10-D 1 opt07fx2_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: 333-130870-07 Option One Mortgage Loan Trust 2007-FXD2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-130870 Option One Mortgage Acceptance Corporation (Exact name of depositor as specified in its charter) Option One Mortgage Corporation (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199321 54-2199322 54-2199323 54-2199324 (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)) R _____ _____ __X___ ____________ I-A-1 _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ II-A-5 _____ _____ __X___ ____________ II-A-6 _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ C _____ _____ __X___ ____________ M9 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ RX _____ _____ __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 Option One Mortgage Loan Trust 2007-FXD2. 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 Option One Mortgage Loan Trust 2007-FXD2, 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. Option One Mortgage Acceptance Corporation (Depositor) /s/ Matthew A. Engel Matthew A. Engel, Senior Vice President/ CFO Date: January 2, 2008 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Option One Mortgage Loan Trust 2007-FXD2, relating to the December 26, 2007 distribution. EX-99.1 Option One Mortgage Loan Trust Asset-Backed Certificates Distribution Date: 12/26/2007 Option One Mortgage Loan Trust Asset-Backed Certificates Series 2007-FXD2 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 R OPTI07FX2R 0911/2830/2007 0.00000% 0.00 0.00 I-A-1 68403BAA3 0911/2830/2007 5.82000% ~~366~~360,~~063~~677,~~898~~711.5994 1,~~775~~749,~~409~~286.9190 II-A-1 68403BAB1 0911/2830/2007 5.90000% 6058,~~157~~378,~~414~~526.6567 ~~295~~287,~~773~~027.9676 II-A-2 68403BAC9 0911/2830/2007 5.52000% 23,383,000.00 107,561.80 II-A-3 68403BAD7 0911/2830/2007 5.71500% 33,263,000.00 158,415.04 II-A-4 68403BAE5 0911/2830/2007 5.94700% 16,835,000.00 83,431.45 II-A-5 68403BAF2 0911/2830/2007 6.10200% 17,891,000.00 90,975.74 II-A-6 68403BAG0 0911/2830/2007 5.68000% 14,300,000.00 67,686.67 M1 68403BAH8 0911/2830/2007 5.91000% 32,900,000.00 162,032.50 M2 68403BAJ4 0911/2830/2007 6.01000% 18,550,000.00 92,904.58 M3 68403BAK1 0911/2830/2007 6.20700% 10,850,000.00 56,121.63 M4 68403BAL9 0911/2830/2007 6.50500% 10,150,000.00 55,021.46 M5 68403BAM7 0911/2830/2007 6.98500% 9,100,000.00 52,969.58 M6 68403BAN5 0911/2830/2007 6.98500% 8,400,000.00 48,895.00 M7 68403BAR6 0911/2830/2007 6.98500% 7,700,000.00 44,820.42 M8 68403BAS4 0911/2830/2007 6.98500% 5,600,000.00 32,596.67 M9 68403BAT2 0911/2830/2007 6.98500% 7,000,000.00 40,745.83 C OPTI07FX2C 0911/2830/2007 0.00000% 26,250,008.65 1,~~154~~027,~~267~~286.1451 P OPTI07FX2P 0911/2830/2007 0.00000% 100.00 3150,~~999~~630.3071 RX OPTI07FX2RX 0911/2830/2007 0.00000% 0.00 0.00 Totals ~~668~~661,~~393~~228,~~421~~347.8926 4,~~351~~208,~~628~~410.6825

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses R 0.00 0.00 0.00 0.00 0.00 I-A-1 25,~~325~~521,~~231~~626.1469 0.00 ~~363~~355,~~738~~156,~~667~~085.4526 47,~~100~~270,~~641~~913.0559 0.00 II-A-1 ~~930~~852,~~494~~554.0161 0.00 5957,~~226~~525,~~920~~972.6406 1,~~226~~139,~~267~~582.9737 0.00 II-A-2 0.00 0.00 23,383,000.00 107,561.80 0.00 II-A-3 0.00 0.00 33,263,000.00 158,415.04 0.00 II-A-4 0.00 0.00 16,835,000.00 83,431.45 0.00 II-A-5 0.00 0.00 17,891,000.00 90,975.74 0.00 II-A-6 0.00 0.00 14,300,000.00 67,686.67 0.00 M1 0.00 0.00 32,900,000.00 162,032.50 0.00 M2 0.00 0.00 18,550,000.00 92,904.58 0.00 M3 0.00 0.00 10,850,000.00 56,121.63 0.00 M4 0.00 0.00 10,150,000.00 55,021.46 0.00 M5 0.00 0.00 9,100,000.00 52,969.58 0.00 M6 0.00 0.00 8,400,000.00 48,895.00 0.00 M7 0.00 0.00 7,700,000.00 44,820.42 0.00 M8 0.00 0.00 5,600,000.00 32,596.67 0.00 M9 0.00 0.00 7,000,000.00 40,745.83 0.00 C 0.00 0.00 26,250,008.65 1,~~154~~027,~~267~~286.1451 0.00 P 0.00 0.00 100.00 3150,~~999~~630.3071 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 36,~~255~~374,~~725~~181.1530 0.00 ~~665~~654,~~137~~854,~~696~~165.7497 710,~~607~~582,~~353~~591.8355 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by 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 R 0.00 0.00 0.00 0.00 0.00 I-A-1 388,352,000.00 ~~366~~360,~~063~~677,~~898~~711.5994 0.00 25,~~325~~521,~~231~~626.1469 0.00 II-A-1 69,476,000.00 6058,~~157~~378,~~414~~526.6567 0.00 ~~930~~852,~~494~~554.0161 0.00 II-A-2 23,383,000.00 23,383,000.00 0.00 0.00 0.00 II-A-3 33,263,000.00 33,263,000.00 0.00 0.00 0.00 II-A-4 16,835,000.00 16,835,000.00 0.00 0.00 0.00 II-A-5 17,891,000.00 17,891,000.00 0.00 0.00 0.00 II-A-6 14,300,000.00 14,300,000.00 0.00 0.00 0.00 M1 32,900,000.00 32,900,000.00 0.00 0.00 0.00 M2 18,550,000.00 18,550,000.00 0.00 0.00 0.00 M3 10,850,000.00 10,850,000.00 0.00 0.00 0.00 M4 10,150,000.00 10,150,000.00 0.00 0.00 0.00 M5 9,100,000.00 9,100,000.00 0.00 0.00 0.00 M6 8,400,000.00 8,400,000.00 0.00 0.00 0.00 M7 7,700,000.00 7,700,000.00 0.00 0.00 0.00 M8 5,600,000.00 5,600,000.00 0.00 0.00 0.00 M9 7,000,000.00 7,000,000.00 0.00 0.00 0.00 C 26,250,130.66 26,250,008.65 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 700,000,230.66 ~~668~~661,~~393~~228,~~421~~347.8926 0.00 36,~~255~~374,~~725~~181.1530 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution R 0.00 0.00 0.00 0.00000000 0.00 I-A-1 0.00 25,~~325~~521,~~231~~626.1469 ~~363~~355,~~738~~156,~~667~~085.4526 0.~~93662107~~91452107 25,~~325~~521,~~231~~626.1469 II-A-1 0.00 ~~930~~852,~~494~~554.0161 5957,~~226~~525,~~920~~972.6406 0.~~85248029~~82799776 ~~930~~852,~~494~~554.0161 II-A-2 0.00 0.00 23,383,000.00 1.00000000 0.00 II-A-3 0.00 0.00 33,263,000.00 1.00000000 0.00 II-A-4 0.00 0.00 16,835,000.00 1.00000000 0.00 II-A-5 0.00 0.00 17,891,000.00 1.00000000 0.00 II-A-6 0.00 0.00 14,300,000.00 1.00000000 0.00 M1 0.00 0.00 32,900,000.00 1.00000000 0.00 M2 0.00 0.00 18,550,000.00 1.00000000 0.00 M3 0.00 0.00 10,850,000.00 1.00000000 0.00 M4 0.00 0.00 10,150,000.00 1.00000000 0.00 M5 0.00 0.00 9,100,000.00 1.00000000 0.00 M6 0.00 0.00 8,400,000.00 1.00000000 0.00 M7 0.00 0.00 7,700,000.00 1.00000000 0.00 M8 0.00 0.00 5,600,000.00 1.00000000 0.00 M9 0.00 0.00 7,000,000.00 1.00000000 0.00 C 0.00 0.00 26,250,008.65 0.99999535 0.00 P 0.00 0.00 100.00 1.00000000 0.00 RX 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 36,~~255~~374,~~725~~181.1530 ~~665~~654,~~137~~854,~~696~~165.7497 0.~~95019640~~93550564 36,~~255~~374,~~725~~181.1530 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 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-A-1 388,352,000.00 ~~942~~928.~~60850617~~73916431 0.00000000 514.~~98743187~~21809773 0.00000000 II-A-1 69,476,000.00 ~~865~~840.~~87331812~~26896583 0.00000000 1312.~~39302795~~27121035 0.00000000 II-A-2 23,383,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 33,263,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 16,835,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-5 17,891,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-6 14,300,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 32,900,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 18,550,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 10,850,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 10,150,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 9,100,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 8,400,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 7,700,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 5,600,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 7,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 C 26,250,130.66 999.99535202 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-A-1 0.00000000 514.~~98743187~~21809773 ~~936~~914.~~62107431~~52106661 0.~~93662107~~91452107 514.~~98743187~~21809773 II-A-1 0.00000000 1312.~~39302795~~27121035 ~~852~~827.~~48029017~~99775548 0.~~85248029~~82799776 1312.~~39302795~~27121035 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 II-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 C 0.00000000 0.00000000 999.99535202 0.99999535 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: Accretion amount also includes Net Negative Amortization, if applicable. NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance R N/A N/A 0.00000% 0.00 0.00 0.00 I-A-1 0911/01/07 - 0911/30/07 30 5.82000% ~~366~~360,~~063~~677,~~898~~711.5994 1,~~775~~749,~~409~~286.9190 0.00 II-A-1 0911/01/07 - 0911/30/07 30 5.90000% 6058,~~157~~378,~~414~~526.6567 ~~295~~287,~~773~~027.9676 0.00 II-A-2 0911/01/07 - 0911/30/07 30 5.52000% 23,383,000.00 107,561.80 0.00 II-A-3 0911/01/07 - 0911/30/07 30 5.71500% 33,263,000.00 158,415.04 0.00 II-A-4 0911/01/07 - 0911/30/07 30 5.94700% 16,835,000.00 83,431.45 0.00 II-A-5 0911/01/07 - 0911/30/07 30 6.10200% 17,891,000.00 90,975.74 0.00 II-A-6 0911/01/07 - 0911/30/07 30 5.68000% 14,300,000.00 67,686.67 0.00 M1 0911/01/07 - 0911/30/07 30 5.91000% 32,900,000.00 162,032.50 0.00 M2 0911/01/07 - 0911/30/07 30 6.01000% 18,550,000.00 92,904.58 0.00 M3 0911/01/07 - 0911/30/07 30 6.20700% 10,850,000.00 56,121.63 0.00 M4 0911/01/07 - 0911/30/07 30 6.50500% 10,150,000.00 55,021.46 0.00 M5 0911/01/07 - 0911/30/07 30 6.98500% 9,100,000.00 52,969.58 0.00 M6 0911/01/07 - 0911/30/07 30 6.98500% 8,400,000.00 48,895.00 0.00 M7 0911/01/07 - 0911/30/07 30 6.98500% 7,700,000.00 44,820.42 0.00 M8 0911/01/07 - 0911/30/07 30 6.98500% 5,600,000.00 32,596.67 0.00 M9 0911/01/07 - 0911/30/07 30 6.98500% 7,000,000.00 40,745.83 0.00 C N/A N/A 0.00000% 26,250,008.65 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 Totals 3,~~165~~130,~~362~~493.2403 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance R 0.00 0.00 0.00 0.00 0.00 I-A-1 0.00 0.00 1,~~775~~749,~~409~~286.9190 0.00 ~~363~~355,~~738~~156,~~667~~085.4526 II-A-1 0.00 0.00 ~~295~~287,~~773~~027.9676 0.00 5957,~~226~~525,~~920~~972.6406 II-A-2 0.00 0.00 107,561.80 0.00 23,383,000.00 II-A-3 0.00 0.00 158,415.04 0.00 33,263,000.00 II-A-4 0.00 0.00 83,431.45 0.00 16,835,000.00 II-A-5 0.00 0.00 90,975.74 0.00 17,891,000.00 II-A-6 0.00 0.00 67,686.67 0.00 14,300,000.00 M1 0.00 0.00 162,032.50 0.00 32,900,000.00 M2 0.00 0.00 92,904.58 0.00 18,550,000.00 M3 0.00 0.00 56,121.63 0.00 10,850,000.00 M4 0.00 0.00 55,021.46 0.00 10,150,000.00 M5 0.00 0.00 52,969.58 0.00 9,100,000.00 M6 0.00 0.00 48,895.00 0.00 8,400,000.00 M7 0.00 0.00 44,820.42 0.00 7,700,000.00 M8 0.00 0.00 32,596.67 0.00 5,600,000.00 M9 0.00 0.00 40,745.83 0.00 7,000,000.00 C 0.00 0.00 1,~~154~~027,~~267~~286.1451 0.00 26,250,008.65 P 0.00 0.00 3150,~~999~~630.3071 0.00 100.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 4,~~351~~208,~~628~~410.6825 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 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 I-A-1 388,352,000.00 5.82000% ~~942~~928.~~60850617~~73916431 4.~~57165126~~50438494 0.00000000 II-A-1 69,476,000.00 5.90000% ~~865~~840.~~87331812~~26896583 4.~~25721055~~13132247 0.00000000 II-A-2 23,383,000.00 5.52000% 1000.00000000 4.60000000 0.00000000 II-A-3 33,263,000.00 5.71500% 1000.00000000 4.76250008 0.00000000 II-A-4 16,835,000.00 5.94700% 1000.00000000 4.95583309 0.00000000 II-A-5 17,891,000.00 6.10200% 1000.00000000 5.08500028 0.00000000 II-A-6 14,300,000.00 5.68000% 1000.00000000 4.73333357 0.00000000 M1 32,900,000.00 5.91000% 1000.00000000 4.92500000 0.00000000 M2 18,550,000.00 6.01000% 1000.00000000 5.00833315 0.00000000 M3 10,850,000.00 6.20700% 1000.00000000 5.17250046 0.00000000 M4 10,150,000.00 6.50500% 1000.00000000 5.42083350 0.00000000 M5 9,100,000.00 6.98500% 1000.00000000 5.82083297 0.00000000 M6 8,400,000.00 6.98500% 1000.00000000 5.82083333 0.00000000 M7 7,700,000.00 6.98500% 1000.00000000 5.82083377 0.00000000 M8 5,600,000.00 6.98500% 1000.00000000 5.82083393 0.00000000 M9 7,000,000.00 6.98500% 1000.00000000 5.82083286 0.00000000 C 26,250,130.66 0.00000% 999.99535202 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-A-1 0.00000000 0.00000000 4.~~57165126~~50438494 0.00000000 ~~936~~914.~~62107431~~52106661 II-A-1 0.00000000 0.00000000 4.~~25721055~~13132247 0.00000000 ~~852~~827.~~48029017~~99775548 II-A-2 0.00000000 0.00000000 4.60000000 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 4.76250008 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 4.95583309 0.00000000 1000.00000000 II-A-5 0.00000000 0.00000000 5.08500028 0.00000000 1000.00000000 II-A-6 0.00000000 0.00000000 4.73333357 0.00000000 1000.00000000 M1 0.00000000 0.00000000 4.92500000 0.00000000 1000.00000000 M2 0.00000000 0.00000000 5.00833315 0.00000000 1000.00000000 M3 0.00000000 0.00000000 5.17250046 0.00000000 1000.00000000 M4 0.00000000 0.00000000 5.42083350 0.00000000 1000.00000000 M5 0.00000000 0.00000000 5.82083297 0.00000000 1000.00000000 M6 0.00000000 0.00000000 5.82083333 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.82083377 0.00000000 1000.00000000 M8 0.00000000 0.00000000 5.82083393 0.00000000 1000.00000000 M9 0.00000000 0.00000000 5.82083286 0.00000000 1000.00000000 C 0.00000000 0.00000000 4339.~~97186265~~13452940 0.00000000 999.99535202 P 0.00000000 0.00000000 ~~319993~~506307.~~00000000~~10000000 0.00000000 1000.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 710,~~573~~774,~~643~~909.4616 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~906~~976,~~829~~775.3603 Gains & Subsequent Recoveries (Realized Losses) (2115,~~828~~509.1832) Prepayment Penalties 3150,~~999~~630.3071 Total Deposits 811,~~509~~686,~~643~~805.9458 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~698~~902,~~061~~336.2228 Total Administration Fees ~~204~~201,~~228~~877.8975 Payment of Interest and Principal 710,~~607~~582,~~353~~591.8355 Total Withdrawals (Pool Distribution Amount) 811,~~509~~686,~~643~~805.9458 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~167~~165,~~098~~242.3679 Certificate Insurer Fee-Financial Security Assurance 3534,~~459~~981.5589 Extraordinary Trust Fund Expenses 0.00 Trustee Fee - Wells Fargo Bank, N.A 1,~~670~~653.9807 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~204~~201,~~228~~877.8975 *Servicer Payees include: OPTION ONE

