 01-Mar-2007 7 8.300% 19,121.72 Group I 0000127456 67,934.60 01-Mar-2007 67 9.625% 34,~~608~~123.9547 Group I 0000128778 92,619.18 09-Apr-2007 56 10.090% 5,~~176~~914.3148 Group I 0000128848 85,473.81 01-May-2007 45 10.120% 4,~~109~~794.6824 Group I 0000129344 220,921.89 01-May-2007 5 8.230% 9,941.94 Group II 0000011929 462,166.38 01-Feb-2007 78 8.175% 2023,~~620~~557.3679 Group II 0000020541 256,278.09 01-Feb-2007 78 8.000% 1112,~~195~~792.5091 Group II 0000039684 279,557.05 06-Mar-2007 67 8.390% 1214,~~856~~690.2687 Group II 0000110267 71,837.24 05-Apr-2007 56 8.890% 34,~~511~~012.7524 Group II 0000110327 49,873.04 01-Jun-2007 4 10.440% 2,476.04 Group II 0000110711 555,399.65 01-Apr-2007 6 8.240% 28,630.68 Group II 0000113402 262,640.78 01-May-2007 5 6.840% 9,687.45 Group II 0000121735 223,817.50 01-Apr-2007 56 8.280% 11,603.87 Group II 0000122425 397,343.70 01-Apr-2007 6 8.110% 20,110.24 Group II 0000122639 511,886.12 01-Apr-2007 6 10.125% 32,~~153~~839.9940 Group II 0000123494 239,949.86 01-Mar-2007 67 8.500% 1112,~~192~~791.8513 Group II 0000124651 415,839.04 01-Mar-2007 7 6.865% 17,629.72 Group II 0000127532 534,770.77 01-Mar-2007 7 8.775% 29,470.20 Group II 0000128725 124,792.27 09-Apr-2007 6 10.140% 8,010.64 Group II 0000129341 191,804.46 01-Apr-2007 6 7.840% 9,375.49 Group II 0000129431 440,000.00 01-Apr-2007 6 7.590% 20,797.36 Group II 0000129446 428,000.00 01-Apr-2007 6 7.790% 20,800.80 Group II 0000129458 685,200.00 01-Apr-2007 6 8.190% 35,127.92

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3864 ~~Dec~~Jan-0607 0.000% Original Principal Balance 913,~~155~~710,~~652~~083.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 913,~~136~~678,~~820~~444.6625 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Foreclosure Total ~~Apr~~May-07 0.000% Loans in Foreclosure ~~173~~194 ~~May~~Jun-07 0.000% Original Principal Balance 4446,~~641~~993,~~140~~727.00 ~~Jun~~Jul-07 0.~~000~~354% Current Actual Balance 4446,~~572~~908,~~445~~763.6176 ~~Jul-07 0.354%~~ Aug-07 2.602% Sep-07 5.176% Oct-07 5.869% Nov-07 6.604% Dec-07 7.008% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 23 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~570~~608,~~000~~400.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~568~~606,~~434~~134.4698 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Foreclosure Total ~~Apr~~May-07 0.000% Loans in Foreclosure 910 ~~May~~Jun-07 0.000% Original Principal Balance 1,~~679~~974,~~800~~600.00 ~~Jun~~Jul-07 0.~~000~~231% Current Actual Balance 1,~~676~~969,~~380~~383.3768 ~~Jul-07 0.231%~~ Aug-07 1.473% Sep-07 3.365% Oct-07 3.733% Nov-07 4.552% Dec-07 5.501% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~547~~297,~~600~~192.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~546~~296,~~326~~749.5211 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Foreclosure Total ~~Apr~~May-07 0.000% Loans in Foreclosure 910 ~~May~~Jun-07 0.000% Original Principal Balance 2,~~490~~571,~~346~~538.00 ~~Jun~~Jul-07 0.~~000~~542% Current Actual Balance 2,~~484~~566,~~022~~050.9789 ~~Jul-07 0.542%~~ Aug-07 4.334% Sep-07 7.950% Oct-07 9.115% Nov-07 9.705% Dec-07 9.286% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I 0000017507 Nov-2007 01-Dec-2006 FL 90.00 169,200.00 Group I 0000017637 Sep-2007 01-Jan-2007 AZ 80.00 154,400.00 Group I ~~0000017671 Sep-2007 01-Dec-2006 MN 80.00 160,000.00 Group I~~ 0000017697 Nov-2007 01-Dec-2006 OK 80.00 103,200.00 Group I 0000017762 Nov-2007 01-Nov-2006 TN 100.00 146,000.00 Group I 0000018339 Sep-2007 01-Dec-2006 CA 90.00 270,000.00 Group I ~~0000018413 Aug-2007 01-Dec-2006 CA 88.94 193,000.00 Group I~~ 0000018567 Sep-2007 01-Dec-2006 LA 95.00 119,700.00 Group I ~~0000019085~~0000019368 ~~Sep~~Dec-2007 01-~~Dec~~Oct-2006 MNME 9080.00 120,~~600~~000.00 Group I 0000020821 Aug-2007 01-Nov-2006 NJ 85.00 168,300.00 Group I 0000021116 Jul-2007 01-Nov-2006 IL 90.00 142,200.00 Group I 0000038792 Aug-2007 15-Oct-2006 FL 80.00 138,000.00 Group I 0000038806 Oct-2007 06-Nov-2006 PA 80.00 138,400.00 Group I 0000039049 Dec-2007 01-Dec-2006 SC 80.00 91,720.00 Group I 0000039283 Dec-2007 15-Nov-2006 OH 80.00 128,800.00 Group I 0000039291 Nov-2007 01-Dec-2006 MI 80.00 217,600.00 Group I 0000039301 Oct-2007 16-Nov-2006 IN 90.00 77,040.00 Group I 0000039302 Dec-2007 01-Dec-2006 FL 90.00 144,000.00 Group I 0000039325 Dec-2007 11-Nov-2006 FL 90.00 158,400.00 Group I 0000039332 Dec-2007 16-Nov-2006 FL 90.00 130,500.00 Group I 0000039336 Nov-2007 16-Nov-2006 FL 68.97 300,000.00 Group I 0000039357 Sep-2007 01-Dec-2006 FL 79.38 335,000.00 Group I 0000039363 Dec-2007 23-Nov-2006 FL 85.00 246,500.00 Group I 0000039364 Sep-2007 13-Nov-2006 FL 66.92 348,000.00 Group I ~~0000039509~~0000039368 ~~Jul~~Dec-2007 0120-~~Dec~~Nov-2006 ILFL 6469.1931 ~~138~~105,000.00 Group I ~~0000039581~~0000039509 ~~Aug~~Jul-2007 2301-~~Nov~~Dec-2006 MAIL 8064.0019 ~~220~~138,000.00 Group I ~~0000039808~~0000039679 ~~Aug~~Dec-2007 1512-Nov-2006 FLMD 9080.00 ~~153~~130,~~000~~400.00 Group I 0000039836 Sep-2007 17-Nov-2006 FL 80.00 166,400.00 Group I ~~0000039866~~0000039844 ~~Aug~~Dec-2007 0122-~~Dec~~Nov-2006 FL 6585.00 ~~213~~170,~~200~~000.00 Group I ~~0000039904~~0000039875 ~~Sep~~Dec-2007 01-Dec-2006 AZ 8064.0014 ~~182~~305,~~400~~000.00 Group I 0000039921 Nov-2007 01-Nov-2006 MN 80.00 100,000.00 Group I 0000039957 Sep-2007 01-Nov-2006 CO 80.00 116,000.00 Group I ~~0000040177~~0000040107 ~~Jul~~Dec-2007 01-Nov-2006 AZNJ 8569.0070 ~~153~~230,~~850~~000.00 Group I ~~0000040233~~0000040177 ~~Nov~~Jul-2007 01-~~Dec~~Nov-2006 GAAZ 9085.00 ~~225~~153,~~000~~850.00 Group I ~~0000049849~~0000040318 ~~Oct~~Dec-2007 01-~~May~~Nov-2006 MAAZ 6780.9600 ~~280~~239,~~000~~200.00 Group I ~~0000109964~~0000040350 ~~Nov~~Dec-2007 1301-~~Jan~~Dec-~~2007~~2006 OHWI 8086.0053 60104,~~800~~700.00 Group I 0000110014 Oct-2007 22-Dec-2006 VA 80.00 124,000.00 Group I 0000110024 Sep-2007 01-Jan-2007 VA 90.00 174,150.00 Group I ~~0000110130 Sep-2007 01-Jan-2007 NC 90.00 184,410.00 Group I~~ 0000110154 Nov-2007 01-Jan-2007 NC 80.00 101,600.00 Group I ~~0000110202~~0000110247 ~~Sep~~Dec-2007 0604-Jan-2007 NCFL 8095.00 88213,~~000~~750.00 Group I 0000110274 Sep-2007 01-Jan-2007 NJ 83.16 