Collateral Statement Group Group 1 Group 2 Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 8.~~114777~~112518 8.~~153961~~141444 Weighted Average Net Rate 7.~~814777~~812518 7.~~853961~~841818 Weighted Average Pass-Through Rate 7.~~811777~~809518 7.~~850961~~838818 Weighted Average Remaining Term 345 347 ~~349~~ Principal And Interest Constant 3,~~419~~380,~~658~~965.8487 1,~~518~~505,~~456~~182.0778 Beginning Loan Count 2,~~359~~332 ~~818~~808 Loans Paid in Full 1129 63 Ending Loan Count 2,~~348~~303 ~~812~~805 Beginning Scheduled Balance ~~460~~454,~~137~~741,~~425~~379.6144 ~~208~~206,~~255~~486,~~996~~967.2882 Ending Scheduled Balance ~~457~~449,~~814~~203,~~214~~905.3576 ~~207~~205,~~323~~650,~~482~~260.3920 Actual Ending Collateral Balance ~~458~~449,~~202~~626,~~121~~972.7573 ~~207~~205,~~452~~791,~~940~~273.4133 Scheduled Principal ~~308~~306,~~064~~717.9169 ~~103~~104,~~363~~264.3734 Unscheduled Principal 25,~~015~~230,~~146~~755.3599 ~~829~~732,~~150~~443.5228 Negative Amortized Principal 0.00 0.00 Scheduled Interest 3,~~111~~074,~~593~~248.9318 1,~~415~~400,~~092~~918.7044 Servicing Fees ~~115~~113,~~034~~685.3634 5251,~~064~~557.0045 Master Servicing Fees 0.00 0.00 Trustee Fee 1,~~150~~136.3485 ~~520~~516.6422 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,~~995~~959,~~409~~425.2399 1,~~362~~348,~~508~~844.0677 Realized Loss Amount 0115,906.0080 ~~2,828~~(397.1848) Cumulative Realized Loss 0170,715.0065 2,~~828~~449.1890 Percentage of Cumulative Losses 0.~~0000~~0354 0.~~0013~~0011 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 930,~~567~~150.4171 2220,~~431~~480.8900 Prepayment Penalty Paid Count 38 42 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Fixed Weighted Average Coupon Rate 8.~~126986~~121551 Weighted Average Net Rate 7.~~826986~~821668 Weighted Average Pass-Through Rate 7.~~823986~~818668 Weighted Average Remaining Term ~~348~~346 Principal And Interest Constant 4,~~938~~886,~~114~~148.9165 Beginning Loan Count 3,~~177~~140 Loans Paid in Full 1732 Ending Loan Count 3,~~160~~108 Beginning Scheduled Balance ~~668~~661,~~393~~228,~~421~~347.8926 Ending Scheduled Balance ~~665~~654,~~137~~854,~~696~~165.7496 Actual Ending Collateral Balance ~~665,~~655,~~062~~418,246.1606 Scheduled Principal ~~411~~410,~~428~~982.2803 Unscheduled Principal 25,~~844~~963,~~296~~199.8727 Negative Amortized Principal 0.00 Scheduled Interest 4,~~526~~475,~~686~~166.6362 Servicing Fees ~~167~~165,~~098~~242.3679 Master Servicing Fees 0.00 Trustee Fee 1,~~670~~653.9807 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,~~357~~308,~~917~~270.2976 Realized Loss Amount 2115,~~828~~509.1832 Cumulative Realized Loss 2173,~~828~~165.1855 Percentage of Cumulative Losses 0.~~0004~~0247 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 3150,~~999~~630.3071 Prepayment Penalty Paid Count 710 Special Servicing Fee 0.00

Additional Reporting - Deal Level Structural Reporting Extra Principal Distribution Amount 0.00 Overcollateralization Amount 26,250,008.6566 Overcollateralization Deficiency Amount 0.00 Overcollateralization Release Amount 0.00 Senior Credit Enhancement Percentage 20.~~422105~~643399% Overcollateralization Target Amount 26,250,008.65 Net Monthly Excess Cashflow 1,~~157~~142,~~095~~860.5013 Trigger Event Reporting Stepdown NO Enhancement Delinquency Trigger Trigger Result Pass Threshold Value 8.~~373063~~463794% Calculated Value 58.~~458036~~436317% Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.900000% Calculated Value 0.~~000404~~024738% Trigger Event Trigger Result Pass

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 47 01 0 48 ~~481~~1,~~425~~008,047.7403 0115,272.0092 0.00 ~~481~~1,~~425~~123,319.7495 30 Days ~~111~~112 10 12 0 ~~113~~114 22,~~769~~127,~~090~~507.7376 ~~92,703~~0.1500 ~~118~~263,~~003~~221.7678 0.00 22,~~979~~390,~~797~~729.6454 60 Days 4062 0 2114 0 6176 713,~~456~~121,~~743~~688.6623 0.00 43,~~861~~228,~~288~~651.9781 0.00 1216,~~318~~350,~~032~~340.6304 90 Days 1721 0 1431 01 3153 3,~~789~~464,~~030~~821.3787 0.00 25,~~535~~551,~~017~~260.2139 0113,719.0083 69,~~324~~129,~~047~~802.5809 120 Days 87 2 2623 12 3734 1,~~369~~859,~~237~~110.1645 ~~164~~296,~~984~~354.0358 5,~~690~~020,~~716~~483.0292 55427,~~921~~962.0182 7,~~280~~603,~~858~~911.2277 150 Days 4 2 624 250 430 ~~37 252~~748,~~895~~865.0449 ~~877~~254,~~319~~733.7879 45,~~762~~320,~~748~~580.7677 ~~461,001~~0.5300 6,~~353~~324,~~965~~180.1105 180+ Days 3 27 1359 314 2183 ~~591~~635,~~796~~423.2608 ~~454~~1,~~860~~070,778.9170 210,~~651~~774,~~506~~851.3019 ~~309~~3,~~370~~147,933.3738 415,~~007~~628,~~533~~986.8435 Totals ~~181~~209 1518 ~~100~~154 817 ~~304~~398 3641,~~228~~957,~~793~~416.2288 2,~~071~~629,~~293~~914.6110 2030,~~619~~274,~~281~~322.0278 ~~826~~3,~~292~~689,616.9103 5978,~~745~~551,~~660~~269.7679 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.~~126582~~225225% 0.~~000000~~032175% 0.000000% 0.~~126582~~257400% 0.~~072324~~153802% 0.~~000000~~017588% 0.000000% 0.~~072324~~171390% 30 Days 3.~~512658~~603604% 0.~~031646~~000000% 0.~~031646~~064350% 0.000000% 3.~~575949~~667954% 3.~~420554~~376090% 0.~~013927~~000000% 0.~~017727~~040161% 0.000000% 3.~~452208~~416251% 60 Days 1.~~265823~~994852% 0.000000% 0.~~664557~~450450% 0.000000% 12.~~930380~~445302% 12.~~120211~~002033% 0.000000% 0.~~730302~~492609% 0.000000% 12.~~850513~~494642% 90 Days 0.~~537975~~675676% 0.000000% 0.~~443038~~997426% 0.~~000000~~032175% 01.~~981013~~705277% 0.~~569218~~528643% 0.000000% 0.~~380830~~846980% 0.~~000000~~017351% 01.~~950049~~392973% 120 Days 0.~~253165~~225225% 0.~~063291~~064350% 0.~~822785~~740026% 0.~~031646~~064350% 1.~~170886~~093951% 0.~~205698~~283653% 0.~~024785~~045216% 0.~~854905~~765997% 0.~~008401~~065296% 1.~~093788~~160162% 150 Days 0.~~063291~~128700% 0.~~189873~~064350% 0.~~791139~~772201% 0.~~126582~~000000% 10.~~170886~~965251% 0.~~037992~~114258% 0.~~131798~~038866% 0.~~715498~~811784% 0.~~069255~~000000% 0.~~954543~~964908% 180+ Days 0.~~094937~~096525% 0.~~063291~~225225% 01.~~411392~~898327% 0.~~094937~~450450% 02.~~664557~~670528% 0.~~088904~~096949% 0.~~068333~~163373% 01.~~398330~~643966% 0.~~046476~~480294% 02.~~602044~~384582% Totals 56.~~727848~~724582% 0.~~474684~~579151% 34.~~164557~~954955% 0.~~253165~~546976% 912.~~620253~~805663% 56.~~442578~~401625% 0.~~311166~~401257% 34.~~097592~~619085% 0.~~124132~~562941% 811.~~975469~~984907% 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 ~~906~~976,~~829~~775.3603