200,000.00 Group I 0000110298 Oct-2007 01-Jan-2007 FL 85.00 148,750.00 Group I 0000110329 Sep-2007 26-Jan-2007 FL 90.00 360,000.00 Group I ~~0000110406~~0000110383 ~~Nov~~Dec-2007 0122-~~Jan~~Dec-~~2007~~2006 MOFL 90.00 ~~166~~360,~~500~~000.00 Group I 0000110452 Oct-2007 01-Jan-2007 IL 90.00 247,500.00 Group I ~~0000110453~~0000110481 ~~Nov~~Dec-2007 0128-~~Jan~~Dec-~~2007~~2006 ILNY 8069.0093 88103,~~000~~500.00 Group I ~~0000110559~~0000110552 ~~Nov~~Dec-2007 0501-Jan-2007 WAOR 8090.00 ~~101~~64,~~960~~800.00 Group I ~~0000110663~~0000110559 ~~Sep~~Nov-2007 0105-Jan-2007 MNWA 8580.00 ~~221~~101,~~000~~960.00 Group I ~~0000110707~~0000110589 ~~Sep~~Dec-2007 0111-Jan-2007 CAFL 8085.00 ~~180~~229,~~000~~500.00 Group I ~~0000110727~~0000110663 Sep-2007 01-Jan-2007 CAMN 9085.00 ~~275~~221,~~400~~000.00 Group I 0000110771 Aug-2007 01-Jan-2007 NJ 70.00 127,400.00 Group I 0000110797 Sep-2007 01-Jan-2007 NJ 80.00 164,800.00 Group I 0000113363 Nov-2007 01-Dec-2006 IL 85.00 221,000.00 Group I ~~0000113450~~0000113385 ~~Oct~~Dec-2007 01-Dec-2006 MNRI 90.00 279,000.00 Group I 0000119480 Dec-2007 01-Dec-2006 MA 80.00 ~~161~~224,~~600~~000.00 Group I 0000119613 Nov-2007 01-Nov-2006 TX 80.00 91,200.00 Group I 0000120058 Nov-2007 01-Jan-2007 AZ 80.00 156,000.00 Group I ~~0000120434~~0000120332 ~~Nov~~Dec-2007 01-Jan-2007 IL 95.00 206,150.00 Group I 0000120355 Dec-~~2006~~2007 CA01-Jan-2007 MI 80.00 ~~372~~120,~~000~~800.00 Group I ~~0000120564~~0000120434 Nov-2007 01-Dec-2006 CA 80.00 ~~304~~372,000.00 Group I ~~0000120625~~0000120564 Nov-2007 01-Dec-2006 NYCA 8480.0500 ~~353~~304,000.00 Group I ~~0000120678~~0000120625 ~~Aug~~Nov-2007 01-~~Jan~~Dec-~~2007~~2006 CANY 8084.0005 ~~284~~353,000.00 Group I ~~0000121120~~0000120963 ~~Oct~~Dec-2007 01-Dec-2006 CANY 8095.00 ~~320~~384,~~000~~750.00 Group I 0000121312 Aug-2007 01-Jan-2007 NY 95.00 137,750.00 Group I 0000121576 Aug-2007 01-Jan-2007 MA 80.00 292,000.00 Group I ~~0000121915~~0000121672 ~~Sep~~Dec-2007 01-Jan-2007 AZPA 8085.00 ~~116~~98,~~000~~600.00 Group I ~~0000122060~~0000122122 Sep-2007 01-~~Jan~~Feb-2007 CA 80.00 ~~292~~376,000.00 Group I ~~0000122122~~0000122181 ~~Sep~~Dec-2007 01-~~Feb~~Jan-2007 CANJ 80.00 ~~376~~428,000.00 Group I ~~0000122369~~0000122229 ~~Sep~~Dec-2007 01-~~Jan~~Feb-2007 COCT 80.00 168,~~000~~400.00 Group I 0000122909 Oct-2007 01-Jan-2007 IL 87.93 76,500.00 Group I ~~0000123184~~0000123360 ~~Aug~~Nov-2007 01-~~Jan~~Feb-2007 CAFL 80.00 ~~384~~124,000.00 Group I ~~0000123360~~0000123469 ~~Nov~~Dec-2007 01-~~Feb~~Jan-2007 FLMD 80.00 ~~124~~256,000.00 Group I 0000123673 Sep-2007 01-Jan-2007 AZ 80.00 132,400.00 Group I 0000123714 Nov-2007 01-Jan-2007 CA 80.00 327,600.00 Group I 0000123809 Dec-2007 01-Feb-2007 IL 90.00 445,500.00 Group I 0000123901 Aug-2007 01-Jan-2007 IN 80.00 96,000.00 Group I ~~0000124616~~0000124006 ~~Aug~~Dec-2007 01-Feb-2007 CAMD 8087.0075 ~~368~~175,~~000~~500.00 Group I 0000124818 Oct-2007 01-Feb-2007 HI 80.00 412,000.00 Group I 0000124999 Sep-2007 01-Jan-2007 MA 80.00 315,200.00 Group I 0000125828 Nov-2007 01-Feb-2007 MD 80.00 288,000.00 Group I 0000126300 Nov-2007 01-Feb-2007 IL 80.00 107,600.00 Group I 0000126354 Dec-2007 01-Feb-2007 NJ 80.00 348,000.00 Group I 0000126373 Dec-2007 01-Jan-2007 IL 20.00 39,000.00 Group I 0000126374 Dec-2007 01-Jan-2007 IL 80.00 156,000.00 Group I 0000126714 Aug-2007 01-Feb-2007 CA 80.00 400,000.00 Group I 0000126721 Sep-2007 01-Feb-2007 CA 80.00 260,000.00 Group I 0000126999 Sep-2007 01-Feb-2007 AZ 80.00 160,000.00 Group I 0000127012 Sep-2007 01-Feb-2007 OH 81.18 138,000.00 Group I 0000127468 Aug-2007 01-Feb-2007 FL 80.00 232,000.00 Group I 0000127648 Sep-2007 01-Feb-2007 CA 80.00 288,000.00 Group I 0000127758 Dec-2007 01-Feb-2007 VA 80.00 144,000.00 Group I 0000128700 Dec-2007 05-Mar-2007 VA 90.00 252,000.00 Group I 0000128754 Dec-2007 01-Jan-2007 MI 80.00 92,000.00 Group I 0000128768 Nov-2007 01-Apr-2007 NY 80.00 424,000.00 Group I 0000128959 Sep-2007 01-Mar-2007 IL 95.00 247,000.00 Group I 0000129010 Dec-2007 01-Mar-2007 MO 80.00 100,800.00 Group I 0000129025 Oct-2007 01-Mar-2007 IL 95.00 209,000.00 Group I 0000129032 Oct-2007 01-Apr-2007 IN 90.00 108,000.00 Group I 0000129084 Dec-2007 01-Mar-2007 AZ 90.00 155,700.00 Group I 0000129141 Dec-2007 01-Mar-2007 WA 100.00 303,000.00 Group I 0000129219 Aug-2007 01-Apr-2007 CA 80.00 236,000.00 Group I 0000129274 Nov-2007 01-Mar-2007 UT 70.00 126,000.00 Group I ~~0000129344~~0000129275 ~~Oct~~Dec-2007 01-Mar-2007 MDNV 9575.00 ~~221~~217,~~350~~500.00 Group I ~~0000129468~~0000129317 ~~Oct~~Dec-2007 01-Mar-2007 CAAZ 80.00 ~~316~~224,000.00 Group I ~~0000129513~~0000129339 ~~Oct~~Dec-2007 01-Mar-2007 NJCO 7580.00 ~~285~~226,400.00 Group I 0000129371 Dec-2007 01-Mar-2007 MN 80.00 184,000.00 Group I ~~0000129565~~0000129425 ~~Nov~~Dec-2007 01-Mar-2007 CA 6980.9200 ~~330~~284,000.00 Group III ~~0000013021~~0000129468 Oct-2007 01-~~Oct~~Mar-~~2006~~2007 GACA 80.00 ~~216~~316,000.00 Group III ~~0000015235~~0000129513 ~~Nov~~Oct-2007 01-~~Oct~~Mar-~~2006~~2007 NJ 75.00 ~~358~~285,~~500~~000.00 Group I 0000129536 Dec-2007 01-Mar-2007 NJ 80.00 332,000.00 Group II 0000017474 Oct-2007 01-Jan-2007 PA 84.86 157,000.00 Group II 0000017505 Sep-2007 01-Dec-2006 FL 80.00 172,800.00 Group II 0000018178 Sep-2007 01-Dec-2006 CA 84.65 182,000.00 Group II 0000018305 Sep-2007 01-Dec-2006 OK 85.00 86,530.00 Group II 0000018610 Jul-2007 01-Nov-2006 OH 100.00 89,000.00 Group II 0000018859 Jul-2007 01-Dec-2006 OH 85.00 170,000.00 Group II 0000019174 Jul-2007 01-Dec-2006 OH 85.00 102,000.00 Group II 0000019486 Sep-2007 01-Nov-2006 FL 100.00 485,000.00 Group II 0000019604 Sep-2007 01-Nov-2006 FL 100.00 410,000.00 Group II 0000020214 Nov-2007 01-Nov-2006 OK 90.00 85,500.00 Group II 0000020514 Aug-2007 01-Nov-2006 DE 95.00 236,550.00 Group II 0000020824 Aug-2007 01-Dec-2006 NJ 80.00 440,000.00 Group II 0000020879 Aug-2007 01-Nov-2006 OH 94.80 364,800.00 Group II 0000038993 Oct-2007 04-Nov-2006 NC 80.00 112,400.00 Group II 0000039012 Dec-2007 17-Nov-2006 VA 80.00 207,612.00 Group II 0000039023 Dec-2007 15-Nov-2006 SC 39.25 102,000.00 Group II 0000039165 Sep-2007 01-Dec-2006 FL 36.53 120,000.00 Group II 0000039225 Sep-2007 10-Nov-2006 IN 90.00 108,000.00 Group II 0000039372 Dec-2007 13-Nov-2006 FL 80.00 135,200.00 Group II 0000039429 Nov-2007 01-Nov-2006 OK 95.00 124,450.00 Group II ~~0000040052~~0000039829 ~~Sep~~Dec-2007 01-Dec-2006 CAFL 7080.00 ~~129~~172,~~500~~000.00 Group II 0000039850 Dec-2007 01-Nov-2006 AZ 80.00 172,400.00 Group II 0000040142 Oct-2007 01-Nov-2006 NJ 44.44 100,000.00 Group II 0000054615 Nov-2007 01-Sep-2006 NY 80.00 423,150.00 Group II 0000055073 Aug-2007 01-Aug-2006 TX 80.00 139,920.00 Group II 0000059376 Dec-2007 25-Oct-2006 VA 85.00 98,600.00 Group II 0000059480 Sep-2007 29-Oct-2006 IN 80.00 64,000.00 Group II ~~0000059610~~0000059486 ~~Oct~~Dec-2007 2722-Oct-2006 RIIN 80.00 ~~184~~61,~~000~~200.00 Group II ~~0000103899~~0000059610 ~~Jul~~Oct-2007 0127-Oct-~~2005~~2006 CARI 80.00 ~~280~~184,000.00 Group II ~~0000110005~~0000103899 ~~Sep~~Jul-2007 01-~~Jan~~Oct-~~2007~~2005 VACA 9080.00 ~~460~~280,~~800~~000.00 Group II 0000110285 Aug-2007 01-Jan-2007 NY 80.00 520,000.00 Group II ~~0000110327~~0000110391 ~~Nov~~Dec-2007 01-Jan-2007 MIFL 4880.0800 50176,000.00 Group II 0000110395 Sep-2007 01-Jan-2007 FL 80.00 319,200.00 Group II 0000110396 Sep-2007 12-Jan-2007 FL 80.00 222,400.00 Group II 0000110477 Nov-2007 01-Jan-2007 MA 66.41 435,000.00 Group II 0000110532 Oct-2007 12-Jan-2007 MD 90.00 351,000.00 Group II 0000110573 Sep-2007 12-Jan-2007 OR 80.00 224,000.00 Group II ~~0000110711 Sep-2007 01-Jan-2007 CA 80.00 556,000.00 Group II~~ 0000110756 Nov-2007 01-Oct-2006 NJ 80.00 496,000.00 Group II 0000110766 Sep-2007 01-Dec-2006 NY 80.00 351,200.00 Group II 0000110806 Nov-2007 01-Jan-2007 CA 78.18 430,000.00 Group II ~~0000113402 Oct-2007 01-Dec-2006 MD 80.00 264,000.00 Group II~~ 0000119473 Aug-2007 01-Oct-2006 FL 80.00 382,400.00 Group II 0000119502 Oct-2007 01-Dec-2006 NY 80.00 456,000.00 Group II 0000120052 Aug-2007 01-Jan-2007 IL 80.00 216,000.00 Group II 0000120466 Sep-2007 01-Dec-2006 CA 80.00 288,000.00 Group II ~~0000120648~~0000120500 ~~Aug~~Dec-2007 01-~~Dec~~Jan-~~2006~~2007 NVCA 80.00 ~~156~~208,000.00 Group II 0000120665 Aug-2007 01-Jan-2007 CA 80.00 496,000.00 Group II 0000120809 Oct-2007 01-Dec-2006 NY 80.00 456,000.00 Group II 0000120991 Oct-2007 01-Jan-2007 IL 80.00 119,920.00 Group II 0000121086 Sep-2007 01-Jan-2007 NY 80.00 520,000.00 Group II 0000121318 Sep-2007 01-Dec-2006 CA 80.00 263,200.00 Group II 0000121516 Dec-2007 01-Dec-2006 NY 95.00 437,000.00 Group II 0000121566 Sep-2007 01-Jan-2007 IL 80.00 176,000.00 Group II 0000121584 Oct-2007 01-Feb-2007 NY 80.00 299,200.00 Group II 0000121719 Dec-2007 01-Jan-2007 FL 80.00 96,000.00 Group II 0000121968 Nov-2007 01-Feb-2007 CA 80.00 452,000.00 Group II 0000121973 Nov-2007 01-Jan-2007 CA 80.00 339,200.00 Group II 0000122290 Sep-2007 01-Feb-2007 CA 80.00 455,920.00 Group II ~~0000122425~~0000122553 Aug-2007 01-Jan-2007 CAFL 80.00 ~~398~~204,~~400~~000.00 Group II ~~0000122553~~0000122595 ~~Aug~~Nov-2007 01-Jan-2007 FL 80.00 ~~204~~163,~~000~~200.00 Group II ~~0000122595~~0000123445 ~~Nov~~Sep-2007 01-Jan-2007 FLCA 80.00 ~~163~~400,~~200~~000.00 Group II ~~0000122639~~0000123927 Aug-2007 01-Jan-2007 CA 7880.7700 ~~512~~252,000.00 Group II ~~0000123445~~0000124198 ~~Sep~~Aug-2007 01-~~Jan~~Feb-2007 CA 80.00 ~~400~~428,000.00 Group II ~~0000123927~~0000124236 Aug-2007 01-~~Jan~~Feb-2007 CANJ 80.00 ~~252~~332,000.00 Group II ~~0000124198~~0000124495 ~~Aug~~Dec-2007 01-~~Feb~~Jan-2007 CAVA 80.00 ~~428~~348,~~000~~800.00 Group II ~~0000124236~~0000124748 ~~Aug~~Dec-2007 01-Feb-2007 NJMA 80.00 ~~332~~480,000.00 Group II ~~0000124651~~0000125043 ~~Aug~~Dec-2007 01-Feb-2007 CAFL 80.00 ~~416~~235,~~000~~992.00 Group II 0000125208 Aug-2007 01-Feb-2007 NY 80.00 456,000.00 Group II 0000125331 Oct-2007 01-Jan-2007 CA 80.00 423,200.00 Group II 0000125377 Aug-2007 01-Feb-2007 NJ 80.00 336,000.00 Group II 0000125548 Aug-2007 01-Feb-2007 FL 80.00 340,000.00 Group II 0000126180 Nov-2007 01-Jan-2007 FL 80.00 294,392.00 Group II 0000126386 Aug-2007 01-Feb-2007 NY 80.00 616,000.00 Group II 0000126682 Sep-2007 01-Feb-2007 CA 80.00 415,976.00 Group II 0000126824 Sep-2007 01-Feb-2007 FL 80.00 310,640.00 Group II 0000127097 Nov-2007 01-Feb-2007 CA 80.00 500,000.00 Group II ~~0000127532~~0000128244 ~~Aug~~Dec-2007 01-Feb-2007 CA 80.00 ~~535~~580,~~016~~000.00 Group II ~~0000128725~~0000128683 ~~Sep~~Dec-2007 0901-Mar-2007 NCTN ~~100~~80.00 ~~124~~125,~~900~~600.00 Group II 0000128889 Sep-2007 07-Mar-2007 FL 80.00 240,000.00 Group II ~~0000129167~~0000128912 ~~Oct~~Dec-2007 01-Mar-2007 WAIL 80.00 ~~115~~149,~~196~~689.00 Group II ~~0000129271~~0000128967 ~~Oct~~Dec-2007 01-~~Mar~~Apr-2007 NVIL ~~100~~80.00 ~~260~~263,~~000~~120.00 Group II ~~0000129296~~0000129167 ~~Sep-2007 01-Mar-2007 AZ 100.00 489,800.00 Group II 0000129341~~ Oct-2007 01-Mar-2007 MNWA 80.00 ~~191~~115,~~920~~196.00 Group II ~~0000129431~~0000129271 ~~Sep~~Oct-2007 01-Mar-2007 CANV 80100.00 ~~440~~260,000.00 Group II ~~0000129446~~0000129296 Sep-2007 01-Mar-2007 CAAZ 80100.00 ~~428~~489,~~000~~800.00 Group II ~~0000129458~~0000129466 ~~Aug~~Dec-2007 01-~~Mar~~Apr-2007 CA 80.00 ~~685~~540,~~200~~000.00 Group II 0000129526 Sep-2007 01-Mar-2007 NJ 90.00 549,000.00 Group II 0000129552 Aug-2007 01-Apr-2007 NJ 80.00 168,800.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0000017507 168,879.61 01-Jul-2007 2 8.740% 4,636.86 Group I 0000017637 154,400.00 01-May-2007 4 7.740% 5,589.30 Group I 0000017671 160,000.00 01-Apr-2007 5 7.390% 6,430.62 Group I 0000017697 102,637.42 01-Jul-2007 2 8.040% 2,576.87 Group I 0000017762 145,830.55 01-Feb-2007 7 7.990% 6,362.02 Group I 0000018339 269,756.94 01-Apr-2007 5 9.625% 14,350.89 Group I 0000018413 192,819.47 01-Feb-2007 7 10.125% 10,817.16 Group I 0000018567 119,496.61 01-Mar-2007 6 10.250% 6,784.35 Group I 0000019085 120,312.20 01-May-2007 4 10.599% 6,068.84 Group I 0000020821 167,856.93 01-Mar-2007 6 9.250% 8,548.89 Group I 0000021116 141,804.90 01-Mar-2007 6 8.990% 7,006.65 Group I 0000038792 137,416.12 15-Mar-2007 6 7.840% 5,870.78 Group I 0000038806 137,708.97 06-May-2007 4 7.800% 5,020.79 Group I 0000039291 217,014.80 01-Jun-2007 3 7.840% 6,632.78 Group I 0000039301 76,755.05 16-May-2007 4 9.280% 3,366.75 Group I 0000039336 299,278.16 16-May-2007 4 