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class II-A-1 242,172,230.66 34.59602155% 242,172,108.65 36.~~40931943~~98107476% 8.~~904460~~784547% 0.000000% Class II-A-2 218,789,230.66 31.25559408% 218,789,108.65 3233.~~89380676~~41035608% 3.~~515513~~570719% 0.000000% Class II-A-3 185,526,230.66 26.50373850% 185,526,108.65 2728.~~89288738~~33090454% 5.~~000919~~079452% 0.000000% Class II-A-4 168,691,230.66 24.09873930% 168,691,108.65 25.~~36183252~~76010315% 2.~~531055~~570801% 0.000000% Class II-A-5 150,800,230.66 21.54288300% 150,800,108.65 2223.~~67201354~~02804449% 2.~~689819~~732059% 0.000000% Class II-A-6 136,500,230.66 19.50002653% 136,500,108.65 20.~~52208277~~84435218% 2.~~149931~~183692% 0.000000% Class M1 103,600,230.66 14.80002807% 103,600,108.65 15.~~57573855~~82033284% 45.~~946344~~024019% 0.000000% Class M2 85,050,230.66 12.15002895% 85,050,108.65 12.~~78684234~~98764108% 2.~~788896~~832692% 0.000000% Class M3 74,200,230.66 10.60002946% 74,200,108.65 11.~~15560117~~33078363% 1.~~631241~~656857% 0.000000% Class M4 64,050,230.66 9.15002994% 64,050,108.65 9.~~62960135~~78082022% 1.~~526000~~549963% 0.000000% Class M5 54,950,230.66 7.85003036% 54,950,108.65 8.~~26146359~~39119784% 1.~~368138~~389622% 0.000000% Class M6 46,550,230.66 6.65003076% 46,550,108.65 67.~~99856720~~10846950% 1.~~262896~~282728% 0.000000% Class M7 38,850,230.66 5.55003112% 38,850,108.65 5.~~84091217~~93263518% 1.~~157655~~175834% 0.000000% Class M8 33,250,230.66 4.75003139% 33,250,108.65 45.~~99898124~~07748295% 0.~~841931~~855152% 0.000000% Class M9 26,250,230.66 3.75003172% 26,250,108.65 34.~~94656757~~00854267% 1.~~052414~~068940% 0.000000% Class C 100.00 0.00001429% 100.00 0.~~00001503~~00001527% 34.~~946553~~008527% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.000015% 0.000000% Class R 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 - 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 46 01 0 47 ~~481~~798,~~425~~024.7427 0115,272.0092 0.00 ~~481~~913,~~425~~297.7419 30 Days 8988 0 1 0 9089 1817,~~002~~365,~~384~~627.7541 0.00 ~~118~~83,~~003~~082.7674 0.00 1817,~~120~~448,~~388~~710.5115 60 Days 2746 0 1110 0 3856 49,~~997~~811,~~396~~339.8399 0.00 2,~~880~~121,~~448~~777.8208 0.00 711,~~877~~933,~~845~~117.6507 90 Days 1316 0 1424 01 2741 2,~~553~~607,~~379~~533.1945 0.00 24,~~535~~251,~~017~~901.2151 0113,719.0083 56,~~088~~973,~~396~~154.4079 120 Days 34 21 1916 10 2521 ~~444~~938,~~771~~349.1714 ~~164~~139,~~984~~159.0336 3,~~587~~578,~~616~~555.4971 ~~55,921~~0.0100 4,~~253~~656,~~292~~064.7021 150 Days 1 4 201 321 280 ~~157~~26 748,~~915~~865.5649 ~~555~~140,~~850~~451.2187 34,~~437~~233,~~946~~419.6336 ~~410,030~~0.2100 45,~~561~~122,~~742~~736.6172 180+ Days 21 27 640 38 1356 ~~407~~146,~~796~~061.2645 ~~454~~1,~~860~~070,778.9170 ~~962~~6,~~301~~783,395.6356 ~~309~~1,~~370~~189,932.3702 29,~~134~~190,~~329~~167.1773 Totals ~~135~~159 1215 71113 79 ~~225~~296 2631,~~563~~617,~~643~~776.7693 12,~~657~~148,~~120~~414.8920 1321,~~521~~167,~~334~~404.5488 ~~775~~1,~~321~~303,651.5985 4256,~~517~~237,~~420~~247.7886 0-29 Days 0.~~170358~~260530% 0.~~000000~~043422% 0.000000% 0.~~170358~~303951% 0.~~105068~~177486% 0.~~000000~~025637% 0.000000% 0.~~105068~~203123% 30 Days 3.~~790460~~821103% 0.000000% 0.~~042589~~043422% 0.000000% 3.~~833049~~864525% 3.~~928918~~862230% 0.000000% 0.~~025754~~018478% 0.000000% 3.~~954671~~880708% 60 Days 1.~~149915~~997395% 0.000000% 0.~~468484~~434216% 0.000000% 12.~~618399~~431611% 12.~~090653~~182107% 0.000000% 0.~~628642~~471897% 0.000000% 12.~~719295~~654004% 90 Days 0.~~553663~~694746% 0.000000% 01.~~596252~~042119% 0.~~000000~~043422% 1.~~149915~~780287% 0.~~557260~~579933% 0.000000% 0.~~553253~~945651% 0.~~000000~~025292% 1.~~110513~~550876% 120 Days 0.~~127768~~173686% 0.~~085179~~043422% 0.~~809199~~694746% 0.~~042589~~000000% 10.~~064736~~911854% 0.~~097069~~208695% 0.~~036007~~030950% 0.~~782977~~795894% 0.~~012204~~000000% 01.~~928257~~035539% 150 Days 0.~~042589~~173686% 0.~~170358~~043422% 0.~~851789~~911854% 0.~~127768~~000000% 1.~~192504~~128962% 0.~~034464~~166553% 0.~~121311~~031237% 0.~~750312~~941540% 0.~~089487~~000000% 01.~~995574~~139330% 180+ Days 0.~~085179~~043422% 0.~~085179~~303951% 01.~~255537~~736865% 0.~~127768~~347373% 02.~~553663~~431611% 0.~~088999~~032485% 0.~~099271~~238148% 01.~~210017~~508672% 0.~~067518~~264649% 02.~~465805~~043954% Totals 56.~~749574~~904038% 0.~~511073~~651324% 34.~~023850~~906644% 0.~~298126~~390795% 912.~~582624~~852801% 57.~~797364~~032002% 0.~~361657~~477821% 24.~~950954~~707770% 0.~~169210~~289941% 912.~~279185~~507534% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 - 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 01 0 0 01 0210,022.0076 0.00 0.00 0210,022.0076 30 Days 2224 0 1 0 025 23 4,~~766~~761,~~705~~880.9835 ~~92,703.15~~ 0.00 180,139.04 0.00 4,~~859~~942,~~409~~019.1339 60 Days 1316 0 104 0 2320 23,~~459~~310,~~346~~348.8324 0.00 1,~~980~~106,~~840~~874.1573 0.00 4,~~440~~417,~~186~~222.9897 90 Days 45 0 07 0 412 1857,~~235,651~~288.1842 0.00 01,299,358.0088 0.00 12,~~235~~156,~~651~~647.1830 120 Days 53 01 7 02 1213 ~~924~~920,~~465~~761.9931 0157,195.0022 21,~~103~~441,~~099~~928.5321 0427,962.0082 32,~~027~~947,~~565~~847.5256 150 Days 0 1 23 50 14 ~~9 94,979~~0.4800 ~~321~~114,~~469~~281.5792 1,~~324~~087,~~802~~161.1341 ~~50,971~~0.3200 1,~~792~~201,~~222~~443.5033 180+ Days 12 0 719 06 827 ~~184~~489,~~000~~361.0063 0.00 13,~~689~~991,~~204~~455.6763 01,958,001.0036 16,~~873~~438,~~204~~818.6762 Totals 4650 3 2941 18 79102 910,~~665~~339,~~149~~639.4695 ~~414~~481,~~172~~499.7290 79,~~097~~106,~~946~~917.4890 502,~~971~~385,964.3218 1722,~~228~~314,~~239~~021.9893 0-29 Days 0.~~000000~~124224% 0.000000% 0.000000% 0.~~000000~~124224% 0.~~000000~~102056% 0.000000% 0.000000% 0.~~000000~~102056% 30 Days 2.~~709360~~981366% 0.~~123153~~000000% 0.~~000000~~124224% 0.000000% 23.~~832512~~105590% 2.~~297729~~313937% 0.~~044686~~000000% 0.~~000000~~087535% 0.000000% 2.~~342415~~401472% 60 Days 1.~~600985~~987578% 0.000000% 10.~~231527~~496894% 0.000000% 2.~~832512~~484472% 1.~~185496~~608595% 0.000000% 0.~~954838~~537863% 0.000000% 2.~~140335~~146458% 90 Days 0.~~492611~~621118% 0.000000% 0.~~000000~~869565% 0.000000% 01.~~492611~~490683% 0.~~595630~~416582% 0.000000% 0.~~000000~~631396% 0.000000% 01.~~595630~~047978% 120 Days 0.~~615764~~372671% 0.~~000000~~124224% 0.~~862069~~869565% 0.~~000000~~248447% 1.~~477833~~614907% 0.~~445627~~447425% 0.~~000000~~076386% 10.~~013772~~700675% 0.~~000000~~207960% 1.~~459399~~432445% 150 Days 0.~~123153~~000000% 0.~~246305~~124224% 0.~~615764~~372671% 0.~~123153~~000000% 10.~~108374~~496894% 0.~~045784~~000000% 0.~~154960~~055533% 0.~~638604~~528284% 0.~~024570~~000000% 0.~~863918~~583816% 180+ Days 0.~~123153~~248447% 0.000000% 02.~~862069~~360248% 0.~~000000~~745342% 03.~~985222~~354037% 0.~~088695~~237795% 0.000000% 01.~~814259~~939565% 0.~~000000~~951450% 03.~~902954~~128810% Totals 56.~~665025~~211180% 0.~~369458~~372671% 35.~~571429~~093168% 0.~~123153~~993789% 912.~~729064~~670807% 45.~~658960~~024334% 0.~~199647~~233975% 34.~~421473~~425318% 01.~~024570~~159410% 810.~~304650~~843036% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary Summary Group 1 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 1332 26,~~865~~354,~~608~~721.9621 0.~~430~~970 721 13,~~388~~466,~~711~~955.2900 0.~~303~~771 210 - 239 833 15,~~141~~710,~~924~~182.8813 0.~~172~~871 625 ~~745~~4,~~617~~032,334.8839 0.~~163~~897 ~~Total~~240 21- 4269 13 2,~~007~~831,~~533~~528.8450 0.~~602~~432 137 21,~~134~~354,~~329~~630.1783 0.~~466~~301 270 - 299 5 732,554.51 0.112 3 336,247.51 0.075 Total 83 15,628,986.35 2.385 56 9,190,167.73 2.044

180+ Delinquency Summary (continued) Group 2 Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 11 2,887,766.21 1.403 210 - 239 8 1,677,847.74 0.815 240 - 269 6 1,476,897.67 0.~~712~~718 ~~210~~270 - ~~239~~299 2 396,307.00 0.~~191~~193 Total 827 16,~~873~~438,~~204~~818.6762 03.~~903~~129 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 29 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~204~~2,~~002~~331,887.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~203~~2,~~800~~328,373.9526 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 817 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~826~~3,~~822~~693,599.00 ~~May~~Jul-07 0.000% Current Actual Balance ~~826~~3,~~292~~689,616.9103 ~~Jun~~Aug-07 0.~~000~~017% ~~Jul~~Sep-07 0.~~000~~093% ~~Aug~~Oct-07 0.~~017~~124% ~~Sep~~Nov-07 0.~~093~~237% ~~Oct~~Dec-07 0.~~124~~563% *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 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 23 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~204~~475,~~002~~580.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~203~~474,~~800~~880.9540 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 79 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~775~~1,~~822~~304,792.00 ~~May~~Jul-07 0.000% Current Actual Balance ~~775~~1,~~321~~303,651.5985 ~~Jun~~Aug-07 0.~~000~~014% ~~Jul~~Sep-07 0.~~000~~124% ~~Aug~~Oct-07 0.~~014~~169% ~~Sep~~Nov-07 0.~~124~~227% ~~Oct~~Dec-07 0.~~169~~290% *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 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 06 ~~Nov~~Jan-0607 0.000% Original Principal Balance 01,856,307.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 01,853,492.0086 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 18 ~~Apr~~Jun-07 0.000% Original Principal Balance 512,~~000~~388,807.00 ~~May~~Jul-07 0.000% Current Actual Balance 502,~~971~~385,964.3218 ~~Jun~~Aug-07 0.~~000~~024% ~~Jul~~Sep-07 0.~~000~~024% ~~Aug~~Oct-07 0.~~024~~025% ~~Sep~~Nov-07 0.~~024~~258% ~~Oct~~Dec-07 01.~~025~~159% *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 1 ~~0061075431~~0101066185 Oct-2007 01-Jan-2007 TX 77.78 56,002.00 Group 1 0101067056 Sep-2007 01-Feb-2007 TNTX 100.00 91103,000.00 Group 1 ~~0061076627~~0101067714 ~~Aug~~Sep-2007 01-~~Feb~~Mar-2007 TNVA ~~100~~90.00 65171,~~000~~270.00 Group 1 ~~0101065228~~0161051890 ~~Sep~~Dec-2007 01-Feb-2007 MA 78.97 260,600.00 Group 1 0341037922 Dec-2007 01-Jan-2007 TXAL 9575.00 ~~141~~114,~~550~~000.00 Group 1 ~~0101066185~~0341038306 Oct-2007 01-~~Jan~~Feb-2007 TXNC 7780.7800 56148,~~002~~000.00 Group 1 ~~0101067056~~0511054539 ~~Sep~~Nov-2007 01-Feb-2007 AL 95.00 166,440.00 Group 1 0551019980 Dec-2007 01-Nov-2006 TX ~~100~~68.00 ~~103~~100,~~000~~980.00 Group 1 ~~0101067714~~0681014994 ~~Sep~~Nov-2007 01-~~Mar~~Feb-2007 VANH 90.00 ~~171~~184,~~270~~500.00 Group 12 ~~0341038306~~0051074300 ~~Oct~~Dec-2007 01-Feb-2007 NCGA 8097.0044 ~~148~~133,000.00 Group 2 0061074676 Aug-2007 01-Feb-2007 TN 85.00 51,000.00 Group 2 0231089595 Dec-2007 01-Mar-2007 RI 100.00 296,000.00 Group 2 0321039463 Dec-2007 01-Feb-2007 CO 95.00 323,000.00 Group 2 0411002001 Dec-2007 01-Feb-2007 CA 82.59 517,000.00 Group 2 0551024595 Dec-2007 01-Feb-2007 OK 95.00 212,307.00 Group 2 0631015334 Nov-2007 01-Jan-2007 CA 90.00 481,500.00 Group 2 0671015757 Dec-2007 01-Jan-2007 CA 100.00 375,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 1 ~~0061075431~~0101066185 9055,~~981~~921.9101 01-~~Mar~~Apr-2007 56 11.~~520~~000% 53,~~952~~983.9576 Group 1 ~~0061076627~~0101067056 65103,000.00 01-Jan-2007 79 1110.~~030~~750% 48,~~647~~950.14 Group 1 ~~0101065228~~0101067714 ~~141~~171,~~370~~168.3736 01-~~Jan~~Mar-2007 7 78.~~520~~600% 610,~~780~~629.7331 Group 1 ~~0101066185~~0161051890 55260,~~921~~349.04 01-Mar-2007 7 9.620% 18,162.21 Group 1 0341037922 113,719.83 01-~~Apr~~Jul-2007 43 11.~~000~~200% 25,~~988~~160.97 Group 1 ~~0101067056~~0341038306 ~~103~~147,~~000~~879.0094 01-~~Jan~~Mar-2007 7 10.~~750~~425% 711,~~162~~210.8981 Group 1 ~~0101067714~~0511054539 ~~171~~166,~~168~~409.3604 01-Feb-2007 8 9.463% 12,695.54 Group 1 0551019980 100,811.53 01-Mar-2007 57 811.~~600~~390% 8,~~272~~373.3520 Group 1 ~~0341038306~~0681014994 ~~147~~184,~~879~~393.9410 01-Mar-2007 57 7.990% 10,622.~~425~~29 Group 2 0051074300 132,669.44 01-Jun-2007 4 9.525% 86,~~723~~111.2548 Group 2 0061074676 50,971.32 01-Mar-2007 57 12.100% 3,~~505~~992.4794 Group 2 0231089595 295,293.38 01-Jun-2007 4 8.630% 12,280.09 Group 2 0321039463 322,677.63 01-Mar-2007 7 9.450% 22,098.15 Group 2 0411002001 515,545.41 01-Apr-2007 6 8.800% 29,152.86 Group 2 0551024595 212,307.00 01-Jan-2007 9 9.865% 16,878.41 Group 2 0631015334 481,500.00 01-Mar-2007 7 8.000% 27,806.58 Group 2 0671015757 375,000.00 01-Feb-2007 8 6.500% 19,375.00

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2348 ~~Nov~~Jan-0607 0.000% Original Principal Balance 49,~~205~~702,~~540~~023.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 49,~~193~~674,~~592~~660.5806 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure ~~100~~154 ~~Apr~~Jun-07 0.~~000~~141% Original Principal Balance 2030,~~660~~348,~~493~~208.0050 ~~May~~Jul-07 01.~~000~~092% Current Actual Balance 2030,~~619~~274,~~281~~322.0278 ~~Jun~~Aug-07 02.~~141~~153% ~~Jul~~Sep-07 12.~~092~~656% ~~Aug~~Oct-07 23.~~153~~098% ~~Sep~~Nov-07 23.~~656~~589% ~~Oct~~Dec-07 34.~~098~~619% *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 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1934 ~~Nov~~Jan-0607 0.000% Original Principal Balance 36,~~568~~371,~~640~~183.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 36,~~558~~351,~~363~~782.4083 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 71113 ~~Apr~~Jun-07 0.~~000~~181% Original Principal Balance 1321,~~551~~224,~~798~~407.0050 ~~May~~Jul-07 0.~~000~~887% Current Actual Balance 1321,~~521~~167,~~334~~404.5488 ~~Jun~~Aug-07 01.~~181~~756% ~~Jul~~Sep-07 02.~~887~~388% ~~Aug~~Oct-07 12.~~756~~951% ~~Sep~~Nov-07 23.~~388~~540% ~~Oct~~Dec-07 24.~~951~~708% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 414 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~636~~3,~~900~~330,840.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~635~~3,~~229~~322,877.1823 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 2941 ~~Apr~~Jun-07 0.~~000~~050% Original Principal Balance 79,~~108~~123,~~695~~801.00 ~~May~~Jul-07 01.~~000~~547% Current Actual Balance 79,~~097~~106,~~946~~917.4890 ~~Jun~~Aug-07 03.~~050~~026% ~~Jul~~Sep-07 13.~~547~~249% ~~Aug~~Oct-07 3.~~026~~421% ~~Sep~~Nov-07 3.~~249~~696% ~~Oct~~Dec-07 34.~~421~~425% *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 1 0031045643 Nov-2007 01-Jan-2007 CA 72.99 317,500.00 Group 1 0061069940 Oct-2007 01-Sep-2006 OH 95.00 99,750.00 Group 1 0061073977 Aug-2007 01-Jan-2007 OH 100.00 169,900.00 Group 1 0061074227 Sep-2007 01-Jan-2007 OH 85.00 174,250.00 Group 1 0061074272 Nov-2007 01-Jan-2007 OH 95.00 129,200.00 Group 1 0061074536 Dec-2007 01-Feb-2007 OH 95.00 147,250.00 Group 1 0061074568 Sep-2007 01-Jan-2007 OH 95.00 72,200.00 Group 1 ~~0061075501~~0061075316 ~~Jul~~Nov-2007 01-Feb-2007 OH 8490.6600 ~~138~~149,400.00 Group 1 0061076074 Dec-2007 01-Mar-2007 OH 90.00 90,000.00 Group 1 0061076173 Jul-2007 01-Mar-2007 OH 60.00 126,000.00 Group 1 0061076321 Sep-2007 01-Feb-2007 OH 95.00 282,150.00 Group 1 0061076620 Aug-2007 01-Mar-2007 OH 90.00 81,000.00 Group 1 0061076640 Nov-2007 01-Feb-2007 OH 100.00 140,000.00 Group 1 0101061057 Jul-2007 01-Oct-2006 TX 93.06 134,000.00 Group 1 0101063712 Aug-2007 01-Dec-2006 TX 96.72 84,150.00 Group 1 0101065005 Dec-2007 01-Jan-2007 TX 80.00 196,800.00 Group 1 0101065510 Dec-2007 01-Jan-2007 TX 80.00 92,000.00 Group 1 0101065864 Dec-2007 01-Jan-2007 TX 80.00 84,000.00 Group 1 0101066135 Jun-2007 01-Jan-2007 TX 75.00 101,250.00 Group 1 0101066333 Aug-2007 01-Feb-2007 FL 90.00 219,600.00 Group 1 0101066476 Dec-2007 01-Jan-2007 TX 80.00 86,400.00 Group 1 0101066575 Dec-2007 01-Feb-2007 TX 94.89 213,503.00 Group 1 0101066680 Dec-2007 01-Feb-2007 TX 85.78 253,050.00 Group 1 0101066809 Dec-2007 01-Feb-2007 TX 85.00 221,000.00 Group 1 0101066962 Dec-2007 01-Feb-2007 VA 100.00 92,000.00 Group 1 0101067226 Oct-2007 01-Feb-2007 FL 85.00 200,600.00 Group 1 ~~0111002114~~0101067536 ~~Oct~~Dec-2007 01-~~Oct~~Mar-~~2006~~2007 HIFL ~~100~~70.00 ~~370~~103,~~000~~600.00 Group 1 ~~0141057153~~0111002114 Oct-2007 01-~~Jan~~Oct-~~2007~~2006 NYHI 94100.9800 83370,~~300~~000.00 Group 1 ~~0141057279~~0121051671 ~~Oct~~Dec-2007 01-~~Jan~~Mar-2007 FLMN 5895.5400 ~~120~~266,000.00 Group 1 ~~0141057429~~0141057153 Oct-2007 01-Jan-2007 NY 9594.0098 ~~342~~83,~~000~~300.00 Group 1 ~~0141057840~~0141057429 ~~Jul~~Oct-2007 01-Jan-2007 FLNY 3995.0200 ~~298~~342,~~482~~000.5000 Group 1 0151039590 Sep-2007 01-Feb-2007 MD 65.00 105,300.00 Group 1 0151039910 Aug-2007 01-Feb-2007 PA 50.39 130,000.00 Group 1 ~~0161051890~~0171036662 ~~Aug~~Jul-2007 01-Jan-2007 AZ 65.00 149,500.00 Group 1 0171037714 Nov-2007 01-Feb-2007 MANV 7890.9700 ~~260~~286,~~600~~200.00 Group 1 ~~0171036662~~0171039101 ~~Jul~~Nov-2007 01-~~Jan~~Mar-2007 AZ 6580.00 ~~149~~160,~~500~~000.00 Group 1 0191035121 Sep-2007 01-Jan-2007 MT 84.46 125,000.00 Group 1 0191035186 Aug-2007 01-Jan-2007 WA 65.53 153,995.50 Group 1 0191035529 Dec-2007 01-Feb-2007 OR 95.00 214,700.00 Group 1 0211050510 Nov-2007 01-Jan-2007 VA 56.60 149,990.00 Group 1 0211051288 Dec-2007 01-Feb-2007 MD 78.86 276,000.00 Group 1 0211052259 Dec-2007 01-Mar-2007 MA 75.00 300,000.00 Group 1 0231081722 Oct-2007 01-Jul-2006 CT 65.00 104,000.00 Group 1 0231086936 Sep-2007 01-Jan-2007 MA 90.00 355,500.00 Group 1 0231087443 Nov-2007 01-Feb-2007 MA 51.02 250,000.00 Group 1 0291007461 Dec-2007 01-Oct-2006 KY 95.00 124,450.00 Group 1 0321039757 Nov-2007 01-Feb-2007 CO 100.00 168,000.00 Group 1 0331047539 Sep-2007 01-Aug-2006 NJ 85.00 64,600.00 Group 1 0331050230 Dec-2007 01-Feb-2007 PA 100.00 170,000.00 Group 1 0331051039 Dec-2007 01-Feb-2007 NY 65.00 255,450.00 Group 1 0331051258 Oct-2007 01-Feb-2007 NY 95.00 188,100.00 Group 1 0331051343 Aug-2007 01-Feb-2007 NY 90.00 306,000.00 Group 1 0331052170 Aug-2007 01-Feb-2007 NY 90.00 495,000.00 Group 1 ~~0341038069~~0341037188 ~~Oct~~Dec-2007 01-~~Feb~~Jan-2007 SCNC 90.00 ~~100~~116,~~800~~100.00 Group 1 ~~0341038333~~0341038069 Oct-2007 01-Feb-2007 GASC 90.00 ~~139~~100,~~500~~800.00 Group 1 0341038973 Sep-2007 01-Feb-2007 GA 80.00 360,000.00 Group 1 0351042142 Dec-2007 01-Feb-2007 TX 80.00 85,600.00 Group 1 0371039701 Oct-2007 01-Feb-2007 FL 85.00 314,500.00 Group 1 0371039761 Jul-2007 01-Jan-2007 FL 72.73 200,000.00 Group 1 0371041475 Sep-2007 01-Feb-2007 FL 69.77 300,000.00 Group 1 0371041561 Oct-2007 01-Feb-2007 FL 85.00 192,100.00 Group 1 0371041817 Aug-2007 01-Jan-2007 FL 65.00 115,050.00 Group 1 0371042802 Dec-2007 01-Feb-2007 FL 52.66 100,000.00 Group 1 0371042854 Nov-2007 01-Feb-2007 OH 95.00 83,600.00 Group 1 0371043061 Aug-2007 01-Feb-2007 FL 85.00 136,000.00 Group 1 0371043168 Aug-2007 01-Feb-2007 FL 95.00 133,950.00 Group 1 0371043283 Nov-2007 01-Feb-2007 FL 32.97 125,286.00 Group 1 0371043424 Oct-2007 01-Feb-2007 FL 95.00 234,650.00 Group 1 0371043938 Nov-2007 01-Mar-2007 FL 79.98 108,853.00 Group 1 0411001651 Jun-2007 01-Feb-2007 WI 95.00 132,050.00 Group 1 0421001515 Aug-2007 01-Feb-2007 OK 85.00 63,750.00 Group 1 0511052516 Sep-2007 01-Feb-2007 IL 80.00 164,000.00 Group 1 0511053033 Dec-2007 01-Feb-2007 GA 89.95 394,000.00 Group 1 0511053055 Jul-2007 01-Feb-2007 CA 80.00 176,000.00 Group 1 0511054520 Oct-2007 01-Feb-2007 FL 65.00 192,400.00 Group 1 ~~0511054539~~0511054594 ~~Oct~~Nov-2007 01-Feb-2007 ALOR 9590.00 ~~166~~199,~~440~~800.00 Group 1 0521046046 Dec-2007 01-Jan-2007 IL 80.00 192,000.00 Group 1 0521047622 Aug-2007 01-Jan-2007 IL 40.82 100,000.00 Group 1 ~~0551019980~~0521048455 ~~Jul~~Dec-2007 01-~~Nov~~Feb-~~2006~~2007 IL 100.00 169,900.00 Group 1 0551022140 Dec-2007 01-Jan-2007 TX 6895.00 ~~100~~84,~~980~~550.00 Group 1 0551025682 Dec-2007 01-Feb-2007 OK 80.00 111,200.00 Group 1 0581013970 Sep-2007 01-Jan-2007 CA 75.00 225,000.00 Group 1 0621019127 Sep-2007 01-Dec-2006 FL 50.00 117,500.00 Group 1 0621019563 Aug-2007 01-Jan-2007 FL 80.00 118,400.00 Group 1 ~~0621020041~~0621019870 ~~Sep~~Nov-2007 01-Jan-2007 FL 8069.0044 ~~146~~250,~~400~~000.00 Group 1 ~~0621020069~~0621020041 ~~Jul~~Sep-2007 01-Jan-2007 FL 7480.4500 ~~202~~146,~~500~~400.00 Group 1 0621020462 Oct-2007 01-Feb-2007 FL 69.62 129,500.00 Group 1 0621020781 Jul-2007 01-Feb-2007 FL 80.00 227,200.00 Group 1 0621020897 Nov-2007 01-Feb-2007 FL 80.00 206,400.00 Group 1 0621020910 Aug-2007 01-Feb-2007 FL 75.00 262,500.00 Group 1 0631015813 Jul-2007 01-Jan-2007 CA 90.00 373,500.00 Group 1 0651022894 Sep-2007 01-Dec-2006 MD 95.00 332,500.00 Group 1 0651023121 Jun-2007 01-Jan-2007 OR 75.00 146,250.00 Group 1 ~~0651023446~~0661019772 ~~Oct~~Jun-2007 01-Jan-2007 VAFL 7884.1099 ~~246~~212,~~000~~900.00 Group 1 ~~0661019772~~0661020110 ~~Jun~~Dec-2007 01-Jan-2007 FLCA 84.99 ~~212~~369,~~900~~700.00 Group 1 0661020244 Sep-2007 01-Feb-2007 OR 83.05 247,500.00 Group 1 0661020628 Sep-2007 01-Feb-2007 CO 76.80 341,000.00 Group 1 ~~0681014994~~0671015132 ~~Sep~~Nov-2007 01-Dec-2006 CA 75.00 337,500.00 Group 1 0671016910 Dec-2007 01-Feb-2007 NHCA 90.00 ~~184~~324,~~500~~000.00 Group 1 ~~0831070325~~0691010399 ~~Jul~~Dec-2007 01-Dec-2006 NYMD 6580.00 ~~237~~166,~~250~~400.00 Group 1 0831070334 Jul-2007 01-Dec-2006 NY 40.82 100,000.00 Group 1 0831072505 Aug-2007 01-Jan-2007 NY 70.00 392,000.00 Group 1 0831072769 Dec-2007 01-Nov-2006 NY 43.01 200,000.00 Group 1 0831073186 Nov-2007 01-Jan-2007 IN 80.00 69,600.00 Group 1 0841021838 Aug-2007 01-Jan-2007 MI 77.14 108,000.00 Group 1 0841022021 Dec-2007 01-Jan-2007 MI 80.00 158,080.00 Group 1 0841022413 Oct-2007 01-Feb-2007 MI 72.73 80,000.00 Group 1 ~~0871006711~~0841022438 ~~Oct~~Dec-2007 01-Jan-2007 NJMI 85.00 60,350.00 Group 1 0841022633 Nov-2007 01-Jan-2007 MI 77.46 152,600.00 Group 1 0841022871 Dec-2007 01-Jan-2007 MI 95.00 188,100.00 Group 1 0841023436 Nov-2007 01-Jan-2007 MI 88.69 111,750.00 Group 1 0871006709 Dec-2007 01-Jan-2007 NY 67.0988 ~~265~~465,000.00 Group 21 ~~0051074300~~0871006711 Oct-2007 01-~~Feb~~Jan-2007 GANJ 9767.4409 ~~133~~265,000.00 Group 2 0061074239 Oct-2007 01-Jan-2007 OH 95.00 55,100.00 Group 2 ~~0061075448~~0061075006 ~~Sep~~Nov-2007 01-Jan-2007 OH 100.00 176,696.00 Group 2 0061075624 Nov-2007 01-Feb-2007 OH 8595.00 7295,~~250~~000.00 Group 2 0061075695 Sep-2007 01-Mar-2007 OH 90.00 50,400.00 Group 2 0061075941 Jun-2007 01-Mar-2007 OH 80.00 107,200.00 Group 2 0061076264 Nov-2007 01-Feb-2007 OH 100.00 420,000.00 Group 2 0061076416 Aug-2007 01-Feb-2007 OH 90.00 130,500.00 Group 2 0061076477 Sep-2007 01-Mar-2007 OH 90.00 50,400.00 Group 2 ~~0101067321~~0061076815 ~~Aug~~Dec-2007 01-Mar-2007 OH 95.00 76,000.00 Group 2 0101066798 Nov-2007 01-Feb-2007 OKTX 80.00 97119,~~200~~192.00 Group 2 ~~0101067339~~0101067023 ~~Aug~~Nov-2007 01-~~Mar~~Feb-2007 TX 9480.8800 ~~102~~64,000.00 Group 2 0101067321 Aug-2007 01-Feb-2007 OK 80.00 97,200.00 Group 2 0101067483 Aug-2007 01-Feb-2007 TX 95.00 152,123.00 Group 2 0101067993 Nov-2007 01-Feb-2007 TX 80.00 184,000.00 Group 2 0141057789 Dec-2007 01-Jan-2007 NY 80.00 480,000.00 Group 2 0151038725 Sep-2007 01-Jan-2007 NJ 95.00 346,750.00 Group 2 0151040153 Dec-2007 01-Feb-2007 PA 80.00 120,000.00 Group 2 0171037466 Oct-2007 01-Feb-2007 AZ 80.00 152,800.00 Group 2 0171037489 Dec-2007 01-Jan-2007 AZ 100.00 231,500.00 Group 2 0171038671 Dec-2007 01-Feb-2007 AZ 100.00 202,990.00 Group 2 0191035305 Aug-2007 01-Feb-2007 WA 90.00 248,400.00 Group 2 ~~0231089595~~0211051164 ~~Oct~~Dec-2007 01-~~Mar~~Feb-2007 RIMD ~~100~~82.0096 ~~296~~560,000.00 Group 2 ~~0321039463~~0231088556 ~~Jul~~Dec-2007 01-Feb-2007 COME 9590.00 ~~323~~108,~~000~~900.00 Group 2 0231089101 Dec-2007 01-Mar-2007 ME 90.00 154,800.00 Group 2 0321039497 Aug-2007 01-Feb-2007 CO 100.00 180,400.00 Group 2 ~~0321039724~~0341037137 ~~Aug~~Dec-2007 01-~~Feb~~Jan-2007 CONC 9095.00 ~~285~~152,~~565~~950.00 Group 2 0341039076 Dec-2007 01-Mar-2007 GA 80.00 207,200.00 Group 2 0371041308 Jul-2007 01-Jan-2007 FL 100.00 175,000.00 Group 2 0371041987 Dec-2007 01-Jan-2007 FL 100.00 299,000.00 Group 2 0371042779 Aug-2007 01-Feb-2007 FL 90.00 328,500.00 Group 2 0371043151 Jul-2007 01-Feb-2007 FL 63.79 539,000.00 Group 2 ~~0411002001~~0371043821 ~~Aug~~Nov-2007 01-~~Feb~~Mar-2007 CAFL 8274.5948 ~~517~~108,000.00 Group 2 0521048445 Aug-2007 01-Feb-2007 IN 100.00 158,000.00 Group 2 0521049377 Jul-2007 01-Feb-2007 FL 80.00 184,000.00 Group 2 ~~0551024595~~0551025940 ~~Jul~~Dec-2007 01-Feb-2007 OKTX 95100.00 ~~212~~91,~~307~~500.00 Group 2 0611026559 Jul-2007 01-Feb-2007 NY 100.00 550,000.00 Group 2 ~~0631015334~~0631015750 ~~Jul~~Nov-2007 01-Jan-2007 CA 90.00 ~~481~~315,~~500~~000.00 Group 2 ~~0671015757~~0681012663 ~~Jul~~Aug-2007 01-Aug-2006 VT 85.00 742,900.00 Group 2 0831072494 Dec-2007 01-Jan-2007 CANY ~~100~~75.00 ~~375~~562,~~000~~500.00 Group 2 ~~0681012663~~0841023408 ~~Aug~~Dec-2007 01-~~Aug~~Feb-~~2006~~2007 VTMI 8562.0031 ~~742~~83,~~900~~500.00 Group 2 0841023718 Jul-2007 01-Feb-2007 MI 80.00 62,400.00