7.430% 10,364.46 Group I 0000039357 334,088.06 01-May-2007 4 6.420% 9,877.46 Group I 0000039364 347,203.84 13-Apr-2007 5 7.610% 14,390.52 Group I 0000039509 137,772.07 01-Mar-2007 6 10.680% 8,168.12 Group I 0000039581 219,424.93 23-Feb-2007 7 8.630% 10,380.46 Group I 0000039808 152,743.50 15-May-2007 4 8.690% 6,252.50 Group I 0000039836 165,576.04 17-Apr-2007 5 7.040% 6,305.96 Group I 0000039866 213,049.13 01-Feb-2007 7 8.690% 10,166.02 Group I 0000039904 182,305.00 01-May-2007 4 6.840% 5,782.08 Group I 0000039921 99,532.21 01-May-2007 4 8.130% 3,790.56 Group I 0000039957 115,652.16 01-May-2007 4 6.640% 3,546.59 Group I 0000040177 153,216.66 01-May-2007 4 8.750% 6,310.50 Group I 0000040233 224,442.15 01-Mar-2007 6 8.440% 10,368.73 Group I 0000049849 279,224.02 01-Apr-2007 5 8.875% 13,631.19 Group I 0000109964 60,562.80 13-May-2007 4 8.790% 2,508.06 Group I 0000110014 123,825.96 22-Mar-2007 6 8.520% 5,785.49 Group I 0000110024 174,032.92 01-Apr-2007 5 9.840% 9,476.96 Group I 0000110130 184,018.25 01-Apr-2007 5 9.190% 9,312.82 Group I 0000110154 100,822.05 01-May-2007 4 8.940% 4,237.74 Group I 0000110202 87,835.26 06-Mar-2007 6 8.390% 4,034.84 Group I 0000110274 199,281.99 01-May-2007 4 9.740% 9,195.25 Group I 0000110298 148,319.35 01-May-2007 4 8.790% 6,138.62 Group I 0000110329 359,051.28 26-Apr-2007 5 8.140% 15,980.00 Group I 0000110406 165,487.27 01-Jul-2007 2 6.790% 3,465.04 Group I 0000110452 246,663.51 01-Apr-2007 5 6.890% 9,170.43 Group I 0000110453 87,597.21 01-Jun-2007 3 7.440% 2,529.04 Group I 0000110559 101,618.81 05-Jun-2007 3 8.990% 3,592.68 Group I 0000110663 220,785.94 01-May-2007 4 9.380% 9,797.97 Group I 0000110707 179,846.27 01-Apr-2007 5 9.040% 8,953.41 Group I 0000110727 275,072.88 01-May-2007 4 8.690% 11,257.32 Group I 0000110771 127,191.25 01-Mar-2007 6 10.790% 7,619.01 Group I 0000110797 164,743.42 01-May-2007 4 8.240% 6,375.60 Group I 0000113363 219,723.69 01-Jul-2007 2 8.540% 5,882.87 Group I 0000113450 161,179.04 01-Apr-2007 5 9.440% 8,392.20 Group I 0000119613 90,921.81 01-May-2007 4 10.190% 4,400.13 Group I 0000120058 155,712.93 01-Jun-2007 3 7.820% 4,746.24 Group I 0000120434 371,397.53 01-Jun-2007 3 6.995% 10,047.03 Group I 0000120564 303,773.78 01-Jun-2007 3 8.500% 10,123.57 Group I 0000120625 352,275.80 01-Jun-2007 3 7.990% 10,987.26 Group I 0000120678 283,846.70 01-Mar-2007 6 7.070% 10,870.41 Group I 0000121120 320,000.00 01-May-2007 4 6.990% 10,384.02 Group I 0000121312 137,698.77 01-Apr-2007 5 8.820% 6,681.07 Group I 0000121576 291,122.39 01-Apr-2007 5 7.485% 11,834.51 Group I 0000121915 115,843.36 01-May-2007 4 8.250% 4,485.80 Group I 0000122060 291,624.17 01-Mar-2007 6 8.130% 12,963.13 Group I 0000122122 375,817.32 01-May-2007 4 8.125% 14,323.59 Group I 0000122369 167,452.51 01-May-2007 4 8.210% 6,444.41 Group I 0000122909 76,410.59 01-Jun-2007 3 9.375% 2,824.47 Group I 0000123184 384,000.00 01-Mar-2007 6 6.885% 14,302.40 Group I 0000123360 123,659.74 01-Jun-2007 3 9.050% 4,400.38 Group I 0000123673 132,227.30 01-May-2007 4 8.370% 5,199.64 Group I 0000123714 327,325.16 01-Jun-2007 3 7.770% 9,912.35 Group I 0000123901 95,898.86 01-Mar-2007 6 7.310% 3,804.10 Group I 0000124616 367,916.98 01-Mar-2007 6 8.300% 16,732.50 Group I 0000124818 411,827.98 01-May-2007 4 8.520% 16,509.87 Group I 0000124999 314,999.48 01-Mar-2007 6 9.050% 15,690.64 Group I 0000125828 287,793.16 01-Jun-2007 3 7.690% 8,619.25 Group I 0000126300 107,520.02 01-May-2007 4 6.990% 3,487.38 Group I 0000126714 399,853.27 01-Mar-2007 6 7.010% 15,173.05 Group I 0000126721 259,336.07 01-May-2007 4 8.295% 10,091.00 Group I 0000126999 159,805.02 01-May-2007 4 7.820% 5,844.30 Group I 0000127012 137,974.50 01-Apr-2007 5 9.855% 7,527.94 Group I 0000127468 232,000.00 01-Mar-2007 6 8.260% 10,501.82 Group I 0000127648 288,000.00 01-Apr-2007 5 6.990% 10,903.20 Group I 0000128768 422,603.91 01-Jun-2007 3 7.840% 12,916.22 Group I 0000128959 246,656.48 01-Apr-2007 5 7.840% 10,538.50 Group I 0000129025 208,414.85 01-Jun-2007 3 7.840% 6,364.85 Group I 0000129032 107,840.46 01-May-2007 4 7.540% 3,788.84 Group I 0000129219 236,000.00 01-Apr-2007 5 7.420% 9,526.58 Group I 0000129274 125,709.20 01-Jul-2007 2 9.890% 3,931.89 Group I 0000129344 220,921.89 01-May-2007 4 8.230% 8,524.52 Group I 0000129468 316,000.00 01-May-2007 4 7.530% 11,107.38 Group I 0000129513 284,781.60 01-Apr-2007 5 6.990% 10,768.73 Group I 0000129565 329,588.48 01-Jun-2007 3 7.740% 9,936.24 Group II 0000013021 214,721.19 01-May-2007 4 7.625% 7,634.66 Group II 0000015235 357,868.84 01-Jun-2007 3 9.400% 13,265.52 Group II 0000017474 156,855.37 01-Feb-2007 7 9.830% 8,516.52 Group II 0000017505 172,293.48 01-Apr-2007 5 8.730% 8,256.42 Group II 0000018178 181,798.11 01-May-2007 4 9.550% 8,222.41 Group II 0000018305 85,856.02 01-May-2007 4 10.275% 4,181.89 Group II 0000018610 88,837.73 01-Mar-2007 6 10.999% 5,432.50 Group II 0000018859 169,828.17 01-Jan-2007 8 9.390% 8,774.97 Group II 0000019174 101,883.74 01-Feb-2007 7 10.750% 6,079.76 Group II 0000019486 482,546.63 01-May-2007 4 7.729% 17,408.88 Group II 0000019604 408,810.12 01-Apr-2007 5 9.675% 21,846.66 Group II 0000020214 85,196.50 01-Jun-2007 3 10.125% 3,413.55 Group II 0000020514 236,066.49 01-Mar-2007 6 10.500% 13,747.21 Group II 0000020824 439,337.97 01-Apr-2007 5 7.875% 18,883.09 Group II 0000020879 364,367.82 01-Mar-2007 6 8.699% 17,409.64 Group II 0000038993 111,841.52 04-May-2007 4 7.890% 4,128.04 Group II 0000039165 119,618.12 01-Apr-2007 5 8.590% 5,634.37 Group II 0000039225 107,718.81 10-Apr-2007 5 10.190% 6,083.29 Group II 0000039429 123,632.03 01-May-2007 4 9.640% 5,642.36 Group II 0000040052 129,073.72 01-May-2007 4 9.070% 5,522.91 Group II 0000040142 99,431.39 01-May-2007 4 8.240% 3,841.28 Group II 0000054615 422,694.49 01-Jun-2007 3 8.495% 14,077.84 Group II 0000055073 139,463.22 01-Mar-2007 6 10.520% 8,137.52 Group II 0000059480 63,728.40 28-Apr-2007 5 9.840% 3,468.65 Group II 0000059610 183,349.85 27-Apr-2007 5 9.490% 9,604.97 Group II 0000103899 280,000.00 01-Feb-2007 7 5.275% 7,799.12 Group II 0000110005 459,646.19 01-May-2007 4 9.490% 20,634.27 Group II 0000110285 520,000.00 01-Mar-2007 6 7.840% 22,264.62 Group II 0000110327 49,873.04 01-Jun-2007 3 10.440% 2,063.82 