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 1 0031045643 315,515.93 01-Jul-2007 3 6.650% 8,332.60 Group 1 0061069940 99,~~419~~289.4850 01-~~Apr~~Jul-2007 43 10.450% 54,~~040~~195.0435 Group 1 0061073977 169,649.59 01-Mar-2007 57 9.543% 911,~~133~~736.1857 Group 1 0061074227 173,770.93 01-Apr-2007 46 7.930% 8,817.19 Group 1 0061074272 129,104.38 01-Apr-2007 6 9.520% 7,~~617~~930.6628 Group 1 0061074536 146,822.23 01-Jun-2007 4 8.980% 6,362.89 Group 1 0061074568 72,133.86 01-Mar-2007 57 11.750% 6,186.60 Group 1 0061075316 149,189.06 01-Jun-2007 4 12.150% 8,~~813~~832.3792 Group 1 ~~0061075501~~0061076074 ~~137~~89,~~816~~856.2535 01-~~Mar~~May-2007 5 811.~~675~~300% 65,~~720~~760.7611 Group 1 0061076173 126,000.00 01-Feb-2007 68 11.675% 911,~~544~~926.1643 Group 1 0061076321 281,199.58 01-Jun-2007 24 8.750% 711,~~913~~862.2762 Group 1 0061076620 80,931.71 01-Apr-2007 46 10.300% 5,387.32 Group 1 0061076640 139,659.22 01-Jun-2007 4 9.625% 6,~~042~~503.2539 Group 1 0101061057 133,683.76 01-Mar-2007 57 10.650% 810,~~061~~359.1596 Group 1 0101063712 83,945.09 01-May-2007 35 10.600% 5,037.38 Group 1 0101065005 195,898.79 01-Aug-2007 2 8.900% 5,610.73 Group 1 0101065510 91,667.06 01-Jul-2007 3 9.375% 3,~~599~~462.6543 Group 1 0101065864 83,715.91 01-Jul-2007 3 9.700% 3,275.54 Group 1 0101066135 101,197.51 01-Jan-2007 79 9.250% 67,~~023~~525.2604 Group 1 0101066333 219,055.76 01-Apr-2007 46 6.990% 79,~~311~~740.9590 Group 1 ~~0101067226~~0101066476 ~~200~~86,~~178~~098.4754 01-~~Apr~~Jul-2007 43 79.~~820~~550% 73,~~513~~314.2494 Group 1 ~~0111002114~~0101066575 ~~367~~213,~~700~~015.5313 01-Jun-2007 4 9.925% 10,239.19 Group 1 0101066680 251,825.21 01-Aug-2007 2 7.~~990~~950% 96,~~415~~414.1763 Group 1 ~~0141057153~~0101066809 83220,~~157~~722.3590 01-~~Jun~~Mar-2007 7 8.350% 13,291.79 Group 1 0101066962 91,813.04 01-Aug-2007 2 12.~~125~~150% 3,~~276~~624.99 Group 1 0101067226 200,178.47 01-Apr-2007 6 7.820% 10,010.33 Group 1 ~~0141057279~~0101067536 ~~119~~103,~~571~~244.0422 01-~~May~~Jul-2007 3 7.~~750~~950% 3,~~706~~286.2225 Group 1 ~~0141057429~~0111002114 ~~341~~367,~~249~~700.8753 01-Jun-2007 24 7.~~200~~990% 714,~~844~~112.3245 Group 1 ~~0141057840~~0121051671 ~~297~~265,~~833~~190.5390 01-~~Mar~~Aug-2007 52 79.~~650~~450% 8,081.96 Group 1 0141057153 83,082.74 01-Sep-2007 1 12.125% 2,~~741~~455.1439 Group 1 0141057429 341,249.87 01-Jun-2007 4 7.200% 11,762.02 Group 1 0151039590 105,097.54 01-May-2007 35 9.750% 45,~~134~~785.2000 Group 1 0151039910 129,872.40 01-Mar-2007 57 9.990% 79,~~330~~421.9508 Group 1 ~~0161051890~~0171036662 ~~260~~149,~~349~~265.0470 01-Mar-2007 57 9.~~620~~250% 149,~~133~~997.3177 Group 1 ~~0171036662~~0171037714 ~~149~~285,~~265~~736.7035 01-~~Mar~~May-2007 5 6.812% 10,840.64 Group 1 0171039101 159,754.32 01-May-2007 5 9.~~250~~350% 78,~~780~~420.3134 Group 1 0191035121 124,623.75 01-May-2007 35 8.600% 46,~~304~~022.5455 Group 1 0191035186 153,842.81 01-Mar-2007 57 11.390% 12,778.24 Group 1 0191035529 214,425.22 01-Aug-2007 2 9.600% 6,~~942~~645.1327 Group 1 0211050510 149,285.54 01-Jul-2007 3 8.100% 4,845.02 Group 1 0211051288 274,881.18 01-Jul-2007 3 8.050% 8,863.96 Group 1 0211052259 299,010.44 01-Jul-2007 3 8.150% 9,766.85 Group 1 0231081722 103,639.54 01-Apr-2007 46 11.325% 57,~~707~~607.8457 Group 1 0231086936 354,229.13 01-May-2007 35 7.750% 15,360.06 Group 1 0231087443 249,356.05 01-Jul-2007 3 10.240% 10,~~979~~318.6725 Group 1 0291007461 124,353.63 01-Jun-2007 4 12.100% 7,335.19 Group 1 0321039757 167,756.84 01-Jul-2007 3 8.650% 5,833.63 Group 1 0331047539 64,367.62 01-Mar-2007 57 11.990% 45,~~385~~636.4338 Group 1 0331050230 169,605.34 01-Apr-2007 6 8.430% 9,171.98 Group 1 0331051039 255,376.91 01-Feb-2007 8 12.000% 24,864.22 Group 1 0331051258 187,769.38 01-Jun-2007 24 11.150% 610,~~787~~177.2815 Group 1 0331051343 305,243.12 01-Apr-2007 46 7.000% 1013,~~204~~593.1082 Group 1 0331052170 493,400.85 01-Apr-2007 46 7.250% 1722,~~111~~795.0295 Group 1 0341037188 115,272.92 01-Oct-2007 0 7.850% 1,449.98 Group 1 0341038069 100,597.19 01-May-2007 35 9.450% 35,~~831~~360.2998 Group 1 ~~0341038333~~0341038973 ~~139~~359,~~159~~606.3650 01-~~Jun~~May-2007 25 912.~~975~~275% 425,~~484~~098.7349 Group 1 ~~0341038973~~0351042142 ~~359~~85,~~706~~354.3831 01-~~Apr~~Jun-2007 4 129.~~275~~400% 213,~~522~~878.2545 Group 1 0371039701 313,117.44 01-Jun-2007 24 6.700% 69,~~670~~997.8009 Group 1 0371039761 199,702.21 01-Feb-2007 68 7.500% 911,~~559~~939.2295 Group 1 0371041475 299,074.82 01-May-2007 35 7.990% 913,~~569~~387.4572 Group 1 0371041561 191,725.07 01-May-2007 35 9.700% 710,~~501~~497.8431 Group 1 0371041817 114,~~916~~882.3307 01-~~Apr~~May-2007 45 12.000% 7,833.50 Group 1 0371042802 99,748.40 01-Jul-2007 3 10.350% 4,173.31 Group 1 0371042854 83,533.27 01-Mar-2007 7 10.500% 6,~~717~~379.5375 Group 1 0371043061 135,963.20 01-Mar-2007 57 10.525% 810,~~106~~420.2685 Group 1 0371043168 133,784.54 01-Apr-2007 46 10.375% 68,~~732~~972.2442 Group 1 0371043283 124,863.26 01-Jul-2007 3 8.950% 4,495.02 Group 1 0371043424 234,147.39 01-May-2007 35 9.150% 12,067.77 Group 1 0371043938 108,697.29 01-Jul-2007 3 8.050% 3,~~624~~507.6695 Group 1 0411001651 132,050.00 01-Jan-2007 79 10.560% 911,~~015~~264.4779 Group 1 0421001515 63,509.30 01-Apr-2007 46 10.550% 34,~~244~~320.4427 Group 1 0511052516 163,864.15 01-Apr-2007 46 8.150% 68,~~427~~567.1304 Group 1 0511053033 393,005.09 01-May-2007 5 8.350% 18,418.79 Group 1 0511053055 175,803.97 01-Mar-2007 57 8.925% 811,~~829~~346.9721 Group 1 0511054520 191,931.69 01-Jun-2007 24 9.625% 58,~~961~~937.3952 Group 1 ~~0511054539~~0511054594 ~~166~~199,~~409~~488.0495 01-~~Feb~~Jul-2007 63 98.~~463~~400% 6,729.14 Group 1 0521046046 191,239.90 01-Jul-2007 3 10.655% 8,~~158~~244.3719 Group 1 0521047622 99,838.94 01-Apr-2007 46 10.500% 56,~~086~~779.4706 Group 1 ~~0551019980~~0521048455 ~~100~~169,~~811~~399.5316 01-~~Mar~~Jul-2007 53 119.~~390~~600% 6,~~514~~557.8251 Group 1 0551022140 84,291.66 01-Aug-2007 2 10.830% 2,956.85 Group 1 0551025682 110,784.40 01-Jul-2007 3 8.450% 3,757.21 Group 1 0581013970 224,358.60 01-Apr-2007 46 7.750% 811,~~342~~114.0444 Group 1 0621019127 117,256.35 01-May-2007 35 11.250% 57,~~345~~481.9860 Group 1 0621019563 ~~118~~117,~~003~~945.7630 01-~~Jul~~Aug-2007 12 9.750% 23,~~786~~712.4648 Group 1 ~~0621020041~~0621019870 ~~145~~249,~~963~~041.8184 01-May-2007 35 87.~~650~~400% 510,~~072~~289.0898 Group 1 ~~0621020069~~0621020041 ~~202~~145,~~253~~963.8481 01-~~Mar~~May-2007 5 108.~~450~~650% 117,~~960~~096.0648 Group 1 0621020462 129,285.76 01-Apr-2007 46 8.990% 57,~~609~~475.5104 Group 1 0621020781 226,944.60 01-Mar-2007 57 10.420% 1317,~~380~~196.7026 Group 1 0621020897 206,003.60 01-Jul-2007 3 7.670% 6,321.85 Group 1 0621020910 262,189.67 01-Mar-2007 57 8.650% 1216,~~747~~379.6776 Group 1 0631015813 373,065.94 01-Mar-2007 57 8.450% 1722,~~722~~779.2058 Group 1 0651022894 331,893.36 01-May-2007 35 7.850% 1014,~~434~~603.2632 Group 1 0651023121 145,982.36 01-Apr-2007 46 9.900% 69,~~998~~327.8530 Group 1 ~~0651023446~~0661019772 ~~244~~211,~~971~~831.5379 01-~~Jun~~Jul-2007 23 7.~~895~~770% 6,~~195~~583.1746 Group 1 ~~0661019772~~0661020110 ~~212~~368,~~295~~671.5168 01-~~Apr~~Aug-2007 42 7.~~770~~400% 78,~~914~~720.7753 Group 1 0661020244 246,994.16 01-May-2007 35 9.375% 913,~~329~~054.6452 Group 1 0661020628 339,~~503~~199.8558 01-~~Jun~~Jul-2007 23 6.710% 79,~~244~~043.2702 Group 1 ~~0681014994~~0671015132 ~~184~~335,~~393~~833.1045 01-~~Mar~~Jun-2007 54 7.~~990~~850% 812,~~264~~654.2643 Group 1 ~~0831070325~~0671016910 ~~236~~323,~~942~~130.8779 01-~~Feb~~Jul-2007 3 6.475% 108,306.~~500~~25 Group 1 0691010399 166,090.67 01-May-2007 5 8.570% 168,~~087~~006.8025 Group 1 0831070334 99,855.42 01-Mar-2007 57 11.000% 68,~~225~~001.6126 Group 1 0831072505 390,688.24 01-Jun-2007 24 8.990% 1116,~~307~~950.1579 Group 1 0831072769 199,308.81 01-Jun-2007 4 10.250% 9,904.32 Group 1 0831073186 69,361.98 01-Aug-2007 2 10.300% 2,310.51 Group 1 0841021838 107,850.80 01-Mar-2007 57 9.850% 57,~~998~~709.7417 Group 1 0841022021 157,915.56 01-Mar-2007 7 11.170% 12,855.46 Group 1 0841022413 79,898.51 01-May-2007 35 11.600% 5,261.43 Group 1 0841022438 60,222.65 01-Jul-2007 3 11.900% 2,~~759~~908.4291 Group 1 ~~0871006711~~0841022633 ~~264~~152,~~434~~419.7635 01-~~Apr~~Feb-2007 48 8.630% 10,550.73 Group 1 0841022871 187,470.53 01-Jul-2007 3 9.~~170~~750% 117,~~711~~374.5428 Group 21 ~~0051074300~~0841023436 ~~132~~111,~~669~~363.4414 01-Jun-2007 4 8.825% 4,739.74 Group 1 0871006709 462,353.30 01-Aug-2007 2 7.825% 11,584.49 Group 1 0871006711 264,434.76 01-Apr-2007 6 9.~~525~~170% 415,~~076~~606.4463 Group 2 0061074239 54,935.80 01-Jun-2007 24 12.050% 23,~~151~~225.2956 Group 2 ~~0061075448~~0061075006 72176,~~112~~342.8537 01-~~Jun~~Apr-2007 6 9.475% 10,766.67 Group 2 0061075624 94,979.48 01-Mar-2007 7 11.~~075~~250% 27,~~588~~796.6272 Group 2 0061075695 50,369.03 01-Apr-2007 46 11.700% 23,~~868~~823.7779 Group 2 0061075941 107,200.00 01-Feb-2007 68 11.375% 79,~~905~~878.3435 Group 2 0061076264 419,551.74 01-May-2007 5 8.280% 19,514.05 Group 2 0061076416 130,308.70 01-Mar-2007 57 10.425% 79,~~693~~889.4381 Group 2 0061076477 50,369.37 01-Apr-2007 46 11.750% 3,840.62 Group 2 0061076815 75,~~881~~872.3907 01-Jul-2007 3 11.350% 3,490.82 Group 2 ~~0101067321~~0101066798 97118,~~162~~962.6068 01-~~Feb~~Apr-2007 6 109.~~650~~875% 67,~~694~~581.6207 Group 2 ~~0101067339~~0101067023 ~~101~~63,~~841~~886.7625 01-Jun-2007 4 11.100% 3,446.66 Group 2 0101067321 97,162.60 01-Feb-2007 8 10.~~675~~650% 38,~~519~~364.9295 Group 2 0101067483 151,956.07 01-Apr-2007 46 10.925% 810,~~065~~749.0525 Group 2 0101067993 184,000.00 01-Jan-2007 9 9.350% 13,836.30 Group 2 0141057789 478,987.34 01-Jul-2007 3 11.900% 23,136.38 Group 2 0151038725 345,991.73 01-Apr-2007 46 9.050% 1520,~~115~~142.8082 Group 2 0151040153 119,698.06 01-Jul-2007 3 10.350% 5,007.98 Group 2 0171037466 152,330.56 01-Jun-2007 24 8.500% 46,~~159~~235.7663 Group 2 0171037489 231,145.79 01-Jul-2007 3 9.250% 8,616.16 Group 2 0171038671 202,678.56 01-Jul-2007 3 8.450% 6,878.97 Group 2 0191035305 248,400.00 01-Apr-2007 46 7.650% 912,~~128~~171.7060 Group 2 ~~0231089595~~0211051164 ~~295~~558,~~293~~885.3805 01-~~Jun~~May-2007 25 89.~~630~~500% 829,~~191~~947.8012 Group 2 ~~0321039463~~0231088556 ~~322~~108,~~677~~724.6362 01-~~Mar~~May-2007 5 910.~~450~~500% 176,~~196~~461.4600 Group 2 ~~0321039497~~0231089101 ~~180~~154,~~238~~415.8602 01-Jun-2007 4 8.425% 6,263.07 Group 2 0321039497 180,139.04 01-Sep-2007 1 9.650% 54,~~615~~209.9196 Group 2 ~~0321039724~~0341037137 ~~285~~152,~~013~~501.0992 01-Jun-2007 4 9.630% 7,105.14 Group 2 60341039076 207,094.~~990~~81 01-Mar-2007 7 9.350% 610,~~352~~812.0272 Group 2 0371041308 175,000.00 01-Feb-2007 68 10.213% 1114,~~565~~456.2050 Group 2 0371041987 297,861.34 01-Aug-2007 2 9.790% 9,415.30 Group 2 0371042779 327,963.51 01-Mar-2007 57 8.250% 1519,~~180~~503.0793 Group 2 0371043151 538,659.79 01-Feb-2007 68 8.300% 2835,~~661~~803.4170 Group 2 ~~0411002001~~0371043821 ~~515~~107,~~545~~684.4108 01-~~Apr~~Jul-2007 43 811.~~800~~150% 214,~~877~~864.9654 Group 2 0521048445 157,~~494~~293.3872 01-~~Jun~~Aug-2007 2 8.465% 4,~~282~~276.3886 Group 2 0521049377 183,875.28 01-Feb-2007 68 7.950% 911,~~354~~684.1157 Group 2 ~~0551024595~~0551025940 ~~212~~91,~~307~~273.0073 01-~~Jan~~Aug-2007 72 911.~~865~~675% 133,~~509~~459.05 Group 2 0611026559 548,910.03 01-Jun-2007 24 6.900% 1218,~~068~~095.6860 Group 2 ~~0631015334~~0631015750 ~~481~~314,~~500~~948.0063 01-~~Mar~~Jun-2007 54 8.~~000~~090% 2112,~~627~~267.3424 Group 2 ~~0671015757~~0681012663 ~~375~~740,~~000~~467.0092 01-~~Feb~~Apr-2007 6 67.~~500~~250% 1534,~~500~~262.0064 Group 2 ~~0681012663~~0831072494 ~~740~~560,~~467~~445.9294 01-~~Apr~~Aug-2007 42 79.~~250~~990% 2518,~~706~~089.8742 Group 2 0841023408 83,292.98 01-Jul-2007 3 10.700% 3,606.43 Group 2 0841023718 62,352.29 01-Mar-2007 57 10.700% 34,~~778~~855.2377

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 45 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~662~~845,~~150~~810.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~661~~842,~~688~~916.8560 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.~~000~~035% Current Bankruptcy Total ~~Mar~~May-07 0.~~000~~051% Loans in Bankruptcy 1518 ~~Apr~~Jun-07 0.~~035~~051% Original Principal Balance 2,~~075~~638,~~358~~046.00 ~~May~~Jul-07 0.~~051~~061% Current Actual Balance 2,~~071~~629,~~293~~914.6110 ~~Jun~~Aug-07 0.~~051~~148% ~~Jul~~Sep-07 0.~~061~~236% ~~Aug~~Oct-07 0.~~148~~311% ~~Sep~~Nov-07 0.~~236~~335% ~~Oct~~Dec-07 0.~~311~~401% *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 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~454~~477,~~950~~000.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~454~~475,~~594~~698.0462 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.~~000~~025% Current Bankruptcy Total ~~Mar~~May-07 0.~~000~~048% Loans in Bankruptcy 1215 ~~Apr~~Jun-07 0.~~025~~048% Original Principal Balance 12,~~660~~154,~~500~~725.00 ~~May~~Jul-07 0.~~048~~042% Current Actual Balance 12,~~657~~148,~~120~~414.8920 ~~Jun~~Aug-07 0.~~048~~195% ~~Jul~~Sep-07 0.~~042~~297% ~~Aug~~Oct-07 0.~~195~~362% ~~Sep~~Nov-07 0.~~297~~416% ~~Oct~~Dec-07 0.~~362~~478% *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 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 12 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~207~~368,~~200~~810.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~207~~367,~~094~~217.8198 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.~~000~~058% Current Bankruptcy Total ~~Mar~~May-07 0.~~000~~058% Loans in Bankruptcy 3 ~~Apr~~Jun-07 0.~~058~~059% Original Principal Balance ~~414~~483,~~858~~321.00 ~~May~~Jul-07 0.~~058~~103% Current Actual Balance ~~414~~481,~~172~~499.7290 ~~Jun~~Aug-07 0.~~059~~044% ~~Jul~~Sep-07 0.~~103~~099% ~~Aug~~Oct-07 0.~~044~~200% ~~Sep~~Nov-07 0.~~099~~156% ~~Oct~~Dec-07 0.~~200~~234% *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 1 0051074346 Sep-2007 01-Feb-2007 GA 100.00 97,850.00 Group 1 ~~0101066809~~0061075501 ~~Aug~~Nov-2007 01-Feb-2007 TXOH 8584.0066 ~~221~~138,000.00 Group 1 0141057482 Oct-2007 01-Jan-2007 NY 80.00 140,800.00 Group 1 0141057650 Jul-2007 01-Jan-2007 NY 20.11 75,000.00 Group 1 0211051323 Aug-2007 01-Feb-2007 DC 90.00 252,000.00 Group 1 0231086905 Oct-2007 01-Jan-2007 CT 90.00 111,150.00 Group 1 ~~0351041423~~0341038333 ~~Aug~~Dec-2007 01-~~Dec~~Feb-~~2006~~2007 TXGA 8090.00 68139,~~000~~500.00 Group 1 ~~0371041183~~0351041423 ~~Sep~~Aug-2007 01-~~Jan~~Dec-~~2007~~2006 OHTX ~~100~~80.00 ~~150~~68,000.00 Group 1 ~~0371042854~~0371041183 Sep-2007 01-~~Feb~~Jan-2007 OH 95100.00 83150,~~600~~000.00 Group 1 0371042959 Sep-2007 01-Mar-2007 FL 68.16 137,000.00 Group 1 0371043667 Apr-2007 01-Mar-2007 FL 72.95 121,100.00 Group 1 0411001757 Dec-2007 01-Jan-2007 MI 90.00 135,000.00 Group 1 0511053645 Oct-2007 01-Feb-2007 CA 60.60 203,000.00 Group 21 ~~0341039076~~0621020069 ~~Oct~~Dec-2007 01-~~Mar~~Jan-2007 GAFL 8074.45 202,500.00 ~~207~~Group 1 0961072948 Nov-2007 01-Jan-2007 DE 94.27 183,~~200~~825.00 Group 2 0351040385 Sep-2007 01-Jan-2007 TX 95.00 114,511.00 Group 2 ~~0841017313~~0521050716 ~~Jul~~Dec-2007 01-~~Sep~~Mar-~~2006~~2007 MIIN 9590.00 93211,~~147~~500.00 Group 2 0551023922 Dec-2007 01-Jan-2007 TX 100.00 157,310.00