Group II 0000110395 319,200.00 01-May-2007 4 7.960% 11,906.16 Group II 0000110396 221,713.36 12-Apr-2007 5 7.840% 9,479.32 Group II 0000110477 433,512.47 01-Jul-2007 2 7.190% 9,661.76 Group II 0000110532 349,428.25 12-May-2007 4 7.490% 12,198.19 Group II 0000110573 223,391.50 12-Apr-2007 5 7.990% 9,746.71 Group II 0000110711 555,399.65 01-Apr-2007 5 8.240% 25,055.39 Group II 0000110756 496,000.00 01-Jul-2007 2 8.390% 13,044.80 Group II 0000110766 351,200.00 01-May-2007 4 7.540% 12,362.28 Group II 0000110806 429,167.04 01-Jun-2007 3 7.640% 12,759.22 Group II 0000113402 262,640.78 01-May-2007 4 6.840% 8,307.26 Group II 0000119473 381,955.39 01-Apr-2007 5 9.920% 20,977.48 Group II 0000119502 455,869.79 01-Mar-2007 6 9.495% 23,912.80 Group II 0000120052 215,558.54 01-Apr-2007 5 9.375% 11,141.93 Group II 0000120466 287,832.70 01-Apr-2007 5 8.250% 13,007.76 Group II 0000120648 155,893.71 01-Mar-2007 6 9.795% 8,446.72 Group II 0000120665 495,859.22 01-Apr-2007 5 9.510% 26,055.78 Group II 0000120809 455,324.37 01-May-2007 4 8.570% 18,360.58 Group II 0000120991 119,549.50 01-Jun-2007 3 9.375% 4,416.10 Group II 0000121086 518,196.11 01-May-2007 4 7.900% 19,138.92 Group II 0000121318 262,756.31 01-May-2007 4 8.125% 10,010.31 Group II 0000121566 176,000.00 01-Apr-2007 5 7.975% 7,674.38 Group II 0000121584 298,424.24 01-May-2007 4 8.220% 11,499.95 Group II 0000121968 451,707.31 01-Apr-2007 5 8.990% 22,355.92 Group II 0000121973 338,909.99 01-Jun-2007 3 7.720% 10,192.55 Group II 0000122290 455,676.52 01-May-2007 4 7.875% 16,797.32 Group II 0000122425 397,343.70 01-Apr-2007 5 8.110% 17,602.58 Group II 0000122553 203,914.18 01-Apr-2007 5 8.500% 9,512.89 Group II 0000122595 163,036.43 01-Jun-2007 3 7.295% 4,614.38 Group II 0000122639 511,886.12 01-Apr-2007 5 10.125% 28,735.32 Group II 0000123445 400,000.00 01-Mar-2007 6 7.335% 15,948.31 Group II 0000123927 251,784.71 01-Apr-2007 5 6.610% 8,968.13 Group II 0000124198 427,891.32 01-Mar-2007 6 7.990% 18,685.56 Group II 0000124236 331,616.57 01-Mar-2007 6 8.750% 15,921.19 Group II 0000124651 415,839.04 01-Mar-2007 6 6.865% 15,427.55 Group II 0000125208 455,868.78 01-Mar-2007 6 7.660% 19,028.90 Group II 0000125331 422,558.68 01-May-2007 4 7.850% 15,516.89 Group II 0000125377 335,782.41 01-Apr-2007 5 8.990% 16,618.54 Group II 0000125548 339,875.73 01-Mar-2007 6 9.535% 17,899.40 Group II 0000126180 293,722.85 01-May-2007 4 9.950% 13,862.03 Group II 0000126386 615,765.55 01-Mar-2007 6 9.400% 31,943.48 Group II 0000126682 415,575.39 01-Apr-2007 5 7.635% 17,279.58 Group II 0000126824 310,528.93 01-Apr-2007 5 10.950% 18,922.31 Group II 0000127097 499,791.42 01-Mar-2007 6 6.660% 17,943.90 Group II 0000127532 534,770.77 01-Mar-2007 6 8.775% 25,789.53 Group II 0000128725 124,792.27 09-Apr-2007 5 10.140% 7,010.83 Group II 0000128889 239,692.23 07-Apr-2007 5 8.240% 10,806.92 Group II 0000129167 115,196.00 01-May-2007 4 6.990% 3,738.12 Group II 0000129271 260,000.00 01-May-2007 4 8.890% 10,907.04 Group II 0000129296 488,852.77 01-May-2007 4 8.240% 18,887.41 Group II 0000129341 191,804.46 01-Apr-2007 5 7.840% 8,204.84 Group II 0000129431 440,000.00 01-Apr-2007 5 7.590% 18,197.69 Group II 0000129446 428,000.00 01-Apr-2007 5 7.790% 18,200.70 Group II 0000129458 685,200.00 01-Apr-2007 5 8.190% 30,736.93 Group II 0000129526 548,763.87 01-Apr-2007 5 8.990% 27,159.58 Group II 0000129552 168,677.00 01-Apr-2007 5 7.640% 7,009.92

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 18 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~387~~1,~~200~~981,800.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~387~~1,~~200~~976,538.0026 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Bankruptcy Total ~~Apr~~May-07 0.~~000~~033% Loans in Bankruptcy 1321 ~~May~~Jun-07 0.~~033~~067% Original Principal Balance 24,~~546~~528,~~350~~150.00 ~~Jun~~Jul-07 0.~~067~~048% Current Actual Balance 24,~~537~~512,~~080~~723.2137 ~~Jul-07 0.048%~~ Aug-07 0.120% Sep-07 0.340% Oct-07 0.338% Nov-07 0.376% Dec-07 0.674% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 06 ~~Dec~~Jan-0607 0.000% Original Principal Balance 01,379,400.00 ~~Jan~~Feb-07 0.000% Current Actual Balance 01,376,025.0081 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Bankruptcy Total ~~Apr~~May-07 0.~~000~~033% Loans in Bankruptcy 511 ~~May~~Jun-07 0.~~033~~063% Original Principal Balance ~~763~~2,~~450~~142,850.00 ~~Jun~~Jul-07 0.~~063~~029% Current Actual Balance ~~761~~2,~~639~~137,398.9035 ~~Jul-07 0.029%~~ Aug-07 0.030% Sep-07 0.152% Oct-07 0.236% Nov-07 0.202% Dec-07 0.580% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 ~~Dec~~Jan-0607 0.000% Original Principal Balance ~~387~~460,~~200~~800.00 ~~Jan~~Feb-07 0.000% Current Actual Balance ~~387~~459,~~200~~646.0019 ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% Current Bankruptcy Total ~~Apr~~May-07 0.~~000~~033% Loans in Bankruptcy 34 ~~May~~Jun-07 0.~~033~~074% Original Principal Balance ~~734~~1,~~200~~195,000.00 ~~Jun~~Jul-07 0.~~074~~075% Current Actual Balance ~~732~~1,~~806~~192,336.0448 ~~Jul-07 0.075%~~ Aug-07 0.259% Sep-07 0.628% Oct-07 0.493% Nov-07 0.639% Dec-07 0.816% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I 0000017675 Dec-2007 01-Jan-2007 NE 80.00 141,600.00 Group I 0000039649 Oct-2007 01-Nov-2006 VA 65.35 232,000.00 Group I 0000040257 Sep-2007 16-Nov-2006 FL 62.34 240,000.00 Group I 0000049849 Dec-2007 01-May-2006 MA 67.96 280,000.00 Group I 0000110122 Sep-2007 01-Jan-2007 MS 80.00 59,200.00 Group I 0000110727 Dec-2007 01-Jan-2007 CA 90.00 275,400.00 Group I 0000121120 Dec-2007 01-Dec-2006 CA 80.00 320,000.00 Group I 0000121647 Oct-2007 01-Jan-2007 NC 85.00 106,250.00 Group I 0000122369 Dec-2007 01-Jan-2007 CO 80.00 168,000.00 Group I 0000124007 Dec-2007 01-Feb-2007 GA 80.00 105,600.00 Group I 0000128703 Sep-2007 01-Mar-2007 TN 80.00 116,800.00 Group I 0000129116 Dec-2007 23-Feb-2007 MD 80.00 230,400.00 Group I 0000129390 Sep-2007 01-Apr-2007 TN 90.00 68,400.00 Group II 0000000633 ~~Nov~~Dec-2007 01-Jul-2006 OH 100.00 93,900.00 Group II 0000017860 Oct-2007 01-Nov-2006 OH 90.00 129,600.00 Group II 0000020813 Sep-2007 01-Sep-2006 OH 100.00 115,000.00 Group II 0000039616 Nov-2007 01-Nov-2006 CA 80.00 387,200.00 Group II 0000047762 Jun-2007 01-May-2006 MI 100.00 115,000.00 Group II 0000110005 Dec-2007 01-Jan-2007 VA 90.00 460,800.00 Group II 0000121405 Sep-2007 01-Jan-2007 WA 80.00 232,000.00 Group II 0000128942 Sep-2007 01-Mar-2007 WI 81.38 651,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I 0000017675 140,866.26 01-Sep-2007 1 8.890% 2,952.90 Group I 0000039649 231,~~209~~048.6136 01-~~Mar~~Apr-2007 6 7.990% 1011,~~073~~508.3726 Group I 0000040257 239,~~291~~200.8492 16-~~Jun~~Jul-2007 3 7.190% 6,~~667~~665.7116 Group I 0000049849 279,087.88 01-Jun-2007 4 8.875% 11,679.53 Group I 0000110122 58,984.18 01-Jul-2007 23 9.340% 12,~~736~~170.6623 Group I 0000110727 275,072.88 01-May-2007 5 8.690% 13,131.91 Group I 0000121120 320,000.00 01-May-2007 5 6.990% 12,114.69 Group I 0000121647 106,~~175~~160.9879 01-~~May~~Jun-2007 4 10.470% 5,290.9618 Group I 0000122369 167,452.51 01-May-2007 5 8.210% 7,515.91 Group I 0000124007 105,141.18 01-Aug-2007 2 8.485% 2,795.82 Group I 0000128703 116,632.92 01-Apr-2007 56 7.700% 45,~~887~~584.8200 Group I 0000129116 229,271.36 23-Aug-2007 2 7.890% 5,645.67 Group I 0000129390 68,329.55 01-May-2007 45 9.300% 3,~~002~~502.5301 Group II 0000000633 93,730.45 01-Nov-2007 ~~(1)~~0 10.250% ~~761~~1,523.6117 Group II 0000017860 128,994.07 01-Sep-2007 01 10.390% 23,~~125~~187.7794 Group II 0000020813 114,392.90 01-May-2007 45 8.799% 45,~~739~~527.4056 Group II 0000039616 387,200.00 01-Aug-2007 12 7.420% 68,~~698~~931.5844 Group II 0000047762 113,~~815~~748.5118 01-~~Nov~~Dec-2007 (1) 9.375% ~~842~~841.2676 Group II 0000110005 459,646.19 01-May-2007 5 9.490% 24,066.95 Group II 0000121405 231,~~790~~742.5311 01-~~Sep~~Nov-2007 0 8.670% 3,~~156~~155.0572 Group II 0000128942 646,~~532~~020.6768 01-~~Nov~~Dec-2007 (1) 7.490% 3,~~769~~766.0205

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 Group III 01 066,827.0050 021,941.0074 0.~~000~~007% Group III 03 0649,822.0071 0199,628.0085 02.~~000~~670% Total 04 0716,650.0021 0221,570.0059 0.~~000~~033%

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 NoGroup ~~Losses~~I ~~this~~0000110458 ~~Period~~67,120.00 8.640% MO 80.00 360 Group II 0000015326 73,980.00 12.875% AZ 20.00 360 Group II 0000110013 516,000.00 7.350% VA 80.00 360 Group II 0000123495 60,000.00 12.750% MA 20.00 360

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) NoGroup ~~Losses~~I ~~this~~0000110458 ~~Period~~66,827.50 21,941.74 21,941.74 Group II 0000015326 73,854.24 76,540.81 76,540.81 Group II 0000110013 515,997.66 57,953.03 57,953.03 Group II 0000123495 59,970.81 65,135.01 65,135.01

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~000~~106% Current Month 05.~~000~~962% 3 Month Average 0.~~015~~050% 3 Month Average 13.~~013~~000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Dec-2006 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 0.044% N/A Oct-2007 3.038% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A Dec-2007 0.106% N/A Dec-2007 5.962% 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 01.~~000~~267% Current Month 27(Cumulative) 29.~~651~~228% 3 Month Average 0.~~175~~597% 3 Month Average 18(Cumulative) 28.~~434~~176% 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. ~~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 ~~N/A~~0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.524% N/A Oct-2007 27.651% N/A Nov-2007 0.000% N/A Nov-2007 27.651% N/A Dec-2007 1.267% N/A Dec-2007 29.228% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.~~000~~016% Current Month 0.~~000~~931% 3 Month Average 0.~~024~~030% 3 Month Average 1.~~686~~996% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Dec-2006 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 0.072% N/A Oct-2007 5.058% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A Dec-2007 0.016% N/A Dec-2007 0.931% 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 0.~~000~~196% Current Month 45(Cumulative) 43.~~540~~225% 3 Month Average 0.~~288~~354% 3 Month Average 30(Cumulative) 44.~~360~~768% 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. ~~Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.865% N/A Oct-2007 45.540% N/A Nov-2007 0.000% N/A Nov-2007 45.540% N/A Dec-2007 0.196% N/A Dec-2007 43.225% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.~~000~~242% Current Month 013.~~000~~339% 3 Month Average 0.~~000~~081% 3 Month Average 04.~~000~~446% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.000% N/A Oct-2007 0.000% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A Dec-2007 0.242% N/A Dec-2007 13.339% 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 02.~~000~~864% Current Month 16(Cumulative) 24.~~181~~634% 3 Month Average 0.~~000~~955% 3 Month Average 10(Cumulative) 18.~~788~~999% 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. ~~Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A Oct-2007 0.000% N/A Oct-2007 16.181% N/A Nov-2007 0.000% N/A Nov-2007 16.181% N/A Dec-2007 2.864% N/A Dec-2007 24.634% 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 Group I 2521 3,~~701~~161,~~835~~200.00 3,~~677~~144,~~990~~278.0716 0 0.00 0.00 Group II 68 ~~901~~1,~~052~~497,921.00 ~~897~~1,~~030~~488,453.9406 0 0.00 0.00 Total 3129 4,~~602~~659,~~887~~121.00 4,~~575~~632,~~021~~731.0122 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 01 067,120.00 066,486.0010 73(2,045.5985) Group II 0 0.00 0.00 03 0649,980.00 0649,642.0071 113,~~497~~962.1699 Total 0 0.00 0.00 04 0717,100.00 0716,128.0081 111,~~570~~917.7514