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 1 0051074346 97,752.65 01-Apr-2007 46 11.375% 57,~~408~~208.4169 Group 1 ~~0101066809~~0061075501 ~~220~~137,~~722~~816.9025 01-Mar-2007 57 8.~~350~~675% 108,~~344~~635.8365 Group 1 0141057482 140,~~592~~451.7887 01-~~Mar~~May-2007 5 9.550% 7,~~574~~566.6486 Group 1 0141057650 74,~~610~~520.2304 01-~~Sep~~Nov-2007 0 8.875% 1,~~066~~065.6234 Group 1 0211051323 251,860.91 01-Feb-2007 68 8.950% 1418,~~494~~107.2760 Group 1 0231086905 111,001.26 01-Mar-2007 57 10.000% 8,060.38 Group 1 0341038333 139,159.36 01-Jun-2007 4 9.975% 6,~~272~~723.1490 Group 1 0351041423 67,231.38 01-Apr-2007 46 10.900% 34,~~542~~711.0722 Group 1 0371041183 149,~~713~~647.9467 01-~~Sep~~Nov-2007 0 9.130% 2,~~203~~202.5256 Group 1 ~~0371042854~~0371042959 83136,~~533~~408.2777 01-~~Mar~~Nov-2007 50 109.~~500~~775% 42,~~964~~154.1166 Group 1 ~~0371042959~~0371043667 ~~136~~120,~~543~~372.9130 01-~~Sep~~Oct-2007 0 97.~~775~~550% 21,~~156~~453.7893 Group 1 ~~0371043667~~0411001757 ~~120~~134,~~557~~285.6642 01-~~Aug~~Nov-2007 0 79.~~550~~800% 12,~~456~~126.1872 Group 1 0511053645 ~~203~~202,~~000~~862.0041 01-~~Jan~~Feb-2007 78 7.950% 1012,~~320~~891.0515 Group 21 ~~0341039076~~0621020069 ~~207~~202,~~094~~253.8184 01-Mar-2007 57 10.450% 15,370.63 Group 1 0961072948 182,790.07 01-Nov-2007 0 9.~~350~~500% 102,~~915~~803.8853 Group 2 0351040385 114,~~374~~281.7692 01-~~Mar~~May-2007 5 10.550% 6,~~830~~824.55 Group 2 0521050716 210,022.76 01-Nov-2007 0 7.400% 2,486.26 Group 2 ~~0841017313~~0551023922 92157,~~703~~195.1522 01-~~Jul~~Jun-2007 14 10.~~300~~930% 28,~~316~~352.5129

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 1 03 0206,370.0037 0115,906.0080 0.~~000~~026% Group 2 1 ~~100,000~~0.00 ~~2,828~~(397.1848) 0.~~001~~000% Total 14 ~~100~~206,~~000~~370.0037 2115,~~828~~509.1832 0.~~000~~018%

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 Group 1 0061075431 91,000.00 11.520% TN 100.00 360 Group 1 0061076627 65,000.00 11.030% TN 100.00 360 Group 1 0101065228 141,550.00 7.520% TX 95.00 360 Group 2 0211052414 100,000.00 10.000% MD 35.71 360

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) Group 21 ~~0211052414~~0061075431 ~~100~~0.00 443.78 55,252.63 Group 1 0061076627 65,000.00 255,~~828~~473.1856 55,473.56 Group 1 0101065228 141,370.37 59,989.46 59,989.46 Group 2 0211052414 0.00 (397.48) 2,~~828~~449.1890

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~015~~031% Current Month 1.~~022~~729% 3 Month Average 0.~~005~~020% 3 Month Average 01.~~341~~197% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 0.000% 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 0.015% N/A Oct-2007 1.022% N/A Nov-2007 0.014% N/A Nov-2007 0.841% N/A Dec-~~2006~~2007 0.031% N/A Dec-2007 1.729% 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 Loss Severity Current Month 0.372% Current Month (Cumulative) 43.580% 3 Month Average 0.238% 3 Month Average (Cumulative) 25.532% 12 Month Average 0.000% 12 Month Average (Cumulative) N/A CDR: Current vs. 12mo Average* Loss Severity: Curr Month(Cum) vs. 12mo Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Apr-2007 0.000% 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.~~015~~179% N/A Oct-2007 12.~~022~~828% N/A Nov-2007 0.164% N/A Nov-2007 30.189% N/A Dec-2007 0.372% N/A Dec-2007 43.580% 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~~Group ~~Cumulative~~1 ~~Loss~~MDR ~~Severity~~SDA Current Month 0.~~179~~045% Current Month 2.~~828~~540% 3 Month Average 0.~~060~~022% 3 Month Average 01.~~000~~258% 12 Month Average 0.000% 12 Month Average 0.000% ~~CDR~~MDR: Current vs. 12mo Average* ~~Cumulative Loss Severity~~SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 0.000% 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 0.020% N/A Nov-2007 1.235% N/A Dec-~~2006~~2007 0.045% N/A Dec-2007 2.540% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. 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 Loss Severity Current Month 0.540% Current Month (Cumulative) 57.412% 3 Month Average 0.259% 3 Month Average (Cumulative) 39.218% 12 Month Average 0.000% 12 Month Average (Cumulative) N/A CDR: Current vs. 12mo Average* Loss Severity: Curr Month(Cum) vs. 12mo Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Apr-2007 ~~N/A~~0.000% N/A May-2007 0.000% N/A May-2007 ~~N/A~~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 ~~Jul~~Aug-2007 0.000% N/A Aug-2007 0.000% N/A ~~Aug~~Sep-2007 0.000% N/A ~~Aug~~Sep-2007 0.000% N/A Oct-2007 0.000% N/A ~~Sep~~Oct-2007 0.000% N/A ~~Sep~~Nov-2007 0.238% N/A Nov-2007 60.241% N/A ~~Oct~~Dec-2007 0.~~179~~540% N/A ~~Oct~~Dec-2007 257.~~828~~412% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group ~~1 - No Realized Loss Information to report this period. Group~~ 2 MDR SDA Current Month 0.~~048~~000% Current Month 30.~~182~~000% 3 Month Average 0.016% 3 Month Average 1.061% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~2007 N/A N/A ~~Jan~~Mar-2007 N/A N/A ~~Jan~~Mar-2007 N/A N/A ~~Feb~~Apr-2007 ~~N/A~~0.000% N/A ~~Feb~~Apr-2007 ~~N/A~~0.000% N/A ~~Mar~~May-2007 ~~N/A~~0.000% N/A ~~Mar~~May-2007 ~~N/A~~0.000% N/A ~~Apr~~Jun-2007 0.000% N/A ~~Apr~~Jun-2007 0.000% N/A ~~May~~Jul-2007 0.000% N/A ~~May~~Jul-2007 0.000% N/A ~~Jun~~Aug-2007 0.000% N/A ~~Jun~~Aug-2007 0.000% N/A ~~Jul~~Sep-2007 0.000% N/A ~~Jul~~Sep-2007 0.000% N/A ~~Aug~~Oct-2007 0.~~000~~048% N/A ~~Aug~~Oct-2007 03.~~000~~182% N/A ~~Sep~~Nov-2007 0.000% N/A ~~Sep~~Nov-2007 0.000% N/A ~~Oct~~Dec-2007 0.~~048~~000% N/A ~~Oct~~Dec-2007 30.~~182~~000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR ~~Cumulative~~ Loss Severity Current Month 0.~~573~~000% Current Month (Cumulative) 2.~~828~~450% 3 Month Average 0.191% 3 Month Average 0(Cumulative) 2.~~000~~708% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Jan-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Feb-~~2006~~2007 N/A N/A ~~Jan~~Mar-2007 N/A N/A ~~Jan~~Mar-2007 N/A N/A ~~Feb~~Apr-2007 ~~N/A~~0.000% N/A ~~Feb~~Apr-2007 ~~N/A~~0.000% N/A ~~Mar~~May-2007 ~~N/A~~0.000% N/A ~~Mar~~May-2007 ~~N/A~~0.000% N/A ~~Apr~~Jun-2007 0.000% N/A ~~Apr~~Jun-2007 ~~N/A~~0.000% N/A ~~May~~Jul-2007 0.000% N/A ~~May~~Jul-2007 ~~N/A~~0.000% N/A ~~Jun~~Aug-2007 0.000% N/A ~~Jun~~Aug-2007 ~~N/A~~0.000% N/A ~~Jul~~Sep-2007 0.000% N/A ~~Jul~~Sep-2007 ~~N/A~~0.000% N/A ~~Aug~~Oct-2007 0.~~000~~573% N/A ~~Aug~~Oct-2007 ~~N/A~~2.828% N/A ~~Sep~~Nov-2007 0.000% N/A ~~Sep~~Nov-2007 ~~N/A~~2.847% N/A ~~Oct~~Dec-2007 0.~~573~~000% N/A ~~Oct~~Dec-2007 2.~~828~~450% 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 1 1127 25,~~009~~056,~~150~~732.00 15,~~996~~014,~~550~~512.3156 0 0.00 0.00 Group 2 53 ~~792~~725,~~500~~549.00 ~~721~~724,~~386~~299.0813 0 0.00 0.00 Total 1630 25,~~801~~782,~~650~~281.00 25,~~717~~738,~~936~~811.3969 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 02 0206,550.00 0205,204.0036 1811,~~596~~159.0486 Group 2 0 0.00 0.00 10 ~~100,000~~0.00 ~~99,682~~0.4800 8,~~128~~144.8415 Total 0 0.00 0.00 12 ~~100~~206,~~000~~550.00 99205,~~682~~204.4836 2619,~~724~~304.8801

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0101064847~~0051074221 TXMS 5861.5754 01-~~Jan~~Feb-2007 ~~123~~152,000.00 ~~122~~150,~~213~~834.9946 Group 1 ~~0161052426~~0061076627 MATN 67100.7100 01-Feb-2007 ~~325~~65,000.00 ~~322~~64,~~866~~913.7671 Group 1 ~~0211049418~~0101064266 GATX 9063.00 01-Dec-2006 81,900.00 81,368.25 Group 1 0101065228 TX 95.00 01-Jan-2007 81141,550.00 140,169.86 Group 1 0141057897 NY 68.76 01-Feb-2007 305,982.00 303,167.91 Group 1 0161051444 MA 56.72 01-Jan-2007 135,000.00 80134,~~755~~005.1903 Group 1 ~~0331050339~~0191035159 NJWA 6147.2228 01-Jan-2007 ~~150~~200,000.00 ~~149~~198,~~622~~632.2389 Group 1 ~~0381029645~~0211050562 RINC 5790.7800 01-~~Nov~~Feb-~~2006~~2007 ~~130~~135,000.00 ~~128~~132,~~894~~504.1914 Group 1 ~~0381030211~~0211052521 RIGA 6463.4116 01-Feb-2007 120,000.00 119,234.09 Group 1 0231085124 VA 78.96 01-Jan-2007 ~~190~~54,400.00 54,183.65 Group 1 0231086963 MA 65.79 01-Feb-2007 250,000.00 ~~188~~248,~~450~~271.1634 Group 1 ~~0551024796~~0331050837 TXNY 8075.00 01-Jan-2007 ~~234~~310,~~400~~500.00 ~~232~~308,~~612~~678.6026 Group 1 ~~0631015951~~0341037422 CANC 2380.4200 01-Jan-2007 ~~130~~144,000.00 ~~129~~142,~~055~~847.8075 Group 1 ~~0691010290~~0341037742 MDSC 5480.7500 01-Jan-2007 ~~219~~136,000.00 ~~217~~135,~~695~~362.0886 Group 1 ~~0831069605~~0351042190 NYTX 7142.4398 01-~~Nov~~Feb-~~2006~~2007 ~~300~~104,000.00 ~~298~~103,~~124~~583.4854 Group 1 ~~0961071465~~0381030175 MDRI 6554.29 01-Jan-2007 171,000.00 170,217.70 Group 1 0381030246 NY 75.00 01-Jan-2007 ~~126~~232,~~750~~500.00 ~~126~~230,~~259~~617.8306 Group 21 ~~0061075853~~0381030410 OHFL 3461.4844 01-Feb-2007 ~~100~~145,000.00 33143,~~002~~893.11 Group 21 ~~0211051227~~0411001241 MT 73.08 01-Jan-2007 237,500.00 236,033.30 Group 1 0421001465 SC 5191.70 01-Jan-2007 105,450.00 98,298.91 Group 1 0421002100 PA 75.00 01-Feb-2007 7666,750.00 66,372.81 Group 1 0511052056 CA 20.00 01-Dec-2006 160,000.00 74158,~~317~~510.8259 Group 21 ~~0211052414~~0511052810 MD 3574.7194 01-~~Mar~~Feb-2007 ~~100~~302,000.00 99300,~~635~~378.6092 Group 21 ~~0231086822~~0511052967 CA 32.63 01-Jan-2007 169,000.00 167,548.30 Group 1 0521047241 IL 95.00 01-Feb-2007 304,000.00 302,091.11 Group 1 0831070325 NY 4765.9200 01-~~Mar~~Dec-2006 237,250.00 236,038.96 Group 1 0831070708 NJ 80.00 01-Dec-2006 328,000.00 324,976.44 Group 1 0831072499 NY 75.00 01-Jan-2007 ~~230~~307,500.00 305,567.20 Group 1 0961073702 NH 82.65 01-Feb-2007 162,000.00 ~~228~~161,~~763~~293.1598 Group 2 ~~0371041312~~0191035623 FLID 99100.4000 01-Feb-2007 226,500.00 226,105.84 Group 2 0341037421 NC 74.86 01-Feb-2007 149,~~000~~999.00 ~~148~~149,~~790~~143.1529 Group 2 ~~0371042346~~0511053741 FLCA 9565.00 01-Feb-2007 ~~237~~349,~~500~~050.00 ~~236~~349,~~512~~050.8500