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0000038817~~0000038941 MANC 8075.00 1116-Nov-2006 72112,~~000~~500.00 71111,~~496~~547.9600 Group I ~~0000038939~~0000038962 TNVA 9080.0053 1011-Nov-2006 ~~144~~153,000.00 ~~142~~152,~~962~~511.7315 Group I ~~0000039308~~0000038976 OHTN 80.00 1716-Nov-2006 ~~101~~160,~~680~~000.00 ~~101~~158,~~142~~143.4583 Group I ~~0000039561~~0000039035 MAVA 9080.00 1601-~~Nov~~Dec-2006 ~~183~~124,~~600~~000.00 ~~182~~123,~~264~~966.1189 Group I ~~0000039696~~0000039631 MDCA 7875.00 2401-~~Nov~~Dec-2006 ~~152~~251,~~100~~250.00 ~~150~~249,~~993~~953.3999 Group I ~~0000040226~~0000110021 GA 8780.1000 01-~~Dec~~Jan-~~2006~~2007 ~~202~~102,~~495~~800.00 ~~200~~102,800.0300 Group I ~~0000110110~~0000110164 SCNC 6980.2600 2701-~~Dec~~Jan-~~2006~~2007 97268,000.00 96266,~~416~~667.7048 Group I ~~0000110152~~0000110233 NCMD 8090.00 2114-Dec-2006 8099,000.00 7997,~~417~~821.8872 Group I ~~0000110160~~0000110458 NCMO 9080.00 2801-~~Dec~~Jan-~~2006~~2007 ~~144~~67,~~000~~120.00 ~~143~~66,~~088~~442.5803 Group I ~~0000110171~~0000110485 SCMA 80.00 0128-~~Jan~~Dec-~~2007~~2006 78152,~~320~~000.00 77151,~~801~~494.6578 Group I ~~0000110206~~0000110659 VAIA 8073.0093 0501-Jan-2007 ~~133~~112,~~600~~750.00 ~~131~~111,~~461~~960.9282 Group I ~~0000110220~~0000110676 VAIA 7480.0900 1901-Jan-2007 ~~204~~112,~~500~~000.00 ~~202~~110,~~728~~870.4226 Group I ~~0000110761~~0000110801 NJ 7089.0016 01-Jan-2007 ~~367~~329,~~500~~000.00 ~~365~~328,~~631~~132.2343 Group I ~~0000110793~~0000113255 NJVA 8090.00 0129-~~Jan~~Oct-~~2007~~2006 ~~300~~148,~~000~~500.00 ~~294~~147,~~517~~632.2732 Group I ~~0000113249~~0000113311 VAOH 8178.4388 1101-~~Nov~~Dec-2006 ~~114~~84,~~000~~400.00 ~~113~~82,~~217~~435.8028 Group I ~~0000114748~~0000114750 NCVA 8562.00 18 16-Feb-2007 93102,~~500~~600.00 93102,~~049~~336.0888 Group I ~~0000120734~~0000120086 NYWA 9080.00 01-~~Jan~~Dec-~~2007~~2006 ~~139~~121,~~500~~600.00 ~~138~~121,~~624~~600.3000 Group I ~~0000126409~~0000122255 ILNJ 8580.00 01-Feb-2007 ~~109~~246,~~650~~400.00 ~~109~~244,~~076~~924.4137 Group I ~~0000128585~~0000122267 VANJ 8015.00 0501-Feb-2007 5746,~~040~~200.00 5645,~~725~~995.7540 Group I ~~0000128969~~0000128568 IL 9580.00 01-~~Apr~~Mar-2007 ~~133~~100,000.00 ~~132~~99,~~574~~348.9176 Group I ~~0000129024~~0000128569 ILMD 9060.0061 1401-Mar-2007 ~~243~~200,000.00 ~~242~~198,~~588~~361.4692 Group I ~~0000129026~~0000129385 ILWI 80.00 01-Apr-2007 92135,~~000~~200.00 91134,~~527~~314.8481 Group III ~~0000129043~~0000015326 WIAZ 8020.00 01-~~Apr~~Oct-~~2007~~2006 ~~114~~73,~~400~~980.00 ~~113~~73,~~877~~778.4703 Group III ~~0000129413~~0000039828 IAFL 8490.2900 01-~~Apr~~Dec-~~2007~~2006 65232,~~750~~200.00 65230,~~415~~748.9316 Group III ~~0000129424~~0000110013 CAVA 7680.4900 01-~~Mar~~Jan-2007 ~~279~~516,~~200~~000.00 ~~278~~515,~~415~~997.0666 Group II ~~0000038784~~0000110203 GANC 4459.8317 2505-~~Oct~~Jan-~~2006~~2007 ~~130~~213,000.00 ~~128~~211,~~781~~090.5616 Group II ~~0000039495~~0000110210 WINC 90.00 04-Jan-2007 291,437.00 289,596.31 Group II 0000110505 CA 40.79 01-~~Dec~~Jan-~~2006~~2007 ~~220~~155,~~500~~000.00 ~~219~~154,~~989~~292.8791 Group II ~~0000040144~~0000110592 NJFL 4233.35 05-Jan-2007 55,000.00 54,649.04 Group II 0000119865 NY 95.00 01-Dec-2006 ~~210~~184,~~000~~784.00 ~~208~~184,~~052~~246.7336 Group II ~~0000123562~~0000123495 VTMA 20.00 01-~~Jan~~Feb-2007 3760,~~580~~000.00 3759,~~455~~831.6452 Group II ~~0000123563~~0000128559 VTVA 80.00 01-Jan-2007 ~~150~~156,~~320~~000.00 ~~150~~154,~~140~~578.7034 Group II ~~0000124871~~0000129078 ILME 8083.0056 0112-~~Jan~~Mar-2007 ~~152~~210,~~652~~500.00 ~~152~~208,~~238~~356.4721

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0000038817~~0000038941 Loan Paid in Full 0 8.~~890~~370% 360 1213 Group I ~~0000038939~~0000038962 Loan Paid in Full 20 8.~~740~~690% 360 1213 Group I ~~0000039308~~0000038976 Loan Paid in Full 0 10.~~240~~140% 360 1113 Group I ~~0000039561~~0000039035 Loan Paid in Full 0(1) 87.~~690~~140% 360 12 Group I ~~0000039696~~0000039631 Loan Paid in Full 0 86.~~690~~980% 360 1112 Group I ~~0000040226~~0000110021 Loan Paid in Full ~~(1)~~0 79.~~990~~340% 360 11 Group I ~~0000110110~~0000110164 Loan Paid in Full 0 97.~~180~~990% 360 1011 Group I ~~0000110152~~0000110233 Loan Paid in Full 0 89.~~240~~820% 360 1012 Group I ~~0000110160~~0000110458 ~~Loan~~Liquidation ~~Paid~~6 ~~in Full 0~~ 8.~~930~~640% 360 1011 Group I ~~0000110171~~0000110485 Loan Paid in Full 0 8.~~710~~490% 360 1011 Group I ~~0000110206~~0000110659 Loan Paid in Full ~~(1)~~0 69.~~690~~190% 360 1011 Group I ~~0000110220~~0000110676 Loan Paid in Full 10 67.~~850~~040% 360 911 Group I ~~0000110761~~0000110801 Loan Paid in Full 0 9.~~990~~190% 360 1011 Group I ~~0000110793~~0000113255 Loan Paid in Full 0 710.~~875~~540% 360 1013 Group I ~~0000113249~~0000113311 Loan Paid in Full 0 97.~~040~~890% ~~360~~240 12 Group I ~~0000114748~~0000114750 Loan Paid in Full 0 98.~~240~~490% 360 810 Group I ~~0000120734~~0000120086 Loan Paid in Full 0 87.~~970~~990% 360 1012 Group I ~~0000126409~~0000122255 Loan Paid in Full 0 9.~~375~~200% 360 910 Group I ~~0000128585~~0000122267 Loan Paid in Full 0 811.~~590~~990% 360 910 Group I ~~0000128969~~0000128568 Loan Paid in Full 0 108.~~620~~300% 360 79 Group I ~~0000129024~~0000128569 Loan Paid in Full 0 97.~~120~~140% 360 89 Group I ~~0000129026~~0000129385 Loan Paid in Full 0 87.~~340~~730% 360 78 Group III ~~0000129043~~0000015326 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 8~~12.~~980~~875% 360 714 Group III ~~0000129413~~0000039828 Loan Paid in Full 0(1) 89.~~390~~840% 360 12 Group II 0000110013 Liquidation 4 7.350% 360 11 Group III ~~0000129424~~0000110203 Loan Paid in Full ~~(1)~~0 7.~~790~~180% 360 811 Group II ~~0000038784~~0000110210 Loan Paid in Full 0 78.~~840~~940% 360 1211 Group II ~~0000039495~~0000110505 Loan Paid in Full 0 97.~~490~~140% 360 11 Group II ~~0000040144~~0000110592 Loan Paid in Full 0 78.~~470~~890% 360 11 Group II ~~0000123562~~0000119865 Loan Paid in Full 0(1) 8.995% 360 12 Group II 0000123495 Liquidation 6 12.~~000~~750% 360 10 Group II ~~0000123563~~0000128559 Loan Paid in Full 0 8.~~485~~140% 360 1011 Group II ~~0000124871~~0000129078 Loan Paid in Full ~~(1)~~0 97.~~210~~180% 360 109

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 810 1,~~063~~540,~~678~~224.4561 2537,~~747~~647.4870 0.00 Group II 25 ~~348~~864,~~913~~763.2458 415,~~045~~256.2066 0.00 Total 1015 12,~~412~~404,~~591~~988.6919 2952,~~792~~904.6836 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Group I ~~0000038939~~0000038962 11/1430/2007 ~~143~~152,~~052~~550.6623 73,~~200~~051.00 0.00 Group I ~~0000039308~~0000038976 11/0729/2007 ~~101~~158,~~189~~227.3751 58,~~084~~000.00 0.00 Group I ~~0000040226~~0000039035 11/21/2007 123,966.89 2,479.33 0.00 Group I 0000039631 11/16/2007 250,057.19 6,976.85 0.00 Group I 0000110164 12/05/2007 ~~200~~266,~~946~~752.4978 2,~~024~~667.9531 0.00 Group I ~~0000110206~~0000113255 1011/2427/2007 ~~131~~147,~~589~~697.5288 2,~~629~~953.2495 0.00 Group I ~~0000110220~~0000113311 1011/2327/2007 ~~202~~82,~~910~~592.1542 4,~~065~~220.4100 0.00 Group I ~~0000113249~~0000114750 1112/0604/2007 ~~113~~102,~~284~~364.9503 2,~~264~~047.3528 0.00 Group I ~~0000128585~~0000120086 1011/2316/2007 56121,~~761~~600.6700 13,~~135~~886.2333 0.00 Group I ~~0000129043~~0000129385 11/0521/2007 ~~113~~134,~~943~~415.6468 1,~~344~~365.3065 0.00 Group II ~~0000038784~~0000110203 1011/2421/2007 ~~128~~211,~~878~~269.9901 12,~~300~~110.90 0.00 Group II 0000110210 12/06/2007 289,769.92 2,895.96 0.00 Group II ~~0000039495~~0000110505 12/10/2007 154,353.54 4,403.83 0.00 Group II 0000110592 11/0614/2007 ~~220~~54,~~034~~682.2514 2,~~745~~750.2000 0.00 Group II 0000128559 12/04/2007 154,688.97 3,095.97 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~675~~793% Current Month 79.~~806~~114% Current Month ~~405~~428.~~427~~991% 3 Month Average 0.~~770~~751% 3 Month Average 8.~~858~~649% 3 Month Average ~~522~~452.~~236~~483% 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. ~~Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 5.297% N/A May-2007 728.724% N/A Jun-2007 10.120% N/A Jun-2007 1,093.274% N/A Jul-2007 14.671% N/A Jul-2007 1,301.339% N/A Aug-2007 7.975% N/A Aug-2007 601.053% N/A Sep-2007 9.743% N/A Sep-2007 638.251% N/A Oct-2007 9.026% N/A Oct-2007 523.030% N/A Nov-2007 7.806% N/A Nov-2007 405.427% N/A Dec-2007 9.114% N/A Dec-2007 428.991% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 0.~~898~~791% Current Month 109.~~254~~085% Current Month ~~536~~430.~~639~~579% 3 Month Average 0.~~963~~919% 3 Month Average 10.~~955~~483% 3 Month Average ~~646~~558.~~284~~334% 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. ~~Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 6.177% N/A May-2007 864.741% N/A Jun-2007 12.531% N/A Jun-2007 1,372.347% N/A Jul-2007 14.381% N/A Jul-2007 1,290.982% N/A Aug-2007 6.439% N/A Aug-2007 490.461% N/A Sep-2007 10.502% N/A Sep-2007 694.429% N/A Oct-2007 12.110% N/A Oct-2007 707.785% N/A Nov-2007 10.254% N/A Nov-2007 536.639% N/A Dec-2007 9.085% N/A Dec-2007 430.579% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 0.~~337~~797% Current Month 39.~~969~~159% Current Month ~~203~~426.~~806~~632% 3 Month Average 0.~~477~~495% 3 Month Average 5.~~550~~747% 3 Month Average ~~330~~288.~~816~~572% 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. ~~Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 3.928% N/A May-2007 526.343% N/A Jun-2007 6.298% N/A Jun-2007 666.460% N/A Jul-2007 15.112% N/A Jul-2007 1,316.525% N/A Aug-2007 10.278% N/A Aug-2007 762.307% N/A Sep-2007 8.567% N/A Sep-2007 553.366% N/A Oct-2007 4.113% N/A Oct-2007 235.277% N/A Nov-2007 3.969% N/A Nov-2007 203.806% N/A Dec-2007 9.159% N/A Dec-2007 426.632% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.250 0 0.00 0.000 0 0.00 0.000 5.250 5.749 22 5,~~521~~519,~~590~~388.6615 0.~~819~~825 13 3,~~470~~468,~~411~~923.3026 0.~~855~~862 5.750 6.249 67 18,~~779~~773,~~757~~754.0760 2.~~784~~807 41 10,~~661~~658,~~780~~240.9021 2.~~627~~648 6.250 6.749 222 57,~~858~~831,~~249~~780.62 8.~~578~~646 140 31,~~436~~418,~~695~~440.8808 7.~~745~~806 6.750 7.249 ~~425~~418 9695,~~766~~463,~~215~~366.5141 14.~~346~~272 ~~296~~292 60,~~970~~254,~~656~~583.0771 1514.~~021~~970 7.250 7.749 ~~525~~523 ~~121~~120,~~513~~802,~~848~~654.0970 18.~~015~~060 ~~355~~354 7372,~~075~~901,~~135~~891.2199 18.~~004~~113 7.750 8.249 ~~566~~562 ~~126~~125,~~099~~415,~~954~~829.4459 18.~~695~~750 ~~374~~371 7271,~~111~~603,~~722~~038.7340 17.~~766~~790 8.250 8.749 ~~519~~513 103,~~781~~056,~~762~~033.8842 15.~~386~~407 ~~361~~355 6261,~~539~~828,~~599~~027.5863 15.~~408~~361 8.750 9.249 ~~361~~355 6564,~~256~~013,~~957~~134.6951 9.~~675~~570 ~~263~~260 4443,~~198~~492,~~627~~748.2355 10.~~889~~806 9.250 9.749 ~~229~~228 38,~~513~~395,~~707~~000.4517 5.~~710~~740 ~~154~~153 22,~~851~~738,~~264~~117.1144 5.~~630~~649 9.750 10.249 ~~135~~132 19,~~505~~023,~~809~~725.2476 2.~~892~~844 9896 12,~~878~~629,~~456~~810.1042 3.~~173~~138 10.250 10.749 6665 8,~~522~~371,~~158~~395.9488 1.~~263~~252 4948 5,~~776~~627,~~815~~057.2852 1.~~423~~398 10.750 11.249 51 4,~~681~~680,~~517~~225.1693 0.~~694~~700 28 2,~~191~~190,~~541~~842.4178 0.~~540~~544 11.250 11.749 42 3,~~112~~111,~~384~~655.6467 0.~~461~~465 18 1,130,~~353~~013.9416 0.~~278~~281 11.750 12.249 3130 1,~~506~~459,~~332~~919.4129 0.~~223~~218 2423 1,~~173~~127,~~920~~614.6540 0.~~289~~280 12.250 12.749 50 2,142,~~813~~104.4591 0.~~318~~320 26 1,056,~~692~~260.1982 0.~~260~~262 12.750 13.249 1917 ~~928~~794,~~227~~440.8311 0.~~138~~119 8 337,~~689~~616.6674 0.~~083~~084 13.250 13.749 1 29,~~538~~531.1355 0.004 1 29,~~538~~531.1355 0.007 >= 13.750 0 0.00 0.000 0 0.00 0.000 Total 3,~~331~~298 ~~674~~668,~~520~~883,~~825~~941.2127 100.000 2,~~249~~227 ~~405~~402,~~890~~492,~~900~~758.3766 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.250 0 0.00 0.000 5.250 5.749 9 2,~~051~~050,~~179~~464.3689 0.~~764~~770 5.750 6.249 26 8,~~117~~115,~~976~~514.1739 3.~~022~~046 6.250 6.749 82 26,~~421~~413,~~553~~340.7454 9.~~836~~915 6.750 7.249 ~~129~~126 35,~~795~~208,~~559~~782.4470 13.~~325~~217 7.250 7.749 ~~170~~169 4847,~~438~~900,~~712~~762.8871 1817.~~032~~981 7.750 8.249 ~~192~~191 53,~~988~~812,~~231~~791.7119 20.~~098~~201 8.250 8.749 158 41,~~242~~228,~~163~~005.3079 15.~~353~~476 8.750 9.249 9895 2120,~~058~~520,~~330~~385.4696 7.~~839~~703 9.250 9.749 75 15,~~662~~656,~~443~~882.3473 5.~~830~~877 9.750 10.249 3736 6,~~627~~393,~~353~~915.1434 2.~~467~~400 10.250 10.749 17 2,~~745~~744,~~343~~338.6636 1.~~022~~030 10.750 11.249 23 2,489,~~975~~383.7515 0.~~927~~934 11.250 11.749 24 1,~~982~~981,~~030~~642.7051 0.~~738~~744 11.750 12.249 7 332,~~411~~304.7689 0.~~124~~125 12.250 12.749 24 1,~~086~~085,~~121~~844.2609 0.~~404~~408 12.750 13.249 119 ~~590~~456,~~538~~823.1737 0.~~220~~171 13.250 13.749 0 0.00 0.000 >= 13.750 0 0.00 0.000 Total 1,~~082~~071 ~~268~~266,~~629~~391,~~924~~182.8461 100.000

Filing Compare · HASCO Trust 2007-HE2