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0101064847~~0051074221 Loan Paid in Full 20 7.~~850~~750% 360 910 Group 1 ~~0161052426~~0061076627 Liquidation 8 11.030% 360 10 Group 1 0101064266 Loan Paid in Full 0 9.250% 360 12 Group 1 0101065228 Liquidation 8 7.~~100~~520% 360 11 Group 1 0141057897 Loan Paid in Full 0 6.538% 360 10 Group 1 0161051444 Loan Paid in Full 0 8.175% 360 11 Group 1 ~~0211049418~~0191035159 Loan Paid in Full 0 8.550% 360 11 Group 1 0211050562 Loan Paid in Full 0 7.~~450~~540% 240 10 Group 1 0211052521 Loan Paid in Full 0 8.400% 360 910 Group 1 ~~0331050339~~0231085124 Loan Paid in Full 0 11.150% 360 11 Group 1 0231086963 Loan Paid in Full 0 8.~~175~~000% 360 10 Group 1 0331050837 Loan Paid in Full 2 9.300% 360 11 Group 1 ~~0381029645~~0341037422 Loan Paid in Full 0 7.~~450~~780% 360 11 Group 1 ~~0381030211~~0341037742 Loan Paid in Full 50 610.~~600~~380% 360 911 Group 1 ~~0551024796~~0351042190 Loan Paid in Full 20 10.650% 360 10 Group 1 0381030175 Loan Paid in Full 0 6.~~950~~788% 360 911 Group 1 ~~0631015951~~0381030246 Loan Paid in Full 0 7.~~200~~700% 360 911 Group 1 ~~0691010290~~0381030410 Loan Paid in Full 0 87.~~345~~500% 360 910 Group 1 ~~0831069605~~0411001241 Loan Paid in Full 0 89.~~990~~050% 360 11 Group 1 ~~0961071465~~0421001465 Loan Paid in Full 0 10.~~297~~520% 120 11 Group 1 0421002100 Loan Paid in Full 0 9.000% 360 10 Group 1 0511052056 Loan Paid in Full 0 7.450% 360 12 Group 1 0511052810 Loan Paid in Full 0 9.250% 360 10 Group 21 ~~0061075853~~0511052967 Loan Paid in Full (0 7.400% 360 11 Group 1) 0521047241 Loan Paid in Full 0 8.750% 360 10 Group 1 0831070325 Loan Paid in Full 7 10.500% 360 812 Group 21 ~~0211051227~~0831070708 Loan Paid in Full 0 87.~~775~~500% ~~180~~360 12 Group 1 0831072499 Loan Paid in Full 0 8.990% 360 11 Group 21 ~~0211052414~~0961073702 ~~Liquidation~~Loan 5Paid in Full 0 10.~~000~~250% 360 710 Group 2 ~~0231086822~~0191035623 Loan Paid in Full 0 710.~~420~~795% 360 710 Group 2 ~~0371041312~~0341037421 Loan Paid in Full 0 9.~~740~~275% 360 810 Group 2 ~~0371042346~~0511053741 Loan Paid in Full ~~(1)~~0 97.~~370~~675% 360 810

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group 1 38 ~~511~~1,~~461~~096,610.6131 930,~~567~~150.4171 0.00 Group 2 42 ~~647~~575,~~068~~155.2684 2220,~~431~~480.8900 0.00 Total 710 1,~~158~~671,~~529~~766.8715 3150,~~999~~630.3071 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 1 ~~0111002524~~0051074221 ~~Active~~11/30/2007 ~~301~~150,~~650~~834.6246 24,~~160~~525.0003 0.00 Group 1 ~~0211049418~~0211052521 0911/30/2007 80119,~~755~~234.1909 31,~~697~~192.4034 0.00 Group 1 ~~0631015951~~0231085124 0911/30/2007 ~~129~~54,~~055~~183.8065 31,~~710~~083.0167 0.00 Group 21 ~~0061075853~~0381030410 0911/2430/2007 33143,~~002~~893.11 14,~~000~~308.49 0.00 Group 1 0411001241 11/30/2007 236,033.30 8,531.13 0.00 Group 1 0421002100 11/30/2007 66,372.81 2,386.03 ~~0231086822~~0.00 10Group 1 0511052056 11/0121/2007 ~~228~~158,~~763~~510.1559 63,~~780~~175.5133 0.00 Group 1 0511052967 11/30/2007 167,548.30 4,948.69 0.00 Group 2 ~~0371041312~~0191035623 0911/2429/2007 ~~148~~226,~~790~~105.1584 59,~~796~~764.1316 0.00 Group 2 ~~0371042346~~0511053741 0911/2030/2007 ~~236~~349,~~512~~050.8500 810,~~855~~715.2584 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~426~~902% Current Month 410.~~992~~307% Current Month ~~285~~479.~~238~~369% 3 Month Average 0.~~745~~618% 3 Month Average 87.~~513~~144% 3 Month Average ~~579~~359.~~822~~721% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 8.663% N/A Apr-2007 1,561.038% N/A May-2007 5.871% N/A May-2007 779.713% N/A Jun-2007 7.260% N/A Jun-2007 762.188% N/A Jul-2007 6.467% N/A Jul-2007 561.649% N/A Aug-2007 13.594% N/A Aug-2007 1,005.658% N/A Sep-2007 6.953% N/A Sep-2007 448.570% N/A Oct-2007 4.992% N/A Oct-2007 285.238% N/A Nov-2007 6.134% N/A Nov-2007 314.554% N/A Dec-2007 10.307% N/A Dec-2007 479.369% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 01.~~438~~151% Current Month 512.~~134~~971% Current Month ~~297~~609.~~232~~907% 3 Month Average 0.~~801~~731% 3 Month Average 98.~~050~~373% 3 Month Average ~~633~~423.~~800~~716% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 8.446% N/A Apr-2007 1,590.932% N/A May-2007 4.231% N/A May-2007 579.068% N/A Jun-2007 6.663% N/A Jun-2007 716.269% N/A Jul-2007 7.998% N/A Jul-2007 708.713% N/A Aug-2007 16.568% N/A Aug-2007 1,247.596% N/A Sep-2007 5.448% N/A Sep-2007 356.572% N/A Oct-2007 5.134% N/A Oct-2007 297.232% N/A Nov-2007 7.014% N/A Nov-2007 364.010% N/A Dec-2007 12.971% N/A Dec-2007 609.907% 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 2 SMM CPR PSA Current Month 0.~~398~~355% Current Month 4.~~677~~177% Current Month ~~259~~189.~~783~~725% 3 Month Average 0.~~620~~369% 3 Month Average 74.~~168~~339% 3 Month Average ~~456~~219.~~546~~186% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 9.141% N/A Apr-2007 1,502.831% N/A May-2007 9.417% N/A May-2007 1,173.147% N/A Jun-2007 8.576% N/A Jun-2007 855.840% N/A Jul-2007 2.965% N/A Jul-2007 246.632% N/A Aug-2007 6.638% N/A Aug-2007 472.792% N/A Sep-2007 10.188% N/A Sep-2007 637.064% N/A Oct-2007 4.677% N/A Oct-2007 259.783% N/A Nov-2007 4.163% N/A Nov-2007 208.052% N/A Dec-2007 4.177% N/A Dec-2007 189.725% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 4 ~~873~~871,~~365~~928.2599 0.~~131~~133 4 ~~873~~871,~~365~~928.2599 0.~~191~~194 6.000 6.499 80 25,~~511~~470,~~473~~581.8713 3.~~836~~890 62 18,~~405~~374,~~139~~123.9345 4.~~020~~090 6.500 6.999 ~~451~~447 ~~131~~130,~~104~~008,~~072~~326.6192 19.~~711~~853 ~~323~~320 8382,~~623~~735,~~381~~305.3942 18.~~266~~418 7.000 7.499 ~~299~~294 8180,~~657~~426,~~532~~198.2042 12.~~277~~282 ~~235~~232 57,~~969~~269,~~174~~555.3944 12.~~662~~749 7.500 7.999 ~~507~~496 ~~119~~116,~~222~~854,~~562~~991.2214 17.~~924~~844 ~~410~~400 8987,~~039~~054,~~502~~141.4233 19.~~449~~380 8.000 8.499 ~~345~~340 7776,~~661~~714,~~914~~579.6453 11.~~676~~715 ~~261~~256 5049,~~207~~289,~~863~~312.9989 10.~~967~~973 8.500 8.999 ~~410~~406 7776,~~434~~306,~~390~~363.7694 11.~~642~~652 ~~324~~320 5554,~~615~~514,~~497~~385.4910 12.~~148~~136 9.000 9.499 ~~253~~246 4241,~~806~~462,~~915~~426.9881 6.~~436~~332 ~~186~~180 3029,~~258~~077,~~321~~489.5247 6.~~609~~473 9.500 9.999 ~~321~~317 4948,~~532~~829,~~484~~852.3277 7.~~447~~457 ~~243~~239 3534,~~335~~655,~~243~~603.0281 7.~~718~~715 10.000 10.499 ~~129~~127 19,~~462~~147,~~861~~297.6047 2.~~926~~924 8482 1211,~~217~~908,~~535~~314.3439 2.~~669~~651 10.500 10.999 ~~139~~134 1716,~~510~~741,~~544~~086.4184 2.~~633~~556 8379 10,~~830~~293,~~758~~166.2772 2.~~366~~291 11.000 11.499 8280 8,~~515~~388,~~697~~081.2083 1.~~280~~281 5149 5,~~527~~402,~~803~~644.2842 1.~~207~~203 11.500 11.999 8785 8,~~319~~166,~~117~~014.4301 1.~~251~~247 5149 4,~~347~~196,~~322~~851.4855 0.~~950~~934 12.000 12.499 4241 4,~~412~~354,~~281~~597.8187 0.~~663~~665 24 2,~~870~~868,~~139~~316.7238 0.~~627~~639 12.500 12.999 11 1,~~112~~111,~~482~~838.4429 0.~~167~~170 7 ~~693~~692,~~165~~766.8640 0.~~151~~154 13.000 13.499 0 0.00 0.000 0 0.00 0.000 13.500 13.999 0 0.00 0.000 0 0.00 0.000 14.000 14.499 0 0.00 0.000 0 0.00 0.000 >= 14.500 0 0.00 0.000 0 0.00 0.000 Total 3,~~160~~108 ~~665~~654,~~137~~854,~~696~~165.7496 100.000 2,~~348~~303 ~~457~~449,~~814~~203,~~214~~905.3576 100.000

Interest Rate Stratification (continued) Group 2 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 5.500 5.999 0 0.00 0.000 6.000 6.499 18 7,~~106~~096,~~333~~457.9468 3.~~428~~451 6.500 6.999 ~~128~~127 47,~~480~~273,~~691~~021.2250 22.~~902~~987 7.000 7.499 6462 23,~~688~~156,~~357~~642.8198 11.~~426~~260 7.500 7.999 9796 3029,~~183~~800,~~059~~849.8081 14.~~558~~491 8.000 8.499 84 27,~~454~~425,~~050~~266.6564 13.~~242~~336 8.500 8.999 86 21,~~818~~791,~~893~~978.2784 10.~~524~~597 9.000 9.499 6766 12,~~548~~384,~~594~~937.4634 6.~~053~~022 9.500 9.999 78 14,~~197~~174,~~241~~248.3096 6.~~848~~892 10.000 10.499 45 7,~~245~~238,~~326~~983.2608 3.~~495~~520 10.500 10.999 5655 6,~~679~~447,~~786~~920.1412 3.~~222~~135 11.000 11.499 31 2,~~987~~985,~~893~~437.9241 1.~~441~~452 11.500 11.999 36 3,~~971~~969,~~794~~162.9546 1.~~916~~930 12.000 12.499 1817 1,~~542~~486,~~142~~281.0949 0.~~744~~723 12.500 12.999 4 419,~~316~~071.5889 0.~~202~~204 13.000 13.499 0 0.00 0.000 13.500 13.999 0 0.00 0.000 14.000 14.499 0 0.00 0.000 >= 14.500 0 0.00 0.000 Total ~~812~~805 ~~207~~205,~~323~~650,~~482~~260.3920 100.000

Filing Compare · Option One Mortgage Loan Trust 2007-FXD2